BRIGHTHOUSE LIFE INSURANCE 10-Q 14 May 14 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	3 Months Ended
	Mar. 31, 2014	14-May-14
Document and Entity Information [Abstract]	'	'
Entity Registrant Name	'MetLife Insurance CO of Connecticut	'
Entity Central Index Key	'0000733076	'
Document Type	'10-Q	'
Document Period End Date	31-Mar-14	'
Amendment Flag	'false	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Current Fiscal Year End Date	'--12-31	'
Entity Well-known Seasoned Issuer	'No	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'
Entity Filer Category	'Non-accelerated Filer	'
Entity Public Float	$0	'
Entity Common Stock, Shares Outstanding	'	34,595,317

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments:	'	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	$46,787	$45,252
Equity securities available-for-sale, at estimated fair value (cost: $397 and $397, respectively)	430	418
Mortgage loans (net of valuation allowances of $33 and $34, respectively; includes $1,140 and $1,598, respectively, at estimated fair value, relating to variable interest entities)	6,982	7,718
Policy loans	1,214	1,219
Real estate and real estate joint ventures	842	754
Other limited partnership interests	2,222	2,130
Short-term investments, principally at estimated fair value	1,810	2,107
Other invested assets, principally at estimated fair value	2,609	2,555
Total investments	62,896	62,153
Cash and cash equivalents, principally at estimated fair value	1,843	746
Accrued investment income (includes $7 and $9, respectively, relating to variable interest entities)	558	542
Premiums, reinsurance and other receivables	21,579	20,609
Deferred policy acquisition costs and value of business acquired	4,395	4,730
Current income tax recoverable	222	192
Goodwill	381	493
Other assets	785	794
Separate account assets	98,005	97,780
Total assets	190,664	188,039
Liabilities	'	'
Future policy benefits	28,455	27,991
Policyholder account balances	33,055	33,453
Other policy-related balances	3,194	3,164
Payables for collateral under securities loaned and other transactions	7,764	6,451
Long-term debt (includes $1,000 and $1,461, respectively, at estimated fair value, relating to variable interest entities)	1,790	2,251
Deferred income tax liability	1,688	1,385
Other liabilities (includes $6 and $7, respectively, relating to variable interest entities)	7,353	6,776
Separate account liabilities	98,005	97,780
Total liabilities	181,304	179,251
Contingencies, Commitments and Guarantees (Note 11)	'	'
Stockholders' Equity	'	'
Common stock, par value $2.50 per share; 40,000,000 shares authorized; 34,595,317 shares issued and outstanding at March 31, 2014 and December 31, 2013	86	86
Additional paid-in capital	6,737	6,737
Retained earnings	982	1,076
Accumulated other comprehensive income (loss)	1,555	889
Total stockholders’ equity	9,360	8,788
Total liabilities and stockholders’ equity	$190,664	$188,039

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Investments:	'	'
Amortized cost of fixed maturity securities available-for-sale	$43,937	$43,477
Cost of equity securities available-for-sale	397	397
Mortgage loans valuation allowances	33	34
Mortgage loans, at estimated fair value, relating to variable interest entities	6,982	7,718
Accrued investment income relating to variable interest entities	558	542
Liabilities	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	1,790	2,251
Other liabilities relating to variable interest entities	7,353	6,776
Stockholders' Equity	'	'
Common stock, par value	$2.50	$2.50
Common stock, shares authorized	40,000,000	40,000,000
Common stock, shares issued	34,595,317	34,595,317
Common stock, shares outstanding	34,595,317	34,595,317
Variable interest entities [Member]	'	'
Investments:	'	'
Mortgage loans, at estimated fair value, relating to variable interest entities	1,140	1,598
Accrued investment income relating to variable interest entities	7	9
Liabilities	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	1,000	1,461
Other liabilities relating to variable interest entities	$6	$7

Consolidated_Statements_of_Ope

Consolidated Statements of Operations and Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Revenues	'	'
Premiums	$165	$151
Universal life and investment-type product policy fees	589	564
Net investment income	702	730
Other revenues	119	157
Net investment gains (losses):	'	'
Other-than-temporary impairments on fixed maturity securities	-1	-2
Other-than-temporary impairments on fixed maturity securities transferred to other comprehensive income (loss)	0	-7
Other net investment gains (losses)	-518	75
Total net investment gains (losses)	-519	66
Net derivative gains (losses)	180	113
Total revenues	1,236	1,781
Expenses	'	'
Policyholder benefits and claims	420	414
Interest credited to policyholder account balances	239	264
Other expenses	720	408
Total expenses	1,379	1,086
Income (loss) before provision for income tax	-143	695
Provision for income tax expense (benefit)	-49	230
Net income (loss)	-94	465
Comprehensive income (loss)	$572	$51

Consolidated_Statements_of_Sto

Consolidated Statements of Stockholders' Equity (Unaudited) (USD $)	Total	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive Income (Loss) Net Unrealized Investment Gains (Losses) [Member]	Accumulated Other Comprehensive Income (Loss) Other-Than-Temporary Impairments [Member]	Accumulated Other Comprehensive Income (Loss) Foreign Currency Translation Adjustments [Member]
In Millions
Beginning Balance at Dec. 31, 2012	$10,560	$86	$6,718	$1,356	$2,487	($38)	($49)
Net income (loss)	465	'	'	465	'	'	'
Other comprehensive income (loss), net of income tax	-414	'	'	'	-367	9	-56
Ending Balance at Mar. 31, 2013	10,611	86	6,718	1,821	2,120	-29	-105
Beginning Balance at Dec. 31, 2013	8,788	86	6,737	1,076	938	-26	-23
Net income (loss)	-94	'	'	-94	'	'	'
Other comprehensive income (loss), net of income tax	666	'	'	'	658	2	6
Ending Balance at Mar. 31, 2014	$9,360	$86	$6,737	$982	$1,596	($24)	($17)

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Statement of Cash Flows [Abstract]	'	'
Net cash provided by (used in) operating activities	$616	$460
Cash flows from investing activities	'	'
Sales, maturities and repayments of fixed maturity securities	4,388	4,037
Sales, maturities and repayments of equity securities	14	24
Sales, maturities and repayments of mortgage loans	867	373
Sales, maturities and repayments of real estate and real estate joint ventures	1	3
Sales, maturities and repayments of other limited partnership interests	37	27
Purchases of fixed maturity securities	-5,064	-5,275
Purchases of equity securities	-9	-63
Purchases of mortgage loans	-119	-132
Purchases of real estate and real estate joint ventures	-89	-32
Purchases of other limited partnership interests	-61	-131
Cash received in connection with freestanding derivatives	46	30
Cash paid in connection with freestanding derivatives	-45	-218
Net change in policy loans	5	4
Net change in short-term investments	294	215
Net change in other invested assets	-5	-21
Net cash provided by (used in) investing activities	260	-1,159
Cash flows from financing activities	'	'
Policyholder account balances: Deposits	4,057	4,296
Policyholder account balances: Withdrawals	-4,678	-3,638
Net change in payables for collateral under securities loaned and other transactions	1,313	701
Long-term debt repaid	-459	-246
Financing element on certain derivative instruments	-13	-17
Net cash provided by (used in) financing activities	220	1,096
Effect of change in foreign currency exchange rates on cash and cash equivalents balances	1	-16
Change in cash and cash equivalents	1,097	381
Cash and cash equivalents, beginning of period	746	895
Cash and cash equivalents, end of period	1,843	1,276
Supplemental disclosures of cash flow information:	'	'
Net cash paid (received) for Interest	21	37
Net cash paid (received) for Income tax	$2	$17

Business_Basis_of_Presentation

Business, Basis of Presentation and Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Business, Basis of Presentation and Summary of Significant Accounting Policies	'
	1. Business, Basis of Presentation and Summary of Significant Accounting Policies
	Business
	“MICC” or the “Company” refers to MetLife Insurance Company of Connecticut, a Connecticut corporation incorporated in 1863, and its subsidiaries, including MetLife Investors USA Insurance Company (“MLI-USA”). MetLife Insurance Company of Connecticut is a wholly-owned subsidiary of MetLife, Inc. (“MetLife”). The Company offers individual annuities, individual life insurance, and institutional protection and asset accumulation products.
	The Company is organized into two segments: Retail and Corporate Benefit Funding.
	In 2013, MetLife announced its plans to merge three U.S.-based life insurance companies and an offshore reinsurance subsidiary to create one larger U.S.-based and U.S.-regulated life insurance company (the “Mergers”). The companies to be merged are MetLife Insurance Company of Connecticut, MLI-USA and MetLife Investors Insurance Company (“MLIIC”), each a U.S. insurance company that issues variable annuity products in addition to other products, and Exeter Reassurance Company, Ltd. (“Exeter”), a reinsurance company that mainly reinsures guarantees associated with variable annuity products. MetLife Insurance Company of Connecticut, which is expected to be renamed and domiciled in Delaware, will be the surviving entity. Exeter, formerly a Cayman Islands company, was re-domesticated to Delaware in October 2013. Effective January 1, 2014, following receipt of New York State Department of Financial Services approval, MetLife Insurance Company of Connecticut withdrew its license to issue insurance policies and annuity contracts in New York. Also effective January 1, 2014, MetLife Insurance Company of Connecticut reinsured with Metropolitan Life Insurance Company (“MLIC”), an affiliate, all existing New York insurance policies and annuity contracts that include a separate account feature. See Note 12. On December 31, 2013, MetLife Insurance Company of Connecticut deposited investments with an estimated fair market value of $6.3 billion into a custodial account, which became restricted to secure MetLife Insurance Company of Connecticut’s remaining New York policyholder liabilities not covered by such reinsurance on January 1, 2014. The Mergers are expected to occur in the fourth quarter of 2014, subject to regulatory approvals.
	Basis of Presentation
	The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America (“GAAP”) requires management to adopt accounting policies and make estimates and assumptions that affect amounts reported in the interim condensed consolidated financial statements. In applying these policies and estimates, management makes subjective and complex judgments that frequently require assumptions about matters that are inherently uncertain. Many of these policies, estimates and related judgments are common in the insurance and financial services industries; others are specific to the Company’s business and operations. Actual results could differ from estimates.
	The accompanying interim condensed consolidated financial statements include the accounts of MetLife Insurance Company of Connecticut and its subsidiaries, as well as partnerships and joint ventures in which the Company has control, and variable interest entities (“VIEs”) for which the Company is the primary beneficiary. Intercompany accounts and transactions have been eliminated.
	The Company uses the equity method of accounting for investments in equity securities when it has significant influence or at least 20% interest and for investments in real estate joint ventures and other limited partnership interests (“investees”) when it has more than a minor ownership interest or more than a minor influence over the investee’s operations, but does not have a controlling financial interest. The Company generally recognizes its share of the investee’s earnings on a three-month lag in instances where the investee’s financial information is not sufficiently timely or when the investee’s reporting period differs from the Company’s reporting period. The Company uses the cost method of accounting for investments in which it has virtually no influence over the investee’s operations.
	Certain amounts in the prior year periods’ interim condensed consolidated financial statements and related footnotes thereto have been reclassified to conform with the 2014 presentation as discussed throughout the Notes to the Interim Condensed Consolidated Financial Statements.
	Since the Company is a member of a controlled group of affiliated companies, its results may not be indicative of those of a stand-alone entity.
	The accompanying interim condensed consolidated financial statements are unaudited and reflect all adjustments (including normal recurring adjustments) necessary to present fairly the financial position, results of operations and cash flows for the interim periods presented in conformity with GAAP. Interim results are not necessarily indicative of full year performance. The December 31, 2013 consolidated balance sheet data was derived from audited consolidated financial statements included in MetLife Insurance Company of Connecticut’s Annual Report on Form 10-K for the year ended December 31, 2013 (the “2013 Annual Report”), filed with the U.S. Securities and Exchange Commission (“SEC”), which include all disclosures required by GAAP. Therefore, these interim condensed consolidated financial statements should be read in conjunction with the consolidated financial statements of the Company included in the 2013 Annual Report.
	Adoption of New Accounting Pronouncements
	Effective January 1, 2014, the Company adopted new guidance regarding reporting of discontinued operations and disclosures of disposals of components of an entity. The guidance increases the threshold for a disposal to qualify as a discontinued operation, expands the disclosures for discontinued operations and requires new disclosures for certain disposals that do not meet the definition of a discontinued operation. Disposals must now represent a strategic shift that has or will have a major effect on the entity’s operations and financial results to qualify as discontinued operations. As discussed in Note 3, the Company has entered into a definitive agreement to sell its wholly-owned subsidiary, MetLife Assurance Limited (“MAL”). As a result of the adoption of this new guidance, the results of operations of MAL and the estimated loss on sale have been included in income from continuing operations.
	Effective January 1, 2014, the Company adopted new guidance regarding the presentation of an unrecognized tax benefit. The new guidance requires that an unrecognized tax benefit, or a portion of an unrecognized tax benefit, be presented in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward. However, when the carryforwards are not available at the reporting date to settle any additional income taxes that would result from the disallowance of a tax position or the applicable tax law does not require, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit will be presented in the financial statements as a liability and will not be combined with the related deferred tax asset. The adoption was prospectively applied and did not have a material impact on the Company’s consolidated financial statements.
	Effective January 1, 2014, the Company adopted new guidance regarding foreign currency that requires an entity that ceases to have a controlling financial interest in a subsidiary or group of assets within a foreign entity to release any related cumulative translation adjustment into net income. Accordingly, the cumulative translation adjustment should be released into net income only if the sale or transfer results in the complete or substantially complete liquidation of the foreign entity in which the subsidiary or group of assets had resided. For an equity method investment that is a foreign entity, a pro rata portion of the cumulative translation adjustment should be released into net income upon a partial sale of such an equity method investment. The new guidance did not have a material impact on the financial statements upon adoption.
	Effective January 1, 2014, the Company adopted new guidance regarding liabilities that requires an entity to measure obligations resulting from joint and several liability arrangements for which the total amount of the obligation within the scope of the guidance is fixed at the reporting date, as the sum of the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and any additional amount the reporting entity expects to pay on behalf of its co-obligors. In addition, the amendments require an entity to disclose the nature and amount of the obligation, as well as other information about the obligation. The new guidance did not have a material impact on the financial statements upon adoption.
	Future Adoption of New Accounting Pronouncements
	In January 2014, the Financial Accounting Standards Board issued new guidance regarding investments (Accounting Standards Update 2014-01, Investments — Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects). This guidance is applicable to investments in flow-through limited liability entities that manage or invest in affordable housing projects that qualify for the low-income housing tax credit. Under the guidance, an entity that meets certain conditions is permitted to make an accounting policy election to amortize the initial cost of its investment in proportion to the tax credits and other tax benefits received and recognize the net investment performance on the statement of operations as a component of income tax expense (benefit). The new guidance is effective for annual periods and interim reporting periods within those annual periods, beginning after December 15, 2014, and should be applied retrospectively to all periods presented. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.

Segment_Information

Segment Information	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Segment Information	'
	2. Segment Information
	The Company is organized into two segments: Retail and Corporate Benefit Funding. In addition, the Company reports certain of its results of operations in Corporate & Other.
	Retail
	The Retail segment offers a broad range of protection products and a variety of annuities primarily to individuals, and is organized into two businesses: Annuities and Life & Other. Annuities includes a variety of variable, fixed and indexed annuities which provide for both asset accumulation and asset distribution needs. Life & Other insurance products and services include variable life, universal life, term life and whole life products, as well as individual disability income products. Additionally, through broker-dealer affiliates, the Company offers a full range of mutual funds and other securities products.
	Corporate Benefit Funding
	The Corporate Benefit Funding segment offers a broad range of annuity and investment products, including guaranteed interest products and other stable value products, income annuities, and separate account contracts for the investment management of defined benefit and defined contribution plan assets. This segment also includes structured settlements and certain products to fund company-, bank- or trust-owned life insurance used to finance non-qualified benefit programs for executives.
	Corporate & Other
	Corporate & Other contains the excess capital not allocated to the segments, various business activities including start-up businesses, run-off businesses, the Company’s ancillary international operations, interest expense related to the majority of the Company’s outstanding debt, as well as expenses associated with certain legal proceedings and income tax audit issues. Start-up businesses include direct and digital marketing products. Corporate & Other also includes the elimination of intersegment amounts.
	Financial Measures and Segment Accounting Policies
	Operating earnings is the measure of segment profit or loss the Company uses to evaluate segment performance and allocate resources. Consistent with GAAP guidance for segment reporting, operating earnings is the Company’s measure of segment performance and is reported below. Operating earnings should not be viewed as a substitute for net income (loss). The Company believes the presentation of operating earnings as the Company measures it for management purposes enhances the understanding of its performance by highlighting the results of operations and the underlying profitability drivers of the business.
	Operating earnings is defined as operating revenues less operating expenses, both net of income tax.
	Operating revenues and operating expenses exclude results of discontinued operations and other businesses that have been or will be sold or exited by the Company (“Divested Businesses”). Operating revenues also excludes net investment gains (losses) and net derivative gains (losses). Operating expenses also excludes goodwill impairments.
	The following additional adjustments are made to GAAP revenues, in the line items indicated, in calculating operating revenues:
	•	Universal life and investment-type product policy fees excludes the amortization of unearned revenue related to net investment gains (losses) and net derivative gains (losses) and certain variable annuity guaranteed minimum income benefits (“GMIBs”) fees (“GMIB Fees”); and
	•	Net investment income: (i) includes amounts for scheduled periodic settlement payments and amortization of premium on derivatives that are hedges of investments or that are used to replicate certain investments, but do not qualify for hedge accounting treatment, (ii) includes income from discontinued real estate operations, (iii) excludes post-tax operating earnings adjustments relating to insurance joint ventures accounted for under the equity method, (iv) excludes certain amounts related to contractholder-directed unit-linked investments, and (v) excludes certain amounts related to securitization entities that are VIEs consolidated under GAAP.
	The following additional adjustments are made to GAAP expenses, in the line items indicated, in calculating operating expenses:
	•	Policyholder benefits and claims excludes: (i) amounts associated with periodic crediting rate adjustments based on the total return of a contractually referenced pool of assets, (ii) benefits and hedging costs related to GMIBs (“GMIB Costs”), and (iii) market value adjustments associated with surrenders or terminations of contracts (“Market Value Adjustments”);
	•	Interest credited to policyholder account balances includes adjustments for scheduled periodic settlement payments and amortization of premium on derivatives that are hedges of policyholder account balances (“PABs”) but do not qualify for hedge accounting treatment and excludes amounts related to net investment income earned on contractholder-directed unit-linked investments;
	•	Amortization of deferred policy acquisition costs (“DAC”) and value of business acquired (“VOBA”) excludes amounts related to: (i) net investment gains (losses) and net derivative gains (losses), (ii) GMIB Fees and GMIB Costs, and (iii) Market Value Adjustments;
	•	Interest expense on debt excludes certain amounts related to securitization entities that are VIEs consolidated under GAAP; and
	•	Other expenses excludes costs related to: (i) implementation of new insurance regulatory requirements, and (ii) acquisition and integration costs.
	In the first quarter of 2014, MetLife began reporting the operations of MAL as divested business. See Note 3. Consequently, the results for Corporate Benefit Funding and Corporate & Other have decreased by $5 million, net of $3 million of income tax, and $3 million, net of $2 million of income tax, respectively, for the three months ended March 31, 2013.
	Set forth in the tables below is certain financial information with respect to the Company’s segments, as well as Corporate & Other, for the three months ended March 31, 2014 and 2013. The segment accounting policies are the same as those used to prepare the Company’s consolidated financial statements, except for operating earnings adjustments as defined above. In addition, segment accounting policies include the method of capital allocation described below.
	Economic capital is an internally developed risk capital model, the purpose of which is to measure the risk in the business and to provide a basis upon which capital is deployed. The economic capital model accounts for the unique and specific nature of the risks inherent in MetLife’s and the Company’s business.
	MetLife’s economic capital model aligns segment allocated equity with emerging standards and consistent risk principles. The model applies statistics-based risk evaluation principles to the material risks to which the Company is exposed. These consistent risk principles include calibrating required economic capital shock factors to a specific confidence level and time horizon and applying an industry standard method for the inclusion of diversification benefits among risk types.
	Segment net investment income is credited or charged based on the level of allocated equity; however, changes in allocated equity do not impact the Company’s consolidated net investment income, operating earnings or net income (loss).
	Net investment income is based upon the actual results of each segment’s specifically identifiable investment portfolios adjusted for allocated equity. Other costs are allocated to each of the segments based upon: (i) a review of the nature of such costs; (ii) time studies analyzing the amount of employee compensation costs incurred by each segment; and (iii) cost estimates included in the Company’s product pricing.
			Operating Earnings
	Three Months Ended March 31, 2014		Retail				Corporate			Corporate			Total			Adjustments			Total
							Benefit			& Other									Consolidated
							Funding (1)
			(In millions)
	Revenues
	Premiums		$	216			$	(65	)	$	14		$	165		$	—		$	165
	Universal life and investment-type product policy fees		542				8			—			550			39			589
	Net investment income		406				235			35			676			26			702
	Other revenues		117				2			—			119			—			119
	Net investment gains (losses)		—				—			—			—			(519		)	(519		)
	Net derivative gains (losses)		—				—			—			—			180			180
	Total revenues		1,281				180			49			1,510			(274		)	1,236
	Expenses
	Policyholder benefits and claims		320				26			(1		)	345			75			420
	Interest credited to policyholder account balances		209				30			—			239			—			239
	Capitalization of DAC		(58		)		—			(16		)	(74		)	—			(74		)
	Amortization of DAC and VOBA		169				—			8			177			139			316
	Interest expense on debt		—				—			17			17			18			35
	Other expenses		414				7			18			439			4			443
	Total expenses		1,054				63			26			1,143			236			1,379
	Provision for income tax expense (benefit)		78				41			(13		)	106			(155		)	(49		)
	Operating earnings		$	149			$	76		$	36		261
	Adjustments to:
	Total revenues												(274		)
	Total expenses												(236		)
	Provision for income tax (expense) benefit												155
	Net income (loss)												$	(94	)				$	(94	)
	____________
	-1	Premiums and policyholder benefits and claims both include ($87) million of ceded reinsurance with MLIC, related to the Mergers. See Note 12.
			Operating Earnings
	Three Months Ended March 31, 2013		Retail				Corporate			Corporate			Total			Adjustments			Total
							Benefit			& Other									Consolidated
							Funding
			(In millions)
	Revenues
Premiums		$	74			$	20		$	9		$	103		$	48		$	151
Universal life and investment-type product policy fees		521				9			—			530			34			564
Net investment income		400				251			32			683			47			730
Other revenues		156				1			—			157			—			157
Net investment gains (losses)		—				—			—			—			66			66
Net derivative gains (losses)		—				—			—			—			113			113
Total revenues		1,151				281			41			1,473			308			1,781
Expenses
Policyholder benefits and claims		146				127			9			282			132			414
Interest credited to policyholder account balances		229				37			—			266			(2		)	264
Capitalization of DAC		(148		)		(2		)	(4		)	(154		)	—			(154		)
Amortization of DAC and VOBA		114				2			—			116			(90		)	26
Interest expense on debt		—				—			17			17			34			51
Other expenses		466				8			7			481			4			485
Total expenses		807				172			29			1,008			78			1,086
Provision for income tax expense (benefit)		120				38			(11		)	147			83			230
Operating earnings		$	224			$	71		$	23		318
Adjustments to:
Total revenues												308
Total expenses												(78		)
Provision for income tax (expense) benefit												(83		)
Net income (loss)												$	465					$	465
The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	31-Mar-14				31-Dec-13
	(In millions)
Retail	$	147,375			$	146,515
Corporate Benefit Funding	31,281				30,822
Corporate & Other	12,008				10,702
Total	$	190,664			$	188,039

Pending_Disposition

Pending Disposition	3 Months Ended
	Mar. 31, 2014
Discontinued Operations and Disposal Groups [Abstract]	'
Pending Disposition	'
	3.  Pending Disposition
	On February 14, 2014, the Company entered into a definitive agreement to sell its wholly-owned subsidiary, MAL, for an expected gross consideration of $705 million (£424 million) in cash. The transaction is expected to close in the second quarter of 2014, subject to satisfaction of customary closing conditions. As a result of this agreement, an expected loss of $547 million ($386 million, net of income tax), which includes a reduction to goodwill of $112 million, was recorded for the three months ended March 31, 2014, and is reflected within net investment gains (losses) on the consolidated statement of operations and comprehensive income (loss). MAL’s results of operations are included in continuing operations and were historically reported in the Corporate Benefit Funding segment. See Note 2.
	The carrying amount of major classes of assets and liabilities related to the MAL disposition were as follows at:
		31-Mar-14
		(In millions)
	Total investments	$	5,028
	Total assets	$	5,347
	Other liabilities (1)	$	741
	Future policy benefits	$	3,645
	Total liabilities	$	4,508
	__________________
	-1	Includes an estimate of $435 million ($292 million, net of income tax) related to the loss on sale.

Insurance

Insurance	3 Months Ended
	Mar. 31, 2014
Insurance [Abstract]	'
Insurance	'
	4.  Insurance
	Guarantees
	As discussed in Notes 1 and 4 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report, the Company issues variable annuity products with guaranteed minimum benefits. The non-life contingent portion of guaranteed minimum withdrawal benefits (“GMWBs”) and the portion of certain GMIBs that does not require annuitization are accounted for as embedded derivatives in PABs and are further discussed in Note 6.
	Based on the type of guarantee, the Company defines net amount at risk (“NAR”) as listed below.
	Variable Annuity Guarantees
	In the Event of Death
	Defined as the death benefit less the total contract account value, as of the balance sheet date. It represents the amount of the claim that the Company would incur if death claims were filed on all contracts on the balance sheet date and includes any additional contractual claims associated with riders purchased to assist with covering income taxes payable upon death.
	At Annuitization
	Defined as the amount (if any) that would be required to be added to the total contract account value to purchase a lifetime income stream, based on current annuity rates, equal to the minimum amount provided under the guaranteed benefit. This amount represents the Company’s potential economic exposure to such guarantees in the event all contractholders were to annuitize on the balance sheet date, even though the contracts contain terms that allow annuitization of the guaranteed amount only after the 10th anniversary of the contract, which not all contractholders have achieved.
	Universal and Variable Life Contracts
	Defined as the guarantee amount less the account value, as of the balance sheet date. It represents the amount of the claim that the Company would incur if death claims were filed on all contracts on the balance sheet date.
	The amounts in the table below include direct business, but exclude offsets from hedging or reinsurance, if any. As discussed in Note 6 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report, the Company has reinsured 100% of the living and death benefit guarantees associated with variable annuities issued since 2006 to an affiliated reinsurer, and certain portions of living and death benefit guarantees associated with variable annuities issued prior to 2006 to affiliated and unaffiliated reinsurers. Therefore, the NARs presented below reflect the economic exposures of living and death benefit guarantees associated with variable annuities, but not necessarily their impact on the Company.
	Information regarding the types of guarantees relating to annuity contracts and universal and variable life contracts was as follows at:
		31-Mar-14				31-Dec-13
		In the		At		In the		At
		Event of Death		Annuitization		Event of Death		Annuitization
		(In millions)
	Annuity Contracts (1)
	Variable Annuity Guarantees
	Total contract account value	$	100,528	$	57,073	$	100,420	$	57,041
	Separate account value	$	95,802	$	55,884	$	95,637	$	55,805
	Net amount at risk	$	2,220	$	624	$	2,230	$	562
	Average attained age of contractholders	64 years		65 years		64 years		64 years
		31-Mar-14		31-Dec-13
		Secondary Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	6,469	$	6,360
	Net amount at risk	$	91,173	$	91,264
	Average attained age of policyholders	58 years		58 years
	____________
	-1	The Company’s annuity and life contracts with guarantees may offer more than one type of guarantee in each contract. Therefore, the amounts listed above may not be mutually exclusive.

Investments

Investments	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Investments	'
	5.  Investments
	Fixed Maturity and Equity Securities Available-for-Sale
	Fixed Maturity and Equity Securities Available-for-Sale by Sector
	The following table presents the fixed maturity and equity securities available-for-sale (“AFS”) by sector. Redeemable preferred stock is reported within U.S. corporate and foreign corporate fixed maturity securities and non-redeemable preferred stock is reported within equity securities. Included within fixed maturity securities are structured securities including residential mortgage-backed securities (“RMBS”), asset-backed securities (“ABS”) and commercial mortgage-backed securities (“CMBS”).
		31-Mar-14																		31-Dec-13
		Cost or			Gross Unrealized											Estimated				Cost or				Gross Unrealized						Estimated
		Amortized														Fair				Amortized										Fair
		Cost			Gains				Temporary				OTTI			Value				Cost				Gains		Temporary		OTTI		Value
									Losses				Losses													Losses		Losses
		(In millions)
	Fixed maturity securities
	U.S. corporate	$	15,624		$	1,397			$	128			$	—		$	16,893			$	15,779			$	1,130	$	207	$	—	$	16,702
	Foreign corporate	7,961			565				46				—			8,480				8,111				485		79		—		8,517
	U.S. Treasury and agency	8,944			637				101				—			9,480				8,188				334		228		—		8,294
	RMBS	4,786			225				53				38			4,920				4,587				201		59		41		4,688
	State and political subdivision	2,125			217				25				—			2,317				2,147				139		62		—		2,224
	ABS	1,972			37				10				—			1,999				2,081				32		12		—		2,101
	CMBS	1,490			54				3				—			1,541				1,546				62		4		—		1,604
	Foreign government	1,035			134				12				—			1,157				1,038				103		19		—		1,122
	Total fixed maturity securities	$	43,937		$	3,266			$	378			$	38		$	46,787			$	43,477			$	2,486	$	670	$	41	$	45,252
	Equity securities
	Non-redeemable preferred stock	$	236		$	11			$	21			$	—		$	226			$	236			$	9	$	28	$	—	$	217
	Common stock	161			51				8				—			204				161				40		—		—		201
	Total equity securities	$	397		$	62			$	29			$	—		$	430			$	397			$	49	$	28	$	—	$	418
	The Company held non-income producing fixed maturity securities with an estimated fair value of $19 million and $30 million with unrealized gains (losses) of $5 million and $6 million at March 31, 2014 and December 31, 2013, respectively.
	Maturities of Fixed Maturity Securities
	The amortized cost and estimated fair value of fixed maturity securities, by contractual maturity date, were as follows at:
		31-Mar-14							31-Dec-13
					Estimated								Estimated
		Amortized			Fair				Amortized				Fair
		Cost			Value				Cost				Value
		(In millions)
	Due in one year or less	$	3,233		$	3,262			$	2,934			$	2,966
	Due after one year through five years	9,414			9,847				8,895				9,301
	Due after five years through ten years	7,096			7,705				7,433				7,970
	Due after ten years	15,946			17,513				16,001				16,622
	Subtotal	35,689			38,327				35,263				36,859
	Structured securities (RMBS, ABS and CMBS)	8,248			8,460				8,214				8,393
	Total fixed maturity securities	$	43,937		$	46,787			$	43,477			$	45,252
	Actual maturities may differ from contractual maturities due to the exercise of call or prepayment options. Fixed maturity securities not due at a single maturity date have been presented in the year of final contractual maturity. RMBS, ABS and CMBS are shown separately, as they are not due at a single maturity.
	Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities AFS by Sector
	The following table presents the estimated fair value and gross unrealized losses of fixed maturity and equity securities AFS in an unrealized loss position, aggregated by sector and by length of time that the securities have been in a continuous unrealized loss position.
		31-Mar-14														31-Dec-13
		Less than 12 Months							Equal to or Greater							Less than 12 Months								Equal to or Greater
									than 12 Months															than 12 Months
		Estimated			Gross				Estimated				Gross			Estimated				Gross				Estimated		Gross
		Fair			Unrealized				Fair				Unrealized			Fair				Unrealized				Fair		Unrealized
		Value			Losses				Value				Losses			Value				Losses				Value		Losses
		(In millions, except number of securities)
	Fixed maturity securities
	U.S. corporate	$	1,551		$	60			$	575			$	68		$	2,526			$	141			$	470	$	66
	Foreign corporate	1,015			34				173				12			1,520				70				135		9
	U.S. Treasury and agency	2,220			101				—				—			3,825				228				—		—
	RMBS	1,152			52				299				39			996				35				457		65
	State and political subdivision	158			11				60				14			630				44				64		18
	ABS	453			4				104				6			680				5				104		7
	CMBS	173			3				7				—			143				4				7		—
	Foreign government	104			6				61				6			264				19				1		—
	Total fixed maturity securities	$	6,826		$	271			$	1,279			$	145		$	10,584			$	546			$	1,238	$	165
	Equity securities
	Non-redeemable preferred stock	$	120		$	15			$	22			$	6		$	105			$	21			$	33	$	7
	Common stock	4			1				—				7			3				—				7		—
	Total equity securities	$	124		$	16			$	22			$	13		$	108			$	21			$	40	$	7
Total number of securities in an unrealized loss position	844							261							1,081								297
Evaluation of AFS Securities for OTTI and Evaluating Temporarily Impaired AFS Securities
As described more fully in Notes 1 and 7 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report, the Company performs a regular evaluation of all investment classes for impairment, including fixed maturity securities, equity securities and perpetual hybrid securities, in accordance with its impairment policy, in order to evaluate whether such investments are other-than-temporarily impaired.
Current Period Evaluation
Based on the Company’s current evaluation of its AFS securities in an unrealized loss position in accordance with its impairment policy, and the Company’s current intentions and assessments (as applicable to the type of security) about holding, selling and any requirements to sell these securities, the Company has concluded that these securities are not other-than-temporarily impaired at March 31, 2014. Future other-than-temporary impairment (“OTTI”) will depend primarily on economic fundamentals, issuer performance (including changes in the present value of future cash flows expected to be collected), and changes in credit ratings, collateral valuation, interest rates and credit spreads. If economic fundamentals deteriorate or if there are adverse changes in the above factors, OTTI may be incurred in upcoming periods.
Gross unrealized losses on fixed maturity securities decreased $295 million during the three months ended March 31, 2014 from $711 million to $416 million. The decrease in gross unrealized losses for the three months ended March 31, 2014, was primarily attributable to a decrease in interest rates, and to a lesser extent narrowing credit spreads.
At March 31, 2014, $45 million of the total $416 million of gross unrealized losses were from 16 fixed maturity securities with an unrealized loss position of 20% or more of amortized cost for six months or greater.
Investment Grade Fixed Maturity Securities
Of the $45 million of gross unrealized losses on fixed maturity securities with an unrealized loss of 20% or more of amortized cost for six months or greater, $33 million, or 73%, are related to gross unrealized losses on 13 investment grade fixed maturity securities. Unrealized losses on investment grade fixed maturity securities are principally related to widening credit spreads and, with respect to fixed-rate fixed maturity securities, rising interest rates since purchase.
Below Investment Grade Fixed Maturity Securities
Of the $45 million of gross unrealized losses on fixed maturity securities with an unrealized loss of 20% or more of amortized cost for six months or greater, $12 million, or 27%, are related to gross unrealized losses on three below investment grade fixed maturity securities. Unrealized losses on below investment grade fixed maturity securities are principally related to non-agency RMBS (primarily alternative residential mortgage loans) and are the result of significantly wider credit spreads resulting from higher risk premiums since purchase, largely due to economic and market uncertainties including concerns over unemployment levels and valuations of residential real estate supporting non-agency RMBS. Management evaluates non-agency RMBS based on actual and projected cash flows after considering the quality of underlying collateral, expected prepayment speeds, current and forecasted loss severity, consideration of the payment terms of the underlying assets backing a particular security, and the payment priority within the tranche structure of the security.
Equity Securities
Gross unrealized losses on equity securities increased $1 million during the three months ended March 31, 2014 from $28 million to $29 million. Of the $29 million, $4 million were from two equity securities with gross unrealized losses of 20% or more of cost for 12 months or greater, all of which were financial services industry investment grade non-redeemable preferred stock, of which 39% were rated A or better.
Mortgage Loans
Mortgage Loans by Portfolio Segment
Mortgage loans are summarized as follows at:
	31-Mar-14						31-Dec-13
	Carrying			% of			Carrying				% of
	Value			Total			Value				Total
	(In millions)						(In millions)
Mortgage loans:
Commercial	$	4,604		66	%		$	4,869			63.1	%
Agricultural	1,271			18.2			1,285				16.6
Subtotal	5,875			84.2			6,154				79.7
Valuation allowances	(33		)	(0.5	)		(34		)		(0.4	)
Subtotal mortgage loans, net	5,842			83.7			6,120				79.3
Commercial mortgage loans held by CSEs — fair value option (“FVO”)	1,140			16.3			1,598				20.7
Total mortgage loans, net	$	6,982		100	%		$	7,718			100	%
See “— Variable Interest Entities” for discussion of consolidated securitization entities (“CSEs”).
See “— Related Party Investment Transactions” for discussion of related party mortgage loans.
Mortgage Loans and Valuation Allowance by Portfolio Segment
The carrying value prior to valuation allowance (“recorded investment”) in mortgage loans, by portfolio segment, by method of evaluation of credit loss, and the related valuation allowances, by type of credit loss, were as follows at:
	31-Mar-14											31-Dec-13
	Commercial			Agricultural				Total				Commercial			Agricultural				Total
	(In millions)
Mortgage loans:
Evaluated individually for credit losses	$	73		$	3			$	76			$	72		$	4			$	76
Evaluated collectively for credit losses	4,531			1,268				5,799				4,797			1,281				6,078
Total mortgage loans	4,604			1,271				5,875				4,869			1,285				6,154
Valuation allowances:
Specific credit losses	8			—				8				7			—				7
Non-specifically identified credit losses	21			4				25				23			4				27
Total valuation allowances	29			4				33				30			4				34
Mortgage loans, net of valuation allowance	$	4,575		$	1,267			$	5,842			$	4,839		$	1,281			$	6,120
Valuation Allowance Rollforward by Portfolio Segment
The changes in the valuation allowance, by portfolio segment, were as follows:
	Three Months
	Ended
	March 31,
	2014											2013
	Commercial			Agricultural				Total				Commercial			Agricultural				Total
	(In millions)
Balance, beginning of period	$	30		$	4			$	34			$	32		$	3			$	35
Provision (release)	(1		)	—				(1		)		—			—				—
Balance, end of period	$	29		$	4			$	33			$	32		$	3			$	35
Credit Quality of Commercial Mortgage Loans
The credit quality of commercial mortgage loans, were as follows at:
	Recorded Investment
	Debt Service Coverage Ratios														% of			Estimated				% of
	> 1.20x			1.00x - 1.20x				< 1.00x				Total			Total			Fair Value				Total
	(In millions)																	(In millions)
31-Mar-14
Loan-to-value ratios:
Less than 65%	$	3,741		$	109			$	121			$	3,971		86.3	%		$	4,257			87.1	%
65% to 75%	452			—				27				479			10.4			484				9.9
76% to 80%	80			12				—				92			2			92				1.9
Greater than 80%	36			26				—				62			1.3			53				1.1
Total	$	4,309		$	147			$	148			$	4,604		100	%		$	4,886			100	%
31-Dec-13
Loan-to-value ratios:
Less than 65%	$	3,754		$	125			$	107			$	3,986		81.9	%		$	4,224			82.8	%
65% to 75%	700			—				27				727			14.9			736				14.4
76% to 80%	80			13				—				93			1.9			93				1.8
Greater than 80%	37			26				—				63			1.3			53				1
Total	$	4,571		$	164			$	134			$	4,869		100	%		$	5,106			100	%
Credit Quality of Agricultural Mortgage Loans
The credit quality of agricultural mortgage loans, were as follows at:
	31-Mar-14						31-Dec-13
	Recorded			% of			Recorded				% of
	Investment			Total			Investment				Total
	(In millions)						(In millions)
Loan-to-value ratios:
Less than 65%	$	1,196		94.1	%		$	1,215			94.6	%
65% to 75%	75			5.9			70				5.4
Total	$	1,271		100	%		$	1,285			100	%
The estimated fair value of agricultural mortgage loans was $1.3 billion at both March 31, 2014 and December 31, 2013.
Past Due and Interest Accrual Status of Mortgage Loans
The Company has a high quality, well performing mortgage loan portfolio, with 99% of all mortgage loans classified as performing at both March 31, 2014 and December 31, 2013. The Company defines delinquency consistent with industry practice, when mortgage loans are past due as follows: commercial mortgage loans — 60 days and agricultural mortgage loans — 90 days. The Company had one commercial mortgage loan in non-accrual status with a recorded investment of $22 million at both March 31, 2014 and December 31, 2013. The Company had no agricultural mortgage loans past due or in non-accrual status at both March 31, 2014 and December 31, 2013.
Impaired Mortgage Loans
Impaired mortgage loans including those modified in a troubled debt restructuring, by portfolio segment, were as follows at:
	Loans with a Valuation Allowance														Loans without a								All Impaired Loans
															Valuation Allowance
	Unpaid			Recorded				Valuation				Carrying			Unpaid				Recorded				Unpaid		Carrying
	Principal			Investment				Allowances				Value			Principal				Investment				Principal		Value
	Balance														Balance								Balance
	(In millions)
31-Mar-14
Commercial	$	22		$	22			$	8			$	14		$	52			$	51			$	74	$	65
Agricultural (1)	4			3				—				3			—				—				4		3
Total	$	26		$	25			$	8			$	17		$	52			$	51			$	78	$	68
31-Dec-13
Commercial	$	22		$	22			$	7			$	15		$	52			$	50			$	74	$	65
Agricultural (1)	4			4				—				4			—				—				4		4
Total	$	26		$	26			$	7			$	19		$	52			$	50			$	78	$	69
____________
-1	Valuation allowance on agricultural mortgage loans was less than $1 million at both March 31, 2014 and December 31, 2013.
Unpaid principal balance is generally prior to any charge-offs.
The average recorded investment in impaired mortgage loans, including those modified in a troubled debt restructuring, and the related interest income, which is primarily recognized on a cash basis, by portfolio segment, was:
	Impaired Mortgage Loans
	Three Months
	Ended
	March 31,
	2014							2013
	Average			Interest				Average				Interest
	Recorded			Income				Recorded				Income
	Investment							Investment
	(In millions)
Commercial	$	72		$	—			$	74			$	1
Agricultural	4			—				—				—
Total	$	76		$	—			$	74			$	1
Mortgage Loans Modified in a Troubled Debt Restructuring
There were no mortgage loans modified in a troubled debt restructuring during the three months ended March 31, 2014 and 2013.
During the three months ended March 31, 2014 and 2013, the Company had no mortgage loans with subsequent payment defaults that were modified in a troubled debt restructuring during the previous 12 months. Payment default is determined in the same manner as delinquency status as described above.
Cash Equivalents
The carrying value of cash equivalents, which includes securities and other investments with an original or remaining maturity of three months or less at the time of purchase, was $1.5 billion and $469 million at March 31, 2014 and December 31, 2013, respectively.
Net Unrealized Investment Gains (Losses)
The components of net unrealized investment gains (losses), included in accumulated other comprehensive income (loss) (“AOCI”), were as follows:
	31-Mar-14			31-Dec-13
	(In millions)
Fixed maturity securities	$	2,891		$	1,819
Fixed maturity securities with noncredit OTTI losses in AOCI	(38		)	(41		)
Total fixed maturity securities	2,853			1,778
Equity securities	32			15
Derivatives	103			39
Short-term investments	—			1
Other	(61		)	(71		)
Subtotal	2,927			1,762
Amounts allocated from:
Insurance liability loss recognition	(77		)	—
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(1		)	(1		)
DAC and VOBA	(366		)	(274		)
Subtotal	(444		)	(275		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	15			16
Deferred income tax benefit (expense)	(926		)	(591		)
Net unrealized investment gains (losses)	$	1,572		$	912
The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows:
	Three Months			Year
	Ended			Ended
	March 31, 2014			December 31, 2013
	(In millions)
Balance, beginning of period	$	(41	)	$	(64	)
Noncredit OTTI losses and subsequent changes recognized (1)	—			11
Securities sold with previous noncredit OTTI loss	2			21
Subsequent changes in estimated fair value	1			(9		)
Balance, end of period	$	(38	)	$	(41	)
____________
-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were ($3) million and $7 million for the three months ended March 31, 2014 and the year ended December 31, 2013, respectively.
The changes in net unrealized investment gains (losses) were as follows:
	Three Months
	Ended
	March 31, 2014
	(In millions)
Balance, beginning of period	$	912
Fixed maturity securities on which noncredit OTTI losses have been recognized	3
Unrealized investment gains (losses) during the period	1,162
Unrealized investment gains (losses) relating to:
Insurance liability gain (loss) recognition	(77		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	—
DAC and VOBA	(92		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(1		)
Deferred income tax benefit (expense)	(335		)
Balance, end of period	$	1,572
Change in net unrealized investment gains (losses)	$	660
Concentrations of Credit Risk
There were no investments in any counterparty that were greater than 10% of the Company’s stockholders’ equity, other than the U.S. government and its agencies, at both March 31, 2014 and December 31, 2013.
Securities Lending
Elements of the securities lending program are presented below at:
	31-Mar-14			31-Dec-13
	(In millions)
Securities on loan: (1)
Amortized cost	$	6,889		$	5,931
Estimated fair value	$	7,253		$	5,984
Cash collateral on deposit from counterparties (2)	$	7,363		$	6,140
Security collateral on deposit from counterparties (3)	$	63		$	—
Reinvestment portfolio — estimated fair value	$	7,397		$	6,145
____________
-1	Included within fixed maturity securities, short-term investments, cash and cash equivalents and equity securities.
-2	Included within payables for collateral under securities loaned and other transactions.
-3	Security collateral on deposit from counterparties may not be sold or repledged, unless the counterparty is in default, and is not reflected on the consolidated financial statements.
Invested Assets on Deposit and Pledged as Collateral
Invested assets on deposit and pledged as collateral are presented below at estimated fair value for cash and cash equivalents, short-term investments and fixed maturity securities and at carrying value for mortgage loans at:
	31-Mar-14			31-Dec-13
	(In millions)
Invested assets on deposit (regulatory deposits) (1)	$	6,644		$	56
Invested assets pledged as collateral (2)	1,934			1,901
Total invested assets on deposit and pledged as collateral	$	8,578		$	1,957
____________
-1	See Note 1 for information about invested assets that became restricted when MetLife Insurance Company of Connecticut withdrew its New York license on January 1, 2014.
-2	The Company has pledged invested assets in connection with various agreements and transactions, including funding agreements (see Note 4 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report) and derivative transactions (see Note 6).
See “— Securities Lending” for securities on loan.
Variable Interest Entities
The Company has invested in certain structured transactions (including CSEs), that are VIEs. In certain instances, the Company holds both the power to direct the most significant activities of the entity, as well as an economic interest in the entity and, as such, is deemed to be the primary beneficiary or consolidator of the entity.
The determination of the VIE’s primary beneficiary requires an evaluation of the contractual and implied rights and obligations associated with each party’s relationship with or involvement in the entity, an estimate of the entity’s expected losses and expected residual returns and the allocation of such estimates to each party involved in the entity. The Company generally uses a qualitative approach to determine whether it is the primary beneficiary. However, for VIEs that are investment companies or apply measurement principles consistent with those utilized by investment companies, the primary beneficiary is based on a risks and rewards model and is defined as the entity that will absorb a majority of a VIE’s expected losses, receive a majority of a VIE’s expected residual returns if no single entity absorbs a majority of expected losses, or both. The Company reassesses its involvement with VIEs on a quarterly basis. The use of different methodologies, assumptions and inputs in the determination of the primary beneficiary could have a material effect on the amounts presented within the consolidated financial statements.
Consolidated VIEs
The following table presents the total assets and total liabilities relating to VIEs for which the Company has concluded that it is the primary beneficiary and which are consolidated at March 31, 2014 and December 31, 2013. Creditors or beneficial interest holders of VIEs where the Company is the primary beneficiary have no recourse to the general credit of the Company, as the Company’s obligation to the VIEs is limited to the amount of its committed investment.
	31-Mar-14			December 31, 2013
	(In millions)
CSEs: (1)
Assets:
Mortgage loans (commercial mortgage loans)	$	1,140		$	1,598
Accrued investment income	7			9
Total assets	$	1,147		$	1,607
Liabilities:
Long-term debt	$	1,000		$	1,461
Other liabilities	6			7
Total liabilities	$	1,006		$	1,468
____________
-1	The Company consolidates entities that are structured as CMBS. The assets of these entities can only be used to settle their respective liabilities, and under no circumstances is the Company liable for any principal or interest shortfalls should any arise. The Company’s exposure was limited to that of its remaining investment in these entities of $122 million and $120 million at estimated fair value at March 31, 2014 and December 31, 2013, respectively. The long-term debt bears interest primarily at fixed rates ranging from 2.25% to 5.57%, payable primarily on a monthly basis. Interest expense related to these obligations, included in other expenses, was $18 million and $34 million for the three months ended March 31, 2014 and 2013, respectively.
Unconsolidated VIEs
The carrying amount and maximum exposure to loss relating to VIEs in which the Company holds a significant variable interest but is not the primary beneficiary and which have not been consolidated were as follows at:
	31-Mar-14							31-Dec-13
	Carrying			Maximum				Carrying				Maximum
	Amount			Exposure				Amount				Exposure
				to Loss (1)								to Loss (1)
	(In millions)
Fixed maturity securities AFS:
Structured securities (RMBS, ABS and CMBS) (2)	$	8,460		$	8,460			$	8,393			$	8,393
U.S. and foreign corporate	599			599				468				468
Other limited partnership interests	1,707			2,169				1,651				2,077
Real estate joint ventures	41			45				41				45
Other invested assets	17			37				9				44
Total	$	10,824		$	11,310			$	10,562			$	11,027
____________
-1	The maximum exposure to loss relating to fixed maturity securities AFS is equal to their carrying amounts or the carrying amounts of retained interests. The maximum exposure to loss relating to other limited partnership interests, real estate joint ventures and other invested assets is equal to the carrying amounts plus any unfunded commitments of the Company. Such a maximum loss would be expected to occur only upon bankruptcy of the issuer or investee.
-2	For these variable interests, the Company’s involvement is limited to that of a passive investor in mortgage-backed or asset-backed securities issued by trusts that do not have substantial equity.
As described in Note 11, the Company makes commitments to fund partnership investments in the normal course of business. Excluding these commitments, the Company did not provide financial or other support to investees designated as VIEs during the three months ended March 31, 2014 and 2013.
Net Investment Income
The components of net investment income were as follows:
	Three Months
	Ended
	March 31,
	2014			2013
	(In millions)
Investment income:
Fixed maturity securities	$	492		$	542
Equity securities	4			2
Mortgage loans	77			82
Policy loans	14			14
Real estate and real estate joint ventures	23			8
Other limited partnership interests	97			79
Cash, cash equivalents and short-term investments	1			2
International joint ventures	—			(8		)
Other	(4		)	—
Subtotal	704			721
Less: Investment expenses	24			28
Subtotal, net	680			693
FVO CSEs — interest income: Commercial mortgage loans	22			37
Net investment income	$	702		$	730
See “— Variable Interest Entities” for discussion of CSEs.
See “— Related Party Investment Transactions” for discussion of affiliated net investment income and investment expenses.
Net Investment Gains (Losses)
Components of Net Investment Gains (Losses)
The components of net investment gains (losses) were as follows:
	Three Months
	Ended
	March 31,
	2014			2013
	(In millions)
Total gains (losses) on fixed maturity securities:
Total OTTI losses recognized — by sector and industry:
U.S. and foreign corporate securities — by industry:
Finance	$	—		$	(3	)
Consumer	(1		)	—
Total U.S. and foreign corporate securities	(1		)	(3		)
RMBS	—			(6		)
OTTI losses on fixed maturity securities recognized in earnings	(1		)	(9		)
Fixed maturity securities — net gains (losses) on sales and disposals	17			73
Total gains (losses) on fixed maturity securities	16			64
Total gains (losses) on equity securities:
Total OTTI losses recognized — by sector:
Non-redeemable preferred stock	—			(3		)
OTTI losses on equity securities recognized in earnings	—			(3		)
Equity securities — net gains (losses) on sales and disposals	4			3
Total gains (losses) on equity securities	4			—
Mortgage loans	8			(1		)
Real estate and real estate joint ventures	(2		)	(1		)
Other limited partnership interests	(2		)	—
Other investment portfolio gains (losses)	1			2
Subtotal — investment portfolio gains (losses)	25			64
FVO CSEs — changes in estimated fair value subsequent to consolidation:
Commercial mortgage loans	1			(13		)
Long-term debt — related to commercial mortgage loans	1			22
Non-investment portfolio gains (losses) (1)	(546		)	(7		)
Subtotal FVO CSEs and non-investment portfolio gains (losses)	(544		)	2
Total net investment gains (losses)	$	(519	)	$	66
____________
-1	Non-investment portfolio gain (losses) for the three months ended March 31, 2014 includes a loss of $547 million related to the disposition of MAL. See Note 3.
See “— Variable Interest Entities” for discussion of CSEs.
See “— Related Party Investment Transactions” for discussion of affiliated net investment gains (losses) related to transfers of invested assets to affiliates.
Gains (losses) from foreign currency transactions included within net investment gains (losses) were $2 million and ($6) million for the three months ended March 31, 2014 and 2013, respectively.
Sales or Disposals and Impairments of Fixed Maturity and Equity Securities
Proceeds from sales or disposals of fixed maturity and equity securities and the components of fixed maturity and equity securities net investment gains (losses) are as shown in the table below. Investment gains and losses on sales of securities are determined on a specific identification basis.
	Three Months
	Ended
	March 31,
	2014			2013				2014				2013			2014				2013
	Fixed Maturity Securities							Equity Securities							Total
	(In millions)
Proceeds	$	3,507		$	2,580			$	11			$	25		$	3,518			$	2,605
Gross investment gains	$	38		$	89			$	4			$	4		$	42			$	93
Gross investment losses	(21		)	(16		)		—				(1		)	(21		)		(17		)
Total OTTI losses:
Credit-related	(1		)	(6		)		—				—			(1		)		(6		)
Other (1)	—			(3		)		—				(3		)	—				(6		)
Total OTTI losses	(1		)	(9		)		—				(3		)	(1		)		(12		)
Net investment gains (losses)	$	16		$	64			$	4			$	—		$	20			$	64
____________
-1	Other OTTI losses recognized in earnings include impairments on (i) equity securities, (ii) perpetual hybrid securities classified within fixed maturity securities where the primary reason for the impairment was the severity and/or the duration of an unrealized loss position and (iii) fixed maturity securities where there is an intent to sell or it is more likely than not that the Company will be required to sell the security before recovery of the decline in estimated fair value.
Credit Loss Rollforward
The table below presents a rollforward of the cumulative credit loss component of OTTI loss recognized in earnings on fixed maturity securities still held for which a portion of the OTTI loss was recognized in other comprehensive income (loss) (“OCI”):
	Three Months
	Ended
	March 31,
	2014			2013
	(In millions)
Balance, beginning of period	$	57		$	59
Additions:
Additional impairments — credit loss OTTI recognized on securities previously impaired	—			7
Reductions:
Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(2		)	(6		)
Balance, end of period	$	55		$	60
Related Party Investment Transactions
The Company transfers invested assets, primarily consisting of fixed maturity securities, to and from affiliates. Invested assets transferred to and from affiliates were as follows:
	Three Months
	Ended
	March 31,
	2014			2013
	(In millions)
Estimated fair value of invested assets transferred to affiliates	$	354		$	13
Amortized cost of invested assets transferred to affiliates	$	333		$	12
Net investment gains (losses) recognized on transfers	$	21		$	1
Estimated fair value of invested assets transferred from affiliates	$	35		$	6
The Company receives investment administrative services from an affiliate. The related investment administrative service charges were $14 million and $17 million for the three months ended March 31, 2014 and 2013, respectively. The Company also had additional affiliated net investment income (loss) of less than $1 million for both the three months ended March 31, 2014 and 2013.
Below is a summary of certain affiliated loans, which are more fully described in Note 7 of the Notes of the Consolidated Financial Statements included in the 2013 Annual Report.
The Company has affiliated loans outstanding to wholly-owned real estate subsidiaries of an affiliate, MLIC, which are included in mortgage loans, with a carrying value of $363 million and $364 million at March 31, 2014 and December 31, 2013, respectively. These affiliated loans are secured by interests in the real estate subsidiaries, which own operating real estate with a fair value in excess of the loans. Net investment income from these loans was $5 million and $4 million for the three months ended March 31, 2014 and 2013, respectively.
The Company has affiliated loans outstanding to MetLife, which are included in other invested assets, totaling $430 million at both March 31, 2014 and December 31, 2013. Net investment income from these loans was $6 million for both the three months ended March 31, 2014 and 2013, respectively.
The Company committed to lend up to $1.8 billion to Exeter, an affiliate, pursuant to a note purchase agreement. Pursuant to the agreement, MetLife Insurance Company of Connecticut committed to purchase up to $1.3 billion of notes and MLI-USA committed to purchase up to $438 million of notes through December 31, 2014. The notes will be due not later than three years after issuance. The repayment of any notes issued pursuant to this agreement is guaranteed by MetLife. Pursuant to this agreement, the Company issued loans to Exeter which are included in other invested assets, totaling $500 million at both March 31, 2014 and December 31, 2013. The loans of $375 million, issued by MetLife Insurance Company of Connecticut and $125 million, issued by MLI-USA, are both due October 15, 2015, and bear interest, payable semi-annually, at 2.47%.  Net investment income from these loans was $3 million for the three months ended March 31, 2014. There was no investment income from these loans for the three months ended March 31, 2013.  The remaining total commitment to lend is $1.2 billion with $925 million committed by MetLife Insurance Company of Connecticut and $313 million committed by MLI-USA at March 31, 2014.

Derivatives

Derivatives	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments	'
	6.  Derivatives
	Accounting for Derivatives
	Freestanding Derivatives
	Freestanding derivatives are carried on the Company’s balance sheet either as assets within other invested assets or as liabilities within other liabilities at estimated fair value. The Company does not offset the fair value amounts recognized for derivatives executed with the same counterparty under the same master netting agreement.
	Accruals on derivatives are generally recorded in accrued investment income or within other liabilities. However, accruals that are not scheduled to settle within one year are included with the derivatives carrying value in other invested assets or other liabilities.
	If a derivative is not designated as an accounting hedge or its use in managing risk does not qualify for hedge accounting, changes in the estimated fair value of the derivative are reported in net derivative gains (losses) except as follows:
	Statement of Operations Presentation:	Derivative:
	Policyholder benefits and claims	•  Economic hedges of variable annuity guarantees included in future policy benefits
	Net investment income	•  Economic hedges of equity method investments in joint ventures
	Hedge Accounting
	To qualify for hedge accounting, at the inception of the hedging relationship, the Company formally documents its risk management objective and strategy for undertaking the hedging transaction, as well as its designation of the hedge. Hedge designation and financial statement presentation of changes in estimated fair value of the hedging derivatives are as follows:
	•	Fair value hedge (a hedge of the estimated fair value of a recognized asset or liability) - in net derivative gains (losses), consistent with the change in fair value of the hedged item attributable to the designated risk being hedged.
	•	Cash flow hedge (a hedge of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability) - effectiveness in OCI (deferred gains or losses on the derivative are reclassified into the statement of operations when the Company’s earnings are affected by the variability in cash flows of the hedged item); ineffectiveness in net derivative gains (losses).
	The changes in estimated fair values of the hedging derivatives are exclusive of any accruals that are separately reported on the statement of operations within interest income or interest expense to match the location of the hedged item.
	In its hedge documentation, the Company sets forth how the hedging instrument is expected to hedge the designated risks related to the hedged item and sets forth the method that will be used to retrospectively and prospectively assess the hedging instrument’s effectiveness and the method that will be used to measure ineffectiveness. A derivative designated as a hedging instrument must be assessed as being highly effective in offsetting the designated risk of the hedged item. Hedge effectiveness is formally assessed at inception and at least quarterly throughout the life of the designated hedging relationship. Assessments of hedge effectiveness and measurements of ineffectiveness are also subject to interpretation and estimation and different interpretations or estimates may have a material effect on the amount reported in net income.
	The Company discontinues hedge accounting prospectively when: (i) it is determined that the derivative is no longer highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item; (ii) the derivative expires, is sold, terminated, or exercised; (iii) it is no longer probable that the hedged forecasted transaction will occur; or (iv) the derivative is de-designated as a hedging instrument.
	When hedge accounting is discontinued because it is determined that the derivative is not highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item, the derivative continues to be carried on the balance sheet at its estimated fair value, with changes in estimated fair value recognized in net derivative gains (losses). The carrying value of the hedged recognized asset or liability under a fair value hedge is no longer adjusted for changes in its estimated fair value due to the hedged risk, and the cumulative adjustment to its carrying value is amortized into income over the remaining life of the hedged item. Provided the hedged forecasted transaction is still probable of occurrence, the changes in estimated fair value of derivatives recorded in OCI related to discontinued cash flow hedges are released into the statement of operations when the Company’s earnings are affected by the variability in cash flows of the hedged item.
	When hedge accounting is discontinued because it is no longer probable that the forecasted transactions will occur on the anticipated date or within two months of that date, the derivative continues to be carried on the balance sheet at its estimated fair value, with changes in estimated fair value recognized currently in net derivative gains (losses). Deferred gains and losses of a derivative recorded in OCI pursuant to the discontinued cash flow hedge of a forecasted transaction that is no longer probable are recognized immediately in net derivative gains (losses).
	In all other situations in which hedge accounting is discontinued, the derivative is carried at its estimated fair value on the balance sheet, with changes in its estimated fair value recognized in the current period as net derivative gains (losses).
	Embedded Derivatives
	The Company sells variable annuities and issues certain insurance products and investment contracts and is a party to certain reinsurance agreements that have embedded derivatives. The Company assesses each identified embedded derivative to determine whether it is required to be bifurcated. The embedded derivative is bifurcated from the host contract and accounted for as a freestanding derivative if:
	•	the combined instrument is not accounted for in its entirety at fair value with changes in fair value recorded in earnings;
	•	the terms of the embedded derivative are not clearly and closely related to the economic characteristics of the host contract; and
	•	a separate instrument with the same terms as the embedded derivative would qualify as a derivative instrument.
	Such embedded derivatives are carried on the balance sheet at estimated fair value with the host contract and changes in their estimated fair value are generally reported in net derivative gains (losses). If the Company is unable to properly identify and measure an embedded derivative for separation from its host contract, the entire contract is carried on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income. Additionally, the Company may elect to carry an entire contract on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income if that contract contains an embedded derivative that requires bifurcation. At inception, the Company attributes to the embedded derivative a portion of the projected future guarantee fees to be collected from the policyholder equal to the present value of projected future guaranteed benefits. Any additional fees represent “excess” fees and are reported in universal life and investment-type product policy fees.
	See Note 7 for information about the fair value hierarchy for derivatives.
	Derivative Strategies
	The Company is exposed to various risks relating to its ongoing business operations, including interest rate, foreign currency exchange rate, credit and equity market. The Company uses a variety of strategies to manage these risks, including the use of derivatives.
	Derivatives are financial instruments whose values are derived from interest rates, foreign currency exchange rates, credit spreads and/or other financial indices. Derivatives may be exchange-traded or contracted in the over-the-counter (“OTC”) market. Certain of the Company’s OTC derivatives are cleared and settled through central clearing counterparties (“OTC-cleared”), while others are bilateral contracts between two counterparties (“OTC-bilateral”). The types of derivatives the Company uses include swaps, forwards, futures and option contracts. To a lesser extent, the Company uses credit default swaps to synthetically replicate investment risks and returns which are not readily available in the cash market.
	Interest Rate Derivatives
	The Company uses a variety of interest rate derivatives to reduce its exposure to changes in interest rates, including interest rate swaps, caps, floors, futures and forwards.
	Interest rate swaps are used by the Company primarily to reduce market risks from changes in interest rates and to alter interest rate exposure arising from mismatches between assets and liabilities (duration mismatches). In an interest rate swap, the Company agrees with another party to exchange, at specified intervals, the difference between fixed rate and floating rate interest amounts as calculated by reference to an agreed notional amount. The Company utilizes interest rate swaps in fair value, cash flow and non-qualifying hedging relationships.
	The Company purchases interest rate caps and floors primarily to protect its floating rate liabilities against rises in interest rates above a specified level, and against interest rate exposure arising from mismatches between assets and liabilities, as well as to protect its minimum rate guarantee liabilities against declines in interest rates below a specified level, respectively. In certain instances, the Company locks in the economic impact of existing purchased caps and floors by entering into offsetting written caps and floors. The Company utilizes interest rate caps and floors in non-qualifying hedging relationships.
	In exchange-traded interest rate (Treasury and swap) futures transactions, the Company agrees to purchase or sell a specified number of contracts, the value of which is determined by the different classes of interest rate securities, and to post variation margin on a daily basis in an amount equal to the difference in the daily market values of those contracts. The Company enters into exchange-traded futures with regulated futures commission merchants that are members of the exchange. Exchange-traded interest rate (Treasury and swap) futures are used primarily to hedge mismatches between the duration of assets in a portfolio and the duration of liabilities supported by those assets, to hedge against changes in value of securities the Company owns or anticipates acquiring and to hedge against changes in interest rates on anticipated liability issuances by replicating Treasury or swap curve performance. The Company utilizes exchange-traded interest rate futures in non-qualifying hedging relationships.
	Inflation swaps are used as an economic hedge to reduce inflation risk generated from inflation-indexed liabilities. Inflation swaps are included in interest rate swaps. The Company utilizes inflation swaps in non-qualifying hedging relationships.
	The Company enters into interest rate forwards to buy and sell securities. The price is agreed upon at the time of the contract and payment for such a contract is made at a specified future date. The Company utilizes interest rate forwards in cash flow hedging relationships.
	Foreign Currency Exchange Rate Derivatives
	The Company uses foreign currency swaps to reduce the risk from fluctuations in foreign currency exchange rates associated with its assets and liabilities denominated in foreign currencies. In a foreign currency swap transaction, the Company agrees with another party to exchange, at specified intervals, the difference between one currency and another at a fixed exchange rate, generally set at inception, calculated by reference to an agreed upon notional amount. The notional amount of each currency is exchanged at the inception and termination of the currency swap by each party. The Company utilizes foreign currency swaps in fair value, cash flow and non-qualifying hedging relationships.
	To a lesser extent, the Company uses foreign currency forwards in non-qualifying hedging relationships.
	Credit Derivatives
	The Company enters into purchased credit default swaps to hedge against credit-related changes in the value of its investments. In a credit default swap transaction, the Company agrees with another party to pay, at specified intervals, a premium to hedge credit risk. If a credit event occurs, as defined by the contract, the contract may be cash settled or it may be settled gross by the delivery of par quantities of the referenced investment equal to the specified swap notional in exchange for the payment of cash amounts by the counterparty equal to the par value of the investment surrendered. Credit events vary by type of issuer but typically include bankruptcy, failure to pay debt obligations, repudiation, moratorium, or involuntary restructuring. In each case, payout on a credit default swap is triggered only after the Credit Derivatives Determinations Committee of the International Swaps and Derivatives Association, Inc. (“ISDA”) deems that a credit event has occurred. The Company utilizes credit default swaps in non-qualifying hedging relationships.
	The Company enters into written credit default swaps to synthetically create credit investments that are either more expensive to acquire or otherwise unavailable in the cash markets. These transactions are a combination of a derivative and one or more cash instruments, such as U.S. Treasury securities, agency securities or other fixed maturity securities. These credit default swaps are not designated as hedging instruments.
	To a lesser extent, the Company uses credit forwards to lock in the price to be paid for forward purchases of certain securities. The Company utilizes credit forwards in cash flow hedging relationships.
	Equity Derivatives
	The Company uses a variety of equity derivatives to reduce its exposure to equity market risk, including equity index options, variance swaps and exchange-traded equity futures.
	Equity index options are used by the Company primarily to hedge minimum guarantees embedded in certain variable annuity products offered by the Company. To hedge against adverse changes in equity indices, the Company enters into contracts to sell the equity index within a limited time at a contracted price. The contracts will be net settled in cash based on differentials in the indices at the time of exercise and the strike price. In certain instances, the Company may enter into a combination of transactions to hedge adverse changes in equity indices within a pre-determined range through the purchase and sale of options. The Company utilizes equity index options in non-qualifying hedging relationships.
	Equity variance swaps are used by the Company primarily to hedge minimum guarantees embedded in certain variable annuity products offered by the Company. In an equity variance swap, the Company agrees with another party to exchange amounts in the future, based on changes in equity volatility over a defined period. The Company utilizes equity variance swaps in non-qualifying hedging relationships.
	In exchange-traded equity futures transactions, the Company agrees to purchase or sell a specified number of contracts, the value of which is determined by the different classes of equity securities, and to post variation margin on a daily basis in an amount equal to the difference in the daily market values of those contracts. The Company enters into exchange-traded futures with regulated futures commission merchants that are members of the exchange. Exchange-traded equity futures are used primarily to hedge liabilities embedded in certain variable annuity products offered by the Company. The Company utilizes exchange-traded equity futures in non-qualifying hedging relationships.
	To a lesser extent, the Company also uses total rate of return swaps (“TRRs”) to hedge its equity market guarantees in certain of its insurance products. The Company utilizes TRRs in non-qualifying hedging relationships.
	Primary Risks Managed by Derivatives
	The following table presents the gross notional amount, estimated fair value and primary underlying risk exposure of the Company’s derivatives, excluding embedded derivatives, held at:
				31-Mar-14												31-Dec-13
		Primary Underlying Risk Exposure		Notional				Estimated Fair Value								Notional				Estimated Fair Value
				Amount				Assets				Liabilities				Amount				Assets			Liabilities
				(In millions)
	Derivatives Designated as Hedging Instruments
	Fair value hedges:
	Interest rate swaps	Interest rate		$	431			$	9			$	4			$	436			$	5		$	10
	Foreign currency swaps	Foreign currency exchange rate		122				—				12				122				—			13
	Subtotal			553				9				16				558				5			23
	Cash flow hedges:
	Interest rate swaps	Interest rate		527				26				10				537				6			32
	Interest rate forwards	Interest rate		230				20				—				245				3			4
Foreign currency swaps	Foreign currency exchange rate		548				25				33				544				25			35
Subtotal			1,305				71				43				1,326				34			71
Total qualifying hedges			1,858				80				59				1,884				39			94
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Interest rate swaps	Interest rate		21,420				924				397				22,262				881			441
Interest rate floors	Interest rate		17,604				100				94				17,604				103			99
Interest rate caps	Interest rate		7,901				23				—				9,651				36			—
Interest rate futures	Interest rate		1,988				—				1				1,443				—			3
Foreign currency swaps	Foreign currency exchange rate		787				49				33				882				52			41
Foreign currency forwards	Foreign currency exchange rate		59				—				1				56				—			1
Credit default swaps — purchased	Credit		172				—				1				157				—			1
Credit default swaps — written	Credit		2,253				34				—				2,243				38			—
Equity futures	Equity market		849				—				8				778				—			3
Equity options	Equity market		3,773				284				53				3,597				305			42
Variance swaps	Equity market		2,510				7				103				2,270				6			94
TRRs	Equity market		476				—				13				462				—			22
Total non-designated or non-qualifying derivatives			59,792				1,421				704				61,405				1,421			747
Total			$	61,650			$	1,501			$	763			$	63,289			$	1,460		$	841
Based on notional amounts, a substantial portion of the Company’s derivatives was not designated or did not qualify as part of a hedging relationship at both March 31, 2014 and December 31, 2013. The Company’s use of derivatives includes (i) derivatives that serve as macro hedges of the Company’s exposure to various risks and that generally do not qualify for hedge accounting due to the criteria required under the portfolio hedging rules; (ii) derivatives that economically hedge insurance liabilities that contain mortality or morbidity risk and that generally do not qualify for hedge accounting because the lack of these risks in the derivatives cannot support an expectation of a highly effective hedging relationship; (iii) derivatives that economically hedge embedded derivatives that do not qualify for hedge accounting because the changes in estimated fair value of the embedded derivatives are already recorded in net income; and (iv) written credit default swaps that are used to synthetically create credit investments and that do not qualify for hedge accounting because they do not involve a hedging relationship. For these non-qualified derivatives, changes in market factors can lead to the recognition of fair value changes on the statement of operations without an offsetting gain or loss recognized in earnings for the item being hedged.
Net Derivative Gains (Losses)
The components of net derivative gains (losses) were as follows:
	Three Months
	Ended
	March 31,
	2014				2013
	(In millions)
Derivatives and hedging gains (losses) (1)	$	66			$	(140	)
Embedded derivatives	114				253
Total net derivative gains (losses)	$	180			$	113
____________
-1	Includes foreign currency transaction gains (losses) on hedged items in cash flow and non-qualifying hedging relationships, which are not presented elsewhere in this note.
The following table presents earned income on derivatives:
	Three Months
	Ended
	March 31,
	2014				2013
	(In millions)
Qualifying hedges:
Net investment income	$	—			$	1
Interest credited to policyholder account balances	—				1
Non-qualifying hedges:
Net derivative gains (losses)	33				16
Policyholder benefits and claims	1				(7		)
Total	$	34			$	11
Non-Qualifying Derivatives and Derivatives for Purposes Other Than Hedging
The following table presents the amount and location of gains (losses) recognized in income for derivatives that were not designated or qualifying as hedging instruments:
	Net				Net				Policyholder
	Derivative				Investment				Benefits and
	Gains (Losses)				Income (1)				Claims (2)
	(In millions)
Three Months Ended March 31, 2014
Interest rate derivatives	$	81			$	—			$	12
Foreign currency exchange rate derivatives	6				—				—
Credit derivatives — written	(2		)		—				—
Equity derivatives	(57		)		(3		)		(5		)
Total	$	28			$	(3	)		$	7
Three Months Ended March 31, 2013
Interest rate derivatives	$	22			$	—			$	2
Foreign currency exchange rate derivatives	15				—				—
Credit derivatives — written	7				—				—
Equity derivatives	(201		)		(2		)		(34		)
Total	$	(157	)		$	(2	)		$	(32	)
____________
-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures.
-2	Changes in estimated fair value related to economic hedges of variable annuity guarantees included in future policy benefits.
Fair Value Hedges
The Company designates and accounts for the following as fair value hedges when they have met the requirements of fair value hedging: (i) interest rate swaps to convert fixed rate assets and liabilities to floating rate assets and liabilities; and (ii) foreign currency swaps to hedge the foreign currency fair value exposure of foreign currency denominated liabilities.
The Company recognizes gains and losses on derivatives and the related hedged items in fair value hedges within net derivative gains (losses). The following table presents the amount of such net derivative gains (losses):
				Net Derivative				Net Derivative				Ineffectiveness
				Gains (Losses)				Gains (Losses)				Recognized in
Derivatives in Fair Value		Hedged Items in Fair Value		Recognized				Recognized for				Net Derivative
Hedging Relationships		Hedging Relationships		for Derivatives				Hedged Items				Gains (Losses)
				(In millions)
Three Months Ended March 31, 2014
Interest rate swaps:		Fixed maturity securities		$	—			$	—			$	—
		Policyholder liabilities (1)		9				(9		)		—
Foreign currency swaps:		Foreign-denominated PABs (2)		1				(1		)		—
Total				$	10			$	(10	)		$	—
Three Months Ended March 31, 2013
Interest rate swaps:		Fixed maturity securities		$	1			$	(1	)		$	—
		Policyholder liabilities (1)		(7		)		6				(1		)
Foreign currency swaps:		Foreign-denominated PABs (2)		(7		)		7				—
Total				$	(13	)		$	12			$	(1	)
____________
-1	Fixed rate liabilities reported in PABs or future policy benefits.
-2	Fixed rate or floating rate liabilities.
All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
Cash Flow Hedges
The Company designates and accounts for the following as cash flow hedges when they have met the requirements of cash flow hedging: (i) interest rate swaps to convert floating rate assets and liabilities to fixed rate assets and liabilities; (ii) foreign currency swaps to hedge the foreign currency cash flow exposure of foreign currency denominated assets and liabilities; (iii) interest rate forwards and credit forwards to lock in the price to be paid for forward purchases of investments; and (iv) interest rate swaps and interest rate forwards to hedge the forecasted purchases of fixed-rate investments.
In certain instances, the Company discontinued cash flow hedge accounting because the forecasted transactions were no longer probable of occurring. Because certain of the forecasted transactions were not probable of occurring within two months of the anticipated date, the Company reclassified certain amounts from AOCI into net derivative gains (losses). For both of the three months ended March 31, 2014 and 2013, there were no amounts reclassified into net derivative gain (losses) related to such discontinued cash flow hedges.
At both March 31, 2014 and December 31, 2013, the maximum length of time over which the Company was hedging its exposure to variability in future cash flows for forecasted transactions did not exceed six years.
At March 31, 2014 and December 31, 2013, the balance in AOCI associated with cash flow hedges was $103 million and $39 million, respectively.
The following table presents the effects of derivatives in cash flow hedging relationships on the consolidated statements of operations and comprehensive income (loss) and the consolidated statements of stockholders’ equity:
Derivatives in Cash Flow		Amount of Gains				Amount and Location								Amount and Location
Hedging Relationships		(Losses) Deferred in				of Gains (Losses)								of Gains (Losses)
		AOCI on Derivatives				Reclassified from								Recognized in Income (Loss)
						AOCI into Income (Loss)								on Derivatives
		(Effective Portion)				(Effective Portion)								(Ineffective Portion)
						Net Derivative				Net Investment				Net Derivative
						Gains (Losses)				Income				Gains (Losses)
						(In millions)
Three Months Ended March 31, 2014
Interest rate swaps		$	42			$	—			$	—			$	1
Interest rate forwards		20				—				—				1
Foreign currency swaps		2				—				—				—
Total		$	64			$	—			$	—			$	2
Three Months Ended March 31, 2013
Interest rate swaps		$	(23	)		$	(1	)		$	—			$	—
Interest rate forwards		(15		)		3				1				—
Foreign currency swaps		24				(1		)		—				1
Total		$	(14	)		$	1			$	1			$	1
All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
At March 31, 2014, the amount of deferred net gains (losses) on derivatives in AOCI that was expected to be reclassified to earnings within the next 12 months was not significant.
Credit Derivatives
In connection with synthetically created credit investment transactions, the Company writes credit default swaps for which it receives a premium to insure credit risk. Such credit derivatives are included within the non-qualifying derivatives and derivatives for purposes other than hedging table. If a credit event occurs, as defined by the contract, the contract may be cash settled or it may be settled gross by the Company paying the counterparty the specified swap notional amount in exchange for the delivery of par quantities of the referenced credit obligation. The Company’s maximum amount at risk, assuming the value of all referenced credit obligations is zero, was $2.3 billion and $2.2 billion at March 31, 2014 and December 31, 2013, respectively. The Company can terminate these contracts at any time through cash settlement with the counterparty at an amount equal to the then current fair value of the credit default swaps. At March 31, 2014 and December 31, 2013, the Company would have received $34 million and $38 million, respectively, to terminate all of these contracts.
The following table presents the estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps at:
		31-Mar-14											31-Dec-13
Rating Agency Designation of Referenced						Maximum											Maximum
Credit Obligations (1)		Estimated				Amount of Future							Estimated				Amount of Future
		Fair Value				Payments under				Weighted			Fair Value				Payments under				Weighted
		of Credit				Credit Default				Average			of Credit				Credit Default				Average
		Default				Swaps (2)				Years to			Default				Swaps (2)				Years to
		Swaps								Maturity (3)			Swaps								Maturity (3)
		(In millions)											(In millions)
Aaa/Aa/A
Single name credit default swaps (corporate)		$	2			$	115			2.3			$	3			$	115			2.7
Credit default swaps referencing indices		4				650				0.8			6				650				1.1
Subtotal		6				765				1.1			9				765				1.3
Baa
Single name credit default swaps (corporate)		8				446				2.8			8				446				3
Credit default swaps referencing indices		17				1,006				4.9			18				996				4.9
Subtotal		25				1,452				4.2			26				1,442				4.3
B
Single name credit default swaps (corporate)		—				—				—			—				—				—
Credit default swaps referencing indices		3				36				5.3			3				36				5
Subtotal		3				36				5.3			3				36				5
Total		$	34			$	2,253			3.2			$	38			$	2,243			3.3
____________
-1	The rating agency designations are based on availability and the midpoint of the applicable ratings among Moody’s Investors Service (“Moody’s”), Standard & Poor’s Ratings Services (“S&P”) and Fitch Ratings. If no rating is available from a rating agency, then an internally developed rating is used.
-2	Assumes the value of the referenced credit obligations is zero.
-3	The weighted average years to maturity of the credit default swaps is calculated based on weighted average notional amounts.
Credit Risk on Freestanding Derivatives
The Company may be exposed to credit-related losses in the event of nonperformance by counterparties to derivatives. Generally, the current credit exposure of the Company’s derivatives is limited to the net positive estimated fair value of derivatives at the reporting date after taking into consideration the existence of master netting or similar agreements and any collateral received pursuant to such agreements.
The Company manages its credit risk related to derivatives by entering into transactions with creditworthy counterparties and establishing and monitoring exposure limits. The Company’s OTC-bilateral derivative transactions are generally governed by ISDA Master Agreements which provide for legally enforceable set-off and close-out netting of exposures to specific counterparties in the event of early termination of a transaction, which includes, but is not limited to, events of default and bankruptcy. In the event of an early termination, the Company is permitted to set off receivables from the counterparty against payables to the same counterparty arising out of all included transactions. Substantially all of the Company’s ISDA Master Agreements also include Credit Support Annex provisions which require both the pledging and accepting of collateral in connection with its OTC-bilateral derivatives.
The Company’s OTC-cleared derivatives are effected through central clearing counterparties and its exchange-traded derivatives are effected through regulated exchanges. Such positions are marked to market and margined on a daily basis, and the Company has minimal exposure to credit-related losses in the event of nonperformance by counterparties to such derivatives.
See Note 7 for a description of the impact of credit risk on the valuation of derivatives.
The estimated fair values of the Company’s net derivative assets and net derivative liabilities after the application of master netting agreements and collateral were as follows at:
		31-Mar-14								31-Dec-13
Derivatives Subject to a Master Netting Arrangement or a Similar Arrangement		Assets				Liabilities				Assets				Liabilities
		(In millions)
Gross estimated fair value of derivatives:
OTC-bilateral (1)		$	1,495			$	752			$	1,450			$	851
OTC-cleared (1)		48				20				50				9
Exchange-traded		—				9				—				6
Total gross estimated fair value of derivatives (1)		1,543				781				1,500				866
Amounts offset on the consolidated balance sheets		—				—				—				—
Estimated fair value of derivatives presented on the consolidated balance sheets (1)		1,543				781				1,500				866
Gross amounts not offset on the consolidated balance sheets:
Gross estimated fair value of derivatives: (2)
OTC-bilateral		(600		)		(600		)		(670		)		(670		)
OTC-cleared		(17		)		(17		)		(8		)		(8		)
Exchange-traded		—				—				—				—
Cash collateral: (3)
OTC-bilateral		(324		)		—				(216		)		—
OTC-cleared		(29		)		—				(40		)		(1		)
Exchange-traded		—				(3		)		—				(5		)
Securities collateral: (4)
OTC-bilateral		(491		)		(143		)		(554		)		(160		)
OTC-cleared		—				(3		)		—				—
Exchange-traded		—				(6		)		—				(1		)
Net amount after application of master netting agreements and collateral		$	82			$	9			$	12			$	21
____________
-1	At March 31, 2014 and December 31, 2013, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $42 million and $40 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $18 million and $25 million, respectively.
-2	Estimated fair value of derivatives is limited to the amount that is subject to set-off and includes income or expense accruals.
-3	Cash collateral received is included in cash and cash equivalents, short-term investments or in fixed maturity securities, and the obligation to return it is included in payables for collateral under securities loaned and other transactions on the balance sheet. The receivable for the return of cash collateral provided by the Company is inclusive of initial margin on exchange-traded and OTC-cleared derivatives and is included in premiums, reinsurance and other receivables on the balance sheet. The amount of cash collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreements. At March 31, 2014 and December 31, 2013, the Company received excess cash collateral of $14 million and $21 million, respectively, and provided excess cash collateral of $33 million and $19 million, respectively, which is not included in the table above due to the foregoing limitation.
-4	Securities collateral received by the Company is held in separate custodial accounts and is not recorded on the balance sheet. Subject to certain constraints, the Company is permitted by contract to sell or repledge this collateral, but at March 31, 2014 none of the collateral had been sold or repledged. Securities collateral pledged by the Company is reported in fixed maturity securities on the balance sheet. Subject to certain constraints, the counterparties are permitted by contract to sell or repledge this collateral. The amount of securities collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreements and cash collateral. At March 31, 2014 and December 31, 2013, the Company received excess securities collateral with an estimated fair value of $94 million and $34 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At March 31, 2014 and December 31, 2013, the Company provided excess securities collateral with an estimated fair value of $1 million and $1 million, respectively, for its OTC-bilateral derivatives and $26 million and $29 million, respectively, for its OTC-cleared derivatives, and $35 million and $46 million, respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation.
The Company’s collateral arrangements for its OTC-bilateral derivatives generally require the counterparty in a net liability position, after considering the effect of netting agreements, to pledge collateral when the fair value of that counterparty’s derivatives reaches a pre-determined threshold. Certain of these arrangements also include financial strength-contingent provisions that provide for a reduction of these thresholds (on a sliding scale that converges toward zero) in the event of downgrades in the financial strength ratings of the Company and/or the credit ratings of the counterparty. In addition, certain of the Company’s netting agreements for derivatives contain provisions that require both the Company and the counterparty to maintain a specific investment grade financial strength or credit rating from each of Moody’s and S&P. If a party’s financial strength or credit ratings were to fall below that specific investment grade financial strength or credit rating, that party would be in violation of these provisions, and the other party to the derivatives could terminate the transactions and demand immediate settlement and payment based on such party’s reasonable valuation of the derivatives.
The following table presents the estimated fair value of the Company’s OTC-bilateral derivatives that are in a net liability position after considering the effect of netting agreements, together with the estimated fair value and balance sheet location of the collateral pledged. The table also presents the incremental collateral that the Company would be required to provide if there was a one notch downgrade in the Company’s financial strength rating at the reporting date or if the Company’s financial strength rating sustained a downgrade to a level that triggered full overnight collateralization or termination of the derivative position at the reporting date. OTC-bilateral derivatives that are not subject to collateral agreements are excluded from this table.
					Estimated Fair Value of				Fair Value of Incremental
					Collateral Provided:				Collateral Provided Upon:
	Estimated				Fixed Maturity				One Notch				Downgrade in the
	Fair Value of				Securities				Downgrade				Company’s Financial Strength Rating
	Derivatives in Net								in the				to a Level that Triggers
	Liability Position (1)								Company’s				Full Overnight Collateralization or
									Financial Strength				Termination of
									Rating				the Derivative Position
	(In millions)
March 31, 2014	$	152			$	144			$	—			$	1
December 31, 2013	$	181			$	161			$	—			$	2
____________
-1	After taking into consideration the existence of netting agreements.
Embedded Derivatives
The Company issues certain products or purchases certain investments that contain embedded derivatives that are required to be separated from their host contracts and accounted for as freestanding derivatives. These host contracts principally include: variable annuities with guaranteed minimum benefits, including GMWBs, guaranteed minimum accumulation benefits (“GMABs”) and certain GMIBs; affiliated ceded reinsurance of guaranteed minimum benefits related to GMWBs, GMABs and certain GMIBs; affiliated assumed reinsurance of guaranteed minimum benefits related to GMWBs and certain GMIBs; funds withheld on ceded reinsurance; fixed annuities with equity-indexed returns; and certain debt and equity securities.
The following table presents the estimated fair value and balance sheet location of the Company’s embedded derivatives that have been separated from their host contracts at:
	Balance Sheet Location		31-Mar-14				31-Dec-13
			(In millions)
Net embedded derivatives within asset host contracts:
Ceded guaranteed minimum benefits	Premiums, reinsurance and other receivables		$	1,253			$	912
Options embedded in debt or equity securities	Investments		(35		)		(30		)
Net embedded derivatives within asset host contracts			$	1,218			$	882
Net embedded derivatives within liability host contracts:
Direct guaranteed minimum benefits	PABs		$	(1,142	)		$	(1,232	)
Assumed guaranteed minimum benefits	PABs		(12		)		(13		)
Funds withheld on ceded reinsurance	Other liabilities		161				34
Other	PABs		9				—
Net embedded derivatives within liability host contracts			$	(984	)		$	(1,211	)
The following table presents changes in estimated fair value related to embedded derivatives:
	Three Months
	Ended
	March 31,
	2014				2013
	(In millions)
Net derivative gains (losses) (1), (2)	$	114			$	253
____________
-1	The valuation of direct and assumed guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses), in connection with this adjustment, were $5 million and ($89) million for the three months ended March 31, 2014 and 2013, respectively. In addition, the valuation of ceded guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses), in connection with this adjustment, were ($19) million and $118 million for the three months ended March 31, 2014 and 2013, respectively.
-2	See Note 12 for discussion of affiliated net derivative gains (losses) included in the table above.

Fair_Value

Fair Value	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Fair Value	'
	7.  Fair Value
	Considerable judgment is often required in interpreting market data to develop estimates of fair value, and the use of different assumptions or valuation methodologies may have a material effect on the estimated fair value amounts.
	Recurring Fair Value Measurements
	The assets and liabilities measured at estimated fair value on a recurring basis and their corresponding placement in the fair value hierarchy, including those items for which the Company has elected the FVO, are presented below.
		31-Mar-14
		Fair Value Hierarchy												Total Estimated
		Level 1				Level 2				Level 3				Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	15,493			$	1,400			$	16,893
	Foreign corporate	—				7,757				723				8,480
	U.S. Treasury and agency	3,651				5,829				—				9,480
	RMBS	—				4,385				535				4,920
	State and political subdivision	—				2,317				—				2,317
	ABS	—				1,814				185				1,999
	CMBS	—				1,439				102				1,541
	Foreign government	—				1,157				—				1,157
	Total fixed maturity securities	3,651				40,191				2,945				46,787
	Equity securities:
	Non-redeemable preferred stock	—				137				89				226
	Common stock	87				84				33				204
	Total equity securities	87				221				122				430
	Short-term investments (1)	405				1,243				91				1,739
	Mortgage loans held by CSEs — FVO	—				1,140				—				1,140
	Other invested assets:
	FVO securities	—				10				—				10
	Derivative assets: (2)
	Interest rate	—				1,056				46				1,102
	Foreign currency exchange rate	—				74				—				74
	Credit	—				30				4				34
	Equity market	—				283				8				291
	Total derivative assets	—				1,443				58				1,501
	Total other invested assets	—				1,453				58				1,511
	Net embedded derivatives within asset host contracts (3)	—				—				1,253				1,253
	Separate account assets (4)	286				97,559				160				98,005
	Total assets	$	4,429			$	141,807			$	4,629			$	150,865
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	1			$	497			$	8			$	506
	Foreign currency exchange rate	—				79				—				79
	Credit	—				1				—				1
	Equity market	8				66				103				177
	Total derivative liabilities	9				643				111				763
	Net embedded derivatives within liability host contracts (3)	—				—				(984		)		(984		)
	Long-term debt of CSEs — FVO	—				1,000				—				1,000
	Total liabilities	$	9			$	1,643			$	(873	)		$	779
		31-Dec-13
		Fair Value Hierarchy												Total Estimated
		Level 1				Level 2				Level 3				Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	15,454			$	1,248			$	16,702
	Foreign corporate	—				7,783				734				8,517
	U.S. Treasury and agency	4,365				3,929				—				8,294
	RMBS	—				4,266				422				4,688
	State and political subdivision	—				2,224				—				2,224
	ABS	—				1,682				419				2,101
	CMBS	—				1,532				72				1,604
	Foreign government	—				1,122				—				1,122
	Total fixed maturity securities	4,365				37,992				2,895				45,252
	Equity securities:
Non-redeemable preferred stock	—				136				81				217
Common stock	86				84				31				201
Total equity securities	86				220				112				418
Short-term investments (1)	391				1,671				—				2,062
Mortgage loans held by CSEs — FVO	—				1,598				—				1,598
Other invested assets:
FVO securities	—				9				—				9
Derivative assets: (2)
Interest rate	—				1,011				23				1,034
Foreign currency exchange rate	—				77				—				77
Credit	—				32				6				38
Equity market	—				305				6				311
Total derivative assets	—				1,425				35				1,460
Total other invested assets	—				1,434				35				1,469
Net embedded derivatives within asset host contracts (3)	—				—				912				912
Separate account assets (4)	259				97,368				153				97,780
Total assets	$	5,101			$	140,283			$	4,107			$	149,491
Liabilities
Derivative liabilities: (2)
Interest rate	$	3			$	574			$	12			$	589
Foreign currency exchange rate	—				90				—				90
Credit	—				1				—				1
Equity market	3				64				94				161
Total derivative liabilities	6				729				106				841
Net embedded derivatives within liability host contracts (3)	—				—				(1,211		)		(1,211		)
Long-term debt of CSEs — FVO	—				1,461				—				1,461
Total liabilities	$	6			$	2,190			$	(1,105	)		$	1,091
____________
-1	Short-term investments as presented in the tables above differ from the amounts presented on the consolidated balance sheets because certain short-term investments are not measured at estimated fair value on a recurring basis.
-2	Derivative assets are presented within other invested assets on the consolidated balance sheets and derivative liabilities are presented within other liabilities on the consolidated balance sheets. The amounts are presented gross in the tables above to reflect the presentation on the consolidated balance sheets, but are presented net for purposes of the rollforward in the Fair Value Measurements Using Significant Unobservable Inputs (Level 3) tables.
-3	Net embedded derivatives within asset host contracts are presented primarily within premiums, reinsurance and other receivables on the consolidated balance sheets. Net embedded derivatives within liability host contracts are presented primarily within PABs and other liabilities on the consolidated balance sheets. At March 31, 2014 and December 31, 2013, equity securities also included embedded derivatives of ($35) million and ($30) million, respectively.
-4	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders whose liability is reflected within separate account liabilities. Separate account liabilities are set equal to the estimated fair value of separate account assets.
The following describes the valuation methodologies used to measure assets and liabilities at fair value. The description includes the valuation techniques and key inputs for each category of assets or liabilities that are classified within Level 2 and Level 3 of the fair value hierarchy.
Investments
Valuation Controls and Procedures
On behalf of the Company and MetLife, Inc.’s Chief Investment Officer and Chief Financial Officer, a pricing and valuation committee that is independent of the trading and investing functions and comprised of senior management provides oversight of control systems and valuation policies for securities, mortgage loans and derivatives. On a quarterly basis, this committee reviews and approves new transaction types and markets, ensures that observable market prices and market-based parameters are used for valuation, wherever possible, and determines that judgmental valuation adjustments, when applied, are based upon established policies and are applied consistently over time. This committee also provides oversight of the selection of independent third party pricing providers and the controls and procedures to evaluate third party pricing. Periodically, the Chief Accounting Officer reports to MetLife Insurance Company of Connecticut’s Audit Committee regarding compliance with fair value accounting standards.
The Company reviews its valuation methodologies on an ongoing basis and revises those methodologies when necessary based on changing market conditions. Assurance is gained on the overall reasonableness and consistent application of input assumptions, valuation methodologies and compliance with fair value accounting standards through controls designed to ensure valuations represent an exit price. Several controls are utilized, including certain monthly controls, which include, but are not limited to, analysis of portfolio returns to corresponding benchmark returns, comparing a sample of executed prices of securities sold to the fair value estimates, comparing fair value estimates to management’s knowledge of the current market, reviewing the bid/ask spreads to assess activity, comparing prices from multiple independent pricing services and ongoing due diligence to confirm that independent pricing services use market-based parameters. The process includes a determination of the observability of inputs used in estimated fair values received from independent pricing services or brokers by assessing whether these inputs can be corroborated by observable market data. The Company ensures that prices received from independent brokers, also referred to herein as “consensus pricing,” represent a reasonable estimate of fair value by considering such pricing relative to the Company’s knowledge of the current market dynamics and current pricing for similar financial instruments. While independent non-binding broker quotations are utilized, they are not used for a significant portion of the portfolio. For example, fixed maturity securities priced using independent non-binding broker quotations represent less than 1% of the total estimated fair value of fixed maturity securities and 15% of the total estimated fair value of Level 3 fixed maturity securities.
The Company also applies a formal process to challenge any prices received from independent pricing services that are not considered representative of estimated fair value. If prices received from independent pricing services are not considered reflective of market activity or representative of estimated fair value, independent non-binding broker quotations are obtained, or an internally developed valuation is prepared. Internally developed valuations of current estimated fair value, which reflect internal estimates of liquidity and nonperformance risks, compared with pricing received from the independent pricing services, did not produce material differences in the estimated fair values for the majority of the portfolio; accordingly, overrides were not material. This is, in part, because internal estimates of liquidity and nonperformance risks are generally based on available market evidence and estimates used by other market participants. In the absence of such market-based evidence, management’s best estimate is used.
Securities, Short-term Investments and Long-term Debt of CSEs
When available, the estimated fair value of these financial instruments is based on quoted prices in active markets that are readily and regularly obtainable. Generally, these are the most liquid of the Company’s securities holdings and valuation of these securities does not involve management’s judgment.
When quoted prices in active markets are not available, the determination of estimated fair value is based on market standard valuation methodologies, giving priority to observable inputs. The significant inputs to the market standard valuation methodologies for certain types of securities with reasonable levels of price transparency are inputs that are observable in the market or can be derived principally from, or corroborated by, observable market data. When observable inputs are not available, the market standard valuation methodologies rely on inputs that are significant to the estimated fair value that are not observable in the market or cannot be derived principally from, or corroborated by, observable market data. These unobservable inputs can be based in large part on management’s judgment or estimation and cannot be supported by reference to market activity. Even though these inputs are unobservable, management believes they are consistent with what other market participants would use when pricing such securities and are considered appropriate given the circumstances.
The estimated fair value of long-term debt of CSEs is determined on a basis consistent with the methodologies described herein for securities.
Level 2 Valuation Techniques and Key Inputs:
This level includes securities priced principally by independent pricing services using observable inputs. FVO securities and short-term investments within this level are of a similar nature and class to the Level 2 fixed maturity securities and equity securities.
U.S. corporate and foreign corporate securities
These securities are principally valued using the market and income approaches. Valuations are based primarily on quoted prices in markets that are not active, or using matrix pricing or other similar techniques that use standard market observable inputs such as benchmark yields, spreads off benchmark yields, new issuances, issuer rating, duration, and trades of identical or comparable securities. Privately-placed securities are valued using matrix pricing methodologies using standard market observable inputs, and inputs derived from, or corroborated by, market observable data including market yield curve, duration, call provisions, observable prices and spreads for similar publicly traded or privately traded issues that incorporate the credit quality and industry sector of the issuer, and in certain cases, delta spread adjustments to reflect specific credit-related issues.
U.S. Treasury and agency securities
These securities are principally valued using the market approach. Valuations are based primarily on quoted prices in markets that are not active, or using matrix pricing or other similar techniques using standard market observable inputs such as a benchmark U.S. Treasury yield curve, the spread off the U.S. Treasury yield curve for the identical security and comparable securities that are actively traded.
Structured securities comprised of RMBS, ABS and CMBS
These securities are principally valued using the market and income approaches. Valuations are based primarily on matrix pricing, discounted cash flow methodologies or other similar techniques using standard market inputs, including spreads for actively traded securities, spreads off benchmark yields, expected prepayment speeds and volumes, current and forecasted loss severity, rating, weighted average coupon, weighted average maturity, average delinquency rates, geographic region, debt-service coverage ratios and issuance-specific information, including, but not limited to: collateral type, payment terms of the underlying assets, payment priority within the tranche, structure of the security, deal performance and vintage of loans.
State and political subdivision and foreign government securities
These securities are principally valued using the market approach. Valuations are based primarily on matrix pricing or other similar techniques using standard market observable inputs including a benchmark U.S. Treasury yield or other yields, issuer ratings, broker-dealer quotes, issuer spreads and reported trades of similar securities, including those within the same sub-sector or with a similar maturity or credit rating.
Non-redeemable preferred and common stock
These securities are principally valued using the market approach. Valuations are based principally on observable inputs, including quoted prices in markets that are not considered active.
Level 3 Valuation Techniques and Key Inputs:
In general, securities classified within Level 3 use many of the same valuation techniques and inputs as described previously for Level 2. However, if key inputs are unobservable, or if the investments are less liquid and there is very limited trading activity, the investments are generally classified as Level 3. The use of independent non-binding broker quotations to value investments generally indicates there is a lack of liquidity or a lack of transparency in the process to develop the valuation estimates, generally causing these investments to be classified in Level 3.
Short-term investments within this level are of a similar nature and class to the Level 3 securities described below; accordingly, the valuation techniques and significant market standard observable inputs used in their valuation are also similar to those described below.
U.S. corporate and foreign corporate securities
These securities, including financial services industry hybrid securities classified within fixed maturity securities, are principally valued using the market approach. Valuations are based primarily on matrix pricing or other similar techniques that utilize unobservable inputs or inputs that cannot be derived principally from, or corroborated by, observable market data, including illiquidity premium, delta spread adjustments to reflect specific credit-related issues, credit spreads; and inputs including quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2. Certain valuations are based on independent non-binding broker quotations.
Structured securities comprised of RMBS, ABS and CMBS
These securities are principally valued using the market and income approaches. Valuations are based primarily on matrix pricing, discounted cash flow methodologies or other similar techniques that utilize inputs that are unobservable or cannot be derived principally from, or corroborated by, observable market data, including credit spreads. Below investment grade securities and sub-prime RMBS included in this level are valued based on inputs including quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2. Certain of these valuations are based on independent non-binding broker quotations.
State and political subdivision and foreign government securities
These securities are principally valued using the market approach. Valuations are based primarily on independent non-binding broker quotations and inputs including quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2. Certain valuations are based on matrix pricing that utilize inputs that are unobservable or cannot be derived principally from, or corroborated by, observable market data, including credit spreads.
Non-redeemable preferred and common stock
These securities, including privately-held securities and financial services industry hybrid securities classified within equity securities, are principally valued using the market and income approaches. Valuations are based primarily on matrix pricing, discounted cash flow methodologies or other similar techniques using inputs such as comparable credit rating and issuance structure. Certain of these securities are valued based on inputs including quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2 and independent non-binding broker quotations.
Mortgage Loans Held by CSEs — FVO
The Company consolidates certain securitization entities that hold mortgage loans.
Level 2 Valuation Techniques and Key Inputs:
These investments are principally valued using the market approach. The principal market for these investments is the securitization market. The Company uses the quoted securitization market price of the obligations of the CSEs to determine the estimated fair value of these commercial loan portfolios. These market prices are determined principally by independent pricing services using observable inputs.
Separate Account Assets
Separate account assets are carried at estimated fair value and reported as a summarized total on the consolidated balance sheets. The estimated fair value of separate account assets is based on the estimated fair value of the underlying assets. Separate account assets include: mutual funds, fixed maturity securities, equity securities, derivatives, other limited partnership interests, short-term investments and cash and cash equivalents.
Level 2 Valuation Techniques and Key Inputs:
These assets are comprised of investments that are similar in nature to the instruments described under “— Securities, Short-term Investments and Long-term Debt of CSEs.” Also included are certain mutual funds without readily determinable fair values, as prices are not published publicly. Valuation of the mutual funds is based upon quoted prices or reported net asset value (“NAV”) provided by the fund managers.
Level 3 Valuation Techniques and Key Inputs:
These assets are comprised of investments that are similar in nature to the instruments described under “— Securities, Short-term Investments and Long-term Debt of CSEs.” Also included are other limited partnership interests, which are valued giving consideration to the value of the underlying holdings of the partnerships and by applying a premium or discount, if appropriate, for factors such as liquidity, bid/ask spreads, the performance record of the fund manager or other relevant variables that may impact the exit value of the particular partnership interest.
Derivatives
The estimated fair value of derivatives is determined through the use of quoted market prices for exchange-traded derivatives, or through the use of pricing models for OTC-bilateral and OTC-cleared derivatives. The determination of estimated fair value, when quoted market values are not available, is based on market standard valuation methodologies and inputs that management believes are consistent with what other market participants would use when pricing such instruments. Derivative valuations can be affected by changes in interest rates, foreign currency exchange rates, financial indices, credit spreads, default risk, nonperformance risk, volatility, liquidity and changes in estimates and assumptions used in the pricing models. The valuation controls and procedures for derivatives are described in “— Investments.”
The significant inputs to the pricing models for most OTC-bilateral and OTC-cleared derivatives are inputs that are observable in the market or can be derived principally from, or corroborated by, observable market data. Significant inputs that are observable generally include: interest rates, foreign currency exchange rates, interest rate curves, credit curves and volatility. However, certain OTC-bilateral and OTC-cleared derivatives may rely on inputs that are significant to the estimated fair value that are not observable in the market or cannot be derived principally from, or corroborated by, observable market data. Significant inputs that are unobservable generally include references to emerging market currencies and inputs that are outside the observable portion of the interest rate curve, credit curve, volatility or other relevant market measure. These unobservable inputs may involve significant management judgment or estimation. Even though unobservable, these inputs are based on assumptions deemed appropriate given the circumstances and management believes they are consistent with what other market participants would use when pricing such instruments.
Most inputs for OTC-bilateral and OTC-cleared derivatives are mid-market inputs but, in certain cases, liquidity adjustments are made when they are deemed more representative of exit value. Market liquidity, as well as the use of different methodologies, assumptions and inputs, may have a material effect on the estimated fair values of the Company’s derivatives and could materially affect net income.
The credit risk of both the counterparty and the Company are considered in determining the estimated fair value for all OTC-bilateral and OTC-cleared derivatives, and any potential credit adjustment is based on the net exposure by counterparty after taking into account the effects of netting agreements and collateral arrangements. The Company values its OTC-bilateral and OTC-cleared derivatives using standard swap curves which may include a spread to the risk free rate, depending upon specific collateral arrangements. This credit spread is appropriate for those parties that execute trades at pricing levels consistent with similar collateral arrangements. As the Company and its significant derivative counterparties generally execute trades at such pricing levels and hold sufficient collateral, additional credit risk adjustments are not currently required in the valuation process. The Company’s ability to consistently execute at such pricing levels is in part due to the netting agreements and collateral arrangements that are in place with all of its significant derivative counterparties. An evaluation of the requirement to make additional credit risk adjustments is performed by the Company each reporting period.
Freestanding Derivatives
Level 2 Valuation Techniques and Key Inputs:
This level includes all types of derivatives utilized by the Company with the exception of exchange-traded derivatives included within Level 1 and those derivatives with unobservable inputs as described in Level 3. These derivatives are principally valued using the income approach.
Interest rate
Non-option-based. Valuations are based on present value techniques, which utilize significant inputs that may include the swap yield curve and basis curves.
Option-based. Valuations are based on option pricing models, which utilize significant inputs that may include the swap yield curve, basis curves and interest rate volatility.
Foreign currency exchange rate
Non-option-based. Valuations are based on present value techniques, which utilize significant inputs that may include the swap yield curve, basis curves, currency spot rates and cross currency basis curves.
Credit
Non-option-based. Valuations are based on present value techniques, which utilize significant inputs that may include the swap yield curve, credit curves and recovery rates.
Equity market
Non-option-based. Valuations are based on present value techniques, which utilize significant inputs that may include the swap yield curve, spot equity index levels and dividend yield curves.
Option-based. Valuations are based on option pricing models, which utilize significant inputs that may include the swap yield curve, spot equity index levels, dividend yield curves and equity volatility.
Level 3 Valuation Techniques and Key Inputs:
These derivatives are principally valued using the income approach. Valuations of non-option-based derivatives utilize present value techniques, whereas valuations of option-based derivatives utilize option pricing models. These valuation methodologies generally use the same inputs as described in the corresponding sections above for Level 2 measurements of derivatives. However, these derivatives result in Level 3 classification because one or more of the significant inputs are not observable in the market or cannot be derived principally from, or corroborated by, observable market data.
Interest rate
Non-option-based. Significant unobservable inputs may include the extrapolation beyond observable limits of the swap yield curve and basis curves.
Credit
Non-option-based. Significant unobservable inputs may include credit spreads, repurchase rates and the extrapolation beyond observable limits of the swap yield curve and credit curves. Certain of these derivatives are valued based on independent non-binding broker quotations.
Equity market
Non-option-based. Significant unobservable inputs may include the extrapolation beyond observable limits of dividend yield curves and equity volatility.
Embedded Derivatives
Embedded derivatives principally include certain direct, assumed and ceded variable annuity guarantees and embedded derivatives related to funds withheld on ceded reinsurance. Embedded derivatives are recorded at estimated fair value with changes in estimated fair value reported in net income.
The Company issues certain variable annuity products with guaranteed minimum benefits. GMWBs, GMABs and GMIBs contain embedded derivatives, which are measured at estimated fair value separately from the host variable annuity contract, with changes in estimated fair value reported in net derivative gains (losses). These embedded derivatives are classified within PABs on the consolidated balance sheets.
The fair value of these embedded derivatives, estimated as the present value of projected future benefits minus the present value of projected future fees using actuarial and capital market assumptions including expectations concerning policyholder behavior, is calculated by the Company’s actuarial department. The calculation is based on in-force business, and is performed using standard actuarial valuation software which projects future cash flows from the embedded derivative over multiple risk neutral stochastic scenarios using observable risk free rates.
Capital market assumptions, such as risk free rates and implied volatilities, are based on market prices for publicly traded instruments to the extent that prices for such instruments are observable. Implied volatilities beyond the observable period are extrapolated based on observable implied volatilities and historical volatilities. Actuarial assumptions, including mortality, lapse, withdrawal and utilization, are unobservable and are reviewed at least annually based on actuarial studies of historical experience.
The valuation of these guarantee liabilities includes nonperformance risk adjustments and adjustments for a risk margin related to non-capital market inputs. The nonperformance adjustment is determined by taking into consideration publicly available information relating to spreads in the secondary market for MetLife’s debt, including related credit default swaps. These observable spreads are then adjusted, as necessary, to reflect the priority of these liabilities and the claims paying ability of the issuing insurance subsidiaries compared to MetLife.
Risk margins are established to capture the non-capital market risks of the instrument which represent the additional compensation a market participant would require to assume the risks related to the uncertainties of such actuarial assumptions as annuitization, premium persistency, partial withdrawal and surrenders. The establishment of risk margins requires the use of significant management judgment, including assumptions of the amount and cost of capital needed to cover the guarantees. These guarantees may be more costly than expected in volatile or declining equity markets. Market conditions including, but not limited to, changes in interest rates, equity indices, market volatility and foreign currency exchange rates; changes in nonperformance risk; and variations in actuarial assumptions regarding policyholder behavior, mortality and risk margins related to non-capital market inputs, may result in significant fluctuations in the estimated fair value of the guarantees that could materially affect net income.
The Company assumed, from an affiliated insurance company, the risk associated with certain GMIBs. These embedded derivatives are included in other policy-related balances on the consolidated balance sheets with changes in estimated fair value reported in net derivative gains (losses). The value of the embedded derivatives on these assumed risks is determined using a methodology consistent with that described previously for the guarantees directly written by the Company.
The Company ceded, to an affiliated reinsurance company, the risk associated with certain of the GMIBs, GMABs and GMWBs described above that are also accounted for as embedded derivatives. In addition to ceding risks associated with guarantees that are accounted for as embedded derivatives, the Company also cedes, to the same affiliated reinsurance company, certain directly written GMIBs that are accounted for as insurance (i.e., not as embedded derivatives), but where the reinsurance agreement contains an embedded derivative. These embedded derivatives are included within premiums, reinsurance and other receivables on the consolidated balance sheets with changes in estimated fair value reported in net derivative gains (losses). The value of the embedded derivatives on the ceded risk is determined using a methodology consistent with that described previously for the guarantees directly written by the Company with the exception of the input for nonperformance risk that reflects the credit of the reinsurer.
The estimated fair value of the embedded derivatives within funds withheld related to certain ceded reinsurance is determined based on the change in estimated fair value of the underlying assets held by the Company in a reference portfolio backing the funds withheld liability. The estimated fair value of the underlying assets is determined as previously described in “— Investments — Securities, Short-term Investments and Long-term Debt of CSEs.” The estimated fair value of these embedded derivatives is included, along with their funds withheld hosts, in other liabilities on the consolidated balance sheets with changes in estimated fair value recorded in net derivative gains (losses). Changes in the credit spreads on the underlying assets, interest rates and market volatility may result in significant fluctuations in the estimated fair value of these embedded derivatives that could materially affect net income.
Embedded Derivatives Within Asset and Liability Host Contracts
Level 3 Valuation Techniques and Key Inputs:
Direct and assumed guaranteed minimum benefits
These embedded derivatives are principally valued using the income approach. Valuations are based on option pricing techniques, which utilize significant inputs that may include swap yield curve, currency exchange rates and implied volatilities. These embedded derivatives result in Level 3 classification because one or more of the significant inputs are not observable in the market or cannot be derived principally from, or corroborated by, observable market data. Significant unobservable inputs generally include: the extrapolation beyond observable limits of the swap yield curve and implied volatilities, actuarial assumptions for policyholder behavior and mortality and the potential variability in policyholder behavior and mortality, nonperformance risk and cost of capital for purposes of calculating the risk margin.
Reinsurance ceded on certain guaranteed minimum benefits
These embedded derivatives are principally valued using the income approach. The valuation techniques and significant market standard unobservable inputs used in their valuation are similar to those described above in “— Direct and Assumed Guaranteed Minimum Benefits” and also include counterparty credit spreads.
Transfers between Levels
Overall, transfers between levels occur when there are changes in the observability of inputs and market activity. Transfers into or out of any level are assumed to occur at the beginning of the period.
Transfers between Levels 1 and 2:
For assets and liabilities measured at estimated fair value and still held at both March 31, 2014 and December 31, 2013, transfers between Levels 1 and 2 were not significant.
Transfers into or out of Level 3:
Assets and liabilities are transferred into Level 3 when a significant input cannot be corroborated with market observable data. This occurs when market activity decreases significantly and underlying inputs cannot be observed, current prices are not available, and/or when there are significant variances in quoted prices, thereby affecting transparency. Assets and liabilities are transferred out of Level 3 when circumstances change such that a significant input can be corroborated with market observable data. This may be due to a significant increase in market activity, a specific event, or one or more significant input(s) becoming observable.
Transfers into Level 3 for fixed maturity securities were due primarily to a lack of trading activity, decreased liquidity and credit ratings downgrades (e.g., from investment grade to below investment grade) which have resulted in decreased transparency of valuations and an increased use of independent non-binding broker quotations and unobservable inputs, such as illiquidity premiums, delta spread adjustments, or credit spreads.
Transfers out of Level 3 for fixed maturity securities resulted primarily from increased transparency of both new issuances that, subsequent to issuance and establishment of trading activity, became priced by independent pricing services and existing issuances that, over time, the Company was able to obtain pricing from, or corroborate pricing received from, independent pricing services with observable inputs (such as observable spreads used in pricing securities) or increases in market activity and upgraded credit ratings.
Assets and Liabilities Measured at Fair Value Using Significant Unobservable Inputs (Level 3)
The following table presents certain quantitative information about the significant unobservable inputs used in the fair value measurement, and the sensitivity of the estimated fair value to changes in those inputs, for the more significant asset and liability classes measured at fair value on a recurring basis using significant unobservable inputs (Level 3) at:
							31-Mar-14						31-Dec-13						Impact of
																			Increase in Input
																			on Estimated
	Valuation			Significant							Weighted		Range				Weighted		Fair Value (2)
	Techniques			Unobservable Inputs			Range				Average (1)						Average (1)
Fixed maturity securities (3)
U.S. corporate and foreign corporate	Ÿ	Matrix pricing		Ÿ	Delta spread adjustments (4)		-5	-	250		60		-10	-	240		51		Decrease
				Ÿ	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
				Ÿ	Credit spreads (4)		-118	-	787		191		-112	-	538		208		Decrease
				Ÿ	Offered quotes (5)		99	-	101		100		99	-	100		100		Increase
	Ÿ	Market pricing		Ÿ	Quoted prices (5)		—	-	118		94								Increase
	Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		64	-	1,250		465		33	-	103		87		Increase
RMBS	Ÿ	Matrix pricing and		Ÿ	Credit spreads (4)		-141	-	1,234		251		-96	-	2,406		295		Decrease (6)
		discounted cash flow
	Ÿ	Market pricing		Ÿ	Quoted prices (5)		38	-	107		97		10	-	100		95		Increase (6)
	Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		2	-	78		71		78	-	100		95		Increase (6)
CMBS	Ÿ	Matrix pricing and		Ÿ	Credit spreads (4)								341	-	1,879		746		Decrease (6)
		discounted cash flow
	Ÿ	Market pricing		Ÿ	Quoted prices (5)		1	-	112		101		97	-	104		101		Increase (6)
	Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		13	-	100		100		101	-	101		101		Increase (6)
ABS	Ÿ	Matrix pricing and		Ÿ	Credit spreads (4)		131	-	875		311		30	-	875		319		Decrease (6)
		discounted cash flow
	Ÿ	Market pricing		Ÿ	Quoted prices (5)		—	-	100		100		—	-	104		101		Increase (6)
	Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		60	-	106		98		58	-	106		98		Increase (6)
Derivatives
Interest rate	Ÿ	Present value techniques		Ÿ	Swap yield (7)		242	-	401				248	-	450				Increase (11)
Credit	Ÿ	Present value techniques		Ÿ	Credit spreads (8)		99	-	100				98	-	100				Decrease (8)
	Ÿ	Consensus pricing		Ÿ	Offered quotes (9)
Equity market	Ÿ	Present value techniques		Ÿ	Volatility (10)		15%	-	23%				17%	-	28%				Increase (11)
Embedded derivatives
Direct and ceded guaranteed minimum benefits	Ÿ	Option pricing techniques		Ÿ	Mortality rates:
					Ages 0 - 40		0%	-	0.10%				0%	-	0.10%				Decrease (12)
					Ages 41 - 60		0.04%	-	0.65%				0.04%	-	0.65%				Decrease (12)
					Ages 61 - 115		0.26%	-	100%				0.26%	-	100%				Decrease (12)
				Ÿ	Lapse rates:
					Durations 1 - 10		0.50%	-	100%				0.50%	-	100%				Decrease (13)
					Durations 11 - 20		3%	-	100%				3%	-	100%				Decrease (13)
					Durations 21 - 116		3%	-	100%				3%	-	100%				Decrease (13)
				Ÿ	Utilization rates		20%	-	50%				20%	-	50%				Increase (14)
				Ÿ	Withdrawal rates		0.07%	-	10%				0.07%	-	10%				-15
				Ÿ	Long-term equity volatilities		17.40%	-	25%				17.40%	-	25%				Increase (16)
				Ÿ	Nonperformance risk spread		0.03%	-	1.35%				0.03%	-	0.44%				Decrease (17)
____________
-1	The weighted average for fixed maturity securities is determined based on the estimated fair value of the securities.
-2	The impact of a decrease in input would have the opposite impact on the estimated fair value. For embedded derivatives, changes to direct guaranteed minimum benefits are based on liability positions and changes to ceded guaranteed minimum benefits are based on asset positions.
-3	Significant increases (decreases) in expected default rates in isolation would result in substantially lower (higher) valuations.
-4	Range and weighted average are presented in basis points.
-5	Range and weighted average are presented in accordance with the market convention for fixed maturity securities of dollars per hundred dollars of par.
-6	Changes in the assumptions used for the probability of default is accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumptions used for prepayment rates.
-7	Ranges represent the rates across different yield curves and are presented in basis points. The swap yield curve is utilized among different types of derivatives to project cash flows, as well as to discount future cash flows to present value. Since this valuation methodology uses a range of inputs across a yield curve to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
-8	Represents the risk quoted in basis points of a credit default event on the underlying instrument. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
-9	At both March 31, 2014 and December 31, 2013, independent non-binding broker quotations were used in the determination of less than 1% of the total net derivative estimated fair value.
-10	Ranges represent the underlying equity volatility quoted in percentage points. Since this valuation methodology uses a range of inputs across multiple volatility surfaces to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
-11	Changes are based on long U.S. dollar net asset positions and will be inversely impacted for short U.S. dollar net asset positions.
-12	Mortality rates vary by age and by demographic characteristics such as gender. Mortality rate assumptions are based on company experience. A mortality improvement assumption is also applied. For any given contract, mortality rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
-13	Base lapse rates are adjusted at the contract level based on a comparison of the actuarially calculated guaranteed values and the current policyholder account value, as well as other factors, such as the applicability of any surrender charges. A dynamic lapse function reduces the base lapse rate when the guaranteed amount is greater than the account value as in the money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower in periods when a surrender charge applies. For any given contract, lapse rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
-14	The utilization rate assumption estimates the percentage of contract holders with a GMIB or lifetime withdrawal benefit who will elect to utilize the benefit upon becoming eligible. The rates may vary by the type of guarantee, the amount by which the guaranteed amount is greater than the account value, the contract’s withdrawal history and by the age of the policyholder. For any given contract, utilization rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
-15	The withdrawal rate represents the percentage of account balance that any given policyholder will elect to withdraw from the contract each year. The withdrawal rate assumption varies by age and duration of the contract, and also by other factors such as benefit type. For any given contract, withdrawal rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative. For GMWBs, any increase (decrease) in withdrawal rates results in an increase (decrease) in the estimated fair value of the guarantees. For GMABs and GMIBs, any increase (decrease) in withdrawal rates results in a decrease (increase) in the estimated fair value.
-16	Long-term equity volatilities represent equity volatility beyond the period for which observable equity volatilities are available. For any given contract, long-term equity volatility rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
-17	Nonperformance risk spread varies by duration and by currency. For any given contract, multiple nonperformance risk spreads will apply, depending on the duration of the cash flow being discounted for purposes of valuing the embedded derivative.
The following is a summary of the valuation techniques and significant unobservable inputs used in the fair value measurement of assets and liabilities classified within Level 3 that are not included in the preceding table. Generally, all other classes of securities classified within Level 3, including those within separate account assets and embedded derivatives within funds withheld related to certain ceded reinsurance, use the same valuation techniques and significant unobservable inputs as previously described for Level 3 securities. This includes matrix pricing and discounted cash flow methodologies, inputs such as quoted prices for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2, as well as independent non-binding broker quotations. The sensitivity of the estimated fair value to changes in the significant unobservable inputs for these other assets and liabilities is similar in nature to that described in the preceding table. The valuation techniques and significant unobservable inputs used in the fair value measurement for the more significant assets measured at estimated fair value on a nonrecurring basis and determined using significant unobservable inputs (Level 3) are summarized in “— Nonrecurring Fair Value Measurements.”
The following tables summarize the change of all assets and (liabilities) measured at estimated fair value on a recurring basis using significant unobservable inputs (Level 3):
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Fixed Maturity Securities
		U.S.				Foreign				RMBS				State and Political Subdivision				ABS			CMBS			Foreign
		Corporate				Corporate																		Government
		(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period		$	1,248			$	734			$	422			$	—			$	419		$	72		$	—
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income		1				—				1				—				—			—			—
Net investment gains (losses)		(1		)		—				2				—				—			—			—
Net derivative gains (losses)		—				—				—				—				—			—			—
OCI		28				16				2				—				4			—			—
Purchases (3)		23				3				146				—				58			34			—
Sales (3)		(34		)		—				(35		)		—				(6		)	(10		)	—
Issuances (3)		—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—			—			—
Transfers into Level 3 (4)		186				—				15				—				—			6			—
Transfers out of Level 3 (4)		(51		)		(30		)		(18		)		—				(290		)	—			—
Balance, end of period		$	1,400			$	723			$	535			$	—			$	185		$	102		$	—
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income		$	1			$	—			$	1			$	—			$	—		$	—		$	—
Net investment gains (losses)		$	(1	)		$	—			$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities												Net Derivatives (6)
		Non -				Common				Short-term				Interest				Credit			Equity			Net			Separate
		redeemable				Stock				Investments				Rate							Market			Embedded			Account
		Preferred																						Derivatives (7)			Assets (8)
		Stock
		(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period		$	81			$	31			$	—			$	11			$	6		$	(88	)	$	2,123		$	153
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—			—			—			—
Net investment gains (losses)		—				4				—				—				—			—			—			5
Net derivative gains (losses)		—				—				—				7				(2		)	(7		)	119			—
OCI		—				(1		)		—				21				—			—			—			—
Purchases (3)		—				—				91				—				—			—			—			4
Sales (3)		—				(6		)		—				—				—			—			—			(2		)
Issuances (3)		—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				(1		)		—			—			(5		)	—
Transfers into Level 3 (4)		8				5				—				—				—			—			—			—
Transfers out of Level 3 (4)		—				—				—				—				—			—			—			—
Balance, end of period		$	89			$	33			$	91			$	38			$	4		$	(95	)	$	2,237		$	160
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	6			$	(2	)	$	(7	)	$	126		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Fixed Maturity Securities
		U.S.				Foreign				RMBS				State and Political Subdivision				ABS			CMBS			Foreign
		Corporate				Corporate																		Government
		(In millions)
Three Months Ended March 31, 2013
Balance, beginning of period		$	1,434			$	868			$	278			$	25			$	343		$	125		$	3
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income		3				—				—				—				—			—			—
Net investment gains (losses)		—				(3		)		—				—				—			—			—
Net derivative gains (losses)		—				—				—				—				—			—			—
OCI		28				6				8				—				—			2			(1		)
Purchases (3)		47				40				35				—				116			14			—
Sales (3)		(45		)		(42		)		(10		)		—				(11		)	(30		)	—
Issuances (3)		—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—			—			—
Transfers into Level 3 (4)		95				9				8				—				—			14			—
Transfers out of Level 3 (4)		(295		)		(92		)		(5		)		—				(28		)	(19		)	—
Balance, end of period		$	1,267			$	786			$	314			$	25			$	420		$	106		$	2
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income		$	3			$	—			$	—			$	—			$	—		$	—		$	—
Net investment gains (losses)		$	—			$	(3	)		$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities												Net Derivatives (6)
		Non-				Common				Short-term				Interest				Credit			Equity			Net			Separate
		redeemable				Stock				Investments				Rate							Market			Embedded			Account
		Preferred																						Derivatives (7)			Assets (8)
		Stock
		(In millions)
Three Months Ended March 31, 2013
Balance, beginning of period		$	93			$	26			$	13			$	119			$	10		$	(51	)	$	2,290		$	141
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—			—			—			—
Net investment gains (losses)		—				—				—				—				—			—			—			(2		)
Net derivative gains (losses)		—				—				—				5				(2		)	(28		)	254			—
OCI		4				—				—				(15		)		—			—			—			—
Purchases (3)		—				—				393				—				—			—			—			—
Sales (3)		(18		)		—				(10		)		—				—			—			—			—
Issuances (3)		—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				(3		)		—			(7		)	6			—
Transfers into Level 3 (4)		—				—				—				—				—			—			—			—
Transfers out of Level 3 (4)		—				—				—				—				—			—			—			—
Balance, end of period		$	79			$	26			$	396			$	106			$	8		$	(86	)	$	2,550		$	139
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net investment gains (losses)		$	(2	)		$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	5			$	(2	)	$	(27	)	$	260		$	—
____________
-1	Amortization of premium/accretion of discount is included within net investment income. Impairments charged to net income (loss) on securities are included in net investment gains (losses). Lapses associated with net embedded derivatives are included in net derivative gains (losses).
-2	Interest and dividend accruals, as well as cash interest coupons and dividends received, are excluded from the rollforward.
-3	Items purchased/issued and then sold/settled in the same period are excluded from the rollforward. Fees attributed to embedded derivatives are included in settlements.
-4	Gains and losses, in net income (loss) and OCI, are calculated assuming transfers into and/or out of Level 3 occurred at the beginning of the period. Items transferred into and then out of Level 3 in the same period are excluded from the rollforward.
-5	Changes in unrealized gains (losses) included in net income (loss) relate to assets and liabilities still held at the end of the respective periods.
-6	Freestanding derivative assets and liabilities are presented net for purposes of the rollforward.
-7	Embedded derivative assets and liabilities are presented net for purposes of the rollforward.
-8	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders within separate account liabilities. Therefore, such changes in estimated fair value are not recorded in net income. For the purpose of this disclosure, these changes are presented within net investment gains (losses).
Fair Value Option
The following table presents information for certain assets and liabilities of CSEs, which are accounted for under the FVO. These assets and liabilities were initially measured at fair value.
	31-Mar-14				31-Dec-13
	(In millions)
Assets (1)
Unpaid principal balance	$	1,068			$	1,528
Difference between estimated fair value and unpaid principal balance	72				70
Carrying value at estimated fair value	$	1,140			$	1,598
Liabilities (1)
Contractual principal balance	$	977			$	1,436
Difference between estimated fair value and contractual principal balance	23				25
Carrying value at estimated fair value	$	1,000			$	1,461
____________
-1	These assets and liabilities are comprised of commercial mortgage loans and long-term debt. Changes in estimated fair value on these assets and liabilities and gains or losses on sales of these assets are recognized in net investment gains (losses). Interest income on commercial mortgage loans held by CSEs — FVO is recognized in net investment income. Interest expense from long-term debt of CSEs — FVO is recognized in other expenses.
Nonrecurring Fair Value Measurements
The following table presents information for assets measured at estimated fair value on a nonrecurring basis during the periods and still held at the reporting dates; that is, they are not measured at fair value on a recurring basis but are subject to fair value adjustments only in certain circumstances (for example, when there is evidence of impairment). The estimated fair values for these assets were determined using significant unobservable inputs (Level 3).
	At March 31,								Three Months
									Ended
									March 31,
	2014				2013				2014				2013
	Carrying Value After								Gains (Losses)
	Measurement
	(In millions)
Mortgage loans, net (1)	$	17			$	17			$	—			$	—
Other limited partnership interests (2)	$	4			$	1			$	(2	)		$	—
Real estate joint ventures (3)	$	—			$	1			$	—			$	(1	)
____________
-1	Estimated fair values for impaired mortgage loans are based on independent broker quotations or valuation models using unobservable inputs or, if the loans are in foreclosure or are otherwise determined to be collateral dependent, are based on the estimated fair value of the underlying collateral or the present value of the expected future cash flows.
-2	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include private equity and debt funds that typically invest primarily in various strategies including domestic and international leveraged buyout funds; power, energy, timber and infrastructure development funds; venture capital funds; and below investment grade debt and mezzanine debt funds. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next two to 10 years. Unfunded commitments for these investments at both March 31, 2014 and 2013 were not significant.
-3	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include several real estate funds that typically invest primarily in commercial real estate. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next one to 10 years. Unfunded commitments for these investments at both March 31, 2014 and 2013 were not significant.
Fair Value of Financial Instruments Carried at Other Than Fair Value
The following tables provide fair value information for financial instruments that are carried on the balance sheet at amounts other than fair value. These tables exclude the following financial instruments: cash and cash equivalents, accrued investment income, payables for collateral under securities loaned and other transactions and those short-term investments that are not securities, such as time deposits, and therefore are not included in the three level hierarchy table disclosed in the “— Recurring Fair Value Measurements” section. The estimated fair value of the excluded financial instruments, which are primarily classified in Level 2 and, to a lesser extent, in Level 1, approximates carrying value as they are short-term in nature such that the Company believes there is minimal risk of material changes in interest rates or credit quality. All remaining balance sheet amounts excluded from the table below are not considered financial instruments subject to this disclosure.
The carrying values and estimated fair values for such financial instruments, and their corresponding placement in the fair value hierarchy, are summarized as follows at:
	31-Mar-14
					Fair Value Hierarchy
	Carrying				Level 1				Level 2				Level 3				Total Estimated
	Value																Fair Value
	(In millions)
Assets
Mortgage loans	$	5,842			$	—			$	—			$	6,195			$	6,195
Policy loans	$	1,214			$	—			$	869			$	411			$	1,280
Real estate joint ventures	$	54			$	—			$	—			$	107			$	107
Other limited partnership interests	$	75			$	—			$	—			$	99			$	99
Other invested assets	$	931			$	—			$	1,007			$	—			$	1,007
Premiums, reinsurance and other receivables	$	6,478			$	—			$	37			$	7,034			$	7,071
Liabilities
PABs	$	20,301			$	—			$	—			$	21,472			$	21,472
Long-term debt	$	790			$	—			$	1,031			$	—			$	1,031
Other liabilities	$	334			$	—			$	170			$	164			$	334
Separate account liabilities	$	1,452			$	—			$	1,452			$	—			$	1,452
	31-Dec-13
					Fair Value Hierarchy
	Carrying				Level 1				Level 2				Level 3				Total Estimated
	Value																Fair Value
	(In millions)
Assets
Mortgage loans	$	6,120			$	—			$	—			$	6,427			$	6,427
Policy loans	$	1,219			$	—			$	872			$	407			$	1,279
Real estate joint ventures	$	55			$	—			$	—			$	98			$	98
Other limited partnership interests	$	78			$	—			$	—			$	89			$	89
Other invested assets	$	931			$	—			$	995			$	—			$	995
Premiums, reinsurance and other receivables	$	5,928			$	—			$	24			$	6,282			$	6,306
Liabilities
PABs	$	20,875			$	—			$	—			$	21,987			$	21,987
Long-term debt	$	790			$	—			$	1,009			$	—			$	1,009
Other liabilities	$	258			$	—			$	96			$	162			$	258
Separate account liabilities	$	1,448			$	—			$	1,448			$	—			$	1,448
The methods, assumptions and significant valuation techniques and inputs used to estimate the fair value of financial instruments are summarized as follows:
Mortgage Loans
The estimated fair value of mortgage loans is primarily determined by estimating expected future cash flows and discounting them using current interest rates for similar mortgage loans with similar credit risk, or is determined from pricing for similar loans.
Policy Loans
Policy loans with fixed interest rates are classified within Level 3. The estimated fair values for these loans are determined using a discounted cash flow model applied to groups of similar policy loans determined by the nature of the underlying insurance liabilities. Cash flow estimates are developed by applying a weighted-average interest rate to the outstanding principal balance of the respective group of policy loans and an estimated average maturity determined through experience studies of the past performance of policyholder repayment behavior for similar loans. These cash flows are discounted using current risk-free interest rates with no adjustment for borrower credit risk as these loans are fully collateralized by the cash surrender value of the underlying insurance policy. Policy loans with variable interest rates are classified within Level 2 and the estimated fair value approximates carrying value due to the absence of borrower credit risk and the short time period between interest rate resets, which presents minimal risk of a material change in estimated fair value due to changes in market interest rates.
Real Estate Joint Ventures and Other Limited Partnership Interests
The estimated fair values of these cost method investments are generally based on the Company’s share of the NAV as provided in the financial statements of the investees. In certain circumstances, management may adjust the NAV by a premium or discount when it has sufficient evidence to support applying such adjustments.
Other Invested Assets
These other invested assets are principally comprised of loans to affiliates. The estimated fair value of loans to affiliates is determined by discounting the expected future cash flows using market interest rates currently available for instruments with similar terms and remaining maturities.
Premiums, Reinsurance and Other Receivables
Premiums, reinsurance and other receivables are principally comprised of certain amounts recoverable under reinsurance agreements, amounts on deposit with financial institutions to facilitate daily settlements related to certain derivatives and amounts receivable for securities sold but not yet settled.
Amounts recoverable under ceded reinsurance agreements, which the Company has determined do not transfer significant risk such that they are accounted for using the deposit method of accounting, have been classified as Level 3. The valuation is based on discounted cash flow methodologies using significant unobservable inputs. The estimated fair value is determined using interest rates determined to reflect the appropriate credit standing of the assuming counterparty.
The amounts on deposit for derivative settlements, classified within Level 2, essentially represent the equivalent of demand deposit balances and amounts due for securities sold are generally received over short periods such that the estimated fair value approximates carrying value.
PABs
These PABs include investment contracts. Embedded derivatives on investment contracts and certain variable annuity guarantees accounted for as embedded derivatives are excluded from this caption in the preceding tables as they are separately presented in “— Recurring Fair Value Measurements.”
The investment contracts primarily include certain funding agreements, fixed deferred annuities, modified guaranteed annuities, fixed term payout annuities and total control accounts. The valuation of these investment contracts is based on discounted cash flow methodologies using significant unobservable inputs. The estimated fair value is determined using current market risk-free interest rates adding a spread to reflect the nonperformance risk in the liability.
Long-term Debt
The estimated fair value of long-term debt is principally determined using market standard valuation methodologies. Valuations are based primarily on quoted prices in markets that are not active or using matrix pricing that use standard market observable inputs such as quoted prices in markets that are not active and observable yields and spreads in the market. Instruments valued using discounted cash flow methodologies use standard market observable inputs including market yield curve, duration, observable prices and spreads for similar publicly traded or privately traded issues.
Other Liabilities
Other liabilities consist primarily of interest payable, amounts due for securities purchased but not yet settled and funds withheld amounts payable, which are contractually withheld by the Company in accordance with the terms of the reinsurance agreements. The Company evaluates the specific terms, facts and circumstances of each instrument to determine the appropriate estimated fair values, which are not materially different from the carrying values.
Separate Account Liabilities
Separate account liabilities represent those balances due to policyholders under contracts that are classified as investment contracts.
Separate account liabilities classified as investment contracts primarily represent variable annuities with no significant mortality risk to the Company such that the death benefit is equal to the account balance and certain contracts that provide for benefit funding.
Since separate account liabilities are fully funded by cash flows from the separate account assets which are recognized at estimated fair value as described in the section “— Recurring Fair Value Measurements,” the value of those assets approximates the estimated fair value of the related separate account liabilities. The valuation techniques and inputs for separate account liabilities are similar to those described for separate account assets.

Goodwill

Goodwill	3 Months Ended
	Mar. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill	'
	8.  Goodwill
	During the three months ended March 31, 2014, in connection with the anticipated sale of MAL, goodwill in the Corporate Benefit Funding segment was reduced by $112 million. See Note 3. This goodwill was allocated to MAL based on the relative fair value of MAL to the estimated fair value of the Corporate Benefit Funding segment in total. The Company tested the remaining goodwill in the Corporate Benefit Funding segment for impairment and concluded that the fair value was in excess of the carrying value and therefore, it was not impaired.

Equity

Equity	3 Months Ended
	Mar. 31, 2014
Equity [Abstract]	'
Equity	'
	9.  Equity
	Accumulated Other Comprehensive Income (Loss)
	Information regarding changes in the balances of each component of AOCI, net of income tax, was as follows:
		Three Months
		Ended
		March 31, 2014
		Unrealized				Unrealized				Foreign			Total
		Investment Gains				Gains (Losses)				Currency
		(Losses), Net of				on Derivatives				Translation
		Related Offsets (1)								Adjustments
		(In millions)
	Balance, beginning of period	$	885			$	27			$	(23	)	$	889
	OCI before reclassifications	960				64				7			1,031
	Income tax expense (benefit)	(323		)		(22		)		(1		)	(346		)
	OCI before reclassifications, net of income tax	1,522				69				(17		)	1,574
	Amounts reclassified from AOCI	(28		)		—				—			(28		)
	Income tax expense (benefit)	9				—				—			9
	Amounts reclassified from AOCI, net of income tax	(19		)		—				—			(19		)
	Balance, end of period	$	1,503			$	69			$	(17	)	$	1,555
		Three Months
		Ended
		March 31, 2013
		Unrealized				Unrealized				Foreign			Total
		Investment Gains				Gains (Losses)				Currency
		(Losses), Net of				on Derivatives				Translation
		Related Offsets (1)								Adjustments
		(In millions)
	Balance, beginning of period	$	2,291			$	158			$	(49	)	$	2,400
	OCI before reclassifications	(516		)		(14		)		(55		)	(585		)
	Income tax expense (benefit)	209				5				(1		)	213
	OCI before reclassifications, net of income tax	1,984				149				(105		)	2,028
	Amounts reclassified from AOCI	(67		)		(2		)		—			(69		)
	Income tax expense (benefit)	27				—				—			27
	Amounts reclassified from AOCI, net of income tax	(40		)		(2		)		—			(42		)
	Balance, end of period	$	1,944			$	147			$	(105	)	$	1,986
	____________
	-1	See Note 5 for information on offsets to investments related to insurance liabilities and DAC and VOBA.
	Information regarding amounts reclassified out of each component of AOCI was as follows:
	AOCI Components		Amounts Reclassified from AOCI								Statement of Operations and
											Comprehensive Income (Loss) Location
			Three Months				Three Months
			Ended				Ended
			March 31, 2014				March 31, 2013
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	20			$	71			Net investment gains (losses)
	Net unrealized investment gains (losses)		6				3				Net investment income
	Net unrealized investment gains (losses)		2				—				Net derivative gains (losses)
	OTTI		—				(7		)		Net investment gains (losses)
	Net unrealized investment gains (losses), before income tax		28				67
	Income tax (expense) benefit		(9		)		(27		)
	Net unrealized investment gains (losses), net of income tax		$	19			$	40
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		$	—			$	(1	)		Net derivative gains (losses)
	Interest rate forwards		—				3				Net derivative gains (losses)
	Interest rate forwards		—				1				Net investment income
	Foreign currency swaps		—				(1		)		Net derivative gains (losses)
	Gains (losses) on cash flow hedges, before income tax		—				2
	Income tax (expense) benefit		—				—
	Gains (losses) on cash flow hedges, net of income tax		$	—			$	2
	Total reclassifications, net of income tax		$	19			$	42

Other_Expenses

Other Expenses	3 Months Ended
	Mar. 31, 2014
Other Income and Expenses [Abstract]	'
Other Expenses	'
	10. Other Expenses
	Information on other expenses was as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Compensation	$	79		$	89
	Commissions	130			193
	Volume-related costs	38			18
	Affiliated interest costs on ceded reinsurance	66			58
	Capitalization of DAC	(74		)	(154		)
	Amortization of DAC and VOBA	316			26
	Interest expense on debt	35			51
	Premium taxes, licenses and fees	13			13
	Professional services	9			5
	Rent and related expenses	8			8
	Other	100			101
	Total other expenses	$	720		$	408
	Affiliated Expenses
	Commissions, capitalization of DAC and amortization of DAC and VOBA include the impact of affiliated reinsurance transactions. See Note 12 for discussion of affiliated expenses included in the table above.

Contingencies_Commitments_and_

Contingencies, Commitments and Guarantees	3 Months Ended
	Mar. 31, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Contingencies, Commitments and Guarantees	'
	11. Contingencies, Commitments and Guarantees
	Contingencies
	Litigation
	The Company is a defendant in a number of litigation matters. In some of the matters, large and/or indeterminate amounts, including punitive and treble damages, are sought. Modern pleading practice in the U.S. permits considerable variation in the assertion of monetary damages or other relief. Jurisdictions may permit claimants not to specify the monetary damages sought or may permit claimants to state only that the amount sought is sufficient to invoke the jurisdiction of the trial court. In addition, jurisdictions may permit plaintiffs to allege monetary damages in amounts well exceeding reasonably possible verdicts in the jurisdiction for similar matters. This variability in pleadings, together with the actual experience of the Company in litigating or resolving through settlement numerous claims over an extended period of time, demonstrates to management that the monetary relief which may be specified in a lawsuit or claim bears little relevance to its merits or disposition value.
	Due to the vagaries of litigation, the outcome of a litigation matter and the amount or range of potential loss at particular points in time may normally be difficult to ascertain. Uncertainties can include how fact finders will evaluate documentary evidence and the credibility and effectiveness of witness testimony, and how trial and appellate courts will apply the law in the context of the pleadings or evidence presented, whether by motion practice, or at trial or on appeal. Disposition valuations are also subject to the uncertainty of how opposing parties and their counsel will themselves view the relevant evidence and applicable law.
	The Company establishes liabilities for litigation and regulatory loss contingencies when it is probable that a loss has been incurred and the amount of the loss can be reasonably estimated. Liabilities have been established for some of the matters below. It is possible that some of the matters could require the Company to pay damages or make other expenditures or establish accruals in amounts that could not be estimated at March 31, 2014.
	Matters as to Which an Estimate Can Be Made
	For some of the matters discussed below, the Company is able to estimate a reasonably possible range of loss. For such matters where a loss is believed to be reasonably possible, but not probable, no accrual has been made. As of March 31, 2014, the aggregate range of reasonably possible losses in excess of amounts accrued for these matters was not material for the Company.
	Matters as to Which an Estimate Cannot Be Made
	For other matters disclosed below, the Company is not currently able to estimate the reasonably possible loss or range of loss. The Company is often unable to estimate the possible loss or range of loss until developments in such matters have provided sufficient information to support an assessment of the range of possible loss, such as quantification of a damage demand from plaintiffs, discovery from other parties and investigation of factual allegations, rulings by the court on motions or appeals, analysis by experts, and the progress of settlement negotiations. On a quarterly and annual basis, the Company reviews relevant information with respect to litigation contingencies and updates its accruals, disclosures and estimates of reasonably possible losses or ranges of loss based on such reviews.
	Unclaimed Property Inquiries
	On December 28, 2012, the West Virginia Treasurer filed an action (West Virginia ex rel. John D. Perdue v. MetLife Insurance Company of Connecticut, Circuit Court of Putnam County), alleging that MetLife Insurance Company of Connecticut violated the West Virginia Uniform Unclaimed Property Act, seeking to compel compliance with the Act, and seeking payment of unclaimed property, interest, and penalties. On November 14, 2012, the Treasurer filed a substantially identical suit against MLI-USA. On December 30, 2013, the court granted defendants’ motions to dismiss all of the West Virginia Treasurer’s actions. The Treasurer has filed a notice to appeal the dismissal order. At least one other jurisdiction is pursuing a similar market conduct examination concerning compliance with unclaimed property statutes.
	Sales Practices Claims
	Over the past several years, the Company has faced claims and regulatory inquiries and investigations, alleging improper marketing or sales of individual life insurance policies, annuities, mutual funds or other products. The Company continues to vigorously defend against the claims in these matters. The Company believes adequate provision has been made in its consolidated financial statements for all probable and reasonably estimable losses for sales practices matters.
	Summary
	Various litigation, claims and assessments against the Company, in addition to those discussed previously and those otherwise provided for in the Company’s consolidated financial statements, have arisen in the course of the Company’s business, including, but not limited to, in connection with its activities as an insurer, employer, investor, investment advisor and taxpayer. Further, state insurance regulatory authorities and other federal and state authorities regularly make inquiries and conduct investigations concerning the Company’s compliance with applicable insurance and other laws and regulations.
	It is not possible to predict the ultimate outcome of all pending investigations and legal proceedings. In some of the matters referred to previously, large and/or indeterminate amounts, including punitive and treble damages, are sought. Although, in light of these considerations it is possible that an adverse outcome in certain cases could have a material effect upon the Company’s financial position, based on information currently known by the Company’s management, in its opinion, the outcomes of such pending investigations and legal proceedings are not likely to have such an effect. However, given the large and/or indeterminate amounts sought in certain of these matters and the inherent unpredictability of litigation, it is possible that an adverse outcome in certain matters could, from time to time, have a material effect on the Company’s consolidated net income or cash flows in particular quarterly or annual periods.
	Commitments
	Mortgage Loan Commitments
	The Company commits to lend funds under mortgage loan commitments. The amounts of these mortgage loan commitments were $131 million and $147 million at March 31, 2014 and December 31, 2013, respectively.
	Commitments to Fund Partnerships Investments, Bank Credit Facilities and Private Corporate Bond Investments
	The Company commits to fund partnership investments and to lend funds under bank credit facilities and private corporate bond investments. The amounts of these unfunded commitments were $929 million and $1.0 billion at March 31, 2014 and December 31, 2013, respectively.
	Other Commitments
	The Company has entered into collateral arrangements with affiliates, which require the transfer of collateral in connection with secured demand notes. At both March 31, 2014 and December 31, 2013, the Company had agreed to fund up to $61 million of cash upon the request by these affiliates and had transferred collateral consisting of various securities with a fair market value of $81 million and $74 million at March 31, 2014 and December 31, 2013, respectively, to custody accounts to secure the demand notes. Each of these affiliates is permitted by contract to sell or repledge this collateral. In April 2014, $29 million of this commitment matured.
	See Note 5 “— Related Party Investment Transactions” for additional other commitments.

Related_Party_Transactions

Related Party Transactions	3 Months Ended
	Mar. 31, 2014
Related Party Transactions [Abstract]	'
Related Party Transactions	'
	12.  Related Party Transactions
	Service Agreements
	The Company has entered into various agreements with affiliates for services necessary to conduct its activities. Typical services provided under these agreements include management, policy administrative functions, personnel, investment advice and distribution services. For certain agreements, charges are based on various performance measures or activity-based costing. The bases for such charges are modified and adjusted by management when necessary or appropriate to reflect fairly and equitably the actual incidence of cost incurred by the Company and/or affiliate. Expenses and fees incurred with affiliates related to these agreements, recorded in other expenses, were $346 million and $444 million for the three months ended March 31, 2014 and 2013, respectively. Revenues received from affiliates related to these agreements, recorded in universal life and investment-type product policy fees, were $57 million and $50 million for the three months ended March 31, 2014 and 2013, respectively. Revenues received from affiliates related to these agreements, recorded in other revenues, were $47 million and $46 million for the three months ended March 31, 2014 and 2013, respectively.
	The Company had net payables to affiliates, related to the items discussed above, of $193 million and $210 million at March 31, 2014 and December 31, 2013, respectively.
	See Note 5 for additional information on related party transactions.
	Related Party Reinsurance Transactions
	The Company has reinsurance agreements with certain MetLife subsidiaries, including MLIC, MetLife Reinsurance Company of South Carolina, Exeter, General American Life Insurance Company, MLIIC, MetLife Reinsurance Company of Vermont and MetLife Reinsurance Company of Delaware (“MRD”), all of which are related parties.
	Information regarding the significant effects of affiliated reinsurance included on the consolidated statements of operations and comprehensive income (loss) was as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Premiums
	Reinsurance assumed	$	6		$	4
	Reinsurance ceded	(263		)	(147		)
	Net premiums	$	(257	)	$	(143	)
	Universal life and investment-type product policy fees
	Reinsurance assumed	$	24		$	21
	Reinsurance ceded	(157		)	(134		)
	Net universal life and investment-type product policy fees	$	(133	)	$	(113	)
	Other revenues
	Reinsurance assumed	$	—		$	—
	Reinsurance ceded	57			92
	Net other revenues	$	57		$	92
	Policyholder benefits and claims
	Reinsurance assumed	$	5		$	3
	Reinsurance ceded	(350		)	(193		)
	Net policyholder benefits and claims	$	(345	)	$	(190	)
	Interest credited to policyholder account balances
	Reinsurance assumed	$	19		$	18
	Reinsurance ceded	(33		)	(29		)
	Net interest credited to policyholder account balances	$	(14	)	$	(11	)
	Other expenses
	Reinsurance assumed	$	12		$	9
	Reinsurance ceded	24			21
	Net other expenses	$	36		$	30
	Information regarding the significant effects of affiliated reinsurance included on the consolidated balance sheets was as follows at:
		31-Mar-14						31-Dec-13
		Assumed			Ceded			Assumed		Ceded
		(In millions)
	Assets
	Premiums, reinsurance and other receivables	$	32		$	13,528		$	28	$	12,710
	Deferred policy acquisition costs and value of business acquired	135			(606		)	122		(579		)
	Total assets	$	167		$	12,922		$	150	$	12,131
	Liabilities
	Other policy-related balances	$	1,656		$	799		$	1,640	$	811
	Other liabilities	14			5,361			9		5,260
	Total liabilities	$	1,670		$	6,160		$	1,649	$	6,071
	In October 2012, MLI-USA entered into a reinsurance agreement to cede two blocks of business to MRD, on a 90% coinsurance with funds withheld basis. This agreement covers certain term and certain universal life policies issued in 2012 by MLI-USA and was amended in 2013 to include certain term and universal life policies issued by MLI-USA through December 31, 2013. This agreement transfers risk to MRD and, therefore, is accounted for as reinsurance. As a result of the agreement, affiliated reinsurance recoverables, included in premiums, reinsurance and other receivables, were $543 million and $917 million at March 31, 2014 and December 31, 2013, respectively. MLI-USA also recorded a funds withheld liability and other reinsurance payables, included in other liabilities, which were $433 million and $798 million at March 31, 2014 and December 31, 2013, respectively. Certain contractual features of this agreement qualify as embedded derivatives, which are separately accounted for at fair value on the Company’s consolidated balance sheets. The embedded derivative related to this cession is included within other liabilities and was $11 million and ($14) million at March 31, 2014 and December 31, 2013, respectively. For the three months ended March 31, 2014 and 2013, the Company’s consolidated statements of operations and comprehensive income (loss) reflects a loss for this agreement of $51 million and $15 million, respectively, which included net derivative gains (losses) of ($25) million and $1 million for the three months ended March 31, 2014 and 2013, respectively, related to the embedded derivative.
	The Company ceded risks to affiliates related to guaranteed minimum benefit guarantees written directly by the Company. These ceded reinsurance agreements contain embedded derivatives and changes in their fair value are included within net derivative gains (losses). The embedded derivatives associated with the cessions are included within premiums, reinsurance and other receivables and were assets of $1.3 billion and $912 million at March 31, 2014 and December 31, 2013, respectively. Net derivative gains (losses) associated with the embedded derivatives were $248 million and ($748) million for the three months ended March 31, 2014 and 2013, respectively.
	MLI-USA ceded two blocks of business to an affiliate on a 90% coinsurance with funds withheld basis. Certain contractual features of this agreement qualify as embedded derivatives, which are separately accounted for at estimated fair value on the Company’s consolidated balance sheets. The embedded derivative related to the funds withheld associated with this reinsurance agreement is included within other liabilities and increased the funds withheld balance by $150 million and $48 million at March 31, 2014 and December 31, 2013, respectively. Net derivative gains (losses) associated with the embedded derivatives were ($102) million and $289 million for the three months ended March 31, 2014 and 2013, respectively.
	Effective January 1, 2014, MetLife Insurance Company of Connecticut reinsured with MLIC all existing New York insurance policies and annuity contracts that include a separate account feature. As a result of the reinsurance agreements, MetLife Insurance Company of Connecticut recorded reinsurance receivables, included in premiums, reinsurance and other receivables, of $700 million, a funds withheld liability, included in other liabilities, of $192 million, and other reinsurance payables of $14 million included in other liabilities, and transferred cash and investments of $494 million to MLIC. See Note 1.

Business_Basis_of_Presentation1

Business, Basis of Presentation and Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Use of Estimates	'
	The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America (“GAAP”) requires management to adopt accounting policies and make estimates and assumptions that affect amounts reported in the interim condensed consolidated financial statements. In applying these policies and estimates, management makes subjective and complex judgments that frequently require assumptions about matters that are inherently uncertain. Many of these policies, estimates and related judgments are common in the insurance and financial services industries; others are specific to the Company’s business and operations. Actual results could differ from estimates.
Consolidation of Subsidiaries	'
	The accompanying interim condensed consolidated financial statements include the accounts of MetLife Insurance Company of Connecticut and its subsidiaries, as well as partnerships and joint ventures in which the Company has control, and variable interest entities (“VIEs”) for which the Company is the primary beneficiary. Intercompany accounts and transactions have been eliminated.
	The Company uses the equity method of accounting for investments in equity securities when it has significant influence or at least 20% interest and for investments in real estate joint ventures and other limited partnership interests (“investees”) when it has more than a minor ownership interest or more than a minor influence over the investee’s operations, but does not have a controlling financial interest. The Company generally recognizes its share of the investee’s earnings on a three-month lag in instances where the investee’s financial information is not sufficiently timely or when the investee’s reporting period differs from the Company’s reporting period. The Company uses the cost method of accounting for investments in which it has virtually no influence over the investee’s operations.
	Since the Company is a member of a controlled group of affiliated companies, its results may not be indicative of those of a stand-alone entity.
	The accompanying interim condensed consolidated financial statements are unaudited and reflect all adjustments (including normal recurring adjustments) necessary to present fairly the financial position, results of operations and cash flows for the interim periods presented in conformity with GAAP. Interim results are not necessarily indicative of full year performance. The December 31, 2013 consolidated balance sheet data was derived from audited consolidated financial statements included in MetLife Insurance Company of Connecticut’s Annual Report on Form 10-K for the year ended December 31, 2013 (the “2013 Annual Report”), filed with the U.S. Securities and Exchange Commission (“SEC”), which include all disclosures required by GAAP. Therefore, these interim condensed consolidated financial statements should be read in conjunction with the consolidated financial statements of the Company included in the 2013 Annual Report.
Investments	'
	Maturities of Fixed Maturity Securities
	Actual maturities may differ from contractual maturities due to the exercise of call or prepayment options. Fixed maturity securities not due at a single maturity date have been presented in the year of final contractual maturity. RMBS, ABS and CMBS are shown separately, as they are not due at a single maturity.
	Past Due and Interest Accrual Status of Mortgage Loans
	The Company defines delinquency consistent with industry practice, when mortgage loans are past due as follows: commercial mortgage loans — 60 days and agricultural mortgage loans — 90 days.
	Variable Interest Entities
	The Company has invested in certain structured transactions (including CSEs), that are VIEs. In certain instances, the Company holds both the power to direct the most significant activities of the entity, as well as an economic interest in the entity and, as such, is deemed to be the primary beneficiary or consolidator of the entity.
	The determination of the VIE’s primary beneficiary requires an evaluation of the contractual and implied rights and obligations associated with each party’s relationship with or involvement in the entity, an estimate of the entity’s expected losses and expected residual returns and the allocation of such estimates to each party involved in the entity. The Company generally uses a qualitative approach to determine whether it is the primary beneficiary. However, for VIEs that are investment companies or apply measurement principles consistent with those utilized by investment companies, the primary beneficiary is based on a risks and rewards model and is defined as the entity that will absorb a majority of a VIE’s expected losses, receive a majority of a VIE’s expected residual returns if no single entity absorbs a majority of expected losses, or both. The Company reassesses its involvement with VIEs on a quarterly basis. The use of different methodologies, assumptions and inputs in the determination of the primary beneficiary could have a material effect on the amounts presented within the consolidated financial statements.
Derivatives	'
	Accounting for Derivatives
	Freestanding Derivatives
	Freestanding derivatives are carried on the Company’s balance sheet either as assets within other invested assets or as liabilities within other liabilities at estimated fair value. The Company does not offset the fair value amounts recognized for derivatives executed with the same counterparty under the same master netting agreement.
	Accruals on derivatives are generally recorded in accrued investment income or within other liabilities. However, accruals that are not scheduled to settle within one year are included with the derivatives carrying value in other invested assets or other liabilities.
	If a derivative is not designated as an accounting hedge or its use in managing risk does not qualify for hedge accounting, changes in the estimated fair value of the derivative are reported in net derivative gains (losses) except as follows:
	Statement of Operations Presentation:	Derivative:
	Policyholder benefits and claims	•  Economic hedges of variable annuity guarantees included in future policy benefits
	Net investment income	•  Economic hedges of equity method investments in joint ventures
	Hedge Accounting
	To qualify for hedge accounting, at the inception of the hedging relationship, the Company formally documents its risk management objective and strategy for undertaking the hedging transaction, as well as its designation of the hedge. Hedge designation and financial statement presentation of changes in estimated fair value of the hedging derivatives are as follows:
	•	Fair value hedge (a hedge of the estimated fair value of a recognized asset or liability) - in net derivative gains (losses), consistent with the change in fair value of the hedged item attributable to the designated risk being hedged.
	•	Cash flow hedge (a hedge of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability) - effectiveness in OCI (deferred gains or losses on the derivative are reclassified into the statement of operations when the Company’s earnings are affected by the variability in cash flows of the hedged item); ineffectiveness in net derivative gains (losses).
	The changes in estimated fair values of the hedging derivatives are exclusive of any accruals that are separately reported on the statement of operations within interest income or interest expense to match the location of the hedged item.
	In its hedge documentation, the Company sets forth how the hedging instrument is expected to hedge the designated risks related to the hedged item and sets forth the method that will be used to retrospectively and prospectively assess the hedging instrument’s effectiveness and the method that will be used to measure ineffectiveness. A derivative designated as a hedging instrument must be assessed as being highly effective in offsetting the designated risk of the hedged item. Hedge effectiveness is formally assessed at inception and at least quarterly throughout the life of the designated hedging relationship. Assessments of hedge effectiveness and measurements of ineffectiveness are also subject to interpretation and estimation and different interpretations or estimates may have a material effect on the amount reported in net income.
	The Company discontinues hedge accounting prospectively when: (i) it is determined that the derivative is no longer highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item; (ii) the derivative expires, is sold, terminated, or exercised; (iii) it is no longer probable that the hedged forecasted transaction will occur; or (iv) the derivative is de-designated as a hedging instrument.
	When hedge accounting is discontinued because it is determined that the derivative is not highly effective in offsetting changes in the estimated fair value or cash flows of a hedged item, the derivative continues to be carried on the balance sheet at its estimated fair value, with changes in estimated fair value recognized in net derivative gains (losses). The carrying value of the hedged recognized asset or liability under a fair value hedge is no longer adjusted for changes in its estimated fair value due to the hedged risk, and the cumulative adjustment to its carrying value is amortized into income over the remaining life of the hedged item. Provided the hedged forecasted transaction is still probable of occurrence, the changes in estimated fair value of derivatives recorded in OCI related to discontinued cash flow hedges are released into the statement of operations when the Company’s earnings are affected by the variability in cash flows of the hedged item.
	When hedge accounting is discontinued because it is no longer probable that the forecasted transactions will occur on the anticipated date or within two months of that date, the derivative continues to be carried on the balance sheet at its estimated fair value, with changes in estimated fair value recognized currently in net derivative gains (losses). Deferred gains and losses of a derivative recorded in OCI pursuant to the discontinued cash flow hedge of a forecasted transaction that is no longer probable are recognized immediately in net derivative gains (losses).
	In all other situations in which hedge accounting is discontinued, the derivative is carried at its estimated fair value on the balance sheet, with changes in its estimated fair value recognized in the current period as net derivative gains (losses).
	Embedded Derivatives
	The Company sells variable annuities and issues certain insurance products and investment contracts and is a party to certain reinsurance agreements that have embedded derivatives. The Company assesses each identified embedded derivative to determine whether it is required to be bifurcated. The embedded derivative is bifurcated from the host contract and accounted for as a freestanding derivative if:
	•	the combined instrument is not accounted for in its entirety at fair value with changes in fair value recorded in earnings;
	•	the terms of the embedded derivative are not clearly and closely related to the economic characteristics of the host contract; and
	•	a separate instrument with the same terms as the embedded derivative would qualify as a derivative instrument.
	Such embedded derivatives are carried on the balance sheet at estimated fair value with the host contract and changes in their estimated fair value are generally reported in net derivative gains (losses). If the Company is unable to properly identify and measure an embedded derivative for separation from its host contract, the entire contract is carried on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income. Additionally, the Company may elect to carry an entire contract on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income if that contract contains an embedded derivative that requires bifurcation. At inception, the Company attributes to the embedded derivative a portion of the projected future guarantee fees to be collected from the policyholder equal to the present value of projected future guaranteed benefits. Any additional fees represent “excess” fees and are reported in universal life and investment-type product policy fees.
	Derivative Strategies
	Derivatives are financial instruments whose values are derived from interest rates, foreign currency exchange rates, credit spreads and/or other financial indices. Derivatives may be exchange-traded or contracted in the over-the-counter (“OTC”) market. Certain of the Company’s OTC derivatives are cleared and settled through central clearing counterparties (“OTC-cleared”), while others are bilateral contracts between two counterparties (“OTC-bilateral”). The types of derivatives the Company uses include swaps, forwards, futures and option contracts. To a lesser extent, the Company uses credit default swaps to synthetically replicate investment risks and returns which are not readily available in the cash market.
	The Company designates and accounts for the following as fair value hedges when they have met the requirements of fair value hedging: (i) interest rate swaps to convert fixed rate assets and liabilities to floating rate assets and liabilities; and (ii) foreign currency swaps to hedge the foreign currency fair value exposure of foreign currency denominated liabilities.
	The Company designates and accounts for the following as cash flow hedges when they have met the requirements of cash flow hedging: (i) interest rate swaps to convert floating rate assets and liabilities to fixed rate assets and liabilities; (ii) foreign currency swaps to hedge the foreign currency cash flow exposure of foreign currency denominated assets and liabilities; (iii) interest rate forwards and credit forwards to lock in the price to be paid for forward purchases of investments; and (iv) interest rate swaps and interest rate forwards to hedge the forecasted purchases of fixed-rate investments.
	The Company may be exposed to credit-related losses in the event of nonperformance by counterparties to derivatives. Generally, the current credit exposure of the Company’s derivatives is limited to the net positive estimated fair value of derivatives at the reporting date after taking into consideration the existence of master netting or similar agreements and any collateral received pursuant to such agreements.

Segment_Information_Tables

Segment Information (Tables)	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Segment Reporting Information, by Segment	'
			Operating Earnings
	Three Months Ended March 31, 2014		Retail				Corporate			Corporate			Total			Adjustments			Total
							Benefit			& Other									Consolidated
							Funding (1)
			(In millions)
	Revenues
	Premiums		$	216			$	(65	)	$	14		$	165		$	—		$	165
	Universal life and investment-type product policy fees		542				8			—			550			39			589
	Net investment income		406				235			35			676			26			702
	Other revenues		117				2			—			119			—			119
	Net investment gains (losses)		—				—			—			—			(519		)	(519		)
	Net derivative gains (losses)		—				—			—			—			180			180
	Total revenues		1,281				180			49			1,510			(274		)	1,236
	Expenses
	Policyholder benefits and claims		320				26			(1		)	345			75			420
	Interest credited to policyholder account balances		209				30			—			239			—			239
	Capitalization of DAC		(58		)		—			(16		)	(74		)	—			(74		)
	Amortization of DAC and VOBA		169				—			8			177			139			316
	Interest expense on debt		—				—			17			17			18			35
	Other expenses		414				7			18			439			4			443
	Total expenses		1,054				63			26			1,143			236			1,379
	Provision for income tax expense (benefit)		78				41			(13		)	106			(155		)	(49		)
	Operating earnings		$	149			$	76		$	36		261
	Adjustments to:
	Total revenues												(274		)
	Total expenses												(236		)
	Provision for income tax (expense) benefit												155
	Net income (loss)												$	(94	)				$	(94	)
	____________
	-1	Premiums and policyholder benefits and claims both include ($87) million of ceded reinsurance with MLIC, related to the Mergers. See Note 12.
			Operating Earnings
	Three Months Ended March 31, 2013		Retail				Corporate			Corporate			Total			Adjustments			Total
							Benefit			& Other									Consolidated
							Funding
			(In millions)
	Revenues
	Premiums		$	74			$	20		$	9		$	103		$	48		$	151
	Universal life and investment-type product policy fees		521				9			—			530			34			564
	Net investment income		400				251			32			683			47			730
	Other revenues		156				1			—			157			—			157
	Net investment gains (losses)		—				—			—			—			66			66
	Net derivative gains (losses)		—				—			—			—			113			113
	Total revenues		1,151				281			41			1,473			308			1,781
	Expenses
	Policyholder benefits and claims		146				127			9			282			132			414
	Interest credited to policyholder account balances		229				37			—			266			(2		)	264
	Capitalization of DAC		(148		)		(2		)	(4		)	(154		)	—			(154		)
	Amortization of DAC and VOBA		114				2			—			116			(90		)	26
	Interest expense on debt		—				—			17			17			34			51
	Other expenses		466				8			7			481			4			485
	Total expenses		807				172			29			1,008			78			1,086
	Provision for income tax expense (benefit)		120				38			(11		)	147			83			230
	Operating earnings		$	224			$	71		$	23		318
	Adjustments to:
	Total revenues												308
	Total expenses												(78		)
	Provision for income tax (expense) benefit												(83		)
	Net income (loss)												$	465					$	465
	The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
		31-Mar-14				31-Dec-13
		(In millions)
	Retail	$	147,375			$	146,515
	Corporate Benefit Funding	31,281				30,822
Corporate & Other	12,008				10,702
Total	$	190,664			$	188,039

Pending_Disposition_Tables

Pending Disposition (Tables)	3 Months Ended
	Mar. 31, 2014
Discontinued Operations and Disposal Groups [Abstract]	'
Pending Disposition	'
	The carrying amount of major classes of assets and liabilities related to the MAL disposition were as follows at:
		31-Mar-14
		(In millions)
	Total investments	$	5,028
	Total assets	$	5,347
	Other liabilities (1)	$	741
	Future policy benefits	$	3,645
	Total liabilities	$	4,508
	__________________
	-1	Includes an estimate of $435 million ($292 million, net of income tax) related to the loss on sale.

Insurance_Tables

Insurance (Tables)	3 Months Ended
	Mar. 31, 2014
Insurance [Abstract]	'
Guarantees related to Annuity, Universal and Variable Life Contracts	'
	Information regarding the types of guarantees relating to annuity contracts and universal and variable life contracts was as follows at:
		31-Mar-14				31-Dec-13
		In the		At		In the		At
		Event of Death		Annuitization		Event of Death		Annuitization
		(In millions)
	Annuity Contracts (1)
	Variable Annuity Guarantees
	Total contract account value	$	100,528	$	57,073	$	100,420	$	57,041
	Separate account value	$	95,802	$	55,884	$	95,637	$	55,805
	Net amount at risk	$	2,220	$	624	$	2,230	$	562
	Average attained age of contractholders	64 years		65 years		64 years		64 years
		31-Mar-14		31-Dec-13
		Secondary Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	6,469	$	6,360
	Net amount at risk	$	91,173	$	91,264
	Average attained age of policyholders	58 years		58 years
	____________
	-1	The Company’s annuity and life contracts with guarantees may offer more than one type of guarantee in each contract. Therefore, the amounts listed above may not be mutually exclusive.

Investments_Tables

Investments (Tables)	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Fixed Maturity and Equity Securities Available-for-Sale	'
		31-Mar-14																		31-Dec-13
		Cost or			Gross Unrealized											Estimated				Cost or				Gross Unrealized						Estimated
		Amortized														Fair				Amortized										Fair
		Cost			Gains				Temporary				OTTI			Value				Cost				Gains		Temporary		OTTI		Value
									Losses				Losses													Losses		Losses
		(In millions)
	Fixed maturity securities
	U.S. corporate	$	15,624		$	1,397			$	128			$	—		$	16,893			$	15,779			$	1,130	$	207	$	—	$	16,702
	Foreign corporate	7,961			565				46				—			8,480				8,111				485		79		—		8,517
	U.S. Treasury and agency	8,944			637				101				—			9,480				8,188				334		228		—		8,294
	RMBS	4,786			225				53				38			4,920				4,587				201		59		41		4,688
	State and political subdivision	2,125			217				25				—			2,317				2,147				139		62		—		2,224
	ABS	1,972			37				10				—			1,999				2,081				32		12		—		2,101
	CMBS	1,490			54				3				—			1,541				1,546				62		4		—		1,604
	Foreign government	1,035			134				12				—			1,157				1,038				103		19		—		1,122
	Total fixed maturity securities	$	43,937		$	3,266			$	378			$	38		$	46,787			$	43,477			$	2,486	$	670	$	41	$	45,252
	Equity securities
	Non-redeemable preferred stock	$	236		$	11			$	21			$	—		$	226			$	236			$	9	$	28	$	—	$	217
	Common stock	161			51				8				—			204				161				40		—		—		201
	Total equity securities	$	397		$	62			$	29			$	—		$	430			$	397			$	49	$	28	$	—	$	418
Available-for-sale fixed maturity securities by contractual maturity date	'
	The amortized cost and estimated fair value of fixed maturity securities, by contractual maturity date, were as follows at:
		31-Mar-14							31-Dec-13
					Estimated								Estimated
		Amortized			Fair				Amortized				Fair
		Cost			Value				Cost				Value
		(In millions)
	Due in one year or less	$	3,233		$	3,262			$	2,934			$	2,966
	Due after one year through five years	9,414			9,847				8,895				9,301
	Due after five years through ten years	7,096			7,705				7,433				7,970
	Due after ten years	15,946			17,513				16,001				16,622
	Subtotal	35,689			38,327				35,263				36,859
	Structured securities (RMBS, ABS and CMBS)	8,248			8,460				8,214				8,393
	Total fixed maturity securities	$	43,937		$	46,787			$	43,477			$	45,252
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'
	The following table presents the estimated fair value and gross unrealized losses of fixed maturity and equity securities AFS in an unrealized loss position, aggregated by sector and by length of time that the securities have been in a continuous unrealized loss position.
		31-Mar-14														31-Dec-13
		Less than 12 Months							Equal to or Greater							Less than 12 Months								Equal to or Greater
									than 12 Months															than 12 Months
		Estimated			Gross				Estimated				Gross			Estimated				Gross				Estimated		Gross
		Fair			Unrealized				Fair				Unrealized			Fair				Unrealized				Fair		Unrealized
		Value			Losses				Value				Losses			Value				Losses				Value		Losses
		(In millions, except number of securities)
	Fixed maturity securities
	U.S. corporate	$	1,551		$	60			$	575			$	68		$	2,526			$	141			$	470	$	66
	Foreign corporate	1,015			34				173				12			1,520				70				135		9
	U.S. Treasury and agency	2,220			101				—				—			3,825				228				—		—
	RMBS	1,152			52				299				39			996				35				457		65
	State and political subdivision	158			11				60				14			630				44				64		18
	ABS	453			4				104				6			680				5				104		7
	CMBS	173			3				7				—			143				4				7		—
	Foreign government	104			6				61				6			264				19				1		—
	Total fixed maturity securities	$	6,826		$	271			$	1,279			$	145		$	10,584			$	546			$	1,238	$	165
	Equity securities
	Non-redeemable preferred stock	$	120		$	15			$	22			$	6		$	105			$	21			$	33	$	7
	Common stock	4			1				—				7			3				—				7		—
	Total equity securities	$	124		$	16			$	22			$	13		$	108			$	21			$	40	$	7
	Total number of securities in an unrealized loss position	844							261							1,081								297
Disclosure of Mortgage Loans Net of Valuation Allowance	'
	Mortgage loans are summarized as follows at:
		31-Mar-14						31-Dec-13
		Carrying			% of			Carrying				% of
		Value			Total			Value				Total
		(In millions)						(In millions)
	Mortgage loans:
	Commercial	$	4,604		66	%		$	4,869			63.1	%
	Agricultural	1,271			18.2			1,285				16.6
	Subtotal	5,875			84.2			6,154				79.7
	Valuation allowances	(33		)	(0.5	)		(34		)		(0.4	)
	Subtotal mortgage loans, net	5,842			83.7			6,120				79.3
	Commercial mortgage loans held by CSEs — fair value option (“FVO”)	1,140			16.3			1,598				20.7
	Total mortgage loans, net	$	6,982		100	%		$	7,718			100	%
Disclosure of mortgage loans held-for-investment and valuation allowances by method of evaluation for credit loss	'
	The carrying value prior to valuation allowance (“recorded investment”) in mortgage loans, by portfolio segment, by method of evaluation of credit loss, and the related valuation allowances, by type of credit loss, were as follows at:
		31-Mar-14											31-Dec-13
		Commercial			Agricultural				Total				Commercial			Agricultural				Total
		(In millions)
	Mortgage loans:
	Evaluated individually for credit losses	$	73		$	3			$	76			$	72		$	4			$	76
	Evaluated collectively for credit losses	4,531			1,268				5,799				4,797			1,281				6,078
	Total mortgage loans	4,604			1,271				5,875				4,869			1,285				6,154
	Valuation allowances:
	Specific credit losses	8			—				8				7			—				7
	Non-specifically identified credit losses	21			4				25				23			4				27
	Total valuation allowances	29			4				33				30			4				34
	Mortgage loans, net of valuation allowance	$	4,575		$	1,267			$	5,842			$	4,839		$	1,281			$	6,120
Allowance for Credit Losses on Financing Receivables	'
	The changes in the valuation allowance, by portfolio segment, were as follows:
		Three Months
		Ended
		March 31,
		2014											2013
		Commercial			Agricultural				Total				Commercial			Agricultural				Total
		(In millions)
	Balance, beginning of period	$	30		$	4			$	34			$	32		$	3			$	35
	Provision (release)	(1		)	—				(1		)		—			—				—
	Balance, end of period	$	29		$	4			$	33			$	32		$	3			$	35
Impaired mortgage loans held-for-investment	'
	Impaired mortgage loans including those modified in a troubled debt restructuring, by portfolio segment, were as follows at:
		Loans with a Valuation Allowance														Loans without a								All Impaired Loans
																Valuation Allowance
		Unpaid			Recorded				Valuation				Carrying			Unpaid				Recorded				Unpaid		Carrying
		Principal			Investment				Allowances				Value			Principal				Investment				Principal		Value
		Balance														Balance								Balance
		(In millions)
	31-Mar-14
	Commercial	$	22		$	22			$	8			$	14		$	52			$	51			$	74	$	65
	Agricultural (1)	4			3				—				3			—				—				4		3
	Total	$	26		$	25			$	8			$	17		$	52			$	51			$	78	$	68
	31-Dec-13
	Commercial	$	22		$	22			$	7			$	15		$	52			$	50			$	74	$	65
	Agricultural (1)	4			4				—				4			—				—				4		4
	Total	$	26		$	26			$	7			$	19		$	52			$	50			$	78	$	69
	____________
	-1	Valuation allowance on agricultural mortgage loans was less than $1 million at both March 31, 2014 and December 31, 2013.
	The average recorded investment in impaired mortgage loans, including those modified in a troubled debt restructuring, and the related interest income, which is primarily recognized on a cash basis, by portfolio segment, was:
		Impaired Mortgage Loans
		Three Months
		Ended
		March 31,
		2014							2013
		Average			Interest				Average				Interest
		Recorded			Income				Recorded				Income
		Investment							Investment
		(In millions)
	Commercial	$	72		$	—			$	74			$	1
	Agricultural	4			—				—				—
	Total	$	76		$	—			$	74			$	1
Components of net unrealized investment gains (losses) included in accumulated other comprehensive income (loss)	'
	The components of net unrealized investment gains (losses), included in accumulated other comprehensive income (loss) (“AOCI”), were as follows:
		31-Mar-14			31-Dec-13
		(In millions)
	Fixed maturity securities	$	2,891		$	1,819
	Fixed maturity securities with noncredit OTTI losses in AOCI	(38		)	(41		)
	Total fixed maturity securities	2,853			1,778
	Equity securities	32			15
	Derivatives	103			39
	Short-term investments	—			1
	Other	(61		)	(71		)
	Subtotal	2,927			1,762
	Amounts allocated from:
	Insurance liability loss recognition	(77		)	—
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(1		)	(1		)
	DAC and VOBA	(366		)	(274		)
	Subtotal	(444		)	(275		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	15			16
	Deferred income tax benefit (expense)	(926		)	(591		)
	Net unrealized investment gains (losses)	$	1,572		$	912
	The changes in net unrealized investment gains (losses) were as follows:
		Three Months
		Ended
		March 31, 2014
		(In millions)
	Balance, beginning of period	$	912
	Fixed maturity securities on which noncredit OTTI losses have been recognized	3
	Unrealized investment gains (losses) during the period	1,162
	Unrealized investment gains (losses) relating to:
	Insurance liability gain (loss) recognition	(77		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	—
	DAC and VOBA	(92		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(1		)
	Deferred income tax benefit (expense)	(335		)
	Balance, end of period	$	1,572
	Change in net unrealized investment gains (losses)	$	660
Other than temporary impairment losses recognized in earnings	'
	The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows:
		Three Months			Year
		Ended			Ended
		March 31, 2014			December 31, 2013
		(In millions)
	Balance, beginning of period	$	(41	)	$	(64	)
	Noncredit OTTI losses and subsequent changes recognized (1)	—			11
	Securities sold with previous noncredit OTTI loss	2			21
	Subsequent changes in estimated fair value	1			(9		)
	Balance, end of period	$	(38	)	$	(41	)
	____________
	-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were ($3) million and $7 million for the three months ended March 31, 2014 and the year ended December 31, 2013, respectively.
Securities Lending	'
	Elements of the securities lending program are presented below at:
		31-Mar-14			31-Dec-13
		(In millions)
	Securities on loan: (1)
	Amortized cost	$	6,889		$	5,931
	Estimated fair value	$	7,253		$	5,984
	Cash collateral on deposit from counterparties (2)	$	7,363		$	6,140
	Security collateral on deposit from counterparties (3)	$	63		$	—
	Reinvestment portfolio — estimated fair value	$	7,397		$	6,145
	____________
	-1	Included within fixed maturity securities, short-term investments, cash and cash equivalents and equity securities.
	-2	Included within payables for collateral under securities loaned and other transactions.
	-3	Security collateral on deposit from counterparties may not be sold or repledged, unless the counterparty is in default, and is not reflected on the consolidated financial statements.
Invested Assets on Deposit, Held in Trust and Pledged as Collateral	'
	Invested assets on deposit and pledged as collateral are presented below at estimated fair value for cash and cash equivalents, short-term investments and fixed maturity securities and at carrying value for mortgage loans at:
		31-Mar-14			31-Dec-13
		(In millions)
	Invested assets on deposit (regulatory deposits) (1)	$	6,644		$	56
	Invested assets pledged as collateral (2)	1,934			1,901
	Total invested assets on deposit and pledged as collateral	$	8,578		$	1,957
	____________
	-1	See Note 1 for information about invested assets that became restricted when MetLife Insurance Company of Connecticut withdrew its New York license on January 1, 2014.
	-2	The Company has pledged invested assets in connection with various agreements and transactions, including funding agreements (see Note 4 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report) and derivative transactions (see Note 6)
The Components of Net Investment Income	'
	The components of net investment income were as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Investment income:
	Fixed maturity securities	$	492		$	542
	Equity securities	4			2
	Mortgage loans	77			82
	Policy loans	14			14
	Real estate and real estate joint ventures	23			8
	Other limited partnership interests	97			79
	Cash, cash equivalents and short-term investments	1			2
	International joint ventures	—			(8		)
	Other	(4		)	—
	Subtotal	704			721
	Less: Investment expenses	24			28
	Subtotal, net	680			693
	FVO CSEs — interest income: Commercial mortgage loans	22			37
	Net investment income	$	702		$	730
The components of net investment gains (losses)	'
	The components of net investment gains (losses) were as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Total gains (losses) on fixed maturity securities:
	Total OTTI losses recognized — by sector and industry:
	U.S. and foreign corporate securities — by industry:
	Finance	$	—		$	(3	)
	Consumer	(1		)	—
	Total U.S. and foreign corporate securities	(1		)	(3		)
	RMBS	—			(6		)
	OTTI losses on fixed maturity securities recognized in earnings	(1		)	(9		)
	Fixed maturity securities — net gains (losses) on sales and disposals	17			73
	Total gains (losses) on fixed maturity securities	16			64
	Total gains (losses) on equity securities:
	Total OTTI losses recognized — by sector:
	Non-redeemable preferred stock	—			(3		)
	OTTI losses on equity securities recognized in earnings	—			(3		)
	Equity securities — net gains (losses) on sales and disposals	4			3
	Total gains (losses) on equity securities	4			—
	Mortgage loans	8			(1		)
	Real estate and real estate joint ventures	(2		)	(1		)
	Other limited partnership interests	(2		)	—
	Other investment portfolio gains (losses)	1			2
	Subtotal — investment portfolio gains (losses)	25			64
	FVO CSEs — changes in estimated fair value subsequent to consolidation:
	Commercial mortgage loans	1			(13		)
	Long-term debt — related to commercial mortgage loans	1			22
	Non-investment portfolio gains (losses) (1)	(546		)	(7		)
	Subtotal FVO CSEs and non-investment portfolio gains (losses)	(544		)	2
	Total net investment gains (losses)	$	(519	)	$	66
	____________
	-1	Non-investment portfolio gain (losses) for the three months ended March 31, 2014 includes a loss of $547 million related to the disposition of MAL. See Note 3.
Proceeds from sales or disposals of fixed maturity and equity securities and the components of fixed maturity and equity securities net investment gains and losses	'
	Proceeds from sales or disposals of fixed maturity and equity securities and the components of fixed maturity and equity securities net investment gains (losses) are as shown in the table below. Investment gains and losses on sales of securities are determined on a specific identification basis.
		Three Months
		Ended
		March 31,
		2014			2013				2014				2013			2014				2013
		Fixed Maturity Securities							Equity Securities							Total
		(In millions)
	Proceeds	$	3,507		$	2,580			$	11			$	25		$	3,518			$	2,605
	Gross investment gains	$	38		$	89			$	4			$	4		$	42			$	93
	Gross investment losses	(21		)	(16		)		—				(1		)	(21		)		(17		)
	Total OTTI losses:
	Credit-related	(1		)	(6		)		—				—			(1		)		(6		)
	Other (1)	—			(3		)		—				(3		)	—				(6		)
	Total OTTI losses	(1		)	(9		)		—				(3		)	(1		)		(12		)
	Net investment gains (losses)	$	16		$	64			$	4			$	—		$	20			$	64
	____________
	-1	Other OTTI losses recognized in earnings include impairments on (i) equity securities, (ii) perpetual hybrid securities classified within fixed maturity securities where the primary reason for the impairment was the severity and/or the duration of an unrealized loss position and (iii) fixed maturity securities where there is an intent to sell or it is more likely than not that the Company will be required to sell the security before recovery of the decline in estimated fair value.
Rollforward of the Cumulative Credit Loss Component of OTTI income (loss)	'
	The table below presents a rollforward of the cumulative credit loss component of OTTI loss recognized in earnings on fixed maturity securities still held for which a portion of the OTTI loss was recognized in other comprehensive income (loss) (“OCI”):
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Balance, beginning of period	$	57		$	59
	Additions:
	Additional impairments — credit loss OTTI recognized on securities previously impaired	—			7
	Reductions:
	Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(2		)	(6		)
	Balance, end of period	$	55		$	60
Schedule of Invested Assets Transferred To and From Affiliates	'
	The Company transfers invested assets, primarily consisting of fixed maturity securities, to and from affiliates. Invested assets transferred to and from affiliates were as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Estimated fair value of invested assets transferred to affiliates	$	354		$	13
	Amortized cost of invested assets transferred to affiliates	$	333		$	12
	Net investment gains (losses) recognized on transfers	$	21		$	1
	Estimated fair value of invested assets transferred from affiliates	$	35		$	6
Variable Interest Entity, Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Variable Interest Entities	'
	The following table presents the total assets and total liabilities relating to VIEs for which the Company has concluded that it is the primary beneficiary and which are consolidated at March 31, 2014 and December 31, 2013. Creditors or beneficial interest holders of VIEs where the Company is the primary beneficiary have no recourse to the general credit of the Company, as the Company’s obligation to the VIEs is limited to the amount of its committed investment.
		31-Mar-14			December 31, 2013
		(In millions)
	CSEs: (1)
	Assets:
	Mortgage loans (commercial mortgage loans)	$	1,140		$	1,598
	Accrued investment income	7			9
	Total assets	$	1,147		$	1,607
	Liabilities:
	Long-term debt	$	1,000		$	1,461
	Other liabilities	6			7
	Total liabilities	$	1,006		$	1,468
	____________
	-1	The Company consolidates entities that are structured as CMBS. The assets of these entities can only be used to settle their respective liabilities, and under no circumstances is the Company liable for any principal or interest shortfalls should any arise. The Company’s exposure was limited to that of its remaining investment in these entities of $122 million and $120 million at estimated fair value at March 31, 2014 and December 31, 2013, respectively. The long-term debt bears interest primarily at fixed rates ranging from 2.25% to 5.57%, payable primarily on a monthly basis. Interest expense related to these obligations, included in other expenses, was $18 million and $34 million for the three months ended March 31, 2014 and 2013, respectively.
Variable Interest Entity, Not Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Variable Interest Entities	'
	The carrying amount and maximum exposure to loss relating to VIEs in which the Company holds a significant variable interest but is not the primary beneficiary and which have not been consolidated were as follows at:
		31-Mar-14							31-Dec-13
		Carrying			Maximum				Carrying				Maximum
		Amount			Exposure				Amount				Exposure
					to Loss (1)								to Loss (1)
		(In millions)
	Fixed maturity securities AFS:
	Structured securities (RMBS, ABS and CMBS) (2)	$	8,460		$	8,460			$	8,393			$	8,393
	U.S. and foreign corporate	599			599				468				468
	Other limited partnership interests	1,707			2,169				1,651				2,077
	Real estate joint ventures	41			45				41				45
	Other invested assets	17			37				9				44
	Total	$	10,824		$	11,310			$	10,562			$	11,027
	____________
	-1	The maximum exposure to loss relating to fixed maturity securities AFS is equal to their carrying amounts or the carrying amounts of retained interests. The maximum exposure to loss relating to other limited partnership interests, real estate joint ventures and other invested assets is equal to the carrying amounts plus any unfunded commitments of the Company. Such a maximum loss would be expected to occur only upon bankruptcy of the issuer or investee.
	-2	For these variable interests, the Company’s involvement is limited to that of a passive investor in mortgage-backed or asset-backed securities issued by trusts that do not have substantial equity.
Commercial mortgage loans portfolio segment [Member]	'
Mortgage Loans on Real Estate [Line Items]	'
Disclosure of the mortgage loans portfolio segment by the recorded investment, prior to valuation allowances, by credit quality indicator categories	'
	The credit quality of commercial mortgage loans, were as follows at:
		Recorded Investment
		Debt Service Coverage Ratios														% of			Estimated				% of
		> 1.20x			1.00x - 1.20x				< 1.00x				Total			Total			Fair Value				Total
		(In millions)																	(In millions)
	31-Mar-14
	Loan-to-value ratios:
	Less than 65%	$	3,741		$	109			$	121			$	3,971		86.3	%		$	4,257			87.1	%
	65% to 75%	452			—				27				479			10.4			484				9.9
	76% to 80%	80			12				—				92			2			92				1.9
	Greater than 80%	36			26				—				62			1.3			53				1.1
	Total	$	4,309		$	147			$	148			$	4,604		100	%		$	4,886			100	%
	31-Dec-13
	Loan-to-value ratios:
	Less than 65%	$	3,754		$	125			$	107			$	3,986		81.9	%		$	4,224			82.8	%
	65% to 75%	700			—				27				727			14.9			736				14.4
	76% to 80%	80			13				—				93			1.9			93				1.8
	Greater than 80%	37			26				—				63			1.3			53				1
	Total	$	4,571		$	164			$	134			$	4,869		100	%		$	5,106			100	%
Agricultural [Member]	'
Mortgage Loans on Real Estate [Line Items]	'
Disclosure of the mortgage loans portfolio segment by the recorded investment, prior to valuation allowances, by credit quality indicator categories	'
	The credit quality of agricultural mortgage loans, were as follows at:
		31-Mar-14						31-Dec-13
		Recorded			% of			Recorded				% of
		Investment			Total			Investment				Total
		(In millions)						(In millions)
	Loan-to-value ratios:
	Less than 65%	$	1,196		94.1	%		$	1,215			94.6	%
	65% to 75%	75			5.9			70				5.4
	Total	$	1,271		100	%		$	1,285			100	%

Derivatives_Tables

Derivatives (Tables)	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location	'
	The following table presents the gross notional amount, estimated fair value and primary underlying risk exposure of the Company’s derivatives, excluding embedded derivatives, held at:
				31-Mar-14												31-Dec-13
		Primary Underlying Risk Exposure		Notional				Estimated Fair Value								Notional				Estimated Fair Value
				Amount				Assets				Liabilities				Amount				Assets			Liabilities
				(In millions)
	Derivatives Designated as Hedging Instruments
	Fair value hedges:
	Interest rate swaps	Interest rate		$	431			$	9			$	4			$	436			$	5		$	10
	Foreign currency swaps	Foreign currency exchange rate		122				—				12				122				—			13
	Subtotal			553				9				16				558				5			23
	Cash flow hedges:
	Interest rate swaps	Interest rate		527				26				10				537				6			32
	Interest rate forwards	Interest rate		230				20				—				245				3			4
	Foreign currency swaps	Foreign currency exchange rate		548				25				33				544				25			35
	Subtotal			1,305				71				43				1,326				34			71
	Total qualifying hedges			1,858				80				59				1,884				39			94
	Derivatives Not Designated or Not Qualifying as Hedging Instruments
	Interest rate swaps	Interest rate		21,420				924				397				22,262				881			441
	Interest rate floors	Interest rate		17,604				100				94				17,604				103			99
	Interest rate caps	Interest rate		7,901				23				—				9,651				36			—
	Interest rate futures	Interest rate		1,988				—				1				1,443				—			3
	Foreign currency swaps	Foreign currency exchange rate		787				49				33				882				52			41
	Foreign currency forwards	Foreign currency exchange rate		59				—				1				56				—			1
	Credit default swaps — purchased	Credit		172				—				1				157				—			1
	Credit default swaps — written	Credit		2,253				34				—				2,243				38			—
	Equity futures	Equity market		849				—				8				778				—			3
	Equity options	Equity market		3,773				284				53				3,597				305			42
	Variance swaps	Equity market		2,510				7				103				2,270				6			94
	TRRs	Equity market		476				—				13				462				—			22
	Total non-designated or non-qualifying derivatives			59,792				1,421				704				61,405				1,421			747
	Total			$	61,650			$	1,501			$	763			$	63,289			$	1,460		$	841
Earned Income On Derivatives And Income Statement Location	'
	The following table presents earned income on derivatives:
		Three Months
		Ended
		March 31,
		2014				2013
		(In millions)
	Qualifying hedges:
	Net investment income	$	—			$	1
	Interest credited to policyholder account balances	—				1
	Non-qualifying hedges:
	Net derivative gains (losses)	33				16
	Policyholder benefits and claims	1				(7		)
	Total	$	34			$	11
Amount and location of gains (losses) recognized in income for derivatives that are not designated or qualifying as hedging instruments	'
	The following table presents the amount and location of gains (losses) recognized in income for derivatives that were not designated or qualifying as hedging instruments:
		Net				Net				Policyholder
		Derivative				Investment				Benefits and
		Gains (Losses)				Income (1)				Claims (2)
		(In millions)
	Three Months Ended March 31, 2014
	Interest rate derivatives	$	81			$	—			$	12
	Foreign currency exchange rate derivatives	6				—				—
	Credit derivatives — written	(2		)		—				—
	Equity derivatives	(57		)		(3		)		(5		)
	Total	$	28			$	(3	)		$	7
	Three Months Ended March 31, 2013
	Interest rate derivatives	$	22			$	—			$	2
	Foreign currency exchange rate derivatives	15				—				—
	Credit derivatives — written	7				—				—
	Equity derivatives	(201		)		(2		)		(34		)
	Total	$	(157	)		$	(2	)		$	(32	)
	____________
	-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures.
	-2	Changes in estimated fair value related to economic hedges of variable annuity guarantees included in future policy benefits.
Net derivatives gains (losses) recognized on fair value derivatives and the related hedged items	'
	The Company recognizes gains and losses on derivatives and the related hedged items in fair value hedges within net derivative gains (losses). The following table presents the amount of such net derivative gains (losses):
					Net Derivative				Net Derivative				Ineffectiveness
					Gains (Losses)				Gains (Losses)				Recognized in
	Derivatives in Fair Value		Hedged Items in Fair Value		Recognized				Recognized for				Net Derivative
	Hedging Relationships		Hedging Relationships		for Derivatives				Hedged Items				Gains (Losses)
					(In millions)
	Three Months Ended March 31, 2014
	Interest rate swaps:		Fixed maturity securities		$	—			$	—			$	—
			Policyholder liabilities (1)		9				(9		)		—
	Foreign currency swaps:		Foreign-denominated PABs (2)		1				(1		)		—
	Total				$	10			$	(10	)		$	—
	Three Months Ended March 31, 2013
	Interest rate swaps:		Fixed maturity securities		$	1			$	(1	)		$	—
			Policyholder liabilities (1)		(7		)		6				(1		)
	Foreign currency swaps:		Foreign-denominated PABs (2)		(7		)		7				—
	Total				$	(13	)		$	12			$	(1	)
	____________
	-1	Fixed rate liabilities reported in PABs or future policy benefits.
	-2	Fixed rate or floating rate liabilities.
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location	'
	The following table presents the effects of derivatives in cash flow hedging relationships on the consolidated statements of operations and comprehensive income (loss) and the consolidated statements of stockholders’ equity:
	Derivatives in Cash Flow		Amount of Gains				Amount and Location								Amount and Location
	Hedging Relationships		(Losses) Deferred in				of Gains (Losses)								of Gains (Losses)
			AOCI on Derivatives				Reclassified from								Recognized in Income (Loss)
							AOCI into Income (Loss)								on Derivatives
			(Effective Portion)				(Effective Portion)								(Ineffective Portion)
							Net Derivative				Net Investment				Net Derivative
							Gains (Losses)				Income				Gains (Losses)
							(In millions)
	Three Months Ended March 31, 2014
	Interest rate swaps		$	42			$	—			$	—			$	1
	Interest rate forwards		20				—				—				1
	Foreign currency swaps		2				—				—				—
	Total		$	64			$	—			$	—			$	2
	Three Months Ended March 31, 2013
	Interest rate swaps		$	(23	)		$	(1	)		$	—			$	—
	Interest rate forwards		(15		)		3				1				—
	Foreign currency swaps		24				(1		)		—				1
	Total		$	(14	)		$	1			$	1			$	1
Schedule of estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps	'
	The following table presents the estimated fair value, maximum amount of future payments and weighted average years to maturity of written credit default swaps at:
			31-Mar-14											31-Dec-13
	Rating Agency Designation of Referenced						Maximum											Maximum
	Credit Obligations (1)		Estimated				Amount of Future							Estimated				Amount of Future
			Fair Value				Payments under				Weighted			Fair Value				Payments under				Weighted
			of Credit				Credit Default				Average			of Credit				Credit Default				Average
			Default				Swaps (2)				Years to			Default				Swaps (2)				Years to
			Swaps								Maturity (3)			Swaps								Maturity (3)
			(In millions)											(In millions)
	Aaa/Aa/A
	Single name credit default swaps (corporate)		$	2			$	115			2.3			$	3			$	115			2.7
	Credit default swaps referencing indices		4				650				0.8			6				650				1.1
	Subtotal		6				765				1.1			9				765				1.3
	Baa
	Single name credit default swaps (corporate)		8				446				2.8			8				446				3
	Credit default swaps referencing indices		17				1,006				4.9			18				996				4.9
	Subtotal		25				1,452				4.2			26				1,442				4.3
	B
	Single name credit default swaps (corporate)		—				—				—			—				—				—
	Credit default swaps referencing indices		3				36				5.3			3				36				5
	Subtotal		3				36				5.3			3				36				5
	Total		$	34			$	2,253			3.2			$	38			$	2,243			3.3
	____________
	-1	The rating agency designations are based on availability and the midpoint of the applicable ratings among Moody’s Investors Service (“Moody’s”), Standard & Poor’s Ratings Services (“S&P”) and Fitch Ratings. If no rating is available from a rating agency, then an internally developed rating is used.
	-2	Assumes the value of the referenced credit obligations is zero.
	-3	The weighted average years to maturity of the credit default swaps is calculated based on weighted average notional amounts.
Estimated Fair Value of Derivative Assets and Liabilities after Master Netting Agreements and Cash Collateral	'
	The estimated fair values of the Company’s net derivative assets and net derivative liabilities after the application of master netting agreements and collateral were as follows at:
			31-Mar-14								31-Dec-13
	Derivatives Subject to a Master Netting Arrangement or a Similar Arrangement		Assets				Liabilities				Assets				Liabilities
			(In millions)
	Gross estimated fair value of derivatives:
	OTC-bilateral (1)		$	1,495			$	752			$	1,450			$	851
	OTC-cleared (1)		48				20				50				9
	Exchange-traded		—				9				—				6
	Total gross estimated fair value of derivatives (1)		1,543				781				1,500				866
	Amounts offset on the consolidated balance sheets		—				—				—				—
	Estimated fair value of derivatives presented on the consolidated balance sheets (1)		1,543				781				1,500				866
	Gross amounts not offset on the consolidated balance sheets:
	Gross estimated fair value of derivatives: (2)
	OTC-bilateral		(600		)		(600		)		(670		)		(670		)
	OTC-cleared		(17		)		(17		)		(8		)		(8		)
	Exchange-traded		—				—				—				—
	Cash collateral: (3)
	OTC-bilateral		(324		)		—				(216		)		—
	OTC-cleared		(29		)		—				(40		)		(1		)
	Exchange-traded		—				(3		)		—				(5		)
	Securities collateral: (4)
	OTC-bilateral		(491		)		(143		)		(554		)		(160		)
	OTC-cleared		—				(3		)		—				—
	Exchange-traded		—				(6		)		—				(1		)
	Net amount after application of master netting agreements and collateral		$	82			$	9			$	12			$	21
	____________
	-1	At March 31, 2014 and December 31, 2013, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $42 million and $40 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $18 million and $25 million, respectively.
	-2	Estimated fair value of derivatives is limited to the amount that is subject to set-off and includes income or expense accruals.
	-3	Cash collateral received is included in cash and cash equivalents, short-term investments or in fixed maturity securities, and the obligation to return it is included in payables for collateral under securities loaned and other transactions on the balance sheet. The receivable for the return of cash collateral provided by the Company is inclusive of initial margin on exchange-traded and OTC-cleared derivatives and is included in premiums, reinsurance and other receivables on the balance sheet. The amount of cash collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreements. At March 31, 2014 and December 31, 2013, the Company received excess cash collateral of $14 million and $21 million, respectively, and provided excess cash collateral of $33 million and $19 million, respectively, which is not included in the table above due to the foregoing limitation.
	-4	Securities collateral received by the Company is held in separate custodial accounts and is not recorded on the balance sheet. Subject to certain constraints, the Company is permitted by contract to sell or repledge this collateral, but at March 31, 2014 none of the collateral had been sold or repledged. Securities collateral pledged by the Company is reported in fixed maturity securities on the balance sheet. Subject to certain constraints, the counterparties are permitted by contract to sell or repledge this collateral. The amount of securities collateral offset in the table above is limited to the net estimated fair value of derivatives after application of netting agreements and cash collateral. At March 31, 2014 and December 31, 2013, the Company received excess securities collateral with an estimated fair value of $94 million and $34 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At March 31, 2014 and December 31, 2013, the Company provided excess securities collateral with an estimated fair value of $1 million and $1 million, respectively, for its OTC-bilateral derivatives and $26 million and $29 million, respectively, for its OTC-cleared derivatives, and $35 million and $46 million, respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation.
Derivative Instruments, Gain (Loss) [Line Items]	'
Components of Net Derivatives Gains (Losses)	'
	The components of net derivative gains (losses) were as follows:
		Three Months
		Ended
		March 31,
		2014				2013
		(In millions)
	Derivatives and hedging gains (losses) (1)	$	66			$	(140	)
	Embedded derivatives	114				253
	Total net derivative gains (losses)	$	180			$	113
	____________
	-1	Includes foreign currency transaction gains (losses) on hedged items in cash flow and non-qualifying hedging relationships, which are not presented elsewhere in this note.
Schedule of Derivative Instruments	'
	The following table presents the estimated fair value of the Company’s OTC-bilateral derivatives that are in a net liability position after considering the effect of netting agreements, together with the estimated fair value and balance sheet location of the collateral pledged. The table also presents the incremental collateral that the Company would be required to provide if there was a one notch downgrade in the Company’s financial strength rating at the reporting date or if the Company’s financial strength rating sustained a downgrade to a level that triggered full overnight collateralization or termination of the derivative position at the reporting date. OTC-bilateral derivatives that are not subject to collateral agreements are excluded from this table.
						Estimated Fair Value of				Fair Value of Incremental
						Collateral Provided:				Collateral Provided Upon:
		Estimated				Fixed Maturity				One Notch				Downgrade in the
		Fair Value of				Securities				Downgrade				Company’s Financial Strength Rating
		Derivatives in Net								in the				to a Level that Triggers
		Liability Position (1)								Company’s				Full Overnight Collateralization or
										Financial Strength				Termination of
										Rating				the Derivative Position
		(In millions)
	March 31, 2014	$	152			$	144			$	—			$	1
	December 31, 2013	$	181			$	161			$	—			$	2
	____________
	-1	After taking into consideration the existence of netting agreements.
Embedded Derivative Financial Instruments [Member]	'
Derivative Instruments, Gain (Loss) [Line Items]	'
Components of Net Derivatives Gains (Losses)	'
	The following table presents changes in estimated fair value related to embedded derivatives:
		Three Months
		Ended
		March 31,
		2014				2013
		(In millions)
	Net derivative gains (losses) (1), (2)	$	114			$	253
	____________
	-1	The valuation of direct and assumed guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses), in connection with this adjustment, were $5 million and ($89) million for the three months ended March 31, 2014 and 2013, respectively. In addition, the valuation of ceded guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses), in connection with this adjustment, were ($19) million and $118 million for the three months ended March 31, 2014 and 2013, respectively.
	-2	See Note 12 for discussion of affiliated net derivative gains (losses) included in the table above.
Schedule of Derivative Instruments	'
	The following table presents the estimated fair value and balance sheet location of the Company’s embedded derivatives that have been separated from their host contracts at:
		Balance Sheet Location		31-Mar-14				31-Dec-13
				(In millions)
	Net embedded derivatives within asset host contracts:
	Ceded guaranteed minimum benefits	Premiums, reinsurance and other receivables		$	1,253			$	912
	Options embedded in debt or equity securities	Investments		(35		)		(30		)
	Net embedded derivatives within asset host contracts			$	1,218			$	882
	Net embedded derivatives within liability host contracts:
	Direct guaranteed minimum benefits	PABs		$	(1,142	)		$	(1,232	)
	Assumed guaranteed minimum benefits	PABs		(12		)		(13		)
	Funds withheld on ceded reinsurance	Other liabilities		161				34
	Other	PABs		9				—
	Net embedded derivatives within liability host contracts			$	(984	)		$	(1,211	)

Fair_Value_Tables

Fair Value (Tables)	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Recurring Fair Value Measurements	'
	The assets and liabilities measured at estimated fair value on a recurring basis and their corresponding placement in the fair value hierarchy, including those items for which the Company has elected the FVO, are presented below.
		31-Mar-14
		Fair Value Hierarchy												Total Estimated
		Level 1				Level 2				Level 3				Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	15,493			$	1,400			$	16,893
	Foreign corporate	—				7,757				723				8,480
	U.S. Treasury and agency	3,651				5,829				—				9,480
	RMBS	—				4,385				535				4,920
	State and political subdivision	—				2,317				—				2,317
	ABS	—				1,814				185				1,999
	CMBS	—				1,439				102				1,541
	Foreign government	—				1,157				—				1,157
	Total fixed maturity securities	3,651				40,191				2,945				46,787
	Equity securities:
	Non-redeemable preferred stock	—				137				89				226
	Common stock	87				84				33				204
	Total equity securities	87				221				122				430
	Short-term investments (1)	405				1,243				91				1,739
	Mortgage loans held by CSEs — FVO	—				1,140				—				1,140
	Other invested assets:
	FVO securities	—				10				—				10
	Derivative assets: (2)
	Interest rate	—				1,056				46				1,102
	Foreign currency exchange rate	—				74				—				74
	Credit	—				30				4				34
	Equity market	—				283				8				291
	Total derivative assets	—				1,443				58				1,501
	Total other invested assets	—				1,453				58				1,511
	Net embedded derivatives within asset host contracts (3)	—				—				1,253				1,253
	Separate account assets (4)	286				97,559				160				98,005
	Total assets	$	4,429			$	141,807			$	4,629			$	150,865
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	1			$	497			$	8			$	506
	Foreign currency exchange rate	—				79				—				79
	Credit	—				1				—				1
	Equity market	8				66				103				177
	Total derivative liabilities	9				643				111				763
	Net embedded derivatives within liability host contracts (3)	—				—				(984		)		(984		)
	Long-term debt of CSEs — FVO	—				1,000				—				1,000
	Total liabilities	$	9			$	1,643			$	(873	)		$	779
		31-Dec-13
		Fair Value Hierarchy												Total Estimated
		Level 1				Level 2				Level 3				Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	15,454			$	1,248			$	16,702
	Foreign corporate	—				7,783				734				8,517
	U.S. Treasury and agency	4,365				3,929				—				8,294
	RMBS	—				4,266				422				4,688
	State and political subdivision	—				2,224				—				2,224
	ABS	—				1,682				419				2,101
	CMBS	—				1,532				72				1,604
	Foreign government	—				1,122				—				1,122
	Total fixed maturity securities	4,365				37,992				2,895				45,252
	Equity securities:
	Non-redeemable preferred stock	—				136				81				217
	Common stock	86				84				31				201
	Total equity securities	86				220				112				418
Short-term investments (1)	391				1,671				—				2,062
Mortgage loans held by CSEs — FVO	—				1,598				—				1,598
Other invested assets:
FVO securities	—				9				—				9
Derivative assets: (2)
Interest rate	—				1,011				23				1,034
Foreign currency exchange rate	—				77				—				77
Credit	—				32				6				38
Equity market	—				305				6				311
Total derivative assets	—				1,425				35				1,460
Total other invested assets	—				1,434				35				1,469
Net embedded derivatives within asset host contracts (3)	—				—				912				912
Separate account assets (4)	259				97,368				153				97,780
Total assets	$	5,101			$	140,283			$	4,107			$	149,491
Liabilities
Derivative liabilities: (2)
Interest rate	$	3			$	574			$	12			$	589
Foreign currency exchange rate	—				90				—				90
Credit	—				1				—				1
Equity market	3				64				94				161
Total derivative liabilities	6				729				106				841
Net embedded derivatives within liability host contracts (3)	—				—				(1,211		)		(1,211		)
Long-term debt of CSEs — FVO	—				1,461				—				1,461
Total liabilities	$	6			$	2,190			$	(1,105	)		$	1,091
____________
-1	Short-term investments as presented in the tables above differ from the amounts presented on the consolidated balance sheets because certain short-term investments are not measured at estimated fair value on a recurring basis.
-2	Derivative assets are presented within other invested assets on the consolidated balance sheets and derivative liabilities are presented within other liabilities on the consolidated balance sheets. The amounts are presented gross in the tables above to reflect the presentation on the consolidated balance sheets, but are presented net for purposes of the rollforward in the Fair Value Measurements Using Significant Unobservable Inputs (Level 3) tables.
-3	Net embedded derivatives within asset host contracts are presented primarily within premiums, reinsurance and other receivables on the consolidated balance sheets. Net embedded derivatives within liability host contracts are presented primarily within PABs and other liabilities on the consolidated balance sheets. At March 31, 2014 and December 31, 2013, equity securities also included embedded derivatives of ($35) million and ($30) million, respectively.
-4	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders whose liability is reflected within separate account liabilities. Separate account liabilities are set equal to the estimated fair value of separate account assets.
Fair Value Inputs, Quantitative Information	'
	The following table presents certain quantitative information about the significant unobservable inputs used in the fair value measurement, and the sensitivity of the estimated fair value to changes in those inputs, for the more significant asset and liability classes measured at fair value on a recurring basis using significant unobservable inputs (Level 3) at:
								31-Mar-14						31-Dec-13						Impact of
																				Increase in Input
																				on Estimated
		Valuation			Significant							Weighted		Range				Weighted		Fair Value (2)
		Techniques			Unobservable Inputs			Range				Average (1)						Average (1)
	Fixed maturity securities (3)
	U.S. corporate and foreign corporate	Ÿ	Matrix pricing		Ÿ	Delta spread adjustments (4)		-5	-	250		60		-10	-	240		51		Decrease
					Ÿ	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
					Ÿ	Credit spreads (4)		-118	-	787		191		-112	-	538		208		Decrease
					Ÿ	Offered quotes (5)		99	-	101		100		99	-	100		100		Increase
		Ÿ	Market pricing		Ÿ	Quoted prices (5)		—	-	118		94								Increase
		Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		64	-	1,250		465		33	-	103		87		Increase
	RMBS	Ÿ	Matrix pricing and		Ÿ	Credit spreads (4)		-141	-	1,234		251		-96	-	2,406		295		Decrease (6)
			discounted cash flow
		Ÿ	Market pricing		Ÿ	Quoted prices (5)		38	-	107		97		10	-	100		95		Increase (6)
		Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		2	-	78		71		78	-	100		95		Increase (6)
	CMBS	Ÿ	Matrix pricing and		Ÿ	Credit spreads (4)								341	-	1,879		746		Decrease (6)
			discounted cash flow
		Ÿ	Market pricing		Ÿ	Quoted prices (5)		1	-	112		101		97	-	104		101		Increase (6)
		Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		13	-	100		100		101	-	101		101		Increase (6)
	ABS	Ÿ	Matrix pricing and		Ÿ	Credit spreads (4)		131	-	875		311		30	-	875		319		Decrease (6)
			discounted cash flow
		Ÿ	Market pricing		Ÿ	Quoted prices (5)		—	-	100		100		—	-	104		101		Increase (6)
		Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		60	-	106		98		58	-	106		98		Increase (6)
	Derivatives
	Interest rate	Ÿ	Present value techniques		Ÿ	Swap yield (7)		242	-	401				248	-	450				Increase (11)
	Credit	Ÿ	Present value techniques		Ÿ	Credit spreads (8)		99	-	100				98	-	100				Decrease (8)
		Ÿ	Consensus pricing		Ÿ	Offered quotes (9)
	Equity market	Ÿ	Present value techniques		Ÿ	Volatility (10)		15%	-	23%				17%	-	28%				Increase (11)
	Embedded derivatives
	Direct and ceded guaranteed minimum benefits	Ÿ	Option pricing techniques		Ÿ	Mortality rates:
						Ages 0 - 40		0%	-	0.10%				0%	-	0.10%				Decrease (12)
						Ages 41 - 60		0.04%	-	0.65%				0.04%	-	0.65%				Decrease (12)
						Ages 61 - 115		0.26%	-	100%				0.26%	-	100%				Decrease (12)
					Ÿ	Lapse rates:
						Durations 1 - 10		0.50%	-	100%				0.50%	-	100%				Decrease (13)
						Durations 11 - 20		3%	-	100%				3%	-	100%				Decrease (13)
						Durations 21 - 116		3%	-	100%				3%	-	100%				Decrease (13)
					Ÿ	Utilization rates		20%	-	50%				20%	-	50%				Increase (14)
					Ÿ	Withdrawal rates		0.07%	-	10%				0.07%	-	10%				-15
					Ÿ	Long-term equity volatilities		17.40%	-	25%				17.40%	-	25%				Increase (16)
					Ÿ	Nonperformance risk spread		0.03%	-	1.35%				0.03%	-	0.44%				Decrease (17)
	____________
	-1	The weighted average for fixed maturity securities is determined based on the estimated fair value of the securities.
	-2	The impact of a decrease in input would have the opposite impact on the estimated fair value. For embedded derivatives, changes to direct guaranteed minimum benefits are based on liability positions and changes to ceded guaranteed minimum benefits are based on asset positions.
	-3	Significant increases (decreases) in expected default rates in isolation would result in substantially lower (higher) valuations.
	-4	Range and weighted average are presented in basis points.
	-5	Range and weighted average are presented in accordance with the market convention for fixed maturity securities of dollars per hundred dollars of par.
	-6	Changes in the assumptions used for the probability of default is accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumptions used for prepayment rates.
	-7	Ranges represent the rates across different yield curves and are presented in basis points. The swap yield curve is utilized among different types of derivatives to project cash flows, as well as to discount future cash flows to present value. Since this valuation methodology uses a range of inputs across a yield curve to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
	-8	Represents the risk quoted in basis points of a credit default event on the underlying instrument. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
	-9	At both March 31, 2014 and December 31, 2013, independent non-binding broker quotations were used in the determination of less than 1% of the total net derivative estimated fair value.
	-10	Ranges represent the underlying equity volatility quoted in percentage points. Since this valuation methodology uses a range of inputs across multiple volatility surfaces to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
	-11	Changes are based on long U.S. dollar net asset positions and will be inversely impacted for short U.S. dollar net asset positions.
	-12	Mortality rates vary by age and by demographic characteristics such as gender. Mortality rate assumptions are based on company experience. A mortality improvement assumption is also applied. For any given contract, mortality rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-13	Base lapse rates are adjusted at the contract level based on a comparison of the actuarially calculated guaranteed values and the current policyholder account value, as well as other factors, such as the applicability of any surrender charges. A dynamic lapse function reduces the base lapse rate when the guaranteed amount is greater than the account value as in the money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower in periods when a surrender charge applies. For any given contract, lapse rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-14	The utilization rate assumption estimates the percentage of contract holders with a GMIB or lifetime withdrawal benefit who will elect to utilize the benefit upon becoming eligible. The rates may vary by the type of guarantee, the amount by which the guaranteed amount is greater than the account value, the contract’s withdrawal history and by the age of the policyholder. For any given contract, utilization rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-15	The withdrawal rate represents the percentage of account balance that any given policyholder will elect to withdraw from the contract each year. The withdrawal rate assumption varies by age and duration of the contract, and also by other factors such as benefit type. For any given contract, withdrawal rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative. For GMWBs, any increase (decrease) in withdrawal rates results in an increase (decrease) in the estimated fair value of the guarantees. For GMABs and GMIBs, any increase (decrease) in withdrawal rates results in a decrease (increase) in the estimated fair value.
	-16	Long-term equity volatilities represent equity volatility beyond the period for which observable equity volatilities are available. For any given contract, long-term equity volatility rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-17	Nonperformance risk spread varies by duration and by currency. For any given contract, multiple nonperformance risk spreads will apply, depending on the duration of the cash flow being discounted for purposes of valuing the embedded derivative
Fair Value Inputs, Quantitative Information	'
	The following table presents certain quantitative information about the significant unobservable inputs used in the fair value measurement, and the sensitivity of the estimated fair value to changes in those inputs, for the more significant asset and liability classes measured at fair value on a recurring basis using significant unobservable inputs (Level 3) at:
								31-Mar-14						31-Dec-13						Impact of
																				Increase in Input
																				on Estimated
		Valuation			Significant							Weighted		Range				Weighted		Fair Value (2)
		Techniques			Unobservable Inputs			Range				Average (1)						Average (1)
	Fixed maturity securities (3)
	U.S. corporate and foreign corporate	Ÿ	Matrix pricing		Ÿ	Delta spread adjustments (4)		-5	-	250		60		-10	-	240		51		Decrease
					Ÿ	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
					Ÿ	Credit spreads (4)		-118	-	787		191		-112	-	538		208		Decrease
					Ÿ	Offered quotes (5)		99	-	101		100		99	-	100		100		Increase
		Ÿ	Market pricing		Ÿ	Quoted prices (5)		—	-	118		94								Increase
		Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		64	-	1,250		465		33	-	103		87		Increase
	RMBS	Ÿ	Matrix pricing and		Ÿ	Credit spreads (4)		-141	-	1,234		251		-96	-	2,406		295		Decrease (6)
			discounted cash flow
		Ÿ	Market pricing		Ÿ	Quoted prices (5)		38	-	107		97		10	-	100		95		Increase (6)
		Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		2	-	78		71		78	-	100		95		Increase (6)
	CMBS	Ÿ	Matrix pricing and		Ÿ	Credit spreads (4)								341	-	1,879		746		Decrease (6)
			discounted cash flow
		Ÿ	Market pricing		Ÿ	Quoted prices (5)		1	-	112		101		97	-	104		101		Increase (6)
		Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		13	-	100		100		101	-	101		101		Increase (6)
	ABS	Ÿ	Matrix pricing and		Ÿ	Credit spreads (4)		131	-	875		311		30	-	875		319		Decrease (6)
			discounted cash flow
		Ÿ	Market pricing		Ÿ	Quoted prices (5)		—	-	100		100		—	-	104		101		Increase (6)
		Ÿ	Consensus pricing		Ÿ	Offered quotes (5)		60	-	106		98		58	-	106		98		Increase (6)
	Derivatives
	Interest rate	Ÿ	Present value techniques		Ÿ	Swap yield (7)		242	-	401				248	-	450				Increase (11)
	Credit	Ÿ	Present value techniques		Ÿ	Credit spreads (8)		99	-	100				98	-	100				Decrease (8)
		Ÿ	Consensus pricing		Ÿ	Offered quotes (9)
	Equity market	Ÿ	Present value techniques		Ÿ	Volatility (10)		15%	-	23%				17%	-	28%				Increase (11)
	Embedded derivatives
	Direct and ceded guaranteed minimum benefits	Ÿ	Option pricing techniques		Ÿ	Mortality rates:
						Ages 0 - 40		0%	-	0.10%				0%	-	0.10%				Decrease (12)
						Ages 41 - 60		0.04%	-	0.65%				0.04%	-	0.65%				Decrease (12)
						Ages 61 - 115		0.26%	-	100%				0.26%	-	100%				Decrease (12)
					Ÿ	Lapse rates:
						Durations 1 - 10		0.50%	-	100%				0.50%	-	100%				Decrease (13)
						Durations 11 - 20		3%	-	100%				3%	-	100%				Decrease (13)
						Durations 21 - 116		3%	-	100%				3%	-	100%				Decrease (13)
					Ÿ	Utilization rates		20%	-	50%				20%	-	50%				Increase (14)
					Ÿ	Withdrawal rates		0.07%	-	10%				0.07%	-	10%				-15
					Ÿ	Long-term equity volatilities		17.40%	-	25%				17.40%	-	25%				Increase (16)
					Ÿ	Nonperformance risk spread		0.03%	-	1.35%				0.03%	-	0.44%				Decrease (17)
	____________
	-1	The weighted average for fixed maturity securities is determined based on the estimated fair value of the securities.
	-2	The impact of a decrease in input would have the opposite impact on the estimated fair value. For embedded derivatives, changes to direct guaranteed minimum benefits are based on liability positions and changes to ceded guaranteed minimum benefits are based on asset positions.
	-3	Significant increases (decreases) in expected default rates in isolation would result in substantially lower (higher) valuations.
	-4	Range and weighted average are presented in basis points.
	-5	Range and weighted average are presented in accordance with the market convention for fixed maturity securities of dollars per hundred dollars of par.
	-6	Changes in the assumptions used for the probability of default is accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumptions used for prepayment rates.
	-7	Ranges represent the rates across different yield curves and are presented in basis points. The swap yield curve is utilized among different types of derivatives to project cash flows, as well as to discount future cash flows to present value. Since this valuation methodology uses a range of inputs across a yield curve to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
	-8	Represents the risk quoted in basis points of a credit default event on the underlying instrument. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
	-9	At both March 31, 2014 and December 31, 2013, independent non-binding broker quotations were used in the determination of less than 1% of the total net derivative estimated fair value.
	-10	Ranges represent the underlying equity volatility quoted in percentage points. Since this valuation methodology uses a range of inputs across multiple volatility surfaces to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
	-11	Changes are based on long U.S. dollar net asset positions and will be inversely impacted for short U.S. dollar net asset positions.
	-12	Mortality rates vary by age and by demographic characteristics such as gender. Mortality rate assumptions are based on company experience. A mortality improvement assumption is also applied. For any given contract, mortality rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-13	Base lapse rates are adjusted at the contract level based on a comparison of the actuarially calculated guaranteed values and the current policyholder account value, as well as other factors, such as the applicability of any surrender charges. A dynamic lapse function reduces the base lapse rate when the guaranteed amount is greater than the account value as in the money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower in periods when a surrender charge applies. For any given contract, lapse rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-14	The utilization rate assumption estimates the percentage of contract holders with a GMIB or lifetime withdrawal benefit who will elect to utilize the benefit upon becoming eligible. The rates may vary by the type of guarantee, the amount by which the guaranteed amount is greater than the account value, the contract’s withdrawal history and by the age of the policyholder. For any given contract, utilization rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-15	The withdrawal rate represents the percentage of account balance that any given policyholder will elect to withdraw from the contract each year. The withdrawal rate assumption varies by age and duration of the contract, and also by other factors such as benefit type. For any given contract, withdrawal rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative. For GMWBs, any increase (decrease) in withdrawal rates results in an increase (decrease) in the estimated fair value of the guarantees. For GMABs and GMIBs, any increase (decrease) in withdrawal rates results in a decrease (increase) in the estimated fair value.
	-16	Long-term equity volatilities represent equity volatility beyond the period for which observable equity volatilities are available. For any given contract, long-term equity volatility rates vary throughout the period over which cash flows are projected for purposes of valuing the embedded derivative.
	-17	Nonperformance risk spread varies by duration and by currency. For any given contract, multiple nonperformance risk spreads will apply, depending on the duration of the cash flow being discounted for purposes of valuing the embedded derivative
Fair Value, Measured on Recurring Basis, Unobservable Input Reconciliation	'
	The following tables summarize the change of all assets and (liabilities) measured at estimated fair value on a recurring basis using significant unobservable inputs (Level 3):
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Fixed Maturity Securities
			U.S.				Foreign				RMBS				State and Political Subdivision				ABS			CMBS			Foreign
			Corporate				Corporate																		Government
			(In millions)
	Three Months Ended March 31, 2014
	Balance, beginning of period		$	1,248			$	734			$	422			$	—			$	419		$	72		$	—
	Total realized/unrealized gains (losses)
	included in:
	Net income (loss): (1), (2)
	Net investment income		1				—				1				—				—			—			—
	Net investment gains (losses)		(1		)		—				2				—				—			—			—
	Net derivative gains (losses)		—				—				—				—				—			—			—
	OCI		28				16				2				—				4			—			—
	Purchases (3)		23				3				146				—				58			34			—
	Sales (3)		(34		)		—				(35		)		—				(6		)	(10		)	—
	Issuances (3)		—				—				—				—				—			—			—
	Settlements (3)		—				—				—				—				—			—			—
	Transfers into Level 3 (4)		186				—				15				—				—			6			—
	Transfers out of Level 3 (4)		(51		)		(30		)		(18		)		—				(290		)	—			—
	Balance, end of period		$	1,400			$	723			$	535			$	—			$	185		$	102		$	—
	Changes in unrealized gains (losses)
	included in net income (loss): (5)
	Net investment income		$	1			$	—			$	1			$	—			$	—		$	—		$	—
	Net investment gains (losses)		$	(1	)		$	—			$	—			$	—			$	—		$	—		$	—
	Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Equity Securities												Net Derivatives (6)
			Non -				Common				Short-term				Interest				Credit			Equity			Net			Separate
			redeemable				Stock				Investments				Rate							Market			Embedded			Account
			Preferred																						Derivatives (7)			Assets (8)
			Stock
			(In millions)
	Three Months Ended March 31, 2014
	Balance, beginning of period		$	81			$	31			$	—			$	11			$	6		$	(88	)	$	2,123		$	153
	Total realized/unrealized gains (losses)
	included in:
	Net income (loss): (1), (2)
	Net investment income		—				—				—				—				—			—			—			—
	Net investment gains (losses)		—				4				—				—				—			—			—			5
	Net derivative gains (losses)		—				—				—				7				(2		)	(7		)	119			—
	OCI		—				(1		)		—				21				—			—			—			—
	Purchases (3)		—				—				91				—				—			—			—			4
	Sales (3)		—				(6		)		—				—				—			—			—			(2		)
	Issuances (3)		—				—				—				—				—			—			—			—
	Settlements (3)		—				—				—				(1		)		—			—			(5		)	—
	Transfers into Level 3 (4)		8				5				—				—				—			—			—			—
	Transfers out of Level 3 (4)		—				—				—				—				—			—			—			—
	Balance, end of period		$	89			$	33			$	91			$	38			$	4		$	(95	)	$	2,237		$	160
	Changes in unrealized gains (losses)
	included in net income (loss): (5)
	Net investment income		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
	Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
	Net derivative gains (losses)		$	—			$	—			$	—			$	6			$	(2	)	$	(7	)	$	126		$	—
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Fixed Maturity Securities
			U.S.				Foreign				RMBS				State and Political Subdivision				ABS			CMBS			Foreign
			Corporate				Corporate																		Government
			(In millions)
	Three Months Ended March 31, 2013
	Balance, beginning of period		$	1,434			$	868			$	278			$	25			$	343		$	125		$	3
	Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income		3				—				—				—				—			—			—
Net investment gains (losses)		—				(3		)		—				—				—			—			—
Net derivative gains (losses)		—				—				—				—				—			—			—
OCI		28				6				8				—				—			2			(1		)
Purchases (3)		47				40				35				—				116			14			—
Sales (3)		(45		)		(42		)		(10		)		—				(11		)	(30		)	—
Issuances (3)		—				—				—				—				—			—			—
Settlements (3)		—				—				—				—				—			—			—
Transfers into Level 3 (4)		95				9				8				—				—			14			—
Transfers out of Level 3 (4)		(295		)		(92		)		(5		)		—				(28		)	(19		)	—
Balance, end of period		$	1,267			$	786			$	314			$	25			$	420		$	106		$	2
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income		$	3			$	—			$	—			$	—			$	—		$	—		$	—
Net investment gains (losses)		$	—			$	(3	)		$	—			$	—			$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	—			$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities												Net Derivatives (6)
		Non-				Common				Short-term				Interest				Credit			Equity			Net			Separate
		redeemable				Stock				Investments				Rate							Market			Embedded			Account
		Preferred																						Derivatives (7)			Assets (8)
		Stock
		(In millions)
Three Months Ended March 31, 2013
Balance, beginning of period		$	93			$	26			$	13			$	119			$	10		$	(51	)	$	2,290		$	141
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—			—			—			—
Net investment gains (losses)		—				—				—				—				—			—			—			(2		)
Net derivative gains (losses)		—				—				—				5				(2		)	(28		)	254			—
OCI		4				—				—				(15		)		—			—			—			—
Purchases (3)		—				—				393				—				—			—			—			—
Sales (3)		(18		)		—				(10		)		—				—			—			—			—
Issuances (3)		—				—				—				—				—			—			—			—
Settlements (3)		—				—				—				(3		)		—			(7		)	6			—
Transfers into Level 3 (4)		—				—				—				—				—			—			—			—
Transfers out of Level 3 (4)		—				—				—				—				—			—			—			—
Balance, end of period		$	79			$	26			$	396			$	106			$	8		$	(86	)	$	2,550		$	139
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net investment gains (losses)		$	(2	)		$	—			$	—			$	—			$	—		$	—		$	—		$	—
Net derivative gains (losses)		$	—			$	—			$	—			$	5			$	(2	)	$	(27	)	$	260		$	—
____________
-1	Amortization of premium/accretion of discount is included within net investment income. Impairments charged to net income (loss) on securities are included in net investment gains (losses). Lapses associated with net embedded derivatives are included in net derivative gains (losses).
-2	Interest and dividend accruals, as well as cash interest coupons and dividends received, are excluded from the rollforward.
-3	Items purchased/issued and then sold/settled in the same period are excluded from the rollforward. Fees attributed to embedded derivatives are included in settlements.
-4	Gains and losses, in net income (loss) and OCI, are calculated assuming transfers into and/or out of Level 3 occurred at the beginning of the period. Items transferred into and then out of Level 3 in the same period are excluded from the rollforward.
-5	Changes in unrealized gains (losses) included in net income (loss) relate to assets and liabilities still held at the end of the respective periods.
-6	Freestanding derivative assets and liabilities are presented net for purposes of the rollforward.
-7	Embedded derivative assets and liabilities are presented net for purposes of the rollforward.
-8	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders within separate account liabilities. Therefore, such changes in estimated fair value are not recorded in net income. For the purpose of this disclosure, these changes are presented within net investment gains (losses).
Fair Value Option	'
	The following table presents information for certain assets and liabilities of CSEs, which are accounted for under the FVO. These assets and liabilities were initially measured at fair value.
		31-Mar-14				31-Dec-13
		(In millions)
	Assets (1)
	Unpaid principal balance	$	1,068			$	1,528
	Difference between estimated fair value and unpaid principal balance	72				70
	Carrying value at estimated fair value	$	1,140			$	1,598
	Liabilities (1)
	Contractual principal balance	$	977			$	1,436
	Difference between estimated fair value and contractual principal balance	23				25
	Carrying value at estimated fair value	$	1,000			$	1,461
	____________
	-1	These assets and liabilities are comprised of commercial mortgage loans and long-term debt. Changes in estimated fair value on these assets and liabilities and gains or losses on sales of these assets are recognized in net investment gains (losses). Interest income on commercial mortgage loans held by CSEs — FVO is recognized in net investment income. Interest expense from long-term debt of CSEs — FVO is recognized in other expenses.
Nonrecurring Fair Value Measurements	'
	The following table presents information for assets measured at estimated fair value on a nonrecurring basis during the periods and still held at the reporting dates; that is, they are not measured at fair value on a recurring basis but are subject to fair value adjustments only in certain circumstances (for example, when there is evidence of impairment). The estimated fair values for these assets were determined using significant unobservable inputs (Level 3).
		At March 31,								Three Months
										Ended
										March 31,
		2014				2013				2014				2013
		Carrying Value After								Gains (Losses)
		Measurement
		(In millions)
	Mortgage loans, net (1)	$	17			$	17			$	—			$	—
	Other limited partnership interests (2)	$	4			$	1			$	(2	)		$	—
	Real estate joint ventures (3)	$	—			$	1			$	—			$	(1	)
	____________
	-1	Estimated fair values for impaired mortgage loans are based on independent broker quotations or valuation models using unobservable inputs or, if the loans are in foreclosure or are otherwise determined to be collateral dependent, are based on the estimated fair value of the underlying collateral or the present value of the expected future cash flows.
	-2	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include private equity and debt funds that typically invest primarily in various strategies including domestic and international leveraged buyout funds; power, energy, timber and infrastructure development funds; venture capital funds; and below investment grade debt and mezzanine debt funds. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next two to 10 years. Unfunded commitments for these investments at both March 31, 2014 and 2013 were not significant.
	-3	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include several real estate funds that typically invest primarily in commercial real estate. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next one to 10 years. Unfunded commitments for these investments at both March 31, 2014 and 2013 were not significant.
Fair Value of Financial Instruments Carried at Other Than Fair Value	'
	The carrying values and estimated fair values for such financial instruments, and their corresponding placement in the fair value hierarchy, are summarized as follows at:
		31-Mar-14
						Fair Value Hierarchy
		Carrying				Level 1				Level 2				Level 3				Total Estimated
		Value																Fair Value
		(In millions)
	Assets
	Mortgage loans	$	5,842			$	—			$	—			$	6,195			$	6,195
	Policy loans	$	1,214			$	—			$	869			$	411			$	1,280
	Real estate joint ventures	$	54			$	—			$	—			$	107			$	107
	Other limited partnership interests	$	75			$	—			$	—			$	99			$	99
	Other invested assets	$	931			$	—			$	1,007			$	—			$	1,007
	Premiums, reinsurance and other receivables	$	6,478			$	—			$	37			$	7,034			$	7,071
	Liabilities
	PABs	$	20,301			$	—			$	—			$	21,472			$	21,472
	Long-term debt	$	790			$	—			$	1,031			$	—			$	1,031
	Other liabilities	$	334			$	—			$	170			$	164			$	334
	Separate account liabilities	$	1,452			$	—			$	1,452			$	—			$	1,452
		31-Dec-13
						Fair Value Hierarchy
		Carrying				Level 1				Level 2				Level 3				Total Estimated
		Value																Fair Value
		(In millions)
	Assets
	Mortgage loans	$	6,120			$	—			$	—			$	6,427			$	6,427
	Policy loans	$	1,219			$	—			$	872			$	407			$	1,279
	Real estate joint ventures	$	55			$	—			$	—			$	98			$	98
	Other limited partnership interests	$	78			$	—			$	—			$	89			$	89
	Other invested assets	$	931			$	—			$	995			$	—			$	995
	Premiums, reinsurance and other receivables	$	5,928			$	—			$	24			$	6,282			$	6,306
	Liabilities
	PABs	$	20,875			$	—			$	—			$	21,987			$	21,987
	Long-term debt	$	790			$	—			$	1,009			$	—			$	1,009
	Other liabilities	$	258			$	—			$	96			$	162			$	258
	Separate account liabilities	$	1,448			$	—			$	1,448			$	—			$	1,448

Equity_Tables

Equity (Tables)	3 Months Ended
	Mar. 31, 2014
Equity [Abstract]	'
Components of Accumulated Other Comprehensive Income (Loss)	'
	Information regarding changes in the balances of each component of AOCI, net of income tax, was as follows:
		Three Months
		Ended
		March 31, 2014
		Unrealized				Unrealized				Foreign			Total
		Investment Gains				Gains (Losses)				Currency
		(Losses), Net of				on Derivatives				Translation
		Related Offsets (1)								Adjustments
		(In millions)
	Balance, beginning of period	$	885			$	27			$	(23	)	$	889
	OCI before reclassifications	960				64				7			1,031
	Income tax expense (benefit)	(323		)		(22		)		(1		)	(346		)
	OCI before reclassifications, net of income tax	1,522				69				(17		)	1,574
	Amounts reclassified from AOCI	(28		)		—				—			(28		)
	Income tax expense (benefit)	9				—				—			9
	Amounts reclassified from AOCI, net of income tax	(19		)		—				—			(19		)
	Balance, end of period	$	1,503			$	69			$	(17	)	$	1,555
		Three Months
		Ended
		March 31, 2013
		Unrealized				Unrealized				Foreign			Total
		Investment Gains				Gains (Losses)				Currency
		(Losses), Net of				on Derivatives				Translation
		Related Offsets (1)								Adjustments
		(In millions)
	Balance, beginning of period	$	2,291			$	158			$	(49	)	$	2,400
	OCI before reclassifications	(516		)		(14		)		(55		)	(585		)
	Income tax expense (benefit)	209				5				(1		)	213
	OCI before reclassifications, net of income tax	1,984				149				(105		)	2,028
	Amounts reclassified from AOCI	(67		)		(2		)		—			(69		)
	Income tax expense (benefit)	27				—				—			27
	Amounts reclassified from AOCI, net of income tax	(40		)		(2		)		—			(42		)
	Balance, end of period	$	1,944			$	147			$	(105	)	$	1,986
	____________
	-1	See Note 5 for information on offsets to investments related to insurance liabilities and DAC and VOBA.
Reclassification out of Accumulated Other Comprehensive Income (Loss)	'
	Information regarding amounts reclassified out of each component of AOCI was as follows:
	AOCI Components		Amounts Reclassified from AOCI								Statement of Operations and
											Comprehensive Income (Loss) Location
			Three Months				Three Months
			Ended				Ended
			March 31, 2014				March 31, 2013
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	20			$	71			Net investment gains (losses)
	Net unrealized investment gains (losses)		6				3				Net investment income
	Net unrealized investment gains (losses)		2				—				Net derivative gains (losses)
	OTTI		—				(7		)		Net investment gains (losses)
	Net unrealized investment gains (losses), before income tax		28				67
	Income tax (expense) benefit		(9		)		(27		)
	Net unrealized investment gains (losses), net of income tax		$	19			$	40
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		$	—			$	(1	)		Net derivative gains (losses)
	Interest rate forwards		—				3				Net derivative gains (losses)
	Interest rate forwards		—				1				Net investment income
	Foreign currency swaps		—				(1		)		Net derivative gains (losses)
	Gains (losses) on cash flow hedges, before income tax		—				2
	Income tax (expense) benefit		—				—
	Gains (losses) on cash flow hedges, net of income tax		$	—			$	2
	Total reclassifications, net of income tax		$	19			$	42

Other_Expenses_Tables

Other Expenses (Tables)	3 Months Ended
	Mar. 31, 2014
Other Income and Expenses [Abstract]	'
Other Expenses	'
	Information on other expenses was as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Compensation	$	79		$	89
	Commissions	130			193
	Volume-related costs	38			18
	Affiliated interest costs on ceded reinsurance	66			58
	Capitalization of DAC	(74		)	(154		)
	Amortization of DAC and VOBA	316			26
	Interest expense on debt	35			51
	Premium taxes, licenses and fees	13			13
	Professional services	9			5
	Rent and related expenses	8			8
	Other	100			101
	Total other expenses	$	720		$	408

Related_Party_Transactions_Tab

Related Party Transactions (Tables)	3 Months Ended
	Mar. 31, 2014
Reinsurance Disclosure [Line Items]	'
Effects of reinsurance	'
	Information regarding the significant effects of affiliated reinsurance included on the consolidated statements of operations and comprehensive income (loss) was as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Premiums
	Reinsurance assumed	$	6		$	4
	Reinsurance ceded	(263		)	(147		)
	Net premiums	$	(257	)	$	(143	)
	Universal life and investment-type product policy fees
	Reinsurance assumed	$	24		$	21
	Reinsurance ceded	(157		)	(134		)
	Net universal life and investment-type product policy fees	$	(133	)	$	(113	)
	Other revenues
	Reinsurance assumed	$	—		$	—
	Reinsurance ceded	57			92
	Net other revenues	$	57		$	92
	Policyholder benefits and claims
	Reinsurance assumed	$	5		$	3
	Reinsurance ceded	(350		)	(193		)
	Net policyholder benefits and claims	$	(345	)	$	(190	)
	Interest credited to policyholder account balances
	Reinsurance assumed	$	19		$	18
	Reinsurance ceded	(33		)	(29		)
	Net interest credited to policyholder account balances	$	(14	)	$	(11	)
	Other expenses
	Reinsurance assumed	$	12		$	9
	Reinsurance ceded	24			21
	Net other expenses	$	36		$	30
	Information regarding the significant effects of affiliated reinsurance included on the consolidated balance sheets was as follows at:
		31-Mar-14						31-Dec-13
		Assumed			Ceded			Assumed		Ceded
		(In millions)
	Assets
	Premiums, reinsurance and other receivables	$	32		$	13,528		$	28	$	12,710
	Deferred policy acquisition costs and value of business acquired	135			(606		)	122		(579		)
	Total assets	$	167		$	12,922		$	150	$	12,131
	Liabilities
	Other policy-related balances	$	1,656		$	799		$	1,640	$	811
	Other liabilities	14			5,361			9		5,260
	Total liabilities	$	1,670		$	6,160		$	1,649	$	6,071

Business_Basis_of_Presentation2

Business, Basis of Presentation and Summary of Significant Accounting Policies (Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013	Jan. 02, 2014
	Segment		Parent Company [Member]
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'	'	'
Number of segments	2	'	'
Related Party Transaction [Line Items]	'	'	'
Invested assets on deposit	$6,644	$56	$6,300

Segment_Information_Earnings_D

Segment Information (Earnings) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Revenues	'	'
Premiums	$165	$151
Universal life and investment-type product policy fees	589	564
Net investment income	702	730
Other revenues	119	157
Net investment gains (losses)	-519	66
Net derivative gains (losses)	180	113
Total revenues	1,236	1,781
Expenses	'	'
Policyholder benefits and claims	420	414
Interest credited to policyholder account balances	239	264
Capitalization of DAC	-74	-154
Amortization of DAC and VOBA	316	26
Interest expense on debt	35	51
Other expenses	443	485
Total expenses	1,379	1,086
Provision for income tax expense (benefit)	49	-230
Net income (loss)	-94	465
Operating Segments [Member]	'	'
Revenues	'	'
Premiums	165	103
Universal life and investment-type product policy fees	550	530
Net investment income	676	683
Other revenues	119	157
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	1,510	1,473
Expenses	'	'
Policyholder benefits and claims	345	282
Interest credited to policyholder account balances	239	266
Capitalization of DAC	-74	-154
Amortization of DAC and VOBA	177	116
Interest expense on debt	17	17
Other expenses	439	481
Total expenses	1,143	1,008
Provision for income tax expense (benefit)	-106	-147
Operating earnings	261	318
Operating Segments [Member] | Retail [Member]	'	'
Revenues	'	'
Premiums	216	74
Universal life and investment-type product policy fees	542	521
Net investment income	406	400
Other revenues	117	156
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	1,281	1,151
Expenses	'	'
Policyholder benefits and claims	320	146
Interest credited to policyholder account balances	209	229
Capitalization of DAC	-58	-148
Amortization of DAC and VOBA	169	114
Interest expense on debt	0	0
Other expenses	414	466
Total expenses	1,054	807
Provision for income tax expense (benefit)	-78	-120
Operating earnings	149	224
Operating Segments [Member] | Corporate Benefit Funding [Member]	'	'
Revenues	'	'
Premiums	-65	20
Universal life and investment-type product policy fees	8	9
Net investment income	235	251
Other revenues	2	1
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	180	281
Expenses	'	'
Policyholder benefits and claims	26	127
Interest credited to policyholder account balances	30	37
Capitalization of DAC	0	-2
Amortization of DAC and VOBA	0	2
Interest expense on debt	0	0
Other expenses	7	8
Total expenses	63	172
Provision for income tax expense (benefit)	-41	-38
Operating earnings	76	71
Operating Segments [Member] | Corporate & Other [Member]	'	'
Revenues	'	'
Premiums	14	9
Universal life and investment-type product policy fees	0	0
Net investment income	35	32
Other revenues	0	0
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	49	41
Expenses	'	'
Policyholder benefits and claims	-1	9
Interest credited to policyholder account balances	0	0
Capitalization of DAC	-16	-4
Amortization of DAC and VOBA	8	0
Interest expense on debt	17	17
Other expenses	18	7
Total expenses	26	29
Provision for income tax expense (benefit)	13	11
Operating earnings	36	23
Significant Reconciling Items [Member]	'	'
Revenues	'	'
Premiums	0	48
Universal life and investment-type product policy fees	39	34
Net investment income	26	47
Other revenues	0	0
Net investment gains (losses)	-519	66
Net derivative gains (losses)	180	113
Total revenues	-274	308
Expenses	'	'
Policyholder benefits and claims	75	132
Interest credited to policyholder account balances	0	-2
Capitalization of DAC	0	0
Amortization of DAC and VOBA	139	-90
Interest expense on debt	18	34
Other expenses	4	4
Total expenses	236	78
Provision for income tax expense (benefit)	$155	($83)

Segment_Information_Total_Asse

Segment Information (Total Assets) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Segment Reporting Information [Line Items]	'	'
Total assets	$190,664	$188,039
Retail [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	147,375	146,515
Corporate Benefit Funding [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	31,281	30,822
Corporate & Other [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	$12,008	$10,702

Segment_Information_Narrative_

Segment Information (Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2013
	Segment	Affiliated Entity [Member]	Divested Business [Member]	Divested Business [Member]
			Corporate Benefit Funding [Member]	Corporate & Other [Member]
Segment Reporting Information [Line Items]	'	'	'	'
Prior Period Reclassification Adjustment	'	'	$5	$3
Prior Period Adjustment To Operating Earnings Tax Expense	'	'	3	2
Reinsurance ceded premiums earned and policyholder benefits and claims	'	($87)	'	'
Number of segments	2	'	'	'

Pending_Disposition_Pending_Di

Pending Disposition (Pending Disposition) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'
Total investments	$62,896	$62,153
Total assets	190,664	188,039
Other liabilities	7,353	6,776
Future policy benefits	28,455	27,991
Total liabilities	181,304	179,251
MetLife Assurance Limited [Member]	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'
Total investments	5,028	'
Total assets	5,347	'
Other liabilities	741	'
Future policy benefits	3,645	'
Total liabilities	4,508	'
Estimated liabilities	435	'
Estimated liabilities, after tax	$292	'

Pending_Disposition_Pending_Di1

Pending Disposition (Pending Disposition - Narrative) (Details) (MetLife Assurance Limited [Member])	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2014
	USD ($)	GBP (£)
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'
Gross consideration	$705	£ 424
Gain (loss) on disposal, pretax	547	'
Gain (loss) on disposal	386	'
Goodwill Disposition	$112	'

Insurance_Guarantees_Related_t

Insurance (Guarantees Related to Annuity Contracts) (Details) (Variable Annuity Guarantees [Member], USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Guaranteed Death Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	$100,528	$100,420
Separate account value in event of death	95,802	95,637
Net amount at risk in event of death	2,220	2,230
Average attained age of contractholders	'64 years	'64 years
Guaranteed Annuitization Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	57,073	57,041
Separate account value at annuitization	55,884	55,805
Net amount at risk at annuitization	$624	$562
Average attained age of contractholders	'65 years	'64 years

Insurance_Guarantees_Related_t1

Insurance (Guarantees Related to Universal and Variable Life Contracts) (Details) (Universal and Variable Life Contracts [Member], Secondary Guarantees [Member], USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Universal and Variable Life Contracts [Member] | Secondary Guarantees [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value (general and separate account)	$6,469	$6,360
Net amount at risk	$91,173	$91,264
Average attained age of policyholders	'58 years	'58 years

Investments_Fixed_Maturity_and

Investments (Fixed Maturity and Equity Securities Available-For-Sale by Sector) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	$43,937	$43,477	'
Cost or Amortized Cost	397	397	'
Gross Unrealized OTTI Loss	38	41	64
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	46,787	45,252	'
Equity securities	430	418	'
Fixed maturity securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	43,937	43,477	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	3,266	2,486	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	378	670	'
Gross Unrealized OTTI Loss	38	41	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	46,787	45,252	'
U.S. corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	15,624	15,779	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	1,397	1,130	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	128	207	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	16,893	16,702	'
U.S. Treasury and agency securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	8,944	8,188	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	637	334	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	101	228	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	9,480	8,294	'
Foreign corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	7,961	8,111	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	565	485	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	46	79	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	8,480	8,517	'
RMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	4,786	4,587	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	225	201	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	53	59	'
Gross Unrealized OTTI Loss	38	41	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	4,920	4,688	'
State and political subdivision securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	2,125	2,147	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	217	139	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	25	62	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	2,317	2,224	'
ABS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	1,972	2,081	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	37	32	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	10	12	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	1,999	2,101	'
CMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	1,490	1,546	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	54	62	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	3	4	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	1,541	1,604	'
Foreign government debt securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	1,035	1,038	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	134	103	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	12	19	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	1,157	1,122	'
Equity Securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	397	397	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	62	49	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	29	28	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	430	418	'
Non-redeemable preferred stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	236	236	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	11	9	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	21	28	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	226	217	'
Common Stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	161	161	'
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	51	40	'
Available For Sale Securities, Gross Unrealized Loss Accumulated Investments	8	0	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	$204	$201	'

Investments_Maturities_of_Fixe

Investments (Maturities of Fixed Maturity Securities) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities, Debt Maturities [Abstract]	'	'
Amortized Cost, Due in one year or less	$3,233	$2,934
Amortized Cost, Due after one year through five years	9,414	8,895
Amortized Cost, Due after five years through ten years	7,096	7,433
Amortized Cost, Due after ten years	15,946	16,001
Amortized Cost, Subtotal	35,689	35,263
Amortized Cost, RMBS, CMBS and ABS	8,248	8,214
Amortized cost of fixed maturity securities available-for-sale	43,937	43,477
Estimated Fair Value, Due in one year or less	3,262	2,966
Estimated Fair Value, Due after one year through five years	9,847	9,301
Estimated Fair Value, Due after five years through ten years	7,705	7,970
Estimated Fair Value, Due after ten years	17,513	16,622
Estimated Fair Value, Subtotal	38,327	36,859
Estimated fair value, Mortgage-backed and asset-backed securities	8,460	8,393
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $43,937 and $43,477, respectively)	$46,787	$45,252

Investments_Continuous_Gross_U

Investments (Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities Available-For-Sale) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Total number of securities in an unrealized loss position less than 12 months	844	1,081
Total number of securities in an unrealized loss position equal to or greater than 12 months	261	297
Fixed maturity securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	$6,826	$10,584
Less than 12 Months Gross Unrealized Loss	271	546
Equal to or Greater than 12 Months Estimated Fair Value	1,279	1,238
Equal to or Greater than 12 Months Gross Unrealized Loss	145	165
U.S. corporate securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	1,551	2,526
Less than 12 Months Gross Unrealized Loss	60	141
Equal to or Greater than 12 Months Estimated Fair Value	575	470
Equal to or Greater than 12 Months Gross Unrealized Loss	68	66
Foreign corporate securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	1,015	1,520
Less than 12 Months Gross Unrealized Loss	34	70
Equal to or Greater than 12 Months Estimated Fair Value	173	135
Equal to or Greater than 12 Months Gross Unrealized Loss	12	9
U.S. Treasury and agency securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	2,220	3,825
Less than 12 Months Gross Unrealized Loss	101	228
Equal to or Greater than 12 Months Estimated Fair Value	0	0
Equal to or Greater than 12 Months Gross Unrealized Loss	0	0
RMBS [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	1,152	996
Less than 12 Months Gross Unrealized Loss	52	35
Equal to or Greater than 12 Months Estimated Fair Value	299	457
Equal to or Greater than 12 Months Gross Unrealized Loss	39	65
State and political subdivision securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	158	630
Less than 12 Months Gross Unrealized Loss	11	44
Equal to or Greater than 12 Months Estimated Fair Value	60	64
Equal to or Greater than 12 Months Gross Unrealized Loss	14	18
ABS [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	453	680
Less than 12 Months Gross Unrealized Loss	4	5
Equal to or Greater than 12 Months Estimated Fair Value	104	104
Equal to or Greater than 12 Months Gross Unrealized Loss	6	7
CMBS [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	173	143
Less than 12 Months Gross Unrealized Loss	3	4
Equal to or Greater than 12 Months Estimated Fair Value	7	7
Equal to or Greater than 12 Months Gross Unrealized Loss	0	0
Foreign government debt securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	104	264
Less than 12 Months Gross Unrealized Loss	6	19
Equal to or Greater than 12 Months Estimated Fair Value	61	1
Equal to or Greater than 12 Months Gross Unrealized Loss	6	0
Equity Securities [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	124	108
Less than 12 Months Gross Unrealized Loss	16	21
Equal to or Greater than 12 Months Estimated Fair Value	22	40
Equal to or Greater than 12 Months Gross Unrealized Loss	13	7
Common Stock [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	4	3
Less than 12 Months Gross Unrealized Loss	1	0
Equal to or Greater than 12 Months Estimated Fair Value	0	7
Equal to or Greater than 12 Months Gross Unrealized Loss	7	0
Non-redeemable preferred stock [Member]	'	'
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale	'	'
Less than 12 months Estimated Fair Value	120	105
Less than 12 Months Gross Unrealized Loss	15	21
Equal to or Greater than 12 Months Estimated Fair Value	22	33
Equal to or Greater than 12 Months Gross Unrealized Loss	$6	$7

Investments_Mortgage_Loans_by_

Investments (Mortgage Loans by Portfolio Segment) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Notes, Loans and Financing Receivable, Net, Current [Abstract]	'	'	'	'
Commercial mortgage loans	$4,604	$4,869	'	'
Percentage of loans receivable on commercial mortgage loans	66.00%	63.10%	'	'
Agricultural mortgage loans	1,271	1,285	'	'
Percentage of loans receivable on agricultural mortgage loans	18.20%	16.60%	'	'
Subtotal	5,875	6,154	'	'
Percentage of loans receivable on subtotal	84.20%	79.70%	'	'
Valuation allowances	-33	-34	-35	-35
Percentage of loans receivable on valuation allowances	-0.50%	-0.40%	'	'
Subtotal mortgage loans, net	5,842	6,120	'	'
Percentage of loans receivable on subtotal mortgage loans held-for-investment, net	83.70%	79.30%	'	'
Commercial mortgage loans held by consolidated securitization entities - fair value option	1,140	1,598	'	'
Percentage of loans receivable on commercial mortgage loans held by consolidated securitization entities - fair value option	16.30%	20.70%	'	'
Mortgage loans, at estimated fair value, relating to variable interest entities	$6,982	$7,718	'	'
Percentage Of Mortgage Loans On Real Estate Commercial And Consumer Net To Mortgage Loans On Real Estate Commercial And Consumer Net	100.00%	100.00%	'	'

Investments_Mortgage_Loans_and

Investments (Mortgage Loans and Valuation Allowance by Portfolio Segment) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Evaluated individually for credit losses	$76	$76	'	'
Evaluated collectively for credit losses	5,799	6,078	'	'
Total mortgage loans	5,875	6,154	'	'
Specific credit losses	8	7	'	'
Non-specifically identified credit losses	25	27	'	'
Valuation allowances	33	34	35	35
Mortgage loan, net of valuation allowance	5,842	6,120	'	'
Commercial mortgage loans portfolio segment [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Evaluated individually for credit losses	73	72	'	'
Evaluated collectively for credit losses	4,531	4,797	'	'
Total mortgage loans	4,604	4,869	'	'
Specific credit losses	8	7	'	'
Non-specifically identified credit losses	21	23	'	'
Valuation allowances	29	30	32	32
Mortgage loan, net of valuation allowance	4,575	4,839	'	'
Agricultural [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Evaluated individually for credit losses	3	4	'	'
Evaluated collectively for credit losses	1,268	1,281	'	'
Total mortgage loans	1,271	1,285	'	'
Specific credit losses	0	0	'	'
Non-specifically identified credit losses	4	4	'	'
Valuation allowances	4	4	3	3
Mortgage loan, net of valuation allowance	$1,267	$1,281	'	'

Investments_Valuation_Allowanc

Investments (Valuation Allowance Rollforward by Portfolio Segment) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Mortgage Loans on Real Estate [Line Items]	'	'
Beginning Balance	$34	$35
Provision/(release)	-1	0
Ending Balance	33	35
Commercial mortgage loans portfolio segment [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Beginning Balance	30	32
Provision/(release)	-1	0
Ending Balance	29	32
Agricultural [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Beginning Balance	4	3
Provision/(release)	0	0
Ending Balance	$4	$3

Investments_Credit_Quality_of_

Investments (Credit Quality of Commercial Mortgage Loans) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	$4,604	$4,869
% of Total	100.00%	100.00%
Estimated Fair Value	4,886	5,106
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	3,971	3,986
% of Total	86.30%	81.90%
Estimated Fair Value	4,257	4,224
% of Total	87.10%	82.80%
65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	479	727
% of Total	10.40%	14.90%
Estimated Fair Value	484	736
% of Total	9.90%	14.40%
76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	92	93
% of Total	2.00%	1.90%
Estimated Fair Value	92	93
% of Total	1.90%	1.80%
Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	62	63
% of Total	1.30%	1.30%
Estimated Fair Value	53	53
% of Total	1.10%	1.00%
Greater than 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	4,309	4,571
Greater than 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	3,741	3,754
Greater than 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	452	700
Greater than 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	80	80
Greater than 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	36	37
1.00x - 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	147	164
1.00x - 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	109	125
1.00x - 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	0	0
1.00x - 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	12	13
1.00x - 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	26	26
Less than 1.00x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	148	134
Less than 1.00x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	121	107
Less than 1.00x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	27	27
Less than 1.00x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	0	0
Less than 1.00x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	$0	$0

Investments_Credit_Quality_of_1

Investments (Credit Quality of Agricultural and Residential Mortgage Loans) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	$1,271	$1,285
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	1,196	1,215
% of Total	94.10%	94.60%
65% to 75% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	$75	$70
% of Total	5.90%	5.40%

Investments_Impaired_Mortgage_

Investments (Impaired Mortgage Loans) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012
Impaired Mortgage Loans	'	'	'	'
Unpaid principal balance	$26	'	$26	'
Recorded investment	25	'	26	'
Valuation Allowance	8	'	7	'
Valuation allowances	33	35	34	35
Carrying Value	68	'	69	'
Unpaid Principal Balance	52	'	52	'
Recorded Investment	51	'	50	'
Unpaid principal balance	78	'	78	'
Average Investment	76	74	'	'
Interest Income	0	1	'	'
Loans with a Valuation Allowance [Member]	'	'	'	'
Impaired Mortgage Loans	'	'	'	'
Carrying Value	17	'	19	'
Commercial mortgage loans portfolio segment [Member]	'	'	'	'
Impaired Mortgage Loans	'	'	'	'
Unpaid principal balance	22	'	22	'
Recorded investment	22	'	22	'
Valuation Allowance	8	'	7	'
Valuation allowances	29	32	30	32
Carrying Value	65	'	65	'
Unpaid Principal Balance	52	'	52	'
Recorded Investment	51	'	50	'
Unpaid principal balance	74	'	74	'
Average Investment	72	74	'	'
Interest Income	0	1	'	'
Commercial mortgage loans portfolio segment [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'
Impaired Mortgage Loans	'	'	'	'
Carrying Value	14	'	15	'
Agricultural [Member]	'	'	'	'
Impaired Mortgage Loans	'	'	'	'
Unpaid principal balance	4	'	4	'
Recorded investment	3	'	4	'
Valuation Allowance	0	'	0	'
Valuation allowances	4	3	4	3
Carrying Value	3	'	4	'
Unpaid Principal Balance	0	'	0	'
Recorded Investment	0	'	0	'
Unpaid principal balance	4	'	4	'
Average Investment	4	0	'	'
Interest Income	0	0	'	'
Agricultural [Member] | Loans with a Valuation Allowance [Member]	'	'	'	'
Impaired Mortgage Loans	'	'	'	'
Carrying Value	$3	'	$4	'

Investments_Net_Unrealized_Inv

Investments (Net Unrealized Investment Gains Losses) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Components of net unrealized investment gains (losses) included in accumulated other comprehensive loss	'	'	'
Fixed maturity securities that were temporarily impaired	$2,891	$1,819	'
Fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)	-38	-41	-64
Total fixed maturity securities	2,853	1,778	'
Equity securities	32	15	'
Derivatives	103	39	'
Short-term investments	0	1	'
Other	-61	-71	'
Subtotal	2,927	1,762	'
Insurance liability loss recognition	-77	0	'
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-1	-1	'
DAC and VOBA	-366	-274	'
Subtotal	-444	-275	'
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	15	16	'
Deferred income tax benefit (expense)	-926	-591	'
Net unrealized investment gains (losses)	$1,572	$912	'

Investments_Changes_in_Fixed_M

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Changes in fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)	'	'
Balance, beginning of period	($41)	($64)
Noncredit OTTI losses recognized	0	11
Securities sold with a previous noncredit OTTI loss	2	21
Subsequent increases in estimated fair value	1	-9
Balance, end of period	-38	-41
Non Credit Otti Losses On Debt Securities Recognized Net Of Dac Included In Accumulated Other Comprehensive Income (Loss)	($3)	$7

Investments_Changes_in_Net_Unr

Investments (Changes in Net Unrealized Investment Gains Losses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014
Changes In Net Unrealized Investment Gains Losses Included In Accumulated Other Comprehensive Loss [Abstract]	'
Balance, beginning of period	$912
Fixed maturity securities on which noncredit OTTI losses have been recognized	3
Unrealized investment gains (losses) during the year	1,162
Unrealized investment gains (losses) relating to [Abstract]	'
Insurance liability gain (loss) recognition	-77
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	0
DAC and VOBA	-92
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-1
Deferred income tax benefit (expense)	-335
Balance,end of period	1,572
Changes in net unrealized investment gains (losses)	$660

Investments_Securities_Lending

Investments (Securities Lending) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Securities Financing Transaction [Line Items]	'	'
Total cash collateral liability	$7,363	$6,140
Security collateral on deposit from counterparties	63	0
Reinvestment portfolio - estimated fair value	7,397	6,145
Securities Financing Transaction, Cost [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	6,889	5,931
Securities Financing Transaction, Fair Value [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	$7,253	$5,984

Investments_Invested_Assets_on

Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Invested assets on deposit	$6,644	$56
Invested assets pledged as collateral	1,934	1,901
Total invested assets on deposit and pledged as collateral	$8,578	$1,957

Investments_Consolidated_Varia

Investments (Consolidated Variable Interest Entities) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets:	'	'
Mortgage loans, at estimated fair value, relating to variable interest entities	$6,982	$7,718
Accrued investment income relating to variable interest entities	558	542
Liabilities	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	1,790	2,251
Other liabilities relating to variable interest entities	7,353	6,776
Consolidated securitization entities [Member]	'	'
Assets:	'	'
Mortgage loans, at estimated fair value, relating to variable interest entities	1,140	1,598
Accrued investment income relating to variable interest entities	7	9
Total Assets	1,147	1,607
Liabilities	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	1,000	1,461
Other liabilities relating to variable interest entities	6	7
Total Liabilities	$1,006	$1,468

Investments_Unconsolidated_Var

Investments (Unconsolidated Variable Interest Entities) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total Assets	$10,824	$10,562
Total Liabilities	11,310	11,027
Other limited partnership interests [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	1,707	1,651
Total Liabilities	2,169	2,077
Real estate joint ventures [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	41	41
Total Liabilities	45	45
Other invested assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	17	9
Total Liabilities	37	44
Structured securities (RMBS, CMBS and ABS) [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	8,460	8,393
Total Liabilities	8,460	8,393
US and foreign corporate securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	599	468
Total Liabilities	$599	$468

Investments_Net_Investment_Inc

Investments (Net Investment Income) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	$680	$693
Investment Income, Investment Expense	24	28
Net investment income	702	730
Securities Investment [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	704	721
Debt Securities [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	492	542
Equity Securities [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	4	2
Mortgage Loans on Real Estate [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	77	82
Policy Loans [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	14	14
Real Estate Investment [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	23	8
Partnership Interest [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	97	79
Cash and Cash Equivalents [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	1	2
International Joint Venture [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	0	-8
Other Investments [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	-4	0
Commercial Loan [Member] | Variable Interest Entity, Primary Beneficiary, Consolidated Securitization Entities [Member]	'	'
Net Investment Income [Line Items]	'	'
Gross Investment Income, Operating	$22	$37

Investments_Components_of_Net_

Investments (Components of Net Investment Gains Losses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	($1)	($12)
Fixed maturity securities - net gains (losses) on sales and disposals	17	73
Equity securities - net gains (losses) on sales and disposals	4	3
Net investment gains (losses)	20	64
Other net investment gains (losses):	'	'
Mortgage Loans	8	-1
Real estate and real estate joint ventures	-2	-1
Other limited partnership interests	-2	0
Other investment portfolio gains (losses)	1	2
Subtotal - investment portfolio gains (losses)	25	64
FVO CSEs - changes in estimated fair value:	'	'
Commercial mortgage loans	1	-13
Long-term debt - related to commercial mortgage loans	1	22
Non-investment portfolio gains (losses)	-546	-7
Subtotal FVO CSEs and non-investment portfolio gains (losses)	-544	2
Total net investment gains (losses)	-519	66
Fixed maturity securities [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	-1	-9
Net investment gains (losses)	16	64
Finance	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	0	-3
Consumer	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	-1	0
Corporate Debt Securities [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	-1	-3
RMBS [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	0	-6
Equity Securities [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	0	-3
Net investment gains (losses)	4	0
Non-redeemable preferred stock [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	$0	($3)

Investments_Sales_or_Disposals

Investments (Sales or Disposals and Impairments of Fixed Maturity and Equity Securities) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'
Proceeds	$3,518	$2,605
Gross investment gains	42	93
Gross investment losses	-21	-17
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-1	-12
Net investment gains (losses)	20	64
Credit-Related [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-1	-6
Other Other Than Temporary Investment Losses [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	0	-6
Fixed maturity securities [Member]	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'
Proceeds	3,507	2,580
Gross investment gains	38	89
Gross investment losses	-21	-16
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-1	-9
Net investment gains (losses)	16	64
Fixed maturity securities [Member] | Credit-Related [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-1	-6
Fixed maturity securities [Member] | Other Other Than Temporary Investment Losses [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	0	-3
Equity Securities [Member]	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'
Proceeds	11	25
Gross investment gains	4	4
Gross investment losses	0	-1
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	0	-3
Net investment gains (losses)	4	0
Equity Securities [Member] | Credit-Related [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	0	0
Equity Securities [Member] | Other Other Than Temporary Investment Losses [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	$0	($3)

Investments_Credit_Loss_Rollfo

Investments (Credit Loss Rollforward) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'
Balance, beginning of period	$57	$59
Additions:	'	'
Additional impairments - credit loss OTTI recognized on securities previously impaired	0	7
Reductions:	'	'
Due to sales (maturities, pay downs or prepayments) during the period of securities previously credit loss OTTI impaired	-2	-6
Balance, end of period	$55	$60

Investments_Related_Party_Inve

Investments (Related Party Investment Transactions) (Details) (Affiliated Entity [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Affiliated Entity [Member]	'	'
Invested Assets Transferred To and From Affiliates	'	'
Estimated fair value of invested assets transferred to affiliates	$354	$13
Amortized cost of assets transferred to affiliates	333	12
Net investment gains (losses) recognized on transfers	21	1
Estimated fair value of invested assets transferred from affiliates	$35	$6

Investments_Fixed_Maturity_and1

Investments (Fixed Maturity and Equity Securities Available-For-Sale - Narrative) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Summary of Certain Fixed Maturity Securities	'	'
Available-for-sale Securities, Debt Securities	$46,787	$45,252
Non-income producing fixed maturity securities [Member]	'	'
Summary of Certain Fixed Maturity Securities	'	'
Available-for-sale Securities, Debt Securities	19	30
Available For Sale Securities Gross Unrealized Gain Accumulated Investments	$5	$6

Investments_Evaluation_of_Avai

Investments (Evaluation of Available-For-Sale Securities for OTTI and Evaluating Temporarily Impaired AFS Securities - Narrative) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Schedule of Available-for-sale Securities [Line Items]	'	'
Equity Securities Available For Sale With Gross Unrealized Loss Of Equal To Or Greater Than Stated Percentage	20.00%	'
Debt Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Securities, Change in Net Unrealized Holding Gain (Loss) before Taxes	($295)	'
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	416	711
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	145	165
Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Securities, Change in Net Unrealized Holding Gain (Loss) before Taxes	-1	'
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	29	28
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	13	7
Non-redeemable preferred stock [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	6	7
Twenty Percent Or More [Member] | Six Months Or Greater [Member] | Debt Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	45	'
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	16	'
Twenty Percent Or More [Member] | Six Months Or Greater [Member] | Debt Securities [Member] | External Credit Rating, Investment Grade [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	33	'
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	13	'
Percentage Of Gross Unrealized Loss	73.00%	'
Twenty Percent Or More [Member] | Six Months Or Greater [Member] | Debt Securities [Member] | External Credit Rating, Non Investment Grade [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss	12	'
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	3	'
Percentage Of Gross Unrealized Loss	27.00%	'
Twenty Percent Or More [Member] | Twelve months or greater [Member] | Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	2	'
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	$4	'
Twenty Percent Or More [Member] | Twelve months or greater [Member] | Non-redeemable preferred stock [Member] | Aaa Aa [Member] | Banks, Trust and Insurance, Equities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage Of Gross Unrealized Loss	39.00%	'

Investments_Mortgage_Loans_Nar

Investments (Mortgage Loans - Narrative) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
	Contracts	Contracts
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Percentage of Mortgage Loans Classified as Performing	99.00%	'	99.00%
Number of Mortgage Loans	0	0	'
Number of Mortgage Loans, Subsequent Default	0	0	'
Agricultural [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Estimated fair value of mortgage loans held-for-investment	1,300,000,000	'	1,300,000,000
Past Due Status of Mortgage Loans	0	'	0
Commercial Loan [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Past Due Status of Mortgage Loans	0	'	1,000,000
Mortgage loans that were in non accrual status	22,000,000	'	22,000,000

Investments_Cash_Equivalents_N

Investments (Cash Equivalents - Narrative) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Cash equivalents	$1,500	$469

Investments_Changes_in_Fixed_M1

Investments (Changes in Fixed Maturity Securities with Noncredit OTTI Losses - Narrative) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'	'
Noncredit OTTI losses on fixed maturity securities, net of DAC, included in accumulated other comprehensive income (loss)	($3)	$7

Investments_Concentrations_of_

Investments (Concentrations of Credit Risk - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'	'
Securities holdings exposure in single issuer greater than stated percentage of Company's equity	10.00%	'
Investments in any counterparty that were greater than 10% of equity	$0	$0

Investments_Consolidated_Varia1

Investments (Consolidated Variable Interest Entities - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Variable Interest Entity [Line Items]	'	'	'
Financial or other support to investees designated as VIEs	$0	$0	'
Consolidated Securitization Entities [Member]	'	'	'
Variable Interest Entity [Line Items]	'	'	'
Variable interest, maximum exposure to loss in consolidated securitization entities	122	'	120
Long-term debt held by consolidated securitization entities, percentage range minimum	2.25%	2.25%	'
Long-term debt held by consolidated securitization entities, percentage range maximum	5.57%	5.57%	'
Interest expense on long-term debt held by consolidated securitization entities	18	34	'
Exeter Reassurance Company [Member] | Other Investments [Member]	'	'	'
Variable Interest Entity [Line Items]	'	'	'
Long-term Debt, Gross	500	'	500
Parent Company [Member] | Exeter Reassurance Company [Member] | Other Investments [Member]	'	'	'
Variable Interest Entity [Line Items]	'	'	'
Long-term Debt, Gross	375	'	375
Met Life Investors USA Insurance Company [Member] | Exeter Reassurance Company [Member] | Other Investments [Member]	'	'	'
Variable Interest Entity [Line Items]	'	'	'
Long-term Debt, Gross	$125	'	$125

Investments_Net_Investment_Gai

Investments (Net Investment Gains Losses - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'
Gain (Loss) on Sale of Investments	$1	$2
Gains (losses) from foreign currency transactions	2	-6
MetLife Assurance Limited [Member]	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'
Gain (Loss) on Sale of Investments	$547	'

Investments_Related_Party_Inve1

Investments (Related Party Invesment Transactions - Narrative) (Details) (USD $)

3 Months Ended

3 Months Ended

3 Months Ended

In Millions, unless otherwise specified

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Jul. 08, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Jul. 08, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Jul. 08, 2013

Commercial mortgage loans portfolio segment [Member]

Commercial mortgage loans portfolio segment [Member]

Other invested assets [Member]

Other invested assets [Member]

Affiliated Entity [Member]

Affiliated Entity [Member]

Affiliated Entity [Member]

Affiliated Entity [Member]

Exeter Reassurance Company [Member]

Exeter Reassurance Company [Member]

Exeter Reassurance Company [Member]

Maximum [Member]

Maximum [Member]

Loan Purchase Commitments [Member]

Loan Purchase Commitments [Member]

Parent Company [Member]

Parent Company [Member]

Parent Company [Member]

Parent Company [Member]

Met Life Investors USA Insurance Company [Member]

Met Life Investors USA Insurance Company [Member]

Met Life Investors USA Insurance Company [Member]

Met Life Investors USA Insurance Company [Member]

Commercial mortgage loans portfolio segment [Member]

Commercial mortgage loans portfolio segment [Member]

Other invested assets [Member]

Other invested assets [Member]

Other invested assets [Member]

Other invested assets [Member]

Other invested assets [Member]

Affiliated Entity [Member]

Affiliated Entity [Member]

Exeter Reassurance Company [Member]

Exeter Reassurance Company [Member]

Loan Purchase Commitments [Member]

Loan Purchase Commitments [Member]

Exeter Reassurance Company [Member]

Exeter Reassurance Company [Member]

Loan Purchase Commitments [Member]

Loan Purchase Commitments [Member]

Other invested assets [Member]

Other invested assets [Member]

Affiliated Entity [Member]

Affiliated Entity [Member]

Other invested assets [Member]

Other invested assets [Member]

Affiliated Entity [Member]

Affiliated Entity [Member]

Related Party Transaction [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Related party investment administrative services

$14

$17

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Carrying value of related party loans

'

'

'

'

'

'

363

364

430

430

500

'

500

'

'

'

'

375

375

'

'

125

125

'

'

Related party net investment income

'

'

5

4

6

0

'

'

'

'

3

0

'

1

1

'

'

'

'

'

'

'

'

'

'

Fair Value Disclosure, Off-balance Sheet Risks, Amount, Liability

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,200

$1,800

'

'

$925

$1,300

'

'

$313

$438

Debt Instrument, Maturity Date

'

'

'

'

'

'

'

'

'

'

15-Oct-15

'

'

'

'

31-Dec-14

'

'

'

'

'

'

'

'

'

Debt Instrument, Frequency of Periodic Payment

'

'

'

'

'

'

'

'

'

'

'semi-annually

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Interest Rate, Stated Percentage

'

'

'

'

'

'

'

'

'

'

2.47%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivatives_Primary_Risks_Deta

Derivatives (Primary Risks) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	$61,650	$63,289
Estimated Fair Value Assets	1,501	1,460
Estimated Fair Value Liabilities	763	841
Derivatives Designated as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	1,858	1,884
Estimated Fair Value Assets	80	39
Estimated Fair Value Liabilities	59	94
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	553	558
Estimated Fair Value Assets	9	5
Estimated Fair Value Liabilities	16	23
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	431	436
Estimated Fair Value Assets	9	5
Estimated Fair Value Liabilities	4	10
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	122	122
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	12	13
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	1,305	1,326
Estimated Fair Value Assets	71	34
Estimated Fair Value Liabilities	43	71
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	527	537
Estimated Fair Value Assets	26	6
Estimated Fair Value Liabilities	10	32
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	230	245
Estimated Fair Value Assets	20	3
Estimated Fair Value Liabilities	0	4
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	548	544
Estimated Fair Value Assets	25	25
Estimated Fair Value Liabilities	33	35
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	59,792	61,405
Estimated Fair Value Assets	1,421	1,421
Estimated Fair Value Liabilities	704	747
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	21,420	22,262
Estimated Fair Value Assets	924	881
Estimated Fair Value Liabilities	397	441
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate floors [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	17,604	17,604
Estimated Fair Value Assets	100	103
Estimated Fair Value Liabilities	94	99
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate caps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	7,901	9,651
Estimated Fair Value Assets	23	36
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate futures [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	1,988	1,443
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	1	3
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	787	882
Estimated Fair Value Assets	49	52
Estimated Fair Value Liabilities	33	41
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	59	56
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	1	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - purchased [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	172	157
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	1	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - written [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,253	2,243
Estimated Fair Value Assets	34	38
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity futures [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	849	778
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	8	3
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity Options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	3,773	3,597
Estimated Fair Value Assets	284	305
Estimated Fair Value Liabilities	53	42
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Variance swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,510	2,270
Estimated Fair Value Assets	7	6
Estimated Fair Value Liabilities	103	94
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Total rate of return swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	476	462
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	$13	$22

Derivatives_Net_Derivative_Gai

Derivatives (Net Derivative Gains Losses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Components of Net Derivatives Gains (Losses)	'	'
Derivatives and hedging gains (losses)	$66	($140)
Embedded derivatives	114	253
Total net derivative gains (losses)	$180	$113

Derivatives_Earned_Income_On_D

Derivatives (Earned Income On Derivatives) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total earned income	$34	$11
Derivatives Designated as Hedging Instruments [Member] | Net Investment Income [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total earned income	0	1
Derivatives Designated as Hedging Instruments [Member] | Interest Credited to Policyholder Account Balance [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total earned income	0	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gain (Loss) [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total earned income	33	16
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total earned income	$1	($7)

Derivatives_Gains_Losses_Recog

Derivatives (Gains Losses Recognized in Income Not Designated or Qualifying) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	$10	($13)
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gain (Loss) [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	28	-157
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gain (Loss) [Member] | Interest rate [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	81	22
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gain (Loss) [Member] | Foreign currency [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	6	15
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gain (Loss) [Member] | Credit default swaps - written [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-2	7
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gain (Loss) [Member] | Equity market [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-57	-201
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-3	-2
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Interest rate [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Foreign currency [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Credit default swaps - written [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Equity market [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-3	-2
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	7	-32
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member] | Interest rate [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	12	2
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member] | Foreign currency [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member] | Credit default swaps - written [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Policyholder Benefits and Claims [Member] | Equity market [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	($5)	($34)

Derivatives_Fair_Value_Hedges_

Derivatives (Fair Value Hedges) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	$10	($13)
Net Derivatives Gains (Losses) Recognized for Hedged Items	10	-12
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	0	-1
Interest rate swaps [Member] | Fixed maturity securities [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	0	1
Net Derivatives Gains (Losses) Recognized for Hedged Items	0	1
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	0	0
Interest rate swaps [Member] | Policyholder account balances [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	9	-7
Net Derivatives Gains (Losses) Recognized for Hedged Items	9	-6
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	0	-1
Foreign currency swaps [Member] | Foreign-denominated policyholder account balances [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	1	-7
Net Derivatives Gains (Losses) Recognized for Hedged Items	1	-7
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	$0	$0

Derivatives_Cash_Flow_Hedges_D

Derivatives (Cash Flow Hedges) (Details) (Cash Flow Hedges [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivatives in cash flow hedging relationships	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	$64	($14)
Interest rate swaps [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	42	-23
Interest rate forwards [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	20	-15
Foreign currency swaps [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount of Gains (Losses) Deferred in Accumulated Other Comprehensive Income (Loss) on Derivatives (Effective Portion)	2	24
Net Derivative Gain (Loss) [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	1
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	2	1
Net Derivative Gain (Loss) [Member] | Interest rate swaps [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	-1
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	1	0
Net Derivative Gain (Loss) [Member] | Interest rate forwards [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	3
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	1	0
Net Derivative Gain (Loss) [Member] | Foreign currency swaps [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	-1
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	1
Net Investment Gains (Losses) [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	1
Net Investment Gains (Losses) [Member] | Interest rate swaps [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	0
Net Investment Gains (Losses) [Member] | Interest rate forwards [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	0	1
Net Investment Gains (Losses) [Member] | Foreign currency swaps [Member]	'	'
Derivatives in cash flow hedging relationships	'	'
Amount and Location of Gains (Losses) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income (Loss) (Effective Portion)	$0	$0

Derivatives_Credit_Derivatives

Derivatives (Credit Derivatives) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	$34	$38
Maximum Amount of Future Payments under Credit Default Swaps	2,253	2,243
Weighted Average Years to Maturity	'3 years 2 months	'3 years 3 months
Aaa/Aa/A [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	6	9
Maximum Amount of Future Payments under Credit Default Swaps	765	765
Weighted Average Years to Maturity	'1 year 1 month	'1 year 3 months
Aaa/Aa/A [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	2	3
Maximum Amount of Future Payments under Credit Default Swaps	115	115
Weighted Average Years to Maturity	'2 years 4 months	'2 years 8 months
Aaa/Aa/A [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	4	6
Maximum Amount of Future Payments under Credit Default Swaps	650	650
Weighted Average Years to Maturity	'9 months	'1 year 1 month
Baa [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	25	26
Maximum Amount of Future Payments under Credit Default Swaps	1,452	1,442
Weighted Average Years to Maturity	'4 years 2 months	'4 years 3 months
Baa [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	8	8
Maximum Amount of Future Payments under Credit Default Swaps	446	446
Weighted Average Years to Maturity	'2 years 9 months	'3 years
Baa [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	17	18
Maximum Amount of Future Payments under Credit Default Swaps	1,006	996
Weighted Average Years to Maturity	'4 years 11 months	'4 years 11 months
B [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	3	3
Maximum Amount of Future Payments under Credit Default Swaps	36	36
Weighted Average Years to Maturity	'5 years 3 months	'5 years
B [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	0	0
Maximum Amount of Future Payments under Credit Default Swaps	0	0
Weighted Average Years to Maturity	'0 years	'0 years
B [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	3	3
Maximum Amount of Future Payments under Credit Default Swaps	$36	$36
Weighted Average Years to Maturity	'5 years 3 months	'5 years

Derivatives_Estimated_Fair_Val

Derivatives (Estimated Fair Value of Derivative Assets and Liabilities after Master Netting Agreements and Cash Collateral) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	$1,501	$1,460
Derivative Liability, Fair Value, Gross Liability	763	841
Netting [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	1,543	1,500
Derivative Liability, Fair Value, Gross Liability	781	866
Amounts offset in the consoilidated balance sheets, Assets	0	0
Amounts offset in the consoilidated balance sheets, Liabilities	0	0
Net amount of derivative assets after application of master netting agreements and cash collateral	82	12
Net amount of derivative liabilities after application of master netting agreements and cash collateral	9	21
Estimated fair value of derivative assets presented in the consolidated balance sheets	1,543	1,500
Estimated fair value of derivative liabilities presented in the consolidated balance sheets	781	866
Netting [Member] | Over-the-counter [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	1,495	1,450
Derivative Liability, Fair Value, Gross Liability	752	851
Gross estimated fair value of derivative assets	-600	-670
Gross estimated fair value of derivative liabilities	-600	-670
Cash collateral on derivative assets	-324	-216
Cash collateral on derivative liabilities	0	0
Securities collateral on derivative assets	-491	-554
Securities collateral on derivative liabilities	-143	-160
Netting [Member] | Exchange-cleared [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	48	50
Derivative Liability, Fair Value, Gross Liability	20	9
Gross estimated fair value of derivative assets	-17	-8
Gross estimated fair value of derivative liabilities	-17	-8
Cash collateral on derivative assets	-29	-40
Cash collateral on derivative liabilities	0	-1
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	-3	0
Netting [Member] | Exchange-traded [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	9	6
Gross estimated fair value of derivative assets	0	0
Gross estimated fair value of derivative liabilities	0	0
Cash collateral on derivative assets	0	0
Cash collateral on derivative liabilities	-3	-5
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	($6)	($1)

Derivatives_Credit_Risk_on_Fre

Derivatives (Credit Risk on Freestanding Derivatives) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	$152	$181
Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	0	0
Fair Value Of Incremental Collateral Provided Upon A Downgrade In The Company's Credit Rating to a Level that Triggers Full Overnight Collateralization or Termination of the Derivative Position	1	2
Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	$144	$161

Derivatives_Embedded_Derivativ

Derivatives (Embedded Derivatives) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	$1,218	$882
Embedded Derivative, Fair Value of Embedded Derivative Liability	-984	-1,211
Ceded Guaranteed Minimum Benefit [Member] | Premiums, reinsurance and other receivables [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	1,253	912
Direct Guaranteed Minimum Benefit [Member] | Policyholder account balances [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	-1,142	-1,232
Assumed Guaranteed Minimum Benefit [Member] | Policyholder account balances [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	-12	-13
Funds withheld on ceded reinsurance [Member] | Other liabilities [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	161	34
Other Embedded Derivatives [Member] | Policyholder account balances [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	9	0
Options embedded in debt or equity securities [Member] | Investments [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	($35)	($30)

Derivatives_Changes_in_Estimat

Derivatives (Changes in Estimated Fair Value Related to Embedded Derivatives) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net derivatives gains (losses)	$114	$253
Net derivatives gains (losses) [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net derivatives gains (losses)	$114	$253

Derivatives_Narrative_Details

Derivatives (Narrative) (Details) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Derivatives, Fair Value [Line Items]	'	'	'
Derivative Asset, Fair Value, Gross Asset	$1,501	'	$1,460
Derivative Liability, Fair Value, Gross Liability	763	'	841
Maximum Amount of Future Payments under Credit Default Swaps	2,253	'	2,243
Estimated Fair Value of Credit Default Swaps	34	'	38
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Embedded derivatives	114	253	'
Derivative Instrument Detail [Abstract]	'	'	'
Net amounts reclassified into net derivatives gains (losses) on discontinued cash flow hedges	0	0	'
Hedging exposure to variability in future cash flows for specific length of time	'6 years	'	'6 years
Accumulated Other Comprehensive Income (Loss)	103	'	39
Cash collateral on derivative assets	14	'	21
Cash collateral on derivative liabilities	33	'	19
Securities collateral received which the company is permitted to sell or repledge, amount that has been sold or repledged	0	'	'
Over The Counter [Member]	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Excess securities collateral received on derivatives	94	'	34
Excess securities collateral provided on derivatives	1	'	1
Exchange Cleared [Member]	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Excess securities collateral provided on derivatives	26	'	29
Exchange Traded [Member]	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Excess securities collateral provided on derivatives	35	'	46
Nonperformance Risk [Member] | Direct and assumed guaranteed minimum benefit [Member]	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Embedded derivatives	5	-89	'
Nonperformance Risk [Member] | Ceded Guaranteed Minimum Benefit [Member]	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Embedded derivatives	-19	118	'
Accrued Liabilities [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Derivative Asset, Fair Value, Gross Asset	42	'	40
Derivative Liability, Fair Value, Gross Liability	$18	'	$25

Fair_Value_Recurring_Fair_Valu

Fair Value (Recurring Fair Value Measurements) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	$46,787	$45,252
Available-for-sale Securities, Equity Securities	430	418
Short-term investments	1,810	2,107
Mortgage Loans on Real Estate	6,982	7,718
Derivative assets	1,501	1,460
Net embedded derivatives within asset host contracts	1,218	882
Separate account assets	98,005	97,780
Liabilities [Abstract]	'	'
Derivative liabilities	763	841
Net embedded derivatives within liability host contracts	-984	-1,211
Long-term Debt	1,790	2,251
Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	1,140	1,598
Liabilities [Abstract]	'	'
Long-term Debt	1,000	1,461
Recurring [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	46,787	45,252
Available-for-sale Securities, Equity Securities	430	418
FVO Securities	10	9
Short-term investments	1,739	2,062
Derivative assets	1,501	1,460
Total other invested assets	1,511	1,469
Net embedded derivatives within asset host contracts	1,253	912
Separate account assets	98,005	97,780
Total assets	150,865	149,491
Liabilities [Abstract]	'	'
Derivative liabilities	763	841
Net embedded derivatives within liability host contracts	-984	-1,211
Total liabilities	779	1,091
Recurring [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	1,140	1,598
Liabilities [Abstract]	'	'
Long-term Debt	1,000	1,461
Recurring [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,102	1,034
Liabilities [Abstract]	'	'
Derivative liabilities	506	589
Recurring [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	74	77
Liabilities [Abstract]	'	'
Derivative liabilities	79	90
Recurring [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	34	38
Liabilities [Abstract]	'	'
Derivative liabilities	1	1
Recurring [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	291	311
Liabilities [Abstract]	'	'
Derivative liabilities	177	161
Recurring [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	16,893	16,702
Recurring [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	9,480	8,294
Recurring [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	8,480	8,517
Recurring [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	4,920	4,688
Recurring [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,999	2,101
Recurring [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	2,317	2,224
Recurring [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,541	1,604
Recurring [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,157	1,122
Recurring [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	226	217
Recurring [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	204	201
Recurring [Member] | Level 1 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	3,651	4,365
Available-for-sale Securities, Equity Securities	87	86
FVO Securities	0	0
Short-term investments	405	391
Derivative assets	0	0
Total other invested assets	0	0
Net embedded derivatives within asset host contracts	0	0
Separate account assets	286	259
Total assets	4,429	5,101
Liabilities [Abstract]	'	'
Derivative liabilities	9	6
Net embedded derivatives within liability host contracts	0	0
Total liabilities	9	6
Recurring [Member] | Level 1 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	0	0
Liabilities [Abstract]	'	'
Long-term Debt	0	0
Recurring [Member] | Level 1 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	0	0
Liabilities [Abstract]	'	'
Derivative liabilities	1	3
Recurring [Member] | Level 1 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	0	0
Liabilities [Abstract]	'	'
Derivative liabilities	0	0
Recurring [Member] | Level 1 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	0	0
Liabilities [Abstract]	'	'
Derivative liabilities	0	0
Recurring [Member] | Level 1 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	0	0
Liabilities [Abstract]	'	'
Derivative liabilities	8	3
Recurring [Member] | Level 1 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	3,651	4,365
Recurring [Member] | Level 1 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	0	0
Recurring [Member] | Level 1 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	87	86
Recurring [Member] | Level 2 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	40,191	37,992
Available-for-sale Securities, Equity Securities	221	220
FVO Securities	10	9
Short-term investments	1,243	1,671
Derivative assets	1,443	1,425
Total other invested assets	1,453	1,434
Net embedded derivatives within asset host contracts	0	0
Separate account assets	97,559	97,368
Total assets	141,807	140,283
Liabilities [Abstract]	'	'
Derivative liabilities	643	729
Net embedded derivatives within liability host contracts	0	0
Total liabilities	1,643	2,190
Recurring [Member] | Level 2 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	1,140	1,598
Liabilities [Abstract]	'	'
Long-term Debt	1,000	1,461
Recurring [Member] | Level 2 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1,056	1,011
Liabilities [Abstract]	'	'
Derivative liabilities	497	574
Recurring [Member] | Level 2 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	74	77
Liabilities [Abstract]	'	'
Derivative liabilities	79	90
Recurring [Member] | Level 2 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	30	32
Liabilities [Abstract]	'	'
Derivative liabilities	1	1
Recurring [Member] | Level 2 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	283	305
Liabilities [Abstract]	'	'
Derivative liabilities	66	64
Recurring [Member] | Level 2 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	15,493	15,454
Recurring [Member] | Level 2 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	5,829	3,929
Recurring [Member] | Level 2 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	7,757	7,783
Recurring [Member] | Level 2 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	4,385	4,266
Recurring [Member] | Level 2 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,814	1,682
Recurring [Member] | Level 2 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	2,317	2,224
Recurring [Member] | Level 2 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,439	1,532
Recurring [Member] | Level 2 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,157	1,122
Recurring [Member] | Level 2 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	137	136
Recurring [Member] | Level 2 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	84	84
Recurring [Member] | Level 3 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	2,945	2,895
Available-for-sale Securities, Equity Securities	122	112
FVO Securities	0	0
Short-term investments	91	0
Derivative assets	58	35
Total other invested assets	58	35
Net embedded derivatives within asset host contracts	1,253	912
Separate account assets	160	153
Total assets	4,629	4,107
Liabilities [Abstract]	'	'
Derivative liabilities	111	106
Net embedded derivatives within liability host contracts	-984	-1,211
Total liabilities	-873	-1,105
Recurring [Member] | Level 3 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Mortgage Loans on Real Estate	0	0
Liabilities [Abstract]	'	'
Long-term Debt	0	0
Recurring [Member] | Level 3 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	46	23
Liabilities [Abstract]	'	'
Derivative liabilities	8	12
Recurring [Member] | Level 3 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	0	0
Liabilities [Abstract]	'	'
Derivative liabilities	0	0
Recurring [Member] | Level 3 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	4	6
Liabilities [Abstract]	'	'
Derivative liabilities	0	0
Recurring [Member] | Level 3 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	8	6
Liabilities [Abstract]	'	'
Derivative liabilities	103	94
Recurring [Member] | Level 3 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,400	1,248
Recurring [Member] | Level 3 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 3 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	723	734
Recurring [Member] | Level 3 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	535	422
Recurring [Member] | Level 3 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	185	419
Recurring [Member] | Level 3 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 3 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	102	72
Recurring [Member] | Level 3 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 3 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	89	81
Recurring [Member] | Level 3 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	$33	$31

Fair_Value_Quantitative_Inform

Fair Value (Quantitative Information) (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Interest rate contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	2.42%	2.48%
Interest rate contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	4.01%	4.50%
Credit contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	0.99%	0.98%
Credit contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	1.00%	1.00%
Equity market contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Volatility	15.00%	17.00%
Equity market contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Volatility	23.00%	28.00%
Embedded derivatives direct and ceded guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Durations 1-10 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse Rate, Low End	0.50%	0.50%
Lapse Rate, High End	100.00%	100.00%
Embedded derivatives direct and ceded guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Durations 11-20 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse Rate, Low End	3.00%	3.00%
Lapse Rate, High End	100.00%	100.00%
Embedded derivatives direct and ceded guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Durations 21-116 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Lapse Rate, Low End	3.00%	3.00%
Lapse Rate, High End	100.00%	100.00%
Embedded derivatives direct and ceded guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Ages 0-40 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality Rate, Low End	0.00%	0.00%
Mortality Rate, High End	0.10%	0.10%
Embedded derivatives direct and ceded guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Ages 41-60 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality Rate, Low End	0.04%	0.04%
Mortality Rate, High End	0.65%	0.65%
Embedded derivatives direct and ceded guaranteed minimum benefits [Member] | Income Approach Valuation Technique [Member] | Ages 61-115 [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Mortality Rate, Low End	0.26%	0.26%
Mortality Rate, High End	100.00%	100.00%
Embedded derivatives direct and ceded guaranteed minimum benefits [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Utilization rates	20.00%	20.00%
Withdrawal rates	0.07%	0.07%
Long-term equity volatilities	17.40%	17.40%
Nonperformance risk spread	0.03%	0.03%
Embedded derivatives direct and ceded guaranteed minimum benefits [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Utilization rates	50.00%	50.00%
Withdrawal rates	10.00%	10.00%
Long-term equity volatilities	25.00%	25.00%
Nonperformance risk spread	1.35%	0.44%
US corporate and foreign corporate securities [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Delta spread adjustments	-0.05%	-0.10%
Illiquidity premium	0.30%	0.30%
Credit spreads	-1.18%	-1.12%
Matrix Pricing - Offered quotes	99	99
Offered quotes	64	33
Quoted prices	0	'
US corporate and foreign corporate securities [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Delta spread adjustments	2.50%	2.40%
Illiquidity premium	0.30%	0.30%
Credit spreads	7.87%	5.38%
Matrix Pricing - Offered quotes	101	100
Offered quotes	1,250	103
Quoted prices	118	'
US corporate and foreign corporate securities [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Delta spread adjustments	0.60%	0.51%
Illiquidity premium	0.30%	0.30%
Credit spreads	1.91%	2.08%
Matrix Pricing - Offered quotes	100	100
Offered quotes	465	87
Quoted prices	94	'
RMBS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	-1.41%	-0.96%
Offered quotes	2	78
Quoted prices	38	10
RMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	12.34%	24.06%
Offered quotes	78	100
Quoted prices	107	100
RMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	2.51%	2.95%
Offered quotes	71	95
Quoted prices	97	95
CMBS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	'	3.41%
Offered quotes	13	101
Quoted prices	1	97
CMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	'	18.79%
Offered quotes	100	101
Quoted prices	112	104
CMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	'	7.46%
Offered quotes	100	101
Quoted prices	101	101
ABS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	1.31%	0.30%
Offered quotes	60	58
Quoted prices	0	0
ABS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	8.75%	8.75%
Offered quotes	106	106
Quoted prices	100	104
ABS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	3.11%	3.19%
Offered quotes	98	98
Quoted prices	100	101

Fair_Value_Unobservable_Input_

Fair Value (Unobservable Input Reconciliation) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Interest rate contracts [Member]	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Balance, Beginning of Period	$11	$119
Other Comprehensive Income (Loss)	21	-15
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	-1	-3
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	38	106
Interest rate contracts [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Interest rate contracts [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Interest rate contracts [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	6	5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	7	5
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	6	5
Credit contracts [Member]	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Balance, Beginning of Period	6	10
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	4	8
Credit contracts [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Credit contracts [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Credit contracts [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-2	-2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	-2	-2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-2	-2
Equity market contracts [Member]	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Balance, Beginning of Period	-88	-51
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	-7
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	-95	-86
Equity market contracts [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Equity market contracts [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Equity market contracts [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-7	-27
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	-7	-28
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-7	-27
Net Embedded Derivatives [Member]	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Balance, Beginning of Period	2,123	2,290
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	-5	6
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	2,237	2,550
Net Embedded Derivatives [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Net Embedded Derivatives [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Net Embedded Derivatives [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	126	260
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	119	254
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	126	260
U.S. corporate securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	1,248	1,434
Other Comprehensive Income (Loss)	28	28
Purchases	23	47
Sales	-34	-45
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	186	95
Transfers Out of Level 3	-51	-295
Balance, End of Period	1,400	1,267
U.S. corporate securities [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	1	3
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	3
U.S. corporate securities [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	-1	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	0
U.S. corporate securities [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign corporate securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	734	868
Other Comprehensive Income (Loss)	16	6
Purchases	3	40
Sales	0	-42
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	9
Transfers Out of Level 3	-30	-92
Balance, End of Period	723	786
Foreign corporate securities [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign corporate securities [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	-3
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-3
Foreign corporate securities [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
RMBS [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	422	278
Other Comprehensive Income (Loss)	2	8
Purchases	146	35
Sales	-35	-10
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	15	8
Transfers Out of Level 3	-18	-5
Balance, End of Period	535	314
RMBS [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	1	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	0
RMBS [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	2	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
RMBS [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
ABS [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	419	343
Other Comprehensive Income (Loss)	4	0
Purchases	58	116
Sales	-6	-11
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	-290	-28
Balance, End of Period	185	420
ABS [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
ABS [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
ABS [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
State and political subdivision securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	0	25
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	0	25
State and political subdivision securities [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
State and political subdivision securities [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
State and political subdivision securities [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
CMBS [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	72	125
Other Comprehensive Income (Loss)	0	2
Purchases	34	14
Sales	-10	-30
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	6	14
Transfers Out of Level 3	0	-19
Balance, End of Period	102	106
CMBS [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
CMBS [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
CMBS [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign government debt securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	0	3
Other Comprehensive Income (Loss)	0	-1
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	0	2
Foreign government debt securities [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign government debt securities [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Foreign government debt securities [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Non-redeemable preferred stock [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	81	93
Other Comprehensive Income (Loss)	0	4
Purchases	0	0
Sales	0	-18
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	8	0
Transfers Out of Level 3	0	0
Balance, End of Period	89	79
Non-redeemable preferred stock [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Non-redeemable preferred stock [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-2
Non-redeemable preferred stock [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Common Stock [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	31	26
Other Comprehensive Income (Loss)	-1	0
Purchases	0	0
Sales	-6	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	5	0
Transfers Out of Level 3	0	0
Balance, End of Period	33	26
Common Stock [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Common Stock [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	4	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Common Stock [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Short-term investments [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	0	13
Other Comprehensive Income (Loss)	0	0
Purchases	91	393
Sales	0	-10
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	91	396
Short-term investments [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Short-term investments [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Short-term investments [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Separate account assets [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	153	141
Other Comprehensive Income (Loss)	0	0
Purchases	4	0
Sales	-2	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	160	139
Separate account assets [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Separate account assets [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	5	-2
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Separate account assets [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	$0	$0

Fair_Value_Fair_Value_Option_f

Fair Value (Fair Value Option for Certain Assets and Liabilities) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Carrying value at estimated fair value	$6,982	$7,718
Carrying value at estimated fair value	1,790	2,251
Consolidated Securitization Entities [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	1,068	1,528
Difference between estimated fair value and unpaid principal balance	72	70
Carrying value at estimated fair value	1,140	1,598
Contractual principal balance	977	1,436
Difference between estimated fair value and contractual principal balance	23	25
Carrying value at estimated fair value	$1,000	$1,461

Fair_Value_Nonrecurring_Fair_V

Fair Value (Nonrecurring Fair Value Measurements) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Level 3 [Member] | Mortgage loans, net [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Carrying Value After Measurement	$17	$17
Level 3 [Member] | Other limited partnership interests [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Carrying Value After Measurement	4	1
Level 3 [Member] | Real Estate Joint Ventures [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Carrying Value After Measurement	0	1
Fair Value, Measurements, Nonrecurring [Member] | Mortgage loans, net [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Gains (Losses)	0	0
Fair Value, Measurements, Nonrecurring [Member] | Other limited partnership interests [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Gains (Losses)	-2	0
Fair Value, Measurements, Nonrecurring [Member] | Real Estate Joint Ventures [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Gains (Losses)	$0	($1)

Fair_Value_Financial_Instrumen

Fair Value (Financial Instruments Carried at Other Than Fair Value) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets	'	'
Policy loans	$1,214	$1,219
Liabilities	'	'
Separate account liabilities	98,005	97,780
Estimated Fair Value [Member]	'	'
Assets	'	'
Mortgage loans, net	6,195	6,427
Policy loans	1,280	1,279
Real estate joint ventures	107	98
Other Limited Partnership Interests	99	89
Other invested assets	1,007	995
Premiums, reinsurance and other receivables	7,071	6,306
Liabilities	'	'
Policyholder account balances	21,472	21,987
Long-term Debt	1,031	1,009
Other Liabilities	334	258
Separate account liabilities	1,452	1,448
Estimated Fair Value [Member] | Level 1 [Member]	'	'
Assets	'	'
Mortgage loans, net	0	0
Policy loans	0	0
Real estate joint ventures	0	0
Other Limited Partnership Interests	0	0
Other invested assets	0	0
Premiums, reinsurance and other receivables	0	0
Liabilities	'	'
Policyholder account balances	0	0
Long-term Debt	0	0
Other Liabilities	0	0
Separate account liabilities	0	0
Estimated Fair Value [Member] | Level 2 [Member]	'	'
Assets	'	'
Mortgage loans, net	0	0
Policy loans	869	872
Real estate joint ventures	0	0
Other Limited Partnership Interests	0	0
Other invested assets	1,007	995
Premiums, reinsurance and other receivables	37	24
Liabilities	'	'
Policyholder account balances	0	0
Long-term Debt	1,031	1,009
Other Liabilities	170	96
Separate account liabilities	1,452	1,448
Estimated Fair Value [Member] | Level 3 [Member]	'	'
Assets	'	'
Mortgage loans, net	6,195	6,427
Policy loans	411	407
Real estate joint ventures	107	98
Other Limited Partnership Interests	99	89
Other invested assets	0	0
Premiums, reinsurance and other receivables	7,034	6,282
Liabilities	'	'
Policyholder account balances	21,472	21,987
Long-term Debt	0	0
Other Liabilities	164	162
Separate account liabilities	0	0
Carrying Value [Member]	'	'
Assets	'	'
Mortgage loans, net	5,842	6,120
Policy loans	1,214	1,219
Real estate joint ventures	54	55
Other Limited Partnership Interests	75	78
Other invested assets	931	931
Premiums, reinsurance and other receivables	6,478	5,928
Liabilities	'	'
Policyholder account balances	20,301	20,875
Long-term Debt	790	790
Other Liabilities	334	258
Separate account liabilities	$1,452	$1,448

Fair_Value_Recurring_Fair_Valu1

Fair Value (Recurring Fair Value Measurements) (Narrative) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2013
In Millions, unless otherwise specified			Net Embedded Derivatives [Member]	Net Embedded Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'	'
Available-for-sale Securities, Equity Securities	$430	$418	($35)	($30)

Fair_Value_Nonrecurring_Fair_V1

Fair Value (Nonrecurring Fair Value Measurements) (Narrative) (Details)	3 Months Ended
	Mar. 31, 2014
Private Equity And Debt Funds [Member] | Minimum [Member]	'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]	'
Liquidation period	'2 years
Private Equity And Debt Funds [Member] | Maximum [Member]	'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]	'
Liquidation period	'10 years
Real Estate Funds [Member] | Minimum [Member]	'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]	'
Liquidation period	'1 year
Real Estate Funds [Member] | Maximum [Member]	'
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]	'
Liquidation period	'10 years

Goodwill_Goodwill_Narrative_De

Goodwill Goodwill (Narrative) (Details) (MetLife Assurance Limited [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014
Goodwill [Line Items]	'
Goodwill Disposition	$112
Corporate Benefit Funding [Member]	'
Goodwill [Line Items]	'
Goodwill Disposition	$112

Equity_Components_of_Accumulat

Equity (Components of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance, beginning of period	$889	$2,400
OCI before reclassifications	1,031	-585
Income tax expense (benefit)	-346	213
OCI before reclassifications, net of income tax	1,574	2,028
Amounts reclassified from AOCI	-28	-69
Income tax expense (benefit)	9	27
Amounts reclassified from AOCI, net of income tax	-19	-42
Balance, end of period	1,555	1,986
Unrealized Investment Gains (Losses), Net of Related Offsets [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance, beginning of period	885	2,291
OCI before reclassifications	960	-516
Income tax expense (benefit)	-323	209
OCI before reclassifications, net of income tax	1,522	1,984
Amounts reclassified from AOCI	-28	-67
Income tax expense (benefit)	9	27
Amounts reclassified from AOCI, net of income tax	-19	-40
Balance, end of period	1,503	1,944
Unrealized Gains(Losses) on Derivatives [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance, beginning of period	27	158
OCI before reclassifications	64	-14
Income tax expense (benefit)	-22	5
OCI before reclassifications, net of income tax	69	149
Amounts reclassified from AOCI	0	-2
Income tax expense (benefit)	0	0
Amounts reclassified from AOCI, net of income tax	0	-2
Balance, end of period	69	147
Foreign Currency Translation Adjustments[Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance, beginning of period	-23	-49
OCI before reclassifications	7	-55
Income tax expense (benefit)	-1	-1
OCI before reclassifications, net of income tax	-17	-105
Amounts reclassified from AOCI	0	0
Income tax expense (benefit)	0	0
Amounts reclassified from AOCI, net of income tax	0	0
Balance, end of period	($17)	($105)

Equity_Reclassifications_Out_o

Equity (Reclassifications Out of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net investment gains (losses)	($518)	$75
Net derivative gains (losses)	180	113
Net investment income	702	730
Income (loss) before provision for income tax	-143	695
Provision for income tax expense (benefit)	49	-230
Net income (loss)	-94	465
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net income (loss)	19	42
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Investment Gains (Losses), Net of Related Offsets [Member]	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net investment gains (losses)	20	71
Net derivative gains (losses)	2	0
Net investment income	6	3
Income (loss) before provision for income tax	28	67
Provision for income tax expense (benefit)	-9	-27
Net income (loss)	19	40
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Other-than-Temporary Impairment [Member]	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net investment gains (losses)	0	-7
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member]	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Income (loss) before provision for income tax	0	2
Provision for income tax expense (benefit)	0	0
Net income (loss)	0	2
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Interest Rate Swaps [Member]	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net derivative gains (losses)	0	-1
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Interest Rate Forwards [Member]	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net derivative gains (losses)	0	3
Net investment income	0	1
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivatives [Member] | Foreign Currency Swaps [Member]	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net derivative gains (losses)	$0	($1)

Other_Expenses_Other_Expenses_

Other Expenses (Other Expenses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Other Income and Expenses [Abstract]	'	'
Compensation	$79	$89
Commissions	130	193
Volume-related costs	38	18
Affiliated interest costs on ceded reinsurance	66	58
Capitalization of DAC	-74	-154
Amortization of DAC and VOBA	316	26
Interest expense on debt	35	51
Premium taxes, licenses and fees	13	13
Professional services	9	5
Rent and related expenses	8	8
Other	100	101
Total other expenses	$720	$408

Contingencies_Commitments_and_1

Contingencies, Commitments and Guarantees (Commitments and Guarantees - Narrative) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Apr. 30, 2014
In Millions, unless otherwise specified	Mortgage Loan Commitments [Member]	Mortgage Loan Commitments [Member]	Commitments to Fund Partnership Investments, Bank Credit Facilities and Private Corporate Bond Investments [Member]	Commitments to Fund Partnership Investments, Bank Credit Facilities and Private Corporate Bond Investments [Member]	Secured Demand Notes [Member]	Secured Demand Notes [Member]	Secured Demand Notes [Member]
					Affiliated Entity [Member]	Affiliated Entity [Member]	Affiliated Entity [Member]
							Subsequent Event [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'	'	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$131	$147	$929	$1,000	$61	$61	'
Securities Pledged as Collateral, at Fair Value	'	'	'	'	81	74	'
Decrease in Security Owned and Pledged as Collateral, Fair Value	'	'	'	'	'	'	$29

Related_Party_Transactions_Eff

Related Party Transactions (Effects of Affiliated Reinsurance on Statements of Operations) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Premiums:	'	'
Net premiums	$165	$151
Universal life and investment-type product policy fees:	'	'
Net universal life and investment-type product policy fees	589	564
Other revenues:	'	'
Other revenues	119	157
Policyholder benefits and claims:	'	'
Net policyholder benefits and claims	420	414
Interest credited to policyholder account balances:	'	'
Net interest credited to policyholder account balances	239	264
Other expenses:	'	'
Total other expenses	720	408
Affiliated Entity [Member]	'	'
Universal life and investment-type product policy fees:	'	'
Net universal life and investment-type product policy fees	57	50
Other revenues:	'	'
Other revenues	47	46
Other expenses:	'	'
Total other expenses	346	444
Affiliated Entity [Member] | Assumed Reinsurance [Member]	'	'
Premiums:	'	'
Reinsurance assumed	6	4
Universal life and investment-type product policy fees:	'	'
Reinsurance assumed	24	21
Other revenues:	'	'
Reinsurance assumed	0	0
Policyholder benefits and claims:	'	'
Reinsurance assumed	5	3
Interest credited to policyholder account balances:	'	'
Reinsurance assumed	19	18
Other expenses:	'	'
Reinsurance assumed	12	9
Affiliated Entity [Member] | Ceded Reinsurance [Member]	'	'
Premiums:	'	'
Reinsurance ceded	-263	-147
Universal life and investment-type product policy fees:	'	'
Reinsurance ceded	-157	-134
Other revenues:	'	'
Reinsurance ceded	57	92
Policyholder benefits and claims:	'	'
Reinsurance ceded	-350	-193
Interest credited to policyholder account balances:	'	'
Reinsurance ceded	-33	-29
Other expenses:	'	'
Reinsurance ceded	24	21
Affiliated Entity [Member] | Reinsurance [Member]	'	'
Premiums:	'	'
Net premiums	-257	-143
Universal life and investment-type product policy fees:	'	'
Net universal life and investment-type product policy fees	-133	-113
Other revenues:	'	'
Other revenues	57	92
Policyholder benefits and claims:	'	'
Net policyholder benefits and claims	-345	-190
Interest credited to policyholder account balances:	'	'
Net interest credited to policyholder account balances	-14	-11
Other expenses:	'	'
Total other expenses	$36	$30

Related_Party_Transactions_Eff1

Related Party Transactions (Effects of Affiliated Reinsurance on Balance Sheets) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets:	'	'
Premiums, reinsurance and other receivables	$21,579	$20,609
Deferred policy acquisition costs and value of business acquired	4,395	4,730
Liabilities:	'	'
Other policy-related balances	3,194	3,164
Other Liabilities	7,353	6,776
Assumed Reinsurance [Member] | Affiliated Entity [Member]	'	'
Assets:	'	'
Premiums, reinsurance and other receivables	32	28
Deferred policy acquisition costs and value of business acquired	135	122
Total assets	167	150
Liabilities:	'	'
Other policy-related balances	1,656	1,640
Other Liabilities	14	9
Total liabilities	1,670	1,649
Ceded Reinsurance [Member] | Affiliated Entity [Member]	'	'
Assets:	'	'
Premiums, reinsurance and other receivables	13,528	12,710
Deferred policy acquisition costs and value of business acquired	-606	-579
Total assets	12,922	12,131
Liabilities:	'	'
Other policy-related balances	799	811
Other Liabilities	5,361	5,260
Total liabilities	$6,160	$6,071

Related_Party_Transactions_Ser

Related Party Transactions (Service Agreements - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Related Party Transaction, Due from (to) Related Party [Abstract]	'	'	'
Net receivables (payables) due from (to) affiliates	($193)	'	($210)
Related Party Transaction [Line Items]	'	'	'
Other expenses	720	408	'
Universal life and investment-type product policy fees	589	564	'
Other revenues	119	157	'
Affiliated Entity [Member]	'	'	'
Related Party Transaction [Line Items]	'	'	'
Other expenses	346	444	'
Universal life and investment-type product policy fees	57	50	'
Other revenues	$47	$46	'

Related_Party_Transactions_Rei

Related Party Transactions (Reinsurance Transactions - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Reinsurance Disclosures [Abstract]	'	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	$1,218	'	$882
Net derivatives gains (losses)	114	253	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	-984	'	-1,211
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	-143	695	'
Affiliated Entity [Member] | Ceded Guaranteed Minimum Benefit [Member]	'	'	'
Reinsurance Disclosures [Abstract]	'	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	1,300	'	912
Net derivatives gains (losses)	248	-748	'
Affiliated Entity [Member] | Funds Withheld On Ceded Reinsurance [Member]	'	'	'
Reinsurance Disclosures [Abstract]	'	'	'
Net derivatives gains (losses)	-102	289	'
Coinsurance Funds Withheld Basis, Percent	90.00%	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	150	'	48
Affiliated Entity [Member] | Certain term and universal life policies issued in 2012 by MLI-USA [Member]	'	'	'
Reinsurance Disclosures [Abstract]	'	'	'
Net derivatives gains (losses)	-25	1	'
Coinsurance Funds Withheld Basis, Percent	90.00%	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	11	'	-14
Reinsurance recoverables	543	'	917
Funds Held under Reinsurance Agreements, Liability	433	'	798
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	($51)	($15)	'

Related_Party_Transactions_Pro

Related Party Transactions (Project Flag - Narrative) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014
In Millions, unless otherwise specified			Affiliated Entity [Member]	Affiliated Entity [Member]	Assumed Reinsurance [Member]	Assumed Reinsurance [Member]	Ceded Reinsurance [Member]	Ceded Reinsurance [Member]	Project Flag [Member]
					Affiliated Entity [Member]	Affiliated Entity [Member]	Affiliated Entity [Member]	Affiliated Entity [Member]	Ceded Reinsurance [Member]
									Affiliated Entity [Member]
Reinsurance Recoverables, Ceded	'	'	'	'	'	'	'	'	$700
Funds Held under Reinsurance Agreements, Liability	'	'	'	'	'	'	'	'	192
Reinsurance Liabilities	'	'	'	'	1,670	1,649	6,160	6,071	14
Other Liabilities	7,353	6,776	'	'	14	9	5,361	5,260	'
Assets Transferred To Affiliates, Estimated Fair Value	'	'	$354	$13	'	'	'	'	$494