Metropolitan Life Insurance 10-Q 15 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	'METROPOLITAN LIFE INSURANCE CO	'
Entity Central Index Key	'0000937834	'
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	'	494,466,664

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: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	$176,751	$173,746
Equity securities available-for-sale, at estimated fair value (cost: $1,902 and $1,813, respectively)	2,027	1,892
Trading and fair value option securities, at estimated fair value (includes $628 and $662, respectively, of actively traded securities; and $19 and $23, respectively, relating to variable interest entities)	683	723
Mortgage loans (net of valuation allowances of $276 and $272, respectively; includes $352 and $338, respectively, under the fair value option)	45,976	46,024
Policy loans	8,429	8,421
Real estate and real estate joint ventures (includes $9 and $1,141, respectively, relating to variable interest entities; includes $1 and $40, respectively, of real estate held-for-sale)	7,249	7,798
Other limited partnership interests (includes $53 and $53, respectively, relating to variable interest entities)	4,785	4,716
Short-term investments, principally at estimated fair value	5,528	5,962
Other invested assets, principally at estimated fair value (includes $71 and $78, respectively, relating to variable interest entities)	11,073	10,589
Total investments	262,501	259,871
Cash and cash equivalents, principally at estimated fair value (includes $3 and $21, respectively, relating to variable interest entities)	1,319	1,098
Accrued investment income (includes $2 and $2, respectively, relating to variable interest entities)	2,313	2,249
Premiums, reinsurance and other receivables (includes $7 and $7, respectively, relating to variable interest entities)	25,306	23,637
Deferred policy acquisition costs and value of business acquired	6,169	6,416
Other assets (includes $4 and $24, respectively, relating to variable interest entities)	4,748	4,716
Separate account assets	137,611	134,796
Total assets	439,967	432,783
Liabilities	'	'
Future policy benefits	112,841	111,963
Policyholder account balances	89,770	92,498
Other policy-related balances	6,014	5,671
Policyholder dividends payable	585	601
Policyholder dividend obligation	2,463	1,771
Payables for collateral under securities loaned and other transactions	21,502	21,096
Short-term debt	100	175
Long-term debt (includes $95 and $520, respectively, at estimated fair value, relating to variable interest entities)	2,402	2,828
Current income tax payable	478	365
Deferred income tax liability (includes $1 and $1, respectively, at estimated fair value, relating to variable interest entities)	3,033	1,785
Other liabilities (includes $19 and $31, respectively, relating to variable interest entities)	34,032	32,180
Separate account liabilities	137,611	134,796
Total liabilities	410,831	405,729
Contingencies, Commitments and Guarantees (Note 11)	'	'
Redeemable noncontrolling interests	0	774
Metropolitan Life Insurance Company stockholder’s equity:	'	'
Common stock, par value $0.01 per share; 1,000,000,000 shares authorized; 494,466,664 shares issued and outstanding at both March 31, 2014 and December 31, 2013	5	5
Additional paid-in capital	14,478	14,515
Retained earnings	10,176	9,352
Accumulated other comprehensive income (loss)	4,107	2,158
Total Metropolitan Life Insurance Company stockholder’s equity	28,766	26,030
Noncontrolling interests	370	250
Total equity	29,136	26,280
Total liabilities and equity	$439,967	$432,783

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	$164,710	$165,371
Fixed maturity securities relating to variable interest entities	176,751	173,746
Cost of equity securities available-for-sale	1,902	1,813
Actively traded securities	628	662
Trading and fair value option securities relating to variable interest entities	683	723
Mortgage loans valuation allowances	276	272
Mortgage loans under fair value option	45,976	46,024
Real estate and real estate joint ventures relating to variable interest entities	7,249	7,798
Real estate held-for-sale	1	40
Other limited partnership interests relating to variable interest entities	4,785	4,716
Other invested assets relating to variable interest entities	11,073	10,589
Cash and cash equivalents relating to variable interest entities	1,319	1,098
Accrued investment income relating to variable interest entities	2,313	2,249
Premiums, reinsurance and other receivables relating to variable interest entities	25,306	23,637
Other assets relating to variable interest entities	4,748	4,716
Liabilities	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	2,402	2,828
Deferred income tax liability relating to variable interest entities	3,033	1,785
Other liabilities relating to variable interest entities	34,032	32,180
Metropolitan Life Insurance Company stockholder’s equity:	'	'
Common stock, par value	$0.01	$0.01
Common stock, shares authorized	1,000,000,000	1,000,000,000
Common stock, shares issued	494,466,664	494,466,664
Common stock, shares outstanding	494,466,664	494,466,664
Residential Mortgage Loans - FVO [Member]	'	'
Investments:	'	'
Mortgage loans under fair value option	352	338
Variable interest entities [Member]	'	'
Investments:	'	'
Fixed maturity securities relating to variable interest entities	160	157
Trading and fair value option securities relating to variable interest entities	19	23
Real estate and real estate joint ventures relating to variable interest entities	9	1,141
Other limited partnership interests relating to variable interest entities	53	53
Other invested assets relating to variable interest entities	71	78
Cash and cash equivalents relating to variable interest entities	3	21
Accrued investment income relating to variable interest entities	2	2
Premiums, reinsurance and other receivables relating to variable interest entities	7	7
Other assets relating to variable interest entities	4	24
Liabilities	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	95	520
Deferred income tax liability relating to variable interest entities	1	1
Other liabilities relating to variable interest entities	$19	$31

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	$4,984	$4,872
Universal life and investment-type product policy fees	593	575
Net investment income	2,947	2,952
Other revenues	426	427
Net investment gains (losses):	'	'
Other-than-temporary impairments on fixed maturity securities	-11	-24
Other-than-temporary impairments on fixed maturity securities transferred to other comprehensive income (loss)	3	-23
Other net investment gains (losses)	-24	132
Total net investment gains (losses)	-32	85
Net derivative gains (losses)	119	-145
Total revenues	9,037	8,766
Expenses	'	'
Policyholder benefits and claims	5,716	5,513
Interest credited to policyholder account balances	529	591
Policyholder dividends	296	297
Other expenses	1,348	1,442
Total expenses	7,889	7,843
Income (loss) from continuing operations before provision for income tax	1,148	923
Provision for income tax expense (benefit)	320	250
Income (loss) from continuing operations, net of income tax	828	673
Income (loss) from discontinued operations, net of income tax	-3	0
Net income (loss)	825	673
Less: Net income (loss) attributable to noncontrolling interests	1	-1
Net income (loss) attributable to Metropolitan Life Insurance Company	824	674
Comprehensive income (loss)	2,774	484
Less: Comprehensive income (loss) attributable to noncontrolling interests, net of income tax	1	-1
Comprehensive income (loss) attributable to Metropolitan Life Insurance Company	$2,773	$485

Consolidated_Statements_of_Equ

Consolidated Statements of Equity (Unaudited) (USD $)	Total	Noncontrolling Interests [Member]	Total Metropolitan Life Insurance Company Stockholder's Equity [Member]	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]	Accumulated Other Comprehensive Income (Loss) Defined Benefit Plans Adjustment [Member]
In Millions
Beginning Balance at Dec. 31, 2012	$27,446	$292	$27,154	$5	$14,510	$8,631	$6,497	($158)	$18	($2,349)
Change in equity of noncontrolling interests	-39	-39	'	'	'	'	'	'	'	'
Net income (loss)	673	-1	674	'	'	674	'	'	'	'
Other comprehensive income (loss), net of income tax	-189	'	-189	'	'	'	-275	45	8	33
Ending Balance at Mar. 31, 2013	27,891	252	27,639	5	14,510	9,305	6,222	-113	26	-2,316
Beginning Balance at Dec. 31, 2013	26,280	250	26,030	5	14,515	9,352	3,797	-93	31	-1,577
Capital contributions from MetLife, Inc.	1	'	1	'	1	'	'	'	'	'
Return of capital	-40	'	-40	'	-40	'	'	'	'	'
Excess tax benefits related to stock-based compensation	2	'	2	'	2	'	'	'	'	'
Change in equity of noncontrolling interests	119	119	0	'	'	'	'	'	'	'
Net income (loss)	825	1	824	'	'	824	'	'	'	'
Other comprehensive income (loss), net of income tax	1,949	'	1,949	'	'	'	1,895	22	3	29
Ending Balance at Mar. 31, 2014	$29,136	$370	$28,766	$5	$14,478	$10,176	$5,692	($71)	$34	($1,548)

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	$917	$529
Cash flows from investing activities	'	'
Sales, maturities and repayments of fixed maturity securities	13,381	18,519
Sales, maturities and repayments of equity securities	12	46
Sales, maturities and repayments of mortgage loans	2,009	2,316
Sales, maturities and repayments of real estate and real estate joint ventures	290	28
Sales, maturities and repayments of other limited partnership interests	144	87
Purchases of fixed maturity securities	-10,932	-22,141
Purchases of equity securities	-25	-169
Purchases of mortgage loans	-2,008	-1,521
Purchases of real estate and real estate joint ventures	-554	-184
Purchases of other limited partnership interests	-143	-232
Cash received in connection with freestanding derivatives	197	126
Cash paid in connection with freestanding derivatives	-304	-168
Net change in policy loans	-8	-35
Net change in short-term investments	453	2,017
Net change in other invested assets	-91	-53
Net change in property, equipment and leasehold improvements	-40	30
Other, net	-13	0
Net cash provided by (used in) investing activities	2,368	-1,334
Cash flows from financing activities	'	'
Policyholder account balances: Deposits	10,612	13,421
Policyholder account balances: Withdrawals	-13,545	-12,055
Net change in payables for collateral under securities loaned and other transactions	406	56
Net change in short-term debt	-320	0
Long-term debt repaid	-15	-14
Other, net	-202	-35
Net cash provided by (used in) financing activities	-3,064	1,373
Change in cash and cash equivalents	221	568
Cash and cash equivalents, beginning of period	1,098	1,401
Cash and cash equivalents, end of period	1,319	1,969
Supplemental disclosures of cash flow information:	'	'
Net cash paid for interest	17	17
Net cash paid (received) for Income tax	181	142
Non-cash transactions:	'	'
Capital contributions from MetLife, Inc.	1	0
Real estate and real estate joint ventures acquired in satisfaction of debt	0	14
Reduction of redeemable noncontrolling interests	774	0
Reduction of long-term debt	413	0
Reduction of real estate and real estate joint ventures	1,132	0
Issuance of short-term debt	245	0
Return of capital	$40	$0

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
	Metropolitan Life Insurance Company and its subsidiaries (collectively, “MLIC” or the “Company”) is a leading provider of insurance, annuities and employee benefit programs throughout the United States. The Company offers life insurance and annuities to individuals, as well as group insurance and retirement & savings products and services to corporations and other institutions. Metropolitan Life Insurance Company is a wholly-owned subsidiary of MetLife, Inc.
	The Company is organized into three segments: Retail; Group, Voluntary & Worksite Benefits; and Corporate Benefit Funding.
	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 Metropolitan Life Insurance Company 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 Metropolitan Life Insurance Company’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. 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 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 resulted in a reduction to other liabilities and a corresponding increase to deferred income tax liability in the amount of $190 million.
	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.
	Effective January 1, 2014, the Company adopted new guidance on other expenses which address how health insurers should recognize and classify in their income statements fees mandated by the Patient Protection and Affordable Care Act, as amended by the Health Care and Education Reconciliation Act. The amendments in this standard specify that the liability for the fee should be estimated and recorded in full once the entity provides qualifying health insurance in the applicable calendar year in which the fee is payable with a corresponding deferred cost that is amortized to expense using the straight-line method of allocation unless another method better allocates the fee over the calendar year that it is payable. In accordance with the adoption of the new accounting pronouncement on January 1, 2014, the Company recorded $55 million in other liabilities, and a corresponding deferred cost, in other assets.
	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 three segments: Retail; Group, Voluntary & Worksite Benefits; 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 services and a variety of annuities to individuals and employees of corporations and other institutions, and is organized into two businesses: Life & Other and Annuities. Life & Other insurance products and services include variable life, universal life, term life and whole life products. Additionally, through broker-dealer affiliates, the Company offers a full range of mutual funds and other securities products. Life & Other products and services also include individual disability income products. Annuities includes a variety of variable and fixed annuities which provide for both asset accumulation and asset distribution needs.
	Group, Voluntary & Worksite Benefits
	The Group, Voluntary & Worksite Benefits segment offers a broad range of protection products and services to individuals and corporations, as well as other institutions and their respective employees, and is organized into two businesses: Group and Voluntary & Worksite. Group insurance products and services include variable life, universal life and term life products. Group insurance products and services also include dental, group short- and long-term disability and accidental death & dismemberment coverages. The Voluntary & Worksite business includes long-term care, prepaid legal plans and critical illness 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 postretirement benefits and 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, enterprise-wide strategic initiative restructuring charges, various business activities including start-up and certain 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. In addition, Corporate & Other includes ancillary U.S. sponsored direct business, comprised of group and individual products sold through sponsoring organizations and affinity groups. Corporate & Other also includes the investment management business through which the Company offers fee-based investment management services to institutional clients. Additionally, Corporate & Other includes the elimination of intersegment amounts, which generally relate to intersegment loans, which bear interest rates commensurate with related borrowings.
	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 income (loss) from continuing operations, net of income tax. 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 excludes net investment gains (losses) and net derivative gains (losses).
	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, and (iv) excludes certain amounts related to securitization entities that are VIEs consolidated under GAAP.
	The following adjustments are made to GAAP expenses, in the line items indicated, in calculating operating expenses:
	•	Policyholder benefits and claims and policyholder dividends excludes: (i) changes in the policyholder dividend obligation related to net investment gains (losses) and net derivative gains (losses), (ii) amounts associated with periodic crediting rate adjustments based on the total return of a contractually referenced pool of assets, (iii) benefits and hedging costs related to GMIBs (“GMIB Costs”), and (iv) market value adjustments associated with surrenders or terminations of contracts (“Market Value Adjustments”);
	•	Interest credited to policyholder account balances includes adjustments for 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;
	•	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 noncontrolling interests and goodwill impairments.
	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, Inc.’s and the Company’s business.
	MetLife, Inc.’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 income (loss) from continuing operations, net of income tax.
	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				Group,			Corporate			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	969			$	3,614		$	366		$	35		$	4,984		$	—		$	4,984
	Universal life and investment-type product policy fees		360				178			48			—			586			7			593
	Net investment income		1,364				439			1,171			92			3,066			(119		)	2,947
	Other revenues		85				104			67			170			426			—			426
	Net investment gains (losses)		—				—			—			—			—			(32		)	(32		)
	Net derivative gains (losses)		—				—			—			—			—			119			119
	Total revenues		2,778				4,335			1,652			297			9,062			(25		)	9,037
	Expenses
	Policyholder benefits and claims and policyholder dividends		1,590				3,516			875			22			6,003			9			6,012
	Interest credited to policyholder account balances		240				40			246			—			526			3			529
	Capitalization of DAC		(95		)		(4		)	(1		)	—			(100		)	—			(100		)
	Amortization of DAC and VOBA		205				6			4			—			215			27			242
	Interest expense on debt		1				—			3			35			39			—			39
	Other expenses		238				522			112			296			1,168			(1		)	1,167
	Total expenses		2,179				4,080			1,239			353			7,851			38			7,889
	Provision for income tax expense (benefit)		210				94			144			(106		)	342			(22		)	320
	Operating earnings		$	389			$	161		$	269		$	50		869
	Adjustments to:
	Total revenues															(25		)
	Total expenses															(38		)
	Provision for income tax (expense) benefit															22
	Income (loss) from continuing operations, net of income tax															$	828					$	828
			Operating Earnings
	Three Months Ended March 31, 2013		Retail				Group,			Corporate			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
Revenues
Premiums		$	954			$	3,504		$	395		$	19		$	4,872		$	—		$	4,872
Universal life and investment-type product policy fees		325				181			59			—			565			10			575
Net investment income		1,339				437			1,134			127			3,037			(85		)	2,952
Other revenues		72				103			72			180			427			—			427
Net investment gains (losses)		—				—			—			—			—			85			85
Net derivative gains (losses)		—				—			—			—			—			(145		)	(145		)
Total revenues		2,690				4,225			1,660			326			8,901			(135		)	8,766
Expenses
Policyholder benefits and claims and policyholder dividends		1,500				3,390			907			13			5,810			—			5,810
Interest credited to policyholder account balances		244				38			305			—			587			4			591
Capitalization of DAC		(146		)		(5		)	(16		)	—			(167		)	—			(167		)
Amortization of DAC and VOBA		112				7			9			—			128			(40		)	88
Interest expense on debt		1				—			3			34			38			—			38
Other expenses		564				495			132			296			1,487			(4		)	1,483
Total expenses		2,275				3,925			1,340			343			7,883			(40		)	7,843
Provision for income tax expense (benefit)		145				105			112			(79		)	283			(33		)	250
Operating earnings		$	270			$	195		$	208		$	62		735
Adjustments to:
Total revenues															(135		)
Total expenses															40
Provision for income tax (expense) benefit															33
Income (loss) from continuing operations, net of income tax															$	673					$	673
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	$	178,143			$	174,853
Group, Voluntary & Worksite Benefits	42,111				41,059
Corporate Benefit Funding	191,439				188,960
Corporate & Other	28,274				27,911
Total	$	439,967			$	432,783

Insurance

Insurance	3 Months Ended
	Mar. 31, 2014
Insurance [Abstract]	'
Insurance	'
	3. 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.
	The Company also issues annuity contracts that apply a lower rate on funds deposited if the contractholder elects to surrender the contract for cash and a higher rate if the contractholder elects to annuitize (“two tier annuities”). These guarantees include benefits that are payable in the event of death, maturity or at annuitization. Additionally, the Company issues universal and variable life contracts where the Company contractually guarantees to the contractholder a secondary guarantee or a guaranteed paid-up benefit.
	Based on the type of guarantee, the Company defines net amount at risk as listed below. These amounts include direct business, but exclude offsets from hedging or reinsurance, if any.
	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.
	Two Tier Annuities
	Defined as the excess of the upper tier, adjusted for a profit margin, less the lower tier, as of the balance sheet date. These contracts apply a lower rate on funds if the contractholder elects to surrender the contract for cash and a higher rate if the contractholder elects to annuitize.
	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.
	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	$	62,951	$	29,192	$	62,763	$	28,934
	Separate account value	$	50,957	$	28,023	$	50,700	$	27,738
	Net amount at risk	$	625	$	136	$	641	$	123
	Average attained age of contractholders	65 years		63 years		64 years		62 years
	Two Tier Annuities
	General account value	N/A		$	398	N/A		$	397
	Net amount at risk	N/A		$	124	N/A		$	123
	Average attained age of contractholders	N/A		55 years		N/A		54 years
		March 31, 2014				December 31, 2013
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	8,049	$	1,116	$	7,871	$	1,125
	Net amount at risk	$	81,062	$	8,566	$	81,888	$	8,701
	Average attained age of policyholders	53 years		60 years		53 years		59 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.

Closed_Block

Closed Block	3 Months Ended
	Mar. 31, 2014
Closed Block Disclosure [Abstract]	'
Closed Block	'
	4. Closed Block
	On April 7, 2000 (the “Demutualization Date”), Metropolitan Life Insurance Company converted from a mutual life insurance company to a stock life insurance company and became a wholly-owned subsidiary of MetLife, Inc. The conversion was pursuant to an order by the New York Superintendent of Insurance approving Metropolitan Life Insurance Company’s plan of reorganization, as amended (the “Plan”). On the Demutualization Date, Metropolitan Life Insurance Company established a closed block for the benefit of holders of certain individual life insurance policies of Metropolitan Life Insurance Company.
	Experience within the closed block, in particular mortality and investment yields, as well as realized and unrealized gains and losses, directly impact the policyholder dividend obligation. Amortization of the closed block DAC, which resides outside of the closed block, is based upon cumulative actual and expected earnings within the closed block. Accordingly, the Company’s net income continues to be sensitive to the actual performance of the closed block.
	Closed block assets, liabilities, revenues and expenses are combined on a line-by-line basis with the assets, liabilities, revenues and expenses outside the closed block based on the nature of the particular item.
	Information regarding the closed block liabilities and assets designated to the closed block was as follows at:
		31-Mar-14			31-Dec-13
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,929		$	42,076
	Other policy-related balances	328			298
	Policyholder dividends payable	470			456
	Policyholder dividend obligation	2,463			1,771
	Current income tax payable	15			18
	Other liabilities	608			582
	Total closed block liabilities	45,813			45,201
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	28,810			28,374
	Equity securities available-for-sale, at estimated fair value	90			86
	Mortgage loans	6,117			6,155
	Policy loans	4,647			4,669
	Real estate and real estate joint ventures	509			492
	Other invested assets	935			814
	Total investments	41,108			40,590
	Cash and cash equivalents	375			238
	Accrued investment income	496			477
	Premiums, reinsurance and other receivables	67			98
	Deferred income tax assets	292			293
	Total assets designated to the closed block	42,338			41,696
	Excess of closed block liabilities over assets designated to the closed block	3,475			3,505
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”):
	Unrealized investment gains (losses), net of income tax	1,931			1,502
	Unrealized gains (losses) on derivatives, net of income tax	(3		)	(3		)
	Allocated to policyholder dividend obligation, net of income tax	(1,601		)	(1,151		)
	Total amounts included in AOCI	327			348
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,802		$	3,853
	Information regarding the closed block policyholder dividend obligation was as follows:
		Three Months			Year
		Ended			Ended
		March 31, 2014			December 31, 2013
		(In millions)
	Balance, beginning of period	$	1,771		$	3,828
	Change in unrealized investment and derivative gains (losses)	692			(2,057		)
	Balance, end of period	$	2,463		$	1,771
	Information regarding the closed block revenues and expenses was as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Revenues
	Premiums	$	446		$	464
	Net investment income	530			533
	Net investment gains (losses)	—			3
	Net derivative gains (losses)	(1		)	8
	Total revenues	975			1,008
	Expenses
	Policyholder benefits and claims	624			643
	Policyholder dividends	233			242
	Other expenses	41			42
	Total expenses	898			927
	Revenues, net of expenses before provision for income tax expense (benefit)	77			81
	Provision for income tax expense (benefit)	27			27
Revenues, net of expenses and provision for income tax expense (benefit)	$	50		$	54
Metropolitan Life Insurance Company charges the closed block with federal income taxes, state and local premium taxes and other additive state or local taxes, as well as investment management expenses relating to the closed block as provided in the Plan. Metropolitan Life Insurance Company also charges the closed block for expenses of maintaining the policies included in the closed block.

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”), commercial mortgage-backed securities (“CMBS”) and asset-backed securities (“ABS”).
		March 31, 2014																				December 31, 2013
		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	$	61,175			$	5,801			$	420			$	—			$	66,556			$	60,244			$	4,678	$	693		$	—		$	64,229
	U.S. Treasury and agency	27,087				2,471				298				—				29,260				29,508				1,730		694			—			30,544
	Foreign corporate	26,840				2,275				154				—				28,961				27,082				1,959		285			—			28,756
	RMBS	25,377				1,225				305				115				26,182				24,119				1,109		368			150			24,710
	CMBS	8,310				258				52				—				8,516				8,203				262		89			—			8,376
	ABS (1)	7,575				169				61				(1		)		7,684				7,789				151		117			(1		)	7,824
	State and political subdivision	5,303				725				39				—				5,989				5,386				467		76			—			5,777
	Foreign government	3,043				644				84				—				3,603				3,040				597		107			—			3,530
	Total fixed maturity securities	$	164,710			$	13,568			$	1,413			$	114			$	176,751			$	165,371			$	10,953	$	2,429		$	149		$	173,746
	Equity securities
	Common stock	$	1,156			$	123			$	6			$	—			$	1,273			$	1,070			$	97	$	3		$	—		$	1,164
	Non-redeemable preferred stock	746				65				57				—				754				743				62		77			—			728
	Total equity securities	$	1,902			$	188			$	63			$	—			$	2,027			$	1,813			$	159	$	80		$	—		$	1,892
	__________________
	-1	The noncredit loss component of other-than-temporary impairment (“OTTI”) losses was in an unrealized gain position of $1 million for ABS at both March 31, 2014 and December 31, 2013, due to increases in estimated fair value subsequent to initial recognition of noncredit losses on such securities. See also “— Net Unrealized Investment Gains (Losses).”
	The Company held non-income producing fixed maturity securities with an estimated fair value of $24 million and $38 million with unrealized gains (losses) of $14 million and $12 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:
		March 31, 2014								December 31, 2013
		Amortized				Estimated				Amortized				Estimated
		Cost				Fair				Cost				Fair
						Value								Value
		(In millions)
	Due in one year or less	$	6,143			$	6,229			$	6,411			$	6,516
	Due after one year through five years	33,292				35,329				34,696				36,556
	Due after five years through ten years	36,125				39,197				35,725				38,347
	Due after ten years	47,888				53,614				48,428				51,417
	Subtotal	123,448				134,369				125,260				132,836
	Structured securities (RMBS, CMBS and ABS)	41,262				42,382				40,111				40,910
	Total fixed maturity securities	$	164,710			$	176,751			$	165,371			$	173,746
	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, CMBS and ABS 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.
		March 31, 2014																December 31, 2013
		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	$	5,902			$	178			$	2,194			$	242			$	8,512			$	426			$	1,948	$	267
	U.S. Treasury and agency	5,610				291				49				7				10,077				687				33		7
	Foreign corporate	2,375				82				847				72				4,217				176				952		109
	RMBS	7,882				205				1,435				215				8,194				291				1,675		227
	CMBS	1,627				41				276				11				2,022				74				221		15
	ABS	1,671				23				373				37				1,701				28				530		88
	State and political subdivision	270				15				113				24				737				44				92		32
	Foreign government	633				69				71				15				763				94				54		13
	Total fixed maturity securities	$	25,970			$	904			$	5,358			$	623			$	36,223			$	1,820			$	5,505	$	758
	Equity securities
	Common stock	$	47			$	6			$	—			$	—			$	37			$	3			$	—	$	—
Non-redeemable preferred stock	234				26				116				31				222				41				125		36
Total equity securities	$	281			$	32			$	116			$	31			$	259			$	44			$	125	$	36
Total number of securities in an unrealized loss position	1,603								430								2,211								469
Evaluation of AFS Securities for OTTI and Evaluating Temporarily Impaired AFS Securities
As described more fully in Notes 1 and 8 of the Notes to the Consolidated Financial Statements included in the 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 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 $1.1 billion during the three months ended March 31, 2014 from $2.6 billion to $1.5 billion. 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, $116 million of the total $1.5 billion of gross unrealized losses were from 41 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 $116 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, $46 million, or 40%, are related to gross unrealized losses on 26 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 $116 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, $70 million, or 60%, are related to gross unrealized losses on 15 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 ABS (primarily foreign ABS) 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 and ABS 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 decreased $17 million during the three months ended March 31, 2014 from $80 million to $63 million. Of the $63 million, $28 million were from 10 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 67% were rated A or better.
Mortgage Loans
Mortgage Loans by Portfolio Segment
Mortgage loans are summarized as follows at:
	March 31, 2014							December 31, 2013
	Carrying				% of			Carrying				% of
	Value				Total			Value				Total
	(In millions)							(In millions)
Mortgage loans held-for-investment:
Commercial	$	32,572			70.8	%		$	33,072			71.9	%
Agricultural	10,931				23.8			11,025				24
Residential	2,397				5.2			1,858				4
Subtotal (1)	45,900				99.8			45,955				99.9
Valuation allowances	(276		)		(0.6	)		(272		)		(0.6	)
Subtotal mortgage loans held-for-investment, net	45,624				99.2			45,683				99.3
Residential — fair value option (“FVO”)	352				0.8			338				0.7
Total mortgage loans held-for-investment, net	45,976				100	%		46,021				100	%
Mortgage loans held-for-sale	—				—			3				—
Total mortgage loans, net	$	45,976			100	%		$	46,024			100	%
__________________
-1	Purchases of mortgage loans were $597 million and $50 million for the three months ended March 31, 2014 and 2013, respectively.
Mortgage Loans and Valuation Allowance by Portfolio Segment
The carrying value prior to valuation allowance (“recorded investment”) in mortgage loans held-for-investment, by portfolio segment, by method of evaluation of credit loss, and the related valuation allowances, by type of credit loss, were as follows at:
	March 31, 2014																December 31, 2013
	Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
	(In millions)
Mortgage loans:
Evaluated individually for	$	416			$	97			$	9			$	522			$	415			$	96			$	4	$	515
credit losses
Evaluated collectively for	32,156				10,834				2,388				45,378				32,657				10,929				1,854		45,440
credit losses
Total mortgage loans	32,572				10,931				2,397				45,900				33,072				11,025				1,858		45,955
Valuation allowances:
Specific credit losses	52				5				—				57				49				7				—		56
Non-specifically identified	161				33				25				219				164				33				19		216
credit losses
Total valuation allowances	213				38				25				276				213				40				19		272
Mortgage loans, net of	$	32,359			$	10,893			$	2,372			$	45,624			$	32,859			$	10,985			$	1,839	$	45,683
valuation allowance
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				Residential				Total				Commercial				Agricultural				Residential		Total
	(In millions)
Balance, beginning of period	$	213			$	40			$	19			$	272			$	256			$	48			$	—	$	304
Provision (release)	—				(2		)		7				5				(20		)		7				1		(12		)
Charge-offs, net of recoveries	—				—				(1		)		(1		)		—				(4		)		—		(4		)
Balance, end of period	$	213			$	38			$	25			$	276			$	236			$	51			$	1	$	288
Credit Quality of Commercial Mortgage Loans
The credit quality of commercial mortgage loans held-for-investment were as follows at:
	Recorded Investment																			Estimated				% of
	Debt Service Coverage Ratios																% of			Fair Value				Total
	> 1.20x				1.00x - 1.20x				< 1.00x				Total				Total
	(In millions)																			(In millions)
31-Mar-14
Loan-to-value ratios:
Less than 65%	$	24,620			$	416			$	516			$	25,552			78.5	%		$	26,976			79.3	%
65% to 75%	4,845				498				104				5,447				16.7			5,555				16.3
76% to 80%	455				158				100				713				2.2			707				2.1
Greater than 80%	482				216				162				860				2.6			765				2.3
Total	$	30,402			$	1,288			$	882			$	32,572			100	%		$	34,003			100	%
31-Dec-13
Loan-to-value ratios:
Less than 65%	$	24,585			$	476			$	596			$	25,657			77.6	%		$	26,900			78.4	%
65% to 75%	5,219				438				104				5,761				17.4			5,852				17.1
76% to 80%	444				157				189				790				2.4			776				2.3
Greater than 80%	583				205				76				864				2.6			769				2.2
Total	$	30,831			$	1,276			$	965			$	33,072			100	%		$	34,297			100	%
Credit Quality of Agricultural Mortgage Loans
The credit quality of agricultural mortgage loans held-for-investment were as follows at:
	March 31, 2014							December 31, 2013
	Recorded				% of			Recorded				% of
	Investment				Total			Investment				Total
	(In millions)							(In millions)
Loan-to-value ratios:
Less than 65%	$	10,089			92.3	%		$	10,165			92.2	%
65% to 75%	658				6			659				6
76% to 80%	68				0.6			84				0.8
Greater than 80%	116				1.1			117				1
Total	$	10,931			100	%		$	11,025			100	%
The estimated fair value of agricultural mortgage loans held-for-investment was $11.2 billion and $11.3 billion at March 31, 2014 and December 31, 2013, respectively.
Credit Quality of Residential Mortgage Loans
The credit quality of residential mortgage loans held-for-investment were as follows at:
	March 31, 2014							December 31, 2013
	Recorded				% of			Recorded				% of
	Investment				Total			Investment				Total
	(In millions)							(In millions)
Performance indicators:
Performing	$	2,337			97.5	%		$	1,812			97.5	%
Nonperforming	60				2.5			46				2.5
Total	$	2,397			100	%		$	1,858			100	%
The estimated fair value of residential mortgage loans held-for-investment was $2.4 billion and $1.8 billion at March 31, 2014 and December 31, 2013, respectively.
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 and residential mortgage loans — 60 days and agricultural mortgage loans — 90 days. The past due and accrual status of mortgage loans at recorded investment, prior to valuation allowances, by portfolio segment, were as follows at:
	Past Due								Greater than 90 Days Past Due								Nonaccrual Status
									and Still Accruing Interest
	March 31, 2014				December 31, 2013				March 31, 2014				December 31, 2013				March 31, 2014				December 31, 2013
	(In millions)
Commercial	$	—			$	—			$	—			$	—			$	169			$	169
Agricultural	66				44				24				—				47				47
Residential	60				46				—				—				60				46
Total	$	126			$	90			$	24			$	—			$	276			$	262
Impaired Mortgage Loans
Impaired mortgage loans held-for-investment, including those modified in a troubled debt restructuring, by portfolio segment, were as follows at:
	Loans with a Valuation Allowance																Loans without								All Impaired Loans
																	a 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	$	172			$	169			$	52			$	117			$	247			$	247			$	419	$	364
Agricultural	52				51				5				46				47				46				99		92
Residential	—				—				—				—				11				9				11		9
Total	$	224			$	220			$	57			$	163			$	305			$	302			$	529	$	465
31-Dec-13
Commercial	$	173			$	169			$	49			$	120			$	247			$	246			$	420	$	366
Agricultural	64				62				7				55				35				34				99		89
Residential	—				—				—				—				5				4				5		4
Total	$	237			$	231			$	56			$	175			$	287			$	284			$	524	$	459
Unpaid principal balance is generally prior to any charge-offs.
The average recorded investment in impaired mortgage loans held-for-investment, 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:
	Three Months
	Ended
	March 31,
	2014								2013
	Average				Interest				Average				Interest
	Recorded				Income				Recorded				Income
	Investment								Investment
	(In millions)
Commercial	$	416			$	3			$	439			$	2
Agricultural	97				2				169				1
Residential	7				—				1				—
Total	$	520			$	5			$	609			$	3
Mortgage Loans Modified in a Troubled Debt Restructuring
The number of mortgage loans and carrying value after specific valuation allowance of mortgage loans modified during the period in a troubled debt restructuring were as follows:
	Three Months
	Ended
	March 31,
	2014											2013
	Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
	Mortgage			Valuation Allowance								Mortgage			Valuation Allowance
	Loans											Loans
				Pre-				Post-							Pre-				Post-
				Modification				Modification							Modification				Modification
				(In millions)											(In millions)
Commercial	—			$	—			$	—			—			$	—			$	—
Agricultural	—			—				—				—			—				—
Residential	27			6				5				—			—				—
Total	27			$	6			$	5			—			$	—			$	—
The number of mortgage loans and carrying value of mortgage loans with subsequent payment defaults that were modified in a troubled debt restructuring during the previous 12 months were as follows:
	Three Months
	Ended
	March 31,
	2014									2013
	Number of			Carrying Value						Number of			Carrying Value
	Mortgage									Mortgage
	Loans									Loans
				(In millions)									(In millions)
Commercial	—			$	—					—			$	—
Agricultural	2			24						—			—
Residential (1)	1			—						—			—
Total	3			$	24					—			$	—
__________________
-1	Residential mortgage loans for the three months ended March 31, 2014 had a carrying value of less than $1 million.
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 $796 million and $790 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 AOCI, were as follows:
	March 31, 2014				December 31, 2013
	(In millions)
Fixed maturity securities	$	12,151			$	8,521
Fixed maturity securities with noncredit OTTI losses in AOCI	(114		)		(149		)
Total fixed maturity securities	12,037				8,372
Equity securities	136				83
Derivatives	562				361
Other	12				5
Subtotal	12,747				8,821
Amounts allocated from:
Insurance liability loss recognition	(793		)		(610		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	4				5
DAC and VOBA	(825		)		(721		)
Policyholder dividend obligation	(2,463		)		(1,771		)
Subtotal	(4,077		)		(3,097		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	39				51
Deferred income tax benefit (expense)	(3,087		)		(2,070		)
Net unrealized investment gains (losses)	5,622				3,705
Net unrealized investment gains (losses) attributable to noncontrolling interests	(1		)		(1		)
Net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$	5,621			$	3,704
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	$	(149	)		$	(256	)
Noncredit OTTI losses and subsequent changes recognized (1)	(3		)		47
Securities sold with previous noncredit OTTI loss	9				114
Subsequent changes in estimated fair value	29				(54		)
Balance, end of period	$	(114	)		$	(149	)
__________________
-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were ($3) million and $40 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	$	3,704
Fixed maturity securities on which noncredit OTTI losses have been recognized	35
Unrealized investment gains (losses) during the period	3,891
Unrealized investment gains (losses) relating to:
Insurance liability gain (loss) recognition	(183		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(1		)
DAC and VOBA	(104		)
Policyholder dividend obligation	(692		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(12		)
Deferred income tax benefit (expense)	(1,017		)
Net unrealized investment gains (losses)	5,621
Net unrealized investment gains (losses) attributable to noncontrolling interests	—
Balance, end of period	$	5,621
Change in net unrealized investment gains (losses)	$	1,917
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	—
Change in net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$	1,917
Concentrations of Credit Risk
There were no investments in any counterparty that were greater than 10% of the Company’s 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:
	March 31, 2014				December 31, 2013
	(In millions)
Securities on loan: (1)
Amortized cost	$	18,082			$	18,829
Estimated fair value	$	19,172			$	19,153
Cash collateral on deposit from counterparties (2)	$	19,620			$	19,673
Security collateral on deposit from counterparties (3)	$	47			$	—
Reinvestment portfolio — estimated fair value	$	19,895			$	19,822
__________________
-1	Included within fixed maturity securities, short-term investments 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, fixed maturity and equity securities, and trading and FVO securities, and at carrying value for mortgage loans at:
	March 31, 2014				December 31, 2013
	(In millions)
Invested assets on deposit (regulatory deposits)	$	1,341			$	1,338
Invested assets pledged as collateral (1)	19,885				19,555
Total invested assets on deposit and pledged as collateral	$	21,226			$	20,893
__________________
-1	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 and Note 4 for investments designated to the closed block.
Variable Interest Entities
The Company has invested in certain structured transactions (including consolidated securitization entities (“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.
	March 31, 2014								December 31, 2013
	Total				Total				Total				Total
	Assets				Liabilities				Assets				Liabilities
	(In millions)
Real estate joint ventures (1)	$	10			$	15			$	1,181			$	443
Fixed maturity securities (2)	162				81				159				80
Other invested assets	75				—				82				7
Other limited partnership interests	61				—				61				—
CSEs (assets (primarily securities) and liabilities (primarily debt)) (3)	20				19				23				22
Total	$	328			$	115			$	1,506			$	552
__________________
-1	At December 31, 2013, the Company consolidated an open ended core real estate fund formed in the fourth quarter of 2013 (the “MetLife Core Property Fund”), which represented the majority of the balances at December 31, 2013. As a result of the quarterly reassessment in the first quarter of 2014, the Company no longer consolidates the MetLife Core Property Fund, effective March 31, 2014, based on the terms of the revised partnership agreement. The Company accounts for its retained interest in the real estate fund under the equity method. Assets of the real estate fund are a real estate investment trust which holds primarily traditional core income-producing real estate which has associated liabilities that are primarily non-recourse debt secured by certain real estate assets of the fund. 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 investment in the real estate fund of $178 million at carrying value at December 31, 2013. The long-term debt bears interest primarily at fixed rates ranging from 1.39% to 4.45%, payable primarily on a monthly basis.
-2	The Company consolidates certain fixed maturity securities purchased in an investment vehicle which was partially funded with affiliated long-term debt. The long-term debt bears interest primarily at variable rates, payable on a bi-annual basis. Interest expense related to these obligations, included in other expenses, was less than $1 million for both of the three months ended March 31, 2014 and 2013.
-3	The Company consolidates entities that are structured as collateralized debt obligations. 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 less than $1 million at estimated fair value at both March 31, 2014 and December 31, 2013. The long-term debt bears interest primarily at variable rates, payable on a bi-annual basis. Interest expense related to these obligations, included in other expenses, was less than $1 million for both of the three months ended March 31, 2014 and 2013.
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:
	March 31, 2014								December 31, 2013
	Carrying				Maximum				Carrying				Maximum
	Amount				Exposure				Amount				Exposure
					to Loss (1)								to Loss (1)
	(In millions)
Fixed maturity securities AFS:
Structured securities (RMBS, CMBS and ABS) (2)	$	42,382			$	42,382			$	40,910			$	40,910
U.S. and foreign corporate	2,192				2,192				2,251				2,251
Other limited partnership interests	2,863				3,871				3,168				4,273
Other invested assets	1,557				1,811				1,498				1,852
Real estate joint ventures	29				29				31				31
Total	$	49,023			$	50,285			$	47,858			$	49,317
__________________
-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 and real estate joint ventures is equal to the carrying amounts plus any unfunded commitments of the Company. For certain of its investments in other invested assets, the Company’s return is in the form of income tax credits which are guaranteed by creditworthy third parties. For such investments, the maximum exposure to loss is equal to the carrying amounts plus any unfunded commitments, reduced by income tax credits guaranteed by third parties of $248 million and $257 million at March 31, 2014 and December 31, 2013, respectively. Such a maximum loss would be expected to occur only upon bankruptcy of the issuer or investee.
-2	For these variable interests, the Company’s involvement is limited to that of a passive investor in mortgage-backed or ABS 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	$	2,019			$	2,102
Equity securities	20				15
Trading and FVO securities — Actively Traded Securities and FVO general account securities (1)	17				14
Mortgage loans	580				583
Policy loans	113				110
Real estate and real estate joint ventures	158				148
Other limited partnership interests	217				153
Cash, cash equivalents and short-term investments	6				9
International joint ventures	—				(8		)
Other	12				25
Subtotal	3,142				3,151
Less: Investment expenses	195				199
Net investment income	$	2,947			$	2,952
__________________
-1	Changes in estimated fair value subsequent to purchase for securities still held as of the end of the respective periods included in net investment income were as follows:
	Three Months
	Ended
	March 31,
	2014				2013
	(In millions)
Actively Traded Securities and FVO general account securities	$	10			$	9
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:
Utility		$	—			$	(5	)
Consumer		(6		)		(9		)
Finance		—				(4		)
Total U.S. and foreign corporate securities		(6		)		(18		)
RMBS		(2		)		(29		)
OTTI losses on fixed maturity securities recognized in earnings		(8		)		(47		)
Fixed maturity securities — net gains (losses) on sales and disposals		(81		)		146
Total gains (losses) on fixed maturity securities		(89		)		99
Total gains (losses) on equity securities:
Total OTTI losses recognized — by sector:
Non-redeemable preferred stock		—				(17		)
Common stock		(1		)		(1		)
OTTI losses on equity securities recognized in earnings		(1		)		(18		)
Equity securities — net gains (losses) on sales and disposals		3				(15		)
Total gains (losses) on equity securities		2				(33		)
Trading and FVO securities — FVO general account securities		—				3
Mortgage loans		(9		)		14
Real estate and real estate joint ventures		64				(14		)
Other investment portfolio gains (losses)		(2		)		(1		)
Subtotal — investment portfolio gains (losses)		(34		)		68
FVO CSEs:
Long-term debt — related to securities		—				(1		)
Non-investment portfolio gains (losses)		2				18
Subtotal FVO CSEs and non-investment portfolio gains (losses)		2				17
Total net investment gains (losses)		$	(32	)		$	85
__________________
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 ($51) million and $11 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	$	9,451			$	12,650			$	5			$	35			$	9,456			$	12,685
Gross investment gains	$	54			$	211			$	3			$	—			$	57			$	211
Gross investment losses	(135		)		(65		)		—				(15		)		(135		)		(80		)
Total OTTI losses
Credit-related	(8		)		(34		)		—				—				(8		)		(34		)
Other (1)	—				(13		)		(1		)		(18		)		(1		)		(31		)
Total OTTI losses	(8		)		(47		)		(1		)		(18		)		(9		)		(65		)
Net investment gains (losses)	$	(89	)		$	99			$	2			$	(33	)		$	(87	)		$	66
__________________
-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	$	277			$	285
Additions:
Initial impairments — credit loss OTTI recognized on securities not previously impaired	—				1
Additional impairments — credit loss OTTI recognized on securities previously impaired	1				27
Reductions:
Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(7		)		(21		)
Balance, end of period	$	271			$	292
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	$	—			$	6
Amortized cost of invested assets transferred to affiliates	$	—			$	6
Net investment gains (losses) recognized on transfers	$	—			$	—
Estimated fair value of invested assets transferred from affiliates	$	354			$	13
The Company provides investment administrative services to certain affiliates. The related investment administrative service charges were $44 million for both of the three months ended March 31, 2014 and 2013. The Company also had additional affiliated net investment income of $1 million for both of the three months ended March 31, 2014 and 2013.
Below is a summary of certain affiliated loans, which are more fully described in Note 8 of the Notes of the Consolidated Financial Statements included in the 2013 Annual Report.
The Company has a loan outstanding to Exeter Reassurance Company, Ltd. (“Exeter”), an affiliate, which is included in other invested assets, totaling $75 million at both March 31, 2014 and December 31, 2013. Net investment income from this loan was $1 million for both of the three months ended March 31, 2014 and 2013.
The Company has affiliated loans outstanding to MetLife, Inc., which are included in other invested assets, totaling $1.5 billion at both March 31, 2014 and December 31, 2013. Net investment income from these loans was $23 million for both of the three months ended March 31, 2014 and 2013.

Derivatives

Derivatives	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivatives	'
	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:
	Net investment income	• Economic hedges of equity method investments in joint ventures
		• All derivatives held in relation to trading portfolios
	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 purchases certain securities, 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 and structured interest rate 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, swaptions 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 uses structured interest rate swaps to synthetically create investments that are either more expensive to acquire or otherwise unavailable in the cash markets. These transactions are a combination of a derivative and a cash instrument such as a U.S. Treasury, agency, or other fixed maturity security. Structured interest rate swaps are included in interest rate swaps. Structured interest rate swaps are not designated as hedging instruments.
	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.
	Swaptions are used by the Company to hedge interest rate risk associated with the Company’s long-term liabilities and invested assets. A swaption is an option to enter into a swap with a forward starting effective date. In certain instances, the Company locks in the economic impact of existing purchased swaptions by entering into offsetting written swaptions. The Company pays a premium for purchased swaptions and receives a premium for written swaptions. The Company utilizes swaptions in non-qualifying hedging relationships. Swaptions are included in interest rate options.
	The Company enters into interest rate forwards to buy and sell securities. The price is agreed upon at the time of the contract and payment for such a contract is made at a specified future date. The Company utilizes interest rate forwards in cash flow hedging relationships.
	To a lesser extent the Company uses interest rate futures in non-qualifying hedging relationships.
	Foreign Currency Exchange Rate Derivatives
	The Company uses foreign currency exchange rate derivatives including foreign currency swaps and foreign currency forwards 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.
	In a foreign currency forward transaction, the Company agrees with another party to deliver a specified amount of an identified currency at a specified future date. The price is agreed upon at the time of the contract and payment for such a contract is made at the specified future date. The Company utilizes foreign currency forwards in non-qualifying hedging relationships.
	To a lesser extent, the Company uses currency options 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.
	The Company also enters into certain purchased and written credit default swaps held in relation to trading portfolios for the purpose of generating profits on short-term differences in price. These credit default swaps are not designated as hedging instruments.
	The Company enters into forwards to lock in the price to be paid for forward purchases of certain securities. The price is agreed upon at the time of the contract and payment for the contract is made at a specified future date. When the primary purpose of entering into these transactions is to hedge against the risk of changes in purchase price due to changes in credit spreads, the Company designates these as credit forwards. The Company utilizes credit forwards in cash flow hedging relationships.
	Equity Derivatives
	To a lesser extent the Company uses equity index options 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:
					March 31, 2014												December 31, 2013
			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		$	5,826			$	1,479			$	31			$	5,940			$	1,277	$	68
	Foreign currency swaps		Foreign currency exchange rate		2,017				245				68				2,591				252		122
	Subtotal				7,843				1,724				99				8,531				1,529		190
	Cash flow hedges:
	Interest rate swaps		Interest rate		2,484				170				38				2,584				77		109
	Interest rate forwards		Interest rate		505				18				—				205				3		3
Foreign currency swaps		Foreign currency exchange rate		10,690				393				462				10,560				374		500
Subtotal				13,679				581				500				13,349				454		612
Total qualifying hedges				21,522				2,305				599				21,880				1,983		802
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Interest rate swaps		Interest rate		54,817				1,303				621				59,022				1,320		732
Interest rate floors		Interest rate		42,099				327				206				38,220				323		234
Interest rate caps		Interest rate		26,559				103				—				29,809				141		—
Interest rate futures		Interest rate		67				—				—				105				—		—
Interest rate options		Interest rate		4,849				153				8				4,849				120		8
Synthetic GICs		Interest rate		4,405				—				—				4,409				—		—
Foreign currency swaps		Foreign currency exchange rate		6,872				77				460				7,267				79		492
Foreign currency forwards		Foreign currency exchange rate		4,198				54				31				4,261				44		32
Currency options		Foreign currency exchange rate		—				—				—				—				—		—
Credit default swaps — purchased		Credit		1,606				6				17				1,506				7		21
Credit default swaps — written		Credit		7,384				109				7				6,600				124		1
Equity options		Equity market		752				1				—				1,147				—		—
Total non-designated or non-qualifying derivatives				153,608				2,133				1,350				157,195				2,158		1,520
Total				$	175,130			$	4,438			$	1,949			$	179,075			$	4,141	$	2,322
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; and (iii) 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)	$	216			$	(92	)
Embedded derivatives	(97		)		(53		)
Total net derivative gains (losses)	$	119			$	(145	)
__________________
-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	$	34			$	35
Interest credited to policyholder account balances	32				34
Non-qualifying hedges:
Net investment income	(1		)		(1		)
Net derivative gains (losses)	122				88
Total	$	187			$	156
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
	Derivative				Investment
	Gains (Losses)				Income (1)
	(In millions)
Three Months Ended March 31, 2014
Interest rate derivatives	$	44			$	—
Foreign currency exchange rate derivatives	11				—
Credit derivatives — purchased	(3		)		1
Credit derivatives — written	(6		)		—
Equity derivatives	—				(3		)
Total	$	46			$	(2	)
Three Months Ended March 31, 2013
Interest rate derivatives	$	(346	)		$	—
Foreign currency exchange rate derivatives	299				—
Credit derivatives — purchased	(1		)		(3		)
Credit derivatives — written	23				—
Equity derivatives	—				(6		)
Total	$	(25	)		$	(9	)
__________________
-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures and changes in estimated fair value related to derivatives held in relation to trading portfolios.
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 assets and 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):
Derivatives in Fair Value		Hedged Items in Fair Value		Net Derivative				Net Derivative				Ineffectiveness
Hedging Relationships		Hedging Relationships		Gains (Losses)				Gains (Losses)				Recognized in
				Recognized				Recognized for				Net Derivative
				for Derivatives				Hedged Items				Gains (Losses)
				(In millions)
Three Months Ended March 31, 2014
Interest rate swaps:		Fixed maturity securities		$	—			$	1			$	1
		Policyholder liabilities (1)		200				(195		)		5
Foreign currency swaps:		Foreign-denominated fixed maturity securities		(4		)		4				—
		Foreign-denominated PABs (2)		(28		)		33				5
Total				$	168			$	(157	)		$	11
Three Months Ended March 31, 2013
Interest rate swaps:		Fixed maturity securities		$	7			$	(6	)		$	1
		Policyholder liabilities (1)		(146		)		146				—
Foreign currency swaps:		Foreign-denominated fixed maturity securities		4				(5		)		(1		)
		Foreign-denominated PABs (2)		(132		)		125				(7		)
Total				$	(267	)		$	260			$	(7	)
__________________
-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 also were not probable of occurring within two months of the anticipated date, the Company reclassified certain amounts from AOCI into net derivative gains (losses). These amounts were ($2) million and $0 for the three months ended March 31, 2014 and 2013, respectively.
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 seven years.
At March 31, 2014 and December 31, 2013, the balance in AOCI associated with cash flow hedges was $562 million and $361 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 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		$	182			$	16			$	2			$	5
Interest rate forwards		21				—				1				—
Foreign currency swaps		46				30				(1		)		(1		)
Total		$	249			$	46			$	2			$	4
Three Months Ended March 31, 2013
Interest rate swaps		$	(101	)		$	5			$	2			$	(3	)
Interest rate forwards		(10		)		—				—				—
Foreign currency swaps		105				(145		)		(1		)		4
Total		$	(6	)		$	(140	)		$	1			$	1
All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
At March 31, 2014, ($2) million of deferred net gains (losses) on derivatives in AOCI was expected to be reclassified to earnings within the next 12 months.
Credit Derivatives
In connection with synthetically created credit investment transactions and credit default swaps held in relation to the trading portfolio, 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 $7.4 billion and $6.6 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 $102 million and $123 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:
		March 31, 2014											December 31, 2013
Rating Agency Designation of Referenced		Estimated				Maximum				Weighted			Estimated				Maximum				Weighted
Credit Obligations (1)		Fair Value				Amount				Average			Fair Value				Amount				Average
		of Credit				of Future				Years to			of Credit				of Future				Years to
		Default				Payments under				Maturity (3)			Default				Payments under				Maturity (3)
		Swaps				Credit Default							Swaps				Credit Default
						Swaps (2)											Swaps (2)
		(In millions)											(In millions)
Aaa/Aa/A
Single name credit default swaps (corporate)		$	6			$	410			2.4			$	6			$	395			2.6
Credit default swaps referencing indices		13				2,614				2.2			20				2,089				1.6
Subtotal		19				3,024				2.2			26				2,484				1.7
Baa
Single name credit default swaps (corporate)		13				1,039				3.3			16				874				3.2
Credit default swaps referencing indices		44				2,977				5			52				2,898				4.7
Subtotal		57				4,016				4.6			68				3,772				4.4
Ba
Single name credit default swaps (corporate)		—				5				3.5			—				5				3.8
Credit default swaps referencing indices		—				—				—			—				—				—
Subtotal		—				5				3.5			—				5				3.8
B
Single name credit default swaps (corporate)		—				—				—			—				—				—
Credit default swaps referencing indices		26				339				5.1			29				339				4.9
Subtotal		26				339				5.1			29				339				4.9
Total		$	102			$	7,384			3.6			$	123			$	6,600			3.4
__________________
-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.
The Company has also entered into credit default swaps to purchase credit protection on certain of the referenced credit obligations in the table above. As a result, the maximum amounts of potential future recoveries available to offset the $7.4 billion and $6.6 billion from the table above were $35 million and $70 million at March 31, 2014 and December 31, 2013, respectively.
Written credit default swaps held in relation to the trading portfolio amounted to $15 million in notional and $0 in fair value at March 31, 2014. Written credit default swaps held in relation to the trading portfolio amounted to $10 million in notional and $0 in fair value at December 31, 2013.
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:
		March 31, 2014								December 31, 2013
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)		$	4,364			$	1,694			$	4,026			$	2,232
OTC-cleared (1)		204				301				251				117
Exchange-traded		—				—				—				—
Total gross estimated fair value of derivatives (1)		4,568				1,995				4,277				2,349
Amounts offset on the consolidated balance sheets		—				—				—				—
Estimated fair value of derivatives presented on the consolidated balance sheets (1)		4,568				1,995				4,277				2,349
Gross amounts not offset on the consolidated balance sheets:
Gross estimated fair value of derivatives: (2)
OTC-bilateral		(1,464		)		(1,464		)		(1,844		)		(1,844		)
OTC-cleared		(139		)		(139		)		(114		)		(114		)
Exchange-traded		—				—				—				—
Cash collateral: (3)
OTC-bilateral		(1,676		)		(3		)		(1,143		)		(3		)
OTC-cleared		(64		)		(162		)		(128		)		(3		)
Exchange-traded		—				—				—				—
Securities collateral: (4)
OTC-bilateral		(1,204		)		(192		)		(1,024		)		(319		)
OTC-cleared		—				—				—				—
Exchange-traded		—				—				—				—
Net amount after application of master netting agreements and collateral		$	21			$	35			$	24			$	66
__________________
-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 $130 million and $136 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $46 million and $27 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 $37 million and $47 million, respectively, and provided excess cash collateral of $6 million and $3 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 $76 million and $106 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 $19 million and $25 million, respectively, for its OTC-bilateral derivatives, and $99 million and $106 million, respectively, for its OTC-cleared derivatives, which are not included in the table above due to the foregoing limitation. At both March 31, 2014 and December 31, 2013, the Company did not pledge any securities collateral for its exchange-traded derivatives.
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				Cash				One Notch				Downgrade in the
		Fair Value of				Securities								Downgrade in				Company’s Financial Strength Rating
		Derivatives in												the Company’s				to a Level that Triggers
		Net Liability												Financial Strength				Full Overnight
		Position (1)												Rating				Collateralization or
																		Termination of
																		the Derivative Position
		(In millions)
31-Mar-14
Derivatives subject to financial strength-contingent provisions		$	203			$	211			$	—			$	—			$	3
Derivatives not subject to financial strength-contingent provisions		7				—				3				—				—
Total		$	210			$	211			$	3			$	—			$	3
31-Dec-13
Derivatives subject to financial strength-contingent provisions		$	354			$	344			$	—			$	—			$	5
Derivatives not subject to financial strength-contingent provisions		4				—				3				—				—
Total		$	358			$	344			$	3			$	—			$	5
__________________
-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; funds withheld on ceded reinsurance and affiliated funds withheld on ceded reinsurance; funding agreements with equity or bond indexed crediting rates; 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		March 31, 2014				December 31, 2013
				(In millions)
Net embedded derivatives within asset host contracts:
Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	138			$	(62	)
Options embedded in debt or equity securities		Investments		(115		)		(106		)
Net embedded derivatives within asset host contracts				$	23			$	(168	)
Net embedded derivatives within liability host contracts:
Direct guaranteed minimum benefits		PABs		$	(819	)		$	(868	)
Funds withheld on ceded reinsurance		Other liabilities		984				758
Other		PABs		7				4
Net embedded derivatives within liability host contracts				$	172			$	(106	)
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)	$	(97	)		$	(53	)
__________________
-1	The valuation of direct guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses), in connection with this adjustment, were $0 and ($25) 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 ($2) million and $52 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.
		March 31, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	61,266			$	5,290			$	66,556
	U.S. Treasury and agency	12,417				16,823				20				29,260
	Foreign corporate	—				25,767				3,194				28,961
	RMBS	1,087				22,311				2,784				26,182
	CMBS	—				8,200				316				8,516
	ABS	—				6,239				1,445				7,684
	State and political subdivision	—				5,989				—				5,989
	Foreign government	—				3,398				205				3,603
	Total fixed maturity securities	13,504				149,993				13,254				176,751
	Equity securities:
	Common stock	472				744				57				1,273
	Non-redeemable preferred stock	—				438				316				754
	Total equity securities	472				1,182				373				2,027
	Trading and FVO securities:
	Actively Traded Securities	—				617				11				628
	FVO general account securities	—				22				14				36
	FVO securities held by CSEs	—				8				11				19
	Total trading and FVO securities	—				647				36				683
	Short-term investments (1)	1,045				2,767				686				4,498
	Residential mortgage loans — FVO	—				—				352				352
	Derivative assets: (2)
	Interest rate	—				3,535				18				3,553
	Foreign currency exchange rate	—				753				16				769
	Credit	—				97				18				115
	Equity market	—				1				—				1
	Total derivative assets	—				4,386				52				4,438
	Net embedded derivatives within asset host contracts (3)	—				—				138				138
	Separate account assets (4)	29,476				106,672				1,464				137,612
	Total assets	$	44,497			$	265,647			$	16,355			$	326,499
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	—			$	904			$	—			$	904
	Foreign currency exchange rate	—				1,019				2				1,021
	Credit	—				22				2				24
	Total derivative liabilities	—				1,945				4				1,949
	Net embedded derivatives within liability host contracts (3)	—				6				166				172
	Long-term debt	—				97				24				121
	Long-term debt of CSEs	—				—				15				15
	Trading liabilities (5)	40				161				—				201
	Total liabilities	$	40			$	2,209			$	209			$	2,458
		December 31, 2013
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	58,960			$	5,269			$	64,229
	U.S. Treasury and agency	15,858				14,624				62				30,544
	Foreign corporate	—				25,558				3,198				28,756
	RMBS	—				22,197				2,513				24,710
	CMBS	—				7,946				430				8,376
ABS	—				5,298				2,526				7,824
State and political subdivision	—				5,777				—				5,777
Foreign government	—				3,256				274				3,530
Total fixed maturity securities	15,858				143,616				14,272				173,746
Equity securities:
Common stock	361				753				50				1,164
Non-redeemable preferred stock	—				450				278				728
Total equity securities	361				1,203				328				1,892
Trading and FVO securities:
Actively Traded Securities	2				648				12				662
FVO general account securities	—				24				14				38
FVO securities held by CSEs	—				23				—				23
Total trading and FVO securities	2				695				26				723
Short-term investments (1)	1,387				4,224				175				5,786
Residential mortgage loans — FVO	—				—				338				338
Derivative assets: (2)
Interest rate	—				3,258				3				3,261
Foreign currency exchange rate	—				735				14				749
Credit	—				108				23				131
Equity market	—				—				—				—
Total derivative assets	—				4,101				40				4,141
Net embedded derivatives within asset host contracts (3)	—				—				(62		)		(62		)
Separate account assets (4)	28,422				105,165				1,209				134,796
Total assets	$	46,030			$	259,004			$	16,326			$	321,360
Liabilities
Derivative liabilities: (2)
Interest rate	$	—			$	1,150			$	4			$	1,154
Foreign currency exchange rate	—				1,146				—				1,146
Credit	—				22				—				22
Total derivative liabilities	—				2,318				4				2,322
Net embedded derivatives within liability host contracts (3)	—				4				(110		)		(106		)
Long-term debt	—				79				43				122
Long-term debt of CSEs	—				—				28				28
Trading liabilities (5)	260				2				—				262
Total liabilities	$	260			$	2,403			$	(35	)		$	2,628
__________________
-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 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 ($115) million and ($106) 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.
-5	Trading liabilities are presented within other liabilities on the consolidated balance sheets.
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 the Audit Committees of Metropolitan Life Insurance Company’s and MetLife, Inc.’s Boards of Directors regarding compliance with fair value accounting standards.
The Company reviews its valuation methodologies on an ongoing basis and revises those methodologies when necessary based on changing market conditions. Assurance is gained on the overall reasonableness and consistent application of input assumptions, valuation methodologies and compliance with fair value accounting standards through controls designed to ensure valuations represent an exit price. Several controls are utilized, including certain monthly controls, which include, but are not limited to, analysis of portfolio returns to corresponding benchmark returns, comparing a sample of executed prices of securities sold to the fair value estimates, comparing fair value estimates to management’s knowledge of the current market, reviewing the bid/ask spreads to assess activity, comparing prices from multiple independent pricing services and ongoing due diligence to confirm that independent pricing services use market-based parameters. The process includes a determination of the observability of inputs used in estimated fair values received from independent pricing services or brokers by assessing whether these inputs can be corroborated by observable market data. The Company ensures that prices received from independent brokers, also referred to herein as “consensus pricing,” represent a reasonable estimate of fair value by considering such pricing relative to the Company’s knowledge of the current market dynamics and current pricing for similar financial instruments. While independent non-binding broker quotations are utilized, they are not used for a significant portion of the portfolio. For example, fixed maturity securities priced using independent non-binding broker quotations represent less than 1% of the total estimated fair value of fixed maturity securities and 9% 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, Long-term Debt and Trading Liabilities
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 FVO securities held by CSEs, long-term debt and trading liabilities 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. Trading and 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, CMBS and ABS
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.
Common and non-redeemable preferred 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.
Trading and FVO securities and 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, CMBS and ABS
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.
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.
Common and non-redeemable preferred 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
The Company has elected the FVO for certain residential mortgage loans held-for-investment.
Level 3 Valuation Techniques and Key Inputs:
Residential mortgage loans — FVO
For these investments, the estimated fair values are based primarily on matrix pricing or other similar techniques that utilize inputs that are unobservable or cannot be derived principally from, or corroborated by, observable market data.
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, hedge funds, 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, Long-term Debt and Trading Liabilities” and “— Derivatives — Freestanding Derivatives.” Also included are certain mutual funds and hedge funds without readily determinable fair values as prices are not published publicly. Valuation of the mutual funds and hedge 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, Long-term Debt and Trading Liabilities” and “— Derivatives — Freestanding Derivatives.” 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
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.
Foreign currency exchange rate
Non-option-based. Significant unobservable inputs may include the extrapolation beyond observable limits of the swap yield curve, basis curves, cross currency basis curves and currency correlation.
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.
Embedded Derivatives
Embedded derivatives principally include certain direct variable annuity guarantees, certain affiliated ceded reinsurance agreements related to such variable annuity guarantees, equity or bond indexed crediting rates within certain funding agreements and those related to ceded funds withheld on 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 certain GMIBs contain embedded derivatives, which are measured at estimated fair value separately from the host variable annuity contract, with changes in estimated fair value reported in net derivative gains (losses). These embedded derivatives are classified within 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, Inc.’s debt, including related credit default swaps. These observable spreads are then adjusted, as necessary, to reflect the priority of these liabilities and the claims paying ability of the issuing insurance subsidiaries compared to MetLife, Inc.
Risk margins are established to capture the non-capital market risks of the instrument which represent the additional compensation a market participant would require to assume the risks related to the uncertainties of such actuarial assumptions as annuitization, premium persistency, partial withdrawal and surrenders. The establishment of risk margins requires the use of significant management judgment, including assumptions of the amount and cost of capital needed to cover the guarantees. These guarantees may be more costly than expected in volatile or declining equity markets. Market conditions including, but not limited to, changes in interest rates, equity indices, market volatility and foreign currency exchange rates; changes in nonperformance risk; and variations in actuarial assumptions regarding policyholder behavior, mortality and risk margins related to non-capital market inputs, may result in significant fluctuations in the estimated fair value of the guarantees that could materially affect net income.
The Company ceded the risk associated with certain of the GMIBs, GMABs and GMWBs previously described. In addition to ceding risks associated with guarantees that are accounted for as embedded derivatives, the Company also ceded 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, Long-term Debt and Trading Liabilities.” The estimated fair value of these embedded derivatives is included, along with their funds withheld hosts, in other liabilities on the consolidated balance sheets with changes in estimated fair value recorded in net derivative gains (losses). Changes in the credit spreads on the underlying assets, interest rates and market volatility may result in significant fluctuations in the estimated fair value of these embedded derivatives that could materially affect net income.
The estimated fair value of the embedded equity and bond indexed derivatives contained in certain funding agreements is determined using market standard swap valuation models and observable market inputs, including a nonperformance risk adjustment. The estimated fair value of these embedded derivatives are included, along with their funding agreements host, within PABs with changes in estimated fair value recorded in net derivative gains (losses). Changes in equity and bond indices, interest rates and the Company’s credit standing may result in significant fluctuations in the estimated fair value of these embedded derivatives that could materially affect net income.
Embedded Derivatives Within Asset and Liability Host Contracts
Level 3 Valuation Techniques and Key Inputs:
Direct 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 Guaranteed Minimum Benefits” and also include counterparty credit spreads.
Embedded derivatives within funds withheld related to certain ceded reinsurance
These embedded derivatives are principally valued using the income approach. The valuations are based on present value techniques, which utilize significant inputs that may include the swap yield curve and the fair value of assets within the reference portfolio. 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 fair value of certain assets within the reference portfolio which are not observable in the market and cannot be derived principally from, or corroborated by, observable market data.
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 and separate account assets 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			Range				Weighted		Range				Weighted		Fair Value (2)
	Techniques			Unobservable Inputs							Average (1)						Average (1)
Fixed maturity securities (3)
U.S. corporate and foreign corporate	•	Matrix pricing		•	Delta spread adjustments (4)		-5	-	250		44		-10	-	240		38		Decrease
				•	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
				•	Credit spreads (4)		-1,485	-	787		206		-1,489	-	876		193		Decrease
				•	Offered quotes (5)		—	-	105		101		4	-	104		100		Increase
	•	Market pricing		•	Quoted prices (5)		—	-	286		124								Increase
	•	Consensus pricing		•	Offered quotes (5)		64	-	1,250		139		33	-	140		98		Increase
RMBS	•	Matrix pricing and		•	Credit spreads (4)		-116	-	1,234		250		-136	-	3,609		286		Decrease (6)
		discounted cash flow
	•	Market pricing		•	Quoted prices (5)		—	-	120		96		22	-	100		98		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		2	-	110		90		69	-	101		93		Increase (6)
CMBS	•	Matrix pricing and		•	Credit spreads (4)		350	-	350		350		215	-	2,025		475		Decrease (6)
		discounted cash flow
	•	Market pricing		•	Quoted prices (5)		75	-	104		100		89	-	104		99		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		100	-	100		100		90		101		96		Increase (6)
ABS	•	Matrix pricing and		•	Credit spreads (4)		131	-	1,879		191		30	-	1,878		119		Decrease (6)
		discounted cash flow
	•	Market pricing		•	Quoted prices (5)		—	-	106		100		—	-	106		101		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		—	-	106		98		56	-	106		98		Increase (6)
Foreign government	•	Market pricing		•	Quoted prices (5)		103	-	906		590		77	-	108		87		Increase
	•	Consensus pricing		•	Offered quotes (5)		112	-	140		127		104	-	140		118		Increase
Derivatives
Interest rate	•	Present value techniques		•	Swap yield (7)		297	-	392				401	-	450				Increase (11)
Foreign currency	•	Present value techniques		•	Swap yield (7)		825	-	936				580	-	767				Increase (11)
exchange rate
				•	Correlation (8)		39%	-	47%				38%	-	47%
Credit	•	Present value techniques		•	Credit spreads (9)		98	-	101				98	-	101				Decrease (9)
	•	Consensus pricing		•	Offered quotes (10)
Embedded derivatives
Direct and ceded	•	Option pricing		•	Mortality rates:
guaranteed		techniques
minimum benefits
					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)
				•	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)
				•	Utilization rates		20%	-	50%				20%	-	50%				Increase (14)
				•	Withdrawal rates		0.07%	-	10%				0.07%	-	10%				-15
				•	Long-term equity volatilities		17.40%	-	25%				17.40%	-	25%				Increase (16)
				•	Nonperformance risk spread		0.03%	-	0.45%				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	Ranges represent the different correlation factors utilized as components within the valuation methodology. Presenting a range of correlation factors is more representative of the unobservable input used in the valuation. Increases (decreases) in correlation in isolation will increase (decrease) the significance of the change in valuations.
-9	Represents the risk quoted in basis points of a credit default event on the underlying instrument. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
-10	At both 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.
-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 residential mortgage loans — FVO and long-term debt are valued using independent non-binding broker quotations and internal models including matrix pricing and discounted cash flow methodologies using current interest rates. 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.				U.S.				Foreign				RMBS				CMBS				ABS				Foreign
	Corporate				Treasury				Corporate																Government
					and Agency
	(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period	$	5,269			$	62			$	3,198			$	2,513			$	430			$	2,526			$	274
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	(1		)		—				1				9				—				4				—
Net investment gains (losses)	(6		)		—				—				5				—				(42		)		(6		)
Net derivative gains (losses)	—				—				—				—				—				—				—
OCI	123				—				91				(15		)		2				66				11
Purchases (3)	382				—				143				346				8				429				—
Sales (3)	(165		)		—				(23		)		(157		)		(17		)		(252		)		(31		)
Issuances (3)	—				—				—				—				—				—				—
Settlements (3)	—				—				—				—				—				—				—
Transfers into Level 3 (4)	164				—				129				133				18				84				100
Transfers out of Level 3 (4)	(476		)		(42		)		(345		)		(50		)		(125		)		(1,370		)		(143		)
Balance, end of period	$	5,290			$	20			$	3,194			$	2,784			$	316			$	1,445			$	205
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	(1	)		$	—			$	1			$	9			$	—			$	—			$	—
Net investment gains (losses)	$	(6	)		$	—			$	—			$	(1	)		$	—			$	—			$	—
Net derivative gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities								Trading and FVO Securities
	Common				Non-				Actively				FVO				FVO Securities				Short-term				Residential Mortgage Loans - FVO			Separate
	Stock				redeemable				Traded				General				held by CSEs				Investments							Account
					Preferred				Securities				Account															Assets (6)
					Stock								Securities
	(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period	$	50			$	278			$	12			$	14			$	—			$	175			$	338		$	1,209
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—				—				—				—				3			—
Net investment gains (losses)	2				—				—				—				—				—				—			35
Net derivative gains (losses)	—				—				—				—				—				—				—			—
OCI	7				5				—				—				—				—				—			—
Purchases (3)	3				—				11				—				—				646				28			281
Sales (3)	(5		)		—				(5		)		—				(1		)		(39		)		(5		)	(44		)
Issuances (3)	—				—				—				—				—				—				—			24
Settlements (3)	—				—				—				—				—				—				(12		)	(2		)
Transfers into Level 3 (4)	—				33				—				—				12				—				—			18
Transfers out of Level 3 (4)	—				—				(7		)		—				—				(96		)		—			(57		)
Balance, end of period	$	57			$	316			$	11			$	14			$	11			$	686			$	352		$	1,464
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—			$	—			$	—			$	—			$	3		$	—
Net investment gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Net Derivatives (7)
		Interest				Foreign				Credit				Net				Long-term				Long-term
		Rate				Currency								Embedded				Debt				Debt of
						Exchange								Derivatives (8)								CSEs - FVO
						Rate
		(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period		$	(1	)		$	14			$	23			$	48			$	(43	)		$	(28	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—
Net investment gains (losses)		—				—				—				—				—				—
Net derivative gains (losses)		1				—				(4		)		(91		)		—				—
OCI		18				—				—				—				—				—
Purchases (3)		—				—				—				—				—				—
Sales (3)		—				—				—				—				—				—
Issuances (3)		—				—				(3		)		—				—				—
Settlements (3)		—				—				—				15				1				13
Transfers into Level 3 (4)		—				—				—				—				—				—
Transfers out of Level 3 (4)		—				—				—				—				18				—
Balance, end of period		$	18			$	14			$	16			$	(28	)		$	(24	)		$	(15	)
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—
Net derivative gains (losses)		$	1			$	(1	)		$	(4	)		$	(88	)		$	—			$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities
	U.S.				U.S.				Foreign				RMBS				CMBS				ABS				Foreign
	Corporate				Treasury				Corporate																Government
					and Agency
	(In millions)
Three Months Ended March 31, 2013
Balance, beginning of period	$	5,460			$	71			$	3,054			$	1,702			$	402			$	1,923			$	282
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	3				—				—				8				(2		)		—				2
Net investment gains (losses)	(4		)		—				(10		)		(2		)		—				—				—
Net derivative gains (losses)	—				—				—				—				—				—				—
OCI	135				—				1				103				11				(9		)		—
Purchases (3)	203				41				115				397				162				569				33
Sales (3)	(272		)		(1		)		(176		)		(66		)		(78		)		(155		)		(1		)
Issuances (3)	—				—				—				—				—				—				—
Settlements (3)	—				—				—				—				—				—				—
Transfers into Level 3 (4)	259				—				2				2				104				—				—
Transfers out of Level 3 (4)	(1,125		)		—				(231		)		(71		)		(141		)		(36		)		(2		)
Balance, end of period	$	4,659			$	111			$	2,755			$	2,073			$	458			$	2,292			$	314
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	1			$	—			$	—			$	8			$	(2	)		$	—			$	2
Net investment gains (losses)	$	(5	)		$	—			$	(12	)		$	(1	)		$	—			$	—			$	—
Net derivative gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities								Trading and FVO Securities:
	Common				Non-				Actively				FVO				FVO Securities				Short-term Investments				Residential Mortgage Loans - FVO			Separate
	Stock				redeemable				Traded				General				held by CSEs											Account
					Preferred				Securities				Account															Assets (6)
					Stock								Securities
	(In millions)
Three Months Ended March 31, 2013
Balance, beginning of period	$	60			$	281			$	6			$	26			$	—			$	252			$	—		$	940
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—				3				—				1				—			—
Net investment gains (losses)	—				(23		)		—				—				—				(24		)		—			15
Net derivative gains (losses)	—				—				—				—				—				—				—			—
OCI	(5		)		45				—				—				—				22				—			—
Purchases (3)	3				1				8				—				—				146				—			68
Sales (3)	—				(29		)		—				—				—				(206		)		—			(22		)
Issuances (3)	—				—				—				—				—				—				—			3
Settlements (3)	—				—				—				—				—				—				—			—
Transfers into Level 3 (4)	—				—				—				—				—				—				—			3
Transfers out of Level 3 (4)	—				—				—				—				—				—				—			(51		)
Balance, end of period	$	58			$	275			$	14			$	29			$	—			$	191			$	—		$	956
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—			$	3			$	—			$	1			$	—		$	—
Net investment gains (losses)	$	—			$	(17	)		$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives (7)
	Interest				Foreign				Credit				Net				Long-term				Long-term
	Rate				Currency								Embedded				Debt				Debt of
					Exchange								Derivatives (8)								CSEs - FVO
					Rate
	(In millions)
Three Months Ended March 31, 2013
Balance, beginning of period	$	58			$	37			$	33			$	(109	)		$	—			$	(44	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—				—				—				—
Net investment gains (losses)	—				—				—				—				—				(1		)
Net derivative gains (losses)	(1		)		(15		)		(3		)		(49		)		—				—
OCI	(10		)		—				—				—				—				—
Purchases (3)	—				—				—				—				—				—
Sales (3)	—				—				—				—				—				—
Issuances (3)	—				—				—				—				—				—
Settlements (3)	(10		)		1				—				18				—				14
Transfers into Level 3 (4)	—				—				—				—				—				—
Transfers out of Level 3 (4)	—				—				—				—				—				—
Balance, end of period	$	37			$	23			$	30			$	(140	)		$	—			$	(31	)
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—			$	—			$	—			$	—
Net investment gains (losses)	$	—			$	—			$	—			$	—			$	—			$	(1	)
Net derivative gains (losses)	$	—			$	(15	)		$	(3	)		$	(46	)		$	—			$	—
__________________
-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), while changes in estimated fair value of mortgage loans - FVO are included in net investment income. 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	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).
-7	Freestanding derivative assets and liabilities are presented net for purposes of the rollforward.
-8	Embedded derivative assets and liabilities are presented net for purposes of the rollforward.
Fair Value Option
The following table presents information for residential mortgage loans, which are accounted for under the FVO, and were initially measured at fair value.
	31-Mar-14				31-Dec-13
	(In millions)
Unpaid principal balance	$	537			$	508
Difference between estimated fair value and unpaid principal balance	(185		)		(170		)
Carrying value at estimated fair value (1)	$	352			$	338
Loans in non-accrual status	$	134			$	—
Loans more than 90 days past due	$	98			$	81
Loans in non-accrual status or more than 90 days past due, or both — difference between aggregate estimated fair value and unpaid principal balance	$	(114	)		$	(82	)
__________________
-1	Interest income, changes in estimated fair value and gains or losses on sales are recognized in net investment income. Changes in estimated fair value for these loans were due to the following:
	Three Months
	Ended
	March 31,
	2014				2013
	(In millions)
Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality	$	2			$	—
Other changes in estimated fair value	1				—
Total gains (losses) recognized in net investment income	$	3			$	—
The following table presents information for long-term debt, which is accounted for under the FVO, and was initially measured at fair value.
	Long-term Debt								Long-term Debt of CSEs
	31-Mar-14				31-Dec-13				31-Mar-14				31-Dec-13
	(In millions)
Contractual principal balance	$	121			$	123			$	29			$	42
Difference between estimated fair value and contractual principal balance	—				(1		)		(14		)		(14		)
Carrying value at estimated fair value (1)	$	121			$	122			$	15			$	28
__________________
-1	Changes in estimated fair value are recognized in net investment gains (losses). Interest expense 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 Measurement								Gains (Losses)
	(In millions)
Mortgage loans, net (1)	$	163			$	215			$	—			$	8
Real estate joint ventures (2)	$	—			$	2			$	—			$	(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 several real estate funds that typically invest primarily in commercial real estate and mezzanine debt. 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, short-term debt 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:
	March 31, 2014
					Fair Value Hierarchy
	Carrying				Level 1				Level 2				Level 3				Total Estimated
	Value																Fair Value
	(In millions)
Assets
Mortgage loans	$	45,624			$	—			$	—			$	47,536			$	47,536
Policy loans	$	8,429			$	—			$	783			$	8,895			$	9,678
Real estate joint ventures	$	46			$	—			$	—			$	72			$	72
Other limited partnership interests	$	825			$	—			$	—			$	1,019			$	1,019
Other invested assets	$	1,927			$	—			$	1,754			$	181			$	1,935
Premiums, reinsurance and other receivables	$	15,215			$	—			$	1,002			$	14,974			$	15,976
Liabilities
PABs	$	67,377			$	—			$	—			$	69,554			$	69,554
Long-term debt	$	2,243			$	—			$	2,181			$	401			$	2,582
Other liabilities	$	22,144			$	—			$	2,497			$	20,175			$	22,672
Separate account liabilities	$	59,422			$	—			$	59,422			$	—			$	59,422
	December 31, 2013
					Fair Value Hierarchy
	Carrying				Level 1				Level 2				Level 3				Total Estimated
	Value																Fair Value
	(In millions)
Assets
Mortgage loans	$	45,686			$	—			$	—			$	47,369			$	47,369
Policy loans	$	8,421			$	—			$	786			$	8,767			$	9,553
Real estate joint ventures	$	47			$	—			$	—			$	70			$	70
Other limited partnership interests	$	865			$	—			$	—			$	1,013			$	1,013
Other invested assets	$	2,017			$	87			$	1,752			$	176			$	2,015
Premiums, reinsurance and other receivables	$	14,210			$	—			$	15			$	14,906			$	14,921
Liabilities
PABs	$	70,205			$	—			$	—			$	72,236			$	72,236
Long-term debt	$	2,655			$	—			$	2,956			$	—			$	2,956
Other liabilities	$	19,601			$	—			$	310			$	19,787			$	20,097
Separate account liabilities	$	57,935			$	—			$	57,935			$	—			$	57,935
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.
Capital leases, which are not required to be disclosed at estimated fair value, and debt carried at fair value are excluded from the preceding tables.
Other Liabilities
Other liabilities consist primarily of interest payable, amounts due for securities purchased but not yet settled, funds withheld amounts payable, which are contractually withheld by the Company in accordance with the terms of the reinsurance agreements, and amounts payable under certain assumed reinsurance agreements, which are recorded using the deposit method of accounting. 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, with the exception of certain deposit type reinsurance payables. For such payables, the estimated fair value is determined as the present value of expected future cash flows, which are discounted using an interest rate determined to reflect the appropriate credit standing of the assuming counterparty.
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, funding agreements related to group life contracts 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.

Equity

Equity	3 Months Ended
	Mar. 31, 2014
Equity [Abstract]	'
Equity	'
	8. Equity
	Stock-Based Compensation Plans
	Performance Shares
	For outstanding awards granted prior to the January 1, 2013 – December 31, 2015 performance period, vested Performance Shares will be multiplied by a performance factor of 0.0 to 2.0 based on MetLife, Inc.’s adjusted income, total shareholder return, and performance in change in annual net operating earnings and total shareholder return compared to the performance of its competitors, each measured with respect to the applicable three-year performance period or portions thereof.
	For outstanding awards granted for the January 1, 2013 – December 31, 2015 and later performance periods, the vested Performance Shares will be multiplied by a performance factor of 0.00 to 1.75. Assuming that MetLife, Inc. has met threshold performance goals related to its adjusted income or total shareholder return, the MetLife, Inc. Compensation Committee will determine the performance factor in its discretion. In doing so, the Compensation Committee may consider MetLife, Inc.’s total shareholder return relative to the performance of its competitors and MetLife, Inc.’s operating return on equity relative to its financial plan. The estimated fair value of Performance Shares will be remeasured each quarter until they become payable.
	Payout of 2011 – 2013 Performance Shares
	Final Performance Shares are paid in shares of MetLife, Inc. common stock. The performance factor for the January 1, 2011 – December 31, 2013 performance period was 0.80. This factor has been applied to the 1,544,120 Performance Shares associated with that performance period that vested on December 31, 2013 and, as a result, 1,235,296 shares of MetLife, Inc.’s common stock (less withholding for taxes and other items, as applicable) were issued, aside from shares that payees choose to defer, in April 2014. The Company was allocated a pro rata share of expense for Performance Shares. See Note 13 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report for further information.
	Accumulated Other Comprehensive Income (Loss)
	Information regarding changes in the balances of each component of AOCI attributable to Metropolitan Life Insurance Company, net of income tax, was as follows:
		Three Months
		Ended
		March 31, 2014
		Unrealized				Unrealized				Foreign			Defined			Total
		Investment Gains				Gains (Losses)				Currency			Benefit
		(Losses), Net of				on Derivatives				Translation			Plans
		Related Offsets (1)								Adjustments			Adjustment
		(In millions)
	Balance, beginning of period	$	3,468			$	236			$	31		$	(1,577	)	$	2,158
	OCI before reclassifications	2,708				249				7			1			2,965
	Income tax expense (benefit)	(946		)		(87		)		(4		)	—			(1,037		)
	OCI before reclassifications, net of income tax	5,230				398				34			(1,576		)	4,086
	Amounts reclassified from AOCI	37				(48		)		—			44			33
	Income tax expense (benefit)	(13		)		17				—			(16		)	(12		)
	Amounts reclassified from AOCI, net of income tax	24				(31		)		—			28			21
	Balance, end of period	$	5,254			$	367			$	34		$	(1,548	)	$	4,107
		Three Months
		Ended
		March 31, 2013
		Unrealized				Unrealized				Foreign			Defined			Total
		Investment Gains				Gains (Losses)				Currency			Benefit
		(Losses), Net of				on Derivatives				Translation			Plans
		Related Offsets (1)								Adjustments			Adjustment
		(In millions)
	Balance, beginning of period	$	5,655			$	684			$	18		$	(2,349	)	$	4,008
	OCI before reclassifications	(435		)		(6		)		12			1			(428		)
	Income tax expense (benefit)	151				2				(4		)	—			149
	OCI before reclassifications, net of income tax	5,371				680				26			(2,348		)	3,729
	Amounts reclassified from AOCI	(49		)		139				—			51			141
	Income tax expense (benefit)	17				(49		)		—			(19		)	(51		)
	Amounts reclassified from AOCI, net of income tax	(32		)		90				—			32			90
	Balance, end of period	$	5,339			$	770			$	26		$	(2,316	)	$	3,819
	__________________
	-1	See Note 5 for information on offsets to investments related to insurance liabilities, DAC and VOBA and the policyholder dividend obligation.
	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 Ended March 31,
			2014				2013
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	(90	)		$	66			Net investment gains (losses)
	Net unrealized investment gains (losses)		17				6				Net investment income
	Net unrealized investment gains (losses)		33				—				Net derivative gains (losses)
	OTTI		3				(23		)		Net investment gains (losses)
	Net unrealized investment gains (losses), before income tax		(37		)		49
	Income tax (expense) benefit		13				(17		)
	Net unrealized investment gains (losses), net of income tax		$	(24	)		$	32
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		$	16			$	5			Net derivative gains (losses)
	Interest rate swaps		2				2				Net investment income
	Interest rate forwards		1				—				Net investment income
	Foreign currency swaps		30				(145		)		Net derivative gains (losses)
	Foreign currency swaps		(1		)		(1		)		Net investment income
Gains (losses) on cash flow hedges, before income tax		48				(139		)
Income tax (expense) benefit		(17		)		49
Gains (losses) on cash flow hedges, net of income tax		$	31			$	(90	)
Defined benefit plans adjustment: (1)
Amortization of net actuarial gains (losses)		$	(44	)		$	(66	)
Amortization of prior service (costs) credit		—				15
Amortization of defined benefit plan items, before income tax		(44		)		(51		)
Income tax (expense) benefit		16				19
Amortization of defined benefit plan items, net of		(28		)		(32		)
income tax
Total reclassifications, net of income tax		$	(21	)		$	(90	)
__________________
-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 10.

Other_Expenses

Other Expenses	3 Months Ended
	Mar. 31, 2014
Other Income and Expenses [Abstract]	'
Other Expenses	'
	9. Other Expenses
	Information on other expenses was as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Compensation	$	483		$	602
	Pension, postretirement and postemployment benefit costs	87			91
	Commissions	182			206
	Volume-related costs	(88		)	70
	Affiliated interest costs on ceded and assumed reinsurance	240			260
	Capitalization of DAC	(100		)	(167		)
	Amortization of DAC and VOBA	242			88
	Interest expense on debt	39			38
	Premium taxes, licenses and fees	77			67
	Professional services	224			195
	Rent and related expenses, net of sublease income	32			34
	Other	(70		)	(42		)
	Total other expenses	$	1,348		$	1,442
	Affiliated Expenses
	Commissions, capitalization of DAC and amortization of DAC and VOBA include the impact of affiliated reinsurance transactions. See Note 12 for a discussion of affiliated expenses included in the table above.
	Restructuring Charges
	MetLife, Inc. commenced in 2012 an enterprise-wide strategic initiative. This global strategy focuses on leveraging MetLife, Inc. and its subsidiaries’ scale to improve the value they provide to customers and shareholders in order to reduce costs, enhance revenues, achieve efficiencies and reinvest in their technology, platforms and functionality to improve their current operations and develop new capabilities.
	These restructuring charges are included in other expenses. As the expenses relate to an enterprise-wide initiative, they are reported in Corporate & Other. Estimated restructuring costs may change as management continues to execute this enterprise-wide strategic initiative. Such restructuring charges which were allocated to the Company were as follows:
		Three Months
		Ended
		March 31,
		2014									2013
		Severance			Lease and Asset Impairment			Total			Severance			Lease and Asset Impairment			Total
		(In millions)
	Balance, beginning of period	$	39		$	6		$	45		$	22		$	—		$	22
	Restructuring charges	11			1			12			28			3			31
	Cash payments	(28		)	(2		)	(30		)	(32		)	(3		)	(35		)
	Balance, end of period	$	22		$	5		$	27		$	18		$	—		$	18
	Total restructuring charges incurred since inception of initiative	$	199		$	35		$	234		$	129		$	21		$	150
	Management anticipates further restructuring charges including severance, as well as lease and asset impairments, through the year ending December 31, 2015. However, such restructuring plans were not sufficiently developed to enable MetLife, Inc. to make an estimate of such restructuring charges at March 31, 2014.

Employee_Benefit_Plans

Employee Benefit Plans	3 Months Ended
	Mar. 31, 2014
Compensation and Retirement Disclosure [Abstract]	'
Employee Benefit Plans	'
	10. Employee Benefit Plans
	Pension and Other Postretirement Benefit Plans
	The Company sponsors and administers various U.S. qualified and non-qualified defined benefit pension plans and other postretirement employee benefit plans covering employees and sales representatives who meet specified eligibility requirements. Participating affiliates are allocated a proportionate share of net expense related to the plans, as well as contributions made to the plans.
	The Company also provides certain postemployment benefits and certain postretirement medical and life insurance benefits for retired employees. Participating affiliates are allocated a proportionate share of net expense and contributions related to the postemployment and other postretirement plans.
	The components of net periodic benefit costs for the Company were as follows:
		Pension Benefits						Other Postretirement Benefits
		Three Months						Three Months
		Ended						Ended
		March 31,						March 31,
		2014			2013			2014			2013
		(In millions)
	Service costs	$	45		$	52		$	3		$	4
	Interest costs	101			90			21			21
	Expected return on plan assets	(110		)	(112		)	(18		)	(19		)
	Amortization of net actuarial (gains) losses	41			53			2			13
	Amortization of prior service costs (credit)	—			2			—			(17		)
	Net periodic benefit costs	$	77		$	85		$	8		$	2

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 large number of litigation matters. In some of the matters, very large and/or indeterminate amounts, including punitive and treble damages, are sought. Modern pleading practice in the U.S. permits considerable variation in the assertion of monetary damages or other relief. Jurisdictions may permit claimants not to specify the monetary damages sought or may permit claimants to state only that the amount sought is sufficient to invoke the jurisdiction of the trial court. In addition, jurisdictions may permit plaintiffs to allege monetary damages in amounts well exceeding reasonably possible verdicts in the jurisdiction for similar matters. This variability in pleadings, together with the actual experience of the Company in litigating or resolving through settlement numerous claims over an extended period of time, demonstrates to management that the monetary relief which may be specified in a lawsuit or claim bears little relevance to its merits or disposition value.
	Due to the vagaries of litigation, the outcome of a litigation matter and the amount or range of potential loss at particular points in time may normally be difficult to ascertain. Uncertainties can include how fact finders will evaluate documentary evidence and the credibility and effectiveness of witness testimony, and how trial and appellate courts will apply the law in the context of the pleadings or evidence presented, whether by motion practice, 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 a number of the matters noted below. It is possible that some of the matters could require the Company to pay damages or make other expenditures or establish accruals in amounts that could not be estimated at March 31, 2014. While the potential future charges could be material in the particular quarterly or annual periods in which they are recorded, based on information currently known to management, management does not believe any such charges are likely to have a material effect on the Company’s financial position.
	Matters as to Which an Estimate Can Be Made
	For some of the matters disclosed below, the Company is able to estimate a reasonably possible range of loss. For such matters where a loss is believed to be reasonably possible, but not probable, no accrual has been made. As of March 31, 2014, the Company estimates the aggregate range of reasonably possible losses in excess of amounts accrued for these matters to be $0 to $360 million.
	Matters as to Which an Estimate Cannot Be Made
	For other matters disclosed below, the Company is not currently able to estimate the reasonably possible loss or range of loss. The Company is often unable to estimate the possible loss or range of loss until developments in such matters have provided sufficient information to support an assessment of the range of possible loss, such as quantification of a damage demand from plaintiffs, discovery from other parties and investigation of factual allegations, rulings by the court on motions or appeals, analysis by experts, and the progress of settlement negotiations. On a quarterly and annual basis, the Company reviews relevant information with respect to litigation contingencies and updates its accruals, disclosures and estimates of reasonably possible losses or ranges of loss based on such reviews.
	Asbestos-Related Claims
	Metropolitan Life Insurance Company is and has been a defendant in a large number of asbestos-related suits filed primarily in state courts. These suits principally allege that the plaintiff or plaintiffs suffered personal injury resulting from exposure to asbestos and seek both actual and punitive damages. Metropolitan Life Insurance Company has never engaged in the business of manufacturing, producing, distributing or selling asbestos or asbestos-containing products nor has Metropolitan Life Insurance Company issued liability or workers’ compensation insurance to companies in the business of manufacturing, producing, distributing or selling asbestos or asbestos-containing products. The lawsuits principally have focused on allegations with respect to certain research, publication and other activities of one or more of Metropolitan Life Insurance Company’s employees during the period from the 1920’s through approximately the 1950’s and allege that Metropolitan Life Insurance Company learned or should have learned of certain health risks posed by asbestos and, among other things, improperly publicized or failed to disclose those health risks. Metropolitan Life Insurance Company believes that it should not have legal liability in these cases. The outcome of most asbestos litigation matters, however, is uncertain and can be impacted by numerous variables, including differences in legal rulings in various jurisdictions, the nature of the alleged injury and factors unrelated to the ultimate legal merit of the claims asserted against Metropolitan Life Insurance Company. Metropolitan Life Insurance Company employs a number of resolution strategies to manage its asbestos loss exposure, including seeking resolution of pending litigation by judicial rulings and settling individual or groups of claims or lawsuits under appropriate circumstances.
	Claims asserted against Metropolitan Life Insurance Company have included negligence, intentional tort and conspiracy concerning the health risks associated with asbestos. Metropolitan Life Insurance Company’s defenses (beyond denial of certain factual allegations) include that: (i) Metropolitan Life Insurance Company owed no duty to the plaintiffs — it had no special relationship with the plaintiffs and did not manufacture, produce, distribute or sell the asbestos products that allegedly injured plaintiffs; (ii) plaintiffs did not rely on any actions of Metropolitan Life Insurance Company; (iii) Metropolitan Life Insurance Company’s conduct was not the cause of the plaintiffs’ injuries; (iv) plaintiffs’ exposure occurred after the dangers of asbestos were known; and (v) the applicable time with respect to filing suit has expired. During the course of the litigation, certain trial courts have granted motions dismissing claims against Metropolitan Life Insurance Company, while other trial courts have denied Metropolitan Life Insurance Company’s motions. There can be no assurance that Metropolitan Life Insurance Company will receive favorable decisions on motions in the future. While most cases brought to date have settled, Metropolitan Life Insurance Company intends to continue to defend aggressively against claims based on asbestos exposure, including defending claims at trials.
	As reported in the 2013 Annual Report, Metropolitan Life Insurance Company received approximately 5,898 asbestos-related claims in 2013. During the three months ended March 31, 2014 and 2013, Metropolitan Life Insurance Company received approximately 1,366 and 1,435 new asbestos-related claims, respectively. See Note 17 of the Notes to the Consolidated Financial Statements included in the 2013 Annual Report for historical information concerning asbestos claims and Metropolitan Life Insurance Company’s increase in its recorded liability at December 31, 2013. The number of asbestos cases that may be brought, the aggregate amount of any liability that Metropolitan Life Insurance Company may incur, and the total amount paid in settlements in any given year are uncertain and may vary significantly from year to year.
	The ability of Metropolitan Life Insurance Company to estimate its ultimate asbestos exposure is subject to considerable uncertainty, and the conditions impacting its liability can be dynamic and subject to change. The availability of reliable data is limited and it is difficult to predict the numerous variables that can affect liability estimates, including the number of future claims, the cost to resolve claims, the disease mix and severity of disease in pending and future claims, the impact of the number of new claims filed in a particular jurisdiction and variations in the law in the jurisdictions in which claims are filed, the possible impact of tort reform efforts, the willingness of courts to allow plaintiffs to pursue claims against Metropolitan Life Insurance Company when exposure to asbestos took place after the dangers of asbestos exposure were well known, and the impact of any possible future adverse verdicts and their amounts.
	The ability to make estimates regarding ultimate asbestos exposure declines significantly as the estimates relate to years further in the future. In the Company’s judgment, there is a future point after which losses cease to be probable and reasonably estimable. It is reasonably possible that the Company’s total exposure to asbestos claims may be materially greater than the asbestos liability currently accrued and that future charges to income may be necessary. While the potential future charges could be material in the particular quarterly or annual periods in which they are recorded, based on information currently known by management, management does not believe any such charges are likely to have a material effect on the Company’s financial position.
	The Company believes adequate provision has been made in its consolidated financial statements for all probable and reasonably estimable losses for asbestos-related claims. Metropolitan Life Insurance Company’s recorded asbestos liability is based on its estimation of the following elements, as informed by the facts presently known to it, its understanding of current law and its past experiences: (i) the probable and reasonably estimable liability for asbestos claims already asserted against Metropolitan Life Insurance Company, including claims settled but not yet paid; (ii) the probable and reasonably estimable liability for asbestos claims not yet asserted against Metropolitan Life Insurance Company, but which Metropolitan Life Insurance Company believes are reasonably probable of assertion; and (iii) the legal defense costs associated with the foregoing claims. Significant assumptions underlying Metropolitan Life Insurance Company’s analysis of the adequacy of its recorded liability with respect to asbestos litigation include: (i) the number of future claims; (ii) the cost to resolve claims; and (iii) the cost to defend claims.
	Metropolitan Life Insurance Company reevaluates on a quarterly and annual basis its exposure from asbestos litigation, including studying its claims experience, reviewing external literature regarding asbestos claims experience in the United States, assessing relevant trends impacting asbestos liability and considering numerous variables that can affect its asbestos liability exposure on an overall or per claim basis. These variables include bankruptcies of other companies involved in asbestos litigation, legislative and judicial developments, the number of pending claims involving serious disease, the number of new claims filed against it and other defendants and the jurisdictions in which claims are pending. Based upon its reevaluation of its exposure from asbestos litigation, Metropolitan Life Insurance Company has updated its liability analysis for asbestos-related claims through March 31, 2014.
	Regulatory Matters
	The Company receives and responds to subpoenas or other inquiries from state regulators, including state insurance commissioners; state attorneys general or other state governmental authorities; federal regulators, including the SEC; federal governmental authorities, including congressional committees; and the Financial Industry Regulatory Authority (“FINRA”) seeking a broad range of information. The issues involved in information requests and regulatory matters vary widely. The Company cooperates in these inquiries.
	In the Matter of Chemform, Inc. Site, Pompano Beach, Broward County, Florida
	In July 2010, the Environmental Protection Agency (“EPA”) advised Metropolitan Life Insurance Company that it believed payments were due under two settlement agreements, known as “Administrative Orders on Consent,” that New England Mutual Life Insurance Company (“New England Mutual”) signed in 1989 and 1992 with respect to the cleanup of a Superfund site in Florida (the “Chemform Site”). The EPA originally contacted Metropolitan Life Insurance Company (as successor to New England Mutual) and a third party in 2001, and advised that they owed additional clean-up costs for the Chemform Site. The matter was not resolved at that time. The EPA is requesting payment of an amount under $1 million from Metropolitan Life Insurance Company and such third party for past costs and an additional amount for future environmental testing costs at the Chemform Site. In September 2012, the EPA, Metropolitan Life Insurance Company and the third party executed an Administrative Order on Consent under which Metropolitan Life Insurance Company and the third party have agreed to be responsible for certain environmental testing at the Chemform site. The Company estimates that its costs for the environmental testing will not exceed $100,000. The September 2012 Administrative Order on Consent does not resolve the EPA’s claim for past clean-up costs. The EPA may seek additional costs if the environmental testing identifies issues. The Company estimates that the aggregate cost to resolve this matter will not exceed $1 million.
	Sales Practices Regulatory Matters.
	Regulatory authorities in a small number of states and FINRA, and occasionally the SEC, have had investigations or inquiries relating to sales of individual life insurance policies or annuities or other products by Metropolitan Life Insurance Company, New England Life Insurance Company (“NELICO”), General American Life Insurance Company (“GALIC”), and New England Securities Corporation. These investigations often focus on the conduct of particular financial services representatives and the sale of unregistered or unsuitable products or the misuse of client assets. Over the past several years, these and a number of investigations by other regulatory authorities were resolved for monetary payments and certain other relief, including restitution payments. The Company may continue to resolve investigations in a similar manner. The Company believes adequate provision has been made in its consolidated financial statements for all probable and reasonably estimable losses for these sales practices-related investigations or inquiries.
	Unclaimed Property Litigation and Inquiries
	On September 20, 2012, the West Virginia Treasurer filed an action against Metropolitan Life Insurance Company in West Virginia state court (West Virginia ex rel. John D. Perdue v. Metropolitan Life Insurance Company, Circuit Court of Putnam County, Civil Action No. 12-C-295) alleging that Metropolitan Life Insurance Company 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 21, 2012 and January 9, 2013, the Treasurer filed substantially identical suits against NELICO and GALIC, respectively. 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 market conduct examination concerning compliance with unclaimed property statutes.
	Total Asset Recovery Services, LLC on behalf of the State of Florida v. MetLife, Inc., et. al. (Cir. Ct. Leon County, FL, filed October 27, 2010)
	Alleging that MetLife, Inc. and another company have violated the Florida Disposition of Unclaimed Property law by failing to escheat to Florida benefits of 9,022 life insurance contracts, Total Asset Recovery Services, LLC (“the Relator”) has brought an action under the Florida False Claims Act seeking to recover damages on behalf of Florida. The action had been sealed by court order until December 17, 2012. The Relator alleges that the aggregate damages attributable to MetLife, Inc., including statutory damages and treble damages, are $767 million. The Relator also bases its damage calculation in part on its assumption that the average face amount of the subject policies is $120,000. MetLife, Inc. strongly disputes this assumption, the Relator’s alleged damages amounts, and other allegations in the complaint. On December 14, 2012, the Florida Attorney General apprised the court that the State of Florida declined to intervene in the action and noted that the allegations in the complaint “. . . are very similar (if not identical) to those raised in regulatory investigations of the defendants that predated the filing of the action” and that those regulatory investigations have been resolved. On August 20, 2013, the court granted defendants’ motion to dismiss the action. The Relator has appealed the dismissal.
	Total Control Accounts Litigation
	Metropolitan Life Insurance Company is a defendant in lawsuits related to its use of retained asset accounts, known as Total Control Accounts (“TCA”), as a settlement option for death benefits.
	Keife, et al. v. Metropolitan Life Insurance Company (D. Nev., filed in state court on July 30, 2010 and removed to federal court on September 7, 2010); and Simon v. Metropolitan Life Insurance Company (D. Nev., filed November 3, 2011)
	These putative class action lawsuits, which have been consolidated, raise breach of contract claims arising from Metropolitan Life Insurance Company’s use of the TCA to pay life insurance benefits under the Federal Employees’ Group Life Insurance program. On March 8, 2013, the court granted Metropolitan Life Insurance Company’s motion for summary judgment. Plaintiffs have appealed that decision to the United States Court of Appeals for the Ninth Circuit.
	Owens v. Metropolitan Life Insurance Company (N.D. Ga., filed April 17, 2014)
	This putative class action lawsuit alleges that Metropolitan Life Insurance Company’s use of the TCA as the settlement option for life insurance benefits under some group life insurance policies violates Metropolitan Life Insurance Company’s fiduciary duties under the Employee Retirement Income Security Act of 1974 (“ERISA”). As damages, plaintiff seeks disgorgement of profits that Metropolitan Life Insurance Company realized on accounts owned by members of the putative class.
	Other Litigation
	McGuire v. Metropolitan Life Insurance Company (E.D. Mich., filed February 22, 2012)
	This lawsuit was filed by the fiduciary for the Union Carbide Employees’ Pension Plan and alleges that Metropolitan Life Insurance Company, which issued annuity contracts to fund some of the benefits the Plan provides, engaged in transactions that ERISA prohibits and violated duties under ERISA and federal common law by determining that no dividends were payable with respect to the contracts from and after 1999. On September 26, 2012, the court denied Metropolitan Life Insurance Company’s motion to dismiss the complaint. The trial has been scheduled for September 2014.
	Sun Life Assurance Company of Canada Indemnity Claim
	In 2006, Sun Life Assurance Company of Canada (“Sun Life”), as successor to the purchaser of Metropolitan Life Insurance Company’s Canadian operations, filed a lawsuit in Toronto, seeking a declaration that Metropolitan Life Insurance Company remains liable for “market conduct claims” related to certain individual life insurance policies sold by Metropolitan Life Insurance Company and that have been transferred to Sun Life. Sun Life had asked that the court require Metropolitan Life Insurance Company to indemnify Sun Life for these claims pursuant to indemnity provisions in the sale agreement for the sale of Metropolitan Life Insurance Company’s Canadian operations entered into in June of 1998. In January 2010, the court found that Sun Life had given timely notice of its claim for indemnification but, because it found that Sun Life had not yet incurred an indemnifiable loss, granted Metropolitan Life Insurance Company’s motion for summary judgment. Both parties appealed but subsequently agreed to withdraw the appeal and consider the indemnity claim through arbitration. In September 2010, Sun Life notified Metropolitan Life Insurance Company that a purported class action lawsuit was filed against Sun Life in Toronto, Fehr v. Sun Life Assurance Co. (Super. Ct., Ontario, September 2010), alleging sales practices claims regarding the same individual policies sold by Metropolitan Life Insurance Company and transferred to Sun Life. An amended class action complaint in that case was served on Sun Life in May 2013, again without naming Metropolitan Life Insurance Company as a party. On August 30, 2011, Sun Life notified Metropolitan Life Insurance Company that a purported class action lawsuit was filed against Sun Life in Vancouver, Alamwala v. Sun Life Assurance Co. (Sup. Ct., British Columbia, August 2011), alleging sales practices claims regarding certain of the same policies sold by Metropolitan Life Insurance Company and transferred to Sun Life. Sun Life contends that Metropolitan Life Insurance Company is obligated to indemnify Sun Life for some or all of the claims in these lawsuits. These sales practices cases against Sun Life are ongoing, and the Company is unable to estimate the reasonably possible loss or range of loss arising from this litigation.
	C-Mart, Inc. v. Metropolitan Life Ins. Co., et al. (S.D. Fla., January 10, 2013) and Cadenasso v. Metropolitan Life Insurance Co., et al. (N.D. Cal., November 26, 2013, subsequently transferred to S.D. Fla.)
	Plaintiffs filed these lawsuits against defendants, including Metropolitan Life Insurance Company and a former MetLife financial services representative, alleging that the defendants sent unsolicited fax advertisements to plaintiff and others in violation of the Telephone Consumer Protection Act, as amended by the Junk Fax Prevention Act, 47 U.S.C. § 227 (“TCPA”). In the C-Mart case, the court granted plaintiff’s motion to certify a class of approximately 36,000 persons in Missouri who, during the period of August 7, 2012 through September 6, 2012, were allegedly sent an unsolicited fax in violation of the TCPA. Trial is set for August 2014. In the Cadenasso case, which has been transferred to Florida and assigned to the same judge as the C-Mart case, plaintiff seeks certification of a nationwide class of persons (except for those in the C-Mart class) who were allegedly sent millions of unsolicited faxes in violation of the TCPA. Trial has also been set in Cadenasso for August 2014. In both cases, plaintiffs seek an award of statutory damages under the TCPA in the amount of $500 for each violation and to have such damages trebled.
	Sales Practices Claims
	Over the past several years, the Company has faced numerous claims, including class action lawsuits, alleging improper marketing or sales of individual life insurance policies, annuities, mutual funds or other products. Some of the current cases seek substantial damages, including punitive and treble damages and attorneys’ fees. 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
	Putative or certified class action litigation and other litigation and claims and assessments against the Company, in addition to those discussed previously and those otherwise provided for in the Company’s consolidated financial statements, have arisen in the course of the Company’s business, including, but not limited to, in connection with its activities as an insurer, employer, investor, investment advisor and taxpayer. Further, state insurance regulatory authorities and other federal and state authorities regularly make inquiries and conduct investigations concerning the Company’s compliance with applicable insurance and other laws and regulations.
	It is not possible to predict the ultimate outcome of all pending investigations and legal proceedings. In some of the matters referred to previously, very large and/or indeterminate amounts, including punitive and treble damages, are sought. Although in light of these considerations it is possible that an adverse outcome in certain cases could have a material effect upon the Company’s financial position, based on information currently known by the Company’s management, in its opinion, the outcomes of such pending investigations and legal proceedings are not likely to have such an effect. However, given the large and/or indeterminate amounts sought in certain of these matters and the inherent unpredictability of litigation, it is possible that an adverse outcome in certain matters could, from time to time, have a material effect on the Company’s consolidated net income or cash flows in particular quarterly or annual periods.
	Commitments
	Mortgage Loan Commitments
	The Company commits to lend funds under mortgage loan commitments. The amounts of these mortgage loan commitments were $2.4 billion and $3.1 billion at March 31, 2014 and December 31, 2013, respectively.
	Commitments to Fund Partnerships Investments, Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments
	The Company commits to fund partnership investments and to lend funds under bank credit facilities, bridge loans and private corporate bond investments. The amounts of these unfunded commitments were $3.0 billion and $3.4 billion at March 31, 2014 and December 31, 2013, respectively.

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 personnel, policy administrative functions 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 $589 million and $649 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 $30 million for both of the three months ended March 31, 2014 and 2013. Revenues received from affiliates related to these agreements, recorded in other revenues, were $35 million and $36 million for the three months ended March 31, 2014 and 2013, respectively.
	The Company also entered into agreements with affiliates to provide additional services necessary to conduct the affiliates’ activities. Typical services provided under these agreements include management, policy administrative functions, investment advice and distribution services. Expenses incurred by the Company related to these agreements, included in other expenses, were $312 million and $324 million for the three months ended March 31, 2014 and 2013, respectively and were reimbursed to the Company by these affiliates.
	The Company had net receivables (payables) to affiliates, related to the items discussed above, of $239 million and ($327) 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 of MetLife, Inc.’s subsidiaries, including Exeter, First MetLife Investors Insurance Company, MetLife Insurance Company of Connecticut (“MICC”), MetLife Investors USA Insurance Company (“MLI-USA”), MetLife Investors Insurance Company (“MLIIC”), MetLife Reinsurance Company of Charleston (“MRC”), MetLife Reinsurance Company of Vermont and Metropolitan Tower Life Insurance Company, 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	$	221		$	95
	Reinsurance ceded	(13		)	(13		)
	Net premiums	$	208		$	82
	Universal life and investment-type product policy fees
	Reinsurance assumed	$	12		$	8
	Reinsurance ceded	(67		)	(57		)
	Net universal life and investment-type product policy fees	$	(55	)	$	(49	)
	Other revenues
	Reinsurance assumed	$	(3	)	$	(2	)
	Reinsurance ceded	158			168
	Net other revenues	$	155		$	166
	Policyholder benefits and claims
	Reinsurance assumed	$	230		$	95
	Reinsurance ceded	(37		)	(41		)
	Net policyholder benefits and claims	$	193		$	54
	Interest credited to policyholder account balances
	Reinsurance assumed	$	8		$	8
	Reinsurance ceded	(26		)	(25		)
	Net interest credited to policyholder account balances	$	(18	)	$	(17	)
	Other expenses
	Reinsurance assumed	$	88		$	79
	Reinsurance ceded	148			160
	Net other expenses	$	236		$	239
	Information regarding the significant effects of affiliated reinsurance included on the consolidated balance sheets was as follows at:
		March 31, 2014						December 31, 2013
		Assumed			Ceded			Assumed		Ceded
		(In millions)
	Assets
	Premiums, reinsurance and other receivables	$	89		$	15,969		$	109	$	15,748
	Deferred policy acquisition costs and value of business acquired	321			(281		)	309		(273		)
	Total assets	$	410		$	15,688		$	418	$	15,475
	Liabilities
	Future policy benefits	$	932		$	—		$	761	$	—
	Policyholder account balances	233			—			239		—
	Other policy-related balances	235			(26		)	67		(39		)
	Other liabilities	6,834			14,249			6,606		14,044
	Total liabilities	$	8,234		$	14,223		$	7,673	$	14,005
	The Company ceded two blocks of business to two affiliates on a 75% coinsurance with funds withheld basis. Certain contractual features of these agreements qualify as embedded derivatives, which are separately accounted for at estimated fair value on the Company’s consolidated balance sheets. The embedded derivatives related to the funds withheld associated with these reinsurance agreements are included within other liabilities and increased/(decreased) the funds withheld balance by $9 million and ($11) million at March 31, 2014 and December 31, 2013, respectively. Net derivative gains (losses) associated with these embedded derivatives were ($20) million and $7 million for the three months ended March 31, 2014 and 2013, respectively.
	The Company ceded risks to an affiliate 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 also included within net derivative gains (losses). The embedded derivatives associated with the cessions are included within premiums, reinsurance and other receivables and were $138 million and ($62) million at March 31, 2014 and December 31, 2013, respectively. Net derivative gains (losses) associated with the embedded derivatives were $140 million and ($457) million for the three months ended March 31, 2014 and 2013, respectively.
	Certain contractual features of the closed block agreement with MRC create an embedded derivative, which is 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 was included within other liabilities and increased the funds withheld balance by $912 million and $709 million at March 31, 2014 and December 31, 2013, respectively. Net derivative gains (losses) associated with the embedded derivative were ($203) million and $81 million for the three months ended March 31, 2014 and 2013, respectively.
	In 2013, MetLife, Inc. 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 MICC, MLI-USA and MLIIC, each a U.S. insurance company that issues variable annuity products in addition to other products, and Exeter, a reinsurance company that mainly reinsures guarantees associated with variable annuity products. MICC, which is expected to be renamed and domiciled in Delaware, will be the surviving entity. In October 2013, Exeter, formerly a Cayman Islands company, was re-domesticated to Delaware. Effective January 1, 2014, following receipt of New York State Department of Financial Services approval, MICC withdrew its license to issue insurance policies and annuity contracts in New York. Also effective January 1, 2014, MICC reinsured with Metropolitan Life Insurance Company all existing New York insurance policies and annuity contracts that include a separate account feature. As a result of the reinsurance agreements, the significant effects to Metropolitan Life Insurance Company were increases in funds withheld assets, included in other invested assets, of $192 million, in deposit liabilities, included in other liabilities, of $456 million, in assumed reserves, included in future policy benefits, of $128 million, in other reinsurance payables, included in other liabilities, of $116 million and in cash and investments of $494 million received from MICC. The Mergers are expected to occur in the fourth quarter of 2014, subject to regulatory approvals.

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 Metropolitan Life Insurance Company 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.
	Closed block assets, liabilities, revenues and expenses are combined on a line-by-line basis with the assets, liabilities, revenues and expenses outside the closed block based on the nature of the particular item.
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, CMBS and ABS 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 and residential mortgage loans — 60 days and agricultural mortgage loans — 90 days.
	Variable Interest Entities
	The Company has invested in certain structured transactions (including consolidated securitization entities (“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	'
	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:
	Net investment income	• Economic hedges of equity method investments in joint ventures
		• All derivatives held in relation to trading portfolios
	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 purchases certain securities, 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.
	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 and structured interest rate 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 assets and 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.
Employee Benefit Plans	'
	The Company also provides certain postemployment benefits and certain postretirement medical and life insurance benefits for retired employees.
	Pension and Other Postretirement Benefit Plans
	The Company sponsors and administers various U.S. qualified and non-qualified defined benefit pension plans and other postretirement employee benefit plans covering employees and sales representatives who meet specified eligibility requirements.
Closed Block	'
	On April 7, 2000 (the “Demutualization Date”), Metropolitan Life Insurance Company converted from a mutual life insurance company to a stock life insurance company and became a wholly-owned subsidiary of MetLife, Inc. The conversion was pursuant to an order by the New York Superintendent of Insurance approving Metropolitan Life Insurance Company’s plan of reorganization, as amended (the “Plan”). On the Demutualization Date, Metropolitan Life Insurance Company established a closed block for the benefit of holders of certain individual life insurance policies of Metropolitan Life Insurance Company.
	Experience within the closed block, in particular mortality and investment yields, as well as realized and unrealized gains and losses, directly impact the policyholder dividend obligation. Amortization of the closed block DAC, which resides outside of the closed block, is based upon cumulative actual and expected earnings within the closed block. Accordingly, the Company’s net income continues to be sensitive to the actual performance of the closed block.

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				Group,			Corporate			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	969			$	3,614		$	366		$	35		$	4,984		$	—		$	4,984
	Universal life and investment-type product policy fees		360				178			48			—			586			7			593
	Net investment income		1,364				439			1,171			92			3,066			(119		)	2,947
	Other revenues		85				104			67			170			426			—			426
	Net investment gains (losses)		—				—			—			—			—			(32		)	(32		)
	Net derivative gains (losses)		—				—			—			—			—			119			119
	Total revenues		2,778				4,335			1,652			297			9,062			(25		)	9,037
	Expenses
	Policyholder benefits and claims and policyholder dividends		1,590				3,516			875			22			6,003			9			6,012
	Interest credited to policyholder account balances		240				40			246			—			526			3			529
	Capitalization of DAC		(95		)		(4		)	(1		)	—			(100		)	—			(100		)
	Amortization of DAC and VOBA		205				6			4			—			215			27			242
	Interest expense on debt		1				—			3			35			39			—			39
	Other expenses		238				522			112			296			1,168			(1		)	1,167
	Total expenses		2,179				4,080			1,239			353			7,851			38			7,889
	Provision for income tax expense (benefit)		210				94			144			(106		)	342			(22		)	320
	Operating earnings		$	389			$	161		$	269		$	50		869
	Adjustments to:
	Total revenues															(25		)
	Total expenses															(38		)
	Provision for income tax (expense) benefit															22
	Income (loss) from continuing operations, net of income tax															$	828					$	828
			Operating Earnings
	Three Months Ended March 31, 2013		Retail				Group,			Corporate			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	954			$	3,504		$	395		$	19		$	4,872		$	—		$	4,872
	Universal life and investment-type product policy fees		325				181			59			—			565			10			575
	Net investment income		1,339				437			1,134			127			3,037			(85		)	2,952
	Other revenues		72				103			72			180			427			—			427
	Net investment gains (losses)		—				—			—			—			—			85			85
	Net derivative gains (losses)		—				—			—			—			—			(145		)	(145		)
	Total revenues		2,690				4,225			1,660			326			8,901			(135		)	8,766
	Expenses
	Policyholder benefits and claims and policyholder dividends		1,500				3,390			907			13			5,810			—			5,810
	Interest credited to policyholder account balances		244				38			305			—			587			4			591
	Capitalization of DAC		(146		)		(5		)	(16		)	—			(167		)	—			(167		)
	Amortization of DAC and VOBA		112				7			9			—			128			(40		)	88
	Interest expense on debt		1				—			3			34			38			—			38
	Other expenses		564				495			132			296			1,487			(4		)	1,483
	Total expenses		2,275				3,925			1,340			343			7,883			(40		)	7,843
	Provision for income tax expense (benefit)		145				105			112			(79		)	283			(33		)	250
	Operating earnings		$	270			$	195		$	208		$	62		735
	Adjustments to:
	Total revenues															(135		)
	Total expenses															40
	Provision for income tax (expense) benefit															33
	Income (loss) from continuing operations, net of income tax															$	673					$	673
	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	$	178,143			$	174,853
	Group, Voluntary & Worksite Benefits	42,111				41,059
Corporate Benefit Funding	191,439				188,960
Corporate & Other	28,274				27,911
Total	$	439,967			$	432,783

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	$	62,951	$	29,192	$	62,763	$	28,934
	Separate account value	$	50,957	$	28,023	$	50,700	$	27,738
	Net amount at risk	$	625	$	136	$	641	$	123
	Average attained age of contractholders	65 years		63 years		64 years		62 years
	Two Tier Annuities
	General account value	N/A		$	398	N/A		$	397
	Net amount at risk	N/A		$	124	N/A		$	123
	Average attained age of contractholders	N/A		55 years		N/A		54 years
		March 31, 2014				December 31, 2013
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	8,049	$	1,116	$	7,871	$	1,125
	Net amount at risk	$	81,062	$	8,566	$	81,888	$	8,701
	Average attained age of policyholders	53 years		60 years		53 years		59 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.

Closed_Block_Tables

Closed Block (Tables)	3 Months Ended
	Mar. 31, 2014
Closed Block Disclosure [Abstract]	'
Closed block liabilities and assets	'
	Information regarding the closed block liabilities and assets designated to the closed block was as follows at:
		31-Mar-14			31-Dec-13
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,929		$	42,076
	Other policy-related balances	328			298
	Policyholder dividends payable	470			456
	Policyholder dividend obligation	2,463			1,771
	Current income tax payable	15			18
	Other liabilities	608			582
	Total closed block liabilities	45,813			45,201
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	28,810			28,374
	Equity securities available-for-sale, at estimated fair value	90			86
	Mortgage loans	6,117			6,155
	Policy loans	4,647			4,669
	Real estate and real estate joint ventures	509			492
	Other invested assets	935			814
	Total investments	41,108			40,590
	Cash and cash equivalents	375			238
	Accrued investment income	496			477
	Premiums, reinsurance and other receivables	67			98
	Deferred income tax assets	292			293
	Total assets designated to the closed block	42,338			41,696
	Excess of closed block liabilities over assets designated to the closed block	3,475			3,505
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”):
	Unrealized investment gains (losses), net of income tax	1,931			1,502
	Unrealized gains (losses) on derivatives, net of income tax	(3		)	(3		)
	Allocated to policyholder dividend obligation, net of income tax	(1,601		)	(1,151		)
	Total amounts included in AOCI	327			348
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,802		$	3,853
Closed block policyholder dividend obligation	'
	Information regarding the closed block policyholder dividend obligation was as follows:
		Three Months			Year
		Ended			Ended
		March 31, 2014			December 31, 2013
		(In millions)
	Balance, beginning of period	$	1,771		$	3,828
	Change in unrealized investment and derivative gains (losses)	692			(2,057		)
	Balance, end of period	$	2,463		$	1,771
Closed block revenues and expenses	'
	Information regarding the closed block revenues and expenses was as follows:
		Three Months
		Ended
		March 31,
		2014			2013
		(In millions)
	Revenues
	Premiums	$	446		$	464
	Net investment income	530			533
	Net investment gains (losses)	—			3
	Net derivative gains (losses)	(1		)	8
	Total revenues	975			1,008
	Expenses
	Policyholder benefits and claims	624			643
	Policyholder dividends	233			242
	Other expenses	41			42
	Total expenses	898			927
	Revenues, net of expenses before provision for income tax expense (benefit)	77			81
	Provision for income tax expense (benefit)	27			27
	Revenues, net of expenses and provision for income tax expense (benefit)	$	50		$	54

Investments_Tables

Investments (Tables)	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Fixed Maturity and Equity Securities Available-for-Sale	'
	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”), commercial mortgage-backed securities (“CMBS”) and asset-backed securities (“ABS”).
		March 31, 2014																				December 31, 2013
		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	$	61,175			$	5,801			$	420			$	—			$	66,556			$	60,244			$	4,678	$	693		$	—		$	64,229
	U.S. Treasury and agency	27,087				2,471				298				—				29,260				29,508				1,730		694			—			30,544
	Foreign corporate	26,840				2,275				154				—				28,961				27,082				1,959		285			—			28,756
	RMBS	25,377				1,225				305				115				26,182				24,119				1,109		368			150			24,710
	CMBS	8,310				258				52				—				8,516				8,203				262		89			—			8,376
	ABS (1)	7,575				169				61				(1		)		7,684				7,789				151		117			(1		)	7,824
	State and political subdivision	5,303				725				39				—				5,989				5,386				467		76			—			5,777
	Foreign government	3,043				644				84				—				3,603				3,040				597		107			—			3,530
	Total fixed maturity securities	$	164,710			$	13,568			$	1,413			$	114			$	176,751			$	165,371			$	10,953	$	2,429		$	149		$	173,746
	Equity securities
	Common stock	$	1,156			$	123			$	6			$	—			$	1,273			$	1,070			$	97	$	3		$	—		$	1,164
	Non-redeemable preferred stock	746				65				57				—				754				743				62		77			—			728
	Total equity securities	$	1,902			$	188			$	63			$	—			$	2,027			$	1,813			$	159	$	80		$	—		$	1,892
	__________________
	-1	The noncredit loss component of other-than-temporary impairment (“OTTI”) losses was in an unrealized gain position of $1 million for ABS at both March 31, 2014 and December 31, 2013, due to increases in estimated fair value subsequent to initial recognition of noncredit losses on such securities. See also “— Net Unrealized Investment Gains (Losses).”
Available-for-sale fixed maturity securities by contractual maturity date	'
	The amortized cost and estimated fair value of fixed maturity securities, by contractual maturity date, were as follows at:
		March 31, 2014								December 31, 2013
		Amortized				Estimated				Amortized				Estimated
		Cost				Fair				Cost				Fair
						Value								Value
		(In millions)
	Due in one year or less	$	6,143			$	6,229			$	6,411			$	6,516
	Due after one year through five years	33,292				35,329				34,696				36,556
	Due after five years through ten years	36,125				39,197				35,725				38,347
	Due after ten years	47,888				53,614				48,428				51,417
	Subtotal	123,448				134,369				125,260				132,836
	Structured securities (RMBS, CMBS and ABS)	41,262				42,382				40,111				40,910
	Total fixed maturity securities	$	164,710			$	176,751			$	165,371			$	173,746
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.
		March 31, 2014																December 31, 2013
		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	$	5,902			$	178			$	2,194			$	242			$	8,512			$	426			$	1,948	$	267
	U.S. Treasury and agency	5,610				291				49				7				10,077				687				33		7
	Foreign corporate	2,375				82				847				72				4,217				176				952		109
	RMBS	7,882				205				1,435				215				8,194				291				1,675		227
	CMBS	1,627				41				276				11				2,022				74				221		15
	ABS	1,671				23				373				37				1,701				28				530		88
	State and political subdivision	270				15				113				24				737				44				92		32
	Foreign government	633				69				71				15				763				94				54		13
	Total fixed maturity securities	$	25,970			$	904			$	5,358			$	623			$	36,223			$	1,820			$	5,505	$	758
	Equity securities
	Common stock	$	47			$	6			$	—			$	—			$	37			$	3			$	—	$	—
	Non-redeemable preferred stock	234				26				116				31				222				41				125		36
	Total equity securities	$	281			$	32			$	116			$	31			$	259			$	44			$	125	$	36
	Total number of securities in an unrealized loss position	1,603								430								2,211								469
Disclosure of Mortgage Loans Net of Valuation Allowance	'
	Mortgage loans are summarized as follows at:
		March 31, 2014							December 31, 2013
		Carrying				% of			Carrying				% of
		Value				Total			Value				Total
		(In millions)							(In millions)
	Mortgage loans held-for-investment:
	Commercial	$	32,572			70.8	%		$	33,072			71.9	%
	Agricultural	10,931				23.8			11,025				24
	Residential	2,397				5.2			1,858				4
	Subtotal (1)	45,900				99.8			45,955				99.9
	Valuation allowances	(276		)		(0.6	)		(272		)		(0.6	)
	Subtotal mortgage loans held-for-investment, net	45,624				99.2			45,683				99.3
	Residential — fair value option (“FVO”)	352				0.8			338				0.7
	Total mortgage loans held-for-investment, net	45,976				100	%		46,021				100	%
	Mortgage loans held-for-sale	—				—			3				—
	Total mortgage loans, net	$	45,976			100	%		$	46,024			100	%
	__________________
	-1	Purchases of mortgage loans were $597 million and $50 million for the three months ended March 31, 2014 and 2013, respectively.
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 held-for-investment, by portfolio segment, by method of evaluation of credit loss, and the related valuation allowances, by type of credit loss, were as follows at:
		March 31, 2014																December 31, 2013
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
		(In millions)
	Mortgage loans:
	Evaluated individually for	$	416			$	97			$	9			$	522			$	415			$	96			$	4	$	515
	credit losses
	Evaluated collectively for	32,156				10,834				2,388				45,378				32,657				10,929				1,854		45,440
	credit losses
	Total mortgage loans	32,572				10,931				2,397				45,900				33,072				11,025				1,858		45,955
	Valuation allowances:
	Specific credit losses	52				5				—				57				49				7				—		56
	Non-specifically identified	161				33				25				219				164				33				19		216
	credit losses
	Total valuation allowances	213				38				25				276				213				40				19		272
	Mortgage loans, net of	$	32,359			$	10,893			$	2,372			$	45,624			$	32,859			$	10,985			$	1,839	$	45,683
	valuation allowance
Allowance for Loan and Lease Losses, Provision for Loss, Net	'
	The changes in the valuation allowance, by portfolio segment, were as follows:
		Three Months
		Ended
		March 31,
		2014																2013
		Commercial				Agricultural				Residential				Total				Commercial				Agricultural				Residential		Total
		(In millions)
	Balance, beginning of period	$	213			$	40			$	19			$	272			$	256			$	48			$	—	$	304
	Provision (release)	—				(2		)		7				5				(20		)		7				1		(12		)
	Charge-offs, net of recoveries	—				—				(1		)		(1		)		—				(4		)		—		(4		)
	Balance, end of period	$	213			$	38			$	25			$	276			$	236			$	51			$	1	$	288
Schedule of Financing Receivables, Non Accrual Status	'
	The past due and accrual status of mortgage loans at recorded investment, prior to valuation allowances, by portfolio segment, were as follows at:
		Past Due								Greater than 90 Days Past Due								Nonaccrual Status
										and Still Accruing Interest
		March 31, 2014				December 31, 2013				March 31, 2014				December 31, 2013				March 31, 2014				December 31, 2013
		(In millions)
	Commercial	$	—			$	—			$	—			$	—			$	169			$	169
	Agricultural	66				44				24				—				47				47
	Residential	60				46				—				—				60				46
	Total	$	126			$	90			$	24			$	—			$	276			$	262
Impaired mortgage loans held-for-investment	'
	Impaired mortgage loans held-for-investment, including those modified in a troubled debt restructuring, by portfolio segment, were as follows at:
		Loans with a Valuation Allowance																Loans without								All Impaired Loans
																		a 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	$	172			$	169			$	52			$	117			$	247			$	247			$	419	$	364
	Agricultural	52				51				5				46				47				46				99		92
	Residential	—				—				—				—				11				9				11		9
	Total	$	224			$	220			$	57			$	163			$	305			$	302			$	529	$	465
	31-Dec-13
	Commercial	$	173			$	169			$	49			$	120			$	247			$	246			$	420	$	366
	Agricultural	64				62				7				55				35				34				99		89
	Residential	—				—				—				—				5				4				5		4
	Total	$	237			$	231			$	56			$	175			$	287			$	284			$	524	$	459
	The average recorded investment in impaired mortgage loans held-for-investment, 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:
		Three Months
		Ended
		March 31,
		2014								2013
		Average				Interest				Average				Interest
		Recorded				Income				Recorded				Income
		Investment								Investment
		(In millions)
	Commercial	$	416			$	3			$	439			$	2
	Agricultural	97				2				169				1
	Residential	7				—				1				—
	Total	$	520			$	5			$	609			$	3
Mortgage loans modified in a troubled debt restructuring	'
	The number of mortgage loans and carrying value after specific valuation allowance of mortgage loans modified during the period in a troubled debt restructuring were as follows:
		Three Months
		Ended
		March 31,
		2014											2013
		Number of			Carrying Value after Specific								Number of			Carrying Value after Specific
		Mortgage			Valuation Allowance								Mortgage			Valuation Allowance
		Loans											Loans
					Pre-				Post-							Pre-				Post-
					Modification				Modification							Modification				Modification
					(In millions)											(In millions)
	Commercial	—			$	—			$	—			—			$	—			$	—
	Agricultural	—			—				—				—			—				—
	Residential	27			6				5				—			—				—
	Total	27			$	6			$	5			—			$	—			$	—
	The number of mortgage loans and carrying value of mortgage loans with subsequent payment defaults that were modified in a troubled debt restructuring during the previous 12 months were as follows:
		Three Months
		Ended
		March 31,
		2014									2013
		Number of			Carrying Value						Number of			Carrying Value
		Mortgage									Mortgage
		Loans									Loans
					(In millions)									(In millions)
	Commercial	—			$	—					—			$	—
	Agricultural	2			24						—			—
	Residential (1)	1			—						—			—
	Total	3			$	24					—			$	—
	__________________
	-1	Residential mortgage loans for the three months ended March 31, 2014 had a carrying value of less than $1 million.
Components of net unrealized investment gains (losses) included in accumulated other comprehensive income (loss)	'
	The components of net unrealized investment gains (losses), included in AOCI, were as follows:
		March 31, 2014				December 31, 2013
		(In millions)
	Fixed maturity securities	$	12,151			$	8,521
	Fixed maturity securities with noncredit OTTI losses in AOCI	(114		)		(149		)
	Total fixed maturity securities	12,037				8,372
	Equity securities	136				83
	Derivatives	562				361
	Other	12				5
	Subtotal	12,747				8,821
	Amounts allocated from:
	Insurance liability loss recognition	(793		)		(610		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	4				5
	DAC and VOBA	(825		)		(721		)
	Policyholder dividend obligation	(2,463		)		(1,771		)
	Subtotal	(4,077		)		(3,097		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	39				51
	Deferred income tax benefit (expense)	(3,087		)		(2,070		)
	Net unrealized investment gains (losses)	5,622				3,705
	Net unrealized investment gains (losses) attributable to noncontrolling interests	(1		)		(1		)
	Net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$	5,621			$	3,704
	The changes in net unrealized investment gains (losses) were as follows:
		Three Months
		Ended
		March 31, 2014
		(In millions)
	Balance, beginning of period	$	3,704
	Fixed maturity securities on which noncredit OTTI losses have been recognized	35
	Unrealized investment gains (losses) during the period	3,891
	Unrealized investment gains (losses) relating to:
	Insurance liability gain (loss) recognition	(183		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(1		)
	DAC and VOBA	(104		)
	Policyholder dividend obligation	(692		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(12		)
	Deferred income tax benefit (expense)	(1,017		)
	Net unrealized investment gains (losses)	5,621
	Net unrealized investment gains (losses) attributable to noncontrolling interests	—
	Balance, end of period	$	5,621
	Change in net unrealized investment gains (losses)	$	1,917
	Change in net unrealized investment gains (losses) attributable to noncontrolling interests	—
	Change in net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$	1,917
Other than temporary impairment, credit losses recognized 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	$	(149	)		$	(256	)
	Noncredit OTTI losses and subsequent changes recognized (1)	(3		)		47
	Securities sold with previous noncredit OTTI loss	9				114
	Subsequent changes in estimated fair value	29				(54		)
	Balance, end of period	$	(114	)		$	(149	)
	__________________
	-1	Noncredit OTTI losses and subsequent changes recognized, net of DAC, were ($3) million and $40 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:
		March 31, 2014				December 31, 2013
		(In millions)
	Securities on loan: (1)
	Amortized cost	$	18,082			$	18,829
	Estimated fair value	$	19,172			$	19,153
	Cash collateral on deposit from counterparties (2)	$	19,620			$	19,673
	Security collateral on deposit from counterparties (3)	$	47			$	—
	Reinvestment portfolio — estimated fair value	$	19,895			$	19,822
	__________________
	-1	Included within fixed maturity securities, short-term investments 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, fixed maturity and equity securities, and trading and FVO securities, and at carrying value for mortgage loans at:
		March 31, 2014				December 31, 2013
		(In millions)
	Invested assets on deposit (regulatory deposits)	$	1,341			$	1,338
	Invested assets pledged as collateral (1)	19,885				19,555
	Total invested assets on deposit and pledged as collateral	$	21,226			$	20,893
	__________________
	-1	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	$	2,019			$	2,102
	Equity securities	20				15
	Trading and FVO securities — Actively Traded Securities and FVO general account securities (1)	17				14
	Mortgage loans	580				583
	Policy loans	113				110
	Real estate and real estate joint ventures	158				148
	Other limited partnership interests	217				153
	Cash, cash equivalents and short-term investments	6				9
	International joint ventures	—				(8		)
	Other	12				25
	Subtotal	3,142				3,151
	Less: Investment expenses	195				199
	Net investment income	$	2,947			$	2,952
	__________________
	-1	Changes in estimated fair value subsequent to purchase for securities still held as of the end of the respective periods included in net investment income were as follows:
		Three Months
		Ended
		March 31,
		2014				2013
		(In millions)
	Actively Traded Securities and FVO general account securities	$	10			$	9
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:
	Utility		$	—			$	(5	)
	Consumer		(6		)		(9		)
	Finance		—				(4		)
	Total U.S. and foreign corporate securities		(6		)		(18		)
	RMBS		(2		)		(29		)
	OTTI losses on fixed maturity securities recognized in earnings		(8		)		(47		)
	Fixed maturity securities — net gains (losses) on sales and disposals		(81		)		146
	Total gains (losses) on fixed maturity securities		(89		)		99
	Total gains (losses) on equity securities:
	Total OTTI losses recognized — by sector:
	Non-redeemable preferred stock		—				(17		)
	Common stock		(1		)		(1		)
	OTTI losses on equity securities recognized in earnings		(1		)		(18		)
	Equity securities — net gains (losses) on sales and disposals		3				(15		)
	Total gains (losses) on equity securities		2				(33		)
	Trading and FVO securities — FVO general account securities		—				3
	Mortgage loans		(9		)		14
	Real estate and real estate joint ventures		64				(14		)
	Other investment portfolio gains (losses)		(2		)		(1		)
	Subtotal — investment portfolio gains (losses)		(34		)		68
	FVO CSEs:
	Long-term debt — related to securities		—				(1		)
	Non-investment portfolio gains (losses)		2				18
	Subtotal FVO CSEs and non-investment portfolio gains (losses)		2				17
	Total net investment gains (losses)		$	(32	)		$	85
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	$	9,451			$	12,650			$	5			$	35			$	9,456			$	12,685
	Gross investment gains	$	54			$	211			$	3			$	—			$	57			$	211
	Gross investment losses	(135		)		(65		)		—				(15		)		(135		)		(80		)
	Total OTTI losses
	Credit-related	(8		)		(34		)		—				—				(8		)		(34		)
	Other (1)	—				(13		)		(1		)		(18		)		(1		)		(31		)
	Total OTTI losses	(8		)		(47		)		(1		)		(18		)		(9		)		(65		)
	Net investment gains (losses)	$	(89	)		$	99			$	2			$	(33	)		$	(87	)		$	66
	__________________
	-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	$	277			$	285
	Additions:
	Initial impairments — credit loss OTTI recognized on securities not previously impaired	—				1
	Additional impairments — credit loss OTTI recognized on securities previously impaired	1				27
	Reductions:
	Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(7		)		(21		)
	Balance, end of period	$	271			$	292
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	$	—			$	6
	Amortized cost of invested assets transferred to affiliates	$	—			$	6
	Net investment gains (losses) recognized on transfers	$	—			$	—
	Estimated fair value of invested assets transferred from affiliates	$	354			$	13
Variable Interest Entity, Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Schedule of Variable Interest Entities [Table Text Block]	'
	The following table presents the total assets and total liabilities relating to 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.
		March 31, 2014								December 31, 2013
		Total				Total				Total				Total
		Assets				Liabilities				Assets				Liabilities
		(In millions)
	Real estate joint ventures (1)	$	10			$	15			$	1,181			$	443
	Fixed maturity securities (2)	162				81				159				80
	Other invested assets	75				—				82				7
	Other limited partnership interests	61				—				61				—
	CSEs (assets (primarily securities) and liabilities (primarily debt)) (3)	20				19				23				22
	Total	$	328			$	115			$	1,506			$	552
	__________________
	-1	At December 31, 2013, the Company consolidated an open ended core real estate fund formed in the fourth quarter of 2013 (the “MetLife Core Property Fund”), which represented the majority of the balances at December 31, 2013. As a result of the quarterly reassessment in the first quarter of 2014, the Company no longer consolidates the MetLife Core Property Fund, effective March 31, 2014, based on the terms of the revised partnership agreement. The Company accounts for its retained interest in the real estate fund under the equity method. Assets of the real estate fund are a real estate investment trust which holds primarily traditional core income-producing real estate which has associated liabilities that are primarily non-recourse debt secured by certain real estate assets of the fund. 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 investment in the real estate fund of $178 million at carrying value at December 31, 2013. The long-term debt bears interest primarily at fixed rates ranging from 1.39% to 4.45%, payable primarily on a monthly basis.
	-2	The Company consolidates certain fixed maturity securities purchased in an investment vehicle which was partially funded with affiliated long-term debt. The long-term debt bears interest primarily at variable rates, payable on a bi-annual basis. Interest expense related to these obligations, included in other expenses, was less than $1 million for both of the three months ended March 31, 2014 and 2013.
	-3	The Company consolidates entities that are structured as collateralized debt obligations. 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 less than $1 million at estimated fair value at both March 31, 2014 and December 31, 2013. The long-term debt bears interest primarily at variable rates, payable on a bi-annual basis. Interest expense related to these obligations, included in other expenses, was less than $1 million for both of the three months ended March 31, 2014 and 2013.
Variable Interest Entity, Not Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Schedule of Variable Interest Entities [Table Text Block]	'
	The carrying amount and maximum exposure to loss relating to VIEs in which the Company holds a significant variable interest but is not the primary beneficiary and which have not been consolidated were as follows at:
		March 31, 2014								December 31, 2013
		Carrying				Maximum				Carrying				Maximum
		Amount				Exposure				Amount				Exposure
						to Loss (1)								to Loss (1)
		(In millions)
	Fixed maturity securities AFS:
	Structured securities (RMBS, CMBS and ABS) (2)	$	42,382			$	42,382			$	40,910			$	40,910
	U.S. and foreign corporate	2,192				2,192				2,251				2,251
	Other limited partnership interests	2,863				3,871				3,168				4,273
	Other invested assets	1,557				1,811				1,498				1,852
	Real estate joint ventures	29				29				31				31
	Total	$	49,023			$	50,285			$	47,858			$	49,317
	__________________
	-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 and real estate joint ventures is equal to the carrying amounts plus any unfunded commitments of the Company. For certain of its investments in other invested assets, the Company’s return is in the form of income tax credits which are guaranteed by creditworthy third parties. For such investments, the maximum exposure to loss is equal to the carrying amounts plus any unfunded commitments, reduced by income tax credits guaranteed by third parties of $248 million and $257 million at March 31, 2014 and December 31, 2013, respectively. Such a maximum loss would be expected to occur only upon bankruptcy of the issuer or investee.
	-2	For these variable interests, the Company’s involvement is limited to that of a passive investor in mortgage-backed or ABS 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 held-for-investment were as follows at:
		Recorded Investment																			Estimated				% of
		Debt Service Coverage Ratios																% of			Fair Value				Total
		> 1.20x				1.00x - 1.20x				< 1.00x				Total				Total
		(In millions)																			(In millions)
	31-Mar-14
	Loan-to-value ratios:
	Less than 65%	$	24,620			$	416			$	516			$	25,552			78.5	%		$	26,976			79.3	%
	65% to 75%	4,845				498				104				5,447				16.7			5,555				16.3
	76% to 80%	455				158				100				713				2.2			707				2.1
	Greater than 80%	482				216				162				860				2.6			765				2.3
	Total	$	30,402			$	1,288			$	882			$	32,572			100	%		$	34,003			100	%
	31-Dec-13
	Loan-to-value ratios:
	Less than 65%	$	24,585			$	476			$	596			$	25,657			77.6	%		$	26,900			78.4	%
	65% to 75%	5,219				438				104				5,761				17.4			5,852				17.1
	76% to 80%	444				157				189				790				2.4			776				2.3
	Greater than 80%	583				205				76				864				2.6			769				2.2
	Total	$	30,831			$	1,276			$	965			$	33,072			100	%		$	34,297			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 held-for-investment were as follows at:
		March 31, 2014							December 31, 2013
		Recorded				% of			Recorded				% of
		Investment				Total			Investment				Total
		(In millions)							(In millions)
	Loan-to-value ratios:
	Less than 65%	$	10,089			92.3	%		$	10,165			92.2	%
	65% to 75%	658				6			659				6
	76% to 80%	68				0.6			84				0.8
	Greater than 80%	116				1.1			117				1
	Total	$	10,931			100	%		$	11,025			100	%
Residential [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 residential mortgage loans held-for-investment were as follows at:
		March 31, 2014							December 31, 2013
		Recorded				% of			Recorded				% of
		Investment				Total			Investment				Total
		(In millions)							(In millions)
	Performance indicators:
	Performing	$	2,337			97.5	%		$	1,812			97.5	%
	Nonperforming	60				2.5			46				2.5
	Total	$	2,397			100	%		$	1,858			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:
					March 31, 2014												December 31, 2013
			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		$	5,826			$	1,479			$	31			$	5,940			$	1,277	$	68
	Foreign currency swaps		Foreign currency exchange rate		2,017				245				68				2,591				252		122
	Subtotal				7,843				1,724				99				8,531				1,529		190
	Cash flow hedges:
	Interest rate swaps		Interest rate		2,484				170				38				2,584				77		109
	Interest rate forwards		Interest rate		505				18				—				205				3		3
	Foreign currency swaps		Foreign currency exchange rate		10,690				393				462				10,560				374		500
	Subtotal				13,679				581				500				13,349				454		612
	Total qualifying hedges				21,522				2,305				599				21,880				1,983		802
	Derivatives Not Designated or Not Qualifying as Hedging Instruments
	Interest rate swaps		Interest rate		54,817				1,303				621				59,022				1,320		732
	Interest rate floors		Interest rate		42,099				327				206				38,220				323		234
	Interest rate caps		Interest rate		26,559				103				—				29,809				141		—
	Interest rate futures		Interest rate		67				—				—				105				—		—
	Interest rate options		Interest rate		4,849				153				8				4,849				120		8
	Synthetic GICs		Interest rate		4,405				—				—				4,409				—		—
	Foreign currency swaps		Foreign currency exchange rate		6,872				77				460				7,267				79		492
	Foreign currency forwards		Foreign currency exchange rate		4,198				54				31				4,261				44		32
	Currency options		Foreign currency exchange rate		—				—				—				—				—		—
	Credit default swaps — purchased		Credit		1,606				6				17				1,506				7		21
	Credit default swaps — written		Credit		7,384				109				7				6,600				124		1
	Equity options		Equity market		752				1				—				1,147				—		—
	Total non-designated or non-qualifying derivatives				153,608				2,133				1,350				157,195				2,158		1,520
	Total				$	175,130			$	4,438			$	1,949			$	179,075			$	4,141	$	2,322
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)	$	216			$	(92	)
	Embedded derivatives	(97		)		(53		)
	Total net derivative gains (losses)	$	119			$	(145	)
	__________________
	-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.
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	$	34			$	35
	Interest credited to policyholder account balances	32				34
	Non-qualifying hedges:
	Net investment income	(1		)		(1		)
	Net derivative gains (losses)	122				88
	Total	$	187			$	156
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
		Derivative				Investment
		Gains (Losses)				Income (1)
		(In millions)
	Three Months Ended March 31, 2014
	Interest rate derivatives	$	44			$	—
	Foreign currency exchange rate derivatives	11				—
	Credit derivatives — purchased	(3		)		1
	Credit derivatives — written	(6		)		—
	Equity derivatives	—				(3		)
	Total	$	46			$	(2	)
	Three Months Ended March 31, 2013
	Interest rate derivatives	$	(346	)		$	—
	Foreign currency exchange rate derivatives	299				—
	Credit derivatives — purchased	(1		)		(3		)
	Credit derivatives — written	23				—
	Equity derivatives	—				(6		)
	Total	$	(25	)		$	(9	)
	__________________
	-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures and changes in estimated fair value related to derivatives held in relation to trading portfolios.
Net derivatives gains (losses) recognized on fair value derivatives and the related hedged items	'
	The Company recognizes gains and losses on derivatives and the related hedged items in fair value hedges within net derivative gains (losses). The following table presents the amount of such net derivative gains (losses):
	Derivatives in Fair Value		Hedged Items in Fair Value		Net Derivative				Net Derivative				Ineffectiveness
	Hedging Relationships		Hedging Relationships		Gains (Losses)				Gains (Losses)				Recognized in
					Recognized				Recognized for				Net Derivative
					for Derivatives				Hedged Items				Gains (Losses)
					(In millions)
	Three Months Ended March 31, 2014
	Interest rate swaps:		Fixed maturity securities		$	—			$	1			$	1
			Policyholder liabilities (1)		200				(195		)		5
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		(4		)		4				—
			Foreign-denominated PABs (2)		(28		)		33				5
	Total				$	168			$	(157	)		$	11
	Three Months Ended March 31, 2013
	Interest rate swaps:		Fixed maturity securities		$	7			$	(6	)		$	1
			Policyholder liabilities (1)		(146		)		146				—
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		4				(5		)		(1		)
			Foreign-denominated PABs (2)		(132		)		125				(7		)
	Total				$	(267	)		$	260			$	(7	)
	__________________
	-1	Fixed rate liabilities reported in PABs or future policy benefits.
	-2	Fixed rate or floating rate liabilities.
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:
			March 31, 2014											December 31, 2013
	Rating Agency Designation of Referenced		Estimated				Maximum				Weighted			Estimated				Maximum				Weighted
	Credit Obligations (1)		Fair Value				Amount				Average			Fair Value				Amount				Average
			of Credit				of Future				Years to			of Credit				of Future				Years to
			Default				Payments under				Maturity (3)			Default				Payments under				Maturity (3)
			Swaps				Credit Default							Swaps				Credit Default
							Swaps (2)											Swaps (2)
			(In millions)											(In millions)
	Aaa/Aa/A
	Single name credit default swaps (corporate)		$	6			$	410			2.4			$	6			$	395			2.6
	Credit default swaps referencing indices		13				2,614				2.2			20				2,089				1.6
	Subtotal		19				3,024				2.2			26				2,484				1.7
	Baa
	Single name credit default swaps (corporate)		13				1,039				3.3			16				874				3.2
	Credit default swaps referencing indices		44				2,977				5			52				2,898				4.7
	Subtotal		57				4,016				4.6			68				3,772				4.4
	Ba
	Single name credit default swaps (corporate)		—				5				3.5			—				5				3.8
	Credit default swaps referencing indices		—				—				—			—				—				—
	Subtotal		—				5				3.5			—				5				3.8
	B
	Single name credit default swaps (corporate)		—				—				—			—				—				—
	Credit default swaps referencing indices		26				339				5.1			29				339				4.9
	Subtotal		26				339				5.1			29				339				4.9
	Total		$	102			$	7,384			3.6			$	123			$	6,600			3.4
	__________________
	-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:
			March 31, 2014								December 31, 2013
	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)		$	4,364			$	1,694			$	4,026			$	2,232
	OTC-cleared (1)		204				301				251				117
	Exchange-traded		—				—				—				—
	Total gross estimated fair value of derivatives (1)		4,568				1,995				4,277				2,349
	Amounts offset on the consolidated balance sheets		—				—				—				—
	Estimated fair value of derivatives presented on the consolidated balance sheets (1)		4,568				1,995				4,277				2,349
	Gross amounts not offset on the consolidated balance sheets:
	Gross estimated fair value of derivatives: (2)
	OTC-bilateral		(1,464		)		(1,464		)		(1,844		)		(1,844		)
	OTC-cleared		(139		)		(139		)		(114		)		(114		)
	Exchange-traded		—				—				—				—
	Cash collateral: (3)
	OTC-bilateral		(1,676		)		(3		)		(1,143		)		(3		)
	OTC-cleared		(64		)		(162		)		(128		)		(3		)
	Exchange-traded		—				—				—				—
	Securities collateral: (4)
	OTC-bilateral		(1,204		)		(192		)		(1,024		)		(319		)
	OTC-cleared		—				—				—				—
	Exchange-traded		—				—				—				—
	Net amount after application of master netting agreements and collateral		$	21			$	35			$	24			$	66
	__________________
	-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 $130 million and $136 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of $46 million and $27 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 $37 million and $47 million, respectively, and provided excess cash collateral of $6 million and $3 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 $76 million and $106 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 $19 million and $25 million, respectively, for its OTC-bilateral derivatives, and $99 million and $106 million, respectively, for its OTC-cleared derivatives, which are not included in the table above due to the foregoing limitation. At both March 31, 2014 and December 31, 2013, the Company did not pledge any securities collateral for its exchange-traded derivatives.
Derivative Instruments, Gain (Loss) [Line Items]	'
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location	'
	The following table presents the effects of derivatives in cash flow hedging relationships on the consolidated statements of operations and comprehensive income (loss) and the consolidated statements of 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		$	182			$	16			$	2			$	5
	Interest rate forwards		21				—				1				—
	Foreign currency swaps		46				30				(1		)		(1		)
	Total		$	249			$	46			$	2			$	4
	Three Months Ended March 31, 2013
	Interest rate swaps		$	(101	)		$	5			$	2			$	(3	)
	Interest rate forwards		(10		)		—				—				—
	Foreign currency swaps		105				(145		)		(1		)		4
	Total		$	(6	)		$	(140	)		$	1			$	1
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				Cash				One Notch				Downgrade in the
			Fair Value of				Securities								Downgrade in				Company’s Financial Strength Rating
			Derivatives in												the Company’s				to a Level that Triggers
			Net Liability												Financial Strength				Full Overnight
			Position (1)												Rating				Collateralization or
																			Termination of
																			the Derivative Position
			(In millions)
	31-Mar-14
	Derivatives subject to financial strength-contingent provisions		$	203			$	211			$	—			$	—			$	3
	Derivatives not subject to financial strength-contingent provisions		7				—				3				—				—
	Total		$	210			$	211			$	3			$	—			$	3
	31-Dec-13
	Derivatives subject to financial strength-contingent provisions		$	354			$	344			$	—			$	—			$	5
	Derivatives not subject to financial strength-contingent provisions		4				—				3				—				—
	Total		$	358			$	344			$	3			$	—			$	5
	__________________
	-1	After taking into consideration the existence of netting agreements.
Embedded Derivative Financial Instruments [Member]	'
Derivative Instruments, Gain (Loss) [Line Items]	'
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location	'
	The following table presents changes in estimated fair value related to embedded derivatives:
		Three Months
		Ended
		March 31,
		2014				2013
		(In millions)
	Net derivative gains (losses) (1), (2)	$	(97	)		$	(53	)
	__________________
	-1	The valuation of direct guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses), in connection with this adjustment, were $0 and ($25) 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 ($2) million and $52 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		March 31, 2014				December 31, 2013
					(In millions)
	Net embedded derivatives within asset host contracts:
	Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	138			$	(62	)
	Options embedded in debt or equity securities		Investments		(115		)		(106		)
	Net embedded derivatives within asset host contracts				$	23			$	(168	)
	Net embedded derivatives within liability host contracts:
	Direct guaranteed minimum benefits		PABs		$	(819	)		$	(868	)
	Funds withheld on ceded reinsurance		Other liabilities		984				758
	Other		PABs		7				4
	Net embedded derivatives within liability host contracts				$	172			$	(106	)

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.
		March 31, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	61,266			$	5,290			$	66,556
	U.S. Treasury and agency	12,417				16,823				20				29,260
	Foreign corporate	—				25,767				3,194				28,961
	RMBS	1,087				22,311				2,784				26,182
	CMBS	—				8,200				316				8,516
	ABS	—				6,239				1,445				7,684
	State and political subdivision	—				5,989				—				5,989
	Foreign government	—				3,398				205				3,603
	Total fixed maturity securities	13,504				149,993				13,254				176,751
	Equity securities:
	Common stock	472				744				57				1,273
	Non-redeemable preferred stock	—				438				316				754
	Total equity securities	472				1,182				373				2,027
	Trading and FVO securities:
	Actively Traded Securities	—				617				11				628
	FVO general account securities	—				22				14				36
	FVO securities held by CSEs	—				8				11				19
	Total trading and FVO securities	—				647				36				683
	Short-term investments (1)	1,045				2,767				686				4,498
	Residential mortgage loans — FVO	—				—				352				352
	Derivative assets: (2)
	Interest rate	—				3,535				18				3,553
	Foreign currency exchange rate	—				753				16				769
	Credit	—				97				18				115
	Equity market	—				1				—				1
	Total derivative assets	—				4,386				52				4,438
	Net embedded derivatives within asset host contracts (3)	—				—				138				138
	Separate account assets (4)	29,476				106,672				1,464				137,612
	Total assets	$	44,497			$	265,647			$	16,355			$	326,499
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	—			$	904			$	—			$	904
	Foreign currency exchange rate	—				1,019				2				1,021
	Credit	—				22				2				24
	Total derivative liabilities	—				1,945				4				1,949
	Net embedded derivatives within liability host contracts (3)	—				6				166				172
	Long-term debt	—				97				24				121
	Long-term debt of CSEs	—				—				15				15
	Trading liabilities (5)	40				161				—				201
	Total liabilities	$	40			$	2,209			$	209			$	2,458
		December 31, 2013
		Fair Value Hierarchy
		Level 1				Level 2				Level 3				Total Estimated
														Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	58,960			$	5,269			$	64,229
	U.S. Treasury and agency	15,858				14,624				62				30,544
	Foreign corporate	—				25,558				3,198				28,756
	RMBS	—				22,197				2,513				24,710
	CMBS	—				7,946				430				8,376
	ABS	—				5,298				2,526				7,824
	State and political subdivision	—				5,777				—				5,777
	Foreign government	—				3,256				274				3,530
Total fixed maturity securities	15,858				143,616				14,272				173,746
Equity securities:
Common stock	361				753				50				1,164
Non-redeemable preferred stock	—				450				278				728
Total equity securities	361				1,203				328				1,892
Trading and FVO securities:
Actively Traded Securities	2				648				12				662
FVO general account securities	—				24				14				38
FVO securities held by CSEs	—				23				—				23
Total trading and FVO securities	2				695				26				723
Short-term investments (1)	1,387				4,224				175				5,786
Residential mortgage loans — FVO	—				—				338				338
Derivative assets: (2)
Interest rate	—				3,258				3				3,261
Foreign currency exchange rate	—				735				14				749
Credit	—				108				23				131
Equity market	—				—				—				—
Total derivative assets	—				4,101				40				4,141
Net embedded derivatives within asset host contracts (3)	—				—				(62		)		(62		)
Separate account assets (4)	28,422				105,165				1,209				134,796
Total assets	$	46,030			$	259,004			$	16,326			$	321,360
Liabilities
Derivative liabilities: (2)
Interest rate	$	—			$	1,150			$	4			$	1,154
Foreign currency exchange rate	—				1,146				—				1,146
Credit	—				22				—				22
Total derivative liabilities	—				2,318				4				2,322
Net embedded derivatives within liability host contracts (3)	—				4				(110		)		(106		)
Long-term debt	—				79				43				122
Long-term debt of CSEs	—				—				28				28
Trading liabilities (5)	260				2				—				262
Total liabilities	$	260			$	2,403			$	(35	)		$	2,628
__________________
-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 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 ($115) million and ($106) 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.
-5	Trading liabilities are presented within other liabilities on the consolidated balance sheets.
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			Range				Weighted		Range				Weighted		Fair Value (2)
		Techniques			Unobservable Inputs							Average (1)						Average (1)
	Fixed maturity securities (3)
	U.S. corporate and foreign corporate	•	Matrix pricing		•	Delta spread adjustments (4)		-5	-	250		44		-10	-	240		38		Decrease
					•	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
					•	Credit spreads (4)		-1,485	-	787		206		-1,489	-	876		193		Decrease
					•	Offered quotes (5)		—	-	105		101		4	-	104		100		Increase
		•	Market pricing		•	Quoted prices (5)		—	-	286		124								Increase
		•	Consensus pricing		•	Offered quotes (5)		64	-	1,250		139		33	-	140		98		Increase
	RMBS	•	Matrix pricing and		•	Credit spreads (4)		-116	-	1,234		250		-136	-	3,609		286		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		—	-	120		96		22	-	100		98		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		2	-	110		90		69	-	101		93		Increase (6)
	CMBS	•	Matrix pricing and		•	Credit spreads (4)		350	-	350		350		215	-	2,025		475		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		75	-	104		100		89	-	104		99		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		100	-	100		100		90		101		96		Increase (6)
	ABS	•	Matrix pricing and		•	Credit spreads (4)		131	-	1,879		191		30	-	1,878		119		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		—	-	106		100		—	-	106		101		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		—	-	106		98		56	-	106		98		Increase (6)
	Foreign government	•	Market pricing		•	Quoted prices (5)		103	-	906		590		77	-	108		87		Increase
		•	Consensus pricing		•	Offered quotes (5)		112	-	140		127		104	-	140		118		Increase
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		297	-	392				401	-	450				Increase (11)
	Foreign currency	•	Present value techniques		•	Swap yield (7)		825	-	936				580	-	767				Increase (11)
	exchange rate
					•	Correlation (8)		39%	-	47%				38%	-	47%
	Credit	•	Present value techniques		•	Credit spreads (9)		98	-	101				98	-	101				Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Embedded derivatives
	Direct and ceded	•	Option pricing		•	Mortality rates:
	guaranteed		techniques
	minimum benefits
						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)
					•	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)
					•	Utilization rates		20%	-	50%				20%	-	50%				Increase (14)
					•	Withdrawal rates		0.07%	-	10%				0.07%	-	10%				-15
					•	Long-term equity volatilities		17.40%	-	25%				17.40%	-	25%				Increase (16)
					•	Nonperformance risk spread		0.03%	-	0.45%				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	Ranges represent the different correlation factors utilized as components within the valuation methodology. Presenting a range of correlation factors is more representative of the unobservable input used in the valuation. Increases (decreases) in correlation in isolation will increase (decrease) the significance of the change in valuations.
	-9	Represents the risk quoted in basis points of a credit default event on the underlying instrument. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
	-10	At both 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.
	-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			Range				Weighted		Range				Weighted		Fair Value (2)
		Techniques			Unobservable Inputs							Average (1)						Average (1)
	Fixed maturity securities (3)
	U.S. corporate and foreign corporate	•	Matrix pricing		•	Delta spread adjustments (4)		-5	-	250		44		-10	-	240		38		Decrease
					•	Illiquidity premium (4)		30	-	30		30		30	-	30		30		Decrease
					•	Credit spreads (4)		-1,485	-	787		206		-1,489	-	876		193		Decrease
					•	Offered quotes (5)		—	-	105		101		4	-	104		100		Increase
		•	Market pricing		•	Quoted prices (5)		—	-	286		124								Increase
		•	Consensus pricing		•	Offered quotes (5)		64	-	1,250		139		33	-	140		98		Increase
	RMBS	•	Matrix pricing and		•	Credit spreads (4)		-116	-	1,234		250		-136	-	3,609		286		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		—	-	120		96		22	-	100		98		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		2	-	110		90		69	-	101		93		Increase (6)
	CMBS	•	Matrix pricing and		•	Credit spreads (4)		350	-	350		350		215	-	2,025		475		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		75	-	104		100		89	-	104		99		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		100	-	100		100		90		101		96		Increase (6)
	ABS	•	Matrix pricing and		•	Credit spreads (4)		131	-	1,879		191		30	-	1,878		119		Decrease (6)
			discounted cash flow
		•	Market pricing		•	Quoted prices (5)		—	-	106		100		—	-	106		101		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		—	-	106		98		56	-	106		98		Increase (6)
	Foreign government	•	Market pricing		•	Quoted prices (5)		103	-	906		590		77	-	108		87		Increase
		•	Consensus pricing		•	Offered quotes (5)		112	-	140		127		104	-	140		118		Increase
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		297	-	392				401	-	450				Increase (11)
	Foreign currency	•	Present value techniques		•	Swap yield (7)		825	-	936				580	-	767				Increase (11)
	exchange rate
					•	Correlation (8)		39%	-	47%				38%	-	47%
	Credit	•	Present value techniques		•	Credit spreads (9)		98	-	101				98	-	101				Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Embedded derivatives
	Direct and ceded	•	Option pricing		•	Mortality rates:
	guaranteed		techniques
	minimum benefits
						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)
					•	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)
					•	Utilization rates		20%	-	50%				20%	-	50%				Increase (14)
					•	Withdrawal rates		0.07%	-	10%				0.07%	-	10%				-15
					•	Long-term equity volatilities		17.40%	-	25%				17.40%	-	25%				Increase (16)
					•	Nonperformance risk spread		0.03%	-	0.45%				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	Ranges represent the different correlation factors utilized as components within the valuation methodology. Presenting a range of correlation factors is more representative of the unobservable input used in the valuation. Increases (decreases) in correlation in isolation will increase (decrease) the significance of the change in valuations.
	-9	Represents the risk quoted in basis points of a credit default event on the underlying instrument. Credit derivatives with significant unobservable inputs are primarily comprised of written credit default swaps.
	-10	At both 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.
	-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.				U.S.				Foreign				RMBS				CMBS				ABS				Foreign
		Corporate				Treasury				Corporate																Government
						and Agency
		(In millions)
	Three Months Ended March 31, 2014
	Balance, beginning of period	$	5,269			$	62			$	3,198			$	2,513			$	430			$	2,526			$	274
	Total realized/unrealized gains (losses)
	included in:
	Net income (loss): (1), (2)
	Net investment income	(1		)		—				1				9				—				4				—
	Net investment gains (losses)	(6		)		—				—				5				—				(42		)		(6		)
	Net derivative gains (losses)	—				—				—				—				—				—				—
	OCI	123				—				91				(15		)		2				66				11
	Purchases (3)	382				—				143				346				8				429				—
	Sales (3)	(165		)		—				(23		)		(157		)		(17		)		(252		)		(31		)
	Issuances (3)	—				—				—				—				—				—				—
	Settlements (3)	—				—				—				—				—				—				—
	Transfers into Level 3 (4)	164				—				129				133				18				84				100
	Transfers out of Level 3 (4)	(476		)		(42		)		(345		)		(50		)		(125		)		(1,370		)		(143		)
	Balance, end of period	$	5,290			$	20			$	3,194			$	2,784			$	316			$	1,445			$	205
	Changes in unrealized gains (losses)
	included in net income (loss): (5)
	Net investment income	$	(1	)		$	—			$	1			$	9			$	—			$	—			$	—
	Net investment gains (losses)	$	(6	)		$	—			$	—			$	(1	)		$	—			$	—			$	—
	Net derivative gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Equity Securities								Trading and FVO Securities
		Common				Non-				Actively				FVO				FVO Securities				Short-term				Residential Mortgage Loans - FVO			Separate
		Stock				redeemable				Traded				General				held by CSEs				Investments							Account
						Preferred				Securities				Account															Assets (6)
						Stock								Securities
		(In millions)
	Three Months Ended March 31, 2014
	Balance, beginning of period	$	50			$	278			$	12			$	14			$	—			$	175			$	338		$	1,209
	Total realized/unrealized gains (losses)
	included in:
	Net income (loss): (1), (2)
	Net investment income	—				—				—				—				—				—				3			—
	Net investment gains (losses)	2				—				—				—				—				—				—			35
	Net derivative gains (losses)	—				—				—				—				—				—				—			—
	OCI	7				5				—				—				—				—				—			—
	Purchases (3)	3				—				11				—				—				646				28			281
	Sales (3)	(5		)		—				(5		)		—				(1		)		(39		)		(5		)	(44		)
	Issuances (3)	—				—				—				—				—				—				—			24
	Settlements (3)	—				—				—				—				—				—				(12		)	(2		)
	Transfers into Level 3 (4)	—				33				—				—				12				—				—			18
	Transfers out of Level 3 (4)	—				—				(7		)		—				—				(96		)		—			(57		)
	Balance, end of period	$	57			$	316			$	11			$	14			$	11			$	686			$	352		$	1,464
	Changes in unrealized gains (losses)
	included in net income (loss): (5)
	Net investment income	$	—			$	—			$	—			$	—			$	—			$	—			$	3		$	—
	Net investment gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—		$	—
	Net derivative gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—		$	—
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Net Derivatives (7)
			Interest				Foreign				Credit				Net				Long-term				Long-term
			Rate				Currency								Embedded				Debt				Debt of
							Exchange								Derivatives (8)								CSEs - FVO
							Rate
			(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period		$	(1	)		$	14			$	23			$	48			$	(43	)		$	(28	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income		—				—				—				—				—				—
Net investment gains (losses)		—				—				—				—				—				—
Net derivative gains (losses)		1				—				(4		)		(91		)		—				—
OCI		18				—				—				—				—				—
Purchases (3)		—				—				—				—				—				—
Sales (3)		—				—				—				—				—				—
Issuances (3)		—				—				(3		)		—				—				—
Settlements (3)		—				—				—				15				1				13
Transfers into Level 3 (4)		—				—				—				—				—				—
Transfers out of Level 3 (4)		—				—				—				—				18				—
Balance, end of period		$	18			$	14			$	16			$	(28	)		$	(24	)		$	(15	)
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income		$	—			$	—			$	—			$	—			$	—			$	—
Net investment gains (losses)		$	—			$	—			$	—			$	—			$	—			$	—
Net derivative gains (losses)		$	1			$	(1	)		$	(4	)		$	(88	)		$	—			$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities
	U.S.				U.S.				Foreign				RMBS				CMBS				ABS				Foreign
	Corporate				Treasury				Corporate																Government
					and Agency
	(In millions)
Three Months Ended March 31, 2013
Balance, beginning of period	$	5,460			$	71			$	3,054			$	1,702			$	402			$	1,923			$	282
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	3				—				—				8				(2		)		—				2
Net investment gains (losses)	(4		)		—				(10		)		(2		)		—				—				—
Net derivative gains (losses)	—				—				—				—				—				—				—
OCI	135				—				1				103				11				(9		)		—
Purchases (3)	203				41				115				397				162				569				33
Sales (3)	(272		)		(1		)		(176		)		(66		)		(78		)		(155		)		(1		)
Issuances (3)	—				—				—				—				—				—				—
Settlements (3)	—				—				—				—				—				—				—
Transfers into Level 3 (4)	259				—				2				2				104				—				—
Transfers out of Level 3 (4)	(1,125		)		—				(231		)		(71		)		(141		)		(36		)		(2		)
Balance, end of period	$	4,659			$	111			$	2,755			$	2,073			$	458			$	2,292			$	314
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	1			$	—			$	—			$	8			$	(2	)		$	—			$	2
Net investment gains (losses)	$	(5	)		$	—			$	(12	)		$	(1	)		$	—			$	—			$	—
Net derivative gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Equity Securities								Trading and FVO Securities:
	Common				Non-				Actively				FVO				FVO Securities				Short-term Investments				Residential Mortgage Loans - FVO			Separate
	Stock				redeemable				Traded				General				held by CSEs											Account
					Preferred				Securities				Account															Assets (6)
					Stock								Securities
	(In millions)
Three Months Ended March 31, 2013
Balance, beginning of period	$	60			$	281			$	6			$	26			$	—			$	252			$	—		$	940
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—				3				—				1				—			—
Net investment gains (losses)	—				(23		)		—				—				—				(24		)		—			15
Net derivative gains (losses)	—				—				—				—				—				—				—			—
OCI	(5		)		45				—				—				—				22				—			—
Purchases (3)	3				1				8				—				—				146				—			68
Sales (3)	—				(29		)		—				—				—				(206		)		—			(22		)
Issuances (3)	—				—				—				—				—				—				—			3
Settlements (3)	—				—				—				—				—				—				—			—
Transfers into Level 3 (4)	—				—				—				—				—				—				—			3
Transfers out of Level 3 (4)	—				—				—				—				—				—				—			(51		)
Balance, end of period	$	58			$	275			$	14			$	29			$	—			$	191			$	—		$	956
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—			$	3			$	—			$	1			$	—		$	—
Net investment gains (losses)	$	—			$	(17	)		$	—			$	—			$	—			$	—			$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—			$	—			$	—			$	—			$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives (7)
	Interest				Foreign				Credit				Net				Long-term				Long-term
	Rate				Currency								Embedded				Debt				Debt of
					Exchange								Derivatives (8)								CSEs - FVO
					Rate
	(In millions)
Three Months Ended March 31, 2013
Balance, beginning of period	$	58			$	37			$	33			$	(109	)		$	—			$	(44	)
Total realized/unrealized gains (losses)
included in:
Net income (loss): (1), (2)
Net investment income	—				—				—				—				—				—
Net investment gains (losses)	—				—				—				—				—				(1		)
Net derivative gains (losses)	(1		)		(15		)		(3		)		(49		)		—				—
OCI	(10		)		—				—				—				—				—
Purchases (3)	—				—				—				—				—				—
Sales (3)	—				—				—				—				—				—
Issuances (3)	—				—				—				—				—				—
Settlements (3)	(10		)		1				—				18				—				14
Transfers into Level 3 (4)	—				—				—				—				—				—
Transfers out of Level 3 (4)	—				—				—				—				—				—
Balance, end of period	$	37			$	23			$	30			$	(140	)		$	—			$	(31	)
Changes in unrealized gains (losses)
included in net income (loss): (5)
Net investment income	$	—			$	—			$	—			$	—			$	—			$	—
Net investment gains (losses)	$	—			$	—			$	—			$	—			$	—			$	(1	)
Net derivative gains (losses)	$	—			$	(15	)		$	(3	)		$	(46	)		$	—			$	—
__________________
-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), while changes in estimated fair value of mortgage loans - FVO are included in net investment income. 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	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).
-7	Freestanding derivative assets and liabilities are presented net for purposes of the rollforward.
-8	Embedded derivative assets and liabilities are presented net for purposes of the rollforward.
Fair Value Option	'
	The following table presents information for residential mortgage loans, which are accounted for under the FVO, and were initially measured at fair value.
		31-Mar-14				31-Dec-13
		(In millions)
	Unpaid principal balance	$	537			$	508
	Difference between estimated fair value and unpaid principal balance	(185		)		(170		)
	Carrying value at estimated fair value (1)	$	352			$	338
	Loans in non-accrual status	$	134			$	—
	Loans more than 90 days past due	$	98			$	81
	Loans in non-accrual status or more than 90 days past due, or both — difference between aggregate estimated fair value and unpaid principal balance	$	(114	)		$	(82	)
	__________________
	-1	Interest income, changes in estimated fair value and gains or losses on sales are recognized in net investment income. Changes in estimated fair value for these loans were due to the following:
		Three Months
		Ended
		March 31,
		2014				2013
		(In millions)
	Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality	$	2			$	—
	Other changes in estimated fair value	1				—
	Total gains (losses) recognized in net investment income	$	3			$	—
	The following table presents information for long-term debt, which is accounted for under the FVO, and was initially measured at fair value.
		Long-term Debt								Long-term Debt of CSEs
		31-Mar-14				31-Dec-13				31-Mar-14				31-Dec-13
		(In millions)
	Contractual principal balance	$	121			$	123			$	29			$	42
	Difference between estimated fair value and contractual principal balance	—				(1		)		(14		)		(14		)
	Carrying value at estimated fair value (1)	$	121			$	122			$	15			$	28
	__________________
	-1	Changes in estimated fair value are recognized in net investment gains (losses). Interest expense 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 Measurement								Gains (Losses)
		(In millions)
	Mortgage loans, net (1)	$	163			$	215			$	—			$	8
	Real estate joint ventures (2)	$	—			$	2			$	—			$	(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 several real estate funds that typically invest primarily in commercial real estate and mezzanine debt. 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:
		March 31, 2014
						Fair Value Hierarchy
		Carrying				Level 1				Level 2				Level 3				Total Estimated
		Value																Fair Value
		(In millions)
	Assets
	Mortgage loans	$	45,624			$	—			$	—			$	47,536			$	47,536
	Policy loans	$	8,429			$	—			$	783			$	8,895			$	9,678
	Real estate joint ventures	$	46			$	—			$	—			$	72			$	72
	Other limited partnership interests	$	825			$	—			$	—			$	1,019			$	1,019
	Other invested assets	$	1,927			$	—			$	1,754			$	181			$	1,935
	Premiums, reinsurance and other receivables	$	15,215			$	—			$	1,002			$	14,974			$	15,976
	Liabilities
	PABs	$	67,377			$	—			$	—			$	69,554			$	69,554
	Long-term debt	$	2,243			$	—			$	2,181			$	401			$	2,582
	Other liabilities	$	22,144			$	—			$	2,497			$	20,175			$	22,672
	Separate account liabilities	$	59,422			$	—			$	59,422			$	—			$	59,422
		December 31, 2013
						Fair Value Hierarchy
		Carrying				Level 1				Level 2				Level 3				Total Estimated
		Value																Fair Value
		(In millions)
	Assets
	Mortgage loans	$	45,686			$	—			$	—			$	47,369			$	47,369
	Policy loans	$	8,421			$	—			$	786			$	8,767			$	9,553
	Real estate joint ventures	$	47			$	—			$	—			$	70			$	70
	Other limited partnership interests	$	865			$	—			$	—			$	1,013			$	1,013
	Other invested assets	$	2,017			$	87			$	1,752			$	176			$	2,015
	Premiums, reinsurance and other receivables	$	14,210			$	—			$	15			$	14,906			$	14,921
	Liabilities
	PABs	$	70,205			$	—			$	—			$	72,236			$	72,236
	Long-term debt	$	2,655			$	—			$	2,956			$	—			$	2,956
	Other liabilities	$	19,601			$	—			$	310			$	19,787			$	20,097
	Separate account liabilities	$	57,935			$	—			$	57,935			$	—			$	57,935

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 attributable to Metropolitan Life Insurance Company, net of income tax, was as follows:
		Three Months
		Ended
		March 31, 2014
		Unrealized				Unrealized				Foreign			Defined			Total
		Investment Gains				Gains (Losses)				Currency			Benefit
		(Losses), Net of				on Derivatives				Translation			Plans
		Related Offsets (1)								Adjustments			Adjustment
		(In millions)
	Balance, beginning of period	$	3,468			$	236			$	31		$	(1,577	)	$	2,158
	OCI before reclassifications	2,708				249				7			1			2,965
	Income tax expense (benefit)	(946		)		(87		)		(4		)	—			(1,037		)
	OCI before reclassifications, net of income tax	5,230				398				34			(1,576		)	4,086
	Amounts reclassified from AOCI	37				(48		)		—			44			33
	Income tax expense (benefit)	(13		)		17				—			(16		)	(12		)
	Amounts reclassified from AOCI, net of income tax	24				(31		)		—			28			21
	Balance, end of period	$	5,254			$	367			$	34		$	(1,548	)	$	4,107
		Three Months
		Ended
		March 31, 2013
		Unrealized				Unrealized				Foreign			Defined			Total
		Investment Gains				Gains (Losses)				Currency			Benefit
		(Losses), Net of				on Derivatives				Translation			Plans
		Related Offsets (1)								Adjustments			Adjustment
		(In millions)
	Balance, beginning of period	$	5,655			$	684			$	18		$	(2,349	)	$	4,008
	OCI before reclassifications	(435		)		(6		)		12			1			(428		)
	Income tax expense (benefit)	151				2				(4		)	—			149
	OCI before reclassifications, net of income tax	5,371				680				26			(2,348		)	3,729
	Amounts reclassified from AOCI	(49		)		139				—			51			141
	Income tax expense (benefit)	17				(49		)		—			(19		)	(51		)
	Amounts reclassified from AOCI, net of income tax	(32		)		90				—			32			90
	Balance, end of period	$	5,339			$	770			$	26		$	(2,316	)	$	3,819
	__________________
	-1	See Note 5 for information on offsets to investments related to insurance liabilities, DAC and VOBA and the policyholder dividend obligation.
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 Ended March 31,
			2014				2013
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	(90	)		$	66			Net investment gains (losses)
	Net unrealized investment gains (losses)		17				6				Net investment income
	Net unrealized investment gains (losses)		33				—				Net derivative gains (losses)
	OTTI		3				(23		)		Net investment gains (losses)
	Net unrealized investment gains (losses), before income tax		(37		)		49
	Income tax (expense) benefit		13				(17		)
	Net unrealized investment gains (losses), net of income tax		$	(24	)		$	32
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		$	16			$	5			Net derivative gains (losses)
	Interest rate swaps		2				2				Net investment income
	Interest rate forwards		1				—				Net investment income
	Foreign currency swaps		30				(145		)		Net derivative gains (losses)
	Foreign currency swaps		(1		)		(1		)		Net investment income
	Gains (losses) on cash flow hedges, before income tax		48				(139		)
	Income tax (expense) benefit		(17		)		49
	Gains (losses) on cash flow hedges, net of income tax		$	31			$	(90	)
	Defined benefit plans adjustment: (1)
	Amortization of net actuarial gains (losses)		$	(44	)		$	(66	)
	Amortization of prior service (costs) credit		—				15
	Amortization of defined benefit plan items, before income tax		(44		)		(51		)
	Income tax (expense) benefit		16				19
	Amortization of defined benefit plan items, net of		(28		)		(32		)
	income tax
	Total reclassifications, net of income tax		$	(21	)		$	(90	)
	__________________
	-1	These AOCI components are included in the computation of net periodic benefit costs. See Note 10.

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	$	483		$	602
	Pension, postretirement and postemployment benefit costs	87			91
	Commissions	182			206
	Volume-related costs	(88		)	70
	Affiliated interest costs on ceded and assumed reinsurance	240			260
	Capitalization of DAC	(100		)	(167		)
	Amortization of DAC and VOBA	242			88
	Interest expense on debt	39			38
	Premium taxes, licenses and fees	77			67
	Professional services	224			195
	Rent and related expenses, net of sublease income	32			34
	Other	(70		)	(42		)
	Total other expenses	$	1,348		$	1,442
Restructuring Charges	'
	These restructuring charges are included in other expenses. As the expenses relate to an enterprise-wide initiative, they are reported in Corporate & Other. Estimated restructuring costs may change as management continues to execute this enterprise-wide strategic initiative. Such restructuring charges which were allocated to the Company were as follows:
		Three Months
		Ended
		March 31,
		2014									2013
		Severance			Lease and Asset Impairment			Total			Severance			Lease and Asset Impairment			Total
		(In millions)
	Balance, beginning of period	$	39		$	6		$	45		$	22		$	—		$	22
	Restructuring charges	11			1			12			28			3			31
	Cash payments	(28		)	(2		)	(30		)	(32		)	(3		)	(35		)
	Balance, end of period	$	22		$	5		$	27		$	18		$	—		$	18
	Total restructuring charges incurred since inception of initiative	$	199		$	35		$	234		$	129		$	21		$	150

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2014
Compensation and Retirement Disclosure [Abstract]	'
Net periodic benefit costs	'
	The components of net periodic benefit costs for the Company were as follows:
		Pension Benefits						Other Postretirement Benefits
		Three Months						Three Months
		Ended						Ended
		March 31,						March 31,
		2014			2013			2014			2013
		(In millions)
	Service costs	$	45		$	52		$	3		$	4
	Interest costs	101			90			21			21
	Expected return on plan assets	(110		)	(112		)	(18		)	(19		)
	Amortization of net actuarial (gains) losses	41			53			2			13
	Amortization of prior service costs (credit)	—			2			—			(17		)
	Net periodic benefit costs	$	77		$	85		$	8		$	2

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	$	221		$	95
	Reinsurance ceded	(13		)	(13		)
	Net premiums	$	208		$	82
	Universal life and investment-type product policy fees
	Reinsurance assumed	$	12		$	8
	Reinsurance ceded	(67		)	(57		)
	Net universal life and investment-type product policy fees	$	(55	)	$	(49	)
	Other revenues
	Reinsurance assumed	$	(3	)	$	(2	)
	Reinsurance ceded	158			168
	Net other revenues	$	155		$	166
	Policyholder benefits and claims
	Reinsurance assumed	$	230		$	95
	Reinsurance ceded	(37		)	(41		)
	Net policyholder benefits and claims	$	193		$	54
	Interest credited to policyholder account balances
	Reinsurance assumed	$	8		$	8
	Reinsurance ceded	(26		)	(25		)
	Net interest credited to policyholder account balances	$	(18	)	$	(17	)
	Other expenses
	Reinsurance assumed	$	88		$	79
	Reinsurance ceded	148			160
	Net other expenses	$	236		$	239
	Information regarding the significant effects of affiliated reinsurance included on the consolidated balance sheets was as follows at:
		March 31, 2014						December 31, 2013
		Assumed			Ceded			Assumed		Ceded
		(In millions)
	Assets
	Premiums, reinsurance and other receivables	$	89		$	15,969		$	109	$	15,748
	Deferred policy acquisition costs and value of business acquired	321			(281		)	309		(273		)
	Total assets	$	410		$	15,688		$	418	$	15,475
	Liabilities
	Future policy benefits	$	932		$	—		$	761	$	—
	Policyholder account balances	233			—			239		—
	Other policy-related balances	235			(26		)	67		(39		)
	Other liabilities	6,834			14,249			6,606		14,044
	Total liabilities	$	8,234		$	14,223		$	7,673	$	14,005

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	Jan. 02, 2014
	Segment		Accounting Standards Update 2011-06 [Member]	Accounting Standards Update 2013-11 [Member]
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'	'	'	'
Number of segments	3	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'	'
Deferred income tax liability	$3,033	$1,785	'	$190
Other Liabilities	34,032	32,180	55	'
Other Assets	$4,748	$4,716	$55	'

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	$4,984	$4,872
Universal life and investment-type product policy fees	593	575
Net investment income	2,947	2,952
Other revenues	426	427
Net investment gains (losses)	-32	85
Net derivative gains (losses)	119	-145
Total revenues	9,037	8,766
Expenses	'	'
Policyholder benefits and claims and policyholder dividends	6,012	5,810
Interest credited to policyholder account balances	529	591
Capitalization of DAC	-100	-167
Amortization of DAC and VOBA	242	88
Interest expense on debt	39	38
Other expenses	1,167	1,483
Total expenses	7,889	7,843
Provision for income tax expense (benefit)	320	250
Income (loss) from continuing operations, net of income tax	828	673
Operating Segments [Member]	'	'
Revenues	'	'
Premiums	4,984	4,872
Universal life and investment-type product policy fees	586	565
Net investment income	3,066	3,037
Other revenues	426	427
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	9,062	8,901
Expenses	'	'
Policyholder benefits and claims and policyholder dividends	6,003	5,810
Interest credited to policyholder account balances	526	587
Capitalization of DAC	-100	-167
Amortization of DAC and VOBA	215	128
Interest expense on debt	39	38
Other expenses	1,168	1,487
Total expenses	7,851	7,883
Provision for income tax expense (benefit)	342	283
Operating earnings	869	735
Operating Segments [Member] | Retail [Member]	'	'
Revenues	'	'
Premiums	969	954
Universal life and investment-type product policy fees	360	325
Net investment income	1,364	1,339
Other revenues	85	72
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	2,778	2,690
Expenses	'	'
Policyholder benefits and claims and policyholder dividends	1,590	1,500
Interest credited to policyholder account balances	240	244
Capitalization of DAC	-95	-146
Amortization of DAC and VOBA	205	112
Interest expense on debt	1	1
Other expenses	238	564
Total expenses	2,179	2,275
Provision for income tax expense (benefit)	210	145
Operating earnings	389	270
Operating Segments [Member] | Group, Voluntary & Worksite Benefits [Member]	'	'
Revenues	'	'
Premiums	3,614	3,504
Universal life and investment-type product policy fees	178	181
Net investment income	439	437
Other revenues	104	103
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	4,335	4,225
Expenses	'	'
Policyholder benefits and claims and policyholder dividends	3,516	3,390
Interest credited to policyholder account balances	40	38
Capitalization of DAC	-4	-5
Amortization of DAC and VOBA	6	7
Interest expense on debt	0	0
Other expenses	522	495
Total expenses	4,080	3,925
Provision for income tax expense (benefit)	94	105
Operating earnings	161	195
Operating Segments [Member] | Corporate Benefit Funding [Member]	'	'
Revenues	'	'
Premiums	366	395
Universal life and investment-type product policy fees	48	59
Net investment income	1,171	1,134
Other revenues	67	72
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	1,652	1,660
Expenses	'	'
Policyholder benefits and claims and policyholder dividends	875	907
Interest credited to policyholder account balances	246	305
Capitalization of DAC	-1	-16
Amortization of DAC and VOBA	4	9
Interest expense on debt	3	3
Other expenses	112	132
Total expenses	1,239	1,340
Provision for income tax expense (benefit)	144	112
Operating earnings	269	208
Operating Segments [Member] | Corporate & Other [Member]	'	'
Revenues	'	'
Premiums	35	19
Universal life and investment-type product policy fees	0	0
Net investment income	92	127
Other revenues	170	180
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	297	326
Expenses	'	'
Policyholder benefits and claims and policyholder dividends	22	13
Interest credited to policyholder account balances	0	0
Capitalization of DAC	0	0
Amortization of DAC and VOBA	0	0
Interest expense on debt	35	34
Other expenses	296	296
Total expenses	353	343
Provision for income tax expense (benefit)	-106	-79
Operating earnings	50	62
Significant Reconciling Items [Member]	'	'
Revenues	'	'
Premiums	0	0
Universal life and investment-type product policy fees	7	10
Net investment income	-119	-85
Other revenues	0	0
Net investment gains (losses)	-32	85
Net derivative gains (losses)	119	-145
Total revenues	-25	-135
Expenses	'	'
Policyholder benefits and claims and policyholder dividends	9	0
Interest credited to policyholder account balances	3	4
Capitalization of DAC	0	0
Amortization of DAC and VOBA	27	-40
Interest expense on debt	0	0
Other expenses	-1	-4
Total expenses	38	-40
Provision for income tax expense (benefit)	($22)	($33)

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	$439,967	$432,783
Retail [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	178,143	174,853
Group, Voluntary & Worksite Benefits [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	42,111	41,059
Corporate Benefit Funding [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	191,439	188,960
Corporate & Other [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	$28,274	$27,911

Segment_Information_Narrative_

Segment Information (Narrative) (Details)	3 Months Ended
	Mar. 31, 2014
	Segment
Segment Reporting [Abstract]	'
Number of segments	3

Insurance_Guarantees_Related_t

Insurance (Guarantees Related to Annuity Contracts) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Variable Annuity Guarantees [Member] | Guaranteed Death Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	$62,951	$62,763
Separate account value in event of death	50,957	50,700
Net amount at risk in event of death	625	641
Average attained age of contractholders	'65 years	'64 years
Variable Annuity Guarantees [Member] | Guaranteed Annuitization Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	29,192	28,934
Separate account value at annuitization	28,023	27,738
Net amount at risk at annuitization	136	123
Average attained age of contractholders	'63 years	'62 years
Two Tier Annuities [Member] | Guaranteed Annuitization Benefits [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value	398	397
Net amount at risk at annuitization	$124	$123
Average attained age of contractholders	'55 years	'54 years

Insurance_Guarantees_Related_t1

Insurance (Guarantees Related to Universal and Variable Life Contracts) (Details) (Universal And Variable Life Contracts [Member], USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Secondary Guarantees [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value (general and separate account)	$8,049	$7,871
Net amount at risk	81,062	81,888
Average attained age of policyholders	'53 years	'53 years
Paid-Up Guarantees [Member]	'	'
Net Amount at Risk by Product and Guarantee [Line Items]	'	'
Account value (general and separate account)	1,116	1,125
Net amount at risk	$8,566	$8,701
Average attained age of policyholders	'60 years	'59 years

Closed_Block_Liabilities_and_A

Closed Block (Liabilities and Assets) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Closed Block Liabilities	'	'	'
Future policy benefits	$41,929	$42,076	'
Other policy-related balances	328	298	'
Policyholder dividends payable	470	456	'
Policyholder dividend obligation	2,463	1,771	3,828
Current income tax payable	15	18	'
Other liabilities	608	582	'
Total closed block liabilities	45,813	45,201	'
Assets Designated to the Closed Block	'	'	'
Fixed maturity securities available-for-sale, at estimated fair value	28,810	28,374	'
Equity securities available-for-sale, at estimated fair value	90	86	'
Mortgage loans	6,117	6,155	'
Policy loans	4,647	4,669	'
Real estate and real estate joint ventures	509	492	'
Other invested assets	935	814	'
Total investments	41,108	40,590	'
Cash and cash equivalents	375	238	'
Accrued investment income	496	477	'
Premiums, reinsurance and other receivables	67	98	'
Deferred income tax assets	292	293	'
Total assets designated to the closed block	42,338	41,696	'
Excess of closed block liabilities over assets designated to the closed block	3,475	3,505	'
Amounts included in accumulated other comprehensive income (loss) (“AOCI”):	'	'	'
Unrealized investment gains (losses), net of income tax	1,931	1,502	'
Unrealized gains (losses) on derivatives, net of income tax	-3	-3	'
Allocated to policyholder dividend obligation, net of income tax	-1,601	-1,151	'
Total amounts included in AOCI	327	348	'
Maximum future earnings to be recognized from closed block assets and liabilities	$3,802	$3,853	'

Closed_Block_Policyholder_Divi

Closed Block (Policyholder Dividend Obligation) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Closed block policyholder dividend obligation	'	'
Balance beginning of period	$1,771	$3,828
Change in unrealized investment and derivative gains (losses)	692	-2,057
Balance end of period	$2,463	$1,771

Closed_Block_Revenues_and_Expe

Closed Block (Revenues and Expenses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Revenues	'	'
Premiums	$446	$464
Net investment income	530	533
Net investment gains (losses)	0	3
Net derivative gains (losses)	-1	8
Total revenues	975	1,008
Expenses	'	'
Policyholder benefits and claims	624	643
Policyholder dividends	233	242
Other expenses	41	42
Total expenses	898	927
Revenues, net of expenses before provision for income tax expense (benefit)	77	81
Provision for income tax expense (benefit)	27	27
Revenues, net of expenses and provision for income tax expense (benefit)	$50	$54

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	$164,710	$165,371	'
Cost or Amortized Cost	1,902	1,813	'
Gross Unrealized OTTI Loss	114	149	256
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	176,751	173,746	'
Equity securities	2,027	1,892	'
Fixed maturity securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	164,710	165,371	'
Gross Unrealized Gain	13,568	10,953	'
Gross Unrealized Temporary Loss	1,413	2,429	'
Gross Unrealized OTTI Loss	114	149	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	176,751	173,746	'
U.S. corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	61,175	60,244	'
Gross Unrealized Gain	5,801	4,678	'
Gross Unrealized Temporary Loss	420	693	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	66,556	64,229	'
U.S. Treasury and agency securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	27,087	29,508	'
Gross Unrealized Gain	2,471	1,730	'
Gross Unrealized Temporary Loss	298	694	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	29,260	30,544	'
Foreign corporate securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	26,840	27,082	'
Gross Unrealized Gain	2,275	1,959	'
Gross Unrealized Temporary Loss	154	285	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	28,961	28,756	'
RMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	25,377	24,119	'
Gross Unrealized Gain	1,225	1,109	'
Gross Unrealized Temporary Loss	305	368	'
Gross Unrealized OTTI Loss	115	150	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	26,182	24,710	'
CMBS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	8,310	8,203	'
Gross Unrealized Gain	258	262	'
Gross Unrealized Temporary Loss	52	89	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	8,516	8,376	'
ABS [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	7,575	7,789	'
Gross Unrealized Gain	169	151	'
Gross Unrealized Temporary Loss	61	117	'
Gross Unrealized OTTI Loss	-1	-1	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	7,684	7,824	'
State and political subdivision securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	5,303	5,386	'
Gross Unrealized Gain	725	467	'
Gross Unrealized Temporary Loss	39	76	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	5,989	5,777	'
Foreign government debt securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Amortized Cost	3,043	3,040	'
Gross Unrealized Gain	644	597	'
Gross Unrealized Temporary Loss	84	107	'
Gross Unrealized OTTI Loss	0	0	'
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	3,603	3,530	'
Equity Securities [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	1,902	1,813	'
Gross Unrealized Gain	188	159	'
Gross Unrealized Temporary Loss	63	80	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	2,027	1,892	'
Common Stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	1,156	1,070	'
Gross Unrealized Gain	123	97	'
Gross Unrealized Temporary Loss	6	3	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	1,273	1,164	'
Non-redeemable preferred stock [Member]	'	'	'
Available-for-sale Securities [Abstract]	'	'	'
Cost or Amortized Cost	746	743	'
Gross Unrealized Gain	65	62	'
Gross Unrealized Temporary Loss	57	77	'
Gross Unrealized OTTI Loss	0	0	'
Equity securities	$754	$728	'

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	$6,143	$6,411
Amortized Cost, Due after one year through five years	33,292	34,696
Amortized Cost, Due after five years through ten years	36,125	35,725
Amortized Cost, Due after ten years	47,888	48,428
Amortized Cost, Subtotal	123,448	125,260
Amortized Cost, RMBS, CMBS and ABS	41,262	40,111
Amortized cost of fixed maturity securities available-for-sale	164,710	165,371
Estimated Fair Value, Due in one year or less	6,229	6,516
Estimated Fair Value, Due after one year through five years	35,329	36,556
Estimated Fair Value, Due after five years through ten years	39,197	38,347
Estimated Fair Value, Due after ten years	53,614	51,417
Estimated Fair Value, Subtotal	134,369	132,836
Estimated fair value, Mortgage-backed and asset-backed securities	42,382	40,910
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $164,710 and $165,371 respectively; includes $160 and $157, respectively, relating to variable interest entities)	$176,751	$173,746

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	1,603	2,211
Total number of securities in an unrealized loss position equal to or greater than 12 months	430	469
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	$25,970	$36,223
Less than 12 Months Gross Unrealized Loss	904	1,820
Equal to or Greater than 12 Months Estimated Fair Value	5,358	5,505
Equal to or Greater than 12 Months Gross Unrealized Loss	623	758
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	5,902	8,512
Less than 12 Months Gross Unrealized Loss	178	426
Equal to or Greater than 12 Months Estimated Fair Value	2,194	1,948
Equal to or Greater than 12 Months Gross Unrealized Loss	242	267
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	5,610	10,077
Less than 12 Months Gross Unrealized Loss	291	687
Equal to or Greater than 12 Months Estimated Fair Value	49	33
Equal to or Greater than 12 Months Gross Unrealized Loss	7	7
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	2,375	4,217
Less than 12 Months Gross Unrealized Loss	82	176
Equal to or Greater than 12 Months Estimated Fair Value	847	952
Equal to or Greater than 12 Months Gross Unrealized Loss	72	109
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	7,882	8,194
Less than 12 Months Gross Unrealized Loss	205	291
Equal to or Greater than 12 Months Estimated Fair Value	1,435	1,675
Equal to or Greater than 12 Months Gross Unrealized Loss	215	227
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	1,627	2,022
Less than 12 Months Gross Unrealized Loss	41	74
Equal to or Greater than 12 Months Estimated Fair Value	276	221
Equal to or Greater than 12 Months Gross Unrealized Loss	11	15
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	1,671	1,701
Less than 12 Months Gross Unrealized Loss	23	28
Equal to or Greater than 12 Months Estimated Fair Value	373	530
Equal to or Greater than 12 Months Gross Unrealized Loss	37	88
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	270	737
Less than 12 Months Gross Unrealized Loss	15	44
Equal to or Greater than 12 Months Estimated Fair Value	113	92
Equal to or Greater than 12 Months Gross Unrealized Loss	24	32
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	633	763
Less than 12 Months Gross Unrealized Loss	69	94
Equal to or Greater than 12 Months Estimated Fair Value	71	54
Equal to or Greater than 12 Months Gross Unrealized Loss	15	13
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	281	259
Less than 12 Months Gross Unrealized Loss	32	44
Equal to or Greater than 12 Months Estimated Fair Value	116	125
Equal to or Greater than 12 Months Gross Unrealized Loss	31	36
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	47	37
Less than 12 Months Gross Unrealized Loss	6	3
Equal to or Greater than 12 Months Estimated Fair Value	0	0
Equal to or Greater than 12 Months Gross Unrealized Loss	0	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	234	222
Less than 12 Months Gross Unrealized Loss	26	41
Equal to or Greater than 12 Months Estimated Fair Value	116	125
Equal to or Greater than 12 Months Gross Unrealized Loss	$31	$36

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
Company-held mortgage loans held-for-investment, net	'	'	'	'
Commercial mortgage loans	$32,572	$33,072	'	'
Percentage of loans receivable on commercial mortgage loans	70.80%	71.90%	'	'
Agricultural mortgage loans	10,931	11,025	'	'
Percentage of loans receivable on agricultural mortgage loans	23.80%	24.00%	'	'
Residential mortgage loans	2,397	1,858	'	'
Percentage of loans receivable on residential mortgage loans	5.20%	4.00%	'	'
Subtotal	45,900	45,955	'	'
Percentage of loans receivable on subtotal	99.80%	99.90%	'	'
Valuation allowances	-276	-272	-288	-304
Percentage of loans receivable on valuation allowances	-0.60%	-0.60%	'	'
Subtotal mortgage loans held-for-investment, net	45,624	45,683	'	'
Percentage of loans receivable on subtotal mortgage loans held-for-investment, net	99.20%	99.30%	'	'
Residential - FVO	352	338	'	'
Percentage of residential mortgage loans - FVO	0.80%	0.70%	'	'
Mortgage Loans on Real Estate, Commercial and Consumer, Net	45,976	46,021	'	'
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%	'	'
Mortgage loans held-for-sale	0	3	'	'
Percentage of mortgage loans held-for-sale	0.00%	0.00%	'	'
Total mortgage loans, net	$45,976	$46,024	'	'
Percentage of loans held for sale on total mortgage loans, 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	$522	$515	'	'
Evaluated collectively for credit losses	45,378	45,440	'	'
Total mortgage loans	45,900	45,955	'	'
Specific credit losses	57	56	'	'
Non-specifically identified credit losses	219	216	'	'
Valuation allowances	276	272	288	304
Mortgage loan, net of valuation allowance	45,624	45,683	'	'
Commercial mortgage loans portfolio segment [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Evaluated individually for credit losses	416	415	'	'
Evaluated collectively for credit losses	32,156	32,657	'	'
Total mortgage loans	32,572	33,072	'	'
Specific credit losses	52	49	'	'
Non-specifically identified credit losses	161	164	'	'
Valuation allowances	213	213	236	256
Mortgage loan, net of valuation allowance	32,359	32,859	'	'
Agricultural [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Evaluated individually for credit losses	97	96	'	'
Evaluated collectively for credit losses	10,834	10,929	'	'
Total mortgage loans	10,931	11,025	'	'
Specific credit losses	5	7	'	'
Non-specifically identified credit losses	33	33	'	'
Valuation allowances	38	40	51	48
Mortgage loan, net of valuation allowance	10,893	10,985	'	'
Residential [Member]	'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'	'	'	'
Evaluated individually for credit losses	9	4	'	'
Evaluated collectively for credit losses	2,388	1,854	'	'
Total mortgage loans	2,397	1,858	'	'
Specific credit losses	0	0	'	'
Non-specifically identified credit losses	25	19	'	'
Valuation allowances	25	19	1	0
Mortgage loan, net of valuation allowance	$2,372	$1,839	'	'

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	$272	$304
Provision (release)	5	-12
Charge-offs, net of recoveries	-1	-4
Ending Balance	276	288
Commercial mortgage loans portfolio segment [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Beginning Balance	213	256
Provision (release)	0	-20
Charge-offs, net of recoveries	0	0
Ending Balance	213	236
Agricultural [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Beginning Balance	40	48
Provision (release)	-2	7
Charge-offs, net of recoveries	0	-4
Ending Balance	38	51
Residential [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Beginning Balance	19	0
Provision (release)	7	1
Charge-offs, net of recoveries	-1	0
Ending Balance	$25	$1

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	$32,572	$33,072
% of Total	100.00%	100.00%
Estimated Fair Value	34,003	34,297
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	25,552	25,657
% of Total	78.50%	77.60%
Estimated Fair Value	26,976	26,900
% of Total	79.30%	78.40%
65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	5,447	5,761
% of Total	16.70%	17.40%
Estimated Fair Value	5,555	5,852
% of Total	16.30%	17.10%
76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	713	790
% of Total	2.20%	2.40%
Estimated Fair Value	707	776
% of Total	2.10%	2.30%
Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	860	864
% of Total	2.60%	2.60%
Estimated Fair Value	765	769
% of Total	2.30%	2.20%
Greater than 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	30,402	30,831
Greater than 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	24,620	24,585
Greater than 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	4,845	5,219
Greater than 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	455	444
Greater than 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	482	583
1.00x - 1.20x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	1,288	1,276
1.00x - 1.20x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	416	476
1.00x - 1.20x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	498	438
1.00x - 1.20x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	158	157
1.00x - 1.20x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	216	205
Less than 1.00x [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	882	965
Less than 1.00x [Member] | Less than 65% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	516	596
Less than 1.00x [Member] | 65% to 75% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	104	104
Less than 1.00x [Member] | 76% to 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	100	189
Less than 1.00x [Member] | Greater than 80% [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Commercial mortgage loans	$162	$76

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	$10,931	$11,025
% of Total	100.00%	100.00%
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	2,397	1,858
% of Total	100.00%	100.00%
Less than 65% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	10,089	10,165
% of Total	92.30%	92.20%
65% to 75% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	658	659
% of Total	6.00%	6.00%
76% to 80% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	68	84
% of Total	0.60%	0.80%
Greater than 80% [Member]	'	'
Agricultural Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	116	117
% of Total	1.10%	1.00%
Performing [Member]	'	'
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	2,337	1,812
% of Total	97.50%	97.50%
Nonperforming [Member]	'	'
Residential Mortgage Loans - by Credit Quality Indicator:	'	'
Recorded investment in Mortgage Loan	$60	$46
% of Total	2.50%	2.50%

Investments_Past_Due_and_Inter

Investments (Past Due and Interest Accrual Status of Mortgage Loans) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	$126	$90
Interest Accrual Status of Mortgage Loans	24	0
Mortgage loans that were in non accrual status	276	262
Commercial mortgage loans portfolio segment [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	0	0
Interest Accrual Status of Mortgage Loans	0	0
Mortgage loans that were in non accrual status	169	169
Agricultural [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	66	44
Interest Accrual Status of Mortgage Loans	24	0
Mortgage loans that were in non accrual status	47	47
Residential [Member]	'	'
Past Due and Interest Accrual Status of Mortgage Loans	'	'
Past Due Status of Mortgage Loans	60	46
Interest Accrual Status of Mortgage Loans	0	0
Mortgage loans that were in non accrual status	$60	$46

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
Impaired Mortgage Loans	'	'	'
Unpaid Principal Balance	$224	'	$237
Recorded Investment	220	'	231
Valuation allowances	57	'	56
Unpaid Principal Balance	305	'	287
Recorded Investment	302	'	284
Unpaid Principal Balance	529	'	524
Carrying Value	465	'	459
Average Investment	520	609	'
Interest Income	5	3	'
Loans with a Valuation Allowance [Member]	'	'	'
Impaired Mortgage Loans	'	'	'
Carrying Value	163	'	175
Commercial mortgage loans portfolio segment [Member]	'	'	'
Impaired Mortgage Loans	'	'	'
Unpaid Principal Balance	172	'	173
Recorded Investment	169	'	169
Valuation allowances	52	'	49
Unpaid Principal Balance	247	'	247
Recorded Investment	247	'	246
Unpaid Principal Balance	419	'	420
Carrying Value	364	'	366
Average Investment	416	439	'
Interest Income	3	2	'
Commercial mortgage loans portfolio segment [Member] | Loans with a Valuation Allowance [Member]	'	'	'
Impaired Mortgage Loans	'	'	'
Carrying Value	117	'	120
Agricultural [Member]	'	'	'
Impaired Mortgage Loans	'	'	'
Unpaid Principal Balance	52	'	64
Recorded Investment	51	'	62
Valuation allowances	5	'	7
Unpaid Principal Balance	47	'	35
Recorded Investment	46	'	34
Unpaid Principal Balance	99	'	99
Carrying Value	92	'	89
Average Investment	97	169	'
Interest Income	2	1	'
Agricultural [Member] | Loans with a Valuation Allowance [Member]	'	'	'
Impaired Mortgage Loans	'	'	'
Carrying Value	46	'	55
Residential [Member]	'	'	'
Impaired Mortgage Loans	'	'	'
Unpaid Principal Balance	0	'	0
Recorded Investment	0	'	0
Valuation allowances	0	'	0
Unpaid Principal Balance	11	'	5
Recorded Investment	9	'	4
Unpaid Principal Balance	11	'	5
Carrying Value	9	'	4
Average Investment	7	1	'
Interest Income	0	0	'
Residential [Member] | Loans with a Valuation Allowance [Member]	'	'	'
Impaired Mortgage Loans	'	'	'
Carrying Value	$0	'	$0

Investments_Mortgage_Loans_Mod

Investments (Mortgage Loans Modified in a Troubled Debt Restructuring) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	Contracts	Contracts
Financing Receivable, Modifications [Line Items]	'	'
Number of Mortgage Loans	27	0
Carrying Value after Specific Valuation Allowance Pre-Modification	$6	$0
Carrying Value after Specific Valuation Allowance Post-Modification	5	0
Commercial [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Mortgage Loans	0	0
Carrying Value after Specific Valuation Allowance Pre-Modification	0	0
Carrying Value after Specific Valuation Allowance Post-Modification	0	0
Agricultural [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Mortgage Loans	0	0
Carrying Value after Specific Valuation Allowance Pre-Modification	0	0
Carrying Value after Specific Valuation Allowance Post-Modification	0	0
Residential [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Mortgage Loans	27	0
Carrying Value after Specific Valuation Allowance Pre-Modification	6	0
Carrying Value after Specific Valuation Allowance Post-Modification	$5	$0

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	$12,151	$8,521	'
Fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)	-114	-149	-256
Total fixed maturity securities	12,037	8,372	'
Equity securities	136	83	'
Derivatives	562	361	'
Other	12	5	'
Subtotal	12,747	8,821	'
Insurance liability loss recognition	-793	-610	'
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	4	5	'
DAC and VOBA	-825	-721	'
Policyholder dividend obligation	-2,463	-1,771	'
Subtotal	-4,077	-3,097	'
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	39	51	'
Deferred income tax benefit (expense)	-3,087	-2,070	'
Net unrealized investment gains (losses)	5,622	3,705	'
Net unrealized investment gains (losses) attributable to noncontrolling interests	-1	-1	'
Net unrealized investment gains (losses) attributable to MetLife, Inc.	$5,621	$3,704	'

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	($149)	($256)
Noncredit OTTI losses recognized	-3	47
Securities sold with a previous noncredit OTTI loss	9	114
Subsequent increases in estimated fair value	29	-54
Balance, end of period	($114)	($149)

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	$3,704
Fixed maturity securities on which noncredit OTTI losses have been recognized	35
Unrealized investment gains (losses) during the year	3,891
Unrealized investment gains (losses) relating to [Abstract]	'
Insurance liability gain (loss) recognition	-183
DAC and VOBA related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-1
DAC and VOBA	-104
Policyholder dividend obligation	-692
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in accumulated other comprehensive income (loss)	-12
Deferred income tax benefit (expense)	-1,017
Net unrealized investment gains (losses)	5,621
Net unrealized investment gains (losses) attributable to noncontrolling interests	0
Balance, end of period	5,621
Changes in net unrealized investment gains (losses)	1,917
Changes in net unrealized investment gains (losses) attributable to noncontrolling interests	0
Changes in net unrealized investment gains (losses) attributable to MetLife, Inc.	$1,917

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	$19,620	$19,673
Security collateral on deposit from counterparties	47	0
Reinvestment portfolio - estimated fair value	19,895	19,822
Securities Financing Transaction, Cost [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	18,082	18,829
Securities Financing Transaction, Fair Value [Member]	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned	$19,172	$19,153

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	$1,341	$1,338
Invested assets pledged as collateral	19,885	19,555
Total invested assets on deposit, held in trust and pledged as collateral	$21,226	$20,893

Investments_Consolidated_Varia

Investments (Consolidated Variable Interest Entities) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Total Assets	$328	$1,506
Total Liabilities	115	552
Fixed Maturities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	162	159
Total Liabilities	81	80
Other limited partnership interests [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	61	61
Total Liabilities	0	0
Consolidated Entities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	20	23
Total Liabilities	19	22
Real estate joint ventures [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	10	1,181
Total Liabilities	15	443
Other invested assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	75	82
Total Liabilities	$0	$7

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	$49,023	$47,858
Total Liabilities	50,285	49,317
Real estate joint ventures [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	29	31
Total Liabilities	29	31
Other limited partnership interests [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	2,863	3,168
Total Liabilities	3,871	4,273
Other invested assets [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	1,557	1,498
Total Liabilities	1,811	1,852
Structured securities (RMBS, CMBS, and ABS) [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	42,382	40,910
Total Liabilities	42,382	40,910
US and foreign corporate securities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets	2,192	2,251
Total Liabilities	$2,192	$2,251

Investments_Net_Investment_Inc

Investments (Net Investment Income) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Net Investment Income	$2,947	$2,952
Investment Income, Investment Expense	195	199
Debt Securities [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	2,019	2,102
Equity Securities [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	20	15
Actively Traded Securities At Estimated Fair Value And Fvo General Account Securities [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	17	14
Changes in estimated fair value included in net investment income	10	9
Mortgage Loans on Real Estate [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	580	583
Policy Loans [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	113	110
Real Estate Investment [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	158	148
Other limited partnership interests [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	217	153
Cash and Cash Equivalents [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	6	9
International Joint Venture [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	0	-8
Other Investments [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	12	25
Securities Investment [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Gross Investment Income, Operating	$3,142	$3,151

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	($9)	($65)
Fixed maturity securities - net gains (losses) on sales and disposals	-81	146
Equity securities - net gains (losses) on sales and disposals	3	-15
Net investment gains (losses)	-87	66
Other net investment gains (losses):	'	'
Trading and other securities FVO general account securities - changes in estimated fair value	0	3
Mortgage Loans	-9	14
Real estate and real estate joint ventures	64	-14
Other investment portfolio gains (losses)	-2	-1
Subtotal - investment portfolio gains (losses)	-34	68
FVO CSEs - changes in estimated fair value subsequent to consolidation:	'	'
Long-term debt - related to securities	0	-1
Non-investment portfolio gains (losses)	2	18
Subtotal FVO CSEs and non-investment portfolio gains (losses)	2	17
Total net investment gains (losses)	-32	85
Fixed maturity securities [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	-8	-47
Net investment gains (losses)	-89	99
Utility Domestic Corporate Debt Securities [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	0	-5
Finance Domestic Corporate Debt Securities [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	0	-4
Consumer Domestic Corporate Debt Securities [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	-6	-9
Corporate fixed maturity securities [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	-6	-18
RMBS [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	-2	-29
Equity Securities [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	-1	-18
Net investment gains (losses)	2	-33
Non-redeemable preferred stock [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	0	-17
Common Stock [Member]	'	'
Marketable Securities, Gain (Loss) [Abstract]	'	'
Total OTTI losses recognized in earnings	($1)	($1)

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	$9,456	$12,685
Gross investment gains	57	211
Gross investment losses	-135	-80
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-9	-65
Net investment gains (losses)	-87	66
Credit-Related [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-8	-34
Other Other Than Temporary Investment Losses [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-1	-31
Fixed maturity securities [Member]	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'
Proceeds	9,451	12,650
Gross investment gains	54	211
Gross investment losses	-135	-65
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-8	-47
Net investment gains (losses)	-89	99
Fixed maturity securities [Member] | Credit-Related [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-8	-34
Fixed maturity securities [Member] | Other Other Than Temporary Investment Losses [Member]	'	'
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	0	-13
Equity Securities [Member]	'	'
Components of Sales or Disposals of Fixed Maturity and Equity Securities	'	'
Proceeds	5	35
Gross investment gains	3	0
Gross investment losses	0	-15
Total OTTI losses recognized in earnings:	'	'
Total OTTI losses recognized in earnings	-1	-18
Net investment gains (losses)	2	-33
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	($1)	($18)

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	$277	$285
Additions:	'	'
Initial impairments - credit loss OTTI recognized on securities not previously impaired	0	1
Additional impairments - credit loss OTTI recognized on securities previously impaired	1	27
Reductions:	'	'
Due to sales (maturities, pay downs or prepayments) during the period of securities previously credit loss OTTI impaired	-7	-21
Balance, end of period	$271	$292

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	$0	$6
Amortized cost of assets transferred to affiliates	0	6
Net investment gains (losses) recognized on transfers	0	0
Estimated fair value of invested assets transferred from affiliates	$354	$13

Investments_Fixed_Maturity_and1

Investments (Fixed Maturity and Equity Securities Available-For-Sale - Narrative) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Summary of Certain Fixed Maturity Securities	'	'	'
Available-for-sale Securities, Debt Securities	$176,751	$173,746	'
Gross Unrealized OTTI Loss	114	149	256
Foreign corporate securities [Member]	'	'	'
Summary of Certain Fixed Maturity Securities	'	'	'
Available-for-sale Securities, Debt Securities	28,961	28,756	'
Gross Unrealized OTTI Loss	0	0	'
Gross Unrealized Gain	2,275	1,959	'
Asset-backed Securities [Member]	'	'	'
Summary of Certain Fixed Maturity Securities	'	'	'
Available-for-sale Securities, Debt Securities	7,684	7,824	'
Gross Unrealized OTTI Loss	-1	-1	'
Gross Unrealized Gain	169	151	'
Non-income producing fixed maturity securities [Member]	'	'	'
Summary of Certain Fixed Maturity Securities	'	'	'
Available-for-sale Securities, Debt Securities	24	38	'
Gross Unrealized Gain	$14	$12	'

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%	'
Fixed maturity securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Change in Gross Unrealized Temporary Loss	$1,100	'
Gross Unrealized Temporary Loss	1,500	2,600
Gross Unrealized Temporary Loss	623	758
Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Change in Gross Unrealized Temporary Loss	-17	'
Gross Unrealized Temporary Loss	63	80
Gross Unrealized Temporary Loss	31	36
Non-redeemable preferred stock [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	31	36
20% or more [Member] | Six months or greater [Member] | Fixed maturity securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	116	'
Number of Securities	41	'
20% or more [Member] | Six months or greater [Member] | Fixed maturity securities [Member] | Investment Grade [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	46	'
Number of Securities	26	'
Percentage of gross unrealized loss	40.00%	'
20% or more [Member] | Six months or greater [Member] | Fixed maturity securities [Member] | Below Investment Grade [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Gross Unrealized Temporary Loss	70	'
Number of Securities	15	'
Percentage of gross unrealized loss	60.00%	'
20% or more [Member] | Twelve months or greater [Member] | Equity Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of Securities	10	'
Gross Unrealized Temporary Loss	$28	'
20% or more [Member] | Twelve months or greater [Member] | Non-redeemable preferred stock [Member] | Aaa/Aa/A [Member] | Financial Services Industry [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of gross unrealized loss	67.00%	'

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]	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	3	0	'
Financing Receivable, Significant Purchases	$597,000,000	$50,000,000	'
Percentage of Mortgage Loans Classified as Performing	99.00%	'	99.00%
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	24,000,000	0	'
Agricultural [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Estimated fair value of mortgage loans held-for-investment	11,200,000,000	'	11,300,000,000
Residential [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Estimated fair value of mortgage loans held-for-investment	2,400,000,000	'	1,800,000,000
Commercial Loan [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	0	0	'
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	0	0	'
Residential Portfolio Segment [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	1	0	'
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	0	0	'
Agricultural Portfolio Segment [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	2	0	'
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	$24,000,000	$0	'

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	$796	$790

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)	$40

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]	'	'
Concentration Risk, Percentage	10.00%	'
Government and agency fixed maturity securities	$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]	'	'	'
Tax credits guaranteed by third parties that reduce maximum exposure to loss related to other invested assets	$248	'	$257
Financial or other support to investees designated as VIEs	0	0	'
Real estate joint ventures [Member]	'	'	'
Variable Interest Entity [Line Items]	'	'	'
Debt Instrument, Interest Rate, Effective Percentage Rate Range, Maximum	4.45%	'	'
Debt Instrument, Interest Rate, Effective Percentage Rate Range, Minimum	1.39%	'	'
Variable interest, maximum exposure to loss in consolidated securitization entities	'	'	178
Maximum [Member] | Consolidated Securitization Entities [Member]	'	'	'
Variable Interest Entity [Line Items]	'	'	'
Variable interest, maximum exposure to loss in consolidated securitization entities	1	'	1
Interest expense on long-term debt held by consolidated securitization entities	1	1	'
Maximum [Member] | Fixed Maturities [Member]	'	'	'
Variable Interest Entity [Line Items]	'	'	'
Interest expense on long-term debt held by consolidated securitization entities	$1	$1	'

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
Investments, Debt and Equity Securities [Abstract]	'	'
Gains (losses) from foreign currency transactions	($51)	$11

Investments_Related_Party_Inve1

Investments (Related Party Investment Transactions - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Related Party Transaction [Line Items]	'	'	'
Related party investment administrative services	$44	$44	'
Related party net investment income	1	1	'
Exeter Reassurance Company [Member] | Other Investments [Member]	'	'	'
Related Party Transaction [Line Items]	'	'	'
Carrying value of related party loans	75	'	75
Related party net investment income	1	1	'
Metlife [Member] | Other Investments [Member]	'	'	'
Related Party Transaction [Line Items]	'	'	'
Carrying value of related party loans	1,500	'	1,500
Related party net investment income	$23	$23	'

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	$175,130	$179,075
Estimated Fair Value Assets	4,438	4,141
Estimated Fair Value Liabilities	1,949	2,322
Derivatives Designated as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	21,522	21,880
Estimated Fair Value Assets	2,305	1,983
Estimated Fair Value Liabilities	599	802
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	7,843	8,531
Estimated Fair Value Assets	1,724	1,529
Estimated Fair Value Liabilities	99	190
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	5,826	5,940
Estimated Fair Value Assets	1,479	1,277
Estimated Fair Value Liabilities	31	68
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,017	2,591
Estimated Fair Value Assets	245	252
Estimated Fair Value Liabilities	68	122
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	13,679	13,349
Estimated Fair Value Assets	581	454
Estimated Fair Value Liabilities	500	612
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	2,484	2,584
Estimated Fair Value Assets	170	77
Estimated Fair Value Liabilities	38	109
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	505	205
Estimated Fair Value Assets	18	3
Estimated Fair Value Liabilities	0	3
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	10,690	10,560
Estimated Fair Value Assets	393	374
Estimated Fair Value Liabilities	462	500
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	153,608	157,195
Estimated Fair Value Assets	2,133	2,158
Estimated Fair Value Liabilities	1,350	1,520
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	54,817	59,022
Estimated Fair Value Assets	1,303	1,320
Estimated Fair Value Liabilities	621	732
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate floors [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	42,099	38,220
Estimated Fair Value Assets	327	323
Estimated Fair Value Liabilities	206	234
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate caps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	26,559	29,809
Estimated Fair Value Assets	103	141
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	67	105
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	4,849	4,849
Estimated Fair Value Assets	153	120
Estimated Fair Value Liabilities	8	8
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Synthetic GICs [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	4,405	4,409
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	6,872	7,267
Estimated Fair Value Assets	77	79
Estimated Fair Value Liabilities	460	492
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency forwards [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	4,198	4,261
Estimated Fair Value Assets	54	44
Estimated Fair Value Liabilities	31	32
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	0	0
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - purchased [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	1,606	1,506
Estimated Fair Value Assets	6	7
Estimated Fair Value Liabilities	17	21
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps - written [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	7,384	6,600
Estimated Fair Value Assets	109	124
Estimated Fair Value Liabilities	7	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity Options [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional Amount	752	1,147
Estimated Fair Value Assets	1	0
Estimated Fair Value Liabilities	$0	$0

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)	$216	($92)
Embedded derivatives	-97	-53
Total net derivative gains (losses)	$119	($145)

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	$187	$156
Derivatives Designated as Hedging Instruments [Member] | Net Investment Income [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total earned income	34	35
Derivatives Designated as Hedging Instruments [Member] | Interest Credited to Policyholder Account Balance [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total earned income	32	34
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Income [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total earned income	-1	-1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Total earned income	$122	$88

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	$168	($267)
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	46	-25
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Interest rate [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	44	-346
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Foreign currency [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	11	299
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Credit derivatives - purchased [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-3	-1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Credit derivatives - written [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-6	23
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Derivative Gains (Losses) [Member] | Equity market [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]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-2	-9
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 derivatives - purchased [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	1	-3
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Net Investment Gains (Losses) [Member] | Credit derivatives - 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)	($6)

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	$168	($267)
Net Derivatives Gains (Losses) Recognized for Hedged Items	-157	260
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	11	-7
Interest rate swaps [Member] | Fixed maturity securities [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	0	7
Net Derivatives Gains (Losses) Recognized for Hedged Items	1	-6
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	1	1
Interest rate swaps [Member] | Policyholder account balances [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	200	-146
Net Derivatives Gains (Losses) Recognized for Hedged Items	-195	146
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	5	0
Foreign currency swaps [Member] | Foreign-denominated fixed maturity securities [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net Derivatives Gains (Losses) Recognized for Derivatives	-4	4
Net Derivatives Gains (Losses) Recognized for Hedged Items	4	-5
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	-28	-132
Net Derivatives Gains (Losses) Recognized for Hedged Items	33	125
Ineffectiveness Recognized in Net Derivatives Gains (Losses)	$5	($7)

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)	$249	($6)
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)	182	-101
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)	46	105
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)	21	-10
Net Derivative 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)	46	-140
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	4	1
Net Derivative 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)	16	5
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	5	-3
Net Derivative 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)	30	-145
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	-1	4
Net Derivative 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	0
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	0
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)	2	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)	2	2
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)	-1	-1
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)	$1	$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	$102	$123
Maximum Amount of Future Payments under Credit Default Swaps	7,384	6,600
Weighted Average Years to Maturity	'3 years 7 months	'3 years 5 months 0 days
Aaa/Aa/A [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	19	26
Maximum Amount of Future Payments under Credit Default Swaps	3,024	2,484
Weighted Average Years to Maturity	'2 years 2 months	'1 year 8 months 20 days
Aaa/Aa/A [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	6	6
Maximum Amount of Future Payments under Credit Default Swaps	410	395
Weighted Average Years to Maturity	'2 years 5 months	'2 years 6 months 20 days
Aaa/Aa/A [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	13	20
Maximum Amount of Future Payments under Credit Default Swaps	2,614	2,089
Weighted Average Years to Maturity	'2 years 2 months	'1 year 6 months 26 days
Baa [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	57	68
Maximum Amount of Future Payments under Credit Default Swaps	4,016	3,772
Weighted Average Years to Maturity	'4 years 7 months	'4 years 4 months 20 days
Baa [Member] | Single name credit default swaps (corporate) [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	13	16
Maximum Amount of Future Payments under Credit Default Swaps	1,039	874
Weighted Average Years to Maturity	'3 years 4 months	'3 years 2 months 12 days
Baa [Member] | Credit default swaps referencing indices [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	44	52
Maximum Amount of Future Payments under Credit Default Swaps	2,977	2,898
Weighted Average Years to Maturity	'5 years	'4 years 8 months 4 days
Ba [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	0	0
Maximum Amount of Future Payments under Credit Default Swaps	5	5
Weighted Average Years to Maturity	'3 years 6 months	'3 years 9 months 12 days
Ba [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	5	5
Weighted Average Years to Maturity	'3 years 6 months	'3 years 9 months 12 days
Ba [Member] | Credit default swaps referencing indices [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 Derivatives [Line Items]	'	'
Estimated Fair Value of Credit Default Swaps	26	29
Maximum Amount of Future Payments under Credit Default Swaps	339	339
Weighted Average Years to Maturity	'5 years 1 month	'4 years 10 months 24 days
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	26	29
Maximum Amount of Future Payments under Credit Default Swaps	$339	$339
Weighted Average Years to Maturity	'5 years 1 month	'4 years 10 months 24 days

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	$4,438	$4,141
Derivative Liability, Fair Value, Gross Liability	1,949	2,322
Amounts offset in the consolidated balance sheet, Assets	0	0
Amounts offset in the consolidated balance sheet, Liabilities	0	0
Netting [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	4,568	4,277
Derivative Liability, Fair Value, Gross Liability	1,995	2,349
Estimated fair value of derivative assets presented in the consolidated balance sheets	4,568	4,277
Estimated fair value of derivative liabilities presented in the consolidated balance sheets	1,995	2,349
Net amount of derivative assets after application of master netting agreements and cash collateral	21	24
Net amount of derivative liabilities after application of master netting agreements and cash collateral	35	66
Netting [Member] | Over the Counter [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	4,364	4,026
Derivative Liability, Fair Value, Gross Liability	1,694	2,232
Gross estimated fair value of derivative assets	-1,464	-1,844
Gross estimated fair value of derivative liabilities	-1,464	-1,844
Cash collateral on derivative assets	-1,676	-1,143
Cash collateral on derivative liabilities	-3	-3
Securities collateral on derivative assets	-1,204	-1,024
Securities collateral on derivative liabilities	-192	-319
Netting [Member] | Exchange Traded [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liability, Fair Value, Gross Liability	0	0
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	0	0
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	0	0
Netting [Member] | Cleared [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	204	251
Derivative Liability, Fair Value, Gross Liability	301	117
Gross estimated fair value of derivative assets	-139	-114
Gross estimated fair value of derivative liabilities	-139	-114
Cash collateral on derivative assets	-64	-128
Cash collateral on derivative liabilities	-162	-3
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	$0	$0

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	$210	$358
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	0	0
Estimated Fair Value Of Incremental Collateral Provided Upon A Downgrade In The Company's Credit Rating to a Level that Triggers Full Overnight Collateralization or Termination of the Derivative Position	3	5
Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	211	344
Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	3	3
Derivatives Subject To Credit-Contingent Provisions [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	203	354
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	0	0
Estimated Fair Value Of Incremental Collateral Provided Upon A Downgrade In The Company's Credit Rating to a Level that Triggers Full Overnight Collateralization or Termination of the Derivative Position	3	5
Derivatives Subject To Credit-Contingent Provisions [Member] | Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	211	344
Derivatives Subject To Credit-Contingent Provisions [Member] | Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	0	0
Derivatives Not Subject To Credit-Contingent Provisions [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Derivatives in Net Liability Position	7	4
Estimated Fair Value Of Incremental Collateral Provided Upon A One Notch Downgrade In The Company's Credit Rating	0	0
Estimated Fair Value Of Incremental Collateral Provided Upon A Downgrade In The Company's Credit Rating to a Level that Triggers Full Overnight Collateralization or Termination of the Derivative Position	0	0
Derivatives Not Subject To Credit-Contingent Provisions [Member] | Fixed Maturities [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	0	0
Derivatives Not Subject To Credit-Contingent Provisions [Member] | Cash [Member]	'	'
Credit Derivatives [Line Items]	'	'
Estimated Fair Value of Collateral Provided	$3	$3

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	$23	($168)
Embedded Derivative, Fair Value of Embedded Derivative Liability	172	-106
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	138	-62
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	-819	-868
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	984	758
Other [Member] | Policyholder account balances [Member]	'	'
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	7	4
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	($115)	($106)

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)	($97)	($53)
Net derivatives gains (losses) [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Net derivatives gains (losses)	($97)	($53)

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]	'	'	'
Estimated Fair Value Assets	$4,438	'	$4,141
Estimated Fair Value Liabilities	1,949	'	2,322
Maximum Amount of Future Payments under Credit Default Swaps	7,384	'	6,600
Estimated Fair Value of Credit Default Swaps	102	'	123
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Embedded derivatives	-97	-53	'
Derivative Instrument Detail [Abstract]	'	'	'
Net amounts reclassified into net derivatives gains (losses) on discontinued cash flow hedges	-2	0	'
Hedging exposure to variability in future cash flows for specific length of time	'7 years	'	'7 years
Accumulated Other Comprehensive Income Loss	562	'	361
Deferred net gains (losses) expected to be reclassified to earnings	-2	'	'
Potential future recoveries available to offset maximum amount of future payments under credit default swaps	35	'	70
Excess cash collateral received on derivatives	37	'	47
Excess cash collateral provided on derivatives	6	'	3
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	-76	'	-106
Excess securities collateral provided on derivatives	-19	'	-25
Exchange Traded [Member]	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Excess securities collateral received on derivatives	-99	'	-106
Excess securities collateral provided on derivatives	0	'	0
Nonperformance Risk [Member]	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Embedded derivatives	0	-25	'
Ceded Guaranteed Minimum Benefit [Member] | Nonperformance Risk [Member]	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'
Embedded derivatives	-2	52	'
Hedge Funds [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Maximum Amount of Future Payments under Credit Default Swaps	15	'	10
Estimated Fair Value of Credit Default Swaps	0	'	0
Accrued Liabilities [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Estimated Fair Value Assets	130	'	136
Estimated Fair Value Liabilities	$46	'	$27

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	$176,751	$173,746
Available-for-sale Securities, Equity Securities	2,027	1,892
Actively Traded Securities	628	662
Fair Value Option And Trading Securities	683	723
Short-term investments	5,528	5,962
Mortgage loans under fair value option	45,976	46,024
Derivative assets	4,438	4,141
Net embedded derivatives within asset host contracts	23	-168
Separate account assets	137,611	134,796
Liabilities [Abstract]	'	'
Derivative liabilities	1,949	2,322
Net embedded derivatives within liability host contracts	172	-106
Long-term debt, at estimated fair value, relating to variable interest entities	2,402	2,828
Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans under fair value option	352	338
Long-term Debt [Member]	'	'
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	121	122
Consolidated Securitization Entities [Member]	'	'
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	15	28
Recurring [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	176,751	173,746
Available-for-sale Securities, Equity Securities	2,027	1,892
Actively Traded Securities	628	662
Fair Value Option And Trading Securities	683	723
Short-term investments	4,498	5,786
Derivative assets	4,438	4,141
Net embedded derivatives within asset host contracts	138	-62
Separate account assets	137,612	134,796
Total assets	326,499	321,360
Liabilities [Abstract]	'	'
Derivative liabilities	1,949	2,322
Net embedded derivatives within liability host contracts	172	-106
Trading liabilities	201	262
Total liabilities	2,458	2,628
Recurring [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	3,553	3,261
Liabilities [Abstract]	'	'
Derivative liabilities	904	1,154
Recurring [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	769	749
Liabilities [Abstract]	'	'
Derivative liabilities	1,021	1,146
Recurring [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	115	131
Liabilities [Abstract]	'	'
Derivative liabilities	24	22
Recurring [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1	0
Recurring [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	36	38
Recurring [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans under fair value option	352	338
Recurring [Member] | Long-term Debt [Member]	'	'
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	121	122
Recurring [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	19	23
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	15	28
Recurring [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	66,556	64,229
Recurring [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	29,260	30,544
Recurring [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	28,961	28,756
Recurring [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	26,182	24,710
Recurring [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	8,516	8,376
Recurring [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	7,684	7,824
Recurring [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	5,989	5,777
Recurring [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	3,603	3,530
Recurring [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	1,273	1,164
Recurring [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	754	728
Recurring [Member] | Level 1 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	13,504	15,858
Available-for-sale Securities, Equity Securities	472	361
Actively Traded Securities	0	2
Fair Value Option And Trading Securities	0	2
Short-term investments	1,045	1,387
Derivative assets	0	0
Net embedded derivatives within asset host contracts	0	0
Separate account assets	29,476	28,422
Total assets	44,497	46,030
Liabilities [Abstract]	'	'
Derivative liabilities	0	0
Net embedded derivatives within liability host contracts	0	0
Trading liabilities	40	260
Total liabilities	40	260
Recurring [Member] | Level 1 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	0	0
Liabilities [Abstract]	'	'
Derivative liabilities	0	0
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
Recurring [Member] | Level 1 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	0	0
Recurring [Member] | Level 1 [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans under fair value option	0	0
Recurring [Member] | Level 1 [Member] | Long-term Debt [Member]	'	'
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	0	0
Recurring [Member] | Level 1 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	0	0
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	0	0
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	12,417	15,858
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	1,087	0
Recurring [Member] | Level 1 [Member] | CMBS [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] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	472	361
Recurring [Member] | Level 1 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	0	0
Recurring [Member] | Level 2 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	149,993	143,616
Available-for-sale Securities, Equity Securities	1,182	1,203
Actively Traded Securities	617	648
Fair Value Option And Trading Securities	647	695
Short-term investments	2,767	4,224
Derivative assets	4,386	4,101
Net embedded derivatives within asset host contracts	0	0
Separate account assets	106,672	105,165
Total assets	265,647	259,004
Liabilities [Abstract]	'	'
Derivative liabilities	1,945	2,318
Net embedded derivatives within liability host contracts	6	4
Trading liabilities	161	2
Total liabilities	2,209	2,403
Recurring [Member] | Level 2 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	3,535	3,258
Liabilities [Abstract]	'	'
Derivative liabilities	904	1,150
Recurring [Member] | Level 2 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	753	735
Liabilities [Abstract]	'	'
Derivative liabilities	1,019	1,146
Recurring [Member] | Level 2 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	97	108
Liabilities [Abstract]	'	'
Derivative liabilities	22	22
Recurring [Member] | Level 2 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	1	0
Recurring [Member] | Level 2 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	22	24
Recurring [Member] | Level 2 [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans under fair value option	0	0
Recurring [Member] | Level 2 [Member] | Long-term Debt [Member]	'	'
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	97	79
Recurring [Member] | Level 2 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	8	23
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	0	0
Recurring [Member] | Level 2 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	61,266	58,960
Recurring [Member] | Level 2 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	16,823	14,624
Recurring [Member] | Level 2 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	25,767	25,558
Recurring [Member] | Level 2 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	22,311	22,197
Recurring [Member] | Level 2 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	8,200	7,946
Recurring [Member] | Level 2 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	6,239	5,298
Recurring [Member] | Level 2 [Member] | State and political subdivision securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	5,989	5,777
Recurring [Member] | Level 2 [Member] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	3,398	3,256
Recurring [Member] | Level 2 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	744	753
Recurring [Member] | Level 2 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	438	450
Recurring [Member] | Level 3 [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	13,254	14,272
Available-for-sale Securities, Equity Securities	373	328
Actively Traded Securities	11	12
Fair Value Option And Trading Securities	36	26
Short-term investments	686	175
Derivative assets	52	40
Net embedded derivatives within asset host contracts	138	-62
Separate account assets	1,464	1,209
Total assets	16,355	16,326
Liabilities [Abstract]	'	'
Derivative liabilities	4	4
Net embedded derivatives within liability host contracts	166	-110
Trading liabilities	0	0
Total liabilities	209	-35
Recurring [Member] | Level 3 [Member] | Interest rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	18	3
Liabilities [Abstract]	'	'
Derivative liabilities	0	4
Recurring [Member] | Level 3 [Member] | Foreign currency exchange rate contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	16	14
Liabilities [Abstract]	'	'
Derivative liabilities	2	0
Recurring [Member] | Level 3 [Member] | Credit contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	18	23
Liabilities [Abstract]	'	'
Derivative liabilities	2	0
Recurring [Member] | Level 3 [Member] | Equity market contracts [Member]	'	'
Assets [Abstract]	'	'
Derivative assets	0	0
Recurring [Member] | Level 3 [Member] | FVO general account securities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	14	14
Recurring [Member] | Level 3 [Member] | Residential Mortgage Loans - FVO [Member]	'	'
Assets [Abstract]	'	'
Mortgage loans under fair value option	352	338
Recurring [Member] | Level 3 [Member] | Long-term Debt [Member]	'	'
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	24	43
Recurring [Member] | Level 3 [Member] | Consolidated Securitization Entities [Member]	'	'
Assets [Abstract]	'	'
Fair Value Option And Trading Securities	11	0
Liabilities [Abstract]	'	'
Long-term debt, at estimated fair value, relating to variable interest entities	15	28
Recurring [Member] | Level 3 [Member] | U.S. corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	5,290	5,269
Recurring [Member] | Level 3 [Member] | U.S. Treasury and agency securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	20	62
Recurring [Member] | Level 3 [Member] | Foreign corporate securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	3,194	3,198
Recurring [Member] | Level 3 [Member] | RMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	2,784	2,513
Recurring [Member] | Level 3 [Member] | CMBS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	316	430
Recurring [Member] | Level 3 [Member] | ABS [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	1,445	2,526
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] | Foreign government debt securities [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Debt Securities	205	274
Recurring [Member] | Level 3 [Member] | Common Stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	57	50
Recurring [Member] | Level 3 [Member] | Non-redeemable preferred stock [Member]	'	'
Assets [Abstract]	'	'
Available-for-sale Securities, Equity Securities	$316	$278

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	2.97%	4.01%
Interest rate contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	3.92%	4.50%
Foreign currency exchange rate contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	8.25%	5.80%
Correlation	39.00%	38.00%
Foreign currency exchange rate contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Swap yield	9.36%	7.67%
Correlation	47.00%	47.00%
Credit contracts [Member] | Minimum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	0.98%	0.98%
Credit contracts [Member] | Maximum [Member] | Income Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Credit spreads	1.01%	1.01%
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	0.45%	0.44%
U.S. 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%
Offered quotes	64	33
Quoted prices	0	'
Matrix Pricing - Offered quotes	0	4
Credit spreads	-14.85%	-14.89%
U.S. 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%
Offered quotes	1,250	140
Quoted prices	286	'
Matrix Pricing - Offered quotes	105	104
Credit spreads	7.87%	8.76%
U.S. 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	0.44%	0.38%
Illiquidity premium	0.30%	0.30%
Offered quotes	139	98
Quoted prices	124	'
Matrix Pricing - Offered quotes	101	100
Credit spreads	2.06%	1.93%
RMBS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	2	69
Quoted prices	0	22
Credit spreads	-1.16%	-1.36%
RMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	110	101
Quoted prices	120	100
Credit spreads	12.34%	36.09%
RMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	90	93
Quoted prices	96	98
Credit spreads	2.50%	2.86%
CMBS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	90
Quoted prices	75	89
Credit spreads	3.50%	2.15%
CMBS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	101
Quoted prices	104	104
Credit spreads	3.50%	20.25%
CMBS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	100	96
Quoted prices	100	99
Credit spreads	3.50%	4.75%
ABS [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	0	56
Quoted prices	0	0
Credit spreads	1.31%	0.30%
ABS [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	106	106
Quoted prices	106	106
Credit spreads	18.79%	18.78%
ABS [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	98	98
Quoted prices	100	101
Credit spreads	1.91%	1.19%
Foreign government debt securities [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	112	104
Quoted prices	103	77
Foreign government debt securities [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	140	140
Quoted prices	906	108
Foreign government debt securities [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Offered quotes	127	118
Quoted prices	590	87

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
Consolidated Securitization Entities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	$0	$0
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	-1	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	12	0
Transfers Out of Level 3	0	0
Balance, End of Period	11	0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	-28	-44
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	13	14
Transfers Into Level 3	0	0
Transfers out of Level 3	0	0
Balance, End of Period	-15	-31
Consolidated Securitization Entities [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
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
Fair Value, Liabilities 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
Consolidated Securitization Entities [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
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
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	-1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-1
Consolidated Securitization Entities [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
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
Fair Value, Liabilities 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
Interest rate contracts [Member]	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Balance, Beginning of Period	-1	58
Other Comprehensive Income (Loss)	18	-10
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	-10
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, End of Period	18	37
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)	1	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	1	-1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	1	0
Foreign currency exchange rate contracts [Member]	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Balance, Beginning of Period	14	37
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	1
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, End of Period	14	23
Foreign currency exchange 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
Foreign currency exchange 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
Foreign currency exchange 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)	-1	-15
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	0	-15
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	-15
Credit contracts [Member]	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Balance, Beginning of Period	23	33
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	-3	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, End of Period	16	30
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)	-4	-3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	-4	-3
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-4	-3
Net Embedded Derivatives [Member]	'	'
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Balance, Beginning of Period	48	-109
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	15	18
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, End of Period	-28	-140
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)	-88	-46
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Net Income (Loss)	-91	-49
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-88	-46
FVO general account securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	14	26
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	14	29
FVO general account securities [Member] | Net Investment Income [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
FVO general account 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
FVO general account 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
Residential Mortgage Loans - FVO [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	338	0
Other Comprehensive Income (Loss)	0	0
Purchases	28	0
Sales	-5	0
Issuances	0	0
Settlements	-12	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	352	0
Residential Mortgage Loans - FVO [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	3	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	3	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)	3	0
Residential Mortgage Loans - FVO [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
Residential Mortgage Loans - FVO [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
Long-term Debt [Member]	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	-43	0
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	1	0
Transfers Into Level 3	0	0
Transfers out of Level 3	18	0
Balance, End of Period	-24	0
Long-term Debt [Member] | Net Investment Income [Member]	'	'
Fair Value, Liabilities 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
Long-term Debt [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Liabilities 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
Long-term Debt [Member] | Net Derivative Gains (Losses) [Member]	'	'
Fair Value, Liabilities 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
U.S. corporate securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	5,269	5,460
Other Comprehensive Income (Loss)	123	135
Purchases	382	203
Sales	-165	-272
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	164	259
Transfers Out of Level 3	-476	-1,125
Balance, End of Period	5,290	4,659
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	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	1
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)	-6	-4
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]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-6	-5
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
U.S. Treasury and agency securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	62	71
Other Comprehensive Income (Loss)	0	0
Purchases	0	41
Sales	0	-1
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	-42	0
Balance, End of Period	20	111
U.S. Treasury and agency 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
U.S. Treasury and agency 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
U.S. Treasury and agency 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	3,198	3,054
Other Comprehensive Income (Loss)	91	1
Purchases	143	115
Sales	-23	-176
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	129	2
Transfers Out of Level 3	-345	-231
Balance, End of Period	3,194	2,755
Foreign corporate securities [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
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	-10
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-12
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	-12
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	2,513	1,702
Other Comprehensive Income (Loss)	-15	103
Purchases	346	397
Sales	-157	-66
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	133	2
Transfers Out of Level 3	-50	-71
Balance, End of Period	2,784	2,073
RMBS [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	9	8
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	9	8
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)	9	8
RMBS [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)	-1	-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	-1
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
CMBS [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	430	402
Other Comprehensive Income (Loss)	2	11
Purchases	8	162
Sales	-17	-78
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	18	104
Transfers Out of Level 3	-125	-141
Balance, End of Period	316	458
CMBS [Member] | Net Investment Income [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	0	-2
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
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
ABS [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	2,526	1,923
Other Comprehensive Income (Loss)	66	-9
Purchases	429	569
Sales	-252	-155
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	84	0
Transfers Out of Level 3	-1,370	-36
Balance, End of Period	1,445	2,292
ABS [Member] | Net Investment Income [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
ABS [Member] | Net Investment Gains (Losses) [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Net Income (Loss)	-42	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
Foreign government debt securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	274	282
Other Comprehensive Income (Loss)	11	0
Purchases	0	33
Sales	-31	-1
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	100	0
Transfers Out of Level 3	-143	-2
Balance, End of Period	205	314
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	2
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
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)	-6	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
Common Stock [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	50	60
Other Comprehensive Income (Loss)	7	-5
Purchases	3	3
Sales	-5	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Balance, End of Period	57	58
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)	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
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
Non-redeemable preferred stock [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	278	281
Other Comprehensive Income (Loss)	5	45
Purchases	0	1
Sales	0	-29
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	33	0
Transfers Out of Level 3	0	0
Balance, End of Period	316	275
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	-23
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-17
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	-17
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
Actively traded securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	12	6
Other Comprehensive Income (Loss)	0	0
Purchases	11	8
Sales	-5	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	-7	0
Balance, End of Period	11	14
Actively traded 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
Actively traded 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
Actively traded 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
Short-term investments [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Balance, Beginning of Period	175	252
Other Comprehensive Income (Loss)	0	22
Purchases	646	146
Sales	-39	-206
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	-96	0
Balance, End of Period	686	191
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	1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]	'	'
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	1
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	-24
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	1,209	940
Other Comprehensive Income (Loss)	0	0
Purchases	281	68
Sales	-44	-22
Issuances	24	3
Settlements	-2	0
Transfers Into Level 3	18	3
Transfers Out of Level 3	-57	-51
Balance, End of Period	1,464	956
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)	35	15
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 Residential Mortgage Loans) (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	$45,976	$46,024
Residential Mortgage Loans - FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	537	508
Difference between estimated fair value and unpaid principal balance	-185	-170
Carrying value at estimated fair value	352	338
Loans in non-accrual status	134	0
Loans more than 90 days past due	98	81
Loans in non-accrual status or more than 90 days past due, or both - difference between aggregate estimated fair value and unpaid principal balance	($114)	($82)

Fair_Value_Fair_Value_Option_G

Fair Value (Fair Value Option Gains (Losses) for Residential Mortgage Loans) (Details) (Residential Mortgage Loans - FVO [Member], Net Investment Income [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Residential Mortgage Loans - FVO [Member] | Net Investment Income [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Instrument-specific credit risk based on changes in credit spreads for non-agency loans and adjustments in individual loan quality	$2	$0
Other changes in estimated fair value	1	0
Total gains (losses) recognized in net investment income	$3	$0

Fair_Value_Fair_Value_Option_f1

Fair Value (Fair Value Option for Long-term Debt) (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	$2,402	$2,828
Long-term Debt [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Contractual principal balance	121	123
Difference between estimated fair value and contractual principal balance	0	-1
Carrying value at estimated fair value	121	122
Consolidated Securitization Entities [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Contractual principal balance	29	42
Difference between estimated fair value and contractual principal balance	-14	-14
Carrying value at estimated fair value	$15	$28

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	$163	$215
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	2
Nonrecurring [Member] | Mortgage loans, net [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Gains (Losses)	0	8
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	$8,429	$8,421
Liabilities	'	'
Separate account liabilities	137,611	134,796
Estimated Fair Value [Member]	'	'
Assets	'	'
Mortgage loans	47,536	47,369
Policy loans	9,678	9,553
Real estate joint ventures	72	70
Other Limited Partnership Interests	1,019	1,013
Other invested assets	1,935	2,015
Premiums, reinsurance and other receivables	15,976	14,921
Liabilities	'	'
Policyholder account balances	69,554	72,236
Long-term Debt	2,582	2,956
Other Liabilities	22,672	20,097
Separate account liabilities	59,422	57,935
Estimated Fair Value [Member] | Level 1 [Member]	'	'
Assets	'	'
Mortgage loans	0	0
Policy loans	0	0
Real estate joint ventures	0	0
Other Limited Partnership Interests	0	0
Other invested assets	0	87
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	0	0
Policy loans	783	786
Real estate joint ventures	0	0
Other Limited Partnership Interests	0	0
Other invested assets	1,754	1,752
Premiums, reinsurance and other receivables	1,002	15
Liabilities	'	'
Policyholder account balances	0	0
Long-term Debt	2,181	2,956
Other Liabilities	2,497	310
Separate account liabilities	59,422	57,935
Estimated Fair Value [Member] | Level 3 [Member]	'	'
Assets	'	'
Mortgage loans	47,536	47,369
Policy loans	8,895	8,767
Real estate joint ventures	72	70
Other Limited Partnership Interests	1,019	1,013
Other invested assets	181	176
Premiums, reinsurance and other receivables	14,974	14,906
Liabilities	'	'
Policyholder account balances	69,554	72,236
Long-term Debt	401	0
Other Liabilities	20,175	19,787
Separate account liabilities	0	0
Carrying Value [Member]	'	'
Assets	'	'
Mortgage loans	45,624	45,686
Policy loans	8,429	8,421
Real estate joint ventures	46	47
Other Limited Partnership Interests	825	865
Other invested assets	1,927	2,017
Premiums, reinsurance and other receivables	15,215	14,210
Liabilities	'	'
Policyholder account balances	67,377	70,205
Long-term Debt	2,243	2,655
Other Liabilities	22,144	19,601
Separate account liabilities	$59,422	$57,935

Fair_Value_Recurring_Fair_Valu1

Fair Value (Recurring Fair Value Measurements) (Narrative) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available-for-sale Securities, Equity Securities	$2,027	$1,892
Net Embedded Derivatives [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available-for-sale Securities, Equity Securities	($115)	($106)

Fair_Value_Nonrecurring_Fair_V1

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

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	$2,158	$4,008
OCI before reclassifications	2,965	-428
Income tax expense (benefit)	-1,037	149
OCI before reclassifications, net of income tax	4,086	3,729
Amounts reclassified from AOCI	33	141
Income tax expense (benefit)	-12	-51
Amounts reclassified from AOCI, net of income tax	21	90
Balance, end of period	4,107	3,819
Unrealized Investment Gains (Losses), Net of Related Offsets [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance, beginning of period	3,468	5,655
OCI before reclassifications	2,708	-435
Income tax expense (benefit)	-946	151
OCI before reclassifications, net of income tax	5,230	5,371
Amounts reclassified from AOCI	37	-49
Income tax expense (benefit)	-13	17
Amounts reclassified from AOCI, net of income tax	24	-32
Balance, end of period	5,254	5,339
Unrealized Gains (Losses) on Derivatives [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance, beginning of period	236	684
OCI before reclassifications	249	-6
Income tax expense (benefit)	-87	2
OCI before reclassifications, net of income tax	398	680
Amounts reclassified from AOCI	-48	139
Income tax expense (benefit)	17	-49
Amounts reclassified from AOCI, net of income tax	-31	90
Balance, end of period	367	770
Foreign Currency Translation Adjustments [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance, beginning of period	31	18
OCI before reclassifications	7	12
Income tax expense (benefit)	-4	-4
OCI before reclassifications, net of income tax	34	26
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	34	26
Defined Benefit Plans Adjustment [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Balance, beginning of period	-1,577	-2,349
OCI before reclassifications	1	1
Income tax expense (benefit)	0	0
OCI before reclassifications, net of income tax	-1,576	-2,348
Amounts reclassified from AOCI	44	51
Income tax expense (benefit)	-16	-19
Amounts reclassified from AOCI, net of income tax	28	32
Balance, end of period	($1,548)	($2,316)

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)	($24)	$132
Net derivative gains (losses)	119	-145
Net investment income	2,947	2,952
Income (loss) from continuing operations before provision for income tax	1,148	923
Provision for income tax expense (benefit)	-320	-250
Net income (loss)	825	673
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net income (loss)	-21	-90
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)	-90	66
Net derivative gains (losses)	33	0
Net investment income	17	6
Income (loss) from continuing operations before provision for income tax	-37	49
Provision for income tax expense (benefit)	13	-17
Net income (loss)	-24	32
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)	3	-23
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) from continuing operations before provision for income tax	48	-139
Provision for income tax expense (benefit)	-17	49
Net income (loss)	31	-90
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)	16	5
Net investment income	2	2
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 investment income	1	0
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)	30	-145
Net investment income	-1	-1
Reclassification out of Accumulated Other Comprehensive Income [Member] | Defined Benefit Plans Adjustment [Member]	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'
Amortization of net actuarial gains (losses)	-44	-66
Amortization of prior service (costs) credit	0	15
Income (loss) from continuing operations before provision for income tax	-44	-51
Provision for income tax expense (benefit)	16	19
Net income (loss)	($28)	($32)

Equity_StockBased_Compensation

Equity (Stock-Based Compensation Plans - Narrative) (Details) (Performance Shares [Member])	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
		Performance_Factor
Equity - Stock-based Compensation Plans [Line Items]	'	'
Vesting period	'	'3 years
Performance Factor	'	0.8
Vested in period	'	1,544,120
Issued in period	1,235,296	'
Minimum [Member]	'	'
Equity - Stock-based Compensation Plans [Line Items]	'	'
Performance Factor	'	0
Future Performance Factor	0	'
Maximum [Member]	'	'
Equity - Stock-based Compensation Plans [Line Items]	'	'
Performance Factor	'	2
Future Performance Factor	1.75	'

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	$483	$602
Pension, postretirement and postemployment benefit costs	87	91
Commissions	182	206
Volume-related costs	-88	70
Affiliated interest costs on ceded and assumed reinsurance	240	260
Capitalization of DAC	-100	-167
Amortization of DAC and VOBA	242	88
Interest expense on debt	39	38
Premium taxes, licenses and fees	77	67
Professional services	224	195
Rent and related expenses, net of sublease income	32	34
Other	-70	-42
Total other expenses	$1,348	$1,442

Other_Expenses_Restructuring_C

Other Expenses (Restructuring Charges) (Details) (Other Expenses [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Restructuring Cost and Reserve [Line Items]	'	'
Balance, beginning of period	$45	$22
Restructuring charges	12	31
Cash payments	-30	-35
Balance, end of period	27	18
Total restructuring charges incurred since inception of initiative	234	150
Severance [Member]	'	'
Restructuring Cost and Reserve [Line Items]	'	'
Balance, beginning of period	39	22
Restructuring charges	11	28
Cash payments	-28	-32
Balance, end of period	22	18
Total restructuring charges incurred since inception of initiative	199	129
Lease and Asset Impairment [Member]	'	'
Restructuring Cost and Reserve [Line Items]	'	'
Balance, beginning of period	6	0
Restructuring charges	1	3
Cash payments	-2	-3
Balance, end of period	5	0
Total restructuring charges incurred since inception of initiative	$35	$21

Employee_Benefit_Plans_Net_Per

Employee Benefit Plans (Net Periodic Benefit Costs) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Pension Benefits U.S. Plans [Member]	'	'
Components of net periodic benefit costs	'	'
Service costs	$45	$52
Interest costs	101	90
Expected return on plan assets	-110	-112
Amortization of net actuarial (gains) losses	41	53
Amortization of prior service costs (credit)	0	2
Net periodic benefit costs	77	85
Other Postretirement Benefits U.S. Plans [Member]	'	'
Components of net periodic benefit costs	'	'
Service costs	3	4
Interest costs	21	21
Expected return on plan assets	-18	-19
Amortization of net actuarial (gains) losses	2	13
Amortization of prior service costs (credit)	0	-17
Net periodic benefit costs	$8	$2

Contingencies_Commitments_and_1

Contingencies, Commitments and Guarantees (Contingencies - Narrative) (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
	Claims	Claims	Claims
Minimum [Member]	'	'	'
Loss Contingencies	'	'	'
The approximate amount of the aggregate range of reasonably possible losses in excess of amounts accrued for matters as to which an estimate can be made	0	'	'
Maximum [Member]	'	'	'
Loss Contingencies	'	'	'
The approximate amount of the aggregate range of reasonably possible losses in excess of amounts accrued for matters as to which an estimate can be made	360,000,000	'	'
Superfund Site Settlement Agreements [Member]	'	'	'
Loss Contingencies	'	'	'
Number of regulatory matters and other claims	2	'	'
Damages Sought	'less than $1 million and an additional amount	'	'
Maximum estimate of aggregate costs to resolve matter	1,000,000	'	'
Maximum estimate of costs for environmental testing	100,000	'	'
Total Asset Recovery Services, LLC Florida v. MetLife, Inc et Al [Member]	'	'	'
Loss Contingencies	'	'	'
Damages Sought	767,000,000	'	'
Assumed average face amount of life insurance policies in lawsuit	120,000	'	'
Number of life insurance contracts named in legal action	9,022	'	'
C-Mart, Inc. V. Metropolitan Life Insurance Company, Et Al [Member]	'	'	'
Loss Contingencies	'	'	'
Damages Sought	'$500 for each violation	'	'
Number of plaintiffs	'	'	36,000
Asbestos Related Claims [Member]	'	'	'
Loss Contingencies	'	'	'
Asbestos-Related Claims	1,366	1,435	5,898

Contingencies_Commitments_and_2

Contingencies, Commitments and Guarantees (Commitments and Guarantees - Narrative) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Commitments to Fund Partnership Investments, Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments [Member]	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$3	$3.40
Mortgage Loan Commitments [Member]	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$2.40	$3.10

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	$4,984	$4,872
Universal life and investment-type product policy fees:	'	'
Net universal life and investment-type product policy fees	593	575
Other revenues:	'	'
Other revenues	426	427
Policyholder benefits and claims:	'	'
Net policyholder benefits and claims	5,716	5,513
Interest Credited To Policyholder Account Balances [Abstract]	'	'
Net interest credited to policyholder account balances	529	591
Other expenses:	'	'
Total other expenses	1,348	1,442
Affiliated Entity [Member]	'	'
Universal life and investment-type product policy fees:	'	'
Net universal life and investment-type product policy fees	30	30
Other revenues:	'	'
Other revenues	35	36
Affiliated Entity [Member] | Assumed Reinsurance [Member]	'	'
Premiums:	'	'
Reinsurance assumed	221	95
Universal life and investment-type product policy fees:	'	'
Reinsurance assumed	12	8
Other revenues:	'	'
Reinsurance assumed	-3	-2
Policyholder benefits and claims:	'	'
Reinsurance assumed	230	95
Interest Credited To Policyholder Account Balances [Abstract]	'	'
Reinsurance assumed	8	8
Other expenses:	'	'
Reinsurance assumed	88	79
Affiliated Entity [Member] | Ceded Reinsurance [Member]	'	'
Premiums:	'	'
Reinsurance ceded	-13	-13
Universal life and investment-type product policy fees:	'	'
Reinsurance ceded	-67	-57
Other revenues:	'	'
Reinsurance ceded	158	168
Policyholder benefits and claims:	'	'
Reinsurance ceded	-37	-41
Interest Credited To Policyholder Account Balances [Abstract]	'	'
Reinsurance ceded	26	25
Other expenses:	'	'
Reinsurance ceded	148	160
Affiliated Entity [Member] | Reinsurance [Member]	'	'
Premiums:	'	'
Net premiums	208	82
Universal life and investment-type product policy fees:	'	'
Net universal life and investment-type product policy fees	-55	-49
Other revenues:	'	'
Other revenues	155	166
Policyholder benefits and claims:	'	'
Net policyholder benefits and claims	193	54
Interest Credited To Policyholder Account Balances [Abstract]	'	'
Net interest credited to policyholder account balances	-18	-17
Other expenses:	'	'
Total other expenses	$236	$239

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	$25,306	$23,637
Deferred policy acquisition costs and value of business acquired	6,169	6,416
Liabilities:	'	'
Liability for Future Policy Benefits	112,841	111,963
Policyholder account balances	89,770	92,498
Other policy-related balances	6,014	5,671
Other Liabilities	34,032	32,180
Assumed Reinsurance [Member] | Affiliated Entity [Member]	'	'
Assets	'	'
Premiums, reinsurance and other receivables	89	109
Deferred policy acquisition costs and value of business acquired	321	309
Total assets	410	418
Liabilities:	'	'
Liability for Future Policy Benefits	932	761
Policyholder account balances	233	239
Other policy-related balances	235	67
Other Liabilities	6,834	6,606
Total liabilities	8,234	7,673
Ceded Reinsurance [Member] | Affiliated Entity [Member]	'	'
Assets	'	'
Premiums, reinsurance and other receivables	15,969	15,748
Deferred policy acquisition costs and value of business acquired	-281	-273
Total assets	15,688	15,475
Liabilities:	'	'
Liability for Future Policy Benefits	0	0
Policyholder account balances	0	0
Other policy-related balances	-26	-39
Other Liabilities	14,249	14,044
Total liabilities	$14,223	$14,005

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	$239	'	($327)
Related Party Transaction [Line Items]	'	'	'
Other expenses	1,348	1,442	'
Universal life and investment-type product policy fees	593	575	'
Other revenues	426	427	'
Affiliated Entity [Member]	'	'	'
Related Party Transaction [Line Items]	'	'	'
Universal life and investment-type product policy fees	30	30	'
Other revenues	35	36	'
Affiliated Entity [Member] | Services Necessary to Conduct the Company's Activities [Member]	'	'	'
Related Party Transaction [Line Items]	'	'	'
Other expenses	589	649	'
Affiliated Entity [Member] | Services Necessary to Conduct the Affiliates' Activities [Member]	'	'	'
Related Party Transaction [Line Items]	'	'	'
Other expenses	$312	$324	'

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	$23	'	($168)
Net derivatives gains (losses)	-97	-53	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	172	'	-106
Affiliated Entity [Member] | Closed Block Liabilities Ceded To MetLife Reinsurance Of Charleston [Member]	'	'	'
Reinsurance Disclosures [Abstract]	'	'	'
Net derivatives gains (losses)	-203	81	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	912	'	709
Affiliated Entity [Member] | Ceded Guaranteed Minimum Benefit [Member]	'	'	'
Reinsurance Disclosures [Abstract]	'	'	'
Embedded Derivative, Fair Value of Embedded Derivative Asset	138	'	-62
Net derivatives gains (losses)	140	-457	'
Affiliated Entity [Member] | Funds Withheld On Ceded Reinsurance [Member]	'	'	'
Reinsurance Disclosures [Abstract]	'	'	'
Net derivatives gains (losses)	-20	7	'
Coinsurance Funds Withheld Basis, Percent	75.00%	'	'
Embedded Derivative, Fair Value of Embedded Derivative Liability	$9	'	($11)

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
In Millions, unless otherwise specified			Affiliated Entity [Member]	Affiliated Entity [Member]	Assumed Reinsurance [Member]	Assumed Reinsurance [Member]	Project Flag [Member]
					Affiliated Entity [Member]	Affiliated Entity [Member]	Assumed Reinsurance [Member]
							Affiliated Entity [Member]
Funds Held under Reinsurance Agreements, Asset	'	'	'	'	'	'	$192
Deposit Contracts, Liabilities	'	'	'	'	'	'	456
Liability for Future Policy Benefits	112,841	111,963	'	'	932	761	128
Other Liabilities	34,032	32,180	'	'	6,834	6,606	116
Other Policy-Related Balances	6,014	5,671	'	'	235	67	'
Estimated fair value of invested assets transferred to affiliates	'	'	$0	$6	'	'	$494