Riversource Life Insurance 10-K23 Feb 172016 FY Annual reportFinancial data

Company Profile

Document and Entity Information

Document and Entity Information - USD ($)	12 Months Ended
Document and Entity Information - USD ($)	Dec. 31, 2016	Feb. 23, 2017	Jun. 30, 2016
Document and Entity Information
Entity Registrant Name	RIVERSOURCE LIFE INSURANCE CO
Entity Central Index Key	727,892
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Document Type	10-K
Document Period End Date	Dec. 31, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	FY
Amendment Flag	false
Entity Common Stock, Shares Outstanding		100,000
Entity Well-known Seasoned Issuer	No
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Public Float			$ 0

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Available-for-Sale:
Fixed maturities, at fair value (amortized cost: 2016, $21,464; 2015, $20,886)	$ 22,682	$ 21,772
Common stocks, at fair value (cost: 2016, $4; 2015, $2)	10	7
Mortgage loans, at amortized cost (less allowance for loan losses: 2016 and 2015, $19)	2,874	3,211
Policy loans	830	823
Other investments	998	998
Total investments	27,394	26,811
Cash and cash equivalents	323	370
Reinsurance recoverables	2,623	2,415
Other receivables	262	255
Accrued investment income	237	244
Deferred acquisition costs	2,611	2,693	[1],[2]
Other assets	4,305	4,583	[1]
Separate account assets	76,298	76,004
Total assets	114,053	113,375
Liabilities:
Policyholder account balances, future policy benefits and claims	29,514	29,029
Short-term borrowings	200	200
Other liabilities	4,253	4,103	[1]
Separate account liabilities	76,298	76,004
Total liabilities	110,265	109,336
Shareholder's equity:
Common stock, $30 par value; 100,000 shares authorized, issued and outstanding	3	3
Additional paid-in capital	2,466	2,465
Retained earnings	862	1,176	[1]
Accumulated other comprehensive income, net of tax	457	395
Total shareholder's equity	3,788	4,039	[3]
Total liabilities and shareholder's equity	$ 114,053	$ 113,375

[1]	Certain prior period amounts have been restated. See Note 1 for more information.
[2]	Prior period DAC balances have been restated for the correction of the commission expense accrual for certain insurance and annuity products. See Note 1 for more information.
[3]	Prior period retained earnings have been restated. See Note 1 for more information.

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Statement of Financial Position [Abstract]
Fixed maturities, amortized cost	$ 21,464	$ 20,886
Common stocks, cost	4	2
Mortgage loans, allowance for loan losses	$ 19	$ 19
Common stock, par value (in dollars per share)	$ 30	$ 30
Common stock, shares authorized (in shares)	100,000	100,000
Common stock, shares issued (in shares)	100,000	100,000
Common stock, shares outstanding (in shares)	100,000	100,000

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME - USD ($) $ in Millions	12 Months Ended
CONSOLIDATED STATEMENTS OF INCOME - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Revenues
Premiums	$ 417	$ 406	$ 423
Net investment income	1,128	1,218	1,294
Policy and contract charges	1,984	1,880	1,821
Other revenues	406	422	390
Net realized investment gains	26	4	38
Total revenues	3,961	3,930	3,966
Benefits and expenses
Benefits, claims, losses and settlement expenses	1,611	1,213	1,046
Interest credited to fixed accounts	623	668	713
Amortization of deferred acquisition costs	334	273	293
Other insurance and operating expenses	683	736	740
Total benefits and expenses	3,251	2,890	2,792
Pretax income	710	1,040	1,174
Income tax provision	24	145	209
Net income	686	895	965
Supplemental Disclosures:
Total other-than-temporary impairment losses on securities	0	(8)	(6)
Portion of loss recognized in other comprehensive income (before taxes)	0	1	1
Net impairment losses recognized in net realized investment gains	$ 0	$ (7)	$ (5)

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income	$ 686	$ 895	$ 965
Other comprehensive income (loss), net of tax:
Net unrealized gains (losses) on securities	58	(338)	74
Net unrealized gains on derivatives	4	4	5
Total other comprehensive income (loss), net of tax	62	(334)	79
Total comprehensive income	$ 748	$ 561	$ 1,044

CONSOLIDATED STATEMENTS OF SHAR

CONSOLIDATED STATEMENTS OF SHAREHOLDER'S EQUITY - USD ($) $ in Millions		Total	Common shares [Member]	Additional paid-in capital [Member]	Retained earnings [Member]	Accumulated other comprehensive income [Member]
Beginning balance at Dec. 31, 2013	[1]	$ 4,132	$ 3	$ 2,463	$ 1,016	$ 650
Comprehensive income:
Net income		965			965
Total other comprehensive income (loss), net of tax		79				79
Total comprehensive income		1,044
Tax adjustment on share-based incentive compensation plan		1		1
Cash dividends to Ameriprise Financial, Inc.		(900)			(900)
Ending balance at Dec. 31, 2014	[1]	4,277	3	2,464	1,081	729
Comprehensive income:
Net income		895			895
Total other comprehensive income (loss), net of tax		(334)				(334)
Total comprehensive income		561
Tax adjustment on share-based incentive compensation plan		1		1
Cash dividends to Ameriprise Financial, Inc.		(800)			(800)
Ending balance at Dec. 31, 2015	[1]	4,039	3	2,465	1,176	395
Comprehensive income:
Net income		686			686
Total other comprehensive income (loss), net of tax		62				62
Total comprehensive income		748
Tax adjustment on share-based incentive compensation plan		1		1
Cash dividends to Ameriprise Financial, Inc.		(1,000)			(1,000)
Ending balance at Dec. 31, 2016		$ 3,788	$ 3	$ 2,466	$ 862	$ 457

[1]	Prior period retained earnings have been restated. See Note 1 for more information.

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Statement of Cash Flows [Abstract]
Net income	$ 686	$ 895	$ 965
Adjustments to reconcile net income to net cash provided by operating activities:
Depreciation, amortization and accretion, net	40	18	8
Deferred income tax expense (benefit)	5	(91)	209
Contractholder and policyholder charges, non-cash	(348)	(334)	(329)
Loss from equity method investments	53	18	24
Net realized investment gains	(30)	(13)	(45)
Other-than-temporary impairments and provision for loan losses recognized in net realized investment gains	4	9	7
Change in operating assets and liabilities:
Deferred acquisition costs	55	(2)	33
Policyholder account balances, future policy benefits and claims, net	338	703	1,375
Derivatives, net of collateral	93	69	(894)
Reinsurance recoverables	(212)	(132)	(107)
Other receivables	(12)	(9)	(4)
Accrued investment income	7	11	20
Other, net	188	407	(357)
Net cash provided by operating activities	867	1,549	905
Available-for-Sale securities:
Proceeds from sales	297	158	309
Maturities, sinking fund payments and calls	2,318	2,589	2,848
Purchases	(3,174)	(2,279)	(1,589)
Proceeds from sales, maturities and repayments of mortgage loans	783	618	562
Funding of mortgage loans	(433)	(523)	(523)
Proceeds from sales and collections of other investments	156	115	140
Purchase of other investments	(164)	(158)	(304)
Purchase of land, buildings, equipment and software	(9)	(11)	(8)
Change in policy loans, net	(7)	(18)	(32)
Advance on line of credit to Ameriprise Financial, inc.	0	0	15
Repayment from Ameriprise Financial, Inc. on line of credit	0	0	15
Other, net	82	4	5
Net cash provided by (used in) investing activities	(151)	495	1,408
Policyholder account balances:
Deposits and other additions	2,086	2,061	2,042
Net transfers from (to) separate accounts	127	(171)	(216)
Surrenders and other benefits	(1,932)	(2,714)	(2,440)
Change in short-term borrowings, net	(1)	(1)	(301)
Proceeds from line of credit with Ameriprise Financial, Inc.	22	6	56
Payments on line of credit with Ameriprise Financial, Inc.	(22)	(6)	(206)
Tax adjustment on share-based incentive compensation plan	1	1	1
Cash received for purchased options with deferred premiums	276	16	13
Cash paid for purchased options with deferred premiums	(320)	(373)	(399)
Cash dividends to Ameriprise Financial, Inc.	(1,000)	(800)	(900)
Net cash used in financing activities	(763)	(1,981)	(2,350)
Net increase (decrease) in cash and cash equivalents	(47)	63	(37)
Cash and cash equivalents at beginning of period	370	307	344
Cash and cash equivalents at end of period	323	370	307
Supplemental Disclosures:
Income taxes paid (received), net	(120)	(57)	471
Interest paid on borrowings	1	1	1
Non-cash investing activity:
Partnership commitments not yet remitted	$ 108	$ 45	$ 38

Nature of Business and Basis of

Nature of Business and Basis of Presentation	12 Months Ended
Nature of Business and Basis of Presentation	Dec. 31, 2016
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Nature of Business and Basis of Presentation	Nature of Business and Basis of Presentation RiverSource Life Insurance Company is a stock life insurance company with one wholly owned stock life insurance company subsidiary, RiverSource Life Insurance Co. of New York (“RiverSource Life of NY”). RiverSource Life Insurance Company is a wholly owned subsidiary of Ameriprise Financial, Inc. (“Ameriprise Financial”). • RiverSource Life Insurance Company is domiciled in Minnesota and holds Certificates of Authority in American Samoa, the District of Columbia and all states except New York. RiverSource Life Insurance Company issues insurance and annuity products. • RiverSource Life of NY is domiciled and holds a Certificate of Authority in New York. RiverSource Life of NY issues insurance and annuity products. RiverSource Life Insurance Company also wholly owns RiverSource Tax Advantaged Investments, Inc. (“RTA”). RTA is a stock company domiciled in Delaware and is a limited partner in affordable housing partnership investments. The accompanying Consolidated Financial Statements include the accounts of RiverSource Life Insurance Company and companies in which it directly or indirectly has a controlling financial interest (collectively, the “Company”). All intercompany transactions and balances have been eliminated in consolidation. In the fourth quarter of 2016, the Company corrected the accrual of commission expense for periods prior to 2013 for certain insurance and annuity products. The balance sheet as of December 31, 2015 has been revised to reflect the immaterial impact of the correction which increased deferred acquisition costs (“DAC”) by $5 million , other assets by $15 million , other liabilities by $46 million , and decreased retained earnings by $26 million . The impact to prior period financial statements was not material. In the third quarter of 2016, the Company recorded a $29 million increase to long term care (“LTC”) reserves for an out-of-period correction related to its claim utilization assumption. The impact to prior period financial statements was not material. The accompanying Consolidated Financial Statements are prepared in accordance with U.S. generally accepted accounting principles (“GAAP”) which vary in certain respects from reporting practices prescribed or permitted by state insurance regulatory authorities as described in Note 15. The Company evaluated events or transactions that may have occurred after the balance sheet date for potential recognition or disclosure through the date the financial statements were issued. The Company’s principal products are variable deferred annuities, universal life (“UL”) insurance, including indexed universal life (“IUL”) and variable universal life (“VUL”) insurance, which are issued primarily to individuals. Waiver of premium and accidental death benefit riders are generally available with the universal life products, in addition to other benefit riders. Variable annuity contract purchasers can choose to add optional benefit riders to their contracts, such as guaranteed minimum death benefit (“GMDB”), guaranteed minimum withdrawal benefit (“GMWB”) and guaranteed minimum accumulation benefit (“GMAB”) riders. The Company also offers immediate annuities, fixed deferred annuities, and traditional life and disability income (“DI”) insurance. The Company issues only non-participating life insurance policies which do not pay dividends to policyholders and contractholders. A majority of the Company’s business is sold through the retail distribution channel of Ameriprise Financial Services, Inc. (“AFSI”), a subsidiary of Ameriprise Financial. RiverSource Distributors, Inc., a subsidiary of Ameriprise Financial, serves as the principal underwriter and distributor of variable annuity and life insurance products issued by the Company.

Summary of Significant Accounti

Summary of Significant Accounting Policies	12 Months Ended
Summary of Significant Accounting Policies	Dec. 31, 2016
Accounting Policies [Abstract]
Summary of Significant Accounting Policies [Text Block]	Summary of Significant Accounting Policies Principles of Consolidation Effective January 1, 2016, the Company adopted ASU 2015-02 - Consolidation: Amendments to the Consolidation Analysis (“ASU 2015-02”) using the modified retrospective approach. See Note 3 for additional information on the adoption impact. A variable interest entity (“VIE”) is an entity that either has equity investors that lack certain essential characteristics of a controlling financial interest (including substantive voting rights, the obligation to absorb the entity’s losses, or the rights to receive the entity’s returns) or has equity investors that do not provide sufficient financial resources for the entity to support its activities. Voting interest entities (“VOEs”) are those entities that do not qualify as a VIE. The Company consolidates VOEs in which it holds a greater than 50% voting interest. The Company generally accounts for entities using the equity method when it holds a greater than 20% but less than 50% voting interest or when the Company exercises significant influence over the entity. All other investments that are not reported at fair value as trading or Available-for-Sale securities are accounted for under the cost method when the Company owns less than a 20% voting interest and does not exercise significant influence. Pre-adoption of ASU 2015-02 A VIE that meets one of these criteria is assessed for consolidation under one of the following models: • If the VIE is a registered money market fund, or is an investment company, or has the financial characteristics of an investment company, and the following are true: (i) the reporting entity does not have an explicit or implicit obligation to fund the investment company’s losses; and (ii) the investment company is not a securitization entity, asset backed financing entity, or an entity previously considered a qualifying special purpose entity, then, the VIE will be consolidated by the entity that determines it stands to absorb a majority of the VIE’s expected losses or to receive a majority of the VIE’s expected residual returns. Entities that are assessed for consolidation under this framework include hedge funds, property funds, private equity funds and venture capital funds. When determining whether the Company will absorb the majority of a VIE’s expected losses or receive a majority of a VIE’s expected returns, it analyzes the purpose and design of the VIE and identifies the variable interests it holds. The Company then quantitatively determines whether its variable interests will absorb a majority of the VIE’s expected losses or residual returns. If the Company will absorb the majority of the VIE’s expected losses or residual returns, the Company consolidates the VIE. • If the VIE does not meet the criteria above, then the VIE will be consolidated by the reporting entity that determines it has both: (i) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and (ii) the obligation to absorb losses of the VIE that could potentially be significant to the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE. Entities that are assessed for consolidation under this framework include investments in qualified affordable housing partnerships. When evaluating entities for consolidation under this framework, the Company considers its contractual rights in determining whether it has the power to direct the activities of the VIE that most significantly impact the VIEs economic performance. In determining whether the Company has this power, it considers whether it is acting as an asset manager enabling it to direct the activities that most significantly impact the economic performance of an entity or if it is acting in a more passive role such as a limited partner without substantive rights to impact the economic performance of the entity. In determining whether the Company has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Company considers an analysis of its rights to receive benefits such as management and incentive fees and investment returns and its obligation to absorb losses associated with any investment in the VIE in conjunction with other qualitative factors. Post-adoption of ASU 2015-02 A VIE is consolidated by the reporting entity that determines it has both: • the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and • the obligation to absorb potentially significant losses or the right to receive potentially significant benefits to the VIE. All VIEs are assessed for consolidation under this framework. When evaluating entities for consolidation, the Company considers its contractual rights in determining whether it has the power to direct the activities of the VIE that most significantly impact the VIEs economic performance. In determining whether the Company has this power, it considers whether it is acting in a role that enables it to direct the activities that most significantly impact the economic performance of an entity or if it is acting in an agent role. In determining whether the Company has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Company considers an analysis of its rights to receive benefits such as investment returns and its obligation to absorb losses associated with any investment in the VIE in conjunction with other qualitative factors. Management and incentive fees that are at market and commensurate with the level of services provided, and where the Company does not hold other interests in the VIE that would absorb more than an insignificant amount of the VIE’s expected losses or receive more than an insignificant amount of the VIE’s expected residual returns, are not considered a variable interest and are excluded from the analysis. The updated guidance has a scope exception for reporting entities with interests in registered money market funds which do not have an explicit support agreement. Amounts Based on Estimates and Assumptions Accounting estimates are an integral part of the Consolidated Financial Statements. In part, they are based upon assumptions concerning future events. Among the more significant are those that relate to investment securities valuation and recognition of other-than-temporary impairments, DAC and the corresponding recognition of DAC amortization, valuation of derivative instruments and hedging activities, claims reserves and income taxes and the recognition of deferred tax assets and liabilities. These accounting estimates reflect the best judgment of management and actual results could differ. Investments Available-for-Sale Securities Available-for-Sale securities are carried at fair value with unrealized gains (losses) recorded in accumulated other comprehensive income (“AOCI”), net of impacts to DAC, deferred sales inducement costs (“DSIC”), unearned revenue, benefit reserves, reinsurance recoverables and income taxes. Gains and losses are recognized on a trade date basis in the Consolidated Statements of Income upon disposition of the securities. When the fair value of an investment is less than its amortized cost, the Company assesses whether or not: (i) it has the intent to sell the security (made a decision to sell) or (ii) it is more likely than not that the Company will be required to sell the security before its anticipated recovery. If either of these conditions exist, an other-than-temporary impairment is considered to have occurred and the Company recognizes an other-than-temporary impairment for the difference between the investment’s amortized cost and its fair value through earnings. For securities that do not meet the above criteria and the Company does not expect to recover a security’s amortized cost, the security is also considered other-than-temporarily impaired. For these securities, the Company separates the total impairment into the credit loss component and the amount of the loss related to other factors. The amount of the total other-than-temporary impairment related to credit loss is recognized in earnings. The amount of the total other-than-temporary impairment related to other factors is recognized in other comprehensive income, net of impacts to DAC, DSIC, unearned revenue, benefit reserves, reinsurance recoverables and income taxes. For Available-for-Sale securities that have recognized an other-than-temporary impairment through earnings, the difference between the amortized cost and the cash flows expected to be collected is accreted as interest income if through subsequent evaluation there is a sustained increase in the cash flow expected. Subsequent increases and decreases in the fair value of Available-for-Sale securities are included in other comprehensive income. The Company provides a supplemental disclosure on the face of its Consolidated Statements of Income that presents: (i) total other-than-temporary impairment losses recognized during the period and (ii) the portion of other-than-temporary impairment losses recognized in other comprehensive income. The sum of these amounts represents the credit-related portion of other-than-temporary impairments that were recognized in earnings during the period. The portion of other-than-temporary losses recognized in other comprehensive income includes: (i) the portion of other-than-temporary impairment losses related to factors other than credit recognized during the period and (ii) reclassifications of other-than-temporary impairment losses previously determined to be related to factors other than credit that are determined to be credit-related in the current period. The amount presented on the Consolidated Statements of Income as the portion of other-than-temporary losses recognized in other comprehensive income excludes subsequent increases and decreases in the fair value of these securities. For all securities that are considered temporarily impaired, the Company does not intend to sell these securities (has not made a decision to sell) and it is not more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis. The Company believes that it will collect all principal and interest due on all investments that have amortized cost in excess of fair value that are considered only temporarily impaired. Factors the Company considers in determining whether declines in the fair value of fixed maturity securities are other-than-temporary include: (i) the extent to which the market value is below amortized cost; (ii) the duration of time in which there has been a significant decline in value; (iii) fundamental analysis of the liquidity, business prospects and overall financial condition of the issuer; and (iv) market events that could impact credit ratings, economic and business climate, litigation and government actions, and similar external business factors. In order to determine the amount of the credit loss component for corporate debt securities considered other-than-temporarily impaired, a best estimate of the present value of cash flows expected to be collected discounted at the security’s effective interest rate is compared to the amortized cost basis of the security. The significant inputs to cash flow projections consider potential debt restructuring terms, projected cash flows available to pay creditors and the Company’s position in the debtor’s overall capital structure. For structured investments (e.g., residential mortgage backed securities, commercial mortgage backed securities and asset backed securities), the Company also considers factors such as overall deal structure and its position within the structure, quality of underlying collateral, delinquencies and defaults, loss severities, recoveries, prepayments and cumulative loss projections in assessing potential other-than-temporary impairments of these investments. Based upon these factors, securities that have indicators of potential other-than-temporary impairment are subject to detailed review by management. Securities for which declines are considered temporary continue to be monitored by management until management determines there is no current risk of an other-than-temporary impairment. Mortgage Loans, net Mortgage loans, net reflect the Company’s interest in commercial and residential mortgage loans, less the related allowance for loan losses and unamortized discount on residential mortgage loans. Policy Loans Policy loans include life insurance policy and annuity loans and are reported at the unpaid principal balance, plus accrued interest. Other Investments Other investments primarily reflect the Company’s interests in affordable housing partnerships and syndicated loans which represent investments in below investment grade loan syndications. Affordable housing partnerships are accounted for under the equity method. Financing Receivables Mortgage Loans and Syndicated Loans Mortgage loans and syndicated loans are stated at amortized cost, net of allowances for loan losses, if any and unamortized discounts. Interest income is accrued on the unpaid principal balances of the loans as earned. Policy Loans When originated, policy loan balances do not exceed the cash surrender value of the underlying products. As there is minimal risk of loss related to these loans, the Company does not record an allowance for loan losses for policy loans. Nonaccrual Loans Generally, loans are evaluated for or placed on nonaccrual status when either the collection of interest or principal has become 90 days past due or is otherwise considered doubtful of collection. When a loan is placed on nonaccrual status, unpaid accrued interest is reversed. Interest payments received on loans on nonaccrual status are generally applied to principal unless the remaining principal balance has been determined to be fully collectible. Commercial mortgage loans are evaluated for impairment when the loan is considered for nonaccrual status, restructured or foreclosure proceedings are initiated on the property. If it is determined that the fair value is less than the current loan balance, it is written down to fair value less estimated selling costs. Residential mortgage loans are impaired when management determines the assets are uncollectible and commences foreclosure proceedings on the property, at which time the property is written down to fair value less selling costs. Foreclosed property is recorded as real estate owned in other investments. Syndicated loans are placed on nonaccrual status when management determines it will not collect all contractual principal and interest on the loan. Allowance for Loan Losses Management determines the adequacy of the allowance for loan losses based on the overall loan portfolio composition, recent and historical loss experience, and other pertinent factors, including when applicable, internal risk ratings, loan-to-value (“LTV”) ratios, FICO scores of the borrower, debt service coverage and occupancy rates, along with economic and market conditions. This evaluation is inherently subjective as it requires estimates, which may be susceptible to significant change. The Company determines the amount of the allowance based on management’s assessment of relative risk characteristics of the loan portfolio. The allowance is recorded for homogeneous loan categories on a pool basis, based on an analysis of product mix and risk characteristics of the portfolio, including geographic concentration, bankruptcy experiences, and historical losses, adjusted for current trends and market conditions. While the Company attributes portions of the allowance to specific loan pools as part of the allowance estimation process, the entire allowance is available to absorb losses inherent in the total loan portfolio. The allowance is increased through provisions charged to net realized investment gains (losses) and reduced/increased by net charge-offs/recoveries. Impaired Loans The Company considers a loan to be impaired when, based on current information and events, it is probable the Company will not be able to collect all amounts due (both interest and principal) according to the contractual terms of the loan agreement. Impaired loans may also include loans that have been modified in troubled debt restructurings as a concession to borrowers experiencing financial difficulties. Management evaluates for impairment all restructured loans and loans with higher impairment risk factors. Factors used by the Company to determine whether all amounts due on commercial mortgage loans will be collected, include but are not limited to, the financial condition of the borrower, performance of the underlying properties, collateral and/or guarantees on the loan, and the borrower’s estimated future ability to pay based on property type and geographic location. The evaluation of impairment on residential mortgage loans is primarily driven by delinquency status of individual loans. The impairment recognized is measured as the excess of the loan’s recorded investment over: (i) the present value of its expected principal and interest payments discounted at the loan’s effective interest rate, (ii) the fair value of collateral or (iii) the loan’s observable market price. Restructured Loans A loan is classified as a restructured loan when the Company makes certain concessionary modifications to contractual terms for borrowers experiencing financial difficulties. When the interest rate, minimum payments, and/or due dates have been modified in an attempt to make the loan more affordable to a borrower experiencing financial difficulties, the modification is considered a troubled debt restructuring. Generally, performance prior to the restructuring or significant events that coincide with the restructuring are considered in assessing whether the borrower can meet the new terms which may result in the loan being returned to accrual status at the time of the restructuring or after a performance period. If the borrower’s ability to meet the revised payment schedule is not reasonably assured, the loan remains on nonaccrual status. Cash and Cash Equivalents Cash equivalents include highly liquid investments with original maturities of 90 days or less. Reinsurance The Company cedes significant amounts of insurance risk to other insurers under reinsurance agreements. The Company evaluates the financial condition of its reinsurers prior to entering into new reinsurance contracts and on a periodic basis during the contract term. Reinsurance premiums paid and benefits received are accounted for consistently with the basis used in accounting for the policies from which risk is reinsured and consistently with the terms of the reinsurance contracts. Reinsurance premiums for traditional life, LTC and DI, net of the change in any prepaid reinsurance asset, are reported as a reduction of premiums. UL and VUL reinsurance premiums are reported as a reduction of policy and contract charges. In addition, for UL and VUL insurance policies, the net cost of reinsurance ceded, which represents the discounted amount of the expected cash flows between the reinsurer and the Company, is classified as an asset or contra asset and amortized over the estimated life of the policies in proportion to the estimated gross profits and is subject to retrospective adjustment in a manner similar to retrospective adjustment of DAC. The assumptions used to project the expected cash flows are consistent with those used for DAC valuation for the same contracts. Changes in the net cost of reinsurance are reflected as a component of policy and contract charges. Reinsurance recoveries are reported as components of benefits, claims, losses and settlement expenses. Insurance liabilities are reported before the effects of reinsurance. Policyholder account balances, future policy benefits and claims recoverable under reinsurance contracts are recorded as reinsurance recoverables. The Company also assumes life insurance and fixed annuity risk from other insurers in limited circumstances. Reinsurance premiums received and benefits paid are accounted for consistently with the basis used in accounting for the policies from which risk is reinsured and consistently with the terms of the reinsurance contracts. Liabilities for assumed business are recorded within policyholder account balances, future policy benefits and claims. See Note 8 for additional information on reinsurance. Land, Buildings, Equipment and Software Land, buildings, equipment and internally developed or purchased software are carried at cost less accumulated depreciation or amortization and are reflected within other assets. The Company uses the straight-line method of depreciation and amortization over periods ranging from three to 30 years. At December 31, 2016 and 2015 , land, buildings, equipment and software were $ 148 million and $ 153 million , respectively, net of accumulated depreciation of $ 144 million and $ 129 million , respectively. Depreciation and amortization expense for the years ended December 31, 2016 , 2015 and 2014 was $ 14 million , $ 15 million and $ 15 million , respectively. Derivative Instruments and Hedging Activities Freestanding derivative instruments are recorded at fair value and are reflected in other assets or other liabilities. The Company’s policy is to not offset fair value amounts recognized for derivatives and collateral arrangements executed with the same counterparty under the same master netting arrangement. The accounting for changes in the fair value of a derivative instrument depends on its intended use and the resulting hedge designation, if any. The Company primarily uses derivatives as economic hedges that are not designated as accounting hedges or do not qualify for hedge accounting treatment. The Company occasionally designates derivatives as (i) hedges of changes in the fair value of assets, liabilities, or firm commitments (“fair value hedges”) or (ii) hedges of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow hedges”). Derivative instruments that are entered into for hedging purposes are designated as such at the time the Company enters into the contract. For all derivative instruments that are designated for hedging activities, the Company documents all of the hedging relationships between the hedge instruments and the hedged items at the inception of the relationships. Management also documents its risk management objectives and strategies for entering into the hedge transactions. The Company assesses, at inception and on a quarterly basis, whether derivatives designated as hedges are highly effective in offsetting the fair value or cash flows of hedged items. If it is determined that a derivative is no longer highly effective as a hedge, the Company will discontinue the application of hedge accounting. For derivative instruments that do not qualify for hedge accounting or are not designated as accounting hedges, changes in fair value are recognized in current period earnings. Changes in fair value of derivatives are presented in the Consolidated Statements of Income based on the nature and use of the instrument. Changes in fair value of derivatives used as economic hedges are presented in the Consolidated Statements of Income with the corresponding change in the hedged asset or liability. For derivative instruments that qualify as fair value hedges, changes in the fair value of the derivatives, as well as changes in the fair value of the hedged assets, liabilities or firm commitments, are recognized on a net basis in current period earnings. The carrying value of the hedged item is adjusted for the change in fair value from the designated hedged risk. If a fair value hedge designation is removed or the hedge is terminated prior to maturity, previous adjustments to the carrying value of the hedged item are recognized into earnings over the remaining life of the hedged item. For derivative instruments that qualify as cash flow hedges, the effective portion of the gain or loss on the derivative instruments is reported in AOCI and reclassified into earnings when the hedged item or transaction impacts earnings. The amount that is reclassified into earnings is presented in the Consolidated Statements of Income with the hedged instrument or transaction impact. Any ineffective portion of the gain or loss is reported in current period earnings as a component of net investment income. If a hedge designation is removed or a hedge is terminated prior to maturity, the amount previously recorded in AOCI is reclassified to earnings over the period that the hedged item impacts earnings. For hedge relationships that are discontinued because the forecasted transaction is not expected to occur according to the original strategy, any related amounts previously recorded in AOCI are recognized in earnings immediately. The equity component of equity indexed annuities (“EIA”) and IUL obligations are considered embedded derivatives. Additionally, certain annuities contain GMAB and GMWB provisions. The GMAB and the non-life contingent benefits associated with GMWB provisions are also considered embedded derivatives. See Note 13 for information regarding the Company’s fair value measurement of derivative instruments and Note 17 for the impact of derivatives on the Consolidated Statements of Income. Deferred Acquisition Costs The Company incurs costs in connection with acquiring new and renewal insurance and annuity businesses. The portion of these costs which are incremental and direct to the acquisition of a new or renewal insurance policy or annuity contract are deferred. Significant costs capitalized include sales based compensation related to the acquisition of new and renewal insurance policies and annuity contracts, medical inspection costs for successful sales, and a portion of employee compensation and benefit costs based upon the amount of time spent on successful sales. Sales based compensation paid to AFSI advisors and employees and third-party distributors is capitalized. Employee compensation and benefits costs which are capitalized relate primarily to sales efforts, underwriting and processing. All other costs which are not incremental direct costs of acquiring an insurance policy or annuity contract are expensed as incurred. The DAC associated with insurance policies or annuity contracts that are significantly modified or internally replaced with another contract are accounted for as contract terminations. These transactions are anticipated in establishing amortization periods and other valuation assumptions. The Company monitors other principal DAC amortization assumptions, such as persistency, mortality, morbidity, interest margin, variable annuity benefit utilization and maintenance expense levels each quarter and, when assessed independently, each could impact the Company’s DAC balances. The analysis of DAC balances and the corresponding amortization is a dynamic process that considers all relevant factors and assumptions described previously. Unless the Company’s management identifies a significant deviation over the course of the quarterly monitoring, management reviews and updates these DAC amortization assumptions annually in the third quarter of each year. Non-Traditional Long-Duration Products For non-traditional long-duration products (including variable and fixed annuity contracts, UL and VUL insurance products), DAC are amortized based on projections of estimated gross profits (“EGPs”) over amortization periods equal to the approximate life of the business. EGPs vary based on persistency rates (assumptions at which contractholders and policyholders are expected to surrender, make withdrawals from and make deposits to their contracts), mortality levels, client asset value growth rates (based on equity and bond market performance), variable annuity benefit utilization and interest margins (the spread between earned rates on invested assets and rates credited to contractholder and policyholder accounts) and are management’s best estimates. Management regularly monitors financial market conditions and actual contractholder and policyholder behavior experience and compares them to its assumptions. These assumptions are updated whenever it appears that earlier estimates should be revised. When assumptions are changed, the percentage of EGPs used to amortize DAC might also change. A change in the required amortization percentage is applied retrospectively; an increase in amortization percentage will result in a decrease in the DAC balance and an increase in DAC amortization expense, while a decrease in amortization percentage will result in an increase in the DAC balance and a decrease in DAC amortization expense. The impact on results of operations of changing assumptions can be either positive or negative in any particular period and is reflected in the period in which such changes are made. The client asset value growth rates are the rates at which variable annuity and VUL insurance contract values invested in separate accounts are assumed to appreciate in the future. The rates used vary by equity and fixed income investments. Management reviews and, where appropriate, adjusts its assumptions with respect to client asset value growth rates on a regular basis. The Company typically uses a five-year mean reversion process as a guideline in setting near-term equity fund growth rates based on a long term view of financial market performance as well as recent actual performance. The suggested near-term equity fund growth rate is reviewed quarterly to ensure consistency with management’s assessment of anticipated equity market performance. DAC amortization expense recorded in a period when client asset value growth rates exceed management’s near-term estimate will typically be less than in a period when growth rates fall short of management’s near-term estimate. Traditional Long-Duration Products For traditional long-duration products (including traditional life, DI and LTC insurance products), DAC are generally amortized as a percentage of premiums over amortization periods equal to the premium paying period. The assumptions made in calculating the DAC balance and DAC amortization expense are consistent with those used in determining the liabilities. For traditional life and DI insurance products, the assumptions provide for adverse deviations in experience and are revised only if management concludes experience will be so adverse that DAC are not recoverable. If management concludes that DAC are not recoverable, DAC are reduced to the amount that is recoverable based on best estimate assumptions and there is a corresponding expense recorded in the Consolidated Statements of Income. The assumptions for LTC insurance products include interest rates, premium rate increases, persistency rates and morbidity rates. Prior to the third quarter of 2016, these assumptions were management's best estimate from previous loss recognition and thus no longer provided for adverse deviations in experience. In the third quarter of 2016, premium deficiency testing of LTC resulted in further loss recognition and the impairment of all LTC DAC. Deferred Sales Inducement Costs Sales inducement costs consist of bonus interest credits and premium credits added to certain annuity contract and insurance policy values. These benefits are capitalized to the extent they are incremental to amounts that would be credited on similar contracts without the applicable feature. The amounts capitalized are amortized using the same methodology and assumptions used to amortize DAC. DSIC is recorded in other assets, and amortization of DSIC is recorded in benefits, claims, losses and settlement expenses. Separate Account Assets and Liabilities Separate account assets and liabilities are primarily funds held for the benefit of variable annuity contractholders and variable life insurance policyholders, who have a contractual right to receive the benefits of their contract or policy and bear the related investment risk. Gains and losses on separate account assets accrue directly to the contractholder or policyholder and are not reported in the Company’s Consolidated Statements of Income. Separate account assets are recorded at fair value. Changes in the fair value of separate account assets are offset by changes in the related separate ac

Recent Accounting Pronouncement

Recent Accounting Pronouncements	12 Months Ended
Recent Accounting Pronouncements	Dec. 31, 2016
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Recent Accounting Pronouncements [Text Block]	Recent Accounting Pronouncements Adoption of New Accounting Standards Fair Value Measurement – Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent) In May 2015, the Financial Accounting Standards Board (“FASB”) updated the accounting standards related to fair value measurement. The update applies to investments that are measured at net asset value (“NAV”). The standard eliminates the requirement to categorize within the fair value hierarchy all investments for which fair value is measured using the NAV per share as a practical expedient. In addition, the update limits disclosures about the nature and risks of the investments to investments for which the entity elected to measure the fair value using the practical expedient rather than all investments that are eligible for the NAV practical expedient. The standard is effective for interim and annual periods beginning after December 15, 2015. The Company adopted the standard on January 1, 2016 on a retrospective basis to all periods presented. There was no impact of the standard to the Company’s consolidated financial condition or results of operations. Consolidation In February 2015, the FASB updated the accounting standard for consolidation. The update changes the accounting for the consolidation model for limited partnerships and VIEs and excludes certain money market funds from the consolidation analysis. Specific to the consolidation analysis of a VIE, the update clarifies consideration of fees paid to a decision maker and amends the related party guidance. The standard is effective for periods beginning after December 15, 2015. The Company adopted the standard on January 1, 2016 using the modified retrospective approach. There was no impact of the standard to the Company’s consolidated financial condition or results of operations. Future Adoption of New Accounting Standards Income Taxes - Intra-Entity Transfers of Assets Other Than Inventory In October 2016, the FASB updated the accounting standards related to the recognition of income tax impacts on intra-entity transfers. The update requires entities to recognize the income tax consequences of intra-entity transfers, other than inventory, upon the transfer of the asset. The update requires the selling entity to recognize a current tax expense or benefit and the purchasing entity to recognize a deferred tax asset or liability when the transfer occurs. The standard is effective for interim and annual periods beginning after December 15, 2017. Early adoption is permitted. The Company is currently evaluating the impact of the standard on its consolidated financial condition and results of operations. Statement of Cash Flows – Classification of Certain Cash Receipts and Cash Payments In August 2016, the FASB updated the accounting standards related to classification of certain cash receipts and cash payments on the statement of cash flows. The update includes amendments to address diversity in practice for the classification of eight specific cash flow activities. The specific amendments the Company is evaluating include the classification of debt prepayment and extinguishment costs, contingent consideration payments, proceeds from insurance settlements and corporate owned life insurance settlements, distributions from equity method investees and the application of the predominance principle to separately identifiable cash flows. The standard is effective for interim and annual periods beginning after December 15, 2017. Early adoption is permitted and all amendments must be adopted during the same period. The Company will early adopt the standard for the interim period ending March 31, 2017 on a retrospective basis. The adoption of the standard will not have a material impact on the Company’s consolidated cash flows. Financial Instruments – Measurement of Credit Losses In June 2016, the FASB updated the accounting standards related to accounting for credit losses on certain types of financial instruments. The update replaces the current incurred loss model for estimating credit losses with a new model that requires an entity to estimate the credit losses expected over the life of the asset. Generally, the initial estimate of the expected credit losses and subsequent changes in the estimate will be reported in current period earnings and recorded through an allowance for credit losses on the balance sheet. The current credit loss model for Available-for-Sale debt securities does not change; however, the credit loss calculation and subsequent recoveries are required to be recorded through an allowance. The standard is effective for interim and annual periods beginning after December 15, 2019. Early adoption will be permitted for interim and annual periods beginning after December 15, 2018. A modified retrospective cumulative adjustment to retained earnings should be recorded as of the first reporting period in which the guidance is effective for loans, receivables, and other financial instruments subject to the new expected credit loss model. Prospective adoption is required for establishing an allowance related to Available-for-Sale debt securities, certain beneficial interests, and financial assets purchased with a more-than-insignificant amount of credit deterioration since origination. The Company is currently evaluating the impact of the standard on its consolidated financial condition and results of operations. Leases - Recognition of Lease Assets and Liabilities on Balance Sheet In February 2016, the FASB updated the accounting standards for leases. The update was issued to increase transparency and comparability for the accounting of lease transactions. The standard will require most lease transactions for lessees to be recorded on the balance sheet as lease assets and lease liabilities and both quantitative and qualitative disclosures about leasing arrangements. The standard is effective for interim and annual periods beginning after December 15, 2018 with early adoption permitted. The update should be applied at the beginning of the earliest period presented using a modified retrospective approach. The Company is currently evaluating the impact of the standard on its consolidated financial condition and results of operations. Financial Instruments - Recognition and Measurement of Financial Assets and Financial Liabilities In January 2016, the FASB updated the accounting standards on the recognition and measurement of financial instruments. The update requires entities to carry marketable equity securities, excluding investments in securities that qualify for the equity method of accounting, at fair value with changes in fair value reflected in net income each reporting period. The update affects other aspects of accounting for equity instruments, as well as the accounting for financial liabilities utilizing the fair value option. The update eliminates the requirement to disclose the methods and assumptions used to estimate the fair value of financial assets or liabilities held at cost on the balance sheet and requires entities to use the exit price notion when measuring the fair value of financial instruments. The standard is effective for interim and annual periods beginning after December 15, 2017. Early adoption is permitted for certain provisions. Generally, the update should be applied using a modified retrospective approach by recording a cumulative-effect adjustment to equity at the beginning of the period of adoption. The update is not expected to have a material impact on the consolidated financial condition and results of operations. Revenue from Contracts with Customers In May 2014, the FASB updated the accounting standards for revenue from contracts with customers. The update provides a five step revenue recognition model for all revenue arising from contracts with customers and affects all entities that enter into contracts to provide goods or services to their customers (unless the contracts are in the scope of other standards). The standard also updates the accounting for certain costs associated with obtaining and fulfilling a customer contract and requires disclosure of quantitative and qualitative information that enables users of financial statements to understand the nature, amount, timing, and uncertainty of revenues and cash flows arising from contracts with customers. Subsequent related updates provide clarification on certain revenue recognition guidance in the new standard. The standard is effective for interim and annual periods beginning after December 15, 2017 and early adoption is permitted for interim and annual periods beginning after December 15, 2016. The standard may be applied retrospectively for all periods presented or retrospectively with a cumulative-effect adjustment at the date of adoption. The Company plans to adopt the revenue recognition guidance in the first quarter of 2018. The update does not apply to revenue associated with the manufacturing of insurance and annuity products or financial instruments as these revenues are in the scope of other standards. Therefore, the Company does not expect the update to have an impact on these revenues. The Company’s implementation efforts include the identification of revenue within the guidance and the review of the customer contracts to determine the Company’s performance obligation and the associated timing of each performance obligation. The Company is reviewing certain payments received to determine whether they should be presented as revenue or as a reduction of expense. The Company does not expect a material impact to the timing of revenue recognition; however, the Company’s implementation effort to assess the impact of the standard on its consolidated financial condition, results of operations, and disclosure is still in process.

Variable Interest Entities

Variable Interest Entities	12 Months Ended
Variable Interest Entities	Dec. 31, 2016
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets and Liabilities, Net [Abstract]
Variable Interest Entities [Text Block]	Variable Interest Entities The Company has variable interests in affordable housing partnerships for which it is not the primary beneficiary and therefore does not consolidate. The Company’s maximum exposure to loss as a result of its investments in affordable housing partnerships is limited to the carrying value of these investments. The carrying value is reflected in other investments and was $574 million and $517 million as of December 31, 2016 and 2015 , respectively. The Company has no obligation to provide financial or other support to the affordable housing partnerships in addition to liabilities already recorded for future funding commitments nor has it provided any additional support to the affordable housing partnerships. In addition, the Company has variable interests in partnerships that invest in multi-family residential properties that were originally developed with an affordable housing component. The purpose of the partnership is to improve the properties to be sold to affordable housing developers. The Company is not the primary beneficiary and therefore does not consolidate the partnerships. The Company’s maximum exposure to loss as a result of its investment in the partnerships is limited to the carrying value of the investment, which is reflected in other investments and was $20 million as of December 31, 2016 . The Company has no obligation to provide financial or other support to the partnerships in addition to liabilities already recorded for future funding commitments nor has it provided any additional support to the partnerships. The Company invests in structured investments which are considered VIEs for which it is not the sponsor. These structured investments typically invest in fixed income instruments and are managed by third parties and include asset backed securities, commercial mortgage backed securities and residential mortgage backed securities. The Company classifies these investments as Available-for-Sale securities. The Company has determined that it is not the primary beneficiary of these structures due to the size of the Company’s investment in the entities and position in the capital structure of these entities. The Company’s maximum exposure to loss as a result of its investment in these structured investments is limited to its carrying value. The carrying value is included in Available-for-Sale fixed maturities on the Consolidated Balance Sheets. The Company has no obligation to provide financial or other support to the structured investments beyond its investment nor has the Company provided any support to the structured investments. See Note 5 for additional information on these structured investments.

Investments

Investments	12 Months Ended
Investments	Dec. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Investments [Text Block]	Investments Available-for-Sale securities distributed by type were as follows: Description of Securities December 31, 2016 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Noncredit (1) (in millions) Fixed maturities: Corporate debt securities $ 13,105 $ 1,060 $ (53 ) $ 14,112 $ — Residential mortgage backed securities 3,386 72 (43 ) 3,415 (4 ) Commercial mortgage backed securities 2,837 58 (38 ) 2,857 — State and municipal obligations 1,092 161 (24 ) 1,229 — Asset backed securities 790 26 (11 ) 805 — Foreign government bonds and obligations 251 17 (7 ) 261 — U.S. government and agencies obligations 3 — — 3 — Total fixed maturities 21,464 1,394 (176 ) 22,682 (4 ) Common stocks 4 6 — 10 3 Total $ 21,468 $ 1,400 $ (176 ) $ 22,692 $ (1 ) Description of Securities December 31, 2015 Amortized Cost Gross Gross Fair Noncredit (1) (in millions) Fixed maturities: Corporate debt securities $ 13,764 $ 891 $ (281 ) $ 14,374 $ 2 Residential mortgage backed securities 3,015 96 (36 ) 3,075 (8 ) Commercial mortgage backed securities 2,081 68 (13 ) 2,136 — State and municipal obligations 1,023 153 (27 ) 1,149 — Asset backed securities 748 33 (5 ) 776 — Foreign government bonds and obligations 217 17 (11 ) 223 — U.S. government and agencies obligations 38 1 — 39 — Total fixed maturities 20,886 1,259 (373 ) 21,772 (6 ) Common stocks 2 5 — 7 3 Total $ 20,888 $ 1,264 $ (373 ) $ 21,779 $ (3 ) (1) Represents the amount of other-than-temporary impairment (“OTTI”) losses in AOCI. Amount includes unrealized gains and losses on impaired securities subsequent to the initial impairment measurement date. These amounts are included in gross unrealized gains and losses as of the end of the period. As of December 31, 2016 and 2015 , investment securities with a fair value of $1.5 billion and $862 million , respectively, were pledged to meet contractual obligations under derivative contracts and short-term borrowings, of which $428 million and $408 million , respectively, may be sold, pledged or rehypothecated by the counterparty. As of December 31, 2016 and 2015 , fixed maturity securities comprised approximately 83% and 81% , respectively, of the Company’s total investments. Rating agency designations are based on the availability of ratings from Nationally Recognized Statistical Rating Organizations (“NRSROs”), including Moody’s Investors Service (“Moody’s”), Standard & Poor’s Ratings Services (“S&P”) and Fitch Ratings Ltd. (“Fitch”). The Company uses the median of available ratings from Moody’s, S&P and Fitch, or if fewer than three ratings are available, the lower rating is used. When ratings from Moody’s, S&P and Fitch are unavailable, the Company may utilize ratings from other NRSROs or rate the securities internally. At December 31, 2016 and 2015 , approximately $944 million and $1.1 billion , respectively, of securities were internally rated by Columbia Management Investment Advisers, LLC (“CMIA”), an affiliate of the Company, using criteria similar to those used by NRSROs. A summary of fixed maturity securities by rating was as follows: Ratings December 31, 2016 December 31, 2015 Amortized Cost Fair Percent of Amortized Fair Percent of (in millions, except percentages) AAA $ 5,671 $ 5,728 25 % $ 4,661 $ 4,806 22 % AA 1,013 1,177 5 1,010 1,185 5 A 3,767 4,167 19 3,749 4,101 19 BBB 9,584 10,190 45 9,964 10,278 47 Below investment grade 1,429 1,420 6 1,502 1,402 7 Total fixed maturities $ 21,464 $ 22,682 100 % $ 20,886 $ 21,772 100 % At December 31, 2016 and 2015 , approximately 40% and 47% , respectively, of the securities rated AAA were GNMA, FNMA and FHLMC mortgage backed securities. No holdings of any other issuer were greater than 10% of total equity. The following tables provide information about Available-for-Sale securities with gross unrealized losses and the length of time that individual securities have been in a continuous unrealized loss position: Description of Securities December 31, 2016 Less than 12 months 12 months or more Total Number of Fair Unrealized Number of Fair Unrealized Number of Fair Unrealized (in millions, except number of securities) Corporate debt securities 114 $ 1,502 $ (26 ) 33 $ 319 $ (27 ) 147 $ 1,821 $ (53 ) Residential mortgage backed securities 56 1,282 (25 ) 56 324 (18 ) 112 1,606 (43 ) Commercial mortgage backed securities 80 1,378 (37 ) 1 11 (1 ) 81 1,389 (38 ) State and municipal obligations 18 66 (3 ) 2 105 (21 ) 20 171 (24 ) Asset backed securities 23 231 (6 ) 12 114 (5 ) 35 345 (11 ) Foreign government bonds and obligations 7 30 (1 ) 15 23 (6 ) 22 53 (7 ) Total 298 $ 4,489 $ (98 ) 119 $ 896 $ (78 ) 417 $ 5,385 $ (176 ) Description of Securities December 31, 2015 Less than 12 months 12 months or more Total Number of Fair Unrealized Number of Fair Unrealized Number of Fair Unrealized (in millions, except number of securities) Corporate debt securities 253 $ 3,703 $ (208 ) 35 $ 300 $ (73 ) 288 $ 4,003 $ (281 ) Residential mortgage backed securities 36 535 (7 ) 59 526 (29 ) 95 1,061 (36 ) Commercial mortgage backed securities 45 568 (12 ) 3 33 (1 ) 48 601 (13 ) State and municipal obligations 9 40 (1 ) 2 101 (26 ) 11 141 (27 ) Asset backed securities 21 241 (5 ) — — — 21 241 (5 ) Foreign government bonds and obligations 9 39 (2 ) 15 27 (9 ) 24 66 (11 ) Total 373 $ 5,126 $ (235 ) 114 $ 987 $ (138 ) 487 $ 6,113 $ (373 ) As part of the Company’s ongoing monitoring process, management determined that the change in gross unrealized losses on its Available-for-Sale securities is primarily attributable to a tightening of corporate bond credit spreads. The following table presents a rollforward of the cumulative amounts recognized in the Consolidated Statements of Income for other-than-temporary impairments related to credit losses on Available-for-Sale securities for which a portion of the securities’ total other-than-temporary impairments was recognized in other comprehensive income (loss) ( “ OCI ” ): December 31, 2016 2015 2014 (in millions) Beginning balance $ 33 $ 33 $ 54 Credit losses for which an other-than-temporary impairment was not previously recognized — — 1 Reductions for securities sold during the period (realized) (12 ) — (22 ) Ending balance $ 21 $ 33 $ 33 Net realized gains and losses on Available-for-Sale securities, determined using the specific identification method, recognized in net realized investment gains were as follows: Years Ended December 31, 2016 2015 2014 (in millions) Gross realized investment gains $ 29 $ 30 $ 51 Gross realized investment losses (12 ) (17 ) (6 ) Other-than-temporary impairments — (7 ) (5 ) Total $ 17 $ 6 $ 40 Other-than-temporary impairments for the years ended December 31, 2015 and 2014 primarily related to credit losses on corporate debt securities and non-agency residential mortgage backed securities. See Note 18 for a rollforward of net unrealized investment gains (losses) included in AOCI. Available-for-Sale securities by contractual maturity at December 31, 2016 were as follows: Amortized Cost Fair Value (in millions) Due within one year $ 694 $ 704 Due after one year through five years 5,766 6,090 Due after five years through 10 years 4,282 4,386 Due after 10 years 3,709 4,425 14,451 15,605 Residential mortgage backed securities 3,386 3,415 Commercial mortgage backed securities 2,837 2,857 Asset backed securities 790 805 Common stocks 4 10 Total $ 21,468 $ 22,692 Actual maturities may differ from contractual maturities because issuers may have the right to call or prepay obligations. Residential mortgage backed securities, commercial mortgage backed securities and asset backed securities are not due at a single maturity date. As such, these securities, as well as common stocks, were not included in the maturities distribution. The following is a summary of net investment income: Years Ended December 31, 2016 2015 2014 (in millions) Fixed maturities $ 997 $ 1,034 $ 1,112 Mortgage loans 149 177 183 Other investments 8 33 29 1,154 1,244 1,324 Less: investment expenses 26 26 30 Total $ 1,128 $ 1,218 $ 1,294 Net realized investment gains are summarized as follows: Years Ended December 31, 2016 2015 2014 (in millions) Fixed maturities $ 17 $ 6 $ 40 Mortgage loans 10 — — Other investments (1 ) (2 ) (2 ) Total $ 26 $ 4 $ 38

Financing Receivables

Financing Receivables	12 Months Ended
Financing Receivables	Dec. 31, 2016
Receivables [Abstract]
Financing Receivables	Financing Receivables The Company’s financing receivables include commercial and residential mortgage loans, syndicated loans and policy loans. Syndicated loans are reflected in other investments. Allowance for Loan Losses Policy loans do not exceed the cash surrender value of the policy at origination. As there is minimal risk of loss related to policy loans, the Company does not record an allowance for loan losses for policy loans. The Company does not currently have an allowance for loan losses for residential mortgage loans. The following table presents a rollforward of the allowance for loan losses for the years ended and the ending balance of the allowance for loan losses by impairment method: December 31, 2016 2015 2014 (in millions) Beginning balance $ 25 $ 28 $ 28 Charge-offs (3 ) (4 ) (2 ) Provisions 3 1 2 Ending balance $ 25 $ 25 $ 28 Individually evaluated for impairment $ 2 $ 4 $ 9 Collectively evaluated for impairment 23 21 19 The recorded investment in financing receivables by impairment method was as follows: December 31, 2016 2015 (in millions) Individually evaluated for impairment $ 10 $ 25 Collectively evaluated for impairment 3,275 3,657 Total $ 3,285 $ 3,682 As of December 31, 2016 and 2015 , the Company’s recorded investment in financing receivables individually evaluated for impairment for which there was no related allowance for loan losses was $5 million and $12 million , respectively. During the years ended December 31, 2016 , 2015 and 2014 , the Company purchased $73 million , $106 million and $180 million , respectively, and sold $250 million , $15 million and $13 million , respectively. The loans purchased consisted of syndicated loans. The loans sold during 2016 primarily consisted of residential mortgage loans, which were sold in the first quarter of 2016. See below for additional discussion on the sale of these loans. The loans sold during 2015 and 2014 primarily consisted of syndicated loans. Credit Quality Information Nonperforming loans, which are generally loans 90 days or more past due, were $2 million and $8 million as of December 31, 2016 and 2015 , respectively. All other loans were considered to be performing. Commercial Mortgage Loans The Company reviews the credit worthiness of the borrower and the performance of the underlying properties in order to determine the risk of loss on commercial mortgage loans. Based on this review, the commercial mortgage loans are assigned an internal risk rating, which management updates as necessary. Commercial mortgage loans which management has assigned its highest risk rating were nil and 1% of total commercial mortgage loans at December 31, 2016 and 2015 , respectively. Loans with the highest risk rating represent distressed loans which the Company has identified as impaired or expects to become delinquent or enter into foreclosure within the next six months. In addition, the Company reviews the concentrations of credit risk by region and property type. Concentrations of credit risk of commercial mortgage loans by U.S. region were as follows: Loans Percentage December 31, December 31, December 31, December 31, (in millions) South Atlantic $ 753 $ 746 29 % 28 % Pacific 722 709 28 27 Mountain 234 242 9 9 West North Central 212 217 8 8 East North Central 195 208 8 8 Middle Atlantic 191 203 7 8 West South Central 122 128 5 5 New England 84 115 3 4 East South Central 80 68 3 3 2,593 2,636 100 % 100 % Less: allowance for loan losses 19 19 Total $ 2,574 $ 2,617 Concentrations of credit risk of commercial mortgage loans by property type were as follows: Loans Percentage December 31, December 31, December 31, December 31, (in millions) Retail $ 916 $ 947 35 % 36 % Office 473 522 18 20 Apartments 483 473 19 18 Industrial 430 444 17 17 Mixed use 42 35 2 1 Hotel 41 34 1 1 Other 208 181 8 7 2,593 2,636 100 % 100 % Less: allowance for loan losses 19 19 Total $ 2,574 $ 2,617 Residential Mortgage Loans The recorded investment in residential mortgage loans at December 31, 2016 and 2015 was $300 million and $594 million , respectively. The Company considers the credit worthiness of borrowers (FICO score), collateral characteristics such as LTV and geographic concentration to determine when an amount for an allowance for loan losses for residential mortgage loans is appropriate. At a minimum, management updates FICO scores and LTV ratios semiannually. As of December 31, 2016 and 2015 , no allowance for loan losses was recorded. On March 30, 2016, the Company sold $250 million (amortized cost, net of unamortized discount) of its residential mortgage loans to an unaffiliated third party. The Company received cash proceeds of $260 million and recognized a gain of $10 million . As a result of the sale, the Company’s unamortized discount related to its residential mortgage loans was reduced from $21 million at December 31, 2015 to nil at December 31, 2016 . As of December 31, 2016 and 2015 , approximately 2% and 4% , respectively, of residential mortgage loans had FICO scores below 640 . As of December 31, 2016 and 2015 , nil and approximately 1% , respectively, of the Company’s residential mortgage loans had LTV ratios greater than 90% . The Company’s most significant geographic concentration for residential mortgage loans is in California representing 52% and 37% of the portfolio as of December 31, 2016 and 2015 , respectively, and in Colorado and Washington representing 18% and 13% , respectively, of the portfolio as of December 31, 2016 . No other state represents more than 10% of the total residential mortgage loan portfolio. Syndicated Loans The recorded investment in syndicated loans at December 31, 2016 and 2015 was $392 million and $452 million , respectively. The Company’s syndicated loan portfolio is diversified across industries and issuers. The primary credit indicator for syndicated loans is whether the loans are performing in accordance with the contractual terms of the syndication. Total nonperforming syndicated loans at December 31, 2016 and 2015 were $1 million and $5 million , respectively. Troubled Debt Restructurings The recorded investment in restructured loans was not material as of December 31, 2016 , 2015 and 2014 . The troubled debt restructurings did not have a material impact to the Company’s allowance for loan losses or income recognized for the years ended December 31, 2016 , 2015 and 2014 . There are no commitments to lend additional funds to borrowers whose loans have been restructured.

Deferred Acquisition Costs and

Deferred Acquisition Costs and Deferred Sales Inducement Costs	12 Months Ended
	Dec. 31, 2016
Deferred Acquisition Costs and Deferred Sales Inducement Costs
Deferred Acquisition Costs and Deferred Sales Inducement Costs [Text Block]	Deferred Acquisition Costs and Deferred Sales Inducement Costs In the third quarter of the year, management conducts its annual review of insurance and annuity valuation assumptions relative to current experience and management expectations. To the extent that expectations change as a result of this review, management updates valuation assumptions. The impact of unlocking for the year ended December 31, 2016 primarily reflected continued low interest rates that more than offset benefits from persistency on annuity contracts without living benefits. In addition, the Company’s review of its closed LTC business resulted in loss recognition due to continued low interest rates, higher morbidity and higher reinsurance expenses, slightly offset by premium increases. The impact of unlocking for the year ended December 31, 2015 primarily reflected the difference between the Company’s previously assumed interest rates versus the low interest rate environment partially offset by improved persistency. The impact of unlocking for the year ended December 31, 2014 primarily reflected lower than previously assumed interest rates partially offset by improved persistency and mortality experience and a benefit from updating the Company’s variable annuity living benefit withdrawal utilization assumption. The balances of and changes in DAC were as follows: 2016 2015 2014 (in millions) Balance at January 1 (1) $ 2,693 $ 2,581 $ 2,638 Capitalization of acquisition costs 279 (2) 275 260 Amortization, excluding the impact of valuation assumptions review (253 ) (267 ) (286 ) Amortization, impact of valuation assumptions review (81 ) (3) (6 ) (7 ) Impact of change in net unrealized securities (gains) losses (27 ) 110 (24 ) Balance at December 31 (1) $ 2,611 $ 2,693 $ 2,581 (1) Prior period DAC balances have been restated for the correction of the commission expense accrual for certain insurance and annuity products. See Note 1 for more information. (2) Includes a $27 million benefit for the release of the deferred reinsurance liability in connection with the loss recognition on LTC business. The benefit was reported in other insurance and operating expenses on the Consolidated Statements of Income. (3) Includes a $58 million expense related to the loss recognition on LTC business. The balances of and changes in DSIC, which is included in other assets, were as follows: 2016 2015 2014 (in millions) Balance at January 1 $ 334 $ 361 $ 409 Capitalization of sales inducement costs 5 4 5 Amortization, excluding the impact of valuation assumptions review (42 ) (52 ) (52 ) Amortization, impact of valuation assumptions review 4 1 (2 ) Impact of change in net unrealized securities losses — 20 1 Balance at December 31 $ 301 $ 334 $ 361

Reinsurance

Reinsurance	12 Months Ended
Reinsurance	Dec. 31, 2016
Reinsurance Disclosures [Abstract]
Reinsurance [Text Block]	Reinsurance The Company reinsures a portion of the insurance risks associated with its traditional life, DI and LTC insurance products through reinsurance agreements with unaffiliated reinsurance companies. Reinsurance contracts do not relieve the Company from its primary obligation to policyholders. The Company generally reinsures 90% of the death benefit liability for new term life insurance policies beginning in 2001 (RiverSource Life of NY began in 2002) and new individual UL and VUL insurance policies beginning in 2002 (2003 for RiverSource Life of NY). Policies issued prior to these dates are not subject to these same reinsurance levels. However, for IUL policies issued after September 1, 2013 and VUL policies issued after January 1, 2014, the Company generally reinsures 50% of the death benefit liability. Similarly, the Company reinsures 50% of the death benefit and morbidity liabilities related to its universal life product with long term care benefits. The maximum amount of life insurance risk the Company will retain is $10 million on a single life and $10 million on any flexible premium survivorship life policy; however, reinsurance agreements are in place such that retaining more than $1.5 million of insurance risk on a single life or a flexible premium survivorship life policy is very unusual. Risk on UL and VUL policies is reinsured on a yearly renewable term basis. Risk on most term life policies starting in 2001 (2002 for RiverSource Life of NY) is reinsured on a coinsurance basis, a type of reinsurance in which the reinsurer participates proportionally in all material risks and premiums associated with a policy. The Company also has life insurance and fixed annuity risk previously assumed under reinsurance arrangements with unaffiliated insurance companies. For existing LTC policies, the Company has continued ceding 50% of the risk on a coinsurance basis to subsidiaries of Genworth Financial, Inc. (“Genworth”) and retains the remaining risk. For RiverSource Life of NY, this reinsurance arrangement applies for 1996 and later issues only. Generally, the Company retains at most $5,000 per month of risk per life on DI policies sold on policy forms introduced in most states starting in 2007 (2010 for RiverSource Life of NY) and reinsures the remainder of the risk on a coinsurance basis with unaffiliated reinsurance companies. The Company retains all risk for new claims on DI contracts sold on other policy forms introduced prior to 2007 (2010 for RiverSource Life of NY). The Company also retains all risk on accidental death benefit claims and substantially all risk associated with waiver of premium provisions. At December 31, 2016 and 2015 , traditional life and UL insurance in force aggregated $196.5 billion and $196.3 billion , respectively, of which $142.4 billion and $144.2 billion , respectively, were reinsured at the respective year ends. Life insurance in force is reported on a statutory basis. The effect of reinsurance on premiums for traditional long-duration products was as follows: Years Ended December 31, 2016 2015 2014 (in millions) Direct premiums $ 642 $ 629 $ 645 Reinsurance ceded (225 ) (223 ) (222 ) Net premiums $ 417 $ 406 $ 423 Policy and contract charges are presented on the Consolidated Statements of Income net of $110 million , $107 million and $94 million of reinsurance ceded for non-traditional long-duration products for the years ended December 31, 2016 , 2015 and 2014 , respectively. Reinsurance recovered on all contracts was $318 million , $287 million and $253 million for the years ended December 31, 2016 , 2015 and 2014 , respectively. Reinsurance recoverables include approximately $2.0 billion and $1.9 billion related to LTC risk ceded to Genworth as of December 31, 2016 and 2015 , respectively. Included in policyholder account balances, future policy benefits and claims is $529 million and $551 million related to previously assumed reinsurance arrangements as of December 31, 2016 and 2015 , respectively.

Policyholder Account Balances,

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities	12 Months Ended
	Dec. 31, 2016
Policyholder Account Balances, Future Policy Benefits and Claims & Separate Account Liabilities
Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities [Text Block]	Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities Policyholder account balances, future policy benefits and claims consisted of the following: December 31, 2016 2015 (in millions) Policyholder account balances Fixed annuities $ 10,565 $ 11,239 Variable annuity fixed sub-accounts 5,211 4,912 VUL/UL insurance 3,007 2,897 IUL insurance 1,054 808 Other life insurance 758 794 Total policyholder account balances 20,595 20,650 Future policy benefits Variable annuity GMWB 1,017 1,057 Variable annuity GMAB (24 ) (1) — Other annuity liabilities 64 31 Fixed annuities life contingent liabilities 1,497 1,501 EIA (2) 25 27 Life, DI and LTC insurance 5,556 5,112 VUL/UL and other life insurance additional liabilities 588 452 Total future policy benefits 8,723 8,180 Policy claims and other policyholders’ funds 196 199 Total policyholder account balances, future policy benefits and claims $ 29,514 $ 29,029 (1) Includes the fair value of GMAB embedded derivatives that was a net asset at December 31, 2016 reported as a contra liability. (2) Includes approximately $23 million and $25 million of policyholder account balances as of December 31, 2016 and 2015, respectively. Fixed Annuities Fixed annuities include both deferred and payout contracts. Deferred contracts offer a guaranteed minimum rate of interest and security of the principal invested. Payout contracts guarantee a fixed income payment for life or the term of the contract. Liabilities for fixed annuities in a benefit or payout status are based on future estimated payments using established industry mortality tables and interest rates, ranging from 2.71% to 9.38% at December 31, 2016, depending on year of issue, with an average rate of approximately 4.37% . The Company generally invests the proceeds from the annuity contracts in fixed rate securities. The Company’s EIA product is a single premium deferred fixed annuity. The contract is issued with an initial term of seven years and interest earnings are linked to the performance of the S&P 500 ® Index. This annuity has a minimum interest rate guarantee of 3% on 90% of the initial premium, adjusted for any surrenders. The Company generally invests the proceeds from the annuity contracts in fixed rate securities and hedges the equity risk with derivative instruments. See Note 17 for additional information regarding the Company’s derivative instruments used to hedge the risk related to EIA. In 2007, the Company discontinued new sales of EIA. Variable Annuities Purchasers of variable annuities can select from a variety of investment options and can elect to allocate a portion to a fixed account. A vast majority of the premiums received for variable annuity contracts are held in separate accounts where the assets are held for the exclusive benefit of those contractholders. Most of the variable annuity contracts currently issued by the Company contain one or more guaranteed benefits, including GMWB, GMAB, GMDB and GGU provisions. The Company previously offered contracts with GMIB provisions. See Note 2 and Note 10 for additional information regarding the Company’s variable annuity guarantees. The Company does not currently hedge its risk under the GGU and GMIB provisions. See Note 13 and Note 17 for additional information regarding the Company’s derivative instruments used to hedge risks related to GMWB, GMAB and GMDB provisions. Insurance Liabilities VUL/UL is the largest group of insurance policies written by the Company. Purchasers of VUL can select from a variety of investment options and can elect to allocate a portion to a fixed account or a separate account. A vast majority of the premiums received for VUL policies are held in separate accounts where the assets are held for the exclusive benefit of those policyholders. IUL is a universal life policy that includes an equity indexed account. The rate of credited interest above the minimum guarantee for funds allocated to the indexed account is linked to the performance of the specific index for the indexed account (subject to a cap and floor). The Company offers an S&P 500 ® Index account option and a blended multi-index account option comprised of the S&P 500 Index, the MSCI ® EAFE Index and the MSCI EM Index. Both options offer two crediting durations, one-year and two-year. The policyholder may allocate all or a portion of the policy value to a fixed or any available indexed account. The portion of the policy allocated to the indexed account is accounted for as an embedded derivative at fair value. The Company currently hedges the interest rate risk related to the equity indexed account with derivative instruments. See Note 17 for additional information regarding the Company's derivative instruments used to hedge the risk related to IUL. The Company also offers term life insurance as well as disability products. The Company no longer offers standalone LTC products and whole life insurance but has in force policies from prior years. Insurance liabilities include accumulation values, unpaid reported claims, incurred but not reported claims and obligations for anticipated future claims. The liability for estimates of benefits that will become payable on future claims on term life, whole life, DI and LTC policies is based on the net level premium and includes the anticipated interest rates earned on assets supporting the liability. Anticipated interest rates for term and whole life ranged from 3% to 10% at December 31, 2016. Anticipated interest rates for DI policies ranged from 3% to 7.5% at December 31, 2016 and for LTC policies ranged from 5.9% to 6.5% at December 31, 2016. The liability for unpaid reported claims on DI and LTC policies includes an estimate of the present value of obligations for continuing benefit payments. The discount rates used to calculate present values are based on average interest rates earned on assets supporting the liability for unpaid amounts and were 4.75% and 6.25% for DI and LTC claims, respectively, at December 31, 2016. Portions of the Company’s UL and VUL policies have product features that result in profits followed by losses from the insurance component of the policy. These profits followed by losses can be generated by the cost structure of the product or secondary guarantees in the policy. The secondary guarantee ensures that, subject to specified conditions, the policy will not terminate and will continue to provide a death benefit even if there is insufficient policy value to cover the monthly deductions and charges. Separate Account Liabilities Separate account liabilities consisted of the following: December 31, 2016 2015 (in millions) Variable annuity $ 69,606 $ 69,333 VUL insurance 6,659 6,637 Other insurance 33 34 Total $ 76,298 $ 76,004

Variable Annuity and Insurance

Variable Annuity and Insurance Guarantees	12 Months Ended
Variable Annuity and Insurance Guarantees	Dec. 31, 2016
Insurance [Abstract]
Variable Annuity and Insurance Guarantees [Text Block]	Variable Annuity and Insurance Guarantees The majority of the variable annuity contracts offered by the Company contain GMDB provisions. The Company also offers variable annuities with GGU, GMWB and GMAB provisions. The Company previously offered contracts containing GMIB provisions. See Note 2 and Note 9 for additional information regarding the Company’s variable annuity guarantees. The GMDB and GGU provisions provide a specified minimum return upon death of the contractholder. The death benefit payable is the greater of (i) the contract value less any purchase payment credits subject to recapture less a pro-rata portion of any rider fees, or (ii) the GMDB provisions specified in the contract. The Company has the following primary GMDB provisions: • Return of premium – provides purchase payments minus adjusted partial surrenders. • Reset – provides that the value resets to the account value every sixth contract anniversary minus adjusted partial surrenders. This provision was often provided in combination with the return of premium provision and is no longer offered. • Ratchet – provides that the value ratchets up to the maximum account value at specified anniversary intervals, plus subsequent purchase payments less adjusted partial surrenders. The variable annuity contracts with GMWB riders typically have account values that are based on an underlying portfolio of mutual funds, the values of which fluctuate based on fund performance. At issue, the guaranteed amount is equal to the amount deposited but the guarantee may be increased annually to the account value (a “step-up”) in the case of favorable market performance or by a benefit credit if the contract includes this provision. The Company has GMWB riders in force, which contain one or more of the following provisions: • Withdrawals at a specified rate per year until the amount withdrawn is equal to the guaranteed amount. • Withdrawals at a specified rate per year for the life of the contractholder (“GMWB for life”). • Withdrawals at a specified rate per year for joint contractholders while either is alive. • Withdrawals based on performance of the contract. • Withdrawals based on the age withdrawals begin. • Once withdrawals begin, the contractholder’s funds are moved to one of the three least aggressive asset allocation models. • Credits are applied annually for a specified number of years to increase the guaranteed amount as long as withdrawals have not been taken. Variable annuity contractholders age 79 or younger at contract issue can also obtain a principal-back guarantee by purchasing the optional GMAB rider for an additional charge. The GMAB rider guarantees that, regardless of market performance at the end of the 10 -year waiting period, the contract value will be no less than the original investment or a specified percentage of the highest anniversary value, adjusted for withdrawals. If the contract value is less than the guarantee at the end of the 10 -year period, a lump sum will be added to the contract value to make the contract value equal to the guarantee value. Certain UL policies offered by the Company provide secondary guarantee benefits. The secondary guarantee ensures that, subject to specified conditions, the policy will not terminate and will continue to provide a death benefit even if there is insufficient policy value to cover the monthly deductions and charges. The following table provides information related to variable annuity guarantees for which the Company has established additional liabilities: Variable Annuity Guarantees by Benefit Type (1) December 31, 2016 December 31, 2015 Total Contract Net Weighted Average Attained Age Total Contract Net Weighted Average Attained Age (in millions, except age) GMDB: Return of premium $ 56,143 $ 54,145 $ 208 65 $ 54,716 $ 52,871 $ 297 65 Five/six-year reset 8,878 6,170 22 66 9,307 6,731 78 65 One-year ratchet 6,426 6,050 110 68 6,747 6,379 266 67 Five-year ratchet 1,542 1,483 7 64 1,613 1,556 20 63 Other 965 942 86 71 887 869 82 71 Total — GMDB $ 73,954 $ 68,790 $ 433 65 $ 73,270 $ 68,406 $ 743 65 GGU death benefit $ 1,047 $ 996 $ 108 68 $ 1,056 $ 1,004 $ 113 67 GMIB $ 245 $ 227 $ 13 68 $ 270 $ 251 $ 17 68 GMWB: GMWB $ 2,650 $ 2,642 $ 2 70 $ 3,118 $ 3,109 $ 2 69 GMWB for life 39,436 39,282 495 66 37,301 37,179 330 66 Total — GMWB $ 42,086 $ 41,924 $ 497 66 $ 40,419 $ 40,288 $ 332 66 GMAB $ 3,484 $ 3,476 $ 21 59 $ 4,018 $ 4,006 $ 31 58 (1) Individual variable annuity contracts may have more than one guarantee and therefore may be included in more than one benefit type. Variable annuity contracts for which the death benefit equals the account value are not shown in this table. The net amount at risk for GMDB, GGU and GMAB guarantees is defined as the current guaranteed benefit amount in excess of the current contract value. The net amount at risk for GMIB and GMWB guarantees is defined as the greater of the present value of the minimum guaranteed withdrawal payments less the current contract value or zero. The present value is calculated using a discount rate that is consistent with assumptions embedded in the Company’s annuity pricing models. The following table provides information related to insurance guarantees for which the Company has established additional liabilities: December 31, 2016 December 31, 2015 Net Amount at Risk Weighted Average Attained Age Net Amount at Risk Weighted Average Attained Age (in millions, except age) UL secondary guarantees $ 6,376 64 $ 6,601 63 The net amount at risk for UL secondary guarantees is defined as the current guaranteed death benefit amount in excess of the current policyholder account balance. Changes in additional liabilities (contra liabilities) for variable annuity and insurance guarantees were as follows: GMDB & GMIB GMWB (1) GMAB (1) UL (in millions) Balance at January 1, 2014 $ 4 $ 6 $ (383 ) $ (62 ) $ 206 Incurred claims 9 1 1,076 21 75 Paid claims (4 ) — — — (18 ) Balance at December 31, 2014 9 7 693 (41 ) 263 Incurred claims 10 1 364 41 92 Paid claims (5 ) — — — (23 ) Balance at December 31, 2015 14 8 1,057 — 332 Incurred claims 11 1 (40 ) (23 ) 127 Paid claims (9 ) (1 ) — (1 ) (25 ) Balance at December 31, 2016 $ 16 $ 8 $ 1,017 $ (24 ) $ 434 (1) The incurred claims for GMWB and GMAB represent the change in the fair value of the liabilities (contra liabilities) less paid claims. The liabilities for guaranteed benefits are supported by general account assets. The following table summarizes the distribution of separate account balances by asset type for variable annuity contracts providing guaranteed benefits: December 31, 2016 2015 (in millions) Mutual funds: Equity $ 40,622 $ 39,806 Bond 23,142 23,700 Other 5,326 5,241 Total mutual funds $ 69,090 $ 68,747 No gains or losses were recognized on assets transferred to separate accounts for the years ended December 31, 2016 , 2015 and 2014 .

Lines of Credit

Lines of Credit	12 Months Ended
Lines of Credit	Dec. 31, 2016
Line of Credit Facility [Abstract]
Line of Credit Arrangements with Parent [Text Block]	Lines of Credit RiverSource Life Insurance Company, as the borrower, has a revolving credit agreement with Ameriprise Financial as the lender. The aggregate amount outstanding under the line of credit may not exceed 3% of RiverSource Life Insurance Company’s statutory admitted assets (excluding separate accounts) as of the prior year end. The interest rate for any borrowing under the agreement is established by reference to LIBOR for U.S. dollar deposits with maturities comparable to the relevant interest period, plus an applicable margin subject to adjustment based on debt ratings of the senior unsecured debt of Ameriprise Financial. Amounts borrowed may be repaid at any time with no prepayment penalty. There were no amounts outstanding on this line of credit as of December 31, 2016 and 2015 . RiverSource Life Insurance Co. of New York, as the borrower, has a revolving credit agreement with Ameriprise Financial as the lender. The aggregate amount outstanding under the line of credit may not exceed the lesser of $25 million or 3% of RiverSource Life Insurance Co. of New York’s statutory admitted assets (excluding separate accounts) as of the prior year end. The interest rate for any borrowing is established by reference to LIBOR for U.S. dollar deposits with maturities comparable to the relevant interest period. Amounts borrowed may be repaid at any time with no prepayment penalty. There were no amounts outstanding on this line of credit as of December 31, 2016 and 2015 . RiverSource Life Insurance Company, as the lender, has a revolving credit agreement with Ameriprise Financial as the borrower. This line of credit is not to exceed 3% of RiverSource Life Insurance Company’s statutory admitted assets as of the prior year end. The interest rate for any borrowing is established by reference to LIBOR for U.S. dollar deposits with maturities comparable to the relevant interest period, plus an applicable margin subject to adjustment based on debt ratings of the senior unsecured debt of Ameriprise Financial. In the event of default, an additional 1% interest will accrue during such period of default. There were no amounts outstanding on this revolving credit agreement as of December 31, 2016 and 2015 .

Short-term Borrowings

Short-term Borrowings	12 Months Ended
Short-term Borrowings	Dec. 31, 2016
Short-term Debt [Abstract]
Short-term Borrowings [Text Block]	nto repurchase agreements in exchange for cash which it accounts for as secured borrowings and has pledged Available-for-Sale securities to collateralize its obligations under the repurchase agreements. As of December 31, 2016 and 2015 , the Company has pledged $33 million and $30 million , respectively, of agency residential mortgage backed securities and $19 million and $22 million , respectively, of commercial mortgage backed securities. The amount of the Company’s liability including accrued interest as of both December 31, 2016 and 2015 was $50 million . The remaining maturity of outstanding repurchase agreements was less than three months and less than one month as of December 31, 2016 and 2015 , respectively. The weighted average annualized interest rate on the repurchase agreements held as of December 31, 2016 and 2015 was 0.9% and 0.5% , respectively. RiverSource Life Insurance Company is a member of the Federal Home Loan Bank (“FHLB”) of Des Moines which provides access to collateralized borrowings. The Company has pledged Available-for-Sale securities consisting of commercial mortgage backed securities to collateralize its obligation under these borrowings. The fair value of the securities pledged is recorded in investments and was $771 million and $290 million as of December 31, 2016 and 2015 , respectively. The amount of the Company’s liability including accrued interest as of both December 31, 2016 and 2015 was $150 million . The remaining maturity of outstanding FHLB advances was less than four months and less than three months as of December 31, 2016 and 2015 , respectively. The weighted average annualized interest rate on the FHLB advances held as of December 31, 2016 and 2015 was 0.8% and 0.5% , respectively.

Fair Values of Assets and Liabi

Fair Values of Assets and Liabilities	12 Months Ended
Fair Values of Assets and Liabilities	Dec. 31, 2016
Fair Value Disclosures [Abstract]
Fair Values of Assets and Liabilities	Fair Values of Assets and Liabilities GAAP defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date; that is, an exit price. The exit price assumes the asset or liability is not exchanged subject to a forced liquidation or distressed sale. Valuation Hierarchy The Company categorizes its fair value measurements according to a three-level hierarchy. The hierarchy prioritizes the inputs used by the Company’s valuation techniques. A level is assigned to each fair value measurement based on the lowest level input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are defined as follows: Level 1 Unadjusted quoted prices for identical assets or liabilities in active markets that are accessible at the measurement date. Level 2 Prices or valuations based on observable inputs other than quoted prices in active markets for identical assets and liabilities. Level 3 Prices or valuations that require inputs that are both significant to the fair value measurement and unobservable. The following tables present the balances of assets and liabilities measured at fair value on a recurring basis: December 31, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Available-for-Sale securities: Fixed maturities: Corporate debt securities $ — $ 12,955 $ 1,157 $ 14,112 Residential mortgage backed securities — 3,300 115 3,415 Commercial mortgage backed securities — 2,857 — 2,857 State and municipal obligations — 1,229 — 1,229 Asset backed securities — 792 13 805 Foreign government bonds and obligations — 261 — 261 U.S. government and agencies obligations 3 — — 3 Total Available-for-Sale securities: Fixed maturities 3 21,394 1,285 22,682 Common stocks 6 4 — 10 Cash equivalents — 302 — 302 Other assets: Interest rate derivative contracts — 1,735 — 1,735 Equity derivative contracts 42 1,481 — 1,523 Credit derivative contracts — 1 — 1 Foreign exchange derivative contracts — 80 — 80 Other derivative contracts 1 6 — 7 Total other assets 43 3,303 — 3,346 Separate account assets measured at NAV 76,298 (1) Total assets at fair value $ 52 $ 25,003 $ 1,285 $ 102,638 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 464 464 GMWB and GMAB embedded derivatives — — 614 614 (2) Total policyholder account balances, future policy benefits and claims — 5 1,078 1,083 (3) Other liabilities: Interest rate derivative contracts 1 964 — 965 Equity derivative contracts 2 1,986 — 1,988 Foreign exchange derivative contracts 2 45 — 47 Other derivative contracts — 1 — 1 Total other liabilities 5 2,996 — 3,001 Total liabilities at fair value $ 5 $ 3,001 $ 1,078 $ 4,084 December 31, 2015 Level 1 Level 2 Level 3 Total (in millions) Assets Available-for-Sale securities: Fixed maturities: Corporate debt securities $ — $ 13,139 $ 1,235 $ 14,374 Residential mortgage backed securities — 3,054 21 3,075 Commercial mortgage backed securities — 2,133 3 2,136 State and municipal obligations — 1,149 — 1,149 Asset backed securities — 643 133 776 Foreign government bonds and obligations — 223 — 223 U.S. government and agencies obligations 4 35 — 39 Total Available-for-Sale securities: Fixed maturities 4 20,376 1,392 21,772 Common stocks 3 4 — 7 Cash equivalents 48 285 — 333 Other assets: Interest rate derivative contracts — 1,882 — 1,882 Equity derivative contracts 92 1,477 — 1,569 Credit derivative contracts — 2 — 2 Foreign exchange derivative contracts 1 54 — 55 Total other assets 93 3,415 — 3,508 Separate account assets measured at NAV 76,004 (1) Total assets at fair value $ 148 $ 24,080 $ 1,392 $ 101,624 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 364 364 GMWB and GMAB embedded derivatives — — 851 851 (4) Total policyholder account balances, future policy benefits and claims — 5 1,215 1,220 (5) Other liabilities: Interest rate derivative contracts — 948 — 948 Equity derivative contracts 45 1,930 — 1,975 Foreign exchange derivative contracts 1 16 — 17 Total other liabilities 46 2,894 — 2,940 Total liabilities at fair value $ 46 $ 2,899 $ 1,215 $ 4,160 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 3 for further information. (2) The fair value of the GMWB and GMAB embedded derivatives included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position at December 31, 2016. (3) The Company’s adjustment for nonperformance risk resulted in a $498 million cumulative decrease to the embedded derivatives at December 31, 2016. (4) The fair value of the GMWB and GMAB embedded derivatives included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position at December 31, 2015. (5) The Company’s adjustment for nonperformance risk resulted in a $398 million cumulative decrease to the embedded derivatives at December 31, 2015. The following tables provide a summary of changes in Level 3 assets and liabilities measured at fair value on a recurring basis: Available-for-Sale Securities: Fixed Maturities Other Derivative Contracts Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2016 $ 1,235 $ 21 $ 3 $ 133 $ 1,392 $ — Total gains (losses) included in: Net income 1 — — 1 2 (1) (2 ) (4) Other comprehensive income (1 ) (1 ) — — (2 ) — Purchases 47 134 42 — 223 2 Settlements (126 ) (9 ) (3 ) (1 ) (139 ) — Transfers into Level 3 1 — — 12 13 — Transfers out of Level 3 — (30 ) (42 ) (132 ) (204 ) — Balance, December 31, 2016 $ 1,157 $ 115 $ — $ 13 $ 1,285 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2016 $ 1 $ — $ — $ — $ 1 (1) $ (2 ) (4) Policyholder Account Balances, IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2016 $ 364 $ 851 $ 1,215 Total (gains) losses included in: Net income 13 (3) (511 ) (4) (498 ) Issues 115 295 410 Settlements (28 ) (21 ) (49 ) Balance, December 31, 2016 $ 464 $ 614 $ 1,078 Changes in unrealized (gains) losses relating to liabilities held at December 31, 2016 $ 13 (3) $ (448 ) (4) $ (435 ) Available-for-Sale Securities: Fixed Maturities Common Stocks Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2015 $ 1,353 $ 9 $ 90 $ 151 $ 1,603 $ 1 Total gains (losses) included in: Net income (1 ) — — 1 — (1) — Other comprehensive income (21 ) — — (2 ) (23 ) (1 ) Purchases 153 67 32 16 268 — Settlements (238 ) (4 ) (7 ) (2 ) (251 ) — Transfers into Level 3 — — 6 14 20 — Transfers out of Level 3 (11 ) (51 ) (118 ) (45 ) (225 ) — Balance, December 31, 2015 $ 1,235 $ 21 $ 3 $ 133 $ 1,392 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2015 $ (1 ) $ — $ — $ 1 $ — (1) $ — Policyholder Account Balances, Future Policy Benefits and Claims IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2015 $ 242 $ 479 $ 721 Total losses included in: Net income 27 (3) 105 (4) 132 Issues 114 271 385 Settlements (19 ) (4 ) (23 ) Balance, December 31, 2015 $ 364 $ 851 $ 1,215 Changes in unrealized losses relating to liabilities held at December 31, 2015 $ 27 (3) $ 127 (4) $ 154 Available-for-Sale Securities: Fixed Maturities Common Stocks Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2014 $ 1,516 $ 58 $ 30 $ 218 $ 1,822 $ — Total gains (losses) included in: Net income — — 1 1 2 (2) — Other comprehensive income (1 ) — (3 ) 3 (1 ) — Purchases 139 11 39 — 189 1 Sales (17 ) — — — (17 ) — Settlements (276 ) (3 ) (1 ) (2 ) (282 ) — Transfers into Level 3 — — 78 — 78 1 Transfers out of Level 3 (8 ) (57 ) (54 ) (69 ) (188 ) (1 ) Balance, December 31, 2014 $ 1,353 $ 9 $ 90 $ 151 $ 1,603 $ 1 Changes in unrealized gains (losses) relating to assets held at December 31, 2014 $ (1 ) $ — $ 1 $ 1 $ 1 (1) $ — Policyholder Account Balances, IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2014 $ 125 $ (575 ) $ (450 ) Total losses included in: Net income 40 (3) 811 (4) 851 Issues 90 254 344 Settlements (13 ) (11 ) (24 ) Balance, December 31, 2014 $ 242 $ 479 $ 721 Changes in unrealized losses relating to liabilities held at December 31, 2014 $ 40 (3) $ 811 (4) $ 851 (1) Included in net investment income in the Consolidated Statements of Income. (2) Represents a $1 million gain included in net investment income and a $1 million gain in net realized investment gains in the Consolidated Statements of Income. (3) Included in interest credited to fixed accounts in the Consolidated Statements of Income. (4) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Income. The increase to pretax income of the Company’s adjustment for nonperformance risk on the fair value of its embedded derivatives was $98 million , $74 million and $124 million , net of DAC, DSIC, unearned revenue amortization and the reinsurance accrual, for the years ended December 31, 2016 , 2015 and 2014 , respectively. Securities transferred from Level 3 primarily represent securities with fair values that are now obtained from a third-party pricing service with observable inputs. Securities transferred to Level 3 represent securities with fair values that are now based on a single non-binding broker quote. The Company recognizes transfers between levels of the fair value hierarchy as of the beginning of the quarter in which each transfer occurred. For assets and liabilities held at the end of the reporting periods that are measured at fair value on a recurring basis, there were no transfers between Level 1 and Level 2. The following tables provide a summary of the significant unobservable inputs used in the fair value measurements developed by the Company or reasonably available to the Company of Level 3 assets and liabilities: December 31, 2016 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities $ 1,154 Discounted cash flow Yield/spread to U.S. Treasuries 0.9 % - 2.5% 1.3 % IUL embedded derivatives $ 464 Discounted cash flow Nonperformance risk (1) 82 bps GMWB and GMAB embedded derivatives $ 614 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % - 75.6% Surrender rate 0.1 % - 66.4% Market volatility (3) 5.3 % - 21.2% Nonperformance risk (1) 82 bps December 31, 2015 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities $ 1,221 Discounted cash flow Yield/spread to U.S. Treasuries 1.1 % - 3.8% 1.6 % IUL embedded derivatives $ 364 Discounted cash flow Nonperformance risk (1) 68 bps GMWB and GMAB embedded derivatives $ 851 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % - 75.6% Surrender rate 0.0 % - 59.1% Market volatility (3) 5.4 % - 21.5% Nonperformance risk (1) 68 bps (1) The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives. (2) The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year. (3) Market volatility is implied volatility of fund of funds and managed volatility funds. Level 3 measurements not included in the table above are obtained from non-binding broker quotes where unobservable inputs utilized in the fair value calculation are not reasonably available to the Company. Sensitivity of Fair Value Measurements to Changes in Unobservable Inputs Significant increases (decreases) in the yield/spread to U.S. Treasuries used in the fair value measurement of Level 3 corporate debt securities in isolation would result in a significantly lower (higher) fair value measurement. Significant increases (decreases) in nonperformance risk used in the fair value measurement of the IUL embedded derivatives in isolation would result in a significantly lower (higher) fair value measurement. Significant increases (decreases) in utilization and volatility used in the fair value measurement of the GMWB and GMAB embedded derivatives in isolation would result in a significantly higher (lower) liability value. Significant increases (decreases) in nonperformance risk and surrender rate used in the fair value measurement of the GMWB and GMAB embedded derivatives in isolation would result in a significantly lower (higher) liability value. Utilization of guaranteed withdrawals and surrender rates vary with the type of rider, the duration of the policy, the age of the contractholder, the distribution channel and whether the value of the guaranteed benefit exceeds the contract accumulation value. Determination of Fair Value The Company uses valuation techniques consistent with the market and income approaches to measure the fair value of its assets and liabilities. The Company’s market approach uses prices and other relevant information generated by market transactions involving identical or comparable assets or liabilities. The Company’s income approach uses valuation techniques to convert future projected cash flows to a single discounted present value amount. When applying either approach, the Company maximizes the use of observable inputs and minimizes the use of unobservable inputs. The following is a description of the valuation techniques used to measure fair value and the general classification of these instruments pursuant to the fair value hierarchy. Assets Cash Equivalents Cash equivalents include highly liquid investments with original maturities of 90 days or less. Actively traded money market funds are measured at their NAV and classified as Level 1. The Company’s remaining cash equivalents are classified as Level 2 and measured at amortized cost, which is a reasonable estimate of fair value because of the short time between the purchase of the instrument and its expected realization. Available-for-Sale Securities When available, the fair value of securities is based on quoted prices in active markets. If quoted prices are not available, fair values are obtained from third-party pricing services, non-binding broker quotes, or other model-based valuation techniques. Level 1 securities primarily include U.S. Treasuries. Level 2 securities primarily include corporate bonds, residential mortgage backed securities, commercial mortgage backed securities, state and municipal obligations, asset backed securities and U.S. agency and foreign government securities. The fair value of these Level 2 securities is based on a market approach with prices obtained from third-party pricing services. Observable inputs used to value these securities can include, but are not limited to, reported trades, benchmark yields, issuer spreads and non-binding broker quotes. Level 3 securities primarily include certain corporate bonds, non-agency residential mortgage backed securities, commercial mortgage backed securities and asset backed securities. The fair value of corporate bonds, non-agency residential mortgage backed securities, commercial mortgage backed securities and certain asset backed securities classified as Level 3 is typically based on a single non-binding broker quote. The underlying inputs used for some of the non-binding broker quotes are not readily available to the Company. The Company’s privately placed corporate bonds are typically based on a single non-binding broker quote. In addition to the general pricing controls, the Company reviews the broker prices to ensure that the broker quotes are reasonable and, when available, compares prices of privately issued securities to public issues from the same issuer to ensure that the implicit illiquidity premium applied to the privately placed investment is reasonable considering investment characteristics, maturity, and average life of the investment. In consideration of the above, management is responsible for the fair values recorded on the financial statements. Prices received from third-party pricing services are subjected to exception reporting that identifies investments with significant daily price movements as well as no movements. The Company reviews the exception reporting and resolves the exceptions through reaffirmation of the price or recording an appropriate fair value estimate. The Company also performs subsequent transaction testing. The Company performs annual due diligence of third-party pricing services. The Company’s due diligence procedures include assessing the vendor’s valuation qualifications, control environment, analysis of asset-class specific valuation methodologies, and understanding of sources of market observable assumptions and unobservable assumptions, if any, employed in the valuation methodology. The Company also considers the results of its exception reporting controls and any resulting price challenges that arise. Separate Account Assets The fair value of assets held by separate accounts is determined by the NAV of the funds in which those separate accounts are invested. The NAV is used as a practical expedient for fair value and represents the exit price for the separate account. Separate account assets are excluded from classification in the fair value hierarchy. Other Assets Derivatives that are measured using quoted prices in active markets, such as derivatives that are exchange-traded, are classified as Level 1 measurements. The variation margin on futures contracts is also classified as Level 1. The fair value of derivatives that are traded in less active over-the-counter (“OTC”) markets is generally measured using pricing models with market observable inputs such as interest rates and equity index levels. These measurements are classified as Level 2 within the fair value hierarchy and include swaps and the majority of options. The fair value of certain derivatives measured using pricing models which include significant unobservable inputs are classified as Level 3 within the fair value hierarchy. Other derivative contracts consist of the Company’s macro hedge program. See Note 17 for further information on the macro hedge program. The counterparties’ nonperformance risk associated with uncollateralized derivative assets was immaterial at December 31, 2016 and 2015 . See Note 16 and Note 17 for further information on the credit risk of derivative instruments and related collateral. Liabilities Policyholder Account Balances, Future Policy Benefits and Claims The Company values the embedded derivatives attributable to the provisions of certain variable annuity riders using internal valuation models. These models calculate fair value by discounting expected cash flows from benefits plus margins for profit, risk and expenses less embedded derivative fees. The projected cash flows used by these models include observable capital market assumptions and incorporate significant unobservable inputs related to contractholder behavior assumptions, implied volatility, and margins for risk, profit and expenses that the Company believes an exit market participant would expect. The fair value also reflects a current estimate of the Company’s nonperformance risk specific to these embedded derivatives. Given the significant unobservable inputs to this valuation, these measurements are classified as Level 3. The embedded derivatives attributable to these provisions are recorded in policyholder account balances, future policy benefits and claims. The Company uses various Black-Scholes calculations to determine the fair value of the embedded derivatives associated with the provisions of its EIA and IUL products. Significant inputs to the EIA calculation include observable interest rates, volatilities and equity index levels and, therefore, are classified as Level 2. The fair value of the IUL embedded derivatives includes significant observable interest rates, volatilities and equity index levels and the significant unobservable estimate of the Company’s nonperformance risk. Given the significance of the nonperformance risk assumption to the fair value, the IUL embedded derivatives are classified as Level 3. The embedded derivatives attributable to these provisions are recorded in policyholder account balances, future policy benefits and claims. The Company’s Corporate Actuarial Department calculates the fair value of the embedded derivatives on a monthly basis. During this process, control checks are performed to validate the completeness of the data. Actuarial management approves various components of the valuation along with the final results. The change in the fair value of the embedded derivatives is reviewed monthly with senior management. The Level 3 inputs into the valuation are consistent with the pricing assumptions and updated as experience develops. Significant unobservable inputs that reflect policyholder behavior are reviewed quarterly along with other valuation assumptions. Other Liabilities Derivatives that are measured using quoted prices in active markets, such as derivatives that are exchange-traded, are classified as Level 1 measurements. The variation margin on futures contracts is also classified as Level 1. The fair value of derivatives that are traded in less active OTC markets is generally measured using pricing models with market observable inputs such as interest rates and equity index levels. These measurements are classified as Level 2 within the fair value hierarchy and include swaps and the majority of options. Other derivative contracts consist of the Company’s macro hedge program. See Note 17 for further information on the macro hedge program. The Company’s nonperformance risk associated with uncollateralized derivative liabilities was immaterial at December 31, 2016 and 2015 . See Note 16 and Note 17 for further information on the credit risk of derivative instruments and related collateral. During the reporting periods, there were no material assets or liabilities measured at fair value on a nonrecurring basis. The following tables provide the carrying value and the estimated fair value of financial instruments that are not reported at fair value. December 31, 2016 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,874 $ — $ — $ 2,865 $ 2,865 Policy loans 830 — — 807 807 Other investments 402 — 364 43 407 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 10,906 $ — $ — $ 11,417 $ 11,417 Short-term borrowings 200 — 200 — 200 Other liabilities 177 — — 169 169 Separate account liabilities measured at NAV 341 341 (1) December 31, 2015 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 3,211 $ — $ — $ 3,254 $ 3,254 Policy loans 823 — — 803 803 Other investments 463 — 416 33 449 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 11,523 $ — $ — $ 12,424 $ 12,424 Short-term borrowings 200 — 200 — 200 Other liabilities 117 — — 113 113 Separate account liabilities measured at NAV 360 360 (1) (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 3 for further information. Mortgage Loans, Net The fair value of commercial mortgage loans, except those with significant credit deterioration, is determined by discounting contractual cash flows using discount rates that reflect current pricing for loans with similar remaining maturities, liquidity and characteristics including LTV ratio, occupancy rate, refinance risk, debt service coverage, location, and property condition. For commercial mortgage loans with significant credit deterioration, fair value is determined using the same adjustments as above with an additional adjustment for the Company’s estimate of the amount recoverable on the loan. The fair value of residential mortgage loans is determined by discounting estimated cash flows and incorporating adjustments for prepayment, administration expenses, loss severity and credit loss estimates, with discount rates based on the Company’s estimate of current market conditions. Given the significant unobservable inputs to the valuation of mortgage loans, these measurements are classified as Level 3. Policy Loans Policy loans represent loans made against the cash surrender value of the underlying life insurance or annuity product. These loans and the related interest are usually realized at death of the policyholder or contractholder or at surrender of the contract and are not transferable without the underlying insurance or annuity contract. The fair value of policy loans is determined by estimating expected cash flows discounted at rates based on the U.S. Treasury curve. Policy loans are classified as Level 3 as the discount rate used may be adjusted for the underlying performance of individual policies. Other Investments Other investments primarily consist of syndicated loans and an investment in FHLB. The fair value of syndicated loans is obtained from a third-party pricing service or non-binding broker quotes. Syndicated loans that are priced using a market approach with observable inputs are classified as Level 2 and syndicated loans priced using a single non-binding broker quote are classified as Level 3. The fair value of the investment in FHLB is approximated by the carrying value and classified as Level 3 due to restrictions on transfer and lack of liquidity in the primary market for this asset. Policyholder Account Balances, Future Policy Benefits and Claims The fair value of fixed annuities in deferral status is determined by discounting cash flows using a risk neutral discount rate with adjustments for profit margin, expense margin, early policy surrender behavior, a margin for adverse deviation from estimated early policy surrender behavior and the Company’s nonperformance risk specific to these liabilities. The fair value of non-life contingent fixed annuities in payout status, EIA host contracts and the fixed portion of a small number of variable annuity contracts classified as investment contracts is determined in a similar manner. Given the use of significant unobservable inputs to these valuations, the measurements are classified as Level 3. Short-term Borrowings The fair value of short-term borrowings is obtained from a third-party pricing service. A nonperformance adjustment is not included as collateral requirements for these borrowings minimize the nonperformance risk. The fair value of short-term borrowings is classified as Level 2. Other Liabilities Other liabilities consist of future funding commitments to affordable housing partnerships and other real estate partnerships. The fair value of these future funding commitments is determined by discounting cash flows. The fair value of these commitments includes an adjustment for the Company’s nonperformance risk and is classified as Level 3 due to the use of the significant unobservable input. Separate Account Liabilities Certain separate account liabilities are classified as investment contracts and are carried at an amount equal to the related separate account assets. The NAV of the related separate account assets is used as a practical expedient for fair value and represents the exit price for the separate account liabilities. Separate account liabilities are excluded from classification in the fair value hierarchy.

Related Party Transactions

Related Party Transactions	12 Months Ended
Related Party Transactions	Dec. 31, 2016
Related Party Transactions [Abstract]
Related Party Transactions [Text Block]	Related Party Transactions CMIA is the investment advisor for the proprietary mutual funds used as investment options by the Company’s variable annuity contractholders and variable life insurance policyholders. The Company provides marketing, administrative and shareholder services on behalf of CMIA and is compensated for the services it provides. For the years ended December 31, 2016 , 2015 and 2014 , the Company earned $313 million , $311 million and $295 million , respectively, from CMIA for these services. Columbia Management Investment Distributors, Inc. (“CMID”), an affiliate of the Company, is the principal underwriter and distributor for the proprietary mutual funds used as investment options by the Company’s variable annuity contractholders and variable life insurance policyholders. The Company provides distribution services to assist in the promotion, distribution and account servicing of shares of the portfolios of the Company’s variable products and is compensated for providing these services. For the years ended December 31, 2016 , 2015 and 2014 , the Company earned $158 million , $162 million and $158 million , respectively, from CMID for these services. Columbia Management Investment Services Corp. (“CMIS”), an affiliate of the Company, is the transfer agent that processes transactions related to the Company’s variable products. The Company provides shareholder services related to these transactions and is compensated for providing these services. For the years ended December 31, 2016 , 2015 and 2014 , the Company earned $40 million , $41 million and $40 million , respectively, from CMIS for these services. Charges by Ameriprise Financial and affiliated companies to the Company for use of joint facilities, technology support, marketing services and other services aggregated $400 million , $437 million and $431 million for the years ended December 31, 2016 , 2015 and 2014 , respectively. Certain of these costs are included in DAC. Expenses allocated to the Company may not be reflective of expenses that would have been incurred by the Company on a stand-alone basis. Dividends paid and received by RiverSource Life Insurance Company were as follows: Years Ended December 31, 2016 2015 2014 (in millions) Cash dividends paid to Ameriprise Financial $ 1,000 $ 800 $ 900 Cash dividends received from RiverSource Life of NY 50 25 24 Cash dividend received from RTA 15 — 30 Cash dividend received from RiverSource REO 1, LLC (1) 31 — — (1) RiverSource REO 1, LLC is a wholly owned subsidiary of RiverSource Life Insurance Company which holds foreclosed mortgage loans and real estate. On February 8, 2017, the Company's board of directors declared a cash dividend of $300 million to Ameriprise Financial, payable on or before March 20, 2017, pending approval by the Minnesota Department of Commerce. For dividends from the life insurance companies, advance notification was provided to state insurance regulators prior to all dividend payments. See Note 15 for additional information. During the year ended December 31, 2014 , RiverSource Life Insurance Company made cash contributions to RTA of $15 million for ongoing funding commitments related to affordable housing partnership investments. The Company’s taxable income is included in the consolidated federal income tax return of Ameriprise Financial. The net amount due to (from) Ameriprise Financial for federal income taxes was $168 million and $(88) million at December 31, 2016 and 2015 , respectively, which is reflected in Other, net within operating activities on the Consolidated Statements of Cash Flows.

Regulatory Requirements

Regulatory Requirements	12 Months Ended
Regulatory Requirements	Dec. 31, 2016
Regulatory Requirements
Regulatory Requirements [Text Block]	Regulatory Requirements The National Association of Insurance Commissioners (“NAIC”) defines Risk-Based Capital (“RBC”) requirements for insurance companies. The RBC requirements are used by the NAIC and state insurance regulators to identify companies that merit regulatory actions designed to protect policyholders. These requirements apply to the Company. The Company has met its minimum RBC requirements. Insurance companies are required to prepare statutory financial statements in accordance with the accounting practices prescribed or permitted by the insurance departments of their respective states of domicile, which vary materially from GAAP. Prescribed statutory accounting practices include publications of the NAIC, as well as state laws, regulations and general administrative rules. The more significant differences from GAAP include charging policy acquisition costs to expense as incurred, establishing annuity and insurance reserves using different actuarial methods and assumptions, valuing investments on a different basis and excluding certain assets from the balance sheet by charging them directly to surplus, such as a portion of the net deferred income tax assets. State insurance statutes contain limitations as to the amount of dividends or distributions that insurers may make without providing prior notification to state regulators. For RiverSource Life Insurance Company, dividends or distributions in excess of unassigned surplus, as determined in accordance with accounting practices prescribed by the State of Minnesota, require advance notice to the Minnesota Department of Commerce, RiverSource Life Insurance Company’s primary regulator, and are subject to potential disapproval. RiverSource Life Insurance Company’s statutory unassigned surplus aggregated $275 million and $954 million as of December 31, 2016 and 2015 , respectively. In addition, dividends or distributions, whose fair market value, together with that of other dividends or distributions made within the preceding 12 months, exceeds the greater of the previous year’s statutory net gain from operations or 10% of the previous year-end statutory capital and surplus are referred to as “extraordinary dividends.” Extraordinary dividends also require advance notice to the Minnesota Department of Commerce, and are subject to potential disapproval. Statutory capital and surplus was $3.0 billion and $3.7 billion at December 31, 2016 and 2015 , respectively. Statutory net gain from operations and net income are summarized as follows: Years Ended December 31, 2016 2015 2014 (in millions) Statutory net gain from operations (1) $ 834 $ 1,033 $ 1,412 Statutory net income (1) 322 633 1,154 (1) Statutory net gain (loss) from operations and statutory net income (loss) are significantly impacted by changes in reserves for variable annuity guaranteed benefits, however, these impacts are substantially offset by unrealized gains (losses) on derivatives which are not included in statutory income but are recorded directly to surplus. Government debt securities of $4 million and $5 million at December 31, 2016 and 2015 , respectively, were on deposit with various states as required by law.

Offsetting Assets and Liabiliti

Offsetting Assets and Liabilities	12 Months Ended
Offsetting Assets and Liabilities	Dec. 31, 2016
Offsetting [Abstract]
Offsetting Assets and Liabilities [Text Block]	Offsetting Assets and Liabilities Certain financial instruments and derivative instruments are eligible for offset in the Consolidated Balance Sheets. The Company’s derivative instruments and repurchase agreements are subject to master netting arrangements and collateral arrangements and qualify for offset. A master netting arrangement with a counterparty creates a right of offset for amounts due to and from that same counterparty that is enforceable in the event of a default or bankruptcy. The Company’s policy is to recognize amounts subject to master netting arrangements on a gross basis in the Consolidated Balance Sheets. The following tables present the gross and net information about the Company’s assets subject to master netting arrangements: December 31, 2016 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,822 $ — $ 2,822 $ (2,161 ) $ (374 ) $ (235 ) $ 52 OTC cleared 510 — 510 (507 ) (3 ) — — Exchange-traded 14 — 14 (2 ) — — 12 Total derivatives $ 3,346 $ — $ 3,346 $ (2,670 ) $ (377 ) $ (235 ) $ 64 December 31, 2015 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 3,051 $ — $ 3,051 $ (2,293 ) $ (354 ) $ (320 ) $ 84 OTC cleared 417 — 417 (313 ) (102 ) — 2 Exchange-traded 40 — 40 (3 ) — — 37 Total derivatives $ 3,508 $ — $ 3,508 $ (2,609 ) $ (456 ) $ (320 ) $ 123 (1) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets. The following tables present the gross and net information about the Company’s liabilities subject to master netting arrangements: December 31, 2016 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Consolidated Balance Sheets Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,481 $ — $ 2,481 $ (2,161 ) $ — $ (312 ) $ 8 OTC cleared 515 — 515 (507 ) (8 ) — — Exchange-traded 5 — 5 (2 ) — — 3 Total derivatives 3,001 — 3,001 (2,670 ) (8 ) (312 ) 11 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,051 $ — $ 3,051 $ (2,670 ) $ (8 ) $ (362 ) $ 11 December 31, 2015 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Consolidated Balance Sheets Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,624 $ — $ 2,624 $ (2,293 ) $ — $ (331 ) $ — OTC cleared 313 — 313 (313 ) — — — Exchange-traded 3 — 3 (3 ) — — — Total derivatives 2,940 — 2,940 (2,609 ) — (331 ) — Repurchase agreements 50 — 50 — — (50 ) — Total $ 2,990 $ — $ 2,990 $ (2,609 ) $ — $ (381 ) $ — (1) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets. In the tables above, the amounts of assets or liabilities presented in the Consolidated Balance Sheets are offset first by financial instruments that have the right of offset under master netting or similar arrangements, then any remaining amount is reduced by the amount of cash and securities collateral. The actual collateral may be greater than amounts presented in the tables. When the fair value of collateral accepted by the Company is less than the amount due to the Company, there is a risk of loss if the counterparty fails to perform or provide additional collateral. To mitigate this risk, the Company monitors collateral values regularly and requires additional collateral when necessary. When the value of collateral pledged by the Company declines, it may be required to post additional collateral. Freestanding derivative instruments are reflected in other assets and other liabilities. Cash collateral pledged by the Company is reflected in other assets and cash collateral accepted by the Company is reflected in other liabilities. Repurchase agreements are reflected in short-term borrowings. See Note 17 for additional disclosures related to the Company’s derivative instruments and Note 12 for additional disclosures related to the Company’s repurchase agreements.

Derivatives and Hedging Activit

Derivatives and Hedging Activities	12 Months Ended
Derivatives and Hedging Activities	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives and Hedging Activities	Derivatives and Hedging Activities Derivative instruments enable the Company to manage its exposure to various market risks. The value of such instruments is derived from an underlying variable or multiple variables, including equity and interest rate indices or prices. The Company primarily enters into derivative agreements for risk management purposes related to the Company’s products and operations. The Company’s freestanding derivative instruments are all subject to master netting arrangements. The Company’s policy on the recognition of derivatives on the Consolidated Balance Sheets is to not offset fair value amounts recognized for derivatives and collateral arrangements executed with the same counterparty under the same master netting arrangement. See Note 16 for additional information regarding the estimated fair value of the Company’s freestanding derivatives after considering the effect of master netting arrangements and collateral. The Company uses derivatives as economic hedges and accounting hedges. The following table presents the notional value and gross fair value of derivative instruments, including embedded derivatives: December 31, 2016 December 31, 2015 Notional Gross Fair Value Notional Gross Fair Value Assets (1) Liabilities (2) Assets (1) Liabilities (2) (in millions) Derivatives not designated as hedging instruments Interest rate contracts $ 71,019 $ 1,735 $ 965 $ 62,591 $ 1,882 $ 948 Equity contracts 59,401 1,523 1,988 69,009 1,569 1,975 Credit contracts 1,039 1 — 600 2 — Foreign exchange contracts 4,494 80 47 4,155 55 17 Other contracts 1,258 7 1 2,150 — — Total non-designated hedges 137,211 3,346 3,001 138,505 3,508 2,940 Embedded derivatives GMWB and GMAB (3) N/A — 614 N/A — 851 IUL N/A — 464 N/A — 364 EIA N/A — 5 N/A — 5 Total embedded derivatives N/A — 1,083 N/A — 1,220 Total derivatives $ 137,211 $ 3,346 $ 4,084 $ 138,505 $ 3,508 $ 4,160 N/A Not applicable. (1) The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets. (2) The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets. (3) The fair value of the GMWB and GMAB embedded derivatives at December 31, 2016 included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives at December 31, 2015 included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position. See Note 13 for additional information regarding the Company’s fair value measurement of derivative instruments. At December 31, 2016 and 2015 , investment securities with a fair value of $235 million and $323 million , respectively, were received as collateral to meet contractual obligations under derivative contracts, of which $118 million and $193 million , respectively, may be sold, pledged or rehypothecated by the Company. At December 31, 2016 and 2015 , the Company had sold, pledged, or rehypothecated $19 million and nil , respectively, of these securities. In addition, at December 31, 2016 and 2015 , non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Consolidated Balance Sheets. The following table presents a summary of the impact of derivatives not designated as hedging instruments on the Consolidated Statements of Income: Net Investment Income Interest Credited to Fixed Accounts Benefits, Claims, Losses and Settlement Expenses (in millions) Year Ended December 31, 2016 Interest rate contracts $ — $ — $ 38 Equity contracts — 20 (836 ) Credit contracts — — 2 Other contracts — — (23 ) GMWB and GMAB embedded derivatives — — 237 IUL embedded derivatives — 15 — Total gain (loss) $ — $ 35 $ (582 ) Year Ended December 31, 2015 Interest rate contracts $ — $ — $ 241 Equity contracts — (10 ) (304 ) Credit contracts — — (1 ) Foreign exchange contracts — — 13 Other contracts — — (14 ) GMWB and GMAB embedded derivatives — — (372 ) IUL embedded derivatives — (8 ) — EIA embedded derivatives — 1 — Total loss $ — $ (17 ) $ (437 ) Year Ended December 31, 2014 Interest rate contracts $ 3 $ — $ 1,122 Equity contracts — 21 (304 ) Credit contracts — — (33 ) Foreign exchange contracts — — (9 ) Other contracts — — (1 ) GMWB and GMAB embedded derivatives — — (1,054 ) IUL embedded derivatives — (27 ) — EIA embedded derivatives — (2 ) — Total gain (loss) $ 3 $ (8 ) $ (279 ) The Company holds derivative instruments that either do not qualify or are not designated for hedge accounting treatment. These derivative instruments are used as economic hedges of equity, interest rate, credit and foreign currency exchange rate risk related to various products and transactions of the Company. Certain annuity contracts contain GMWB or GMAB provisions, which guarantee the right to make limited partial withdrawals each contract year regardless of the volatility inherent in the underlying investments or guarantee a minimum accumulation value of consideration received at the beginning of the contract period, after a specified holding period, respectively. The GMAB and non-life contingent GMWB provisions are considered embedded derivatives, which are bifurcated from their host contracts for valuation purposes and reported on the Consolidated Balance Sheets at fair value with changes in fair value reported in earnings. The Company economically hedges the exposure related to GMAB and non-life contingent GMWB provisions primarily using futures, options, interest rate swaptions, interest rate swaps, total return swaps and variance swaps. The deferred premium associated with certain of the above options is paid or received semi-annually over the life of the option contract or at maturity. The following is a summary of the payments the Company is scheduled to make and receive for these options as of December 31, 2016: Premiums Premiums (in millions) 2017 $ 251 $ 75 2018 208 128 2019 253 169 2020 175 98 2021 166 106 2022-2026 570 131 Total $ 1,623 $ 707 Actual timing and payment amounts may differ due to future contract settlements, modifications or exercises of options prior to the full premium being paid or received. The Company has a macro hedge program to provide protection against the statutory tail scenario risk arising from variable annuity reserves on its statutory surplus and to cover some of the residual risks not covered by other hedging activities. As a means of economically hedging these risks, the Company uses futures, options and swaptions. Certain of the macro hedge derivatives used contain settlement provisions linked to both equity returns and interest rates; the remaining are either interest rate contracts or equity contracts. The Company’s macro hedge derivatives are included in Other contracts in the tables above. EIA and IUL products have returns tied to the performance of equity markets. As a result of fluctuations in equity markets, the obligation incurred by the Company related to EIA and IUL products will positively or negatively impact earnings over the life of these products. The equity component of the EIA and IUL product obligations are considered embedded derivatives, which are bifurcated from their host contracts for valuation purposes and reported on the Consolidated Balance Sheets at fair value with changes in fair value reported in earnings. As a means of economically hedging its obligations under the provisions of these products, the Company enters into index options and futures contracts. Cash Flow Hedges During the year ended December 31, 2016 , the Company held no derivatives that were designated as cash flow hedges. At December 31, 2016 , the Company expects to reclassify $5 million of deferred loss on derivative instruments from AOCI to earnings during the next 12 months that will be recorded in net investment income. These were originally losses on derivative instruments related to interest rate swaptions. During the years ended December 31, 2016 and 2015 , no hedge relationships were discontinued due to forecasted transactions no longer being expected to occur according to the original hedge strategy. For the years ended December 31, 2016 , 2015 and 2014 , the amounts recognized in earnings on derivative transactions that were ineffective were not material. See Note 18 for a summary of net unrealized losses included in AOCI related to previously designated cash flow hedges. Currently, the longest period of time over which the Company is hedging exposure to the variability in future cash flows is two years and relates to interest credited on forecasted fixed premium product sales. Credit Risk Credit risk associated with the Company’s derivatives is the risk that a derivative counterparty will not perform in accordance with the terms of the applicable derivative contract. To mitigate such risk, the Company has established guidelines and oversight of credit risk through a comprehensive enterprise risk management program that includes members of senior management. Key components of this program are to require preapproval of counterparties and the use of master netting arrangements and collateral arrangements whenever practical. See Note 16 for additional information on the Company’s credit exposure related to derivative assets. Certain of the Company’s derivative contracts contain provisions that adjust the level of collateral the Company is required to post based on the Company’s financial strength rating (or based on the debt rating of the Company’s parent, Ameriprise Financial). Additionally, certain of the Company’s derivative contracts contain provisions that allow the counterparty to terminate the contract if the Company does not maintain a specific financial strength rating or Ameriprise Financial’s debt does not maintain a specific credit rating (generally an investment grade rating). If these termination provisions were to be triggered, the Company’s counterparty could require immediate settlement of any net liability position. At December 31, 2016 and 2015 , the aggregate fair value of derivative contracts in a net liability position containing such credit contingent provisions was $206 million and $243 million , respectively. The aggregate fair value of assets posted as collateral for such instruments as of December 31, 2016 and 2015 was $198 million and $243 million , respectively. If the credit contingent provisions of derivative contracts in a net liability position at December 31, 2016 and 2015 were triggered, the aggregate fair value of additional assets that would be required to be posted as collateral or needed to settle the instruments immediately would have been $8 million and nil , respectively.

Shareholder's Equity

Shareholder's Equity	12 Months Ended
Shareholder's Equity	Dec. 31, 2016
Stockholders' Equity Note [Abstract]
Shareholder's Equity [Text Block]	Shareholder’s Equity The following tables provide the amounts related to each component of OCI: Year Ended December 31, 2016 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities gains: Net unrealized securities gains arising during the period (1) $ 350 $ (124 ) $ 226 Reclassification of net securities gains included in net income (2) (17 ) 6 (11 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (242 ) 85 (157 ) Net unrealized securities gains 91 (33 ) 58 Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) 6 (2 ) 4 Net unrealized derivatives gains 6 (2 ) 4 Other comprehensive income $ 97 $ (35 ) $ 62 Year Ended December 31, 2015 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities losses: Net unrealized securities losses arising during the period (1) $ (997 ) $ 351 $ (646 ) Reclassification of net securities gains included in net income (2) (6 ) 2 (4 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables 480 (168 ) 312 Net unrealized securities losses (523 ) 185 (338 ) Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) 6 (2 ) 4 Net unrealized derivatives gains 6 (2 ) 4 Other comprehensive loss $ (517 ) $ 183 $ (334 ) Year Ended December 31, 2014 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities gains: Net unrealized securities gains arising during the period (1) $ 445 $ (156 ) $ 289 Reclassification of net securities gains included in net income (2) (40 ) 14 (26 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (290 ) 101 (189 ) Net unrealized securities gains 115 (41 ) 74 Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) 7 (2 ) 5 Net unrealized derivatives gains 7 (2 ) 5 Other comprehensive income $ 122 $ (43 ) $ 79 (1) Includes other-than-temporary impairment losses on Available-for-Sale securities related to factors other than credit that were recognized in other comprehensive income (loss) during the period. (2) Reclassification amounts are recorded in net realized investment gains (losses). (3) Reclassification amounts are recorded in net investment income. Other comprehensive income (loss) related to net unrealized securities gains (losses) includes three components: (i) unrealized gains (losses) that arose from changes in the market value of securities that were held during the period; (ii) (gains) losses that were previously unrealized, but have been recognized in current period net income due to sales of Available-for-Sale securities and due to the reclassification of noncredit other-than-temporary impairment losses to credit losses; and (iii) other adjustments primarily consisting of changes in insurance and annuity asset and liability balances, such as DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, to reflect the expected impact on their carrying values had the unrealized gains (losses) been realized as of the respective balance sheet dates. The following table presents the changes in the balances of each component of AOCI, net of tax: Net Unrealized Securities Gains (Losses) Net Unrealized Derivatives Gains Total (in millions) Balance, January 1, 2014 $ 667 $ (17 ) $ 650 OCI before reclassifications 100 — 100 Amounts reclassified from AOCI (26 ) 5 (21 ) Total OCI 74 5 79 Balance, December 31, 2014 741 (1) (12 ) 729 OCI before reclassifications (334 ) — (334 ) Amounts reclassified from AOCI (4 ) 4 — Total OCI (338 ) 4 (334 ) Balance, December 31, 2015 403 (1) (8 ) 395 OCI before reclassifications 69 — 69 Amounts reclassified from AOCI (11 ) 4 (7 ) Total OCI 58 4 62 Balance, December 31, 2016 $ 461 (1) $ (4 ) $ 457 (1) Includes nil , $2 million and $2 million of noncredit related impairments on securities and net unrealized securities losses on previously impaired securities at December 31, 2016 , 2015 and 2014 , respectively.

Income Taxes

Income Taxes	12 Months Ended
Income Taxes	Dec. 31, 2016
Income Tax Disclosure [Abstract]
Income Taxes	Income Taxes The components of income tax provision were as follows: Years Ended December 31, 2016 2015 2014 (in millions) Current income tax Federal $ 18 $ 234 $ 2 State 1 2 (2 ) Total current income tax 19 236 — Deferred income tax Federal 6 (91 ) 202 State (1 ) — 7 Total deferred income tax 5 (91 ) 209 Total income tax provision $ 24 $ 145 $ 209 In December 2014, the Company received Internal Revenue Service (“IRS”) approval for a change in accounting method related to variable annuity hedging. Accordingly, the Company began using the approved method of accounting in the fourth quarter of 2014. The change to the approved method increased deferred tax expense and current tax receivables with a corresponding decrease to current tax expense and deferred tax assets of approximately $300 million in 2014. The principal reasons that the aggregate income tax provision is different from that computed by using the U.S. statutory rate of 35% are as follows: Years Ended December 31, 2016 2015 2014 Tax at U.S. statutory rate 35.0 % 35.0 % 35.0 % Changes in taxes resulting from: Dividend received deduction (17.1 ) (14.0 ) (10.4 ) Low income housing tax credits (9.4 ) (6.1 ) (4.7 ) Foreign tax credit, net of addback (3.8 ) — (1.0 ) State taxes, net of federal benefit — — 0.3 Taxes applicable to prior years (2.0 ) — (0.4 ) Other, net 0.7 (0.9 ) (1.0 ) Income tax provision 3.4 % 14.0 % 17.8 % The effective tax rates are lower than the statutory rate as a result of tax preferred items including the dividends received deduction and low income housing credits. The decrease in the effective tax rate for the year ended December 31, 2016 compared to 2015 was primarily due to lower pretax income in relation to preferred items including the dividends received deduction and low income housing credits. The decrease in the effective tax rate for the year ended December 31, 2015 compared to 2014 was primarily due to an increase in the dividends received deduction compared to 2014 and slightly lower pretax income. Deferred income tax assets and liabilities result from temporary differences between the assets and liabilities measured for GAAP reporting versus income tax return purposes. The significant components of the Company’s deferred income tax assets and liabilities, which are included net within other assets or other liabilities on the Consolidated Balance Sheets, were as follows: December 31, 2016 2015 (in millions) Deferred income tax assets Liabilities for policyholder account balances, future policy benefits and claims $ 1,144 $ 1,357 Investment related 236 55 Other 13 15 Gross deferred income tax assets 1,393 1,427 Less: valuation allowance 8 8 Total deferred income tax assets 1,385 1,419 Deferred income tax liabilities Deferred acquisition costs 695 709 Net unrealized gains on Available-for-Sale securities 251 217 Deferred sales inducement costs 113 125 Depreciation 23 23 Other — 3 Gross deferred income tax liabilities 1,082 1,077 Net deferred income tax assets $ 303 $ 342 Included in the Company’s deferred income tax assets are tax benefits related to state net operating losses of $7 million , net of federal benefit, which will expire beginning December 31, 2017. Based on analysis of the Company’s tax position, management believes it is more likely than not that the Company will not realize certain state deferred tax assets, primarily state net operating losses and therefore a valuation allowance of $8 million has been established. A reconciliation of the beginning and ending amount of gross unrecognized tax benefits was as follows: 2016 2015 2014 (in millions) Balance at January 1 $ 95 $ 160 $ 144 Additions based on tax positions related to the current year 6 11 13 Additions for tax positions of prior years 31 29 21 Reductions for tax positions of prior years (68 ) (105 ) (18 ) Settlements (5 ) — — Balance at December 31 $ 59 $ 95 $ 160 If recognized, approximately $6 million , $9 million and $7 million , net of federal tax benefits, of unrecognized tax benefits at December 31, 2016 , 2015 and 2014 , respectively, would affect the effective tax rate. It is reasonably possible that the total amounts of unrecognized tax benefits will change in the next 12 months. Based on the current audit position of the Company, it is estimated that the total amount of gross unrecognized tax benefits may decrease by $50 million to $60 million in the next 12 months due to resolution of IRS examinations. The Company recognizes interest and penalties related to unrecognized tax benefits as a component of the income tax provision. The Company recognized a net decrease of $39 million , and a net increase of $1 million , and $4 million in interest and penalties for the years ended December 31, 2016 , 2015 and 2014 , respectively. At December 31, 2016 and 2015 , the Company had a payable of $2 million and $41 million , respectively, related to accrued interest and penalties. The Company or one or more of its subsidiaries files income tax returns as part of its inclusion in the consolidated federal income tax returns of Ameriprise Financial in the U.S. federal jurisdiction and various state jurisdictions. In 2016, the Company received a settlement as final resolution to the 1997 through 2005 IRS audit. The IRS has completed its examination of the 2006 through 2011 tax returns and these years are effectively settled; however, the statutes of limitation, except for 2007, remain open for certain carryover adjustments. The IRS is currently auditing the Company’s U.S. income tax returns for 2012 and 2013. The Company’s or certain of its subsidiaries’ state income tax returns are currently under examination by various jurisdictions for years ranging from 2010 through 2014 and remain open for all years after 2014.

Commitments, Guarantees and Con

Commitments, Guarantees and Contingencies	12 Months Ended
Commitments, Guarantees and Contingencies	Dec. 31, 2016
Commitments and Contingencies Disclosure [Abstract]
Commitments, Guarantees and Contingencies [Text Block]	Commitments, Guarantees and Contingencies Commitments The following table presents the Company’s funding commitments as of December 31: 2016 2015 (in millions) Commercial mortgage loans $ 68 $ 73 Residential mortgage loans 185 447 Affordable housing and other real estate partnerships 177 117 Total funding commitments $ 430 $ 637 The decrease in residential mortgage loan funding commitments at December 31, 2016 compared to the prior period is primarily due to the sale of loans. See Note 6 for additional information. Since the Company expects many of the commitments related to residential mortgage loans to expire without being drawn, total commitment amounts do not necessarily represent the Company’s future liquidity requirements. In addition, residential mortgage loans include credit lines that are cancelable upon notification to the borrower. Guarantees The Company’s annuity and life products all have minimum interest rate guarantees in their fixed accounts. As of December 31, 2016 , these guarantees range from 1% to 5% . Contingencies The Company is required by law to be a member of the guaranty fund association in every state where it is licensed to do business. In the event of insolvency of one or more unaffiliated insurance companies, the Company could be adversely affected by the requirement to pay assessments to the guaranty fund associations. The Company projects its cost of future guaranty fund assessments based on estimates of insurance company insolvencies provided by the National Organization of Life and Health Insurance Guaranty Associations (“NOLHGA”) and the amount of its premiums written relative to the industry-wide premium in each state. The Company accrues the estimated cost of future guaranty fund assessments when it is considered probable that an assessment will be imposed, the event obligating the Company to pay the assessment has occurred and the amount of the assessment can be reasonably estimated. The Company has a liability for estimated guaranty fund assessments and a related premium tax asset. At December 31, 2016 and 2015 , the estimated liability was $16 million and $13 million , respectively, and the related premium tax asset was $14 million and $12 million , respectively. The expected period over which guaranty fund assessments will be made and the related tax credits recovered is not known. Insurance companies have been the subject of increasing regulatory, legislative and judicial scrutiny. Numerous state and federal regulatory agencies have commenced examinations and other inquiries of insurance companies regarding sales and marketing practices (including sales to older consumers and disclosure practices), claims handling, and unclaimed property and escheatment practices and procedures. The Company has cooperated and will continue to cooperate with the applicable regulators. The Company is involved in the normal course of business in a number of other legal and arbitration proceedings concerning matters arising in connection with the conduct of its business activities. The Company believes that it is not a party to, nor are any of its properties the subject of, any pending legal, arbitration or regulatory investigation, examination or proceeding that is likely to have a material adverse effect on its consolidated financial condition, results of operations or liquidity. Notwithstanding the foregoing, it is possible that the outcome of any current or future legal, arbitration or regulatory proceeding could have a material impact on results of operations in any particular reporting period as the proceedings are resolved. Uncertain economic conditions, heightened and sustained volatility in the financial markets and significant financial reform legislation may increase the likelihood that clients and other persons or regulators may present or threaten legal claims or that regulators increase the scope or frequency of examinations of the Company or the insurance industry generally.

Summary of Significant Accoun28

Summary of Significant Accounting Policies (Policies)	12 Months Ended
Summary of Significant Accounting Policies (Policies)	Dec. 31, 2016
Accounting Policies [Abstract]
Principles of Consolidation [Policy Text Block]	Principles of Consolidation Effective January 1, 2016, the Company adopted ASU 2015-02 - Consolidation: Amendments to the Consolidation Analysis (“ASU 2015-02”) using the modified retrospective approach. See Note 3 for additional information on the adoption impact. A variable interest entity (“VIE”) is an entity that either has equity investors that lack certain essential characteristics of a controlling financial interest (including substantive voting rights, the obligation to absorb the entity’s losses, or the rights to receive the entity’s returns) or has equity investors that do not provide sufficient financial resources for the entity to support its activities. Voting interest entities (“VOEs”) are those entities that do not qualify as a VIE. The Company consolidates VOEs in which it holds a greater than 50% voting interest. The Company generally accounts for entities using the equity method when it holds a greater than 20% but less than 50% voting interest or when the Company exercises significant influence over the entity. All other investments that are not reported at fair value as trading or Available-for-Sale securities are accounted for under the cost method when the Company owns less than a 20% voting interest and does not exercise significant influence. Pre-adoption of ASU 2015-02 A VIE that meets one of these criteria is assessed for consolidation under one of the following models: • If the VIE is a registered money market fund, or is an investment company, or has the financial characteristics of an investment company, and the following are true: (i) the reporting entity does not have an explicit or implicit obligation to fund the investment company’s losses; and (ii) the investment company is not a securitization entity, asset backed financing entity, or an entity previously considered a qualifying special purpose entity, then, the VIE will be consolidated by the entity that determines it stands to absorb a majority of the VIE’s expected losses or to receive a majority of the VIE’s expected residual returns. Entities that are assessed for consolidation under this framework include hedge funds, property funds, private equity funds and venture capital funds. When determining whether the Company will absorb the majority of a VIE’s expected losses or receive a majority of a VIE’s expected returns, it analyzes the purpose and design of the VIE and identifies the variable interests it holds. The Company then quantitatively determines whether its variable interests will absorb a majority of the VIE’s expected losses or residual returns. If the Company will absorb the majority of the VIE’s expected losses or residual returns, the Company consolidates the VIE. • If the VIE does not meet the criteria above, then the VIE will be consolidated by the reporting entity that determines it has both: (i) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and (ii) the obligation to absorb losses of the VIE that could potentially be significant to the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE. Entities that are assessed for consolidation under this framework include investments in qualified affordable housing partnerships. When evaluating entities for consolidation under this framework, the Company considers its contractual rights in determining whether it has the power to direct the activities of the VIE that most significantly impact the VIEs economic performance. In determining whether the Company has this power, it considers whether it is acting as an asset manager enabling it to direct the activities that most significantly impact the economic performance of an entity or if it is acting in a more passive role such as a limited partner without substantive rights to impact the economic performance of the entity. In determining whether the Company has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Company considers an analysis of its rights to receive benefits such as management and incentive fees and investment returns and its obligation to absorb losses associated with any investment in the VIE in conjunction with other qualitative factors. Post-adoption of ASU 2015-02 A VIE is consolidated by the reporting entity that determines it has both: • the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and • the obligation to absorb potentially significant losses or the right to receive potentially significant benefits to the VIE. All VIEs are assessed for consolidation under this framework. When evaluating entities for consolidation, the Company considers its contractual rights in determining whether it has the power to direct the activities of the VIE that most significantly impact the VIEs economic performance. In determining whether the Company has this power, it considers whether it is acting in a role that enables it to direct the activities that most significantly impact the economic performance of an entity or if it is acting in an agent role. In determining whether the Company has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Company considers an analysis of its rights to receive benefits such as investment returns and its obligation to absorb losses associated with any investment in the VIE in conjunction with other qualitative factors. Management and incentive fees that are at market and commensurate with the level of services provided, and where the Company does not hold other interests in the VIE that would absorb more than an insignificant amount of the VIE’s expected losses or receive more than an insignificant amount of the VIE’s expected residual returns, are not considered a variable interest and are excluded from the analysis. The updated guidance has a scope exception for reporting entities with interests in registered money market funds which do not have an explicit support agreement.
Amounts Based on Estimates and Assumptions [Policy Text Block]	Amounts Based on Estimates and Assumptions Accounting estimates are an integral part of the Consolidated Financial Statements. In part, they are based upon assumptions concerning future events. Among the more significant are those that relate to investment securities valuation and recognition of other-than-temporary impairments, DAC and the corresponding recognition of DAC amortization, valuation of derivative instruments and hedging activities, claims reserves and income taxes and the recognition of deferred tax assets and liabilities. These accounting estimates reflect the best judgment of management and actual results could differ.
Investments [Policy Text Block]	Investments Available-for-Sale Securities Available-for-Sale securities are carried at fair value with unrealized gains (losses) recorded in accumulated other comprehensive income (“AOCI”), net of impacts to DAC, deferred sales inducement costs (“DSIC”), unearned revenue, benefit reserves, reinsurance recoverables and income taxes. Gains and losses are recognized on a trade date basis in the Consolidated Statements of Income upon disposition of the securities. When the fair value of an investment is less than its amortized cost, the Company assesses whether or not: (i) it has the intent to sell the security (made a decision to sell) or (ii) it is more likely than not that the Company will be required to sell the security before its anticipated recovery. If either of these conditions exist, an other-than-temporary impairment is considered to have occurred and the Company recognizes an other-than-temporary impairment for the difference between the investment’s amortized cost and its fair value through earnings. For securities that do not meet the above criteria and the Company does not expect to recover a security’s amortized cost, the security is also considered other-than-temporarily impaired. For these securities, the Company separates the total impairment into the credit loss component and the amount of the loss related to other factors. The amount of the total other-than-temporary impairment related to credit loss is recognized in earnings. The amount of the total other-than-temporary impairment related to other factors is recognized in other comprehensive income, net of impacts to DAC, DSIC, unearned revenue, benefit reserves, reinsurance recoverables and income taxes. For Available-for-Sale securities that have recognized an other-than-temporary impairment through earnings, the difference between the amortized cost and the cash flows expected to be collected is accreted as interest income if through subsequent evaluation there is a sustained increase in the cash flow expected. Subsequent increases and decreases in the fair value of Available-for-Sale securities are included in other comprehensive income. The Company provides a supplemental disclosure on the face of its Consolidated Statements of Income that presents: (i) total other-than-temporary impairment losses recognized during the period and (ii) the portion of other-than-temporary impairment losses recognized in other comprehensive income. The sum of these amounts represents the credit-related portion of other-than-temporary impairments that were recognized in earnings during the period. The portion of other-than-temporary losses recognized in other comprehensive income includes: (i) the portion of other-than-temporary impairment losses related to factors other than credit recognized during the period and (ii) reclassifications of other-than-temporary impairment losses previously determined to be related to factors other than credit that are determined to be credit-related in the current period. The amount presented on the Consolidated Statements of Income as the portion of other-than-temporary losses recognized in other comprehensive income excludes subsequent increases and decreases in the fair value of these securities. For all securities that are considered temporarily impaired, the Company does not intend to sell these securities (has not made a decision to sell) and it is not more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis. The Company believes that it will collect all principal and interest due on all investments that have amortized cost in excess of fair value that are considered only temporarily impaired. Factors the Company considers in determining whether declines in the fair value of fixed maturity securities are other-than-temporary include: (i) the extent to which the market value is below amortized cost; (ii) the duration of time in which there has been a significant decline in value; (iii) fundamental analysis of the liquidity, business prospects and overall financial condition of the issuer; and (iv) market events that could impact credit ratings, economic and business climate, litigation and government actions, and similar external business factors. In order to determine the amount of the credit loss component for corporate debt securities considered other-than-temporarily impaired, a best estimate of the present value of cash flows expected to be collected discounted at the security’s effective interest rate is compared to the amortized cost basis of the security. The significant inputs to cash flow projections consider potential debt restructuring terms, projected cash flows available to pay creditors and the Company’s position in the debtor’s overall capital structure. For structured investments (e.g., residential mortgage backed securities, commercial mortgage backed securities and asset backed securities), the Company also considers factors such as overall deal structure and its position within the structure, quality of underlying collateral, delinquencies and defaults, loss severities, recoveries, prepayments and cumulative loss projections in assessing potential other-than-temporary impairments of these investments. Based upon these factors, securities that have indicators of potential other-than-temporary impairment are subject to detailed review by management. Securities for which declines are considered temporary continue to be monitored by management until management determines there is no current risk of an other-than-temporary impairment. Mortgage Loans, net Mortgage loans, net reflect the Company’s interest in commercial and residential mortgage loans, less the related allowance for loan losses and unamortized discount on residential mortgage loans. Policy Loans Policy loans include life insurance policy and annuity loans and are reported at the unpaid principal balance, plus accrued interest. Other Investments Other investments primarily reflect the Company’s interests in affordable housing partnerships and syndicated loans which represent investments in below investment grade loan syndications. Affordable housing partnerships are accounted for under the equity method.
Financing Receivables [Policy Text Block]	Financing Receivables Mortgage Loans and Syndicated Loans Mortgage loans and syndicated loans are stated at amortized cost, net of allowances for loan losses, if any and unamortized discounts. Interest income is accrued on the unpaid principal balances of the loans as earned. Policy Loans When originated, policy loan balances do not exceed the cash surrender value of the underlying products. As there is minimal risk of loss related to these loans, the Company does not record an allowance for loan losses for policy loans. Nonaccrual Loans Generally, loans are evaluated for or placed on nonaccrual status when either the collection of interest or principal has become 90 days past due or is otherwise considered doubtful of collection. When a loan is placed on nonaccrual status, unpaid accrued interest is reversed. Interest payments received on loans on nonaccrual status are generally applied to principal unless the remaining principal balance has been determined to be fully collectible. Commercial mortgage loans are evaluated for impairment when the loan is considered for nonaccrual status, restructured or foreclosure proceedings are initiated on the property. If it is determined that the fair value is less than the current loan balance, it is written down to fair value less estimated selling costs. Residential mortgage loans are impaired when management determines the assets are uncollectible and commences foreclosure proceedings on the property, at which time the property is written down to fair value less selling costs. Foreclosed property is recorded as real estate owned in other investments. Syndicated loans are placed on nonaccrual status when management determines it will not collect all contractual principal and interest on the loan. Allowance for Loan Losses Management determines the adequacy of the allowance for loan losses based on the overall loan portfolio composition, recent and historical loss experience, and other pertinent factors, including when applicable, internal risk ratings, loan-to-value (“LTV”) ratios, FICO scores of the borrower, debt service coverage and occupancy rates, along with economic and market conditions. This evaluation is inherently subjective as it requires estimates, which may be susceptible to significant change. The Company determines the amount of the allowance based on management’s assessment of relative risk characteristics of the loan portfolio. The allowance is recorded for homogeneous loan categories on a pool basis, based on an analysis of product mix and risk characteristics of the portfolio, including geographic concentration, bankruptcy experiences, and historical losses, adjusted for current trends and market conditions. While the Company attributes portions of the allowance to specific loan pools as part of the allowance estimation process, the entire allowance is available to absorb losses inherent in the total loan portfolio. The allowance is increased through provisions charged to net realized investment gains (losses) and reduced/increased by net charge-offs/recoveries. Impaired Loans The Company considers a loan to be impaired when, based on current information and events, it is probable the Company will not be able to collect all amounts due (both interest and principal) according to the contractual terms of the loan agreement. Impaired loans may also include loans that have been modified in troubled debt restructurings as a concession to borrowers experiencing financial difficulties. Management evaluates for impairment all restructured loans and loans with higher impairment risk factors. Factors used by the Company to determine whether all amounts due on commercial mortgage loans will be collected, include but are not limited to, the financial condition of the borrower, performance of the underlying properties, collateral and/or guarantees on the loan, and the borrower’s estimated future ability to pay based on property type and geographic location. The evaluation of impairment on residential mortgage loans is primarily driven by delinquency status of individual loans. The impairment recognized is measured as the excess of the loan’s recorded investment over: (i) the present value of its expected principal and interest payments discounted at the loan’s effective interest rate, (ii) the fair value of collateral or (iii) the loan’s observable market price. Restructured Loans A loan is classified as a restructured loan when the Company makes certain concessionary modifications to contractual terms for borrowers experiencing financial difficulties. When the interest rate, minimum payments, and/or due dates have been modified in an attempt to make the loan more affordable to a borrower experiencing financial difficulties, the modification is considered a troubled debt restructuring. Generally, performance prior to the restructuring or significant events that coincide with the restructuring are considered in assessing whether the borrower can meet the new terms which may result in the loan being returned to accrual status at the time of the restructuring or after a performance period. If the borrower’s ability to meet the revised payment schedule is not reasonably assured, the loan remains on nonaccrual status
Cash and Cash Equivalents [Policy Text Block]	Cash and Cash Equivalents Cash equivalents include highly liquid investments with original maturities of 90 days or less.
Reinsurance [Policy Text Block]	Reinsurance The Company cedes significant amounts of insurance risk to other insurers under reinsurance agreements. The Company evaluates the financial condition of its reinsurers prior to entering into new reinsurance contracts and on a periodic basis during the contract term. Reinsurance premiums paid and benefits received are accounted for consistently with the basis used in accounting for the policies from which risk is reinsured and consistently with the terms of the reinsurance contracts. Reinsurance premiums for traditional life, LTC and DI, net of the change in any prepaid reinsurance asset, are reported as a reduction of premiums. UL and VUL reinsurance premiums are reported as a reduction of policy and contract charges. In addition, for UL and VUL insurance policies, the net cost of reinsurance ceded, which represents the discounted amount of the expected cash flows between the reinsurer and the Company, is classified as an asset or contra asset and amortized over the estimated life of the policies in proportion to the estimated gross profits and is subject to retrospective adjustment in a manner similar to retrospective adjustment of DAC. The assumptions used to project the expected cash flows are consistent with those used for DAC valuation for the same contracts. Changes in the net cost of reinsurance are reflected as a component of policy and contract charges. Reinsurance recoveries are reported as components of benefits, claims, losses and settlement expenses. Insurance liabilities are reported before the effects of reinsurance. Policyholder account balances, future policy benefits and claims recoverable under reinsurance contracts are recorded as reinsurance recoverables. The Company also assumes life insurance and fixed annuity risk from other insurers in limited circumstances. Reinsurance premiums received and benefits paid are accounted for consistently with the basis used in accounting for the policies from which risk is reinsured and consistently with the terms of the reinsurance contracts. Liabilities for assumed business are recorded within policyholder account balances, future policy benefits and claims. See Note 8 for additional information on reinsurance.
Land, Buildings, Equipment and Software [Policy Text Block]	Land, Buildings, Equipment and Software Land, buildings, equipment and internally developed or purchased software are carried at cost less accumulated depreciation or amortization and are reflected within other assets. The Company uses the straight-line method of depreciation and amortization over periods ranging from three to 30 years. At December 31, 2016 and 2015 , land, buildings, equipment and software were $ 148 million and $ 153 million , respectively, net of accumulated depreciation of $ 144 million and $ 129 million , respectively. Depreciation and amortization expense for the years ended December 31, 2016 , 2015 and 2014 was $ 14 million , $ 15 million and $ 15 million , respectively.
Derivative Instruments and Hedging Activities [Policy Text Block]	Derivative Instruments and Hedging Activities Freestanding derivative instruments are recorded at fair value and are reflected in other assets or other liabilities. The Company’s policy is to not offset fair value amounts recognized for derivatives and collateral arrangements executed with the same counterparty under the same master netting arrangement. The accounting for changes in the fair value of a derivative instrument depends on its intended use and the resulting hedge designation, if any. The Company primarily uses derivatives as economic hedges that are not designated as accounting hedges or do not qualify for hedge accounting treatment. The Company occasionally designates derivatives as (i) hedges of changes in the fair value of assets, liabilities, or firm commitments (“fair value hedges”) or (ii) hedges of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow hedges”). Derivative instruments that are entered into for hedging purposes are designated as such at the time the Company enters into the contract. For all derivative instruments that are designated for hedging activities, the Company documents all of the hedging relationships between the hedge instruments and the hedged items at the inception of the relationships. Management also documents its risk management objectives and strategies for entering into the hedge transactions. The Company assesses, at inception and on a quarterly basis, whether derivatives designated as hedges are highly effective in offsetting the fair value or cash flows of hedged items. If it is determined that a derivative is no longer highly effective as a hedge, the Company will discontinue the application of hedge accounting. For derivative instruments that do not qualify for hedge accounting or are not designated as accounting hedges, changes in fair value are recognized in current period earnings. Changes in fair value of derivatives are presented in the Consolidated Statements of Income based on the nature and use of the instrument. Changes in fair value of derivatives used as economic hedges are presented in the Consolidated Statements of Income with the corresponding change in the hedged asset or liability. For derivative instruments that qualify as fair value hedges, changes in the fair value of the derivatives, as well as changes in the fair value of the hedged assets, liabilities or firm commitments, are recognized on a net basis in current period earnings. The carrying value of the hedged item is adjusted for the change in fair value from the designated hedged risk. If a fair value hedge designation is removed or the hedge is terminated prior to maturity, previous adjustments to the carrying value of the hedged item are recognized into earnings over the remaining life of the hedged item. For derivative instruments that qualify as cash flow hedges, the effective portion of the gain or loss on the derivative instruments is reported in AOCI and reclassified into earnings when the hedged item or transaction impacts earnings. The amount that is reclassified into earnings is presented in the Consolidated Statements of Income with the hedged instrument or transaction impact. Any ineffective portion of the gain or loss is reported in current period earnings as a component of net investment income. If a hedge designation is removed or a hedge is terminated prior to maturity, the amount previously recorded in AOCI is reclassified to earnings over the period that the hedged item impacts earnings. For hedge relationships that are discontinued because the forecasted transaction is not expected to occur according to the original strategy, any related amounts previously recorded in AOCI are recognized in earnings immediately. The equity component of equity indexed annuities (“EIA”) and IUL obligations are considered embedded derivatives. Additionally, certain annuities contain GMAB and GMWB provisions. The GMAB and the non-life contingent benefits associated with GMWB provisions are also considered embedded derivatives. See Note 13 for information regarding the Company’s fair value measurement of derivative instruments and Note 17 for the impact of derivatives on the Consolidated Statements of Income.
Deferred Acquisition Costs [Policy Text Block]	Deferred Acquisition Costs The Company incurs costs in connection with acquiring new and renewal insurance and annuity businesses. The portion of these costs which are incremental and direct to the acquisition of a new or renewal insurance policy or annuity contract are deferred. Significant costs capitalized include sales based compensation related to the acquisition of new and renewal insurance policies and annuity contracts, medical inspection costs for successful sales, and a portion of employee compensation and benefit costs based upon the amount of time spent on successful sales. Sales based compensation paid to AFSI advisors and employees and third-party distributors is capitalized. Employee compensation and benefits costs which are capitalized relate primarily to sales efforts, underwriting and processing. All other costs which are not incremental direct costs of acquiring an insurance policy or annuity contract are expensed as incurred. The DAC associated with insurance policies or annuity contracts that are significantly modified or internally replaced with another contract are accounted for as contract terminations. These transactions are anticipated in establishing amortization periods and other valuation assumptions. The Company monitors other principal DAC amortization assumptions, such as persistency, mortality, morbidity, interest margin, variable annuity benefit utilization and maintenance expense levels each quarter and, when assessed independently, each could impact the Company’s DAC balances. The analysis of DAC balances and the corresponding amortization is a dynamic process that considers all relevant factors and assumptions described previously. Unless the Company’s management identifies a significant deviation over the course of the quarterly monitoring, management reviews and updates these DAC amortization assumptions annually in the third quarter of each year. Non-Traditional Long-Duration Products For non-traditional long-duration products (including variable and fixed annuity contracts, UL and VUL insurance products), DAC are amortized based on projections of estimated gross profits (“EGPs”) over amortization periods equal to the approximate life of the business. EGPs vary based on persistency rates (assumptions at which contractholders and policyholders are expected to surrender, make withdrawals from and make deposits to their contracts), mortality levels, client asset value growth rates (based on equity and bond market performance), variable annuity benefit utilization and interest margins (the spread between earned rates on invested assets and rates credited to contractholder and policyholder accounts) and are management’s best estimates. Management regularly monitors financial market conditions and actual contractholder and policyholder behavior experience and compares them to its assumptions. These assumptions are updated whenever it appears that earlier estimates should be revised. When assumptions are changed, the percentage of EGPs used to amortize DAC might also change. A change in the required amortization percentage is applied retrospectively; an increase in amortization percentage will result in a decrease in the DAC balance and an increase in DAC amortization expense, while a decrease in amortization percentage will result in an increase in the DAC balance and a decrease in DAC amortization expense. The impact on results of operations of changing assumptions can be either positive or negative in any particular period and is reflected in the period in which such changes are made. The client asset value growth rates are the rates at which variable annuity and VUL insurance contract values invested in separate accounts are assumed to appreciate in the future. The rates used vary by equity and fixed income investments. Management reviews and, where appropriate, adjusts its assumptions with respect to client asset value growth rates on a regular basis. The Company typically uses a five-year mean reversion process as a guideline in setting near-term equity fund growth rates based on a long term view of financial market performance as well as recent actual performance. The suggested near-term equity fund growth rate is reviewed quarterly to ensure consistency with management’s assessment of anticipated equity market performance. DAC amortization expense recorded in a period when client asset value growth rates exceed management’s near-term estimate will typically be less than in a period when growth rates fall short of management’s near-term estimate. Traditional Long-Duration Products For traditional long-duration products (including traditional life, DI and LTC insurance products), DAC are generally amortized as a percentage of premiums over amortization periods equal to the premium paying period. The assumptions made in calculating the DAC balance and DAC amortization expense are consistent with those used in determining the liabilities. For traditional life and DI insurance products, the assumptions provide for adverse deviations in experience and are revised only if management concludes experience will be so adverse that DAC are not recoverable. If management concludes that DAC are not recoverable, DAC are reduced to the amount that is recoverable based on best estimate assumptions and there is a corresponding expense recorded in the Consolidated Statements of Income. The assumptions for LTC insurance products include interest rates, premium rate increases, persistency rates and morbidity rates. Prior to the third quarter of 2016, these assumptions were management's best estimate from previous loss recognition and thus no longer provided for adverse deviations in experience. In the third quarter of 2016, premium deficiency testing of LTC resulted in further loss recognition and the impairment of all LTC DAC.
Deferred Sales Inducement Costs [Policy Text Block]	Deferred Sales Inducement Costs Sales inducement costs consist of bonus interest credits and premium credits added to certain annuity contract and insurance policy values. These benefits are capitalized to the extent they are incremental to amounts that would be credited on similar contracts without the applicable feature. The amounts capitalized are amortized using the same methodology and assumptions used to amortize DAC. DSIC is recorded in other assets, and amortization of DSIC is recorded in benefits, claims, losses and settlement expenses.
Separate Account Assets and Liabilities [Policy Text Block]	Separate Account Assets and Liabilities Separate account assets and liabilities are primarily funds held for the benefit of variable annuity contractholders and variable life insurance policyholders, who have a contractual right to receive the benefits of their contract or policy and bear the related investment risk. Gains and losses on separate account assets accrue directly to the contractholder or policyholder and are not reported in the Company’s Consolidated Statements of Income. Separate account assets are recorded at fair value. Changes in the fair value of separate account assets are offset by changes in the related separate account liabilities.
Policyholder Account Balances, Future Policy Benefits and Claims [Policy Text Block]	Policyholder Account Balances, Future Policy Benefits and Claims The Company establishes reserves to cover the risks associated with non-traditional and traditional long-duration products. Reserves for non-traditional long-duration products include the liabilities related to guaranteed benefit provisions added to variable annuity contracts, variable and fixed annuity contracts and UL and VUL policies and the embedded derivatives related to variable annuity contracts, EIA and IUL insurance. Reserves for traditional long-duration products are established to provide adequately for future benefits and expenses for term life, whole life, DI and LTC insurance products. The establishment of reserves is an estimation process using a variety of methods, assumptions and data elements. If actual experience is better than or equal to the results of the estimation process, then reserves should be adequate to provide for future benefits and expenses. If actual experience is worse than the results of the estimation process, additional reserves may be required. Changes in future policy benefits and claims are reflected in earnings in the period adjustments are made. Where applicable, benefit amounts expected to be recoverable from reinsurance companies who share in the risk are separately recorded as reinsurance recoverable within receivables. Non-Traditional Long-Duration Products The liabilities for non-traditional long-duration products include fixed account values on variable and fixed annuities and UL and VUL policies, liabilities for guaranteed benefits associated with variable annuities and embedded derivatives for variable annuities, EIA and IUL products. Liabilities for fixed account values on variable and fixed deferred annuities and UL and VUL policies are equal to accumulation values, which are the cumulative gross deposits and credited interest less withdrawals and various charges. A portion of the Company’s UL and VUL policies have product features that result in profits followed by losses from the insurance component of the contract. These profits followed by losses can be generated by the cost structure of the product or secondary guarantees in the contract. The secondary guarantee ensures that, subject to specified conditions, the policy will not terminate and will continue to provide a death benefit even if there is insufficient policy value to cover the monthly deductions and charges. The liability for these future losses is determined by estimating the death benefits in excess of account value and recognizing the excess over the estimated life based on expected assessments (e.g. cost of insurance charges, contractual administrative charges, similar fees and investment margin). See Note 10 for information regarding the liability for contracts with secondary guarantees. Liabilities for both EIA products and indexed accounts of IUL products are equal to the accumulation of host contract values covering guaranteed benefits and the fair value of embedded equity options. The majority of the variable annuity contracts offered by the Company contain GMDB provisions. When market values of the customer’s accounts decline, the death benefit payable on a contract with a GMDB may exceed the contract accumulation value. The Company also offers variable annuities with death benefit provisions that gross up the amount payable by a certain percentage of contract earnings, which are referred to as gain gross-up (“GGU”) benefits. In addition, the Company offers contracts containing GMWB and GMAB provisions, and until May 2007, the Company offered contracts containing guaranteed minimum income benefit (“GMIB”) provisions. See Note 10 for information regarding the variable annuity guarantees. The GMDB and GGU liability is determined by estimating the expected value of death benefits in excess of the projected contract accumulation value and recognizing the excess over the estimated life based on expected assessments (e.g., mortality and expense fees, contractual administrative charges and similar fees). If elected by the contract owner and after a stipulated waiting period from contract issuance, a GMIB guarantees a minimum lifetime annuity based on a specified rate of contract accumulation value growth and predetermined annuity purchase rates. The GMIB liability is determined each period by estimating the expected value of annuitization benefits in excess of the projected contract accumulation value at the date of annuitization and recognizing the excess over the estimated life based on expected assessments. The liability for the life contingent benefits associated with GMWB provisions is determined by estimating the expected value of benefits that are contingent upon survival after the account value is equal to zero and recognizing the benefits over the estimated life based on expected assessments (e.g., mortality and expense fees, contractual administrative charges and similar fees). In determining the liabilities for GMDB, GGU, GMIB and the life contingent benefits associated with GMWB, the Company projects these benefits and contract assessments using actuarial models to simulate various equity market scenarios. Significant assumptions made in projecting future benefits and assessments relate to customer asset value growth rates, mortality, persistency, benefit utilization and investment margins and are consistent with those used for DAC valuation for the same contracts. As with DAC, management reviews and, where appropriate, adjusts its assumptions each quarter. Unless management identifies a material deviation over the course of quarterly monitoring, management reviews and updates these assumptions annually in the third quarter of each year. The fair value of embedded derivatives related to GMAB and the non-life contingent benefits associated with GMWB provisions fluctuates based on equity, interest rate and credit markets and the estimate of the Company’s current nonperformance risk, which can cause these embedded derivatives to be either an asset or a liability. See Note 13 for information regarding the fair value measurement of embedded derivatives. Liabilities for fixed annuities in a benefit or payout status are based on future estimated payments using established industry mortality tables and interest rates. Traditional Long-Duration Products The liabilities for traditional long-duration products include liabilities for unpaid amounts on reported claims, estimates of benefits payable on claims incurred but not yet reported and estimates of benefits that will become payable on term life, whole life, DI and LTC policies as claims are incurred in the future. Liabilities for unpaid amounts on reported life insurance claims are equal to the death benefits payable under the policies. Liabilities for unpaid amounts on reported DI and LTC claims include any periodic or other benefit amounts due and accrued, along with estimates of the present value of obligations for continuing benefit payments. These unpaid amounts are calculated using anticipated claim continuance rates based on established industry tables, adjusted as appropriate for the Company’s experience. The discount rates used to calculate present values are based on average interest rates earned on assets supporting the liability for unpaid amounts. Liabilities for estimated benefits payable on claims that have been incurred but not yet reported are based on periodic analysis of the actual time lag between when a claim occurs and when it is reported. Liabilities for estimates of benefits that will become payable on future claims on term life, whole life, DI and LTC insurance policies are based on the net level premium method, using anticipated premium payments, mortality and morbidity rates, policy persistency and interest rates earned on assets supporting the liability. Anticipated mortality and morbidity rates are based on established industry mortality and morbidity tables, with modifications based on the Company’s experience. Anticipated premium payments and persistency rates vary by policy form, issue age, policy duration and certain other pricing factors. For term life, whole life, DI and LTC policies, the Company utilizes best estimate assumptions as of the date the policy is issued with provisions for the risk of adverse deviation, as appropriate. After the liabilities are initially established, management performs premium deficiency tests using best estimate assumptions without provisions for adverse deviation annually in the third quarter of each year unless management identifies a material deviation over the course of quarterly monitoring. If the liabilities determined based on these best estimate assumptions are greater than the net reserves (i.e., GAAP reserves net of any DAC balance), the existing net reserves are adjusted by first reducing the DAC balance by the amount of the deficiency or to zero through a change to current period earnings. If the deficiency is more than the DAC balance, then the net reserves are increased by the excess through a charge to current period earnings. If a premium deficiency is recognized, the assumptions as of the date of the loss recognition are locked in and used in subsequent periods. The assumptions for LTC insurance products are management’s best estimate as of the date of loss recognition and thus no longer provide for adverse deviations in experience. See Note 9 for information regarding the liabilities for traditional long-duration products.
Unearned Revenue Liability [Policy Text Block]	Unearned Revenue Liability The Company’s UL and VUL policies require payment of fees or other policyholder assessments in advance for services to be provided in future periods. These charges are deferred as unearned revenue and amortized using estimated gross profits, similar to DAC. The unearned revenue liability is recorded in other liabilities and the amortization is recorded in policy and contract charges.
Income Taxes [Policy Text Block]	Income Taxes The Company qualifies as a life insurance company for federal income tax purposes. As such, the Company is subject to the Internal Revenue Code provisions applicable to life insurance companies. The Company’s taxable income is included in the consolidated federal income tax return of Ameriprise Financial. The Company provides for income taxes on a separate return basis, except that, under an agreement between Ameriprise Financial and the Company, tax benefits are recognized for losses to the extent they can be used in the consolidated return. It is the policy of Ameriprise Financial that it will reimburse its subsidiaries for any tax benefits recorded. The Company’s provision for income taxes represents the net amount of income taxes that the Company expects to pay or to receive from various taxing jurisdictions in connection with its operations. The Company provides for income taxes based on amounts that the Company believes it will ultimately owe taking into account the recognition and measurement for uncertain tax positions. Inherent in the provision for income taxes are estimates and judgments regarding the tax treatment of certain items. In connection with the provision for income taxes, the Consolidated Financial Statements reflect certain amounts related to deferred tax assets and liabilities, which result from temporary differences between the assets and liabilities measured for financial statement purposes versus the assets and liabilities measured for tax return purposes. The Company is required to establish a valuation allowance for any portion of its deferred tax assets that management believes will not be realized. Significant judgment is required in determining if a valuation allowance should be established and the amount of such allowance if required. Factors used in making this determination include estimates relating to the performance of the business. Consideration is given to, among other things in making this determination: (i) future taxable income exclusive of reversing temporary differences and carryforwards; (ii) future reversals of existing taxable temporary differences; (iii) taxable income in prior carryback years; and (iv) tax planning strategies. Management may need to identify and implement appropriate planning strategies to ensure its ability to realize deferred tax assets and reduce the likelihood of the establishment of a valuation allowance with respect to such assets. See Note 19 for additional information on the Company’s valuation allowance.
Revenue Recognition [Policy Text Block]	Revenue Recognition Premiums on traditional life, DI and LTC insurance products and immediate annuities with a life contingent feature are net of reinsurance ceded and recognized as revenue when due. Interest income is accrued as earned using the effective interest method, which makes an adjustment of the yield for security premiums and discounts on all performing fixed maturity securities classified as Available-for-Sale so that the related security or loan recognizes a constant rate of return on the outstanding balance throughout its term. Mortality and expense risk fees are generated directly and indirectly based on a percentage of the fair value of assets held in the Company’s separate accounts and recognized when assessed. Variable annuity guaranteed benefit rider charges, cost of insurance charges on UL and VUL insurance and contract charges (net of reinsurance premiums and cost of reinsurance for universal life insurance products) and surrender charges on annuities and UL and VUL insurance are recognized as revenue when assessed. Realized gains and losses on the sale of securities, other than equity method investments, are recognized using the specific identification method, on a trade date basis. Fees received under marketing support and distribution services arrangements are recognized as revenue when earned.

Investments (Tables)

Investments (Tables)	12 Months Ended
Investments (Tables)	Dec. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Available-for-Sale Securities by Type [Table Text Block]	Available-for-Sale securities distributed by type were as follows: Description of Securities December 31, 2016 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Noncredit (1) (in millions) Fixed maturities: Corporate debt securities $ 13,105 $ 1,060 $ (53 ) $ 14,112 $ — Residential mortgage backed securities 3,386 72 (43 ) 3,415 (4 ) Commercial mortgage backed securities 2,837 58 (38 ) 2,857 — State and municipal obligations 1,092 161 (24 ) 1,229 — Asset backed securities 790 26 (11 ) 805 — Foreign government bonds and obligations 251 17 (7 ) 261 — U.S. government and agencies obligations 3 — — 3 — Total fixed maturities 21,464 1,394 (176 ) 22,682 (4 ) Common stocks 4 6 — 10 3 Total $ 21,468 $ 1,400 $ (176 ) $ 22,692 $ (1 ) Description of Securities December 31, 2015 Amortized Cost Gross Gross Fair Noncredit (1) (in millions) Fixed maturities: Corporate debt securities $ 13,764 $ 891 $ (281 ) $ 14,374 $ 2 Residential mortgage backed securities 3,015 96 (36 ) 3,075 (8 ) Commercial mortgage backed securities 2,081 68 (13 ) 2,136 — State and municipal obligations 1,023 153 (27 ) 1,149 — Asset backed securities 748 33 (5 ) 776 — Foreign government bonds and obligations 217 17 (11 ) 223 — U.S. government and agencies obligations 38 1 — 39 — Total fixed maturities 20,886 1,259 (373 ) 21,772 (6 ) Common stocks 2 5 — 7 3 Total $ 20,888 $ 1,264 $ (373 ) $ 21,779 $ (3 ) (1) Represents the amount of other-than-temporary impairment (“OTTI”) losses in AOCI. Amount includes unrealized gains and losses on impaired securities subsequent to the initial impairment measurement date. These amounts are included in gross unrealized gains and losses as of the end of the period.
Fixed Maturity Securities by Rating Disclosure [Table Text Block]	A summary of fixed maturity securities by rating was as follows: Ratings December 31, 2016 December 31, 2015 Amortized Cost Fair Percent of Amortized Fair Percent of (in millions, except percentages) AAA $ 5,671 $ 5,728 25 % $ 4,661 $ 4,806 22 % AA 1,013 1,177 5 1,010 1,185 5 A 3,767 4,167 19 3,749 4,101 19 BBB 9,584 10,190 45 9,964 10,278 47 Below investment grade 1,429 1,420 6 1,502 1,402 7 Total fixed maturities $ 21,464 $ 22,682 100 % $ 20,886 $ 21,772 100 %
Available-for-Sale Securities Continuous Unrealized Loss Disclosure [Table Text Block]	The following tables provide information about Available-for-Sale securities with gross unrealized losses and the length of time that individual securities have been in a continuous unrealized loss position: Description of Securities December 31, 2016 Less than 12 months 12 months or more Total Number of Fair Unrealized Number of Fair Unrealized Number of Fair Unrealized (in millions, except number of securities) Corporate debt securities 114 $ 1,502 $ (26 ) 33 $ 319 $ (27 ) 147 $ 1,821 $ (53 ) Residential mortgage backed securities 56 1,282 (25 ) 56 324 (18 ) 112 1,606 (43 ) Commercial mortgage backed securities 80 1,378 (37 ) 1 11 (1 ) 81 1,389 (38 ) State and municipal obligations 18 66 (3 ) 2 105 (21 ) 20 171 (24 ) Asset backed securities 23 231 (6 ) 12 114 (5 ) 35 345 (11 ) Foreign government bonds and obligations 7 30 (1 ) 15 23 (6 ) 22 53 (7 ) Total 298 $ 4,489 $ (98 ) 119 $ 896 $ (78 ) 417 $ 5,385 $ (176 ) Description of Securities December 31, 2015 Less than 12 months 12 months or more Total Number of Fair Unrealized Number of Fair Unrealized Number of Fair Unrealized (in millions, except number of securities) Corporate debt securities 253 $ 3,703 $ (208 ) 35 $ 300 $ (73 ) 288 $ 4,003 $ (281 ) Residential mortgage backed securities 36 535 (7 ) 59 526 (29 ) 95 1,061 (36 ) Commercial mortgage backed securities 45 568 (12 ) 3 33 (1 ) 48 601 (13 ) State and municipal obligations 9 40 (1 ) 2 101 (26 ) 11 141 (27 ) Asset backed securities 21 241 (5 ) — — — 21 241 (5 ) Foreign government bonds and obligations 9 39 (2 ) 15 27 (9 ) 24 66 (11 ) Total 373 $ 5,126 $ (235 ) 114 $ 987 $ (138 ) 487 $ 6,113 $ (373 )
Credit Losses on Available-for-Sale Securities Disclosure [Table Text Block]	The following table presents a rollforward of the cumulative amounts recognized in the Consolidated Statements of Income for other-than-temporary impairments related to credit losses on Available-for-Sale securities for which a portion of the securities’ total other-than-temporary impairments was recognized in other comprehensive income (loss) ( “ OCI ” ): December 31, 2016 2015 2014 (in millions) Beginning balance $ 33 $ 33 $ 54 Credit losses for which an other-than-temporary impairment was not previously recognized — — 1 Reductions for securities sold during the period (realized) (12 ) — (22 ) Ending balance $ 21 $ 33 $ 33
Available-for-Sale Securities Recognized in Earnings Disclosure [Table Text Block]	Net realized gains and losses on Available-for-Sale securities, determined using the specific identification method, recognized in net realized investment gains were as follows: Years Ended December 31, 2016 2015 2014 (in millions) Gross realized investment gains $ 29 $ 30 $ 51 Gross realized investment losses (12 ) (17 ) (6 ) Other-than-temporary impairments — (7 ) (5 ) Total $ 17 $ 6 $ 40
Available-for-Sale Securities Contractual Maturity Disclosure [Table Text Block]	Available-for-Sale securities by contractual maturity at December 31, 2016 were as follows: Amortized Cost Fair Value (in millions) Due within one year $ 694 $ 704 Due after one year through five years 5,766 6,090 Due after five years through 10 years 4,282 4,386 Due after 10 years 3,709 4,425 14,451 15,605 Residential mortgage backed securities 3,386 3,415 Commercial mortgage backed securities 2,837 2,857 Asset backed securities 790 805 Common stocks 4 10 Total $ 21,468 $ 22,692
Schedule of Net Investment Income [Table Text Block]	The following is a summary of net investment income: Years Ended December 31, 2016 2015 2014 (in millions) Fixed maturities $ 997 $ 1,034 $ 1,112 Mortgage loans 149 177 183 Other investments 8 33 29 1,154 1,244 1,324 Less: investment expenses 26 26 30 Total $ 1,128 $ 1,218 $ 1,294
Net Realized Investment Gains (Losses) [Table Text Block]	Net realized investment gains are summarized as follows: Years Ended December 31, 2016 2015 2014 (in millions) Fixed maturities $ 17 $ 6 $ 40 Mortgage loans 10 — — Other investments (1 ) (2 ) (2 ) Total $ 26 $ 4 $ 38

Financing Receivables (Tables)

Financing Receivables (Tables)	12 Months Ended
Financing Receivables (Tables)	Dec. 31, 2016
Receivables [Abstract]
Rollforward of the Allowance for Loan Losses [Table Text Block]	The following table presents a rollforward of the allowance for loan losses for the years ended and the ending balance of the allowance for loan losses by impairment method: December 31, 2016 2015 2014 (in millions) Beginning balance $ 25 $ 28 $ 28 Charge-offs (3 ) (4 ) (2 ) Provisions 3 1 2 Ending balance $ 25 $ 25 $ 28 Individually evaluated for impairment $ 2 $ 4 $ 9 Collectively evaluated for impairment 23 21 19
Schedule of Financing Receivables by Impairment Method and Type of Loan [Table Text Block]	The recorded investment in financing receivables by impairment method was as follows: December 31, 2016 2015 (in millions) Individually evaluated for impairment $ 10 $ 25 Collectively evaluated for impairment 3,275 3,657 Total $ 3,285 $ 3,682
Schedule of Commercial Mortgage Loans by Geographic Region [Table Text Block]	Concentrations of credit risk of commercial mortgage loans by U.S. region were as follows: Loans Percentage December 31, December 31, December 31, December 31, (in millions) South Atlantic $ 753 $ 746 29 % 28 % Pacific 722 709 28 27 Mountain 234 242 9 9 West North Central 212 217 8 8 East North Central 195 208 8 8 Middle Atlantic 191 203 7 8 West South Central 122 128 5 5 New England 84 115 3 4 East South Central 80 68 3 3 2,593 2,636 100 % 100 % Less: allowance for loan losses 19 19 Total $ 2,574 $ 2,617
Schedule of Commercial Mortgage Loans by Property Type [Table Text Block]	Concentrations of credit risk of commercial mortgage loans by property type were as follows: Loans Percentage December 31, December 31, December 31, December 31, (in millions) Retail $ 916 $ 947 35 % 36 % Office 473 522 18 20 Apartments 483 473 19 18 Industrial 430 444 17 17 Mixed use 42 35 2 1 Hotel 41 34 1 1 Other 208 181 8 7 2,593 2,636 100 % 100 % Less: allowance for loan losses 19 19 Total $ 2,574 $ 2,617

Deferred Acquisition Costs an31

Deferred Acquisition Costs and Deferred Sales Inducement Costs (Tables)	12 Months Ended
	Dec. 31, 2016
Deferred Acquisition Costs and Deferred Sales Inducement Costs
Schedule of balances of and changes in DAC [Table Text Block]	The balances of and changes in DAC were as follows: 2016 2015 2014 (in millions) Balance at January 1 (1) $ 2,693 $ 2,581 $ 2,638 Capitalization of acquisition costs 279 (2) 275 260 Amortization, excluding the impact of valuation assumptions review (253 ) (267 ) (286 ) Amortization, impact of valuation assumptions review (81 ) (3) (6 ) (7 ) Impact of change in net unrealized securities (gains) losses (27 ) 110 (24 ) Balance at December 31 (1) $ 2,611 $ 2,693 $ 2,581 (1) Prior period DAC balances have been restated for the correction of the commission expense accrual for certain insurance and annuity products. See Note 1 for more information. (2) Includes a $27 million benefit for the release of the deferred reinsurance liability in connection with the loss recognition on LTC business. The benefit was reported in other insurance and operating expenses on the Consolidated Statements of Income. (3) Includes a $58 million expense related to the loss recognition on LTC business.
Schedule of balances of and changes in DSIC [Table Text Block]	The balances of and changes in DSIC, which is included in other assets, were as follows: 2016 2015 2014 (in millions) Balance at January 1 $ 334 $ 361 $ 409 Capitalization of sales inducement costs 5 4 5 Amortization, excluding the impact of valuation assumptions review (42 ) (52 ) (52 ) Amortization, impact of valuation assumptions review 4 1 (2 ) Impact of change in net unrealized securities losses — 20 1 Balance at December 31 $ 301 $ 334 $ 361

Reinsurance (Tables)

Reinsurance (Tables)	12 Months Ended
Reinsurance (Tables)	Dec. 31, 2016
Reinsurance Disclosures [Abstract]
Schedule of effect of reinsurance on premiums [Table Text Block]	The effect of reinsurance on premiums for traditional long-duration products was as follows: Years Ended December 31, 2016 2015 2014 (in millions) Direct premiums $ 642 $ 629 $ 645 Reinsurance ceded (225 ) (223 ) (222 ) Net premiums $ 417 $ 406 $ 423

Policyholder Account Balances33

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Tables)	12 Months Ended
	Dec. 31, 2016
Policyholder Account Balances, Future Policy Benefits and Claims & Separate Account Liabilities
Policyholder Account Balances, Future Policy Benefits and Unpaid Claims Disclosure [Table Text Block]	Policyholder account balances, future policy benefits and claims consisted of the following: December 31, 2016 2015 (in millions) Policyholder account balances Fixed annuities $ 10,565 $ 11,239 Variable annuity fixed sub-accounts 5,211 4,912 VUL/UL insurance 3,007 2,897 IUL insurance 1,054 808 Other life insurance 758 794 Total policyholder account balances 20,595 20,650 Future policy benefits Variable annuity GMWB 1,017 1,057 Variable annuity GMAB (24 ) (1) — Other annuity liabilities 64 31 Fixed annuities life contingent liabilities 1,497 1,501 EIA (2) 25 27 Life, DI and LTC insurance 5,556 5,112 VUL/UL and other life insurance additional liabilities 588 452 Total future policy benefits 8,723 8,180 Policy claims and other policyholders’ funds 196 199 Total policyholder account balances, future policy benefits and claims $ 29,514 $ 29,029 (1) Includes the fair value of GMAB embedded derivatives that was a net asset at December 31, 2016 reported as a contra liability. (2) Includes approximately $23 million and $25 million of policyholder account balances as of December 31, 2016 and 2015, respectively.
Schedule of Separate Account Liabilities by Policy Type [Table Text Block]	Separate account liabilities consisted of the following: December 31, 2016 2015 (in millions) Variable annuity $ 69,606 $ 69,333 VUL insurance 6,659 6,637 Other insurance 33 34 Total $ 76,298 $ 76,004

Variable Annuity and Insuranc34

Variable Annuity and Insurance Guarantees (Tables)	12 Months Ended
Variable Annuity and Insurance Guarantees (Tables)	Dec. 31, 2016
Insurance [Abstract]
Schedule of Variable Annuity Guarantees [Table Text Block]	The following table provides information related to variable annuity guarantees for which the Company has established additional liabilities: Variable Annuity Guarantees by Benefit Type (1) December 31, 2016 December 31, 2015 Total Contract Net Weighted Average Attained Age Total Contract Net Weighted Average Attained Age (in millions, except age) GMDB: Return of premium $ 56,143 $ 54,145 $ 208 65 $ 54,716 $ 52,871 $ 297 65 Five/six-year reset 8,878 6,170 22 66 9,307 6,731 78 65 One-year ratchet 6,426 6,050 110 68 6,747 6,379 266 67 Five-year ratchet 1,542 1,483 7 64 1,613 1,556 20 63 Other 965 942 86 71 887 869 82 71 Total — GMDB $ 73,954 $ 68,790 $ 433 65 $ 73,270 $ 68,406 $ 743 65 GGU death benefit $ 1,047 $ 996 $ 108 68 $ 1,056 $ 1,004 $ 113 67 GMIB $ 245 $ 227 $ 13 68 $ 270 $ 251 $ 17 68 GMWB: GMWB $ 2,650 $ 2,642 $ 2 70 $ 3,118 $ 3,109 $ 2 69 GMWB for life 39,436 39,282 495 66 37,301 37,179 330 66 Total — GMWB $ 42,086 $ 41,924 $ 497 66 $ 40,419 $ 40,288 $ 332 66 GMAB $ 3,484 $ 3,476 $ 21 59 $ 4,018 $ 4,006 $ 31 58 (1) Individual variable annuity contracts may have more than one guarantee and therefore may be included in more than one benefit type. Variable annuity contracts for which the death benefit equals the account value are not shown in this table.
Schedule Of Net Amount Of Risk UL Secondary Guarantees [Table Text Block]	The following table provides information related to insurance guarantees for which the Company has established additional liabilities: December 31, 2016 December 31, 2015 Net Amount at Risk Weighted Average Attained Age Net Amount at Risk Weighted Average Attained Age (in millions, except age) UL secondary guarantees $ 6,376 64 $ 6,601 63
Schedule of Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees [Table Text Block]	Changes in additional liabilities (contra liabilities) for variable annuity and insurance guarantees were as follows: GMDB & GMIB GMWB (1) GMAB (1) UL (in millions) Balance at January 1, 2014 $ 4 $ 6 $ (383 ) $ (62 ) $ 206 Incurred claims 9 1 1,076 21 75 Paid claims (4 ) — — — (18 ) Balance at December 31, 2014 9 7 693 (41 ) 263 Incurred claims 10 1 364 41 92 Paid claims (5 ) — — — (23 ) Balance at December 31, 2015 14 8 1,057 — 332 Incurred claims 11 1 (40 ) (23 ) 127 Paid claims (9 ) (1 ) — (1 ) (25 ) Balance at December 31, 2016 $ 16 $ 8 $ 1,017 $ (24 ) $ 434 (1) The incurred claims for GMWB and GMAB represent the change in the fair value of the liabilities (contra liabilities) less paid claims.
Schedule of Separate Account Balances By Asset Type [Table Text Block]	The following table summarizes the distribution of separate account balances by asset type for variable annuity contracts providing guaranteed benefits: December 31, 2016 2015 (in millions) Mutual funds: Equity $ 40,622 $ 39,806 Bond 23,142 23,700 Other 5,326 5,241 Total mutual funds $ 69,090 $ 68,747

Fair Values of Assets and Lia35

Fair Values of Assets and Liabilities (Tables)	12 Months Ended
Fair Values of Assets and Liabilities (Tables)	Dec. 31, 2016
Fair Value Disclosures [Abstract]
Schedule of balances of assets and liabilities measured at fair value on a recurring basis	The following tables present the balances of assets and liabilities measured at fair value on a recurring basis: December 31, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Available-for-Sale securities: Fixed maturities: Corporate debt securities $ — $ 12,955 $ 1,157 $ 14,112 Residential mortgage backed securities — 3,300 115 3,415 Commercial mortgage backed securities — 2,857 — 2,857 State and municipal obligations — 1,229 — 1,229 Asset backed securities — 792 13 805 Foreign government bonds and obligations — 261 — 261 U.S. government and agencies obligations 3 — — 3 Total Available-for-Sale securities: Fixed maturities 3 21,394 1,285 22,682 Common stocks 6 4 — 10 Cash equivalents — 302 — 302 Other assets: Interest rate derivative contracts — 1,735 — 1,735 Equity derivative contracts 42 1,481 — 1,523 Credit derivative contracts — 1 — 1 Foreign exchange derivative contracts — 80 — 80 Other derivative contracts 1 6 — 7 Total other assets 43 3,303 — 3,346 Separate account assets measured at NAV 76,298 (1) Total assets at fair value $ 52 $ 25,003 $ 1,285 $ 102,638 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 464 464 GMWB and GMAB embedded derivatives — — 614 614 (2) Total policyholder account balances, future policy benefits and claims — 5 1,078 1,083 (3) Other liabilities: Interest rate derivative contracts 1 964 — 965 Equity derivative contracts 2 1,986 — 1,988 Foreign exchange derivative contracts 2 45 — 47 Other derivative contracts — 1 — 1 Total other liabilities 5 2,996 — 3,001 Total liabilities at fair value $ 5 $ 3,001 $ 1,078 $ 4,084 December 31, 2015 Level 1 Level 2 Level 3 Total (in millions) Assets Available-for-Sale securities: Fixed maturities: Corporate debt securities $ — $ 13,139 $ 1,235 $ 14,374 Residential mortgage backed securities — 3,054 21 3,075 Commercial mortgage backed securities — 2,133 3 2,136 State and municipal obligations — 1,149 — 1,149 Asset backed securities — 643 133 776 Foreign government bonds and obligations — 223 — 223 U.S. government and agencies obligations 4 35 — 39 Total Available-for-Sale securities: Fixed maturities 4 20,376 1,392 21,772 Common stocks 3 4 — 7 Cash equivalents 48 285 — 333 Other assets: Interest rate derivative contracts — 1,882 — 1,882 Equity derivative contracts 92 1,477 — 1,569 Credit derivative contracts — 2 — 2 Foreign exchange derivative contracts 1 54 — 55 Total other assets 93 3,415 — 3,508 Separate account assets measured at NAV 76,004 (1) Total assets at fair value $ 148 $ 24,080 $ 1,392 $ 101,624 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 364 364 GMWB and GMAB embedded derivatives — — 851 851 (4) Total policyholder account balances, future policy benefits and claims — 5 1,215 1,220 (5) Other liabilities: Interest rate derivative contracts — 948 — 948 Equity derivative contracts 45 1,930 — 1,975 Foreign exchange derivative contracts 1 16 — 17 Total other liabilities 46 2,894 — 2,940 Total liabilities at fair value $ 46 $ 2,899 $ 1,215 $ 4,160 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 3 for further information. (2) The fair value of the GMWB and GMAB embedded derivatives included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position at December 31, 2016. (3) The Company’s adjustment for nonperformance risk resulted in a $498 million cumulative decrease to the embedded derivatives at December 31, 2016. (4) The fair value of the GMWB and GMAB embedded derivatives included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position at December 31, 2015. (5) The Company’s adjustment for nonperformance risk resulted in a $398 million cumulative decrease to the embedded derivatives at December 31, 2015.
Summary of changes in Level 3 assets and liabilities measured at fair value on a recurring basis	The following tables provide a summary of changes in Level 3 assets and liabilities measured at fair value on a recurring basis: Available-for-Sale Securities: Fixed Maturities Other Derivative Contracts Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2016 $ 1,235 $ 21 $ 3 $ 133 $ 1,392 $ — Total gains (losses) included in: Net income 1 — — 1 2 (1) (2 ) (4) Other comprehensive income (1 ) (1 ) — — (2 ) — Purchases 47 134 42 — 223 2 Settlements (126 ) (9 ) (3 ) (1 ) (139 ) — Transfers into Level 3 1 — — 12 13 — Transfers out of Level 3 — (30 ) (42 ) (132 ) (204 ) — Balance, December 31, 2016 $ 1,157 $ 115 $ — $ 13 $ 1,285 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2016 $ 1 $ — $ — $ — $ 1 (1) $ (2 ) (4) Policyholder Account Balances, IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2016 $ 364 $ 851 $ 1,215 Total (gains) losses included in: Net income 13 (3) (511 ) (4) (498 ) Issues 115 295 410 Settlements (28 ) (21 ) (49 ) Balance, December 31, 2016 $ 464 $ 614 $ 1,078 Changes in unrealized (gains) losses relating to liabilities held at December 31, 2016 $ 13 (3) $ (448 ) (4) $ (435 ) Available-for-Sale Securities: Fixed Maturities Common Stocks Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2015 $ 1,353 $ 9 $ 90 $ 151 $ 1,603 $ 1 Total gains (losses) included in: Net income (1 ) — — 1 — (1) — Other comprehensive income (21 ) — — (2 ) (23 ) (1 ) Purchases 153 67 32 16 268 — Settlements (238 ) (4 ) (7 ) (2 ) (251 ) — Transfers into Level 3 — — 6 14 20 — Transfers out of Level 3 (11 ) (51 ) (118 ) (45 ) (225 ) — Balance, December 31, 2015 $ 1,235 $ 21 $ 3 $ 133 $ 1,392 $ — Changes in unrealized gains (losses) relating to assets held at December 31, 2015 $ (1 ) $ — $ — $ 1 $ — (1) $ — Policyholder Account Balances, Future Policy Benefits and Claims IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2015 $ 242 $ 479 $ 721 Total losses included in: Net income 27 (3) 105 (4) 132 Issues 114 271 385 Settlements (19 ) (4 ) (23 ) Balance, December 31, 2015 $ 364 $ 851 $ 1,215 Changes in unrealized losses relating to liabilities held at December 31, 2015 $ 27 (3) $ 127 (4) $ 154 Available-for-Sale Securities: Fixed Maturities Common Stocks Corporate Residential Commercial Asset Total (in millions) Balance, January 1, 2014 $ 1,516 $ 58 $ 30 $ 218 $ 1,822 $ — Total gains (losses) included in: Net income — — 1 1 2 (2) — Other comprehensive income (1 ) — (3 ) 3 (1 ) — Purchases 139 11 39 — 189 1 Sales (17 ) — — — (17 ) — Settlements (276 ) (3 ) (1 ) (2 ) (282 ) — Transfers into Level 3 — — 78 — 78 1 Transfers out of Level 3 (8 ) (57 ) (54 ) (69 ) (188 ) (1 ) Balance, December 31, 2014 $ 1,353 $ 9 $ 90 $ 151 $ 1,603 $ 1 Changes in unrealized gains (losses) relating to assets held at December 31, 2014 $ (1 ) $ — $ 1 $ 1 $ 1 (1) $ — Policyholder Account Balances, IUL GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2014 $ 125 $ (575 ) $ (450 ) Total losses included in: Net income 40 (3) 811 (4) 851 Issues 90 254 344 Settlements (13 ) (11 ) (24 ) Balance, December 31, 2014 $ 242 $ 479 $ 721 Changes in unrealized losses relating to liabilities held at December 31, 2014 $ 40 (3) $ 811 (4) $ 851 (1) Included in net investment income in the Consolidated Statements of Income. (2) Represents a $1 million gain included in net investment income and a $1 million gain in net realized investment gains in the Consolidated Statements of Income. (3) Included in interest credited to fixed accounts in the Consolidated Statements of Income. (4) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Income.
Significant unobservable inputs used in the fair value measurements	The following tables provide a summary of the significant unobservable inputs used in the fair value measurements developed by the Company or reasonably available to the Company of Level 3 assets and liabilities: December 31, 2016 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities $ 1,154 Discounted cash flow Yield/spread to U.S. Treasuries 0.9 % - 2.5% 1.3 % IUL embedded derivatives $ 464 Discounted cash flow Nonperformance risk (1) 82 bps GMWB and GMAB embedded derivatives $ 614 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % - 75.6% Surrender rate 0.1 % - 66.4% Market volatility (3) 5.3 % - 21.2% Nonperformance risk (1) 82 bps December 31, 2015 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities $ 1,221 Discounted cash flow Yield/spread to U.S. Treasuries 1.1 % - 3.8% 1.6 % IUL embedded derivatives $ 364 Discounted cash flow Nonperformance risk (1) 68 bps GMWB and GMAB embedded derivatives $ 851 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % - 75.6% Surrender rate 0.0 % - 59.1% Market volatility (3) 5.4 % - 21.5% Nonperformance risk (1) 68 bps (1) The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives. (2) The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year. (3) Market volatility is implied volatility of fund of funds and managed volatility funds.
Schedule of carrying value and the estimated fair value of financial instruments that are not reported at fair value	The following tables provide the carrying value and the estimated fair value of financial instruments that are not reported at fair value. December 31, 2016 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,874 $ — $ — $ 2,865 $ 2,865 Policy loans 830 — — 807 807 Other investments 402 — 364 43 407 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 10,906 $ — $ — $ 11,417 $ 11,417 Short-term borrowings 200 — 200 — 200 Other liabilities 177 — — 169 169 Separate account liabilities measured at NAV 341 341 (1) December 31, 2015 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 3,211 $ — $ — $ 3,254 $ 3,254 Policy loans 823 — — 803 803 Other investments 463 — 416 33 449 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 11,523 $ — $ — $ 12,424 $ 12,424 Short-term borrowings 200 — 200 — 200 Other liabilities 117 — — 113 113 Separate account liabilities measured at NAV 360 360 (1) (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 3 for further information.

Related Party Transactions (Tab

Related Party Transactions (Tables)	12 Months Ended
Related Party Transactions (Tables)	Dec. 31, 2016
Related Party Transactions [Abstract]
Schedule of dividends paid and received [Table Text Block]	Dividends paid and received by RiverSource Life Insurance Company were as follows: Years Ended December 31, 2016 2015 2014 (in millions) Cash dividends paid to Ameriprise Financial $ 1,000 $ 800 $ 900 Cash dividends received from RiverSource Life of NY 50 25 24 Cash dividend received from RTA 15 — 30 Cash dividend received from RiverSource REO 1, LLC (1) 31 — — (1) RiverSource REO 1, LLC is a wholly owned subsidiary of RiverSource Life Insurance Company which holds foreclosed mortgage loans and real estate.

Regulatory Requirements (Tables

Regulatory Requirements (Tables)	12 Months Ended
Regulatory Requirements (Tables)	Dec. 31, 2016
Regulatory Requirements
Summary of Statutory Net Gain from Operations and Net Income [Table Text Block]	Statutory net gain from operations and net income are summarized as follows: Years Ended December 31, 2016 2015 2014 (in millions) Statutory net gain from operations (1) $ 834 $ 1,033 $ 1,412 Statutory net income (1) 322 633 1,154 (1) Statutory net gain (loss) from operations and statutory net income (loss) are significantly impacted by changes in reserves for variable annuity guaranteed benefits, however, these impacts are substantially offset by unrealized gains (losses) on derivatives which are not included in statutory income but are recorded directly to surplus.

Offsetting Assets and Liabili38

Offsetting Assets and Liabilities (Tables)	12 Months Ended
Offsetting Assets and Liabilities (Tables)	Dec. 31, 2016
Offsetting [Abstract]
Schedule of gross and net information about the Company's assets subject to master netting arrangements [Table Text Block]	The following tables present the gross and net information about the Company’s assets subject to master netting arrangements: December 31, 2016 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,822 $ — $ 2,822 $ (2,161 ) $ (374 ) $ (235 ) $ 52 OTC cleared 510 — 510 (507 ) (3 ) — — Exchange-traded 14 — 14 (2 ) — — 12 Total derivatives $ 3,346 $ — $ 3,346 $ (2,670 ) $ (377 ) $ (235 ) $ 64 December 31, 2015 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 3,051 $ — $ 3,051 $ (2,293 ) $ (354 ) $ (320 ) $ 84 OTC cleared 417 — 417 (313 ) (102 ) — 2 Exchange-traded 40 — 40 (3 ) — — 37 Total derivatives $ 3,508 $ — $ 3,508 $ (2,609 ) $ (456 ) $ (320 ) $ 123 (1) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.
Schedule of gross and net information about the Company's liabilities subject to master netting arrangements [Table Text Block]	The following tables present the gross and net information about the Company’s liabilities subject to master netting arrangements: December 31, 2016 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Consolidated Balance Sheets Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,481 $ — $ 2,481 $ (2,161 ) $ — $ (312 ) $ 8 OTC cleared 515 — 515 (507 ) (8 ) — — Exchange-traded 5 — 5 (2 ) — — 3 Total derivatives 3,001 — 3,001 (2,670 ) (8 ) (312 ) 11 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,051 $ — $ 3,051 $ (2,670 ) $ (8 ) $ (362 ) $ 11 December 31, 2015 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Consolidated Balance Sheets Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,624 $ — $ 2,624 $ (2,293 ) $ — $ (331 ) $ — OTC cleared 313 — 313 (313 ) — — — Exchange-traded 3 — 3 (3 ) — — — Total derivatives 2,940 — 2,940 (2,609 ) — (331 ) — Repurchase agreements 50 — 50 — — (50 ) — Total $ 2,990 $ — $ 2,990 $ (2,609 ) $ — $ (381 ) $ — (1) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

Derivatives and Hedging Activ39

Derivatives and Hedging Activities (Tables)	12 Months Ended
Derivatives and Hedging Activities (Tables)	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of gross fair value of derivative instruments, including embedded derivatives [Table Text Block]	The Company uses derivatives as economic hedges and accounting hedges. The following table presents the notional value and gross fair value of derivative instruments, including embedded derivatives: December 31, 2016 December 31, 2015 Notional Gross Fair Value Notional Gross Fair Value Assets (1) Liabilities (2) Assets (1) Liabilities (2) (in millions) Derivatives not designated as hedging instruments Interest rate contracts $ 71,019 $ 1,735 $ 965 $ 62,591 $ 1,882 $ 948 Equity contracts 59,401 1,523 1,988 69,009 1,569 1,975 Credit contracts 1,039 1 — 600 2 — Foreign exchange contracts 4,494 80 47 4,155 55 17 Other contracts 1,258 7 1 2,150 — — Total non-designated hedges 137,211 3,346 3,001 138,505 3,508 2,940 Embedded derivatives GMWB and GMAB (3) N/A — 614 N/A — 851 IUL N/A — 464 N/A — 364 EIA N/A — 5 N/A — 5 Total embedded derivatives N/A — 1,083 N/A — 1,220 Total derivatives $ 137,211 $ 3,346 $ 4,084 $ 138,505 $ 3,508 $ 4,160 N/A Not applicable. (1) The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets. (2) The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets. (3) The fair value of the GMWB and GMAB embedded derivatives at December 31, 2016 included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives at December 31, 2015 included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position.
Schedule of gain (loss) on derivative instruments [Table Text Block]	The following table presents a summary of the impact of derivatives not designated as hedging instruments on the Consolidated Statements of Income: Net Investment Income Interest Credited to Fixed Accounts Benefits, Claims, Losses and Settlement Expenses (in millions) Year Ended December 31, 2016 Interest rate contracts $ — $ — $ 38 Equity contracts — 20 (836 ) Credit contracts — — 2 Other contracts — — (23 ) GMWB and GMAB embedded derivatives — — 237 IUL embedded derivatives — 15 — Total gain (loss) $ — $ 35 $ (582 ) Year Ended December 31, 2015 Interest rate contracts $ — $ — $ 241 Equity contracts — (10 ) (304 ) Credit contracts — — (1 ) Foreign exchange contracts — — 13 Other contracts — — (14 ) GMWB and GMAB embedded derivatives — — (372 ) IUL embedded derivatives — (8 ) — EIA embedded derivatives — 1 — Total loss $ — $ (17 ) $ (437 ) Year Ended December 31, 2014 Interest rate contracts $ 3 $ — $ 1,122 Equity contracts — 21 (304 ) Credit contracts — — (33 ) Foreign exchange contracts — — (9 ) Other contracts — — (1 ) GMWB and GMAB embedded derivatives — — (1,054 ) IUL embedded derivatives — (27 ) — EIA embedded derivatives — (2 ) — Total gain (loss) $ 3 $ (8 ) $ (279 )
Schedule of payments to make and receive for options [Table Text Block]	The deferred premium associated with certain of the above options is paid or received semi-annually over the life of the option contract or at maturity. The following is a summary of the payments the Company is scheduled to make and receive for these options as of December 31, 2016: Premiums Premiums (in millions) 2017 $ 251 $ 75 2018 208 128 2019 253 169 2020 175 98 2021 166 106 2022-2026 570 131 Total $ 1,623 $ 707

Shareholder's Equity (Tables)

Shareholder's Equity (Tables)	12 Months Ended
Shareholder's Equity (Tables)	Dec. 31, 2016
Stockholders' Equity Note [Abstract]
Schedule of components of OCI [Table Text Block]	The following tables provide the amounts related to each component of OCI: Year Ended December 31, 2016 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities gains: Net unrealized securities gains arising during the period (1) $ 350 $ (124 ) $ 226 Reclassification of net securities gains included in net income (2) (17 ) 6 (11 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (242 ) 85 (157 ) Net unrealized securities gains 91 (33 ) 58 Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) 6 (2 ) 4 Net unrealized derivatives gains 6 (2 ) 4 Other comprehensive income $ 97 $ (35 ) $ 62 Year Ended December 31, 2015 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities losses: Net unrealized securities losses arising during the period (1) $ (997 ) $ 351 $ (646 ) Reclassification of net securities gains included in net income (2) (6 ) 2 (4 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables 480 (168 ) 312 Net unrealized securities losses (523 ) 185 (338 ) Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) 6 (2 ) 4 Net unrealized derivatives gains 6 (2 ) 4 Other comprehensive loss $ (517 ) $ 183 $ (334 ) Year Ended December 31, 2014 Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities gains: Net unrealized securities gains arising during the period (1) $ 445 $ (156 ) $ 289 Reclassification of net securities gains included in net income (2) (40 ) 14 (26 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (290 ) 101 (189 ) Net unrealized securities gains 115 (41 ) 74 Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) 7 (2 ) 5 Net unrealized derivatives gains 7 (2 ) 5 Other comprehensive income $ 122 $ (43 ) $ 79 (1) Includes other-than-temporary impairment losses on Available-for-Sale securities related to factors other than credit that were recognized in other comprehensive income (loss) during the period. (2) Reclassification amounts are recorded in net realized investment gains (losses). (3) Reclassification amounts are recorded in net investment income.
Schedule of amounts reclassified from AOCI [Table Text Block]	The following table presents the changes in the balances of each component of AOCI, net of tax: Net Unrealized Securities Gains (Losses) Net Unrealized Derivatives Gains Total (in millions) Balance, January 1, 2014 $ 667 $ (17 ) $ 650 OCI before reclassifications 100 — 100 Amounts reclassified from AOCI (26 ) 5 (21 ) Total OCI 74 5 79 Balance, December 31, 2014 741 (1) (12 ) 729 OCI before reclassifications (334 ) — (334 ) Amounts reclassified from AOCI (4 ) 4 — Total OCI (338 ) 4 (334 ) Balance, December 31, 2015 403 (1) (8 ) 395 OCI before reclassifications 69 — 69 Amounts reclassified from AOCI (11 ) 4 (7 ) Total OCI 58 4 62 Balance, December 31, 2016 $ 461 (1) $ (4 ) $ 457 (1) Includes nil , $2 million and $2 million of noncredit related impairments on securities and net unrealized securities losses on previously impaired securities at December 31, 2016 , 2015 and 2014 , respectively.

Income Taxes (Tables)

Income Taxes (Tables)	12 Months Ended
Income Taxes (Tables)	Dec. 31, 2016
Income Tax Disclosure [Abstract]
Schedule of components of income tax provision [Table Text Block]	The components of income tax provision were as follows: Years Ended December 31, 2016 2015 2014 (in millions) Current income tax Federal $ 18 $ 234 $ 2 State 1 2 (2 ) Total current income tax 19 236 — Deferred income tax Federal 6 (91 ) 202 State (1 ) — 7 Total deferred income tax 5 (91 ) 209 Total income tax provision $ 24 $ 145 $ 209
Schedule of reconciliation of income tax rates [Table Text Block]	The principal reasons that the aggregate income tax provision is different from that computed by using the U.S. statutory rate of 35% are as follows: Years Ended December 31, 2016 2015 2014 Tax at U.S. statutory rate 35.0 % 35.0 % 35.0 % Changes in taxes resulting from: Dividend received deduction (17.1 ) (14.0 ) (10.4 ) Low income housing tax credits (9.4 ) (6.1 ) (4.7 ) Foreign tax credit, net of addback (3.8 ) — (1.0 ) State taxes, net of federal benefit — — 0.3 Taxes applicable to prior years (2.0 ) — (0.4 ) Other, net 0.7 (0.9 ) (1.0 ) Income tax provision 3.4 % 14.0 % 17.8 %
Schedule of components of deferred income tax assets and liabilities [Table Text Block]	The significant components of the Company’s deferred income tax assets and liabilities, which are included net within other assets or other liabilities on the Consolidated Balance Sheets, were as follows: December 31, 2016 2015 (in millions) Deferred income tax assets Liabilities for policyholder account balances, future policy benefits and claims $ 1,144 $ 1,357 Investment related 236 55 Other 13 15 Gross deferred income tax assets 1,393 1,427 Less: valuation allowance 8 8 Total deferred income tax assets 1,385 1,419 Deferred income tax liabilities Deferred acquisition costs 695 709 Net unrealized gains on Available-for-Sale securities 251 217 Deferred sales inducement costs 113 125 Depreciation 23 23 Other — 3 Gross deferred income tax liabilities 1,082 1,077 Net deferred income tax assets $ 303 $ 342
Reconciliation of gross unrecognized tax benefits [Table Text Block]	A reconciliation of the beginning and ending amount of gross unrecognized tax benefits was as follows: 2016 2015 2014 (in millions) Balance at January 1 $ 95 $ 160 $ 144 Additions based on tax positions related to the current year 6 11 13 Additions for tax positions of prior years 31 29 21 Reductions for tax positions of prior years (68 ) (105 ) (18 ) Settlements (5 ) — — Balance at December 31 $ 59 $ 95 $ 160

Commitments, Guarantees and C42

Commitments, Guarantees and Contingencies (Tables)	12 Months Ended
Commitments, Guarantees and Contingencies (Tables)	Dec. 31, 2016
Commitments and Contingencies Disclosure [Abstract]
Funding commitments [Table Text Block]	The following table presents the Company’s funding commitments as of December 31: 2016 2015 (in millions) Commercial mortgage loans $ 68 $ 73 Residential mortgage loans 185 447 Affordable housing and other real estate partnerships 177 117 Total funding commitments $ 430 $ 637

Nature of Business and Basis 43

Nature of Business and Basis of Presentation (Details) $ in Millions	3 Months Ended	12 Months Ended
	Sep. 30, 2016USD ($)	Dec. 31, 2016USD ($)item
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Number of wholly owned subsidiaries \| item		1
Life, DI and LTC insurance [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts	$ (29)
DAC [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts		$ 5
Other Assets [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts		15
Other Liabilities [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts		(46)
Retained earnings [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Correction of prior period amounts		$ 26

Summary of Significant Accoun44

Summary of Significant Accounting Policies (Consolidation Info) (Details)	Dec. 31, 2016
Accounting Policies [Line Items]
Consolidation of entity minimum ownership percentage	50.00%
Cost method investment ownership percentage high end of range	20.00%
Minimum [Member]
Accounting Policies [Line Items]
Equity method investment, ownership percentage	20.00%
Maximum [Member]
Accounting Policies [Line Items]
Equity method investment, ownership percentage	50.00%

Summary of Significant Accoun45

Summary of Significant Accounting Policies (Loans, PP&E, DAC)(Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Loans and Leases Receivable Disclosure [Abstract]
Nonaccrual status period for loans	90 days
Land, Buildings, Equipment and Software [Abstract]
Land, buildings, equipment and software, net of accumulated depreciation	$ 148	$ 153
Accumulated depreciation	144	129
Depreciation and amortization expense	$ 14	$ 15	$ 15
Minimum [Member]
Land, Buildings, Equipment and Software [Abstract]
Amortization periods	3 years
Maximum [Member]
Land, Buildings, Equipment and Software [Abstract]
Amortization periods	30 years

Variable Interest Entities (Det

Variable Interest Entities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Affordable housing partnerships [Member] \| RTA [Member]
Variable Interest Entities
Carrying values of investments reflected in other investments	$ 574	$ 517
Obligation to provide financial or other support to VIEs	0
Other real estate partnerships [Member] \| RTA [Member]
Variable Interest Entities
Carrying values of investments reflected in other investments	20
Obligation to provide financial or other support to VIEs	0
Structured investments [Member] \| Fixed maturities [Member]
Variable Interest Entities
Obligation to provide financial or other support to VIEs	$ 0

Investments (AFS by type) (Deta

Investments (AFS by type) (Details) - USD ($) $ in Millions		Dec. 31, 2016	Dec. 31, 2015
Investments
Amortized cost		$ 21,468	$ 20,888
Gross unrealized gains		1,400	1,264
Gross unrealized losses		(176)	(373)
Fair value		22,692	21,779
Noncredit OTTI	[1]	(1)	(3)
Security owned and pledged as collateral, fair value		1,500	862
Amount eligible to be repledged by counterparty		428	408
Corporate debt securities [Member]
Investments
Amortized cost		13,105	13,764
Gross unrealized gains		1,060	891
Gross unrealized losses		(53)	(281)
Fair value		14,112	14,374
Noncredit OTTI	[1]	0	2
Residential mortgage backed securities [Member]
Investments
Amortized cost		3,386	3,015
Gross unrealized gains		72	96
Gross unrealized losses		(43)	(36)
Fair value		3,415	3,075
Noncredit OTTI	[1]	(4)	(8)
Commercial mortgage backed securities [Member]
Investments
Amortized cost		2,837	2,081
Gross unrealized gains		58	68
Gross unrealized losses		(38)	(13)
Fair value		2,857	2,136
State and municipal obligations [Member]
Investments
Amortized cost		1,092	1,023
Gross unrealized gains		161	153
Gross unrealized losses		(24)	(27)
Fair value		1,229	1,149
Asset backed securities [Member]
Investments
Amortized cost		790	748
Gross unrealized gains		26	33
Gross unrealized losses		(11)	(5)
Fair value		805	776
Foreign government bonds and obligations [Member]
Investments
Amortized cost		251	217
Gross unrealized gains		17	17
Gross unrealized losses		(7)	(11)
Fair value		261	223
U.S. government and agencies obligations [Member]
Investments
Amortized cost		3	38
Gross unrealized gains			1
Fair value		3	39
Total fixed maturities [Member]
Investments
Amortized cost		21,464	20,886
Gross unrealized gains		1,394	1,259
Gross unrealized losses		(176)	(373)
Fair value		22,682	21,772
Noncredit OTTI	[1]	$ (4)	$ (6)
Fixed maturity securities as percentage of total investments		83.00%	81.00%
Fixed maturity investments rated internally		$ 944	$ 1,100
Common stocks [Member]
Investments
Amortized cost		4	2
Gross unrealized gains		6	5
Fair value		10	7
Noncredit OTTI	[1]	$ 3	$ 3

[1]	Represents the amount of other-than-temporary impairment (“OTTI”) losses in AOCI. Amount includes unrealized gains and losses on impaired securities subsequent to the initial impairment measurement date. These amounts are included in gross unrealized gains and losses as of the end of the period.

Investments (Rating info) (Deta

Investments (Rating info) (Details) $ in Millions	Dec. 31, 2016USD ($)item	Dec. 31, 2015USD ($)item
Investments
Fixed maturities, amortized cost	$ 21,464	$ 20,886
Fixed maturities, fair value	$ 22,682	$ 21,772
Percentage of GNMA, FNMA and FHLMC securities rated AAA	40.00%	47.00%
Number of holdings of other than GNMA, FNMA and FHLMC having greater than 10% of total equity \| item	0	0
AAA [Member]
Investments
Fixed maturities, amortized cost	$ 5,671	$ 4,661
Fixed maturities, fair value	$ 5,728	$ 4,806
Percent of total fair value	25.00%	22.00%
AA [Member]
Investments
Fixed maturities, amortized cost	$ 1,013	$ 1,010
Fixed maturities, fair value	$ 1,177	$ 1,185
Percent of total fair value	5.00%	5.00%
A [Member]
Investments
Fixed maturities, amortized cost	$ 3,767	$ 3,749
Fixed maturities, fair value	$ 4,167	$ 4,101
Percent of total fair value	19.00%	19.00%
BBB [Member]
Investments
Fixed maturities, amortized cost	$ 9,584	$ 9,964
Fixed maturities, fair value	$ 10,190	$ 10,278
Percent of total fair value	45.00%	47.00%
Below investment grade [Member]
Investments
Fixed maturities, amortized cost	$ 1,429	$ 1,502
Fixed maturities, fair value	$ 1,420	$ 1,402
Percent of total fair value	6.00%	7.00%
Total fixed maturities [Member]
Investments
Fixed maturities, amortized cost	$ 21,464	$ 20,886
Fixed maturities, fair value	$ 22,682	$ 21,772
Percent of total fair value	100.00%	100.00%

Investments (EITF info) (Detail

Investments (EITF info) (Details) $ in Millions	Dec. 31, 2016USD ($)item	Dec. 31, 2015USD ($)item
Number of Securities
Less than 12 months \| item	298	373
12 months or more \| item	119	114
Total \| item	417	487
Fair Value
Less than 12 months	$ 4,489	$ 5,126
12 months or more	896	987
Total	5,385	6,113
Unrealized Losses
Less than 12 months	(98)	(235)
12 months or more	(78)	(138)
Total	$ (176)	$ (373)
Corporate debt securities [Member]
Number of Securities
Less than 12 months \| item	114	253
12 months or more \| item	33	35
Total \| item	147	288
Fair Value
Less than 12 months	$ 1,502	$ 3,703
12 months or more	319	300
Total	1,821	4,003
Unrealized Losses
Less than 12 months	(26)	(208)
12 months or more	(27)	(73)
Total	$ (53)	$ (281)
Residential mortgage backed securities [Member]
Number of Securities
Less than 12 months \| item	56	36
12 months or more \| item	56	59
Total \| item	112	95
Fair Value
Less than 12 months	$ 1,282	$ 535
12 months or more	324	526
Total	1,606	1,061
Unrealized Losses
Less than 12 months	(25)	(7)
12 months or more	(18)	(29)
Total	$ (43)	$ (36)
Commercial mortgage backed securities [Member]
Number of Securities
Less than 12 months \| item	80	45
12 months or more \| item	1	3
Total \| item	81	48
Fair Value
Less than 12 months	$ 1,378	$ 568
12 months or more	11	33
Total	1,389	601
Unrealized Losses
Less than 12 months	(37)	(12)
12 months or more	(1)	(1)
Total	$ (38)	$ (13)
State and municipal obligations [Member]
Number of Securities
Less than 12 months \| item	18	9
12 months or more \| item	2	2
Total \| item	20	11
Fair Value
Less than 12 months	$ 66	$ 40
12 months or more	105	101
Total	171	141
Unrealized Losses
Less than 12 months	(3)	(1)
12 months or more	(21)	(26)
Total	$ (24)	$ (27)
Asset backed securities [Member]
Number of Securities
Less than 12 months \| item	23	21
12 months or more \| item	12
Total \| item	35	21
Fair Value
Less than 12 months	$ 231	$ 241
12 months or more	114
Total	345	241
Unrealized Losses
Less than 12 months	(6)	(5)
12 months or more	(5)
Total	$ (11)	$ (5)
Foreign government bonds and obligations [Member]
Number of Securities
Less than 12 months \| item	7	9
12 months or more \| item	15	15
Total \| item	22	24
Fair Value
Less than 12 months	$ 30	$ 39
12 months or more	23	27
Total	53	66
Unrealized Losses
Less than 12 months	(1)	(2)
12 months or more	(6)	(9)
Total	$ (7)	$ (11)

Investments (OTTI rollforward)

Investments (OTTI rollforward) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2014
Rollforward of the cumulative amounts recognized in the Consolidated Statements of Income for other-than-temporary impairments related to credit losses on securities
Beginning balance	$ 33	$ 54
Credit losses for which an other-than-temporary impairment was not previously recognized		1
Reductions for securities sold during the period (realized)	(12)	(22)
Ending balance	$ 21	$ 33

Investments (Realized GL info)

Investments (Realized GL info) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Available-for-sale Securities, Gross Realized Gain (Loss) [Abstract]
Gross realized investment gains	$ 29	$ 30	$ 51
Gross realized investment losses	(12)	(17)	(6)
Other-than-temporary impairments	0	(7)	(5)
Total	$ 17	$ 6	$ 40

Investments (AFS contractual ma

Investments (AFS contractual maturity) (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Amortized Cost
Due within one year	$ 694
Due after one year through five years	5,766
Due after five years through 10 years	4,282
Due after 10 years	3,709
Total having single maturity dates	14,451
Amortized cost	21,468	$ 20,888
Fair Value
Due within one year	704
Due after one year through five years	6,090
Due after five years through 10 years	4,386
Due after 10 years	4,425
Total having single maturity dates	15,605
Fair value	22,692	21,779
Residential mortgage backed securities [Member]
Amortized Cost
Without single maturity dates	3,386
Amortized cost	3,386	3,015
Fair Value
Without single maturity dates	3,415
Fair value	3,415	3,075
Commercial mortgage backed securities [Member]
Amortized Cost
Without single maturity dates	2,837
Amortized cost	2,837	2,081
Fair Value
Without single maturity dates	2,857
Fair value	2,857	2,136
Asset backed securities [Member]
Amortized Cost
Without single maturity dates	790
Amortized cost	790	748
Fair Value
Without single maturity dates	805
Fair value	805	776
Common stocks [Member]
Amortized Cost
Without single maturity dates	4
Amortized cost	4	2
Fair Value
Without single maturity dates	10
Fair value	$ 10	$ 7

Investments (Net inv inc summar

Investments (Net inv inc summary) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Net Investment Income [Line Items]
Gross investment income	$ 1,154	$ 1,244	$ 1,324
Less: investment expenses	26	26	30
Total	1,128	1,218	1,294
Fixed maturities [Member]
Net Investment Income [Line Items]
Gross investment income	997	1,034	1,112
Mortgage loans [Member]
Net Investment Income [Line Items]
Gross investment income	149	177	183
Other investments [Member]
Net Investment Income [Line Items]
Gross investment income	$ 8	$ 33	$ 29

Investments (Net realized inves

Investments (Net realized investment GL summary) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Fixed maturities	$ 17	$ 6	$ 40
Mortgage loans	10
Other investments	(1)	(2)	(2)
Total	$ 26	$ 4	$ 38

Financing Receivables (Allowanc

Financing Receivables (Allowance for Loan Losses) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Rollforward of the allowance for loan losses
Beginning balance	$ 25	$ 28	$ 28
Charge-offs	(3)	(4)	(2)
Provisions	3	1	2
Ending balance	25	25	28
Individually evaluated for impairment	2	4	9
Collectively evaluated for impairment	23	21	19
Recorded investment in financing receivables by impairment method and type of loan
Individually evaluated for impairment	10	25
Collectively evaluated for impairment	3,275	3,657
Total	3,285	3,682
Recorded investment in financing receivables individually evaluated for impairment with no related allowance for loan losses	5	12
Loans purchased	73	106	180
Loans sold	$ 250	$ 15	$ 13

Financing Receivables (Credit Q

Financing Receivables (Credit Quality Information Text) (Details)	12 Months Ended
	Dec. 31, 2016USD ($)item	Dec. 31, 2015USD ($)item	Dec. 31, 2014USD ($)
Credit quality information [Line Items]
Total loans, gross	$ 3,285,000,000	$ 3,682,000,000
Loans sold	250,000,000	15,000,000	$ 13,000,000
90 days or more past due [Member]
Credit quality information [Line Items]
Nonperforming loans	$ 2,000,000	$ 8,000,000
Commercial mortgage loans [Member]
Credit quality information [Line Items]
Percent of commercial mortgage loans with highest risk rating	0.00%	1.00%
Total loans, gross	$ 2,593,000,000	$ 2,636,000,000
Residential mortgage loans [Member]
Credit quality information [Line Items]
Total loans, gross	300,000,000	594,000,000
Allowance for loan losses on purchase of loans from affiliate	0	0
Loans sold	250,000,000
Proceeds from sale of loans	260,000,000
Gain from sale of loans	10,000,000
Unamortized discount	$ 0	$ 21,000,000
Percentage of residential mortgage loans below specific FICO score	2.00%	4.00%
FICO Score \| item	640	640
Percentage of residential mortgage loans above specific LTV ratio	0.00%	1.00%
LTV Ratio	90.00%	90.00%
Percentage of loan portfolio represented by state of California	52.00%	37.00%
Percentage of loan portfolio represented by state of Colorado	18.00%
Percentage of loan portfolio represented by state of Washington	13.00%
Syndicated Loans [Member]
Credit quality information [Line Items]
Total loans, gross	$ 392,000,000	$ 452,000,000
Syndicated Loans [Member] \| 90 days or more past due [Member]
Credit quality information [Line Items]
Nonperforming loans	$ 1,000,000	$ 5,000,000

Financing Receivables (Credit57

Financing Receivables (Credit Quality Information Tables) (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Commercial mortgage loans [Line Items]
Total loans, gross	$ 3,285	$ 3,682
Less: allowance for loan losses	25	25	$ 28	$ 28
Commercial mortgage loans [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	2,593	2,636
Less: allowance for loan losses	19	19
Total loans, net	$ 2,574	$ 2,617
Percentage of gross commercial mortgage loans	100.00%	100.00%
Commercial mortgage loans [Member] \| Retail [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 916	$ 947
Percentage of gross commercial mortgage loans	35.00%	36.00%
Commercial mortgage loans [Member] \| Office [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 473	$ 522
Percentage of gross commercial mortgage loans	18.00%	20.00%
Commercial mortgage loans [Member] \| Apartments [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 483	$ 473
Percentage of gross commercial mortgage loans	19.00%	18.00%
Commercial mortgage loans [Member] \| Industrial [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 430	$ 444
Percentage of gross commercial mortgage loans	17.00%	17.00%
Commercial mortgage loans [Member] \| Mixed use [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 42	$ 35
Percentage of gross commercial mortgage loans	2.00%	1.00%
Commercial mortgage loans [Member] \| Hotel [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 41	$ 34
Percentage of gross commercial mortgage loans	1.00%	1.00%
Commercial mortgage loans [Member] \| Other [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 208	$ 181
Percentage of gross commercial mortgage loans	8.00%	7.00%
Commercial mortgage loans [Member] \| South Atlantic [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 753	$ 746
Percentage of gross commercial mortgage loans	29.00%	28.00%
Commercial mortgage loans [Member] \| Pacific [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 722	$ 709
Percentage of gross commercial mortgage loans	28.00%	27.00%
Commercial mortgage loans [Member] \| Mountain [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 234	$ 242
Percentage of gross commercial mortgage loans	9.00%	9.00%
Commercial mortgage loans [Member] \| West North Central [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 212	$ 217
Percentage of gross commercial mortgage loans	8.00%	8.00%
Commercial mortgage loans [Member] \| East North Central [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 195	$ 208
Percentage of gross commercial mortgage loans	8.00%	8.00%
Commercial mortgage loans [Member] \| Middle Atlantic [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 191	$ 203
Percentage of gross commercial mortgage loans	7.00%	8.00%
Commercial mortgage loans [Member] \| West South Central [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 122	$ 128
Percentage of gross commercial mortgage loans	5.00%	5.00%
Commercial mortgage loans [Member] \| New England [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 84	$ 115
Percentage of gross commercial mortgage loans	3.00%	4.00%
Commercial mortgage loans [Member] \| East South Central [Member]
Commercial mortgage loans [Line Items]
Total loans, gross	$ 80	$ 68
Percentage of gross commercial mortgage loans	3.00%	3.00%

Financing Receivables (Troubled

Financing Receivables (Troubled Debt Restructurings) (Details)	Dec. 31, 2016USD ($)
Receivables [Abstract]
Commitments to lend additional funds to borrowers for restructured loans	$ 0

Deferred Acquisition Costs an59

Deferred Acquisition Costs and Deferred Sales Inducement Costs (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014
Balances of and changes in DAC
Balance at the beginning of the period	[2]	$ 2,693	[1]	$ 2,581		$ 2,638
Capitalization of acquisition costs		279	[3]	275		260
Amortization, excluding the impact of valuation assumptions review		(253)		(267)		(286)
Amortization, impact of valuation assumptions review		(81)	[4]	(6)		(7)
Impact of change in net unrealized securities (gains) losses		(27)		110		(24)
Balance at the end of the period		2,611		2,693	[1],[2]	2,581	[2]
Benefit related to the release of the deferred reinsurance liability		27
Expense related to the loss recognition on LTC business		58
Balances of and changes in DSIC
Balance at the beginning of the period		334		361		409
Capitalization of sales inducement costs		5		4		5
Amortization, excluding the impact of valuation assumptions review		(42)		(52)		(52)
Amortization, impact of valuation assumptions review		4		1		(2)
Impact of change in net unrealized securities losses		0		20		1
Balance at the end of the period		$ 301		$ 334		$ 361

[1]	Certain prior period amounts have been restated. See Note 1 for more information.
[2]	Prior period DAC balances have been restated for the correction of the commission expense accrual for certain insurance and annuity products. See Note 1 for more information.
[3]	Includes a $27 million benefit for the release of the deferred reinsurance liability in connection with the loss recognition on LTC business. The benefit was reported in other insurance and operating expenses on the Consolidated Statements of Income.
[4]	Includes a $58 million expense related to the loss recognition on LTC business.

Reinsurance (Product informatio

Reinsurance (Product information) (Details) - USD ($)	12 Months Ended
Reinsurance (Product information) (Details) - USD ($)	Dec. 31, 2016	Dec. 31, 2015
Reinsurance Retention Policy [Line Items]
Maximum amount of life policy risk retained by entity, net of reinsured amounts	$ 1,500,000
Life insurance [Member]
Reinsurance Retention Policy [Line Items]
Percentage of risk reinsured	90.00%
Life Insurance in Force, Net [Abstract]
Traditional life and UL insurance in force, gross	$ 196,500,000,000	$ 196,300,000,000
Traditional life and UL insurance in force, reinsured	$ 142,400,000,000	$ 144,200,000,000
IUL and VUL [Member]
Reinsurance Retention Policy [Line Items]
Percentage of risk reinsured	50.00%
TrioSource UL insurance [Member]
Reinsurance Retention Policy [Line Items]
Percentage of risk reinsured	50.00%
Single life insurance [Member]
Reinsurance Retention Policy [Line Items]
Maximum amount of life insurance risk retained by the entity	$ 10,000,000
Flexible premium survivorship life insurance [Member]
Reinsurance Retention Policy [Line Items]
Maximum amount of life insurance risk retained by the entity	$ 10,000,000
LTC [Member]
Reinsurance Retention Policy [Line Items]
Percentage of risk reinsured	50.00%
DI [Member]
Reinsurance Retention Policy [Line Items]
Maximum amount of life insurance risk retained by the entity	$ 5,000

Reinsurance (Reinsurance on pre

Reinsurance (Reinsurance on premiums) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Effects of Reinsurance [Line Items]
Net premiums	$ 417	$ 406	$ 423
Traditional long-duration products [Member]
Effects of Reinsurance [Line Items]
Direct premiums	642	629	645
Reinsurance ceded	(225)	(223)	(222)
Net premiums	$ 417	$ 406	$ 423

Reinsurance (Ceded and recovere

Reinsurance (Ceded and recovered amounts) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Effects of Reinsurance [Line Items]
Reinsurance recovered from reinsurers	$ 318	$ 287	$ 253
Liability for assumed reinsurance arrangements	529	551
Non-traditional long-duration products [Member]
Effects of Reinsurance [Line Items]
Reinsurance ceded offset within policy and contract charges	110	107	$ 94
LTC [Member]
Effects of Reinsurance [Line Items]
Reinsurance recoverable related to LTC risk ceded to Genworth	$ 2,000	$ 1,900

Policyholder Account Balances63

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Balances by product) (Details) - USD ($) $ in Millions		Dec. 31, 2016		Dec. 31, 2015
Policyholder account balances		$ 20,595		$ 20,650
Future policy benefits		8,723		8,180
Policy claims and other policyholders’ funds		196		199
Policyholder account balances, future policy benefits and claims		29,514		29,029
Fixed annuities [Member]
Policyholder account balances		10,565		11,239
Variable annuity fixed sub-accounts [Member]
Policyholder account balances		5,211		4,912
VUL/UL insurance [Member]
Policyholder account balances		3,007		2,897
IUL insurance [Member]
Policyholder account balances		1,054		808
Other life insurance [Member]
Policyholder account balances		758		794
Variable annuity GMWB [Member]
Future policy benefits		1,017		1,057
Variable annuity GMAB [Member]
Future policy benefits		(24)	[1]	0
Other annuity liabilities [Member]
Future policy benefits		64		31
Fixed annuities life contingent liabilities [Member]
Future policy benefits		1,497		1,501
EIA [Member]
Policyholder account balances		23		25
Future policy benefits	[2]	25		27
Life, DI and LTC insurance [Member]
Future policy benefits		5,556		5,112
VUL/UL and other life insurance additional liabilities [Member]
Future policy benefits		$ 588		$ 452

[1]	Includes the fair value of GMAB embedded derivatives that was a net asset at December 31, 2016 reported as a contra liability.
[2]	Includes approximately $23 million and $25 million of policyholder account balances as of December 31, 2016 and 2015, respectively.

Policyholder Account Balances64

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Text) (Details)	12 Months Ended
	Dec. 31, 2016
Liability for Future Policy Benefits [Line Items]
Fixed annuities liabilities average interest rate	4.37%
EIA host values [Member]
Liability for Future Policy Benefits [Line Items]
Contract initial term	7 years
Minimum interest rate guarantee	3.00%
Percentage of initial premium receiving interest guarantee	90.00%
Minimum [Member]
Liability for Future Policy Benefits [Line Items]
Fixed annuities liabilities interest rates	2.71%
Maximum [Member]
Liability for Future Policy Benefits [Line Items]
Fixed annuities liabilities interest rates	9.38%
Term and whole life insurance [Member] \| Minimum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	3.00%
Term and whole life insurance [Member] \| Maximum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	10.00%
DI [Member]
Liability for Future Policy Benefits [Line Items]
Unpaid reported claims interest rate	4.75%
DI [Member] \| Minimum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	3.00%
DI [Member] \| Maximum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	7.50%
LTC [Member]
Liability for Future Policy Benefits [Line Items]
Unpaid reported claims interest rate	6.25%
LTC [Member] \| Minimum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	5.90%
LTC [Member] \| Maximum [Member]
Liability for Future Policy Benefits [Line Items]
Anticipated interest rate for future claims	6.50%

Policyholder Account Balances65

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Separate Account Liabilities) (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Separate Accounts Disclosure [Abstract]
Variable Annuity	$ 69,606	$ 69,333
VUL insurance	6,659	6,637
Other insurance	33	34
Total	$ 76,298	$ 76,004

Variable Annuity and Insuranc66

Variable Annuity and Insurance Guarantees Variable Annuity and Insurance Guarantees (VA Guarantees Details Text) (Details) - GMAB [Member]	12 Months Ended
	Dec. 31, 2016
Variable Annuity Guarantees by Benefit Type
Maximum age of variable annuity contractholders	79 years
GMAB rider guarantees waiting period	10 years

Variable Annuity and Insuranc67

Variable Annuity and Insurance Guarantees (VA Guarantee Details Table) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015
GMDB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 73,954	$ 73,270
Contract value in separate accounts	[1]	68,790	68,406
Net amount at risk	[1]	$ 433	$ 743
Weighted average attained age	[1]	65 years	65 years
GMDB [Member] \| Return of premium [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 56,143	$ 54,716
Contract value in separate accounts	[1]	54,145	52,871
Net amount at risk	[1]	$ 208	$ 297
Weighted average attained age	[1]	65 years	65 years
GMDB [Member] \| Five/six-year reset [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 8,878	$ 9,307
Contract value in separate accounts	[1]	6,170	6,731
Net amount at risk	[1]	$ 22	$ 78
Weighted average attained age	[1]	66 years	65 years
GMDB [Member] \| One-year ratchet [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 6,426	$ 6,747
Contract value in separate accounts	[1]	6,050	6,379
Net amount at risk	[1]	$ 110	$ 266
Weighted average attained age	[1]	68 years	67 years
GMDB [Member] \| Five-year ratchet [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,542	$ 1,613
Contract value in separate accounts	[1]	1,483	1,556
Net amount at risk	[1]	$ 7	$ 20
Weighted average attained age	[1]	64 years	63 years
GMDB [Member] \| Other [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 965	$ 887
Contract value in separate accounts	[1]	942	869
Net amount at risk	[1]	$ 86	$ 82
Weighted average attained age	[1]	71 years	71 years
GGU death benefit [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,047	$ 1,056
Contract value in separate accounts	[1]	996	1,004
Net amount at risk	[1]	$ 108	$ 113
Weighted average attained age	[1]	68 years	67 years
GMIB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 245	$ 270
Contract value in separate accounts	[1]	227	251
Net amount at risk	[1]	$ 13	$ 17
Weighted average attained age	[1]	68 years	68 years
GMWB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 42,086	$ 40,419
Contract value in separate accounts	[1]	41,924	40,288
Net amount at risk	[1]	$ 497	$ 332
Weighted average attained age	[1]	66 years	66 years
GMWB [Member] \| GMWB standard benefit [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 2,650	$ 3,118
Contract value in separate accounts	[1]	2,642	3,109
Net amount at risk	[1]	$ 2	$ 2
Weighted average attained age	[1]	70 years	69 years
GMWB [Member] \| GMWB for life [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 39,436	$ 37,301
Contract value in separate accounts	[1]	39,282	37,179
Net amount at risk	[1]	$ 495	$ 330
Weighted average attained age	[1]	66 years	66 years
GMAB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 3,484	$ 4,018
Contract value in separate accounts	[1]	3,476	4,006
Net amount at risk	[1]	$ 21	$ 31
Weighted average attained age	[1]	59 years	58 years

[1]	Individual variable annuity contracts may have more than one guarantee and therefore may be included in more than one benefit type. Variable annuity contracts for which the death benefit equals the account value are not shown in this table.

Variable Annuity and Insuranc68

Variable Annuity and Insurance Guarantees (UL Secondary Guarantees) (Details) - UL secondary guarantees [Member] - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Insurance Guarantees by Benefit Type
Net amount at risk	$ 6,376	$ 6,601
Weighted average attained age	64 years	63 years

Variable Annuity and Insuranc69

Variable Annuity and Insurance Guarantees (Liability Rollforward) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
GMDB & GGU [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period		$ 14	$ 9	$ 4
Incurred claims		11	10	9
Paid claims		(9)	(5)	(4)
Balance at the end of the period		16	14	9
GMIB [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period		8	7	6
Incurred claims		1	1	1
Paid claims		(1)
Balance at the end of the period		8	8	7
GMWB [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period	[1]	1,057	693	(383)
Incurred claims	[1]	(40)	364	1,076
Balance at the end of the period	[1]	1,017	1,057	693
GMAB [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period	[1]	0	(41)	(62)
Incurred claims	[1]	(23)	41	21
Paid claims	[1]	(1)
Balance at the end of the period	[1]	(24)	0	(41)
UL [Member]
Changes in additional liabilities for variable annuity and insurance guarantees
Balance at the beginning of the period		332	263	206
Incurred claims		127	92	75
Paid claims		(25)	(23)	(18)
Balance at the end of the period		$ 434	$ 332	$ 263

[1]	(1) The incurred claims for GMWB and GMAB represent the change in the fair value of the liabilities (contra liabilities) less paid claims.

Variable Annuity and Insuranc70

Variable Annuity and Insurance Guarantees (Separate Account Balance by Type) (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Mutual funds
Variable Annuity and Insurance Guarantees
Total mutual funds	$ 69,090	$ 68,747
Equity [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	40,622	39,806
Bond [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	23,142	23,700
Other [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	$ 5,326	$ 5,241

Lines of Credit (AMP Lender) (D

Lines of Credit (AMP Lender) (Details) - Ameriprise Financial [Member] - USD ($)	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Line of credit agreement, RVS as borrower[Member]
Lines of Credit Facility
Maximum borrowing as percentage of the borrower's statutory admitted assets excluding separate accounts as of prior year end	3.00%
Outstanding on line of credit with Ameriprise Financial	$ 0	$ 0
Prepayment penalty	$ 0
Line of credit agreement, RVSNY as borrower[Member]
Lines of Credit Facility
Maximum borrowing as percentage of the borrower's statutory admitted assets excluding separate accounts as of prior year end	3.00%
Outstanding on line of credit with Ameriprise Financial	$ 0	$ 0
Maximum borrowing capacity as amount	25,000,000
Prepayment penalty	$ 0

Lines of Credit (RSL Lender) (D

Lines of Credit (RSL Lender) (Details) - RiverSource Life Insurance Company [Member] - Loans receivable [Member] - USD ($)	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Line of Credit Facility
Maximum borrowings as a percentage of the lender's statutory admitted assets	3.00%
Percentage of additional interest to be accrued in the event of default	1.00%
Outstanding on line of credit with Ameriprise Financial as borrower	$ 0	$ 0

Short-term Borrowings (Details)

Short-term Borrowings (Details) - USD ($) $ in Millions	12 Months Ended
Short-term Borrowings (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Borrowings
Amount of the liability including accrued interest	$ 200	$ 200
Repurchase agreements [Member]
Borrowings
Amount of the liability including accrued interest	$ 50	$ 50
Remaining maturity of outstanding amount	3 months	1 month
Weighted average annualized interest rate	0.90%	0.50%
Federal Home Loan Bank [Member]
Borrowings
Amount of the liability including accrued interest	$ 150	$ 150
Remaining maturity of outstanding amount	4 months	3 months
Weighted average annualized interest rate	0.80%	0.50%
Residential mortgage backed securities [Member] \| Repurchase agreements [Member]
Borrowings
Fair value of securities pledged	$ 33	$ 30
Commercial mortgage backed securities [Member] \| Repurchase agreements [Member]
Borrowings
Fair value of securities pledged	19	22
Commercial mortgage backed securities [Member] \| Federal Home Loan Bank [Member]
Borrowings
Fair value of securities pledged	$ 771	$ 290

Fair Values of Assets and Lia74

Fair Values of Assets and Liabilities (Assets & Liabilities Reported at FV) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016		Dec. 31, 2015
Assets and liabilities measured at fair value
Liability	[1]	$ 4,084		$ 4,160
Asset	[2]	3,346		3,508
Cumulative decrease in embedded derivatives due to nonperformance		498		398
Assets
Available-for-sale securities: fixed maturities		22,682		21,772
Common stocks		10		7
Separate account assets		76,298		76,004
GMWB and GMAB embedded derivatives [Member]
Assets and liabilities measured at fair value
Liability		880		994
Asset		266		143
Recurring basis [Member]
Assets
Available-for-sale securities: fixed maturities		22,682		21,772
Common stocks		10		7
Cash equivalents		302		333
Other assets		3,346		3,508
Separate account assets	[3]	76,298		76,004
Total assets at fair value		102,638		101,624
Liabilities
Policyholder account balances, future policy benefits and claims		1,083	[4]	1,220	[5]
Other liabilities		3,001		2,940
Total liabilities at fair value		4,084		4,160
Recurring basis [Member] \| Interest rate derivative contracts [Member]
Assets
Other assets		1,735		1,882
Liabilities
Other liabilities		965		948
Recurring basis [Member] \| Equity derivative contracts [Member]
Assets
Other assets		1,523		1,569
Liabilities
Other liabilities		1,988		1,975
Recurring basis [Member] \| Credit derivative contracts [Member]
Assets
Other assets		1		2
Recurring basis [Member] \| Foreign exchange derivative contracts [Member]
Assets
Other assets		80		55
Liabilities
Other liabilities		47		17
Recurring basis [Member] \| Other derivative contracts [Member]
Assets
Other assets		7
Liabilities
Other liabilities		1
Recurring basis [Member] \| EIA embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		5		5
Recurring basis [Member] \| IUL embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		464		364
Recurring basis [Member] \| GMWB and GMAB embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		614	[6]	851	[7]
Recurring basis [Member] \| Corporate debt securities [Member]
Assets
Available-for-sale securities: fixed maturities		14,112		14,374
Recurring basis [Member] \| Residential mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		3,415		3,075
Recurring basis [Member] \| Commercial mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		2,857		2,136
Recurring basis [Member] \| State and municipal obligations [Member]
Assets
Available-for-sale securities: fixed maturities		1,229		1,149
Recurring basis [Member] \| Asset backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		805		776
Recurring basis [Member] \| Foreign government bonds and obligations [Member]
Assets
Available-for-sale securities: fixed maturities		261		223
Recurring basis [Member] \| U.S. government and agencies obligations [Member]
Assets
Available-for-sale securities: fixed maturities		3		39
Recurring basis [Member] \| Level 1 [Member]
Assets
Available-for-sale securities: fixed maturities		3		4
Common stocks		6		3
Cash equivalents				48
Other assets		43		93
Total assets at fair value		52		148
Liabilities
Other liabilities		5		46
Total liabilities at fair value		5		46
Recurring basis [Member] \| Level 1 [Member] \| Interest rate derivative contracts [Member]
Liabilities
Other liabilities		1
Recurring basis [Member] \| Level 1 [Member] \| Equity derivative contracts [Member]
Assets
Other assets		42		92
Liabilities
Other liabilities		2		45
Recurring basis [Member] \| Level 1 [Member] \| Foreign exchange derivative contracts [Member]
Assets
Other assets				1
Liabilities
Other liabilities		2		1
Recurring basis [Member] \| Level 1 [Member] \| Other derivative contracts [Member]
Assets
Other assets		1
Recurring basis [Member] \| Level 1 [Member] \| U.S. government and agencies obligations [Member]
Assets
Available-for-sale securities: fixed maturities		3		4
Recurring basis [Member] \| Level 2 [Member]
Assets
Available-for-sale securities: fixed maturities		21,394		20,376
Common stocks		4		4
Cash equivalents		302		285
Other assets		3,303		3,415
Total assets at fair value		25,003		24,080
Liabilities
Policyholder account balances, future policy benefits and claims		5		5
Other liabilities		2,996		2,894
Total liabilities at fair value		3,001		2,899
Recurring basis [Member] \| Level 2 [Member] \| Interest rate derivative contracts [Member]
Assets
Other assets		1,735		1,882
Liabilities
Other liabilities		964		948
Recurring basis [Member] \| Level 2 [Member] \| Equity derivative contracts [Member]
Assets
Other assets		1,481		1,477
Liabilities
Other liabilities		1,986		1,930
Recurring basis [Member] \| Level 2 [Member] \| Credit derivative contracts [Member]
Assets
Other assets		1		2
Recurring basis [Member] \| Level 2 [Member] \| Foreign exchange derivative contracts [Member]
Assets
Other assets		80		54
Liabilities
Other liabilities		45		16
Recurring basis [Member] \| Level 2 [Member] \| Other derivative contracts [Member]
Assets
Other assets		6
Liabilities
Other liabilities		1
Recurring basis [Member] \| Level 2 [Member] \| EIA embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		5		5
Recurring basis [Member] \| Level 2 [Member] \| Corporate debt securities [Member]
Assets
Available-for-sale securities: fixed maturities		12,955		13,139
Recurring basis [Member] \| Level 2 [Member] \| Residential mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		3,300		3,054
Recurring basis [Member] \| Level 2 [Member] \| Commercial mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		2,857		2,133
Recurring basis [Member] \| Level 2 [Member] \| State and municipal obligations [Member]
Assets
Available-for-sale securities: fixed maturities		1,229		1,149
Recurring basis [Member] \| Level 2 [Member] \| Asset backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		792		643
Recurring basis [Member] \| Level 2 [Member] \| Foreign government bonds and obligations [Member]
Assets
Available-for-sale securities: fixed maturities		261		223
Recurring basis [Member] \| Level 2 [Member] \| U.S. government and agencies obligations [Member]
Assets
Available-for-sale securities: fixed maturities				35
Recurring basis [Member] \| Level 3 [Member]
Assets
Available-for-sale securities: fixed maturities		1,285		1,392
Total assets at fair value		1,285		1,392
Liabilities
Policyholder account balances, future policy benefits and claims		1,078		1,215
Total liabilities at fair value		1,078		1,215
Recurring basis [Member] \| Level 3 [Member] \| IUL embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		464		364
Recurring basis [Member] \| Level 3 [Member] \| GMWB and GMAB embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		614		851
Recurring basis [Member] \| Level 3 [Member] \| Corporate debt securities [Member]
Assets
Available-for-sale securities: fixed maturities		1,157		1,235
Recurring basis [Member] \| Level 3 [Member] \| Residential mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		115		21
Recurring basis [Member] \| Level 3 [Member] \| Commercial mortgage backed securities [Member]
Assets
Available-for-sale securities: fixed maturities				3
Recurring basis [Member] \| Level 3 [Member] \| Asset backed securities [Member]
Assets
Available-for-sale securities: fixed maturities		13		133
PAB, FPB and claims [Member] \| EIA embedded derivatives [Member]
Assets and liabilities measured at fair value
Liability	[1]	5		5
PAB, FPB and claims [Member] \| IUL embedded derivatives [Member]
Assets and liabilities measured at fair value
Liability	[1]	464		364
PAB, FPB and claims [Member] \| GMWB and GMAB embedded derivatives [Member]
Assets and liabilities measured at fair value
Liability	[1],[8]	$ 614		$ 851

[1]	The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets.
[2]	The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets.
[3]	Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 3 for further information.
[4]	The Company’s adjustment for nonperformance risk resulted in a $498 million cumulative decrease to the embedded derivatives at December 31, 2016.
[5]	The Company’s adjustment for nonperformance risk resulted in a $398 million cumulative decrease to the embedded derivatives at December 31, 2015.
[6]	The fair value of the GMWB and GMAB embedded derivatives included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position at December 31, 2016.
[7]	The fair value of the GMWB and GMAB embedded derivatives included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position at December 31, 2015.
[8]	The fair value of the GMWB and GMAB embedded derivatives at December 31, 2016 included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives at December 31, 2015 included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position.

Fair Values of Assets and Lia75

Fair Values of Assets and Liabilities (Level 3 Rollforwards-Assets) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Gain included in net investment income						$ 1
Gain included in net realized investment gains						1
Corporate debt securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		$ 1,235		$ 1,353		1,516
Total gains (losses) included in net income		1		(1)
Total gains (losses) included in other comprehensive income		(1)		(21)		(1)
Purchases		47		153		139
Sales						(17)
Settlements		(126)		(238)		(276)
Transfers into Level 3		1
Transfers out of Level 3				(11)		(8)
Balance at the end of the period		1,157		1,235		1,353
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Net investment income		1		(1)		(1)
Residential mortgage backed securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		21		9		58
Total gains (losses) included in other comprehensive income		(1)
Purchases		134		67		11
Settlements		(9)		(4)		(3)
Transfers out of Level 3		(30)		(51)		(57)
Balance at the end of the period		115		21		9
Commercial mortgage backed securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		3		90		30
Total gains (losses) included in net income						1
Total gains (losses) included in other comprehensive income						(3)
Purchases		42		32		39
Settlements		(3)		(7)		(1)
Transfers into Level 3				6		78
Transfers out of Level 3		(42)		(118)		(54)
Balance at the end of the period		0		3		90
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Net investment income						1
Asset backed securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		133		151		218
Total gains (losses) included in net income		1		1		1
Total gains (losses) included in other comprehensive income				(2)		3
Purchases				16
Settlements		(1)		(2)		(2)
Transfers into Level 3		12		14
Transfers out of Level 3		(132)		(45)		(69)
Balance at the end of the period		13		133		151
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Net investment income				1		1
Total Available-for-sale securities: fixed maturities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		1,392		1,603		1,822
Total gains (losses) included in net income		2	[1]	0	[1]	2	[2]
Total gains (losses) included in other comprehensive income		(2)		(23)		(1)
Purchases		223		268		189
Sales						(17)
Settlements		(139)		(251)		(282)
Transfers into Level 3		13		20		78
Transfers out of Level 3		(204)		(225)		(188)
Balance at the end of the period		1,285		1,392		1,603
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Net investment income	[1]	1		0		1
Other derivative contracts [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		0
Total gains (losses) included in net income	[3]	(2)
Purchases		2
Balance at the end of the period		0		0
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Net investment income	[3]	(2)
Common stocks [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance at the beginning of the period		$ 0		1		0
Total gains (losses) included in other comprehensive income				(1)
Purchases						1
Transfers into Level 3						1
Transfers out of Level 3						(1)
Balance at the end of the period				$ 0		$ 1

[1]	Included in net investment income in the Consolidated Statements of Income.
[2]	Represents a $1 million gain included in net investment income and a $1 million gain in net realized investment gains in the Consolidated Statements of Income.
[3]	Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Income.

Fair Values of Assets and Lia76

Fair Values of Assets and Liabilities (Level 3 Rollforwards-Liabilities) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net increase to pretax income of nonperformance risk on fair value of embedded derivative liability		$ 98	$ 74	$ 124
IUL embedded derivatives [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at the beginning of the period		364	242	125
Total (gains) losses included in net income	[1]	13	27	40
Issues		115	114	90
Settlements		(28)	(19)	(13)
Balance at the end of the period		464	364	242
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Changes in unrealized (gains) losses relating to liabilities held at the end of the period	[1]	13	27	40
GMWB and GMAB embedded derivatives [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at the beginning of the period		851	479	(575)
Total (gains) losses included in net income	[2]	(511)	105	811
Issues		295	271	254
Settlements		(21)	(4)	(11)
Balance at the end of the period		614	851	479
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Changes in unrealized (gains) losses relating to liabilities held at the end of the period	[2]	(448)	127	811
PAB, FPB and claims [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at the beginning of the period		1,215	721	(450)
Total (gains) losses included in net income		(498)	132	851
Issues		410	385	344
Settlements		(49)	(23)	(24)
Balance at the end of the period		1,078	1,215	721
Changes in unrealized gains (losses) relating to assets and liabilities held at the end of the period included in:
Changes in unrealized (gains) losses relating to liabilities held at the end of the period		$ (435)	$ 154	$ 851

[1]	Included in interest credited to fixed accounts in the Consolidated Statements of Income
[2]	Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Income.

Fair Values of Assets and Lia77

Fair Values of Assets and Liabilities (Unobservable Inputs) (Details) - Discounted cash flow technique [Member] - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015
IUL embedded derivatives [Member]
Fair values of assets and liabilities
Liabilities at fair value		$ 464	$ 364
Nonperformance risk (as a percent)	[1]	0.82%	0.68%
GMWB and GMAB embedded derivatives [Member]
Fair values of assets and liabilities
Liabilities at fair value		$ 614	$ 851
Nonperformance risk (as a percent)	[1]	0.82%	0.68%
GMWB and GMAB embedded derivatives [Member] \| Minimum [Member]
Fair values of assets and liabilities
Utilization of guaranteed withdrawals (as a percent)	[2]	0.00%	0.00%
Surrender rate (as a percent)		0.10%	0.00%
Market volatility rate (as a percent)	[3]	5.30%	5.40%
GMWB and GMAB embedded derivatives [Member] \| Maximum [Member]
Fair values of assets and liabilities
Utilization of guaranteed withdrawals (as a percent)	[2]	75.60%	75.60%
Surrender rate (as a percent)		66.40%	59.10%
Market volatility rate (as a percent)	[3]	21.20%	21.50%
Corporate debt securities (private placement) [Member]
Fair values of assets and liabilities
Assets at fair value		$ 1,154	$ 1,221
Corporate debt securities (private placement) [Member] \| Minimum [Member]
Fair values of assets and liabilities
Yield/spread to U.S. Treasuries (as a percent)		0.90%	1.10%
Corporate debt securities (private placement) [Member] \| Maximum [Member]
Fair values of assets and liabilities
Yield/spread to U.S. Treasuries (as a percent)		2.50%	3.80%
Corporate debt securities (private placement) [Member] \| Weighted average [Member]
Fair values of assets and liabilities
Yield/spread to U.S. Treasuries (as a percent)		1.30%	1.60%

[1]	The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives.
[2]	The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year.
[3]	Market volatility is implied volatility of fund of funds and managed volatility funds

Fair Values of Assets and Lia78

Fair Values of Assets and Liabilities ( Financial Instruments Not at FV) (Details) - USD ($) $ in Millions		Dec. 31, 2016	Dec. 31, 2015
Financial Assets
Mortgage loans, net		$ 2,874	$ 3,211
Policy loans		830	823
Other investments		998	998
Financial Liabilities
Policyholder account balances, future policy benefits and claims		29,514	29,029
Short-term borrowings		200	200
Other liabilities		4,253	4,103	[1]
Separate account liabilities measured at NAV		76,298	76,004
Carrying value [Member]
Financial Assets
Mortgage loans, net		2,874	3,211
Policy loans		830	823
Other investments		402	463
Financial Liabilities
Policyholder account balances, future policy benefits and claims		10,906	11,523
Short-term borrowings		200	200
Other liabilities		177	117
Separate account liabilities measured at NAV		341	360
Recurring basis [Member]
Financial Assets
Mortgage loans, net		2,865	3,254
Policy loans		807	803
Other investments		407	449
Financial Liabilities
Policyholder account balances, future policy benefits and claims		11,417	12,424
Short-term borrowings		200	200
Other liabilities		169	113
Separate account liabilities measured at NAV	[2]	341	360
Recurring basis [Member] \| Level 2 [Member]
Financial Assets
Other investments		364	416
Financial Liabilities
Short-term borrowings		200	200
Recurring basis [Member] \| Level 3 [Member]
Financial Assets
Mortgage loans, net		2,865	3,254
Policy loans		807	803
Other investments		43	33
Financial Liabilities
Policyholder account balances, future policy benefits and claims		11,417	12,424
Other liabilities		$ 169	$ 113

[1]	Certain prior period amounts have been restated. See Note 1 for more information.
[2]	Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 3 for further information.

Related Party Transactions (Tex

Related Party Transactions (Text) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
CMIA [Member]
Related Party Transactions
Amount received for provision of services	$ 313	$ 311	$ 295
CMID [Member]
Related Party Transactions
Amount received for provision of services	158	162	158
CMIS [Member]
Related Party Transactions
Amount received for provision of services	40	41	40
Ameriprise Financial and affiliated companies [Member]
Related Party Transactions
Charges for use of joint facilities, technology support, marketing services and other services	400	437	431
Ameriprise Financial [Member]
Related Party Transactions
Due to related parties for federal income taxes	$ 168
Due from related parties for federal income taxes		$ (88)
RTA [Member]
Related Party Transactions
Cash contributions for affordable housing partnership investments			$ 15

Related Party Transactions (Div

Related Party Transactions (Dividend Table) (Details) - USD ($) $ in Millions		3 Months Ended	12 Months Ended
		Mar. 31, 2017	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Related Party Transactions
Cash dividends paid to Ameriprise Financial			$ 1,000	$ 800	$ 900
Ameriprise Financial [Member]
Related Party Transactions
Cash dividends paid to Ameriprise Financial			1,000	800	900
RiverSource Life of NY [Member]
Related Party Transactions
Cash dividends received by RiverSource Life Insurance Company			50	$ 25	24
RTA [Member]
Related Party Transactions
Cash dividends received by RiverSource Life Insurance Company			15		$ 30
RiverSource REO 1, LLC [Member]
Related Party Transactions
Cash dividends received by RiverSource Life Insurance Company	[1]		$ 31
Dividend declared February 8, 2017 [Member] \| Ameriprise Financial [Member]
Related Party Transactions
Cash dividends paid to Ameriprise Financial		$ 300

[1]	RiverSource REO 1, LLC is a wholly owned subsidiary of RiverSource Life Insurance Company which holds foreclosed mortgage loans and real estate.

Regulatory Requirements (Text)

Regulatory Requirements (Text) (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Insurance [Abstract]
Statutory unassigned surplus	$ 275	$ 954
Percentage of previous year-end statutory capital and surplus	10.00%
Statutory capital and surplus	$ 3,000	3,700
Assets held by insurance regulators	$ 4	$ 5

Regulatory Requirements (Table)

Regulatory Requirements (Table) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Insurance [Abstract]
Statutory net gain from operations	[1]	$ 834	$ 1,033	$ 1,412
Statutory net income	[1]	$ 322	$ 633	$ 1,154

[1]	Statutory net gain (loss) from operations and statutory net income (loss) are significantly impacted by changes in reserves for variable annuity guaranteed benefits, however, these impacts are substantially offset by unrealized gains (losses) on derivatives which are not included in statutory income but are recorded directly to surplus.

Offsetting Assets and Liabili83

Offsetting Assets and Liabilities (Assets) (Details) - USD ($) $ in Millions		Dec. 31, 2016	Dec. 31, 2015
Derivatives:
Gross amounts of recognized assets	[1]	$ 3,346	$ 3,508
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,670)	(2,609)
Cash collateral		(377)	(456)
Securities collateral		(235)	(320)
Net amount		64	123
OTC derivatives [Member]
Derivatives:
Gross amounts of recognized assets		2,822	3,051
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,161)	(2,293)
Cash collateral		(374)	(354)
Securities collateral		(235)	(320)
Net amount		52	84
OTC cleared derivatives [Member]
Derivatives:
Gross amounts of recognized assets		510	417
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(507)	(313)
Cash collateral		(3)	(102)
Net amount		0	2
Exchange-traded derivatives [Member]
Derivatives:
Gross amounts of recognized assets		14	40
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2)	(3)
Net amount		$ 12	$ 37

[1]	The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets.
[2]	Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

Offsetting Assets and Liabili84

Offsetting Assets and Liabilities (Liabilities) (Details) - USD ($) $ in Millions		Dec. 31, 2016	Dec. 31, 2015
Derivatives
Gross amounts of recognized liabilities	[1]	$ 4,084	$ 4,160
Repurchase agreements
Gross amounts of recognized liabilities		50	50
Gross Amounts Not Offset in the Consolidated Balance Sheets
Securities collateral		(50)	(50)
Net amount		0	0
Total
Gross amounts of recognized liabilities		3,051	2,990
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,670)	(2,609)
Cash collateral		(8)	0
Securities collateral		(362)	(381)
Net amount		11	0
OTC derivatives [Member]
Derivatives
Gross amounts of recognized liabilities		2,481	2,624
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,161)	(2,293)
Securities collateral		(312)	(331)
Net amount		8	0
OTC cleared derivatives [Member]
Derivatives
Gross amounts of recognized liabilities		515	313
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(507)	(313)
Cash collateral		(8)
Net amount		0	0
Exchange-traded derivatives [Member]
Derivatives
Gross amounts of recognized liabilities		5	3
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2)	(3)
Net amount		3	0
Total derivatives [Member]
Derivatives
Gross amounts of recognized liabilities		3,001	2,940
Gross Amounts Not Offset in the Consolidated Balance Sheets
Financial instruments	[2]	(2,670)	(2,609)
Cash collateral		(8)	0
Securities collateral		(312)	(331)
Net amount		$ 11	$ 0

[1]	The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets.
[2]	Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

Derivatives and Hedging Activ85

Derivatives and Hedging Activities (Balance Sheet) (Details) - USD ($) $ in Millions		Dec. 31, 2016	Dec. 31, 2015
Derivatives and Hedging Activities
Notional amount		$ 137,211	$ 138,505
Liability	[1]	4,084	4,160
Asset	[2]	3,346	3,508
Fair value of investment securities received as collateral		235	323
Fair value of investment securities received as collateral that can be repledged		118	193
Fair value of investment securities received as collateral that were repledged		19	0
GMWB and GMAB embedded derivatives [Member]
Derivatives and Hedging Activities
Liability		880	994
Asset		266	143
Embedded derivatives [Member]
Derivatives and Hedging Activities
Asset		0	0
Derivatives not designated as hedging instruments [Member]
Derivatives and Hedging Activities
Notional amount		137,211	138,505
Derivatives not designated as hedging instruments [Member] \| Interest rate contracts [Member]
Derivatives and Hedging Activities
Notional amount		71,019	62,591
Derivatives not designated as hedging instruments [Member] \| Equity contracts [Member]
Derivatives and Hedging Activities
Notional amount		59,401	69,009
Derivatives not designated as hedging instruments [Member] \| Credit contracts [Member]
Derivatives and Hedging Activities
Notional amount		1,039	600
Derivatives not designated as hedging instruments [Member] \| Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Notional amount		4,494	4,155
Derivatives not designated as hedging instruments [Member] \| Other derivative contracts [Member]
Derivatives and Hedging Activities
Notional amount		1,258	2,150
Other Assets [Member] \| Derivatives not designated as hedging instruments [Member]
Derivatives and Hedging Activities
Asset	[2]	3,346	3,508
Other Assets [Member] \| Derivatives not designated as hedging instruments [Member] \| Interest rate contracts [Member]
Derivatives and Hedging Activities
Asset	[2]	1,735	1,882
Other Assets [Member] \| Derivatives not designated as hedging instruments [Member] \| Equity contracts [Member]
Derivatives and Hedging Activities
Asset	[2]	1,523	1,569
Other Assets [Member] \| Derivatives not designated as hedging instruments [Member] \| Credit contracts [Member]
Derivatives and Hedging Activities
Asset	[2]	1	2
Other Assets [Member] \| Derivatives not designated as hedging instruments [Member] \| Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Asset	[2]	80	55
Other Assets [Member] \| Derivatives not designated as hedging instruments [Member] \| Other derivative contracts [Member]
Derivatives and Hedging Activities
Asset	[2]	7
Other Liabilities [Member] \| Derivatives not designated as hedging instruments [Member]
Derivatives and Hedging Activities
Liability	[1]	3,001	2,940
Other Liabilities [Member] \| Derivatives not designated as hedging instruments [Member] \| Interest rate contracts [Member]
Derivatives and Hedging Activities
Liability	[1]	965	948
Other Liabilities [Member] \| Derivatives not designated as hedging instruments [Member] \| Equity contracts [Member]
Derivatives and Hedging Activities
Liability	[1]	1,988	1,975
Other Liabilities [Member] \| Derivatives not designated as hedging instruments [Member] \| Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Liability	[1]	47	17
Other Liabilities [Member] \| Derivatives not designated as hedging instruments [Member] \| Other derivative contracts [Member]
Derivatives and Hedging Activities
Liability	[1]	1
PAB, FPB and claims [Member] \| GMWB and GMAB embedded derivatives [Member]
Derivatives and Hedging Activities
Liability	[1],[3]	614	851
PAB, FPB and claims [Member] \| IUL embedded derivatives [Member]
Derivatives and Hedging Activities
Liability	[1]	464	364
PAB, FPB and claims [Member] \| EIA embedded derivatives [Member]
Derivatives and Hedging Activities
Liability	[1]	5	5
PAB, FPB and claims [Member] \| Embedded derivatives [Member]
Derivatives and Hedging Activities
Liability	[1]	$ 1,083	$ 1,220

[1]	The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets.
[2]	The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets.
[3]	The fair value of the GMWB and GMAB embedded derivatives at December 31, 2016 included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives at December 31, 2015 included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position.

Derivatives and Hedging Activ86

Derivatives and Hedging Activities (Income Statement) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Net investment income [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	$ 0	$ 0	$ 3
Interest credited to fixed accounts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	35	(17)	(8)
Interest credited to fixed accounts [Member] \| IUL embedded derivatives [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	15	(8)	(27)
Interest credited to fixed accounts [Member] \| EIA embedded derivatives [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income		1	(2)
Benefits, claims, losses and settlement expenses [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(582)	(437)	(279)
Benefits, claims, losses and settlement expenses [Member] \| GMWB and GMAB embedded derivatives [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	237	(372)	(1,054)
Derivatives not designated as hedging instruments [Member] \| Net investment income [Member] \| Interest rate contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income			3
Derivatives not designated as hedging instruments [Member] \| Interest credited to fixed accounts [Member] \| Equity contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	20	(10)	21
Derivatives not designated as hedging instruments [Member] \| Benefits, claims, losses and settlement expenses [Member] \| Interest rate contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	38	241	1,122
Derivatives not designated as hedging instruments [Member] \| Benefits, claims, losses and settlement expenses [Member] \| Equity contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(836)	(304)	(304)
Derivatives not designated as hedging instruments [Member] \| Benefits, claims, losses and settlement expenses [Member] \| Credit contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	2	(1)	(33)
Derivatives not designated as hedging instruments [Member] \| Benefits, claims, losses and settlement expenses [Member] \| Foreign exchange contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income		13	(9)
Derivatives not designated as hedging instruments [Member] \| Benefits, claims, losses and settlement expenses [Member] \| Other derivative contracts [Member]
Impact of derivatives on the Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	$ (23)	$ (14)	$ (1)

Derivatives and Hedging Activ87

Derivatives and Hedging Activities (Option Rec/Pay) (Details) $ in Millions	Dec. 31, 2016USD ($)
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	$ 1,623
Premiums receivable for derivative option contracts	707
2017 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	251
Premiums receivable for derivative option contracts	75
2018 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	208
Premiums receivable for derivative option contracts	128
2019 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	253
Premiums receivable for derivative option contracts	169
2020 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	175
Premiums receivable for derivative option contracts	98
2021 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	166
Premiums receivable for derivative option contracts	106
2022-2026 [Member]
Summary of option premiums payable and receivable
Premiums payable for derivative option contracts	570
Premiums receivable for derivative option contracts	$ 131

Derivatives and Hedging Activ88

Derivatives and Hedging Activities (Cash Flow Hedges and Credit Risk) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
General Cash Flow Hedge Information [Abstract]
Derivatives designated as cash flow hedges	$ 0
Estimated reclassification of net pretax losses on cash flow hedges from accumulated other comprehensive income within the next twelve months	$ 5
Longest period of time over which the entity hedges exposure to the variability in future cash flows	2 years
Derivatives liabilities, credit risk related contingent features
Aggregate fair value of all derivative instruments containing credit risk features	$ 206	$ 243
Aggregate fair value of assets posted as collateral	198	243
Additional fair value of assets needed to settle derivative liabilities	$ 8	$ 0

Shareholder's Equity Comprehens

Shareholder's Equity Comprehensive Income (Loss) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, before Tax, Portion Attributable to Parent [Abstract]
Net unrealized securities gains (losses) arising during the period, pretax	[1]	$ 350	$ (997)	$ 445
Reclassification of net securities (gains) losses included in net income, pretax	[2]	(17)	(6)	(40)
Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables, pretax		(242)	480	(290)
Net unrealized securities gains (losses), pretax		91	(523)	115
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, before Tax, Portion Attributable to Parent [Abstract]
Reclassification of net derivative losses included in net income, pretax	[3]	6	6	7
Net unrealized derivative gains, pretax		6	6	7
Other comprehensive income (loss), pretax		97	(517)	122
Other Comprehensive Income (Loss), Available-for-sale Securities, Tax, Portion Attributable to Parent [Abstract]
Net unrealized securities gains (losses) arising during the period, tax		(124)	351	(156)
Reclassification of net securities (gains) losses included in net income, tax		6	2	14
Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables, tax		85	(168)	101
Net unrealized securities gains (losses), tax		(33)	185	(41)
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Tax, Portion Attributable to Parent [Abstract]
Reclassification of net derivative losses included in net income, tax		(2)	(2)	(2)
Net unrealized derivatives gains, tax		(2)	(2)	(2)
Other comprehensive income (loss), tax		(35)	183	(43)
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax, Portion Attributable to Parent [Abstract]
Net unrealized securities gains (losses) arising during the period, net of tax		226	(646)	289
Reclassification of net securities (gains) losses included in net income, net of tax		(11)	(4)	(26)
Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables, net of tax		(157)	312	(189)
Net unrealized securities gains (losses), net of tax		58	(338)	74
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax, Portion Attributable to Parent [Abstract]
Reclassification of net derivative losses included in net income, net of tax		4	4	5
Net unrealized derivatives gains, net of tax		4	4	5
Total other comprehensive income (loss), net of tax		$ 62	$ (334)	$ 79

[1]	Includes other-than-temporary impairment losses on Available-for-Sale securities related to factors other than credit that were recognized in other comprehensive income (loss) during the period.
[2]	Reclassification amounts are recorded in net realized investment gains (losses).
[3]	Reclassification amounts are recorded in net investment income.

Shareholder's Equity (Reclassif

Shareholder's Equity (Reclassifications) (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning balance		$ 395		$ 729		$ 650
OCI before reclassifications		69		(334)		100
Amounts reclassified from AOCI		(7)		0		(21)
Total OCI		62		(334)		79
Ending balance		457		395		729
Net unrealized securities gains (losses) [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning balance		403	[1]	741	[1]	667
OCI before reclassifications		69		(334)		100
Amounts reclassified from AOCI		(11)		(4)		(26)
Total OCI		58		(338)		74
Ending balance	[1]	461		403		741
Noncredit related impairments on securities and net unrealized securities losses on previously impaired securities		0		2		2
Net unrealized derivatives gains [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning balance		(8)		(12)		(17)
Amounts reclassified from AOCI		4		4		5
Total OCI		4		4		5
Ending balance		$ (4)		$ (8)		$ (12)

[1]	Includes nil, $2 million and $2 million of noncredit related impairments on securities and net unrealized securities losses on previously impaired securities at December 31, 2016, 2015 and 2014, respectively.

Income Taxes (Income Tax Compon

Income Taxes (Income Tax Components) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Income Tax Disclosure [Abstract]
Approved change in income tax accounting method		$ 300
Current income tax [Abstract]
Federal	$ 18	234	$ 2
State	1	2	(2)
Total current income tax	19	236	0
Deferred income tax [Abstract]
Federal	6	(91)	202
State	(1)		7
Total deferred income tax	5	(91)	209
Total income tax provision	$ 24	$ 145	$ 209

Income Taxes (Reconcilation of

Income Taxes (Reconcilation of Income Tax Provision Rate) (Details)	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Effective Income Tax Rate Reconciliation, Percent [Abstract]
Tax at U.S. statutory rate	35.00%	35.00%	35.00%
Effective Income Tax Rate Continuing Operations Tax Rate Reconciliation Elements [Abstract]
Dividend received deduction (as a percent)	(17.10%)	(14.00%)	(10.40%)
Low income housing tax credits (as a percent)	(9.40%)	(6.10%)	(4.70%)
Foreign tax credit, net of addback (as a percent)	(3.80%)		(1.00%)
State taxes, net of federal benefit (as a percent)			0.30%
Taxes applicable to prior years (as a percent)	(2.00%)		(0.40%)
Other, net (as a percent)	0.70%	(0.90%)	(1.00%)
Income tax provision	3.40%	14.00%	17.80%

Income Taxes (Deferred Income T

Income Taxes (Deferred Income Tax Assets and Liabilities) (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Deferred income tax assets [Abstract]
Liabilities for policyholder account balances, future policy benefits and claims	$ 1,144	$ 1,357
Investment related	236	55
Other	13	15
Gross deferred income tax assets	1,393	1,427
Less: valuation allowance	8	8
Total deferred income tax assets	1,385	1,419
Deferred income tax liabilities [Abstract]
Deferred acquisition costs	695	709
Net unrealized gains on Available-for-Sale securities	251	217
Deferred sales inducement costs	113	125
Depreciation	23	23
Other	0	3
Gross deferred income tax liabilities	1,082	1,077
Net deferred income tax assets	303	$ 342
State and Local Jurisdiction [Member]
Operating Loss Carryforwards [Line Items]
Operating Loss Carryforwards	$ 7

Income Taxes (Unrecognized Tax

Income Taxes (Unrecognized Tax Benefits Information) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Reconciliation of the beginning and ending amount of gross unrecognized tax benefits
Balance at the beginning of the period	$ 95	$ 160	$ 144
Additions based on tax positions related to the current year	6	11	13
Additions for tax positions of prior years	31	29	21
Reductions for tax positions of prior years	(68)	(105)	(18)
Settlements	(5)
Balance at the end of the period	59	95	160
Operating Loss Carryforwards [Line Items]
Unrecognized tax benefits, net of federal tax benefits that would affect the effective tax rate if recognized	6	9	7
Net increase (decrease) in interest and penalties	(39)	1	$ 4
Payable related to accrued interest and penalties	2	$ 41
Minimum [Member]
Operating Loss Carryforwards [Line Items]
Decrease in gross unrecognized tax benefits due to resolution of IRS examinations	50
Maximum [Member]
Operating Loss Carryforwards [Line Items]
Decrease in gross unrecognized tax benefits due to resolution of IRS examinations	$ 60

Commitments, Guarantess and Con

Commitments, Guarantess and Contingencies (Commitments Table) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Commercial mortgage loans	$ 68	$ 73
Residential mortgage loans	185	447
Affordable housing and other real estate partnerships	177	117
Total funding commitments	$ 430	$ 637

Commitments, Guarantees and C96

Commitments, Guarantees and Contingencies (Guarantees and Contingencies Information)(Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Guaranty fund assessments [Member]
Commitments and Contingencies
Liability related to guaranty fund assessments	$ 16	$ 13
Related premium tax asset	$ 14	$ 12
Minimum [Member]
Commitments and Contingencies
Range of interest rate guarantees in fixed accounts	1.00%
Maximum [Member]
Commitments and Contingencies
Range of interest rate guarantees in fixed accounts	5.00%