Metropolitan Life Insurance 10-Q 13 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	3 Months Ended
	Mar. 31, 2015	13-May-15
Document and Entity Information [Abstract]
Entity Registrant Name	METROPOLITAN LIFE INSURANCE CO
Entity Central Index Key	937834
Document Type	10-Q
Document Period End Date	31-Mar-15
Amendment Flag	FALSE
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	-19
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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Investments:
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	$187,667	$188,911
Equity securities available-for-sale, at estimated fair value (cost: $1,958 and $1,926, respectively)	2,097	2,065
Trading and fair value option securities, at estimated fair value (includes $714 and $654, respectively, of actively traded securities; and $14 and $15, respectively, relating to variable interest entities)	743	705
Mortgage loans (net of valuation allowances of $266 and $258, respectively; includes $329 and $308, respectively, under the fair value option)	50,999	49,059
Policy loans	8,512	8,491
Real estate and real estate joint ventures (includes $8 and $8, respectively, relating to variable interest entities; includes $9 and $78, respectively, of real estate held-for-sale)	7,793	7,874
Other limited partnership interests (includes $34 and $34, respectively, relating to variable interest entities)	4,899	4,926
Short-term investments, principally at estimated fair value	7,486	4,474
Other invested assets (includes $70 and $56, respectively, relating to variable interest entities)	17,556	14,209
Total investments	287,752	280,714
Cash and cash equivalents, principally at estimated fair value (includes $3 and $2, respectively, relating to variable interest entities)	1,355	1,993
Accrued investment income (includes $2 and $3, respectively, relating to variable interest entities)	2,358	2,293
Premiums, reinsurance and other receivables (includes $2 and $2, respectively, relating to variable interest entities)	25,627	23,439
Deferred policy acquisition costs and value of business acquired	5,882	5,975
Other assets (includes $4 and $4, respectively, relating to variable interest entities)	4,626	4,469
Separate account assets	145,003	139,335
Total assets	472,603	458,218
Liabilities
Future policy benefits	118,618	117,402
Policyholder account balances	95,847	95,902
Other policy-related balances	7,492	5,840
Policyholder dividends payable	601	615
Policyholder dividend obligation	3,483	3,155
Payables for collateral under securities loaned and other transactions	24,495	24,167
Short-term debt	100	100
Long-term debt (includes $90 and $91, respectively, at estimated fair value, relating to variable interest entities)	2,017	2,027
Current income tax payable	297	44
Deferred income tax liability	4,343	3,835
Other liabilities (includes $32 and $17, respectively, relating to variable interest entities)	36,194	33,447
Separate account liabilities	145,003	139,335
Total liabilities	438,490	425,869
Contingencies, Commitments and Guarantees (Note 11)
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	5	5
Additional paid-in capital	14,450	14,448
Retained earnings	13,659	12,470
Accumulated other comprehensive income (loss)	5,606	5,034
Total Metropolitan Life Insurance Company stockholder’s equity	33,720	31,957
Noncontrolling interests	393	392
Total equity	34,113	32,349
Total liabilities and equity	$472,603	$458,218

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, except Share data, unless otherwise specified
Assets
Amortized cost of fixed maturity securities available-for-sale	$171,266	$173,604
Fixed maturity securities relating to variable interest entities	187,667	188,911
Cost of equity securities available-for-sale	1,958	1,926
Actively traded securities	714	654
Trading and fair value option securities relating to variable interest entities	743	705
Mortgage loans valuation allowances	266	258
Mortgage loans under fair value option	50,999	49,059
Real estate and real estate joint ventures relating to variable interest entities	7,793	7,874
Real estate held-for-sale	9	78
Other limited partnership interests relating to variable interest entities	4,899	4,926
Other invested assets relating to variable interest entities	17,556	14,209
Cash and cash equivalents relating to variable interest entities	1,355	1,993
Accrued investment income relating to variable interest entities	2,358	2,293
Premiums, reinsurance and other receivables relating to variable interest entities	25,627	23,439
Other assets relating to variable interest entities	4,626	4,469
Liabilities
Long-term debt, at estimated fair value, relating to variable interest entities	2,017	2,027
Other liabilities relating to variable interest entities	36,194	33,447
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
Assets
Mortgage loans under fair value option	329	308
Variable interest entities
Assets
Fixed maturity securities relating to variable interest entities	161	160
Trading and fair value option securities relating to variable interest entities	14	15
Real estate and real estate joint ventures relating to variable interest entities	8	8
Other limited partnership interests relating to variable interest entities	34	34
Other invested assets relating to variable interest entities	70	56
Cash and cash equivalents relating to variable interest entities	3	2
Accrued investment income relating to variable interest entities	2	3
Premiums, reinsurance and other receivables relating to variable interest entities	2	2
Other assets relating to variable interest entities	4	4
Liabilities
Long-term debt, at estimated fair value, relating to variable interest entities	90	91
Other liabilities relating to variable interest entities	$32	$17

Consolidated_Statements_of_Ope

Consolidated Statements of Operations and Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Revenues
Premiums	$5,138	$4,984
Universal life and investment-type product policy fees	636	593
Net investment income	2,966	2,947
Other revenues	397	426
Net investment gains (losses):
Other-than-temporary impairments on fixed maturity securities	-6	-11
Other-than-temporary impairments on fixed maturity securities transferred to other comprehensive income (loss)	-9	3
Other net investment gains (losses)	240	-24
Total net investment gains (losses)	225	-32
Net derivative gains (losses)	500	119
Total revenues	9,862	9,037
Expenses
Policyholder benefits and claims	5,839	5,716
Interest credited to policyholder account balances	537	529
Policyholder dividends	304	296
Other expenses	1,490	1,348
Total expenses	8,170	7,889
Income (loss) from continuing operations before provision for income tax	1,692	1,148
Provision for income tax expense (benefit)	502	320
Income (loss) from continuing operations, net of income tax	1,190	828
Income (loss) from discontinued operations, net of income tax	0	-3
Net income (loss)	1,190	825
Less: Net income (loss) attributable to noncontrolling interests	1	1
Net income (loss) attributable to Metropolitan Life Insurance Company	1,189	824
Comprehensive income (loss)	1,762	2,774
Less: Comprehensive income (loss) attributable to noncontrolling interests, net of income tax	1	1
Comprehensive income (loss) attributable to Metropolitan Life Insurance Company	$1,761	$2,773

Consolidated_Statements_of_Equ

Consolidated Statements of Equity (Unaudited) (USD $)	Total	Common Stock	Additional Paid-in Capital	Retained Earnings	Accumulated Other Comprehensive Income (Loss) Net Unrealized Investment Gains (Losses)	Total Metropolitan Life Insurance Company Stockholder’s Equity	Noncontrolling Interests
In Millions
Beginning Balance at Dec. 31, 2013	$26,280	$5	$14,515	$9,352	$2,158	$26,030	$250
Capital contributions from MetLife, Inc.	1		1			1
Returns of capital	-40		-40			-40
Excess tax benefits related to stock-based compensation	2		2			2
Change in equity of noncontrolling interests	119					0	119
Net income (loss)	825			824		824	1
Other comprehensive income (loss), net of income tax	1,949				1,949	1,949
Ending Balance at Mar. 31, 2014	29,136	5	14,478	10,176	4,107	28,766	370
Beginning Balance at Dec. 31, 2014	32,349	5	14,448	12,470	5,034	31,957	392
Capital contributions from MetLife, Inc.	1		1			1
Returns of capital	0					0
Excess tax benefits related to stock-based compensation	1		1			1
Change in equity of noncontrolling interests	0					0
Net income (loss)	1,190			1,189		1,189	1
Other comprehensive income (loss), net of income tax	572				572	572
Ending Balance at Mar. 31, 2015	$34,113	$5	$14,450	$13,659	$5,606	$33,720	$393

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Cash Flows [Abstract]
Net cash provided by (used in) operating activities	$888	$917
Cash flows from investing activities
Sales, maturities and repayments of fixed maturity securities	20,136	13,381
Sales, maturities and repayments of equity securities	23	12
Sales, maturities and repayments of mortgage loans	2,335	2,009
Sales, maturities and repayments of real estate and real estate joint ventures	175	290
Sales, maturities and repayments of other limited partnership interests	128	144
Purchases of fixed maturity securities	-17,162	-10,932
Purchases of equity securities	-48	-25
Purchases of mortgage loans	-4,720	-2,008
Purchases of real estate and real estate joint ventures	-136	-554
Purchases of other limited partnership interests	-118	-143
Cash received in connection with freestanding derivatives	333	197
Cash paid in connection with freestanding derivatives	-270	-304
Net change in policy loans	-21	-8
Net change in short-term investments	-3,005	453
Net change in other invested assets	-130	-91
Net change in property, equipment and leasehold improvements	-76	-40
Other, net	0	-13
Net cash provided by (used in) investing activities	-2,556	2,368
Cash flows from financing activities
Policyholder account balances: Deposits	14,568	10,612
Policyholder account balances: Withdrawals	-13,786	-13,545
Net change in payables for collateral under securities loaned and other transactions	328	406
Net change in short-term debt	0	-320
Long-term debt repaid	-10	-15
Other, net	-70	-202
Net cash provided by (used in) financing activities	1,030	-3,064
Change in cash and cash equivalents	-638	221
Cash and cash equivalents, beginning of period	1,993	1,098
Cash and cash equivalents, end of period	1,355	1,319
Supplemental disclosures of cash flow information:
Net cash paid for Interest	14	17
Net cash paid (received) for Income tax	89	181
Non-cash transactions:
Capital contributions from MetLife, Inc.	1	1
Reduction of redeemable noncontrolling interests	0	774
Reduction of long-term debt	0	413
Reduction of real estate and real estate joint ventures	0	1,132
Issuance of short-term debt	0	245
Returns of capital	$0	$40

Business_Basis_of_Presentation

Business, Basis of Presentation and Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2015
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 provider of life insurance, annuities, employee benefits and asset management and is organized into three segments: Retail; Group, Voluntary & Worksite Benefits; and Corporate Benefit Funding. Metropolitan Life Insurance Company is a wholly-owned subsidiary of MetLife, Inc. (MetLife, Inc., together with its subsidiaries and affiliates, “MetLife”).
	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 equity securities when it has significant influence or at least 20% interest and for 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 2015 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, 2014 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, 2014 (the “2014 Annual Report”), 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 2014 Annual Report.
	Adoption of New Accounting Pronouncements
	Effective January 1, 2015, the Company adopted guidance requiring repurchase-to-maturity transactions and repurchase financing arrangements to be accounted for as secured borrowings and providing for enhanced disclosures, including the nature of collateral pledged and the time to maturity. Certain interim period disclosures for repurchase agreements and securities lending transactions are not required until the second quarter of 2015. The adoption of this new guidance did not have a material impact on the Company’s consolidated financial statements.
	Future Adoption of New Accounting Pronouncements
	In May, 2015, the Financial Accounting Standards Board (“FASB”) issued new guidance on fair value measurement (Accounting Standards Update (“ASU”) 2015‑07, Fair Value Measurement (Topic 820): Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent)), effective for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years and which should be applied retrospectively to all periods presented. Earlier application is permitted. The new amendments in this ASU remove the requirement to categorize within the fair value hierarchy all investments for which fair value is measured using the net asset value (“NAV”) per share practical expedient. In addition, the amendments remove the requirement to make certain disclosures for all investments that are eligible to be measured at fair value using the net asset value per share practical expedient. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In April 2015, the FASB issued new guidance on accounting for fees paid in a cloud computing arrangement (ASU 2015-05, Intangibles - Goodwill and Other - Internal-Use Software (Subtopic 350-40): Customer’s Accounting for Fees Paid in a Cloud Computing Arrangement), effective for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years. Early adoption of the new guidance is permitted and an entity can elect to adopt the guidance either: (1) prospectively to all arrangements entered into or materially modified after the effective date; or (2) retrospectively. The new guidance provides that all software licenses included in cloud computing arrangements be accounted for consistent with other licenses of intangible assets. However, if a cloud computing arrangement does not include a software license, the arrangement should be accounted for as a service contract, the accounting for which did not change. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In April 2015, the FASB issued new guidance on the presentation of debt issuance costs (ASU 2015-03, Interest - Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs), effective for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years and should be applied retrospectively to all periods presented. Early adoption of the new guidance is permitted for financial statements that have not been previously issued. The new guidance will require that debt issuance costs be presented in the balance sheet as a direct deduction from the related debt liability rather than as an asset, consistent with debt discounts. However, the current recognition and measurement guidance for debt issuance costs are not affected by the new guidance. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In February 2015, the FASB issued new guidance to improve consolidation guidance for legal entities (ASU 2015-02, Consolidation (Topic 810): Amendments to the Consolidation Analysis), effective for fiscal years beginning after December 15, 2015 and interim periods within those years and early adoption is permitted. The new standard is intended to improve targeted areas of the consolidation guidance for legal entities such as limited partnerships, limited liability corporations, and securitization structures. The amendments in this ASU affect the consolidation evaluation for reporting organizations. In addition, the amendments in this ASU simplify and improve current GAAP by reducing the number of consolidation models. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.
	In May 2014, the FASB issued a comprehensive new revenue recognition standard (ASU 2014‑09, Revenue from Contracts with Customers (Topic 606)), effective retrospectively for fiscal years beginning after December 15, 2016 and interim periods within those years. Early adoption of this standard is not permitted. The new guidance will supersede nearly all existing revenue recognition guidance under GAAP; however, it will not impact the accounting for insurance contracts, leases, financial instruments and guarantees. For those contracts that are impacted by the new guidance, the guidance will require an entity to recognize revenue upon the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The Company is currently evaluating the impact of this guidance on its consolidated financial statements.

Segment_Information

Segment Information	3 Months Ended
	Mar. 31, 2015
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.
	As anticipated, in the first quarter of 2015, the Company implemented certain segment reporting changes related to the measurement of segment operating earnings, which included revising the Company’s capital allocation methodology. These changes were applied retrospectively and did not have an impact on total consolidated operating earnings or net income.
	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. Group Voluntary & Worksite Benefits insurance products and services include life, dental, group short- and long-term disability and accidental death and dismemberment coverages. In addition, the Group, Voluntary & Worksite Benefits segment offers long-term care, critical illness and accident & health coverages, as well as prepaid legal plans.
	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, as well as enterprise-wide strategic initiative restructuring charges, not allocated to the segments, various start-up businesses (including the investment management business through which the Company offers fee-based investment management services to institutional clients), certain run-off businesses, the Company’s ancillary international operations and 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. In addition, Corporate & Other includes ancillary U.S. direct business, comprised of group and individual products sold through sponsoring organizations, affinity groups and direct to consumer. 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 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.
	In the first quarter of 2015, the Company implemented certain segment reporting changes related to the measurement of segment operating earnings, which included revising the Company’s capital allocation methodology. Consequently, prior period results for the three months ended March 31, 2014 were impacted as follows:
	•	Retail’s operating earnings increased by $33 million, net of $4 million of income tax benefit;
	•	Group, Voluntary & Worksite Benefits’ operating earnings decreased by $5 million, net of $3 million of income tax benefit;
	•	Corporate Benefit Funding’s operating earnings decreased by $15 million, net of $9 million of income tax benefit; and
	•	Corporate & Other’s operating earnings decreased by $13 million, net of $16 million of income tax.
	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, 2015 and 2014. The segment accounting policies are the same as those used to prepare the Company’s consolidated financial statements, except for operating earnings adjustments as defined above. In addition, segment accounting policies include the method of capital allocation described below.
	Economic capital is an internally developed risk capital model, the purpose of which is to measure the risk in the business and to provide a basis upon which capital is deployed. The economic capital model accounts for the unique and specific nature of the risks inherent in MetLife’s and the Company’s business.
	MetLife’s economic capital model, coupled with considerations of local capital requirements, 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 while applying an industry standard method for the inclusion of diversification benefits among risk types. MetLife’s management is responsible for the ongoing production and enhancement of the economic capital model and reviews its approach periodically to ensure that it remains consistent with emerging industry practice standards.
	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 Results
	Three Months Ended March 31, 2015		Retail				Group,			Corporate			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	983			$	3,711		$	415		$	29		$	5,138		$	—		$	5,138
	Universal life and investment-type product policy fees		379				188			44			—			611			25			636
	Net investment income		1,344				459			1,225			65			3,093			(127		)	2,966
	Other revenues		43				111			71			172			397			—			397
	Net investment gains (losses)		—				—			—			—			—			225			225
	Net derivative gains (losses)		—				—			—			—			—			500			500
	Total revenues		2,749				4,469			1,755			266			9,239			623			9,862
	Expenses
	Policyholder benefits and claims and policyholder dividends		1,656				3,535			917			19			6,127			16			6,143
	Interest credited to policyholder account balances		235				37			264			—			536			1			537
	Capitalization of DAC		(102		)		(4		)	(6		)	—			(112		)	—			(112		)
	Amortization of DAC and VOBA		121				9			5			—			135			73			208
	Interest expense on debt		1				—			1			30			32			—			32
	Other expenses		443				557			118			244			1,362			—			1,362
	Total expenses		2,354				4,134			1,299			293			8,080			90			8,170
	Provision for income tax expense (benefit)		121				124			158			(88		)	315			187			502
	Operating earnings		$	274			$	211		$	298		$	61		844
	Adjustments to:
	Total revenues															623
	Total expenses															(90		)
	Provision for income tax (expense) benefit															(187		)
	Income (loss) from continuing operations, net of income tax															$	1,190					$	1,190
			Operating Results
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		1,378				439			1,143			106			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		2,792				4,335			1,624			311			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		223				530			108			307			1,168			(1		)	1,167
Total expenses		2,164				4,088			1,235			364			7,851			38			7,889
Provision for income tax expense (benefit)		206				91			135			(90		)	342			(22		)	320
Operating earnings		$	422			$	156		$	254		$	37		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
The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
	31-Mar-15				31-Dec-14
	(In millions)
Retail	$	184,170			$	181,207
Group, Voluntary & Worksite Benefits	45,728				43,718
Corporate Benefit Funding	212,477				203,281
Corporate & Other	30,228				30,012
Total	$	472,603			$	458,218

Insurance

Insurance	3 Months Ended
	Mar. 31, 2015
Insurance [Abstract]
Insurance	3. Insurance
	Guarantees
	As discussed in Notes 1 and 4 of the Notes to the Consolidated Financial Statements included in the 2014 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 policyholder account balances and are further discussed in Note 6.
	The Company also issues two tier annuity contracts that apply a lower rate on funds deposited if the contractholder elects to surrender the contract for cash (the “lower tier”) and a higher rate if the contractholder elects to annuitize (the “upper tier”). These guarantees include benefits that are payable in the event of death, maturity or at annuitization. Certain other annuity contracts contain guaranteed annuitization benefits that may be above what would be provided by the current account value of the contract. 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 and assumed 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 and Other Annuities
	Two tier annuities are defined as the excess of the upper tier, adjusted for a profit margin, less the lower tier, as of the balance sheet date. Other annuities are 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.
	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-15				31-Dec-14
		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	$	63,426	$	29,910	$	62,810	$	29,474
	Separate account value	$	51,765	$	28,791	$	51,077	$	28,347
	Net amount at risk	$	644	$	277	$	702	$	244
	Average attained age of contractholders	66 years		63 years		65 years		63 years
	Two Tier and Other Annuities
	Account value	N/A		$	405	N/A		$	456
	Net amount at risk	N/A		$	134	N/A		$	153
	Average attained age of contractholders	N/A		56 years		N/A		55 years
		March 31, 2015				December 31, 2014
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	8,313	$	1,080	$	8,213	$	1,091
	Net amount at risk	$	77,949	$	8,022	$	78,758	$	8,164
	Average attained age of policyholders	54 years		60 years		54 years		60 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, 2015
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 of Reorganization”). 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-15				31-Dec-14
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,481			$	41,667
	Other policy-related balances	309				265
	Policyholder dividends payable	479				461
	Policyholder dividend obligation	3,483				3,155
	Current income tax payable	3				1
	Other liabilities	482				646
	Total closed block liabilities	46,237				46,195
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	29,093				29,199
	Equity securities available-for-sale, at estimated fair value	98				91
	Mortgage loans	6,103				6,076
	Policy loans	4,643				4,646
	Real estate and real estate joint ventures	651				666
	Other invested assets	1,123				1,065
	Total investments	41,711				41,743
	Cash and cash equivalents	323				227
	Accrued investment income	483				477
	Premiums, reinsurance and other receivables	78				67
	Deferred income tax assets	277				289
	Total assets designated to the closed block	42,872				42,803
	Excess of closed block liabilities over assets designated to the closed block	3,365				3,392
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
	Unrealized investment gains (losses), net of income tax	2,441				2,291
	Unrealized gains (losses) on derivatives, net of income tax	63				28
	Allocated to policyholder dividend obligation, net of income tax	(2,264		)		(2,051		)
	Total amounts included in AOCI	240				268
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,605			$	3,660
	Information regarding the closed block policyholder dividend obligation was as follows:
			Three Months				Year
			Ended				Ended
			31-Mar-15				31-Dec-14
			(In millions)
	Balance, beginning of period		$	3,155			$	1,771
	Change in unrealized investment and derivative gains (losses)		328				1,384
	Balance, end of period		$	3,483			$	3,155
	Information regarding the closed block revenues and expenses was as follows:
			Three Months
			Ended
			March 31,
			2015				2014
		(In millions)
	Revenues
	Premiums		$	430			$	446
	Net investment income		515				530
	Net investment gains (losses)		(1		)		—
	Net derivative gains (losses)		25				(1		)
	Total revenues		969				975
	Expenses
	Policyholder benefits and claims		608				624
	Policyholder dividends		240				233
	Other expenses		37				41
	Total expenses		885				898
	Revenues, net of expenses before provision for income tax expense (benefit)		84				77
	Provision for income tax expense (benefit)		29				27
	Revenues, net of expenses and provision for income tax expense (benefit)		$	55			$	50
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 of Reorganization. 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, 2015
Investments, Debt and Equity Securities [Abstract]
Investments	5. Investments
	Fixed Maturity and Equity Securities Available-for-Sale
	Fixed Maturity and Equity Securities Available-for-Sale by Sector
	The following table presents the fixed maturity and equity securities available-for-sale (“AFS”) by sector. Redeemable preferred stock is reported within U.S. corporate and foreign corporate fixed maturity securities and non-redeemable preferred stock is reported within equity securities. Included within fixed maturity securities are structured securities including residential mortgage-backed securities (“RMBS”), asset-backed securities (“ABS”) and commercial mortgage-backed securities (“CMBS”).
		March 31, 2015																	December 31, 2014
		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	$	58,718		$	6,776			$	391			$	—		$	65,103		$	59,532			$	6,246		$	421		$	—	$	65,357
	U.S. Treasury and agency	34,643			5,382				19				—			40,006			34,391				4,698			19			—		39,070
	Foreign corporate	27,652			1,895				846				—			28,701			28,395				1,934			511			—		29,818
	RMBS	27,714			1,578				151				41			29,100			26,893				1,493			157			66		28,163
	ABS	7,134			85				83				—			7,136			8,206				102			82			—		8,226
	CMBS	6,952			268				51				—			7,169			7,705				241			33			—		7,913
	State and political subdivision	5,421			1,276				6				—			6,691			5,329				1,197			6			—		6,520
	Foreign government	3,032			779				50				—			3,761			3,153				761			70			—		3,844
	Total fixed maturity securities	$	171,266		$	18,039			$	1,597			$	41		$	187,667		$	173,604			$	16,672		$	1,299		$	66	$	188,911
	Equity securities
	Common stock	$	1,257		$	129			$	22			$	—		$	1,364		$	1,236			$	142		$	26		$	—	$	1,352
	Non-redeemable preferred stock	701			64				32				—			733			690				53			30			—		713
	Total equity securities	$	1,958		$	193			$	54			$	—		$	2,097		$	1,926			$	195		$	56		$	—	$	2,065
	The Company held non-income producing fixed maturity securities with an estimated fair value of $6 million and $6 million with unrealized gains (losses) of $6 million and $5 million at March 31, 2015 and December 31, 2014, 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, 2015:
		Due in One Year or Less			Due After One Year Through Five Years				Due After Five Years Through Ten Years				Due After Ten Years			Structured Securities			Total Fixed Maturity Securities
		(In millions)
	Amortized cost	$	6,310		$	36,394			$	36,651			$	50,111		$	41,800		$	171,266
	Estimated fair value	$	6,326		$	37,995			$	38,916			$	61,025		$	43,405		$	187,667
	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. Structured securities (RMBS, ABS and CMBS) are shown separately, as they are not due at a single maturity.
	Continuous Gross Unrealized Losses for Fixed Maturity and Equity Securities AFS by Sector
	The following table presents the estimated fair value and gross unrealized losses of fixed maturity and equity securities AFS in an unrealized loss position, aggregated by sector and by length of time that the securities have been in a continuous unrealized loss position.
		March 31, 2015														December 31, 2014
		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	$	5,809		$	252			$	1,626			$	139		$	8,950		$	260			$	2,251		$	161
	U.S. Treasury and agency	2,014			17				252				2			3,933			6				982			13
	Foreign corporate	7,682			723				993				123			7,052			397				1,165			114
	RMBS	2,024			49				1,426				143			3,141			63				1,900			160
	ABS	2,321			59				758				24			3,147			45				732			37
	CMBS	841			42				253				9			772			20				461			13
	State and political subdivision	76			2				19				4			26			—				76			6
	Foreign government	240			17				201				33			327			32				265			38
	Total fixed maturity securities	$	21,007		$	1,161			$	5,528			$	477		$	27,348		$	823			$	7,832		$	542
	Equity securities
	Common stock	$	120		$	22			$	—			$	—		$	98		$	26			$	1		$	—
	Non-redeemable preferred stock	5			1				137				31			32			—				139			30
	Total equity securities	$	125		$	23			$	137			$	31		$	130		$	26			$	140		$	30
	Total number of securities in an unrealized loss position	1,758							507							1,997							642
	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 2014 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 concluded that these securities were not other-than-temporarily impaired at March 31, 2015. Future other-than-temporary impairment (“OTTI”) will depend primarily on economic fundamentals, issuer performance (including changes in the present value of future cash flows expected to be collected), 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 increased $273 million during the three months ended March 31, 2015 to $1.6 billion. The increase in gross unrealized losses for the three months ended March 31, 2015 was primarily attributable to the impact of weakening foreign currencies on non-functional currency denominated fixed maturity securities.
	At March 31, 2015, $51 million of the total $1.6 billion of gross unrealized losses were from 25 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 $51 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, $32 million, or 63%, were related to gross unrealized losses on 12 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 $51 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, $19 million, or 37%, were related to gross unrealized losses on 13 below investment grade fixed maturity securities. Unrealized losses on below investment grade fixed maturity securities are principally related to non-agency RMBS (primarily alternative residential mortgage loans) and are the result of significantly wider credit spreads resulting from higher risk premiums since purchase, largely due to economic and market uncertainties including concerns over valuations of residential real estate supporting non-agency RMBS. Management evaluates non-agency RMBS based on actual and projected cash flows after considering the quality of underlying collateral, expected prepayment speeds, current and forecasted loss severity, consideration of the payment terms of the underlying assets backing a particular security, and the payment priority within the tranche structure of the security.
Equity Securities
Gross unrealized losses on equity securities decreased $2 million during the three months ended March 31, 2015 to $54 million. Of the $54 million, $24 million were from six securities with gross unrealized losses of 20% or more of cost for 12 months or greater. Of the $24 million, 63% were from securities rated A or better, and all were from financial services industry investment grade non-redeemable preferred stock securities.
Mortgage Loans
Mortgage Loans by Portfolio Segment
Mortgage loans are summarized as follows at:
	March 31, 2015						December 31, 2014
	Carrying			% of			Carrying				% of
	Value			Total			Value				Total
	(In millions)						(In millions)
Mortgage loans:
Commercial	$	33,200		65.1	%		$	32,482			66.2	%
Agricultural	10,958			21.5			11,033				22.5
Residential	6,778			13.3			5,494				11.2
Subtotal (1)	50,936			99.9			49,009				99.9
Valuation allowances	(266		)	(0.5	)		(258		)		(0.5	)
Subtotal mortgage loans, net	50,670			99.4			48,751				99.4
Residential — fair value option (“FVO”)	329			0.6			308				0.6
Total mortgage loans, net	$	50,999		100	%		$	49,059			100	%
__________________
-1	Purchases of mortgage loans were $1.4 billion and $597 million for the three months ended March 31, 2015 and 2014, respectively.
Information on commercial, agricultural and residential mortgage loans is presented in the tables below. Information on residential - FVO is presented in Note 7. The Company elects the FVO for certain residential mortgage loans that are managed on a total return basis.
Mortgage Loans, Valuation Allowance and Impaired Loans by Portfolio Segment
Mortgage loans by portfolio segment, by method of evaluation of credit loss, impaired mortgage loans including those modified in a troubled debt restructuring, and the related valuation allowances, were as follows at:
	Evaluated Individually for Credit Losses																	Evaluated Collectively for Credit Losses							Impaired Loans
	Impaired Loans with a Valuation Allowance											Impaired Loans without a Valuation Allowance
	Unpaid Principal Balance			Recorded Investment				Valuation				Unpaid Principal Balance			Recorded			Recorded				Valuation			Carrying
								Allowances							Investment			Investment				Allowances			Value
	(In millions)
31-Mar-15
Commercial	$	69		$	69			$	20			$	81		$	81		$	33,050			$	161		$	130
Agricultural	47			45				2				16			16			10,897				33			59
Residential	—			—				—				62			58			6,720				50			58
Total	$	116		$	114			$	22			$	159		$	155		$	50,667			$	244		$	247
31-Dec-14
Commercial	$	75		$	75			$	24			$	84		$	84		$	32,323			$	158		$	135
Agricultural	47			45				2				14			13			10,975				33			56
Residential	—			—				—				40			37			5,457				41			37
Total	$	122		$	120			$	26			$	138		$	134		$	48,755			$	232		$	228
The average recorded investment for impaired commercial, agricultural and residential mortgage loans was $155 million, $59 million and $47 million, respectively, for the three months ended March 31, 2015; and $416 million, $97 million and $7 million, respectively, for the three months ended March 31, 2014.
Valuation Allowance Rollforward by Portfolio Segment
The changes in the valuation allowance, by portfolio segment, were as follows:
	Three Months
	Ended
	March 31,
	2015														2014
	Commercial			Agricultural				Residential				Total			Commercial			Agricultural				Residential			Total
	(In millions)
Balance, beginning of period	$	182		$	35			$	41			$	258		$	213		$	40			$	19		$	272
Provision (release)	(1		)	—				14				13			—			(2		)		7			5
Charge-offs, net of recoveries	—			—				(5		)		(5		)	—			—				(1		)	(1		)
Balance, end of period	$	181		$	35			$	50			$	266		$	213		$	38			$	25		$	276
Credit Quality of Commercial Mortgage Loans
The credit quality of commercial mortgage loans was 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-15
Loan-to-value ratios
Less than 65%	$	27,676		$	602			$	564			$	28,842		86.9	%	$	30,272			87.4	%
65% to 75%	2,871			549				64				3,484			10.5		3,526				10.2
76% to 80%	108			—				8				116			0.3		120				0.4
Greater than 80%	395			273				90				758			2.3		706				2
Total	$	31,050		$	1,424			$	726			$	33,200		100	%	$	34,624			100	%
31-Dec-14
Loan-to-value ratios
Less than 65%	$	26,810		$	746			$	761			$	28,317		87.2	%	$	29,860			87.7	%
65% to 75%	2,783			391				86				3,260			10		3,322				9.8
76% to 80%	109			—				8				117			0.4		121				0.3
Greater than 80%	384			256				148				788			2.4		736				2.2
Total	$	30,086		$	1,393			$	1,003			$	32,482		100	%	$	34,039			100	%
Credit Quality of Agricultural Mortgage Loans
The credit quality of agricultural mortgage loans was as follows at:
	March 31, 2015						December 31, 2014
	Recorded			% of			Recorded				% of
	Investment			Total			Investment				Total
	(In millions)						(In millions)
Loan-to-value ratios
Less than 65%	$	10,247		93.5	%		$	10,462			94.8	%
65% to 75%	579			5.3			469				4.2
76% to 80%	50			0.5			17				0.2
Greater than 80%	82			0.7			85				0.8
Total	$	10,958		100	%		$	11,033			100	%
The estimated fair value of agricultural mortgage loans was $11.3 billion and $11.4 billion at March 31, 2015 and December 31, 2014, respectively.
Credit Quality of Residential Mortgage Loans
The credit quality of residential mortgage loans was as follows at:
	March 31, 2015						December 31, 2014
	Recorded			% of			Recorded				% of
	Investment			Total			Investment				Total
	(In millions)						(In millions)
Performance indicators
Performing	$	6,602		97.4	%		$	5,345			97.3	%
Nonperforming	176			2.6			149				2.7
Total	$	6,778		100	%		$	5,494			100	%
The estimated fair value of residential mortgage loans was $6.7 billion and $5.6 billion at March 31, 2015 and December 31, 2014, 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, 2015 and December 31, 2014. 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							Nonaccrual Status
	March 31, 2015			December 31, 2014				March 31, 2015				December 31, 2014
	(In millions)
Commercial	$	—		$	—			$	69			$	75
Agricultural	26			1				46				41
Residential	176			149				176				149
Total	$	202		$	150			$	291			$	265
Mortgage Loans Modified in a Troubled Debt Restructuring
For a small portion of the mortgage loan portfolio, classified as troubled debt restructurings, concessions are granted related to borrowers experiencing financial difficulties. Generally, the types of concessions include: reduction of the contractual interest rate, extension of the maturity date at an interest rate lower than current market interest rates, and/or a reduction of accrued interest. The amount, timing and extent of the concession granted is considered in determining any impairment or changes in the specific valuation allowance. During the three months ended March 31, 2015 and 2014, the Company did not have a significant amount of mortgage loans modified in a troubled debt restructuring.
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 $639 million and $1.0 billion at March 31, 2015 and December 31, 2014, respectively.
Net Unrealized Investment Gains (Losses)
Unrealized investment gains (losses) on fixed maturity and equity securities AFS and the effect on DAC, VOBA, deferred sales inducements (“DSI”), future policy benefits and the policyholder dividend obligation, that would result from the realization of the unrealized gains (losses), are included in net unrealized investment gains (losses) in AOCI.
The components of net unrealized investment gains (losses), included in AOCI, were as follows:
	March 31, 2015			December 31, 2014
	(In millions)
Fixed maturity securities	$	16,406		$	15,374
Fixed maturity securities with noncredit OTTI losses in AOCI	(41		)	(66		)
Total fixed maturity securities	16,365			15,308
Equity securities	202			173
Derivatives	2,309			1,649
Other	75			87
Subtotal	18,951			17,217
Amounts allocated from:
Future policy benefits	(2,512		)	(1,964		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(1		)	(3		)
DAC, VOBA and DSI	(918		)	(918		)
Policyholder dividend obligation	(3,483		)	(3,155		)
Subtotal	(6,914		)	(6,040		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	15			25
Deferred income tax benefit (expense)	(4,218		)	(3,928		)
Net unrealized investment gains (losses)	7,834			7,274
Net unrealized investment gains (losses) attributable to noncontrolling interests	(1		)	(1		)
Net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$	7,833		$	7,273
The changes in fixed maturity securities with noncredit OTTI losses included in AOCI were as follows:
	Three Months			Year
	Ended			Ended
	March 31, 2015			December 31, 2014
	(In millions)
Balance, beginning of period	$	(66	)	$	(149	)
Noncredit OTTI losses and subsequent changes recognized	9			10
Securities sold with previous noncredit OTTI loss	10			41
Subsequent changes in estimated fair value	6			32
Balance, end of period	$	(41	)	$	(66	)
The changes in net unrealized investment gains (losses) were as follows:
	Three Months
	Ended
	March 31, 2015
	(In millions)
Balance, beginning of period	$	7,273
Fixed maturity securities on which noncredit OTTI losses have been recognized	25
Unrealized investment gains (losses) during the period	1,709
Unrealized investment gains (losses) relating to:
Future policy benefits	(548		)
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	2
DAC, VOBA and DSI	—
Policyholder dividend obligation	(328		)
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(10		)
Deferred income tax benefit (expense)	(290		)
Net unrealized investment gains (losses)	7,833
Net unrealized investment gains (losses) attributable to noncontrolling interests	—
Balance, end of period	$	7,833
Change in net unrealized investment gains (losses)	$	560
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	—
Change in net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$	560
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, 2015 and December 31, 2014.
Securities Lending
Elements of the securities lending program are presented below at:
	March 31, 2015			December 31, 2014
	(In millions)
Securities on loan: (1)
Amortized cost	$	17,512		$	19,099
Estimated fair value	$	19,524		$	21,185
Cash collateral on deposit from counterparties (2)	$	19,883		$	21,635
Security collateral on deposit from counterparties (3)	$	62		$	19
Reinvestment portfolio — estimated fair value	$	20,331		$	22,046
__________________
-1	Included within fixed maturity securities and short-term investments.
-2	Included within payables for collateral under securities loaned and other transactions.
-3	Security collateral on deposit from counterparties may not be sold or re-pledged, unless the counterparty is in default, and is not reflected in 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 all asset classes, except mortgage loans, which are presented at carrying value at:
	March 31, 2015			December 31, 2014
	(In millions)
Invested assets on deposit (regulatory deposits)	$	1,376		$	1,421
Invested assets pledged as collateral (1)	20,816			20,712
Total invested assets on deposit and pledged as collateral	$	22,192		$	22,133
__________________
-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 2014 Annual Report) and derivative transactions (see Note 6).
See “— Securities Lending” for information regarding securities on loan and Note 4 for information regarding 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, 2015 and December 31, 2014. 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, 2015							December 31, 2014
	Total			Total				Total				Total
	Assets			Liabilities				Assets				Liabilities
	(In millions)
Fixed maturity securities (1)	$	164		$	78			$	163			$	78
Other invested assets	73			15				59				—
Other limited partnership interests	37			—				37				—
CSEs (assets (primarily loans) and liabilities (primarily debt)) (2)	15			14				16				15
Real estate joint ventures	9			15				9				15
Total	$	298		$	122			$	284			$	108
__________________
-1	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 the three months ended March 31, 2015 and 2014.
-2	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, 2015 and December 31, 2014. 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 the three months ended March 31, 2015 and 2014.
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, 2015							December 31, 2014
	Carrying			Maximum				Carrying				Maximum
	Amount			Exposure				Amount				Exposure
				to Loss (1)								to Loss (1)
	(In millions)
Fixed maturity securities AFS:
Structured securities (RMBS, ABS and CMBS) (2)	$	43,405		$	43,405			$	44,302			$	44,302
U.S. and foreign corporate	1,869			1,869				1,919				1,919
Other limited partnership interests	3,681			4,784				3,722				4,833
Other invested assets	1,635			1,989				1,683				2,003
Real estate joint ventures	46			67				52				74
Total	$	50,636		$	52,114			$	51,678			$	53,131
__________________
-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. 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 $208 million and $212 million at March 31, 2015 and December 31, 2014, 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 asset-backed securities issued by trusts that do not have substantial equity.
As described in Note 11, the Company makes commitments to fund partnership investments in the normal course of business. Excluding these commitments, the Company did not provide financial or other support to investees designated as VIEs during the three months ended March 31, 2015 and 2014.
Net Investment Income
The components of net investment income were as follows:
		Three Months
		Ended
		March 31,
		2015			2014
	(In millions)
Investment income:
Fixed maturity securities		$	2,023		$	2,019
Equity securities		20			20
Trading and FVO securities — Actively Traded and FVO general account securities (1)		18			17
Mortgage loans		600			580
Policy loans		111			113
Real estate and real estate joint ventures		156			158
Other limited partnership interests		140			217
Cash, cash equivalents and short-term investments		6			6
Operating joint venture		2			—
Other		109			12
Subtotal		3,185			3,142
Less: Investment expenses		219			195
Net investment income		$	2,966		$	2,947
__________________
-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 $5 million and $10 million for the three months ended March 31, 2015 and 2014, respectively.
See “— Related Party Investment Transactions” for discussion of affiliated net investment income and investment expenses.
Trading and fair value option securities (“FVO securities”) are primarily comprised of securities for which the FVO has been elected. We have a trading securities portfolio, principally invested in fixed maturity securities, to support investment strategies that involve the active and frequent purchase and sale of actively traded securities and the execution of short sale agreements. FVO securities include certain fixed maturity and equity securities held-for-investment by the general account to support asset/liability management strategies for certain insurance products and investments in certain separate accounts. FVO securities also include securities held by CSEs.
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,
	2015			2014
	(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:
Consumer	$	(3	)	$	(6	)
Total U.S. and foreign corporate securities	(3		)	(6		)
RMBS	(12		)	(2		)
OTTI losses on fixed maturity securities recognized in earnings	(15		)	(8		)
Fixed maturity securities — net gains (losses) on sales and disposals	67			(81		)
Total gains (losses) on fixed maturity securities	52			(89		)
Total gains (losses) on equity securities:
Total OTTI losses recognized — by sector:
Common stock	—			(1		)
OTTI losses on equity securities recognized in earnings	—			(1		)
Equity securities — net gains (losses) on sales and disposals	(2		)	3
Total gains (losses) on equity securities	(2		)	2
Mortgage loans	(37		)	(9		)
Other limited partnership interests	17			—
Real estate and real estate joint ventures	4			64
Other investment portfolio gains (losses)	11			(2		)
Subtotal — investment portfolio gains (losses)	45			(34		)
Non-investment portfolio gains (losses)	180			2
Total net investment gains (losses)	$	225		$	(32	)
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 $157 million and ($51) million for the three months ended March 31, 2015 and 2014, 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) were 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,
	2015			2014				2015				2014
	Fixed Maturity Securities							Equity Securities
	(In millions)
Proceeds	$	16,025		$	9,451			$	15			$	5
Gross investment gains	$	200		$	54			$	4			$	3
Gross investment losses	(133		)	(135		)		(6		)		—
OTTI losses	(15		)	(8		)		—				(1		)
Net investment gains (losses)	$	52		$	(89	)		$	(2	)		$	2
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,
	2015			2014
	(In millions)
Balance, beginning of period	$	263		$	277
Additions:
Initial impairments — credit loss OTTI on securities not previously impaired	1			—
Additional impairments — credit loss OTTI on securities previously impaired	10			1
Reductions:
Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(10		)	(7		)
Balance, end of period	$	264		$	271
Related Party Investment Transactions
The Company transfers invested assets, primarily consisting of fixed maturity securities and other invested assets, to and from affiliates. Invested assets transferred to and from affiliates were as follows:
	Three Months
	Ended
	March 31,
	2015			2014
	(In millions)
Estimated fair value of invested assets transferred to affiliates	$	600		$	—
Amortized cost of invested assets transferred to affiliates	$	567		$	—
Net investment gains (losses) recognized on transfers	$	33		$	—
Estimated fair value of invested assets transferred from affiliates	$	—		$	354
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 2014 Annual Report.
The Company has affiliated loans outstanding to MetLife, Inc., which are included in other invested assets, totaling $2.0 billion at both March 31, 2015 and December 31, 2014. Net investment income from affiliated loans was $23 million for both the three months ended March 31, 2015 and 2014.
The Company holds a surplus note from American Life Insurance Company, an affiliate, which is included in other invested assets, totaling $100 million at both March 31, 2015 and December 31, 2014. The note was issued in December 2014, bears interest at a fixed rate of 3.17%, payable semiannually, and is due on June 30, 2020. Net investment income from this surplus note was less than $1 million for the three months ended March 31, 2015.
The Company provides investment administrative services to certain affiliates. The related investment administrative service charges to these affiliates were $41 million and $44 million for the three months ended March 31, 2015 and 2014, respectively. The Company also earned additional affiliated net investment income of $1 million and $2 million for the three months ended March 31, 2015 and 2014, respectively.

Derivatives

Derivatives	3 Months Ended
	Mar. 31, 2015
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:
	Policyholder benefits and claims	•	Economic hedges of variable annuity guarantees included in future policy benefits
	Net investment income	•	Economic hedges of equity method investments in joint ventures
		•	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 sells variable annuities and issues certain insurance products and investment contracts and is a party to certain reinsurance agreements that have embedded derivatives. The Company assesses each identified embedded derivative to determine whether it is required to be bifurcated. The embedded derivative is bifurcated from the host contract and accounted for as a freestanding derivative if:
	•	the combined instrument is not accounted for in its entirety at fair value with changes in fair value recorded in earnings;
	•	the terms of the embedded derivative are not clearly and closely related to the economic characteristics of the host contract; and
	•	a separate instrument with the same terms as the embedded derivative would qualify as a derivative instrument.
	Such embedded derivatives are carried on the balance sheet at estimated fair value with the host contract and changes in their estimated fair value are generally reported in net derivative gains (losses). If the Company is unable to properly identify and measure an embedded derivative for separation from its host contract, the entire contract is carried on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income. Additionally, the Company may elect to carry an entire contract on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income if that contract contains an embedded derivative that requires bifurcation. At inception, the Company attributes to the embedded derivative a portion of the projected future guarantee fees to be collected from the policyholder equal to the present value of projected future guaranteed benefits. Any additional fees represent “excess” fees and are reported in universal life and investment-type product policy fees.
	See Note 7 for information about the fair value hierarchy for derivatives.
	Derivative Strategies
	The Company is exposed to various risks relating to its ongoing business operations, including interest rate, foreign currency exchange rate, credit and equity market. The Company uses a variety of strategies to manage these risks, including the use of derivatives.
	Derivatives are financial instruments with values 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, futures and forwards.
	Interest rate swaps are used by the Company primarily to reduce market risks from changes in interest rates and to alter interest rate exposure arising from mismatches between assets and liabilities (duration mismatches). In an interest rate swap, the Company agrees with another party to exchange, at specified intervals, the difference between fixed rate and floating rate interest amounts as calculated by reference to an agreed notional amount. The Company utilizes interest rate swaps in fair value, cash flow and non-qualifying hedging relationships.
	The Company 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 and 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.
	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 amount 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, involuntary restructuring or governmental intervention. 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 transactions as credit forwards. The Company utilizes credit forwards in cash flow hedging relationships.
	Equity Derivatives
	The Company uses a variety of equity derivatives to reduce its exposure to equity market risk, including equity index options, equity variance swaps, exchange-traded equity futures and total rate of return swaps (“TRRs”).
	Equity index options are used by the Company primarily to hedge minimum guarantees embedded in certain variable annuity products offered by the Company. To hedge against adverse changes in equity indices, the Company enters into contracts to sell the equity index within a limited time at a contracted price. The contracts will be net settled in cash based on differentials in the indices at the time of exercise and the strike price. Certain of these contracts may also contain settlement provisions linked to interest rates. In certain instances, the Company may enter into a combination of transactions to hedge adverse changes in equity indices within a pre-determined range through the purchase and sale of options. The Company utilizes equity index options in non-qualifying hedging relationships.
	Equity variance swaps are used by the Company primarily to hedge minimum guarantees embedded in certain variable annuity products offered by the Company. In an equity variance swap, the Company agrees with another party to exchange amounts in the future, based on changes in equity volatility over a defined period. The Company utilizes equity variance swaps in non-qualifying hedging relationships.
	In exchange-traded equity futures transactions, the Company agrees to purchase or sell a specified number of contracts, the value of which is determined by the different classes of equity securities, and to post variation margin on a daily basis in an amount equal to the difference in the daily market values of those contracts. The Company enters into exchange-traded futures with regulated futures commission merchants that are members of the exchange. Exchange-traded equity futures are used primarily to hedge minimum guarantees embedded in certain variable annuity products offered by the Company. The Company utilizes exchange-traded equity futures in non-qualifying hedging relationships.
	TRRs are swaps whereby the Company agrees with another party to exchange, at specified intervals, the difference between the economic risk and reward of an asset or a market index and the London Interbank Offered Rate (LIBOR), calculated by reference to an agreed notional amount. No cash is exchanged at the outset of the contract. Cash is paid and received over the life of the contract based on the terms of the swap. The Company uses TRRs to hedge its equity market guarantees in certain of its insurance products. TRRs can be used as hedges or to synthetically create investments. The Company utilizes TRRs in non-qualifying hedging relationships.
	Primary Risks Managed by Derivatives
	The following table presents the gross notional amount, estimated fair value and primary underlying risk exposure of the Company’s derivatives, excluding embedded derivatives, held at:
					March 31, 2015												December 31, 2014
			Primary Underlying Risk Exposure		Gross				Estimated Fair Value								Gross				Estimated Fair Value
					Notional												Notional
					Amount				Assets				Liabilities				Amount				Assets		Liabilities
					(In millions)
	Derivatives Designated as Hedging Instruments
	Fair value hedges:
	Interest rate swaps		Interest rate		$	5,574			$	2,254			$	20			$	5,632			$	2,031	$	18
	Foreign currency swaps		Foreign currency exchange rate		2,699				77				353				2,709				65		101
Subtotal				8,273				2,331				373				8,341				2,096		119
Cash flow hedges:
Interest rate swaps		Interest rate		2,592				564				—				2,191				447		—
Interest rate forwards		Interest rate		70				22				—				70				18		—
Foreign currency swaps		Foreign currency exchange rate		16,057				1,012				1,142				14,895				501		614
Subtotal				18,719				1,598				1,142				17,156				966		614
Total qualifying hedges				26,992				3,929				1,515				25,497				3,062		733
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Interest rate swaps		Interest rate		55,461				2,687				1,403				56,394				2,213		1,072
Interest rate floors		Interest rate		17,551				345				81				36,141				319		108
Interest rate caps		Interest rate		44,862				84				1				41,227				134		1
Interest rate futures		Interest rate		165				—				—				70				—		—
Interest rate options		Interest rate		7,024				519				6				6,399				379		15
Synthetic GICs		Interest rate		4,262				—				—				4,298				—		—
Foreign currency swaps		Foreign currency exchange rate		9,107				724				172				8,774				359		176
Foreign currency forwards		Foreign currency exchange rate		3,946				151				86				3,985				92		80
Credit default swaps — purchased		Credit		916				15				13				857				8		11
Credit default swaps — written		Credit		7,133				138				3				7,419				130		5
Equity futures		Equity market		989				6				—				954				10		—
Equity index options		Equity market		7,696				333				357				7,698				328		352
Equity variance swaps		Equity market		5,662				59				151				5,678				60		146
TRRs		Equity market		909				4				22				911				10		33
Total non-designated or non-qualifying derivatives				165,683				5,065				2,295				180,805				4,042		1,999
Total				$	192,675			$	8,994			$	3,810			$	206,302			$	7,104	$	2,732
Based on gross 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, 2015 and December 31, 2014. The Company’s use of derivatives includes (i) derivatives that serve as macro hedges of the Company’s exposure to various risks and that generally do not qualify for hedge accounting due to the criteria required under the portfolio hedging rules; (ii) derivatives that economically hedge insurance liabilities that contain mortality or morbidity risk and that generally do not qualify for hedge accounting because the lack of these risks in the derivatives cannot support an expectation of a highly effective hedging relationship; (iii) derivatives that economically hedge embedded derivatives that do not qualify for hedge accounting because the changes in estimated fair value of the embedded derivatives are already recorded in net income; and (iv) written credit default swaps that are used to synthetically create credit investments and that do not qualify for hedge accounting because they do not involve a hedging relationship. For these non-qualified derivatives, changes in market factors can lead to the recognition of fair value changes on the statement of operations without an offsetting gain or loss recognized in earnings for the item being hedged.
Net Derivative Gains (Losses)
The components of net derivative gains (losses) were as follows:
	Three Months
	Ended
	March 31,
	2015				2014
	(In millions)
Derivatives and hedging gains (losses) (1)	$	602			$	216
Embedded derivatives gains (losses)	(102		)		(97		)
Total net derivative gains (losses)	$	500			$	119
__________________
-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,
	2015				2014
	(In millions)
Qualifying hedges:
Net investment income	$	59			$	34
Interest credited to policyholder account balances	3				32
Non-qualifying hedges:
Net investment income	(1		)		(1		)
Net derivative gains (losses)	143				122
Policyholder benefits and claims	1				—
Total	$	205			$	187
Non-Qualifying Derivatives and Derivatives for Purposes Other Than Hedging
The following table presents the amount and location of gains (losses) recognized in income for derivatives that were not designated or qualifying as hedging instruments:
	Net				Net				Policyholder
	Derivative				Investment				Benefits and
	Gains (Losses)				Income (1)				Claims (2)
	(In millions)
Three Months Ended March 31, 2015
Interest rate derivatives	$	238			$	—			$	—
Foreign currency exchange rate derivatives	522				—				—
Credit derivatives — purchased	4				(1		)		—
Credit derivatives — written	4				1				—
Equity derivatives	(70		)		(4		)		(26		)
Total	$	698			$	(4	)		$	(26	)
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	)		$	—
__________________
-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures and derivatives held in relation to trading portfolios.
-2	Changes in estimated fair value related to economic hedges of variable annuity guarantees included in future policy benefits.
Fair Value Hedges
The Company designates and accounts for the following as fair value hedges when they have met the requirements of fair value hedging: (i) interest rate swaps to convert fixed rate assets and liabilities to floating rate assets and liabilities; and (ii) foreign currency swaps to hedge the foreign currency fair value exposure of foreign currency denominated 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, 2015
Interest rate swaps:		Fixed maturity securities		$	(4	)		$	5			$	1
		Policyholder liabilities (1)		188				(189		)		(1		)
Foreign currency swaps:		Foreign-denominated fixed maturity securities		10				(8		)		2
		Foreign-denominated policyholder account balances (2)		(249		)		245				(4		)
Total				$	(55	)		$	53			$	(2	)
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 policyholder account balances (2)		(28		)		33				5
Total				$	168			$	(157	)		$	11
__________________
-1	Fixed rate liabilities reported in policyholder account balances 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; (iv) interest rate swaps and interest rate forwards to hedge the forecasted purchases of fixed-rate investments; and (v) interest rate forwards to hedge forecasted fixed-rate borrowings.
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 $4 million and ($2) million for the three months ended March 31, 2015 and 2014, respectively.
At both March 31, 2015 and December 31, 2014, the maximum length of time over which the Company was hedging its exposure to variability in future cash flows for forecasted transactions did not exceed six years.
At March 31, 2015 and December 31, 2014, the balance in AOCI associated with cash flow hedges was $2.3 billion and $1.6 billion, 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, 2015
Interest rate swaps		$	145			$	5			$	2			$	2
Interest rate forwards		4				2				1				—
Foreign currency swaps		(10		)		(532		)		—				3
Credit forwards		—				1				—				—
Total		$	139			$	(524	)		$	3			$	5
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		)
Credit forwards		—				—				—				—
Total		$	249			$	46			$	2			$	4
All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
At March 31, 2015, $68 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 $7.1 billion and $7.4 billion at March 31, 2015 and December 31, 2014, 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, 2015 and December 31, 2014, the Company would have received $135 million and $125 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, 2015											December 31, 2014
Rating Agency Designation of Referenced		Estimated				Maximum				Weighted			Estimated				Maximum				Weighted
Credit Obligations (1)		Fair Value				Amount of Future				Average			Fair Value				Amount of Future				Average
		of Credit				Payments under				Years to			of Credit				Payments under				Years to
		Default				Credit Default				Maturity (3)			Default				Credit Default				Maturity (3)
		Swaps				Swaps (2)							Swaps				Swaps (2)
		(In millions)											(In millions)
Aaa/Aa/A
Single name credit default swaps (corporate)		$	4			$	370			2.2			$	5			$	415			2.2
Credit default swaps referencing indices		7				1,416				2.8			10				1,566				2.7
Subtotal		11				1,786				2.6			15				1,981				2.6
Baa
Single name credit default swaps (corporate)		15				978				2.6			15				1,002				2.8
Credit default swaps referencing indices		62				3,631				4.9			59				3,687				4.5
Subtotal		77				4,609				4.4			74				4,689				4.1
Ba
Single name credit default swaps (corporate)		1				60				2.7			—				60				3
Credit default swaps referencing indices		—				100				1.8			(1		)		100				2
Subtotal		1				160				2.1			(1		)		160				2.4
B
Single name credit default swaps (corporate)		—				—				—			—				—				—
Credit default swaps referencing indices		46				578				4.6			37				589				4.9
Subtotal		46				578				4.6			37				589				4.9
Total		$	135			$	7,133			3.9			$	125			$	7,419			3.8
__________________
-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 gross 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 $7.1 billion and $7.4 billion from the table above were $64 million and $60 million at March 31, 2015 and December 31, 2014, respectively.
Written credit default swaps held in relation to the trading portfolio amounted to $15 million in gross notional amount and $1 million in fair value at both March 31, 2015 and December 31, 2014.
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 (both initial margin and variation margin), 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, 2015								December 31, 2014
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)		$	8,204			$	2,968			$	6,497			$	2,092
OTC-cleared (1)		917				837				740				682
Exchange-traded		6				—				10				—
Total gross estimated fair value of derivatives (1)		9,127				3,805				7,247				2,774
Amounts offset on the consolidated balance sheets		—				—				—				—
Estimated fair value of derivatives presented on the consolidated balance sheets (1)		9,127				3,805				7,247				2,774
Gross amounts not offset on the consolidated balance sheets:
Gross estimated fair value of derivatives: (2)
OTC-bilateral		(2,495		)		(2,495		)		(1,742		)		(1,742		)
OTC-cleared		(802		)		(802		)		(638		)		(638		)
Exchange-traded		—				—				—				—
Cash collateral: (3), (4)
OTC-bilateral		(4,532		)		(2		)		(2,470		)		(2		)
OTC-cleared		(88		)		(34		)		(97		)		(40		)
Exchange-traded		—				—				—				—
Securities collateral: (5)
OTC-bilateral		(1,004		)		(438		)		(2,161		)		(333		)
OTC-cleared		—				(1		)		—				(3		)
Exchange-traded		—				—				—				—
Net amount after application of master netting agreements and collateral		$	206			$	33			$	139			$	16
__________________
-1	At March 31, 2015 and December 31, 2014, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $133 million and $143 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of ($5) million and $42 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 by the Company for OTC-bilateral and OTC-cleared derivatives 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. In certain instances, cash collateral pledged to the Company as initial margin for OTC-bilateral derivatives is held in separate custodial accounts and is not recorded on the Company’s balance sheet because the account title is in the name of the counterparty (but segregated for the benefit of the Company). The amount of this off-balance sheet collateral was $180 million and $138 million at March 31, 2015 and December 31, 2014, respectively.
-4	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, 2015 and December 31, 2014, the Company received excess cash collateral of $69 million and $0, respectively, and provided excess cash collateral of $33 million and $31 million, respectively, which is not included in the table above due to the foregoing limitation.
-5	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 re-pledge this collateral, but at March 31, 2015 none of the collateral had been sold or re-pledged. 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 re-pledge 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, 2015 and December 31, 2014, the Company received excess securities collateral with an estimated fair value of $284 million and $243 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At March 31, 2015 and December 31, 2014, the Company provided excess securities collateral with an estimated fair value of $62 million and $57 million, respectively, for its OTC-bilateral derivatives, and $193 million and $155 million, respectively, for its OTC-cleared derivatives, and $20 million and $17 million respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation.
The Company’s collateral arrangements for its OTC-bilateral derivatives generally require the counterparty in a net liability position, after considering the effect of netting agreements, to pledge collateral when the fair value of that counterparty’s derivatives reaches a pre-determined threshold. Certain of these arrangements also include financial strength-contingent provisions that provide for a reduction of these thresholds (on a sliding scale that converges toward zero) in the event of downgrades in the financial strength ratings of the Company and/or the credit ratings of the counterparty. In addition, certain of the Company’s netting agreements for derivatives contain provisions that require both the Company and the counterparty to maintain a specific investment grade financial strength or credit rating from each of Moody’s and S&P. If a party’s financial strength or credit ratings were to fall below that specific investment grade financial strength or credit rating, that party would be in violation of these provisions, and the other party to the derivatives could terminate the transactions and demand immediate settlement and payment based on such party’s reasonable valuation of the derivatives.
The following table presents the estimated fair value of the Company’s OTC-bilateral derivatives that are in a net liability position after considering the effect of netting agreements, together with the estimated fair value and balance sheet location of the collateral pledged. The table also presents the incremental collateral that the Company would be required to provide if there was a one notch downgrade in the Company’s financial strength rating at the reporting date or if the Company’s financial strength rating sustained a downgrade to a level that triggered full overnight collateralization or termination of the derivative position at the reporting date. OTC-bilateral derivatives that are not subject to collateral agreements are excluded from this table.
						Estimated Fair Value of								Fair Value of Incremental
						Collateral Provided								Collateral Provided Upon
		Estimated				Fixed Maturity				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-15
Derivatives subject to financial strength-contingent provisions		$	466			$	499			$	—			$	—			$	—
Derivatives not subject to financial strength-contingent provisions		4				—				2				—				—
Total		$	470			$	499			$	2			$	—			$	—
31-Dec-14
Derivatives subject to financial strength-contingent provisions		$	334			$	390			$	—			$	—			$	—
Derivatives not subject to financial strength-contingent provisions		4				—				2				—				—
Total		$	338			$	390			$	2			$	—			$	—
__________________
-1	After taking into consideration the existence of netting agreements.
Embedded Derivatives
The Company issues certain products or purchases certain investments that contain embedded derivatives that are required to be separated from their host contracts and accounted for as freestanding derivatives. These host contracts principally include: variable annuities with guaranteed minimum benefits, including GMWBs, guaranteed minimum accumulation benefits (“GMABs”) and certain GMIBs; affiliated ceded reinsurance of guaranteed minimum benefits related to GMWBs, GMABs and certain GMIBs; affiliated assumed reinsurance of guaranteed minimum benefits related to GMWBs, 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, 2015				December 31, 2014
				(In millions)
Net embedded derivatives within asset host contracts:
Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	712			$	657
Options embedded in debt or equity securities		Investments		(221		)		(150		)
Net embedded derivatives within asset host contracts				$	491			$	507
Net embedded derivatives within liability host contracts:
Direct guaranteed minimum benefits		Policyholder account balances		$	(477	)		$	(548	)
Assumed guaranteed minimum benefits		Policyholder account balances		95				72
Funds withheld on ceded reinsurance		Other liabilities		1,278				1,200
Other		Policyholder account balances		8				7
Net embedded derivatives within liability host contracts				$	904			$	731
The following table presents changes in estimated fair value related to embedded derivatives:
	Three Months
	Ended
	March 31,
	2015				2014
	(In millions)
Net derivative gains (losses) (1), (2)	$	(102	)		$	(97	)
__________________
-1	The valuation of direct and assumed guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses) in connection with this adjustment were $16 million and $0 for the three months ended March 31, 2015 and 2014, 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 ($3) million and ($2) million for the three months ended March 31, 2015 and 2014, 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, 2015
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, 2015
		Fair Value Hierarchy
		Level 1				Level 2				Level 3			Total Estimated
													Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	59,914			$	5,189		$	65,103
	U.S. Treasury and agency	21,412				18,594				—			40,006
	Foreign corporate	—				25,194				3,507			28,701
	RMBS	1,238				24,305				3,557			29,100
	ABS	—				5,811				1,325			7,136
	CMBS	—				6,856				313			7,169
	State and political subdivision	—				6,691				—			6,691
	Foreign government	—				3,594				167			3,761
	Total fixed maturity securities	22,650				150,959				14,058			187,667
	Equity securities:
	Common stock	594				711				59			1,364
	Non-redeemable preferred stock	—				567				166			733
	Total equity securities	594				1,278				225			2,097
	Trading and FVO securities:
	Actively Traded securities	48				656				10			714
	FVO general account securities	—				—				14			14
	FVO securities held by CSEs	—				5				10			15
	Total trading and FVO securities	48				661				34			743
	Short-term investments (1)	1,143				4,918				880			6,941
	Residential mortgage loans — FVO	—				—				329			329
	Derivative assets: (2)
	Interest rate	—				6,453				22			6,475
	Foreign currency exchange rate	—				1,955				9			1,964
	Credit	—				142				11			153
	Equity market	6				281				115			402
	Total derivative assets	6				8,831				157			8,994
	Net embedded derivatives within asset host contracts (3)	—				—				712			712
	Separate account assets (4)	27,857				115,421				1,725			145,003
	Total assets	$	52,298			$	282,068			$	18,120		$	352,486
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	—			$	1,510			$	1		$	1,511
	Foreign currency exchange rate	—				1,753				—			1,753
	Credit	—				16				—			16
	Equity market	—				376				154			530
	Total derivative liabilities	—				3,655				155			3,810
	Net embedded derivatives within liability host contracts (3)	—				8				896			904
	Long-term debt	—				78				30			108
	Long-term debt of CSEs — FVO	—				—				12			12
	Trading liabilities (5)	206				46				—			252
	Total liabilities	$	206			$	3,787			$	1,093		$	5,086
		December 31, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3			Total Estimated
													Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	60,420			$	4,937		$	65,357
	U.S. Treasury and agency	21,625				17,445				—			39,070
	Foreign corporate	—				26,227				3,591			29,818
	RMBS	—				24,534				3,629			28,163
	ABS	—				6,734				1,492			8,226
CMBS	—				7,464				449			7,913
State and political subdivision	—				6,520				—			6,520
Foreign government	—				3,642				202			3,844
Total fixed maturity securities	21,625				152,986				14,300			188,911
Equity securities:
Common stock	584				716				52			1,352
Non-redeemable preferred stock	—				550				163			713
Total equity securities	584				1,266				215			2,065
Trading and FVO securities:
Actively Traded securities	22				627				5			654
FVO general account securities	—				22				14			36
FVO securities held by CSEs	—				3				12			15
Total trading and FVO securities	22				652				31			705
Short-term investments (1)	860				3,091				230			4,181
Residential mortgage loans — FVO	—				—				308			308
Derivative assets: (2)
Interest rate	—				5,524				17			5,541
Foreign currency exchange rate	—				1,010				7			1,017
Credit	—				125				13			138
Equity market	10				279				119			408
Total derivative assets	10				6,938				156			7,104
Net embedded derivatives within asset host contracts (3)	—				—				657			657
Separate account assets (4)	26,119				111,601				1,615			139,335
Total assets	$	49,220			$	276,534			$	17,512		$	343,266
Liabilities
Derivative liabilities: (2)
Interest rate	$	—			$	1,214			$	—		$	1,214
Foreign currency exchange rate	—				971				—			971
Credit	—				15				1			16
Equity market	—				382				149			531
Total derivative liabilities	—				2,582				150			2,732
Net embedded derivatives within liability host contracts (3)	—				7				724			731
Long-term debt	—				82				35			117
Long-term debt of CSEs — FVO	—				—				13			13
Trading liabilities (5)	215				24				—			239
Total liabilities	$	215			$	2,695			$	922		$	3,832
__________________
-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 policyholder account balances and other liabilities on the consolidated balance sheets. At March 31, 2015 and December 31, 2014, equity securities also included embedded derivatives of ($221) million and ($150) 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 7% of the total estimated fair value of Level 3 fixed maturity securities at March 31, 2015.
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, Long-term Debt of CSEs — FVO 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, long-term debt of CSEs — FVO and trading liabilities is determined on a basis consistent with the methodologies described herein for securities.
The valuation of most instruments listed below is determined using independent pricing sources, matrix pricing, discounted cash flow methodologies or other similar techniques that use either observable market inputs or unobservable inputs.
Instrument		Level 2		Level 3
		Observable Inputs		Unobservable Inputs
Fixed Maturity Securities
U.S. corporate and Foreign corporate securities
	Valuation Techniques: Principally the market and income approaches.			Valuation Techniques: Principally the market approach.
	Key Inputs:			Key Inputs:
	•	quoted prices in markets that are not active		•	illiquidity premium
	•	benchmark yields		•	delta spread adjustments to reflect specific credit-related issues
	•	spreads off benchmark yields		•	credit spreads
	•	new issuances		•	quoted prices in markets that are not active for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2
	•	issuer rating
	•	duration		•	independent non-binding broker quotations
	•	trades of identical or comparable securities
	•	Privately-placed securities are valued using the additional key inputs:
		•	market yield curve
		•	call provisions
		•	observable prices and spreads for similar publicly traded or privately traded securities that incorporate the credit quality and industry sector of the issuer
		•	delta spread adjustments to reflect specific credit-related issues
U.S. Treasury and agency, State and political subdivision and Foreign government securities
	Valuation Techniques: Principally the market approach.			Valuation Techniques: Principally the market approach.
	Key Inputs:			Key Inputs:
	•	quoted prices in markets that are not active		•	independent non-binding broker quotations
	•	benchmark U.S. Treasury yield or other yields		•	quoted prices in markets that are not active for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2
	•	the spread off the U.S. Treasury yield curve for the identical security
	•	issuer ratings and issuer spreads		•	credit spreads
	•	broker-dealer quotes
	•	comparable securities that are actively traded
	•	reported trades of similar securities, including those that are actively traded, and those within the same sub-sector or with a similar maturity or credit rating
Structured securities comprised of RMBS, ABS and CMBS
	Valuation Techniques: Principally the market and income approaches.			Valuation Techniques: Principally the market and income approaches.
	Key Inputs:			Key Inputs:
	•	quoted prices in markets that are not active		•	credit spreads
	•	spreads for actively traded securities		•	quoted prices in markets that are not active for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2
	•	spreads off benchmark yields
	•	expected prepayment speeds and volumes		•	independent non-binding broker quotations
	•	current and forecasted loss severity
	•	ratings
	•	weighted average coupon and weighted average maturity
	•	average delinquency rates
	•	geographic region
	•	debt-service coverage ratios
	•	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
		•	vintage of loans
Instrument	Level 2			Level 3
	Observable Inputs			Unobservable Inputs
Equity Securities
Common and Non-redeemable preferred stock
	Valuation Techniques: Principally the market approach.			Valuation Techniques: Principally the market and income approaches.
	Key Input:			Key Inputs:
	•	quoted prices in markets that are not considered active		•	credit ratings
				•	issuance structures
				•	quoted prices in markets that are not active for identical or similar securities that are less liquid and based on lower levels of trading activity than securities classified in Level 2
				•	independent non-binding broker quotations
Trading and FVO securities and Short-term investments
	•	Trading and FVO securities and short-term investments are of a similar nature and class to the fixed maturity and equity securities described above; accordingly, the valuation techniques and observable inputs used in their valuation are also similar to those described above.		•	Trading and FVO securities and short-term investments are of a similar nature and class to the fixed maturity and equity securities described above; accordingly, the valuation techniques and unobservable inputs used in their valuation are also similar to those described above.
Mortgage Loans — FVO
Residential mortgage loans — FVO
	•	N/A		Valuation Techniques: Principally the market approach, including matrix pricing or other similar techniques.
				Key Inputs: Inputs that are unobservable or cannot be derived principally from, or corroborated by, observable market data
Separate Account Assets (1)
Mutual funds and hedge funds without readily determinable fair values as prices are not published publicly
	Key Input:
	•	quoted prices or reported NAV provided by the fund managers		•	N/A
Other limited partnership interests
	•	N/A		Valuation Techniques: Valued giving consideration to the underlying holdings of the partnerships and by applying a premium or discount, if appropriate.
				Key Inputs:
				•	liquidity
				•	bid/ask spreads
				•	the performance record of the fund manager
				•	other relevant variables that may impact the exit value of the particular partnership interest
______________
-1	Estimated fair value equals carrying value, based on the value of the underlying assets, including: mutual fund interests, fixed maturity securities, equity securities, derivatives, hedge funds, other limited partnership interests, short-term investments and cash and cash equivalents. Fixed maturity securities, equity securities, derivatives, short-term investments and cash and cash equivalents are similar in nature to the instruments described under “— Securities, Short-term Investments, Other Investments, Long-term Debt of CSEs — FVO and Trading Liabilities” and “— Derivatives — Freestanding Derivatives Valuation Techniques and Key Inputs.”
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. 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. 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 Valuation Techniques and Key Inputs
Level 2
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.
Level 3
These valuation methodologies generally use the same inputs as described in the corresponding sections 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.
Freestanding 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. Key inputs are as follows:
Instrument		Interest Rate		Foreign Currency		Credit		Equity Market
				Exchange Rate
Inputs common to Level 2 and Level 3 by instrument type	•	swap yield curve	•	swap yield curve	•	swap yield curve	•	swap yield curve
	•	basis curves	•	basis curves	•	credit curves	•	spot equity index levels
	•	interest rate volatility (2)	•	currency spot rates	•	recovery rates	•	dividend yield curves
			•	cross currency basis curves			•	equity volatility
Level 3	•	swap yield curve (1)	•	swap yield curve (1)	•	swap yield curve (1)	•	dividend yield curves (1)
	•	basis curves (1)	•	basis curves (1)	•	credit curves (1)	•	equity volatility (1)
			•	cross currency basis curves (1)	•	credit spreads	•	correlation between model inputs (2)
			•	currency correlation	•	repurchase rates
					•	independent non-binding broker quotations
______________
-1	Extrapolation beyond the observable limits of the curve(s).
-2	Option-based only.
Embedded Derivatives
Embedded derivatives principally include certain direct, assumed and ceded 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 policyholder account balances on the consolidated balance sheets.
The Company’s actuarial department calculates the fair value of these embedded derivatives, which are 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. 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 of CSEs — FVO 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 policyholder account balances 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 and assumed guaranteed minimum benefits
These embedded derivatives are principally valued using the income approach. Valuations are based on option pricing techniques, which utilize significant inputs that may include swap yield curve, currency exchange rates and implied volatilities. These embedded derivatives result in Level 3 classification because one or more of the significant inputs are not observable in the market or cannot be derived principally from, or corroborated by, observable market data. Significant unobservable inputs generally include: the extrapolation beyond observable limits of the swap yield curve and implied volatilities, actuarial assumptions for policyholder behavior and mortality and the potential variability in policyholder behavior and mortality, nonperformance risk and cost of capital for purposes of calculating the risk margin.
Reinsurance ceded on certain guaranteed minimum benefits
These embedded derivatives are principally valued using the income approach. The valuation techniques and significant market standard unobservable inputs used in their valuation are similar to those described above in “— Direct and assumed guaranteed minimum benefits” and also include counterparty credit spreads.
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 March 31, 2015, transfers between Levels 1 and 2 were not significant. For assets and liabilities measured at estimated fair value and still held at December 31, 2014, there were no transfers between Levels 1 and 2.
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 short-term investments 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-15					31-Dec-14					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)		-45	-	240		39	-40	-	240	39		Decrease
				•	Offered quotes (5)		64	-	100		96	64	-	130	96		Increase
	•	Market pricing		•	Quoted prices (5)		6	-	531		130	—	-	590	126		Increase
	•	Consensus pricing		•	Offered quotes (5)		67	-	139		100	98	-	126	101		Increase
RMBS	•	Market pricing		•	Quoted prices (5)		22	-	120		96	22	-	120	97		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		30	-	114		93	1	-	118	93		Increase (6)
ABS	•	Market pricing		•	Quoted prices (5)		15	-	110		101	15	-	110	100		Increase (6)
	•	Consensus pricing		•	Offered quotes (5)		56	-	106		99	56	-	106	98		Increase (6)
Derivatives
Interest rate	•	Present value techniques		•	Swap yield (7)		264	-	264			290	-	290			Increase (11)
Foreign currency	•	Present value techniques		•	Swap yield (7)		—	-	—			—	-	—			Increase (11)
exchange rate
				•	Correlation (8)		40%	-	54%			40%	-	55%
Credit	•	Present value techniques		•	Credit spreads (9)		98	-	100			98	-	100			Decrease (9)
	•	Consensus pricing		•	Offered quotes (10)
Equity market	•	Present value techniques or option pricing models		•	Volatility (12)		15%	-	28%			15%	-	27%			Increase (11)
				•	Correlation (8)		70%	-	70%			70%	-	70%
Embedded derivatives
Direct and ceded guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
					Ages 0 - 40		0%	-	0.09%			0%	-	0.10%			Decrease (13)
					Ages 41 - 60		0.04%	-	0.65%			0.04%	-	0.65%			Decrease (13)
					Ages 61 - 115		0.26%	-	100%			0.26%	-	100%			Decrease (13)
				•	Lapse rates:
					Durations 1 - 10		0.50%	-	100%			0.50%	-	100%			Decrease (14)
					Durations 11 - 20		3%	-	100%			3%	-	100%			Decrease (13)
					Durations 21 - 116		3%	-	100%			3%	-	100%			Decrease (14)
				•	Utilization rates		0%	-	30%			20%	-	50%			Increase (15)
				•	Withdrawal rates		0.08%	-	10%			0.07%	-	10%			-16
				•	Long-term equity volatilities		17.40%	-	25%			17.40%	-	25%			Increase (17)
				•	Nonperformance risk spread		0.04%	-	0.48%			0.03%	-	0.46%			Decrease (18)
__________________
-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, 2015 and December 31, 2014, 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	Ranges represent the underlying equity volatility quoted in percentage points. Since this valuation methodology uses a range of inputs across multiple volatility surfaces to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
-13	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.
-14	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.
-15	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.
-16	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.
-17	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.
-18	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, long-term debt and long-term debt of CSEs—FVO 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			ABS			CMBS			Foreign
	Corporate				Treasury				Corporate												Government
					and Agency
	(In millions)
Three Months Ended March 31, 2015
Balance, beginning of period	$	4,937			$	—			$	3,591		$	3,629		$	1,492		$	449		$	202
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income	(1		)		—				3			10			—			—			—
Net investment gains (losses)	—				—				(10		)	2			(6		)	—			(23		)
Net derivative gains (losses)	—				—				—			—			—			—			—
OCI	45				—				(66		)	(10		)	(13		)	(10		)	28
Purchases (3)	288				—				4			233			317			—			1
Sales (3)	(118		)		—				(72		)	(203		)	(171		)	(93		)	(41		)
Issuances (3)	—				—				—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—
Transfers into Level 3 (4)	93				—				82			—			8			—			—
Transfers out of Level 3 (4)	(55		)		—				(25		)	(104		)	(302		)	(33		)	—
Balance, end of period	$	5,189			$	—			$	3,507		$	3,557		$	1,325		$	313		$	167
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income	$	(1	)		$	—			$	—		$	11		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—
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
	Stock				redeemable				Traded			General			Held by CSEs			Investments
					Preferred				Securities			Account
					Stock							Securities
	(In millions)
Three Months Ended March 31, 2015
Balance, beginning of period	$	52			$	163			$	5		$	14		$	12		$	230		$	308
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			22
Net investment gains (losses)	—				—				—			—			—			—			—
Net derivative gains (losses)	—				—				—			—			—			—			—
OCI	3				(1		)		—			—			—			—			—
Purchases (3)	3				4				5			—			—			880			60
Sales (3)	—				—				—			—			(1		)	(2		)	(49		)
Issuances (3)	—				—				—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			(12		)
Transfers into Level 3 (4)	1				—				—			—			—			—			—
Transfers out of Level 3 (4)	—				—				—			—			(1		)	(228		)	—
Balance, end of period	$	59			$	166			$	10		$	14		$	10		$	880		$	329
Changes in unrealized gains (losses) included in net income (loss):(5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	22
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Net Derivatives (6)
	Interest				Foreign				Credit			Equity Market			Net			Separate			Long-term			Long-term
	Rate				Currency										Embedded			Account			Debt			Debt of
					Exchange										Derivatives (7)			Assets (8)						CSEs — FVO
					Rate
	(In millions)
Three Months Ended March 31, 2015
Balance, beginning of period	$	17			$	7			$	12		$	(30	)	$	(67	)	$	1,615		$	(35	)	$	(13	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			33			—			—
Net derivative gains (losses)	(1		)		2				(1		)	(10		)	(70		)	—			—			—
OCI	5				—				—			—			—			—			—			—
Purchases (3)	—				—				—			—			—			189			—			—
Sales (3)	—				—				—			—			—			(106		)	—			—
Issuances (3)	—				—				—			—			—			1			—			—
Settlements (3)	—				—				—			1			(47		)	(1		)	5			1
Transfers into Level 3 (4)	—				—				—			—			—			—			—			—
Transfers out of Level 3 (4)	—				—				—			—			—			(6		)	—			—
Balance, end of period	$	21			$	9			$	11		$	(39	)	$	(184	)	$	1,725		$	(30	)	$	(12	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	(1	)		$	2			$	(1	)	$	(10	)	$	(67	)	$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities
	U.S.				U.S.				Foreign			RMBS			ABS			CMBS			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		$	2,526		$	430		$	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		)	66			2			11
Purchases (3)	382				—				143			346			429			8			—
Sales (3)	(165		)		—				(23		)	(157		)	(252		)	(17		)	(31		)
Issuances (3)	—				—				—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—
Transfers into Level 3 (4)	164				—				129			133			84			18			100
Transfers out of Level 3 (4)	(476		)		(42		)		(345		)	(50		)	(1,370		)	(125		)	(143		)
Balance, end of period	$	5,290			$	20			$	3,194		$	2,784		$	1,445		$	316		$	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 Investments			Residential Mortgage Loans - FVO
	Stock				redeemable				Traded			General			Held by CSEs
					Preferred				Securities			Account
					Stock							Securities
	(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period	$	50			$	278			$	12		$	14		$	—		$	175		$	338
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			3
Net investment gains (losses)	2				—				—			—			—			—			—
Net derivative gains (losses)	—				—				—			—			—			—			—
OCI	7				5				—			—			—			—			—
Purchases (3)	3				—				11			—			—			646			28
Sales (3)	(5		)		—				(5		)	—			(1		)	(39		)	(5		)
Issuances (3)	—				—				—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			(12		)
Transfers into Level 3 (4)	—				33				—			—			12			—			—
Transfers out of Level 3 (4)	—				—				(7		)	—			—			(96		)	—
Balance, end of period	$	57			$	316			$	11		$	14		$	11		$	686		$	352
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 (6)
	Interest				Foreign				Credit			Equity Market			Net			Separate			Long-term			Long-term
	Rate				Currency										Embedded			Account			Debt			Debt of
					Exchange										Derivatives (7)			Assets (8)						CSEs — FVO
					Rate
	(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period	$	(1	)		$	14			$	23		$	—		$	48		$	1,209		$	(43	)	$	(28	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			35			—			—
Net derivative gains (losses)	1				—				(4		)	—			(91		)	—			—			—
OCI	18				—				—			—			—			—			—			—
Purchases (3)	—				—				—			—			—			281			—			—
Sales (3)	—				—				—			—			—			(44		)	—			—
Issuances (3)	—				—				(3		)	—			—			24			—			—
Settlements (3)	—				—				—			—			15			(2		)	1			13
Transfers into Level 3 (4)	—				—				—			—			—			18			—			—
Transfers out of Level 3 (4)	—				—				—			—			—			(57		)	18			—
Balance, end of period	$	18			$	14			$	16		$	—		$	(28	)	$	1,464		$	(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	)	$	—		$	—		$	—
__________________
-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 residential 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	Freestanding derivative assets and liabilities are presented net for purposes of the rollforward.
-7	Embedded derivative assets and liabilities are presented net for purposes of the rollforward.
-8	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders within separate account liabilities. Therefore, such changes in estimated fair value are not recorded in net income. For the purpose of this disclosure, these changes are presented within net investment gains (losses).
Fair Value Option
The following table presents information for residential mortgage loans, which are accounted for under the FVO, and were initially measured at fair value.
	31-Mar-15				31-Dec-14
	(In millions)
Unpaid principal balance	$	466			$	436
Difference between estimated fair value and unpaid principal balance	(137		)		(128		)
Carrying value at estimated fair value	$	329			$	308
Loans in non-accrual status	$	162			$	125
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
	March 31, 2015				31-Dec-14				March 31, 2015			31-Dec-14
	(In millions)
Contractual principal balance	$	105			$	115			$	26		$	26
Difference between estimated fair value and contractual principal balance	3				2				(14		)	(13		)
Carrying value at estimated fair value (1)	$	108			$	117			$	12		$	13
__________________
-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 (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,
	2015				2014				2015			2014
	Carrying Value After Measurement								Gains (Losses)
	(In millions)
Mortgage loans (1)	$	92			$	163			$	4		$	—
Other limited partnership interests (2)	$	22			$	—			$	(10	)	$	—
__________________
-1	Estimated fair values for impaired mortgage loans are based on independent broker quotations or valuation models using unobservable inputs or, if the loans are in foreclosure or are otherwise determined to be collateral dependent, are based on the estimated fair value of the underlying collateral or the present value of the expected future cash flows.
-2	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include private equity and debt funds that typically invest primarily in various strategies including domestic and international leveraged buyout funds; power, energy, timber and infrastructure development funds; venture capital funds; and below investment grade debt and mezzanine debt funds. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next two to 10 years. Unfunded commitments for these investments at both March 31, 2015 and 2014 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, 2015
					Fair Value Hierarchy
	Carrying				Level 1				Level 2			Level 3			Total Estimated
	Value														Fair Value
	(In millions)
Assets
Mortgage loans	$	50,670			$	—			$	—		$	52,659		$	52,659
Policy loans	$	8,512			$	—			$	795		$	9,765		$	10,560
Real estate joint ventures	$	24			$	—			$	—		$	54		$	54
Other limited partnership interests	$	582			$	—			$	—		$	754		$	754
Other invested assets	$	2,383			$	—			$	2,253		$	211		$	2,464
Premiums, reinsurance and other receivables	$	15,056			$	—			$	1,334		$	14,626		$	15,960
Liabilities
Policyholder account balances	$	73,079			$	—			$	—		$	75,134		$	75,134
Long-term debt	$	1,897			$	—			$	2,057		$	265		$	2,322
Other liabilities	$	22,007			$	—			$	2,544		$	20,192		$	22,736
Separate account liabilities	$	63,296			$	—			$	63,296		$	—		$	63,296
	December 31, 2014
					Fair Value Hierarchy
	Carrying				Level 1				Level 2			Level 3			Total Estimated
	Value														Fair Value
	(In millions)
Assets
Mortgage loans	$	48,751			$	—			$	—		$	50,992		$	50,992
Policy loans	$	8,491			$	—			$	796		$	9,614		$	10,410
Real estate joint ventures	$	30			$	—			$	—		$	54		$	54
Other limited partnership interests	$	635			$	—			$	—		$	819		$	819
Other invested assets	$	2,385			$	—			$	2,270		$	220		$	2,490
Premiums, reinsurance and other receivables	$	13,845			$	—			$	94		$	14,607		$	14,701
Liabilities
Policyholder account balances	$	73,225			$	—			$	—		$	75,481		$	75,481
Long-term debt	$	1,897			$	—			$	2,029		$	268		$	2,297
Other liabilities	$	20,139			$	—			$	609		$	20,133		$	20,742
Separate account liabilities	$	60,840			$	—			$	60,840		$	—		$	60,840
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. 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.”
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.
Policyholder Account Balances
These policyholder account balances 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 (“TCA”). 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 of instruments classified as Level 2 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.
Valuations of instruments classified as Level 3 are based primarily on discounted cash flow methodologies that utilize unobservable discount rates that can vary significantly based upon the specific terms of each individual arrangement.
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, 2015
Equity [Abstract]
Equity	8. Equity
	Accumulated Other Comprehensive Income (Loss)
	Information regarding changes in the balances of each component of AOCI attributable to Metropolitan Life Insurance Company was as follows:
		Three Months
		Ended
		March 31, 2015
		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	$	6,200			$	1,073			$	(3	)	$	(2,236	)	$	5,034
	OCI before reclassifications	165				139				(33		)	—			271
	Deferred income tax benefit (expense)	(57		)		(49		)		9			—			(97		)
	OCI before reclassifications, net of income tax	6,308				1,163				(27		)	(2,236		)	5,208
	Amounts reclassified from AOCI	35				521				—			56			612
	Deferred income tax benefit (expense)	(12		)		(182		)		—			(20		)	(214		)
	Amounts reclassified from AOCI, net of income tax	23				339				—			36			398
	Balance, end of period	$	6,331			$	1,502			$	(27	)	$	(2,200	)	$	5,606
		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
	Deferred income tax benefit (expense)	(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
	Deferred income tax benefit (expense)	(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
	__________________
	-1	See Note 5 for information on offsets to investments related to future policy benefits, DAC, VOBA and DSI, and the policyholder dividend obligation.
	Information regarding amounts reclassified out of each component of AOCI was as follows:
	AOCI Components		Amounts Reclassified from AOCI								Consolidated Statement of Operations and
											Comprehensive Income (Loss) Locations
			Three Months
			Ended
			March 31,
			2015				2014
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	50			$	(87	)		Net investment gains (losses)
	Net unrealized investment gains (losses)		25				17				Net investment income
	Net unrealized investment gains (losses)		(110		)		33				Net derivative gains (losses)
	Net unrealized investment gains (losses), before income tax		(35		)		(37		)
	Income tax (expense) benefit		12				13
	Net unrealized investment gains (losses), net of income tax		$	(23	)		$	(24	)
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		$	5			$	16			Net derivative gains (losses)
	Interest rate swaps		2				2				Net investment income
	Interest rate forwards		2				—				Net derivative gains (losses)
	Interest rate forwards		1				1				Net investment income
	Foreign currency swaps		(532		)		30				Net derivative gains (losses)
	Foreign currency swaps		—				(1		)		Net investment income
	Credit forwards		1				—				Net derivative gains (losses)
	Gains (losses) on cash flow hedges, before income tax		(521		)		48
	Income tax (expense) benefit		182				(17		)
	Gains (losses) on cash flow hedges, net of income tax		$	(339	)		$	31
	Defined benefit plans adjustment: (1)
Amortization of net actuarial gains (losses)		$	(57	)		$	(44	)
Amortization of prior service (costs) credit		1				—
Amortization of defined benefit plan items, before income tax		(56		)		(44		)
Income tax (expense) benefit		20				16
Amortization of defined benefit plan items, net of income tax		$	(36	)		$	(28	)
Total reclassifications, net of income tax		$	(398	)		$	(21	)
__________________
-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, 2015
Other Income and Expenses [Abstract]
Other Expenses	9. Other Expenses
	Information on other expenses was as follows:
		Three Months
		Ended
		March 31,
		2015			2014
		(In millions)
	Compensation	$	548		$	483
	Pension, postretirement and postemployment benefit costs	54			87
	Commissions	151			182
	Volume-related costs	39			(88		)
	Affiliated interest costs on ceded and assumed reinsurance	219			240
	Capitalization of DAC	(112		)	(100		)
	Amortization of DAC and VOBA	208			242
	Interest expense on debt	32			39
	Premium taxes, licenses and fees	88			77
	Professional services	239			224
	Rent and related expenses, net of sublease income	19			32
	Other	5			(70		)
	Total other expenses	$	1,490		$	1,348
	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.

Employee_Benefit_Plans

Employee Benefit Plans	3 Months Ended
	Mar. 31, 2015
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 were as follows:
		Three Months
		Ended
		March 31,
		2015						2014
		Pension			Other			Pension			Other
		Benefits			Postretirement			Benefits			Postretirement
					Benefits						Benefits
		(In millions)
	Service costs	$	54		$	4		$	46		$	3
	Interest costs	101			22			103			21
	Expected return on plan assets	(134		)	(20		)	(111		)	(18		)
	Amortization of net actuarial (gains) losses	47			10			41			2
	Amortization of prior service costs (credit)	—			(1		)	—			—
	Allocated to affiliates (1)	(15		)	(4		)	(2		)	—
	Net periodic benefit costs	$	53		$	11		$	77		$	8
	__________________
	-1	The prior year allocated pension and other postretirement benefit plan costs have been reclassified to conform to the current year presentation.

Contingencies_Commitments_and_

Contingencies, Commitments and Guarantees	3 Months Ended
	Mar. 31, 2015
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, 2015. 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, 2015, the Company estimates the aggregate range of reasonably possible losses in excess of amounts accrued for these matters to be $0 to $400 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 2014 Annual Report, Metropolitan Life Insurance Company received approximately 4,636 asbestos-related claims in 2014. During the three months ended March 31, 2015 and 2014, Metropolitan Life Insurance Company received approximately 1,046 and 1,366 new asbestos-related claims, respectively. See Note 17 of the Notes to the Consolidated Financial Statements included in the 2014 Annual Report for historical information concerning asbestos claims and Metropolitan Life Insurance Company’s increase in its recorded liability at December 31, 2014. 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, 2015.
	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 U.S. Securities and Exchange Commission (“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”) and General American Life Insurance Company (“GALIC”). 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
	West Virginia Lawsuits
	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 appealed the dismissal order.
	Total Control Accounts Litigation
	Metropolitan Life Insurance Company is a defendant in lawsuits related to its use of retained asset accounts, known as 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. The court denied Metropolitan Life Insurance Company’s motion to dismiss the complaint. The Company intends to defend this action vigorously.
	Reinsurance Litigation
	Robainas, et al. v. Metropolitan Life Ins. Co. (S.D.N.Y., December 16, 2014)
	Plaintiffs filed this putative class action lawsuit on behalf of themselves and all persons and entities who, directly or indirectly, purchased, renewed or paid premiums on life insurance policies issued by Metropolitan Life Insurance Company from 2009 through 2014 (the “Policies”). Two similar actions were subsequently filed, Yale v. Metropolitan Life Ins. Co. (S.D.N.Y., January 12, 2015) and International Association of Machinists and Aerospace Workers District Lodge 15 v. Metropolitan Life Ins. Co. (E.D.N.Y., February 2, 2015). Both of these actions have been consolidated with the Robainas action. The consolidated complaint alleges that Metropolitan Life Insurance Company inadequately disclosed in its statutory annual statements that certain reinsurance transactions with affiliated reinsurance companies were collateralized using “contractual parental guarantees,” and thereby allegedly misrepresented its financial condition and the adequacy of its reserves. The lawsuit seeks recovery under Section 4226 of the New York Insurance Law of a statutory penalty in the amount of the premiums paid for the Policies. MetLife intends to defend this action vigorously.
	Intoccia v. Metropolitan Life Ins. Co. (S.D.N.Y., April 20, 2015); and Weilert v. Metropolitan Life Ins. Co. (S.D.N.Y., April 30, 2015)
	Plaintiffs filed these putative class actions on behalf of themselves and all persons and entities who, directly or indirectly, purchased, renewed or paid premiums for Guaranteed Benefits Insurance Riders attached to variable annuity contracts with Metropolitan Life Insurance Company from 2009 through 2015 (the “Annuities”). The complaints allege that Metropolitan Life Insurance Company inadequately disclosed in its statutory annual statements that certain reinsurance transactions with affiliated reinsurance companies were collateralized using “contractual parental guarantees,” and thereby allegedly misrepresented its financial condition and the adequacy of its reserves. The lawsuits seek recovery under Section 4226 of the New York Insurance Law of a statutory penalty in the amount of the premiums paid for Guaranteed Benefits Insurance Riders attached to the Annuities. MetLife intends to defend these actions vigorously.
	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 August 8, 2014, the court denied the parties’ motions for summary judgment. The court has not yet set a new trial date.
	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 were 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); Cadenasso v. Metropolitan Life Insurance Co., et al. (N.D. Cal., November 26, 2013, subsequently transferred to S.D. Fla.); and Fauley v. Metropolitan Life Insurance Co., et al. (Circuit Court of the 19th Judicial Circuit, Lake County, Ill., July 3, 2014)
	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. The C-Mart and Cadenasso cases were voluntarily dismissed. In the Fauley case, the court in Illinois issued a final order certifying a nationwide settlement class and approving a settlement under which Metropolitan Life Insurance Company agreed to pay up to $23 million to resolve claims as to fax ads sent between August 23, 2008 and August 7, 2014. An objector to the settlement has filed a notice to appeal the approval order.
	Voshall v. Metropolitan Life Ins. Co. (Superior Court of the State of California, County of Los Angeles, April 8, 2015)
	Plaintiff filed this putative class action lawsuit on behalf of himself and all persons covered under a long-term group disability income insurance policy issued by Metropolitan Life Insurance Company to public entities in California between April 8, 2011 and April 8, 2015. Plaintiff alleges that Metropolitan Life Insurance Company improperly reduced benefits by including cost of living adjustments and employee paid contributions in the employer retirement benefits and other income that reduces the benefit payable under such policies. Plaintiff asserts causes of action for declaratory relief, violation of the California Business & Professions Code, breach of contract and breach of the implied covenant of good faith and fair dealing. The Company intends to defend this action vigorously.
	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 defend vigorously 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 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 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 $4.3 billion and $3.9 billion at March 31, 2015 and December 31, 2014, respectively.
	Commitments to Fund Partnership 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 $3.9 billion and $3.6 billion at March 31, 2015 and December 31, 2014, respectively.

Related_Party_Transactions

Related Party Transactions	3 Months Ended
	Mar. 31, 2015
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 $541 million and $589 million for the three months ended March 31, 2015 and 2014, respectively. Revenues received from affiliates related to these agreements, recorded in universal life and investment-type product policy fees, were $34 million and $30 million for the three months ended March 31, 2015 and 2014, respectively. Revenues received from affiliates related to these agreements, recorded in other revenues, were $40 million and $35 million for the three months ended March 31, 2015 and 2014, 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 $370 million and $312 million for the three months ended March 31, 2015 and 2014, respectively, and were reimbursed to the Company by these affiliates.
	The Company had net receivables (payables) with affiliates related to the items discussed above of $107 million and ($169) million at March 31, 2015 and December 31, 2014, respectively.
	See Notes 5 and 10 for additional information on related party transactions.
	Related Party Reinsurance Transactions
	The Company has reinsurance agreements with certain of MetLife, Inc.’s subsidiaries, including MetLife Insurance Company USA (“MetLife USA”), First MetLife Investors Insurance Company (“First MetLife”), 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,
			2015				2014
			(In millions)
	Premiums
	Reinsurance assumed		$	161			$	221
	Reinsurance ceded		(15		)		(13		)
	Net premiums		$	146			$	208
	Universal life and investment-type product policy fees
	Reinsurance assumed		$	12			$	12
	Reinsurance ceded		(36		)		(67		)
	Net universal life and investment-type product policy fees		$	(24	)		$	(55	)
	Other revenues
	Reinsurance assumed		$	1			$	(3	)
	Reinsurance ceded		162				158
	Net other revenues		$	163			$	155
	Policyholder benefits and claims
	Reinsurance assumed		$	172			$	230
	Reinsurance ceded		(28		)		(37		)
	Net policyholder benefits and claims		$	144			$	193
	Interest credited to policyholder account balances
	Reinsurance assumed		$	9			$	8
	Reinsurance ceded		(22		)		(26		)
	Net interest credited to policyholder account balances		$	(13	)		$	(18	)
	Other expenses
	Reinsurance assumed		$	66			$	88
	Reinsurance ceded		150				148
	Net other expenses		$	216			$	236
	Information regarding the significant effects of affiliated reinsurance included on the consolidated balance sheets was as follows at:
		March 31, 2015								December 31, 2014
		Assumed				Ceded				Assumed		Ceded
		(In millions)
	Assets
	Premiums, reinsurance and other receivables	$	361			$	15,491			$	257	$	15,453
	Deferred policy acquisition costs and value of business acquired	385				(237		)		370		(231		)
	Total assets	$	746			$	15,254			$	627	$	15,222
	Liabilities
	Future policy benefits	$	1,201			$	—			$	1,146	$	—
	Policyholder account balances	307				—				288		—
	Other policy-related balances	316				34				264		32
	Other liabilities	6,546				13,598				6,610		13,545
	Total liabilities	$	8,370			$	13,632			$	8,308	$	13,577
	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 the funds withheld balance by $21 million and $20 million at March 31, 2015 and December 31, 2014, respectively. Net derivative gains (losses) associated with these embedded derivatives were less than ($1) million and ($20) million for the three months ended March 31, 2015 and 2014, 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 $712 million and $657 million at March 31, 2015 and December 31, 2014, respectively. Net derivative gains (losses) associated with the embedded derivatives were $53 million and $140 million for the three months ended March 31, 2015 and 2014, 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 $1.2 billion and $1.1 billion at March 31, 2015 and December 31, 2014, respectively. Net derivative gains (losses) associated with the embedded derivative were ($88) million and ($203) million for the three months ended March 31, 2015 and 2014, respectively.
	In January 2014, the Company entered into an agreement with MetLife USA which reinsured all existing New York insurance policies and annuity contracts that include a separate account feature. Certain contractual features of this agreement qualify as embedded derivatives, which are separately accounted for at fair value on the Company's consolidated balance sheet. The embedded derivative related to this agreement is included within policyholder account balances and was $4 million at both March 31, 2015 and December 31, 2014. Net derivative gains (losses) associated with the embedded derivative were less than ($1) million and ($2) million for the three months ended March 31, 2015 and 2014, respectively.
	In November 2014, the Company entered into an agreement to assume 100% of certain variable annuities including guaranteed minimum benefit guarantees on a modified coinsurance basis from First MetLife. As a result of this reinsurance agreement, the significant effects to the Company were decreases in other liabilities of $259 million and $269 million at March 31, 2015 and December 31, 2014, respectively. Certain contractual features of this agreement qualify as embedded derivatives, which are separately accounted for at fair value on the Company's consolidated balance sheet. The embedded derivative related to this agreement is included within policyholder account balances and was $91 million and $68 million at March 31, 2015 and December 31, 2014, respectively. Net derivative gains (losses) associated with the embedded derivative was ($24) million for the three months ended March 31, 2015. The Company made a one-time payment of cash and cash equivalents to First MetLife of $218 million at December 31, 2014.

Business_Basis_of_Presentation1

Business, Basis of Presentation and Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2015
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	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 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 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, 2014 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, 2014 (the “2014 Annual Report”), 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 2014 Annual Report.
	The Company uses the equity method of accounting for equity securities when it has significant influence or at least 20% interest and for 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.
	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	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. Structured securities (RMBS, ABS and CMBS) are shown separately, as they are not due at a single maturity.
	Maturities of Fixed Maturity Securities
	Mortgage Loans Modified in a Troubled Debt Restructuring
	For a small portion of the mortgage loan portfolio, classified as troubled debt restructurings, concessions are granted related to borrowers experiencing financial difficulties. Generally, the types of concessions include: reduction of the contractual interest rate, extension of the maturity date at an interest rate lower than current market interest rates, and/or a reduction of accrued interest. The amount, timing and extent of the concession granted is considered in determining any impairment or changes in the specific valuation allowance.
	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.
	Past Due and Interest Accrual Status of Mortgage Loans
	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:
	Policyholder benefits and claims	•	Economic hedges of variable annuity guarantees included in future policy benefits
	Net investment income	•	Economic hedges of equity method investments in joint ventures
		•	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 sells variable annuities and issues certain insurance products and investment contracts and is a party to certain reinsurance agreements that have embedded derivatives. The Company assesses each identified embedded derivative to determine whether it is required to be bifurcated. The embedded derivative is bifurcated from the host contract and accounted for as a freestanding derivative if:
	•	the combined instrument is not accounted for in its entirety at fair value with changes in fair value recorded in earnings;
	•	the terms of the embedded derivative are not clearly and closely related to the economic characteristics of the host contract; and
	•	a separate instrument with the same terms as the embedded derivative would qualify as a derivative instrument.
	Such embedded derivatives are carried on the balance sheet at estimated fair value with the host contract and changes in their estimated fair value are generally reported in net derivative gains (losses). If the Company is unable to properly identify and measure an embedded derivative for separation from its host contract, the entire contract is carried on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income. Additionally, the Company may elect to carry an entire contract on the balance sheet at estimated fair value, with changes in estimated fair value recognized in the current period in net investment gains (losses) or net investment income if that contract contains an embedded derivative that requires bifurcation. At inception, the Company attributes to the embedded derivative a portion of the projected future guarantee fees to be collected from the policyholder equal to the present value of projected future guaranteed benefits. Any additional fees represent “excess” fees and are reported in universal life and investment-type product policy fees.
	Derivatives are financial instruments with values 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; (iv) interest rate swaps and interest rate forwards to hedge the forecasted purchases of fixed-rate investments; and (v) interest rate forwards to hedge forecasted fixed-rate borrowings.
	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 of Reorganization”). 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, 2015
Segment Reporting [Abstract]
Segment Reporting Information, by Segment
			Operating Results
	Three Months Ended March 31, 2015		Retail				Group,			Corporate			Corporate			Total			Adjustments			Total
							Voluntary			Benefit			& Other									Consolidated
							& Worksite			Funding
							Benefits
			(In millions)
	Revenues
	Premiums		$	983			$	3,711		$	415		$	29		$	5,138		$	—		$	5,138
	Universal life and investment-type product policy fees		379				188			44			—			611			25			636
	Net investment income		1,344				459			1,225			65			3,093			(127		)	2,966
	Other revenues		43				111			71			172			397			—			397
	Net investment gains (losses)		—				—			—			—			—			225			225
	Net derivative gains (losses)		—				—			—			—			—			500			500
	Total revenues		2,749				4,469			1,755			266			9,239			623			9,862
	Expenses
	Policyholder benefits and claims and policyholder dividends		1,656				3,535			917			19			6,127			16			6,143
	Interest credited to policyholder account balances		235				37			264			—			536			1			537
	Capitalization of DAC		(102		)		(4		)	(6		)	—			(112		)	—			(112		)
	Amortization of DAC and VOBA		121				9			5			—			135			73			208
	Interest expense on debt		1				—			1			30			32			—			32
	Other expenses		443				557			118			244			1,362			—			1,362
	Total expenses		2,354				4,134			1,299			293			8,080			90			8,170
	Provision for income tax expense (benefit)		121				124			158			(88		)	315			187			502
	Operating earnings		$	274			$	211		$	298		$	61		844
	Adjustments to:
	Total revenues															623
	Total expenses															(90		)
	Provision for income tax (expense) benefit															(187		)
	Income (loss) from continuing operations, net of income tax															$	1,190					$	1,190
			Operating Results
	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		1,378				439			1,143			106			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		2,792				4,335			1,624			311			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		223				530			108			307			1,168			(1		)	1,167
	Total expenses		2,164				4,088			1,235			364			7,851			38			7,889
	Provision for income tax expense (benefit)		206				91			135			(90		)	342			(22		)	320
	Operating earnings		$	422			$	156		$	254		$	37		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
	The following table presents total assets with respect to the Company’s segments, as well as Corporate & Other, at:
		31-Mar-15				31-Dec-14
		(In millions)
	Retail	$	184,170			$	181,207
	Group, Voluntary & Worksite Benefits	45,728				43,718
Corporate Benefit Funding	212,477				203,281
Corporate & Other	30,228				30,012
Total	$	472,603			$	458,218

Insurance_Tables

Insurance (Tables)	3 Months Ended
	Mar. 31, 2015
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-15				31-Dec-14
		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	$	63,426	$	29,910	$	62,810	$	29,474
	Separate account value	$	51,765	$	28,791	$	51,077	$	28,347
	Net amount at risk	$	644	$	277	$	702	$	244
	Average attained age of contractholders	66 years		63 years		65 years		63 years
	Two Tier and Other Annuities
	Account value	N/A		$	405	N/A		$	456
	Net amount at risk	N/A		$	134	N/A		$	153
	Average attained age of contractholders	N/A		56 years		N/A		55 years
		March 31, 2015				December 31, 2014
		Secondary		Paid-Up		Secondary		Paid-Up
		Guarantees		Guarantees		Guarantees		Guarantees
		(In millions)
	Universal and Variable Life Contracts (1)
	Account value (general and separate account)	$	8,313	$	1,080	$	8,213	$	1,091
	Net amount at risk	$	77,949	$	8,022	$	78,758	$	8,164
	Average attained age of policyholders	54 years		60 years		54 years		60 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, 2015
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-15				31-Dec-14
		(In millions)
	Closed Block Liabilities
	Future policy benefits	$	41,481			$	41,667
	Other policy-related balances	309				265
	Policyholder dividends payable	479				461
	Policyholder dividend obligation	3,483				3,155
	Current income tax payable	3				1
	Other liabilities	482				646
	Total closed block liabilities	46,237				46,195
	Assets Designated to the Closed Block
	Investments:
	Fixed maturity securities available-for-sale, at estimated fair value	29,093				29,199
	Equity securities available-for-sale, at estimated fair value	98				91
	Mortgage loans	6,103				6,076
	Policy loans	4,643				4,646
	Real estate and real estate joint ventures	651				666
	Other invested assets	1,123				1,065
	Total investments	41,711				41,743
	Cash and cash equivalents	323				227
	Accrued investment income	483				477
	Premiums, reinsurance and other receivables	78				67
	Deferred income tax assets	277				289
	Total assets designated to the closed block	42,872				42,803
	Excess of closed block liabilities over assets designated to the closed block	3,365				3,392
	Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
	Unrealized investment gains (losses), net of income tax	2,441				2,291
	Unrealized gains (losses) on derivatives, net of income tax	63				28
	Allocated to policyholder dividend obligation, net of income tax	(2,264		)		(2,051		)
	Total amounts included in AOCI	240				268
	Maximum future earnings to be recognized from closed block assets and liabilities	$	3,605			$	3,660
Closed block policyholder dividend obligation	Information regarding the closed block policyholder dividend obligation was as follows:
			Three Months				Year
			Ended				Ended
			31-Mar-15				31-Dec-14
			(In millions)
	Balance, beginning of period		$	3,155			$	1,771
	Change in unrealized investment and derivative gains (losses)		328				1,384
	Balance, end of period		$	3,483			$	3,155
Closed block revenues and expenses	Information regarding the closed block revenues and expenses was as follows:
			Three Months
			Ended
			March 31,
			2015				2014
		(In millions)
	Revenues
	Premiums		$	430			$	446
	Net investment income		515				530
	Net investment gains (losses)		(1		)		—
	Net derivative gains (losses)		25				(1		)
	Total revenues		969				975
	Expenses
	Policyholder benefits and claims		608				624
	Policyholder dividends		240				233
	Other expenses		37				41
	Total expenses		885				898
	Revenues, net of expenses before provision for income tax expense (benefit)		84				77
	Provision for income tax expense (benefit)		29				27
	Revenues, net of expenses and provision for income tax expense (benefit)		$	55			$	50

Investments_Tables

Investments (Tables)	3 Months Ended
	Mar. 31, 2015
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”), asset-backed securities (“ABS”) and commercial mortgage-backed securities (“CMBS”).
		March 31, 2015																	December 31, 2014
		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	$	58,718		$	6,776			$	391			$	—		$	65,103		$	59,532			$	6,246		$	421		$	—	$	65,357
	U.S. Treasury and agency	34,643			5,382				19				—			40,006			34,391				4,698			19			—		39,070
	Foreign corporate	27,652			1,895				846				—			28,701			28,395				1,934			511			—		29,818
	RMBS	27,714			1,578				151				41			29,100			26,893				1,493			157			66		28,163
	ABS	7,134			85				83				—			7,136			8,206				102			82			—		8,226
	CMBS	6,952			268				51				—			7,169			7,705				241			33			—		7,913
	State and political subdivision	5,421			1,276				6				—			6,691			5,329				1,197			6			—		6,520
	Foreign government	3,032			779				50				—			3,761			3,153				761			70			—		3,844
	Total fixed maturity securities	$	171,266		$	18,039			$	1,597			$	41		$	187,667		$	173,604			$	16,672		$	1,299		$	66	$	188,911
	Equity securities
	Common stock	$	1,257		$	129			$	22			$	—		$	1,364		$	1,236			$	142		$	26		$	—	$	1,352
	Non-redeemable preferred stock	701			64				32				—			733			690				53			30			—		713
	Total equity securities	$	1,958		$	193			$	54			$	—		$	2,097		$	1,926			$	195		$	56		$	—	$	2,065
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, 2015:
		Due in One Year or Less			Due After One Year Through Five Years				Due After Five Years Through Ten Years				Due After Ten Years			Structured Securities			Total Fixed Maturity Securities
		(In millions)
	Amortized cost	$	6,310		$	36,394			$	36,651			$	50,111		$	41,800		$	171,266
	Estimated fair value	$	6,326		$	37,995			$	38,916			$	61,025		$	43,405		$	187,667
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, 2015														December 31, 2014
		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	$	5,809		$	252			$	1,626			$	139		$	8,950		$	260			$	2,251		$	161
	U.S. Treasury and agency	2,014			17				252				2			3,933			6				982			13
	Foreign corporate	7,682			723				993				123			7,052			397				1,165			114
	RMBS	2,024			49				1,426				143			3,141			63				1,900			160
	ABS	2,321			59				758				24			3,147			45				732			37
	CMBS	841			42				253				9			772			20				461			13
	State and political subdivision	76			2				19				4			26			—				76			6
	Foreign government	240			17				201				33			327			32				265			38
	Total fixed maturity securities	$	21,007		$	1,161			$	5,528			$	477		$	27,348		$	823			$	7,832		$	542
	Equity securities
	Common stock	$	120		$	22			$	—			$	—		$	98		$	26			$	1		$	—
	Non-redeemable preferred stock	5			1				137				31			32			—				139			30
	Total equity securities	$	125		$	23			$	137			$	31		$	130		$	26			$	140		$	30
	Total number of securities in an unrealized loss position	1,758							507							1,997							642
Disclosure of Mortgage Loans Net of Valuation Allowance	Mortgage loans are summarized as follows at:
		March 31, 2015						December 31, 2014
		Carrying			% of			Carrying				% of
		Value			Total			Value				Total
		(In millions)						(In millions)
	Mortgage loans:
	Commercial	$	33,200		65.1	%		$	32,482			66.2	%
	Agricultural	10,958			21.5			11,033				22.5
	Residential	6,778			13.3			5,494				11.2
	Subtotal (1)	50,936			99.9			49,009				99.9
	Valuation allowances	(266		)	(0.5	)		(258		)		(0.5	)
	Subtotal mortgage loans, net	50,670			99.4			48,751				99.4
	Residential — fair value option (“FVO”)	329			0.6			308				0.6
	Total mortgage loans, net	$	50,999		100	%		$	49,059			100	%
	__________________
	-1	Purchases of mortgage loans were $1.4 billion and $597 million for the three months ended March 31, 2015 and 2014, respectively.
Disclosure of mortgage loans held-for-investment and valuation allowances by method of evaluation for credit loss	Mortgage loans by portfolio segment, by method of evaluation of credit loss, impaired mortgage loans including those modified in a troubled debt restructuring, and the related valuation allowances, were as follows at:
		Evaluated Individually for Credit Losses																	Evaluated Collectively for Credit Losses							Impaired Loans
		Impaired Loans with a Valuation Allowance											Impaired Loans without a Valuation Allowance
		Unpaid Principal Balance			Recorded Investment				Valuation				Unpaid Principal Balance			Recorded			Recorded				Valuation			Carrying
									Allowances							Investment			Investment				Allowances			Value
		(In millions)
	31-Mar-15
	Commercial	$	69		$	69			$	20			$	81		$	81		$	33,050			$	161		$	130
	Agricultural	47			45				2				16			16			10,897				33			59
	Residential	—			—				—				62			58			6,720				50			58
	Total	$	116		$	114			$	22			$	159		$	155		$	50,667			$	244		$	247
	31-Dec-14
	Commercial	$	75		$	75			$	24			$	84		$	84		$	32,323			$	158		$	135
	Agricultural	47			45				2				14			13			10,975				33			56
	Residential	—			—				—				40			37			5,457				41			37
	Total	$	122		$	120			$	26			$	138		$	134		$	48,755			$	232		$	228
	The average recorded investment for impaired commercial, agricultural and residential mortgage loans was $155 million, $59 million and $47 million, respectively, for the three months ended March 31, 2015; and $416 million, $97 million and $7 million, respectively, for the three months ended March 31, 2014.
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,
		2015														2014
		Commercial			Agricultural				Residential				Total			Commercial			Agricultural				Residential			Total
		(In millions)
	Balance, beginning of period	$	182		$	35			$	41			$	258		$	213		$	40			$	19		$	272
	Provision (release)	(1		)	—				14				13			—			(2		)		7			5
	Charge-offs, net of recoveries	—			—				(5		)		(5		)	—			—				(1		)	(1		)
	Balance, end of period	$	181		$	35			$	50			$	266		$	213		$	38			$	25		$	276
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							Nonaccrual Status
		March 31, 2015			December 31, 2014				March 31, 2015				December 31, 2014
		(In millions)
	Commercial	$	—		$	—			$	69			$	75
	Agricultural	26			1				46				41
	Residential	176			149				176				149
	Total	$	202		$	150			$	291			$	265
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, 2015			December 31, 2014
		(In millions)
	Fixed maturity securities	$	16,406		$	15,374
	Fixed maturity securities with noncredit OTTI losses in AOCI	(41		)	(66		)
	Total fixed maturity securities	16,365			15,308
	Equity securities	202			173
	Derivatives	2,309			1,649
	Other	75			87
	Subtotal	18,951			17,217
	Amounts allocated from:
	Future policy benefits	(2,512		)	(1,964		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	(1		)	(3		)
	DAC, VOBA and DSI	(918		)	(918		)
	Policyholder dividend obligation	(3,483		)	(3,155		)
	Subtotal	(6,914		)	(6,040		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	15			25
	Deferred income tax benefit (expense)	(4,218		)	(3,928		)
	Net unrealized investment gains (losses)	7,834			7,274
	Net unrealized investment gains (losses) attributable to noncontrolling interests	(1		)	(1		)
	Net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$	7,833		$	7,273
	The changes in net unrealized investment gains (losses) were as follows:
		Three Months
		Ended
		March 31, 2015
		(In millions)
	Balance, beginning of period	$	7,273
	Fixed maturity securities on which noncredit OTTI losses have been recognized	25
	Unrealized investment gains (losses) during the period	1,709
	Unrealized investment gains (losses) relating to:
	Future policy benefits	(548		)
	DAC and VOBA related to noncredit OTTI losses recognized in AOCI	2
	DAC, VOBA and DSI	—
	Policyholder dividend obligation	(328		)
	Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	(10		)
	Deferred income tax benefit (expense)	(290		)
	Net unrealized investment gains (losses)	7,833
	Net unrealized investment gains (losses) attributable to noncontrolling interests	—
	Balance, end of period	$	7,833
	Change in net unrealized investment gains (losses)	$	560
	Change in net unrealized investment gains (losses) attributable to noncontrolling interests	—
	Change in net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$	560
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, 2015			December 31, 2014
		(In millions)
	Balance, beginning of period	$	(66	)	$	(149	)
	Noncredit OTTI losses and subsequent changes recognized	9			10
	Securities sold with previous noncredit OTTI loss	10			41
	Subsequent changes in estimated fair value	6			32
	Balance, end of period	$	(41	)	$	(66	)
Securities Lending	Elements of the securities lending program are presented below at:
		March 31, 2015			December 31, 2014
		(In millions)
	Securities on loan: (1)
	Amortized cost	$	17,512		$	19,099
	Estimated fair value	$	19,524		$	21,185
	Cash collateral on deposit from counterparties (2)	$	19,883		$	21,635
	Security collateral on deposit from counterparties (3)	$	62		$	19
	Reinvestment portfolio — estimated fair value	$	20,331		$	22,046
	__________________
	-1	Included within fixed maturity securities and short-term investments.
	-2	Included within payables for collateral under securities loaned and other transactions.
	-3	Security collateral on deposit from counterparties may not be sold or re-pledged, unless the counterparty is in default, and is not reflected in 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 all asset classes, except mortgage loans, which are presented at carrying value at:
		March 31, 2015			December 31, 2014
		(In millions)
	Invested assets on deposit (regulatory deposits)	$	1,376		$	1,421
	Invested assets pledged as collateral (1)	20,816			20,712
	Total invested assets on deposit and pledged as collateral	$	22,192		$	22,133
	__________________
	-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 2014 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,
			2015			2014
		(In millions)
	Investment income:
	Fixed maturity securities		$	2,023		$	2,019
	Equity securities		20			20
	Trading and FVO securities — Actively Traded and FVO general account securities (1)		18			17
	Mortgage loans		600			580
	Policy loans		111			113
	Real estate and real estate joint ventures		156			158
	Other limited partnership interests		140			217
	Cash, cash equivalents and short-term investments		6			6
	Operating joint venture		2			—
	Other		109			12
	Subtotal		3,185			3,142
	Less: Investment expenses		219			195
	Net investment income		$	2,966		$	2,947
	__________________
	-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 $5 million and $10 million for the three months ended March 31, 2015 and 2014, respectively.
The components of net investment gains (losses)	The components of net investment gains (losses) were as follows:
		Three Months
		Ended
		March 31,
		2015			2014
		(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:
	Consumer	$	(3	)	$	(6	)
	Total U.S. and foreign corporate securities	(3		)	(6		)
	RMBS	(12		)	(2		)
	OTTI losses on fixed maturity securities recognized in earnings	(15		)	(8		)
	Fixed maturity securities — net gains (losses) on sales and disposals	67			(81		)
	Total gains (losses) on fixed maturity securities	52			(89		)
	Total gains (losses) on equity securities:
	Total OTTI losses recognized — by sector:
	Common stock	—			(1		)
	OTTI losses on equity securities recognized in earnings	—			(1		)
	Equity securities — net gains (losses) on sales and disposals	(2		)	3
	Total gains (losses) on equity securities	(2		)	2
	Mortgage loans	(37		)	(9		)
	Other limited partnership interests	17			—
	Real estate and real estate joint ventures	4			64
	Other investment portfolio gains (losses)	11			(2		)
	Subtotal — investment portfolio gains (losses)	45			(34		)
	Non-investment portfolio gains (losses)	180			2
	Total net investment gains (losses)	$	225		$	(32	)
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) were 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,
		2015			2014				2015				2014
		Fixed Maturity Securities							Equity Securities
		(In millions)
	Proceeds	$	16,025		$	9,451			$	15			$	5
	Gross investment gains	$	200		$	54			$	4			$	3
	Gross investment losses	(133		)	(135		)		(6		)		—
	OTTI losses	(15		)	(8		)		—				(1		)
	Net investment gains (losses)	$	52		$	(89	)		$	(2	)		$	2
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,
		2015			2014
		(In millions)
	Balance, beginning of period	$	263		$	277
	Additions:
	Initial impairments — credit loss OTTI on securities not previously impaired	1			—
	Additional impairments — credit loss OTTI on securities previously impaired	10			1
	Reductions:
	Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	(10		)	(7		)
	Balance, end of period	$	264		$	271
Schedule of Invested Assets Transferred To and From Affiliates	The Company transfers invested assets, primarily consisting of fixed maturity securities and other invested assets, to and from affiliates. Invested assets transferred to and from affiliates were as follows:
		Three Months
		Ended
		March 31,
		2015			2014
		(In millions)
	Estimated fair value of invested assets transferred to affiliates	$	600		$	—
	Amortized cost of invested assets transferred to affiliates	$	567		$	—
	Net investment gains (losses) recognized on transfers	$	33		$	—
	Estimated fair value of invested assets transferred from affiliates	$	—		$	354
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, 2015 and December 31, 2014. 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, 2015							December 31, 2014
		Total			Total				Total				Total
		Assets			Liabilities				Assets				Liabilities
		(In millions)
	Fixed maturity securities (1)	$	164		$	78			$	163			$	78
	Other invested assets	73			15				59				—
	Other limited partnership interests	37			—				37				—
	CSEs (assets (primarily loans) and liabilities (primarily debt)) (2)	15			14				16				15
	Real estate joint ventures	9			15				9				15
	Total	$	298		$	122			$	284			$	108
	__________________
	-1	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 the three months ended March 31, 2015 and 2014.
	-2	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, 2015 and December 31, 2014. 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 the three months ended March 31, 2015 and 2014.
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, 2015							December 31, 2014
		Carrying			Maximum				Carrying				Maximum
		Amount			Exposure				Amount				Exposure
					to Loss (1)								to Loss (1)
		(In millions)
	Fixed maturity securities AFS:
	Structured securities (RMBS, ABS and CMBS) (2)	$	43,405		$	43,405			$	44,302			$	44,302
	U.S. and foreign corporate	1,869			1,869				1,919				1,919
	Other limited partnership interests	3,681			4,784				3,722				4,833
	Other invested assets	1,635			1,989				1,683				2,003
	Real estate joint ventures	46			67				52				74
	Total	$	50,636		$	52,114			$	51,678			$	53,131
	__________________
	-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. 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 $208 million and $212 million at March 31, 2015 and December 31, 2014, 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 asset-backed securities issued by trusts that do not have substantial equity.
Commercial
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 was 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-15
	Loan-to-value ratios
	Less than 65%	$	27,676		$	602			$	564			$	28,842		86.9	%	$	30,272			87.4	%
	65% to 75%	2,871			549				64				3,484			10.5		3,526				10.2
	76% to 80%	108			—				8				116			0.3		120				0.4
	Greater than 80%	395			273				90				758			2.3		706				2
	Total	$	31,050		$	1,424			$	726			$	33,200		100	%	$	34,624			100	%
	31-Dec-14
	Loan-to-value ratios
	Less than 65%	$	26,810		$	746			$	761			$	28,317		87.2	%	$	29,860			87.7	%
	65% to 75%	2,783			391				86				3,260			10		3,322				9.8
	76% to 80%	109			—				8				117			0.4		121				0.3
	Greater than 80%	384			256				148				788			2.4		736				2.2
	Total	$	30,086		$	1,393			$	1,003			$	32,482		100	%	$	34,039			100	%
Agricultural
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 was as follows at:
		March 31, 2015						December 31, 2014
		Recorded			% of			Recorded				% of
		Investment			Total			Investment				Total
		(In millions)						(In millions)
	Loan-to-value ratios
	Less than 65%	$	10,247		93.5	%		$	10,462			94.8	%
	65% to 75%	579			5.3			469				4.2
	76% to 80%	50			0.5			17				0.2
	Greater than 80%	82			0.7			85				0.8
	Total	$	10,958		100	%		$	11,033			100	%
Residential
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 was as follows at:
		March 31, 2015						December 31, 2014
		Recorded			% of			Recorded				% of
		Investment			Total			Investment				Total
		(In millions)						(In millions)
	Performance indicators
	Performing	$	6,602		97.4	%		$	5,345			97.3	%
	Nonperforming	176			2.6			149				2.7
	Total	$	6,778		100	%		$	5,494			100	%

Derivatives_Tables

Derivatives (Tables)	3 Months Ended
	Mar. 31, 2015
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, 2015												December 31, 2014
			Primary Underlying Risk Exposure		Gross				Estimated Fair Value								Gross				Estimated Fair Value
					Notional												Notional
					Amount				Assets				Liabilities				Amount				Assets		Liabilities
					(In millions)
	Derivatives Designated as Hedging Instruments
	Fair value hedges:
	Interest rate swaps		Interest rate		$	5,574			$	2,254			$	20			$	5,632			$	2,031	$	18
	Foreign currency swaps		Foreign currency exchange rate		2,699				77				353				2,709				65		101
	Subtotal				8,273				2,331				373				8,341				2,096		119
	Cash flow hedges:
	Interest rate swaps		Interest rate		2,592				564				—				2,191				447		—
	Interest rate forwards		Interest rate		70				22				—				70				18		—
	Foreign currency swaps		Foreign currency exchange rate		16,057				1,012				1,142				14,895				501		614
	Subtotal				18,719				1,598				1,142				17,156				966		614
	Total qualifying hedges				26,992				3,929				1,515				25,497				3,062		733
	Derivatives Not Designated or Not Qualifying as Hedging Instruments
	Interest rate swaps		Interest rate		55,461				2,687				1,403				56,394				2,213		1,072
	Interest rate floors		Interest rate		17,551				345				81				36,141				319		108
	Interest rate caps		Interest rate		44,862				84				1				41,227				134		1
	Interest rate futures		Interest rate		165				—				—				70				—		—
	Interest rate options		Interest rate		7,024				519				6				6,399				379		15
	Synthetic GICs		Interest rate		4,262				—				—				4,298				—		—
	Foreign currency swaps		Foreign currency exchange rate		9,107				724				172				8,774				359		176
	Foreign currency forwards		Foreign currency exchange rate		3,946				151				86				3,985				92		80
	Credit default swaps — purchased		Credit		916				15				13				857				8		11
	Credit default swaps — written		Credit		7,133				138				3				7,419				130		5
	Equity futures		Equity market		989				6				—				954				10		—
	Equity index options		Equity market		7,696				333				357				7,698				328		352
	Equity variance swaps		Equity market		5,662				59				151				5,678				60		146
	TRRs		Equity market		909				4				22				911				10		33
	Total non-designated or non-qualifying derivatives				165,683				5,065				2,295				180,805				4,042		1,999
	Total				$	192,675			$	8,994			$	3,810			$	206,302			$	7,104	$	2,732
Components of Net Derivatives Gains (Losses)	The components of net derivative gains (losses) were as follows:
		Three Months
		Ended
		March 31,
		2015				2014
		(In millions)
	Derivatives and hedging gains (losses) (1)	$	602			$	216
	Embedded derivatives gains (losses)	(102		)		(97		)
	Total net derivative gains (losses)	$	500			$	119
	__________________
	-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,
		2015				2014
		(In millions)
	Qualifying hedges:
	Net investment income	$	59			$	34
	Interest credited to policyholder account balances	3				32
	Non-qualifying hedges:
	Net investment income	(1		)		(1		)
	Net derivative gains (losses)	143				122
	Policyholder benefits and claims	1				—
	Total	$	205			$	187
Amount and location of gains (losses) recognized in income for derivatives that are not designated or qualifying as hedging instruments	The following table presents the amount and location of gains (losses) recognized in income for derivatives that were not designated or qualifying as hedging instruments:
		Net				Net				Policyholder
		Derivative				Investment				Benefits and
		Gains (Losses)				Income (1)				Claims (2)
		(In millions)
	Three Months Ended March 31, 2015
	Interest rate derivatives	$	238			$	—			$	—
	Foreign currency exchange rate derivatives	522				—				—
	Credit derivatives — purchased	4				(1		)		—
	Credit derivatives — written	4				1				—
	Equity derivatives	(70		)		(4		)		(26		)
	Total	$	698			$	(4	)		$	(26	)
	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	)		$	—
	__________________
	-1	Changes in estimated fair value related to economic hedges of equity method investments in joint ventures and derivatives held in relation to trading portfolios.
	-2	Changes in estimated fair value related to economic hedges of variable annuity guarantees included in future policy benefits.
Net derivatives gains (losses) recognized on fair value derivatives and the related hedged items	The Company recognizes gains and losses on derivatives and the related hedged items in fair value hedges within net derivative gains (losses). The following table presents the amount of such net derivative gains (losses):
	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, 2015
	Interest rate swaps:		Fixed maturity securities		$	(4	)		$	5			$	1
			Policyholder liabilities (1)		188				(189		)		(1		)
	Foreign currency swaps:		Foreign-denominated fixed maturity securities		10				(8		)		2
			Foreign-denominated policyholder account balances (2)		(249		)		245				(4		)
	Total				$	(55	)		$	53			$	(2	)
	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 policyholder account balances (2)		(28		)		33				5
	Total				$	168			$	(157	)		$	11
	__________________
	-1	Fixed rate liabilities reported in policyholder account balances 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, 2015											December 31, 2014
	Rating Agency Designation of Referenced		Estimated				Maximum				Weighted			Estimated				Maximum				Weighted
	Credit Obligations (1)		Fair Value				Amount of Future				Average			Fair Value				Amount of Future				Average
			of Credit				Payments under				Years to			of Credit				Payments under				Years to
			Default				Credit Default				Maturity (3)			Default				Credit Default				Maturity (3)
			Swaps				Swaps (2)							Swaps				Swaps (2)
			(In millions)											(In millions)
	Aaa/Aa/A
	Single name credit default swaps (corporate)		$	4			$	370			2.2			$	5			$	415			2.2
	Credit default swaps referencing indices		7				1,416				2.8			10				1,566				2.7
	Subtotal		11				1,786				2.6			15				1,981				2.6
	Baa
	Single name credit default swaps (corporate)		15				978				2.6			15				1,002				2.8
	Credit default swaps referencing indices		62				3,631				4.9			59				3,687				4.5
	Subtotal		77				4,609				4.4			74				4,689				4.1
	Ba
	Single name credit default swaps (corporate)		1				60				2.7			—				60				3
	Credit default swaps referencing indices		—				100				1.8			(1		)		100				2
	Subtotal		1				160				2.1			(1		)		160				2.4
	B
	Single name credit default swaps (corporate)		—				—				—			—				—				—
	Credit default swaps referencing indices		46				578				4.6			37				589				4.9
	Subtotal		46				578				4.6			37				589				4.9
	Total		$	135			$	7,133			3.9			$	125			$	7,419			3.8
	__________________
	-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 gross 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, 2015								December 31, 2014
	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)		$	8,204			$	2,968			$	6,497			$	2,092
	OTC-cleared (1)		917				837				740				682
	Exchange-traded		6				—				10				—
	Total gross estimated fair value of derivatives (1)		9,127				3,805				7,247				2,774
	Amounts offset on the consolidated balance sheets		—				—				—				—
	Estimated fair value of derivatives presented on the consolidated balance sheets (1)		9,127				3,805				7,247				2,774
	Gross amounts not offset on the consolidated balance sheets:
	Gross estimated fair value of derivatives: (2)
	OTC-bilateral		(2,495		)		(2,495		)		(1,742		)		(1,742		)
	OTC-cleared		(802		)		(802		)		(638		)		(638		)
	Exchange-traded		—				—				—				—
	Cash collateral: (3), (4)
	OTC-bilateral		(4,532		)		(2		)		(2,470		)		(2		)
	OTC-cleared		(88		)		(34		)		(97		)		(40		)
	Exchange-traded		—				—				—				—
	Securities collateral: (5)
	OTC-bilateral		(1,004		)		(438		)		(2,161		)		(333		)
	OTC-cleared		—				(1		)		—				(3		)
	Exchange-traded		—				—				—				—
	Net amount after application of master netting agreements and collateral		$	206			$	33			$	139			$	16
	__________________
	-1	At March 31, 2015 and December 31, 2014, derivative assets include income or expense accruals reported in accrued investment income or in other liabilities of $133 million and $143 million, respectively, and derivative liabilities include income or expense accruals reported in accrued investment income or in other liabilities of ($5) million and $42 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 by the Company for OTC-bilateral and OTC-cleared derivatives 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. In certain instances, cash collateral pledged to the Company as initial margin for OTC-bilateral derivatives is held in separate custodial accounts and is not recorded on the Company’s balance sheet because the account title is in the name of the counterparty (but segregated for the benefit of the Company). The amount of this off-balance sheet collateral was $180 million and $138 million at March 31, 2015 and December 31, 2014, respectively.
	-4	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, 2015 and December 31, 2014, the Company received excess cash collateral of $69 million and $0, respectively, and provided excess cash collateral of $33 million and $31 million, respectively, which is not included in the table above due to the foregoing limitation.
	-5	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 re-pledge this collateral, but at March 31, 2015 none of the collateral had been sold or re-pledged. 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 re-pledge 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, 2015 and December 31, 2014, the Company received excess securities collateral with an estimated fair value of $284 million and $243 million, respectively, for its OTC-bilateral derivatives, which are not included in the table above due to the foregoing limitation. At March 31, 2015 and December 31, 2014, the Company provided excess securities collateral with an estimated fair value of $62 million and $57 million, respectively, for its OTC-bilateral derivatives, and $193 million and $155 million, respectively, for its OTC-cleared derivatives, and $20 million and $17 million respectively, for its exchange-traded derivatives, which are not included in the table above due to the foregoing limitation.
Derivative Instruments, Gain (Loss) [Line Items]
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, 2015
	Interest rate swaps		$	145			$	5			$	2			$	2
	Interest rate forwards		4				2				1				—
	Foreign currency swaps		(10		)		(532		)		—				3
	Credit forwards		—				1				—				—
	Total		$	139			$	(524	)		$	3			$	5
	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		)
	Credit forwards		—				—				—				—
	Total		$	249			$	46			$	2			$	4
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-15
	Derivatives subject to financial strength-contingent provisions		$	466			$	499			$	—			$	—			$	—
	Derivatives not subject to financial strength-contingent provisions		4				—				2				—				—
	Total		$	470			$	499			$	2			$	—			$	—
	31-Dec-14
	Derivatives subject to financial strength-contingent provisions		$	334			$	390			$	—			$	—			$	—
	Derivatives not subject to financial strength-contingent provisions		4				—				2				—				—
	Total		$	338			$	390			$	2			$	—			$	—
	__________________
	-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,
		2015				2014
		(In millions)
	Net derivative gains (losses) (1), (2)	$	(102	)		$	(97	)
	__________________
	-1	The valuation of direct and assumed guaranteed minimum benefits includes a nonperformance risk adjustment. The amounts included in net derivative gains (losses) in connection with this adjustment were $16 million and $0 for the three months ended March 31, 2015 and 2014, 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 ($3) million and ($2) million for the three months ended March 31, 2015 and 2014, 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, 2015				December 31, 2014
					(In millions)
	Net embedded derivatives within asset host contracts:
	Ceded guaranteed minimum benefits		Premiums, reinsurance and other receivables		$	712			$	657
	Options embedded in debt or equity securities		Investments		(221		)		(150		)
	Net embedded derivatives within asset host contracts				$	491			$	507
	Net embedded derivatives within liability host contracts:
	Direct guaranteed minimum benefits		Policyholder account balances		$	(477	)		$	(548	)
	Assumed guaranteed minimum benefits		Policyholder account balances		95				72
	Funds withheld on ceded reinsurance		Other liabilities		1,278				1,200
	Other		Policyholder account balances		8				7
	Net embedded derivatives within liability host contracts				$	904			$	731

Fair_Value_Tables

Fair Value (Tables)	3 Months Ended
	Mar. 31, 2015
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, 2015
		Fair Value Hierarchy
		Level 1				Level 2				Level 3			Total Estimated
													Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	59,914			$	5,189		$	65,103
	U.S. Treasury and agency	21,412				18,594				—			40,006
	Foreign corporate	—				25,194				3,507			28,701
	RMBS	1,238				24,305				3,557			29,100
	ABS	—				5,811				1,325			7,136
	CMBS	—				6,856				313			7,169
	State and political subdivision	—				6,691				—			6,691
	Foreign government	—				3,594				167			3,761
	Total fixed maturity securities	22,650				150,959				14,058			187,667
	Equity securities:
	Common stock	594				711				59			1,364
	Non-redeemable preferred stock	—				567				166			733
	Total equity securities	594				1,278				225			2,097
	Trading and FVO securities:
	Actively Traded securities	48				656				10			714
	FVO general account securities	—				—				14			14
	FVO securities held by CSEs	—				5				10			15
	Total trading and FVO securities	48				661				34			743
	Short-term investments (1)	1,143				4,918				880			6,941
	Residential mortgage loans — FVO	—				—				329			329
	Derivative assets: (2)
	Interest rate	—				6,453				22			6,475
	Foreign currency exchange rate	—				1,955				9			1,964
	Credit	—				142				11			153
	Equity market	6				281				115			402
	Total derivative assets	6				8,831				157			8,994
	Net embedded derivatives within asset host contracts (3)	—				—				712			712
	Separate account assets (4)	27,857				115,421				1,725			145,003
	Total assets	$	52,298			$	282,068			$	18,120		$	352,486
	Liabilities
	Derivative liabilities: (2)
	Interest rate	$	—			$	1,510			$	1		$	1,511
	Foreign currency exchange rate	—				1,753				—			1,753
	Credit	—				16				—			16
	Equity market	—				376				154			530
	Total derivative liabilities	—				3,655				155			3,810
	Net embedded derivatives within liability host contracts (3)	—				8				896			904
	Long-term debt	—				78				30			108
	Long-term debt of CSEs — FVO	—				—				12			12
	Trading liabilities (5)	206				46				—			252
	Total liabilities	$	206			$	3,787			$	1,093		$	5,086
		December 31, 2014
		Fair Value Hierarchy
		Level 1				Level 2				Level 3			Total Estimated
													Fair Value
		(In millions)
	Assets
	Fixed maturity securities:
	U.S. corporate	$	—			$	60,420			$	4,937		$	65,357
	U.S. Treasury and agency	21,625				17,445				—			39,070
	Foreign corporate	—				26,227				3,591			29,818
	RMBS	—				24,534				3,629			28,163
	ABS	—				6,734				1,492			8,226
	CMBS	—				7,464				449			7,913
	State and political subdivision	—				6,520				—			6,520
	Foreign government	—				3,642				202			3,844
Total fixed maturity securities	21,625				152,986				14,300			188,911
Equity securities:
Common stock	584				716				52			1,352
Non-redeemable preferred stock	—				550				163			713
Total equity securities	584				1,266				215			2,065
Trading and FVO securities:
Actively Traded securities	22				627				5			654
FVO general account securities	—				22				14			36
FVO securities held by CSEs	—				3				12			15
Total trading and FVO securities	22				652				31			705
Short-term investments (1)	860				3,091				230			4,181
Residential mortgage loans — FVO	—				—				308			308
Derivative assets: (2)
Interest rate	—				5,524				17			5,541
Foreign currency exchange rate	—				1,010				7			1,017
Credit	—				125				13			138
Equity market	10				279				119			408
Total derivative assets	10				6,938				156			7,104
Net embedded derivatives within asset host contracts (3)	—				—				657			657
Separate account assets (4)	26,119				111,601				1,615			139,335
Total assets	$	49,220			$	276,534			$	17,512		$	343,266
Liabilities
Derivative liabilities: (2)
Interest rate	$	—			$	1,214			$	—		$	1,214
Foreign currency exchange rate	—				971				—			971
Credit	—				15				1			16
Equity market	—				382				149			531
Total derivative liabilities	—				2,582				150			2,732
Net embedded derivatives within liability host contracts (3)	—				7				724			731
Long-term debt	—				82				35			117
Long-term debt of CSEs — FVO	—				—				13			13
Trading liabilities (5)	215				24				—			239
Total liabilities	$	215			$	2,695			$	922		$	3,832
__________________
-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 policyholder account balances and other liabilities on the consolidated balance sheets. At March 31, 2015 and December 31, 2014, equity securities also included embedded derivatives of ($221) million and ($150) 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-15					31-Dec-14					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)		-45	-	240		39	-40	-	240	39		Decrease
					•	Offered quotes (5)		64	-	100		96	64	-	130	96		Increase
		•	Market pricing		•	Quoted prices (5)		6	-	531		130	—	-	590	126		Increase
		•	Consensus pricing		•	Offered quotes (5)		67	-	139		100	98	-	126	101		Increase
	RMBS	•	Market pricing		•	Quoted prices (5)		22	-	120		96	22	-	120	97		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		30	-	114		93	1	-	118	93		Increase (6)
	ABS	•	Market pricing		•	Quoted prices (5)		15	-	110		101	15	-	110	100		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		56	-	106		99	56	-	106	98		Increase (6)
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		264	-	264			290	-	290			Increase (11)
	Foreign currency	•	Present value techniques		•	Swap yield (7)		—	-	—			—	-	—			Increase (11)
	exchange rate
					•	Correlation (8)		40%	-	54%			40%	-	55%
	Credit	•	Present value techniques		•	Credit spreads (9)		98	-	100			98	-	100			Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Equity market	•	Present value techniques or option pricing models		•	Volatility (12)		15%	-	28%			15%	-	27%			Increase (11)
					•	Correlation (8)		70%	-	70%			70%	-	70%
	Embedded derivatives
	Direct and ceded guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
						Ages 0 - 40		0%	-	0.09%			0%	-	0.10%			Decrease (13)
						Ages 41 - 60		0.04%	-	0.65%			0.04%	-	0.65%			Decrease (13)
						Ages 61 - 115		0.26%	-	100%			0.26%	-	100%			Decrease (13)
					•	Lapse rates:
						Durations 1 - 10		0.50%	-	100%			0.50%	-	100%			Decrease (14)
						Durations 11 - 20		3%	-	100%			3%	-	100%			Decrease (13)
						Durations 21 - 116		3%	-	100%			3%	-	100%			Decrease (14)
					•	Utilization rates		0%	-	30%			20%	-	50%			Increase (15)
					•	Withdrawal rates		0.08%	-	10%			0.07%	-	10%			-16
					•	Long-term equity volatilities		17.40%	-	25%			17.40%	-	25%			Increase (17)
					•	Nonperformance risk spread		0.04%	-	0.48%			0.03%	-	0.46%			Decrease (18)
	__________________
	-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, 2015 and December 31, 2014, 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	Ranges represent the underlying equity volatility quoted in percentage points. Since this valuation methodology uses a range of inputs across multiple volatility surfaces to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
	-13	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.
	-14	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.
	-15	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.
	-16	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.
	-17	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.
	-18	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-15					31-Dec-14					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)		-45	-	240		39	-40	-	240	39		Decrease
					•	Offered quotes (5)		64	-	100		96	64	-	130	96		Increase
		•	Market pricing		•	Quoted prices (5)		6	-	531		130	—	-	590	126		Increase
		•	Consensus pricing		•	Offered quotes (5)		67	-	139		100	98	-	126	101		Increase
	RMBS	•	Market pricing		•	Quoted prices (5)		22	-	120		96	22	-	120	97		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		30	-	114		93	1	-	118	93		Increase (6)
	ABS	•	Market pricing		•	Quoted prices (5)		15	-	110		101	15	-	110	100		Increase (6)
		•	Consensus pricing		•	Offered quotes (5)		56	-	106		99	56	-	106	98		Increase (6)
	Derivatives
	Interest rate	•	Present value techniques		•	Swap yield (7)		264	-	264			290	-	290			Increase (11)
	Foreign currency	•	Present value techniques		•	Swap yield (7)		—	-	—			—	-	—			Increase (11)
	exchange rate
					•	Correlation (8)		40%	-	54%			40%	-	55%
	Credit	•	Present value techniques		•	Credit spreads (9)		98	-	100			98	-	100			Decrease (9)
		•	Consensus pricing		•	Offered quotes (10)
	Equity market	•	Present value techniques or option pricing models		•	Volatility (12)		15%	-	28%			15%	-	27%			Increase (11)
					•	Correlation (8)		70%	-	70%			70%	-	70%
	Embedded derivatives
	Direct and ceded guaranteed minimum benefits	•	Option pricing techniques		•	Mortality rates:
						Ages 0 - 40		0%	-	0.09%			0%	-	0.10%			Decrease (13)
						Ages 41 - 60		0.04%	-	0.65%			0.04%	-	0.65%			Decrease (13)
						Ages 61 - 115		0.26%	-	100%			0.26%	-	100%			Decrease (13)
					•	Lapse rates:
						Durations 1 - 10		0.50%	-	100%			0.50%	-	100%			Decrease (14)
						Durations 11 - 20		3%	-	100%			3%	-	100%			Decrease (13)
						Durations 21 - 116		3%	-	100%			3%	-	100%			Decrease (14)
					•	Utilization rates		0%	-	30%			20%	-	50%			Increase (15)
					•	Withdrawal rates		0.08%	-	10%			0.07%	-	10%			-16
					•	Long-term equity volatilities		17.40%	-	25%			17.40%	-	25%			Increase (17)
					•	Nonperformance risk spread		0.04%	-	0.48%			0.03%	-	0.46%			Decrease (18)
	__________________
	-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, 2015 and December 31, 2014, 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	Ranges represent the underlying equity volatility quoted in percentage points. Since this valuation methodology uses a range of inputs across multiple volatility surfaces to value the derivative, presenting a range is more representative of the unobservable input used in the valuation.
	-13	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.
	-14	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.
	-15	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.
	-16	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.
	-17	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.
	-18	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			ABS			CMBS			Foreign
		Corporate				Treasury				Corporate												Government
						and Agency
		(In millions)
	Three Months Ended March 31, 2015
	Balance, beginning of period	$	4,937			$	—			$	3,591		$	3,629		$	1,492		$	449		$	202
	Total realized/unrealized gains (losses) included in:
	Net income (loss): (1), (2)
	Net investment income	(1		)		—				3			10			—			—			—
	Net investment gains (losses)	—				—				(10		)	2			(6		)	—			(23		)
	Net derivative gains (losses)	—				—				—			—			—			—			—
	OCI	45				—				(66		)	(10		)	(13		)	(10		)	28
	Purchases (3)	288				—				4			233			317			—			1
	Sales (3)	(118		)		—				(72		)	(203		)	(171		)	(93		)	(41		)
	Issuances (3)	—				—				—			—			—			—			—
	Settlements (3)	—				—				—			—			—			—			—
	Transfers into Level 3 (4)	93				—				82			—			8			—			—
	Transfers out of Level 3 (4)	(55		)		—				(25		)	(104		)	(302		)	(33		)	—
	Balance, end of period	$	5,189			$	—			$	3,507		$	3,557		$	1,325		$	313		$	167
	Changes in unrealized gains (losses) included in net income (loss): (5)
	Net investment income	$	(1	)		$	—			$	—		$	11		$	—		$	—		$	—
	Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—
	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
		Stock				redeemable				Traded			General			Held by CSEs			Investments
						Preferred				Securities			Account
						Stock							Securities
		(In millions)
	Three Months Ended March 31, 2015
	Balance, beginning of period	$	52			$	163			$	5		$	14		$	12		$	230		$	308
	Total realized/unrealized gains (losses) included in:
	Net income (loss): (1), (2)
	Net investment income	—				—				—			—			—			—			22
	Net investment gains (losses)	—				—				—			—			—			—			—
	Net derivative gains (losses)	—				—				—			—			—			—			—
	OCI	3				(1		)		—			—			—			—			—
	Purchases (3)	3				4				5			—			—			880			60
	Sales (3)	—				—				—			—			(1		)	(2		)	(49		)
	Issuances (3)	—				—				—			—			—			—			—
	Settlements (3)	—				—				—			—			—			—			(12		)
	Transfers into Level 3 (4)	1				—				—			—			—			—			—
	Transfers out of Level 3 (4)	—				—				—			—			(1		)	(228		)	—
	Balance, end of period	$	59			$	166			$	10		$	14		$	10		$	880		$	329
	Changes in unrealized gains (losses) included in net income (loss):(5)
	Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	22
	Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—
	Net derivative gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Net Derivatives (6)
		Interest				Foreign				Credit			Equity Market			Net			Separate			Long-term			Long-term
		Rate				Currency										Embedded			Account			Debt			Debt of
						Exchange										Derivatives (7)			Assets (8)						CSEs — FVO
						Rate
		(In millions)
	Three Months Ended March 31, 2015
	Balance, beginning of period	$	17			$	7			$	12		$	(30	)	$	(67	)	$	1,615		$	(35	)	$	(13	)
	Total realized/unrealized gains (losses) included in:
	Net income (loss): (1), (2)
	Net investment income	—				—				—			—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			33			—			—
Net derivative gains (losses)	(1		)		2				(1		)	(10		)	(70		)	—			—			—
OCI	5				—				—			—			—			—			—			—
Purchases (3)	—				—				—			—			—			189			—			—
Sales (3)	—				—				—			—			—			(106		)	—			—
Issuances (3)	—				—				—			—			—			1			—			—
Settlements (3)	—				—				—			1			(47		)	(1		)	5			1
Transfers into Level 3 (4)	—				—				—			—			—			—			—			—
Transfers out of Level 3 (4)	—				—				—			—			—			(6		)	—			—
Balance, end of period	$	21			$	9			$	11		$	(39	)	$	(184	)	$	1,725		$	(30	)	$	(12	)
Changes in unrealized gains (losses) included in net income (loss): (5)
Net investment income	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net investment gains (losses)	$	—			$	—			$	—		$	—		$	—		$	—		$	—		$	—
Net derivative gains (losses)	$	(1	)		$	2			$	(1	)	$	(10	)	$	(67	)	$	—		$	—		$	—
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Fixed Maturity Securities
	U.S.				U.S.				Foreign			RMBS			ABS			CMBS			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		$	2,526		$	430		$	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		)	66			2			11
Purchases (3)	382				—				143			346			429			8			—
Sales (3)	(165		)		—				(23		)	(157		)	(252		)	(17		)	(31		)
Issuances (3)	—				—				—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			—
Transfers into Level 3 (4)	164				—				129			133			84			18			100
Transfers out of Level 3 (4)	(476		)		(42		)		(345		)	(50		)	(1,370		)	(125		)	(143		)
Balance, end of period	$	5,290			$	20			$	3,194		$	2,784		$	1,445		$	316		$	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 Investments			Residential Mortgage Loans - FVO
	Stock				redeemable				Traded			General			Held by CSEs
					Preferred				Securities			Account
					Stock							Securities
	(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period	$	50			$	278			$	12		$	14		$	—		$	175		$	338
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			3
Net investment gains (losses)	2				—				—			—			—			—			—
Net derivative gains (losses)	—				—				—			—			—			—			—
OCI	7				5				—			—			—			—			—
Purchases (3)	3				—				11			—			—			646			28
Sales (3)	(5		)		—				(5		)	—			(1		)	(39		)	(5		)
Issuances (3)	—				—				—			—			—			—			—
Settlements (3)	—				—				—			—			—			—			(12		)
Transfers into Level 3 (4)	—				33				—			—			12			—			—
Transfers out of Level 3 (4)	—				—				(7		)	—			—			(96		)	—
Balance, end of period	$	57			$	316			$	11		$	14		$	11		$	686		$	352
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 (6)
	Interest				Foreign				Credit			Equity Market			Net			Separate			Long-term			Long-term
	Rate				Currency										Embedded			Account			Debt			Debt of
					Exchange										Derivatives (7)			Assets (8)						CSEs — FVO
					Rate
	(In millions)
Three Months Ended March 31, 2014
Balance, beginning of period	$	(1	)		$	14			$	23		$	—		$	48		$	1,209		$	(43	)	$	(28	)
Total realized/unrealized gains (losses) included in:
Net income (loss): (1), (2)
Net investment income	—				—				—			—			—			—			—			—
Net investment gains (losses)	—				—				—			—			—			35			—			—
Net derivative gains (losses)	1				—				(4		)	—			(91		)	—			—			—
OCI	18				—				—			—			—			—			—			—
Purchases (3)	—				—				—			—			—			281			—			—
Sales (3)	—				—				—			—			—			(44		)	—			—
Issuances (3)	—				—				(3		)	—			—			24			—			—
Settlements (3)	—				—				—			—			15			(2		)	1			13
Transfers into Level 3 (4)	—				—				—			—			—			18			—			—
Transfers out of Level 3 (4)	—				—				—			—			—			(57		)	18			—
Balance, end of period	$	18			$	14			$	16		$	—		$	(28	)	$	1,464		$	(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	)	$	—		$	—		$	—
__________________
-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 residential 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	Freestanding derivative assets and liabilities are presented net for purposes of the rollforward.
-7	Embedded derivative assets and liabilities are presented net for purposes of the rollforward.
-8	Investment performance related to separate account assets is fully offset by corresponding amounts credited to contractholders within separate account liabilities. Therefore, such changes in estimated fair value are not recorded in net income. For the purpose of this disclosure, these changes are presented within net investment gains (losses).
Fair Value Option	The following table presents information for residential mortgage loans, which are accounted for under the FVO, and were initially measured at fair value.
		31-Mar-15				31-Dec-14
		(In millions)
	Unpaid principal balance	$	466			$	436
	Difference between estimated fair value and unpaid principal balance	(137		)		(128		)
	Carrying value at estimated fair value	$	329			$	308
	Loans in non-accrual status	$	162			$	125
	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
		March 31, 2015				31-Dec-14				March 31, 2015			31-Dec-14
		(In millions)
	Contractual principal balance	$	105			$	115			$	26		$	26
	Difference between estimated fair value and contractual principal balance	3				2				(14		)	(13		)
	Carrying value at estimated fair value (1)	$	108			$	117			$	12		$	13
	__________________
	-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 (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,
		2015				2014				2015			2014
		Carrying Value After Measurement								Gains (Losses)
		(In millions)
	Mortgage loans (1)	$	92			$	163			$	4		$	—
	Other limited partnership interests (2)	$	22			$	—			$	(10	)	$	—
	__________________
	-1	Estimated fair values for impaired mortgage loans are based on independent broker quotations or valuation models using unobservable inputs or, if the loans are in foreclosure or are otherwise determined to be collateral dependent, are based on the estimated fair value of the underlying collateral or the present value of the expected future cash flows.
	-2	For these cost method investments, estimated fair value is determined from information provided in the financial statements of the underlying entities including NAV data. These investments include private equity and debt funds that typically invest primarily in various strategies including domestic and international leveraged buyout funds; power, energy, timber and infrastructure development funds; venture capital funds; and below investment grade debt and mezzanine debt funds. Distributions will be generated from investment gains, from operating income from the underlying investments of the funds and from liquidation of the underlying assets of the funds. It is estimated that the underlying assets of the funds will be liquidated over the next two to 10 years. Unfunded commitments for these investments at both March 31, 2015 and 2014 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, 2015
						Fair Value Hierarchy
		Carrying				Level 1				Level 2			Level 3			Total Estimated
		Value														Fair Value
		(In millions)
	Assets
	Mortgage loans	$	50,670			$	—			$	—		$	52,659		$	52,659
	Policy loans	$	8,512			$	—			$	795		$	9,765		$	10,560
	Real estate joint ventures	$	24			$	—			$	—		$	54		$	54
	Other limited partnership interests	$	582			$	—			$	—		$	754		$	754
	Other invested assets	$	2,383			$	—			$	2,253		$	211		$	2,464
	Premiums, reinsurance and other receivables	$	15,056			$	—			$	1,334		$	14,626		$	15,960
	Liabilities
	Policyholder account balances	$	73,079			$	—			$	—		$	75,134		$	75,134
	Long-term debt	$	1,897			$	—			$	2,057		$	265		$	2,322
	Other liabilities	$	22,007			$	—			$	2,544		$	20,192		$	22,736
	Separate account liabilities	$	63,296			$	—			$	63,296		$	—		$	63,296
		December 31, 2014
						Fair Value Hierarchy
		Carrying				Level 1				Level 2			Level 3			Total Estimated
		Value														Fair Value
		(In millions)
	Assets
	Mortgage loans	$	48,751			$	—			$	—		$	50,992		$	50,992
	Policy loans	$	8,491			$	—			$	796		$	9,614		$	10,410
	Real estate joint ventures	$	30			$	—			$	—		$	54		$	54
	Other limited partnership interests	$	635			$	—			$	—		$	819		$	819
	Other invested assets	$	2,385			$	—			$	2,270		$	220		$	2,490
	Premiums, reinsurance and other receivables	$	13,845			$	—			$	94		$	14,607		$	14,701
	Liabilities
	Policyholder account balances	$	73,225			$	—			$	—		$	75,481		$	75,481
	Long-term debt	$	1,897			$	—			$	2,029		$	268		$	2,297
	Other liabilities	$	20,139			$	—			$	609		$	20,133		$	20,742
	Separate account liabilities	$	60,840			$	—			$	60,840		$	—		$	60,840

Equity_Tables

Equity (Tables)	3 Months Ended
	Mar. 31, 2015
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 was as follows:
		Three Months
		Ended
		March 31, 2015
		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	$	6,200			$	1,073			$	(3	)	$	(2,236	)	$	5,034
	OCI before reclassifications	165				139				(33		)	—			271
	Deferred income tax benefit (expense)	(57		)		(49		)		9			—			(97		)
	OCI before reclassifications, net of income tax	6,308				1,163				(27		)	(2,236		)	5,208
	Amounts reclassified from AOCI	35				521				—			56			612
	Deferred income tax benefit (expense)	(12		)		(182		)		—			(20		)	(214		)
	Amounts reclassified from AOCI, net of income tax	23				339				—			36			398
	Balance, end of period	$	6,331			$	1,502			$	(27	)	$	(2,200	)	$	5,606
		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
	Deferred income tax benefit (expense)	(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
	Deferred income tax benefit (expense)	(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
	__________________
	-1	See Note 5 for information on offsets to investments related to future policy benefits, DAC, VOBA and DSI, 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								Consolidated Statement of Operations and
											Comprehensive Income (Loss) Locations
			Three Months
			Ended
			March 31,
			2015				2014
			(In millions)
	Net unrealized investment gains (losses):
	Net unrealized investment gains (losses)		$	50			$	(87	)		Net investment gains (losses)
	Net unrealized investment gains (losses)		25				17				Net investment income
	Net unrealized investment gains (losses)		(110		)		33				Net derivative gains (losses)
	Net unrealized investment gains (losses), before income tax		(35		)		(37		)
	Income tax (expense) benefit		12				13
	Net unrealized investment gains (losses), net of income tax		$	(23	)		$	(24	)
	Unrealized gains (losses) on derivatives - cash flow hedges:
	Interest rate swaps		$	5			$	16			Net derivative gains (losses)
	Interest rate swaps		2				2				Net investment income
	Interest rate forwards		2				—				Net derivative gains (losses)
	Interest rate forwards		1				1				Net investment income
	Foreign currency swaps		(532		)		30				Net derivative gains (losses)
	Foreign currency swaps		—				(1		)		Net investment income
	Credit forwards		1				—				Net derivative gains (losses)
	Gains (losses) on cash flow hedges, before income tax		(521		)		48
	Income tax (expense) benefit		182				(17		)
	Gains (losses) on cash flow hedges, net of income tax		$	(339	)		$	31
	Defined benefit plans adjustment: (1)
	Amortization of net actuarial gains (losses)		$	(57	)		$	(44	)
	Amortization of prior service (costs) credit		1				—
	Amortization of defined benefit plan items, before income tax		(56		)		(44		)
	Income tax (expense) benefit		20				16
	Amortization of defined benefit plan items, net of income tax		$	(36	)		$	(28	)
	Total reclassifications, net of income tax		$	(398	)		$	(21	)
	__________________
	-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, 2015
Other Income and Expenses [Abstract]
Other Expenses	Information on other expenses was as follows:
		Three Months
		Ended
		March 31,
		2015			2014
		(In millions)
	Compensation	$	548		$	483
	Pension, postretirement and postemployment benefit costs	54			87
	Commissions	151			182
	Volume-related costs	39			(88		)
	Affiliated interest costs on ceded and assumed reinsurance	219			240
	Capitalization of DAC	(112		)	(100		)
	Amortization of DAC and VOBA	208			242
	Interest expense on debt	32			39
	Premium taxes, licenses and fees	88			77
	Professional services	239			224
	Rent and related expenses, net of sublease income	19			32
	Other	5			(70		)
	Total other expenses	$	1,490		$	1,348

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2015
Compensation and Retirement Disclosure [Abstract]
Net periodic benefit costs	The components of net periodic benefit costs were as follows:
		Three Months
		Ended
		March 31,
		2015						2014
		Pension			Other			Pension			Other
		Benefits			Postretirement			Benefits			Postretirement
					Benefits						Benefits
		(In millions)
	Service costs	$	54		$	4		$	46		$	3
	Interest costs	101			22			103			21
	Expected return on plan assets	(134		)	(20		)	(111		)	(18		)
	Amortization of net actuarial (gains) losses	47			10			41			2
	Amortization of prior service costs (credit)	—			(1		)	—			—
	Allocated to affiliates (1)	(15		)	(4		)	(2		)	—
	Net periodic benefit costs	$	53		$	11		$	77		$	8
	__________________
	-1	The prior year allocated pension and other postretirement benefit plan costs have been reclassified to conform to the current year presentation.

Related_Party_Transactions_Tab

Related Party Transactions (Tables)	3 Months Ended
	Mar. 31, 2015
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,
			2015				2014
			(In millions)
	Premiums
	Reinsurance assumed		$	161			$	221
	Reinsurance ceded		(15		)		(13		)
	Net premiums		$	146			$	208
	Universal life and investment-type product policy fees
	Reinsurance assumed		$	12			$	12
	Reinsurance ceded		(36		)		(67		)
	Net universal life and investment-type product policy fees		$	(24	)		$	(55	)
	Other revenues
	Reinsurance assumed		$	1			$	(3	)
	Reinsurance ceded		162				158
	Net other revenues		$	163			$	155
	Policyholder benefits and claims
	Reinsurance assumed		$	172			$	230
	Reinsurance ceded		(28		)		(37		)
	Net policyholder benefits and claims		$	144			$	193
	Interest credited to policyholder account balances
	Reinsurance assumed		$	9			$	8
	Reinsurance ceded		(22		)		(26		)
	Net interest credited to policyholder account balances		$	(13	)		$	(18	)
	Other expenses
	Reinsurance assumed		$	66			$	88
	Reinsurance ceded		150				148
	Net other expenses		$	216			$	236
	Information regarding the significant effects of affiliated reinsurance included on the consolidated balance sheets was as follows at:
		March 31, 2015								December 31, 2014
		Assumed				Ceded				Assumed		Ceded
		(In millions)
	Assets
	Premiums, reinsurance and other receivables	$	361			$	15,491			$	257	$	15,453
	Deferred policy acquisition costs and value of business acquired	385				(237		)		370		(231		)
	Total assets	$	746			$	15,254			$	627	$	15,222
	Liabilities
	Future policy benefits	$	1,201			$	—			$	1,146	$	—
	Policyholder account balances	307				—				288		—
	Other policy-related balances	316				34				264		32
	Other liabilities	6,546				13,598				6,610		13,545
	Total liabilities	$	8,370			$	13,632			$	8,308	$	13,577

Business_Basis_of_Presentation2

Business, Basis of Presentation and Summary of Significant Accounting Policies (Narrative) (Details)	3 Months Ended
	Mar. 31, 2015
	Segment
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Number of segments	3

Segment_Information_Earnings_D

Segment Information (Earnings) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Revenues
Premiums	$5,138	$4,984
Universal life and investment-type product policy fees	636	593
Net investment income	2,966	2,947
Other revenues	397	426
Net investment gains (losses)	225	-32
Net derivative gains (losses)	500	119
Total revenues	9,862	9,037
Expenses
Policyholder benefits and claims and policyholder dividends	6,143	6,012
Interest credited to policyholder account balances	537	529
Capitalization of DAC	-112	-100
Amortization of DAC and VOBA	208	242
Interest expense on debt	32	39
Other expenses	1,362	1,167
Total expenses	8,170	7,889
Provision for income tax expense (benefit)	502	320
Income (loss) from continuing operations, net of income tax	1,190	828
Operating Segments
Revenues
Premiums	5,138	4,984
Universal life and investment-type product policy fees	611	586
Net investment income	3,093	3,066
Other revenues	397	426
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	9,239	9,062
Expenses
Policyholder benefits and claims and policyholder dividends	6,127	6,003
Interest credited to policyholder account balances	536	526
Capitalization of DAC	-112	-100
Amortization of DAC and VOBA	135	215
Interest expense on debt	32	39
Other expenses	1,362	1,168
Total expenses	8,080	7,851
Provision for income tax expense (benefit)	315	342
Operating earnings	844	869
Operating Segments | Retail
Revenues
Premiums	983	969
Universal life and investment-type product policy fees	379	360
Net investment income	1,344	1,378
Other revenues	43	85
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	2,749	2,792
Expenses
Policyholder benefits and claims and policyholder dividends	1,656	1,590
Interest credited to policyholder account balances	235	240
Capitalization of DAC	-102	-95
Amortization of DAC and VOBA	121	205
Interest expense on debt	1	1
Other expenses	443	223
Total expenses	2,354	2,164
Provision for income tax expense (benefit)	121	206
Operating earnings	274	422
Operating Segments | Group, Voluntary & Worksite Benefits
Revenues
Premiums	3,711	3,614
Universal life and investment-type product policy fees	188	178
Net investment income	459	439
Other revenues	111	104
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	4,469	4,335
Expenses
Policyholder benefits and claims and policyholder dividends	3,535	3,516
Interest credited to policyholder account balances	37	40
Capitalization of DAC	-4	-4
Amortization of DAC and VOBA	9	6
Interest expense on debt	0	0
Other expenses	557	530
Total expenses	4,134	4,088
Provision for income tax expense (benefit)	124	91
Operating earnings	211	156
Operating Segments | Corporate Benefit Funding
Revenues
Premiums	415	366
Universal life and investment-type product policy fees	44	48
Net investment income	1,225	1,143
Other revenues	71	67
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	1,755	1,624
Expenses
Policyholder benefits and claims and policyholder dividends	917	875
Interest credited to policyholder account balances	264	246
Capitalization of DAC	-6	-1
Amortization of DAC and VOBA	5	4
Interest expense on debt	1	3
Other expenses	118	108
Total expenses	1,299	1,235
Provision for income tax expense (benefit)	158	135
Operating earnings	298	254
Operating Segments | Corporate & Other
Revenues
Premiums	29	35
Universal life and investment-type product policy fees	0	0
Net investment income	65	106
Other revenues	172	170
Net investment gains (losses)	0	0
Net derivative gains (losses)	0	0
Total revenues	266	311
Expenses
Policyholder benefits and claims and policyholder dividends	19	22
Interest credited to policyholder account balances	0	0
Capitalization of DAC	0	0
Amortization of DAC and VOBA	0	0
Interest expense on debt	30	35
Other expenses	244	307
Total expenses	293	364
Provision for income tax expense (benefit)	-88	-90
Operating earnings	61	37
Significant Reconciling Items
Revenues
Premiums	0	0
Universal life and investment-type product policy fees	25	7
Net investment income	-127	-119
Other revenues	0	0
Net investment gains (losses)	225	-32
Net derivative gains (losses)	500	119
Total revenues	623	-25
Expenses
Policyholder benefits and claims and policyholder dividends	16	9
Interest credited to policyholder account balances	1	3
Capitalization of DAC	0	0
Amortization of DAC and VOBA	73	27
Interest expense on debt	0	0
Other expenses	0	-1
Total expenses	90	38
Provision for income tax expense (benefit)	$187	($22)

Segment_Information_Total_Asse

Segment Information (Total Assets) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Segment Reporting Information [Line Items]
Total assets	$472,603	$458,218
Retail
Segment Reporting Information [Line Items]
Total assets	184,170	181,207
Group, Voluntary & Worksite Benefits
Segment Reporting Information [Line Items]
Total assets	45,728	43,718
Corporate Benefit Funding
Segment Reporting Information [Line Items]
Total assets	212,477	203,281
Corporate & Other
Segment Reporting Information [Line Items]
Total assets	$30,228	$30,012

Segment_Information_Narrative_

Segment Information (Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
	Segment
Segment Reporting [Abstract]
Number of segments	3
Corporate Benefit Funding
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		$15
Prior Period Adjustment To Operating Earnings Tax Expense		-9
Corporate & Other
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		13
Prior Period Adjustment To Operating Earnings Tax Expense		16
Retail
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		33
Prior Period Adjustment To Operating Earnings Tax Expense		-4
Group, Voluntary & Worksite Benefits
Segment Reporting Information [Line Items]
Prior Period Reclassification Adjustment		5
Prior Period Adjustment To Operating Earnings Tax Expense		($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, 2015	Dec. 31, 2014
Variable Annuity Guarantees | Guaranteed Death Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Account value	$63,426	$62,810
Separate account value in event of death	51,765	51,077
Net amount at risk in event of death	644	702
Average attained age of contractholders	66 years	65 years
Variable Annuity Guarantees | Guaranteed Annuitization Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Account value	29,910	29,474
Separate account value at annuitization	28,791	28,347
Net amount at risk at annuitization	277	244
Average attained age of contractholders	63 years	63 years
Two Tier Annuities | Guaranteed Annuitization Benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Account value	405	456
Net amount at risk at annuitization	$134	$153
Average attained age of contractholders	56 years	55 years

Insurance_Guarantees_Related_t1

Insurance (Guarantees Related to Universal and Variable Life Contracts) (Details) (Universal And Variable Life Contracts, USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Secondary Guarantees
Net Amount at Risk by Product and Guarantee [Line Items]
Account value (general and separate account)	$8,313	$8,213
Net amount at risk	77,949	78,758
Average attained age of policyholders	54 years	54 years
Paid-Up Guarantees
Net Amount at Risk by Product and Guarantee [Line Items]
Account value (general and separate account)	1,080	1,091
Net amount at risk	$8,022	$8,164
Average attained age of policyholders	60 years	60 years

Closed_Block_Liabilities_and_A

Closed Block (Liabilities and Assets) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Closed Block Liabilities
Future policy benefits	$41,481	$41,667
Other policy-related balances	309	265
Policyholder dividends payable	479	461
Policyholder dividend obligation	3,483	3,155	1,771
Current income tax payable	3	1
Other liabilities	482	646
Total closed block liabilities	46,237	46,195
Assets Designated to the Closed Block
Fixed maturity securities available-for-sale, at estimated fair value	29,093	29,199
Equity securities available-for-sale, at estimated fair value	98	91
Mortgage loans	6,103	6,076
Policy loans	4,643	4,646
Real estate and real estate joint ventures	651	666
Other invested assets	1,123	1,065
Total investments	41,711	41,743
Cash and cash equivalents	323	227
Accrued investment income	483	477
Premiums, reinsurance and other receivables	78	67
Deferred income tax assets	277	289
Total assets designated to the closed block	42,872	42,803
Excess of closed block liabilities over assets designated to the closed block	3,365	3,392
Amounts included in accumulated other comprehensive income (loss) (“AOCI”)
Unrealized investment gains (losses), net of income tax	2,441	2,291
Unrealized gains (losses) on derivatives, net of income tax	63	28
Allocated to policyholder dividend obligation, net of income tax	-2,264	-2,051
Total amounts included in AOCI	240	268
Maximum future earnings to be recognized from closed block assets and liabilities	$3,605	$3,660

Closed_Block_Policyholder_Divi

Closed Block (Policyholder Dividend Obligation) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Closed block policyholder dividend obligation
Balance, beginning of period	$3,155	$1,771
Change in unrealized investment and derivative gains (losses)	328	1,384
Balance, end of period	$3,483	$3,155

Closed_Block_Revenues_and_Expe

Closed Block (Revenues and Expenses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Revenues
Premiums	$430	$446
Net investment income	515	530
Net investment gains (losses)	-1	0
Net derivative gains (losses)	25	-1
Total revenues	969	975
Expenses
Policyholder benefits and claims	608	624
Policyholder dividends	240	233
Other expenses	37	41
Total expenses	885	898
Revenues, net of expenses before provision for income tax expense (benefit)	84	77
Provision for income tax expense (benefit)	29	27
Revenues, net of expenses and provision for income tax expense (benefit)	$55	$50

Investments_Fixed_Maturity_and

Investments (Fixed Maturity and Equity Securities Available-For-Sale by Sector) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities [Abstract]
Amortized Cost	$171,266	$173,604
Cost or Amortized Cost	1,958	1,926
Gross Unrealized OTTI Loss	41	66	149
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	187,667	188,911
Equity securities	2,097	2,065
Fixed maturity securities
Available-for-sale Securities [Abstract]
Amortized Cost	171,266	173,604
Gross Unrealized Gain	18,039	16,672
Gross Unrealized Temporary Loss	1,597	1,299
Gross Unrealized OTTI Loss	41	66
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	187,667	188,911
U.S. corporate
Available-for-sale Securities [Abstract]
Amortized Cost	58,718	59,532
Gross Unrealized Gain	6,776	6,246
Gross Unrealized Temporary Loss	391	421
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	65,103	65,357
U.S. Treasury and agency
Available-for-sale Securities [Abstract]
Amortized Cost	34,643	34,391
Gross Unrealized Gain	5,382	4,698
Gross Unrealized Temporary Loss	19	19
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	40,006	39,070
Foreign corporate
Available-for-sale Securities [Abstract]
Amortized Cost	27,652	28,395
Gross Unrealized Gain	1,895	1,934
Gross Unrealized Temporary Loss	846	511
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	28,701	29,818
RMBS
Available-for-sale Securities [Abstract]
Amortized Cost	27,714	26,893
Gross Unrealized Gain	1,578	1,493
Gross Unrealized Temporary Loss	151	157
Gross Unrealized OTTI Loss	41	66
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	29,100	28,163
CMBS
Available-for-sale Securities [Abstract]
Amortized Cost	6,952	7,705
Gross Unrealized Gain	268	241
Gross Unrealized Temporary Loss	51	33
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	7,169	7,913
ABS
Available-for-sale Securities [Abstract]
Amortized Cost	7,134	8,206
Gross Unrealized Gain	85	102
Gross Unrealized Temporary Loss	83	82
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	7,136	8,226
State and political subdivision
Available-for-sale Securities [Abstract]
Amortized Cost	5,421	5,329
Gross Unrealized Gain	1,276	1,197
Gross Unrealized Temporary Loss	6	6
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	6,691	6,520
Foreign government
Available-for-sale Securities [Abstract]
Amortized Cost	3,032	3,153
Gross Unrealized Gain	779	761
Gross Unrealized Temporary Loss	50	70
Gross Unrealized OTTI Loss	0	0
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	3,761	3,844
Equity securities
Available-for-sale Securities [Abstract]
Cost or Amortized Cost	1,958	1,926
Gross Unrealized Gain	193	195
Gross Unrealized Temporary Loss	54	56
Gross Unrealized OTTI Loss	0	0
Equity securities	2,097	2,065
Common Stock
Available-for-sale Securities [Abstract]
Cost or Amortized Cost	1,257	1,236
Gross Unrealized Gain	129	142
Gross Unrealized Temporary Loss	22	26
Gross Unrealized OTTI Loss	0	0
Equity securities	1,364	1,352
Non-redeemable preferred stock
Available-for-sale Securities [Abstract]
Cost or Amortized Cost	701	690
Gross Unrealized Gain	64	53
Gross Unrealized Temporary Loss	32	30
Gross Unrealized OTTI Loss	0	0
Equity securities	$733	$713

Investments_Maturities_of_Fixe

Investments (Maturities of Fixed Maturity Securities) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Available-for-sale Securities, Debt Maturities [Abstract]
Due in One Year or Less	$6,310
Due After One Year Through Five Years	36,394
Due After Five Years Through Ten Years	36,651
Due After Ten Years	50,111
Structured Securities	41,800
Amortized Cost	171,266	173,604
Due in One Year or Less	6,326
Due After One Year Through Five Years	37,995
Due After Five Years Through Ten Years	38,916
Due After Ten Years	61,025
Structured Securities	43,405
Fixed maturity securities available-for-sale, at estimated fair value (amortized cost: $171,266 and $173,604, respectively; includes $161 and $160, respectively, relating to variable interest entities)	$187,667	$188,911

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, 2015	Dec. 31, 2014
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	1,758	1,997
Total number of securities in an unrealized loss position equal to or greater than 12 months	507	642
Fixed maturity securities
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	$21,007	$27,348
Less than 12 Months Gross Unrealized Loss	1,161	823
Equal to or Greater than 12 Months Estimated Fair Value	5,528	7,832
Equal to or Greater than 12 Months Gross Unrealized Loss	477	542
U.S. corporate
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	5,809	8,950
Less than 12 Months Gross Unrealized Loss	252	260
Equal to or Greater than 12 Months Estimated Fair Value	1,626	2,251
Equal to or Greater than 12 Months Gross Unrealized Loss	139	161
U.S. Treasury and agency
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	2,014	3,933
Less than 12 Months Gross Unrealized Loss	17	6
Equal to or Greater than 12 Months Estimated Fair Value	252	982
Equal to or Greater than 12 Months Gross Unrealized Loss	2	13
Foreign corporate
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	7,682	7,052
Less than 12 Months Gross Unrealized Loss	723	397
Equal to or Greater than 12 Months Estimated Fair Value	993	1,165
Equal to or Greater than 12 Months Gross Unrealized Loss	123	114
RMBS
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	2,024	3,141
Less than 12 Months Gross Unrealized Loss	49	63
Equal to or Greater than 12 Months Estimated Fair Value	1,426	1,900
Equal to or Greater than 12 Months Gross Unrealized Loss	143	160
CMBS
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	841	772
Less than 12 Months Gross Unrealized Loss	42	20
Equal to or Greater than 12 Months Estimated Fair Value	253	461
Equal to or Greater than 12 Months Gross Unrealized Loss	9	13
ABS
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	2,321	3,147
Less than 12 Months Gross Unrealized Loss	59	45
Equal to or Greater than 12 Months Estimated Fair Value	758	732
Equal to or Greater than 12 Months Gross Unrealized Loss	24	37
State and political subdivision
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	76	26
Less than 12 Months Gross Unrealized Loss	2	0
Equal to or Greater than 12 Months Estimated Fair Value	19	76
Equal to or Greater than 12 Months Gross Unrealized Loss	4	6
Foreign government
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	240	327
Less than 12 Months Gross Unrealized Loss	17	32
Equal to or Greater than 12 Months Estimated Fair Value	201	265
Equal to or Greater than 12 Months Gross Unrealized Loss	33	38
Equity securities
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	125	130
Less than 12 Months Gross Unrealized Loss	23	26
Equal to or Greater than 12 Months Estimated Fair Value	137	140
Equal to or Greater than 12 Months Gross Unrealized Loss	31	30
Common Stock
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	120	98
Less than 12 Months Gross Unrealized Loss	22	26
Equal to or Greater than 12 Months Estimated Fair Value	0	1
Equal to or Greater than 12 Months Gross Unrealized Loss	0	0
Non-redeemable preferred stock
Continuous Gross Unrealized Loss and OTTI Loss for Fixed Maturity and Equity Securities Available-for-Sale
Less than 12 months Estimated Fair Value	5	32
Less than 12 Months Gross Unrealized Loss	1	0
Equal to or Greater than 12 Months Estimated Fair Value	137	139
Equal to or Greater than 12 Months Gross Unrealized Loss	$31	$30

Investments_Mortgage_Loans_by_

Investments (Mortgage Loans by Portfolio Segment) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Company-held mortgage loans held-for-investment, net
Commercial	$33,200	$32,482
Percentage of loans receivable on commercial mortgage loans	65.10%	66.20%
Agricultural	10,958	11,033
Percentage of loans receivable on agricultural mortgage loans	21.50%	22.50%
Residential	6,778	5,494
Percentage of loans receivable on residential mortgage loans	13.30%	11.20%
Subtotal	50,936	49,009
Percentage of loans receivable on subtotal	99.90%	99.90%
Valuation allowances	-266	-258	-276	-272
Percentage of loans receivable on valuation allowances	-0.50%	-0.50%
Subtotal mortgage loans, net	50,670	48,751
Percentage of loans receivable on subtotal mortgage loans held-for-investment, net	99.40%	99.40%
Residential — fair value option (“FVO”)	329	308
Percentage of residential mortgage loans - FVO	0.60%	0.60%
Total mortgage loans, net	$50,999	$49,059
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 $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	$116		$122
Recorded Investment	114		120
Valuation Allowances	22		26
Unpaid Principal Balance	159		138
Recorded Investment	155		134
Recorded Investment	50,667		48,755
Valuation Allowances	244		232
Carrying Value	247		228
Commercial
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	69		75
Recorded Investment	69		75
Valuation Allowances	20		24
Unpaid Principal Balance	81		84
Recorded Investment	81		84
Recorded Investment	33,050		32,323
Valuation Allowances	161		158
Carrying Value	130		135
Agricultural
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	47		47
Recorded Investment	45		45
Valuation Allowances	2		2
Unpaid Principal Balance	16		14
Recorded Investment	16		13
Recorded Investment	10,897		10,975
Valuation Allowances	33		33
Carrying Value	59		56
Residential
Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	0		0
Recorded Investment	0		0
Valuation Allowances	0		0
Unpaid Principal Balance	62		40
Recorded Investment	58		37
Recorded Investment	6,720		5,457
Valuation Allowances	50		41
Carrying Value	58		37
Commercial
Mortgage Loans on Real Estate [Line Items]
Impaired Financing Receivable, Average Recorded Investment	155	416
Agricultural
Mortgage Loans on Real Estate [Line Items]
Impaired Financing Receivable, Average Recorded Investment	59	97
Residential
Mortgage Loans on Real Estate [Line Items]
Impaired Financing Receivable, Average Recorded Investment	$47	$7

Investments_Valuation_Allowanc

Investments (Valuation Allowance Rollforward by Portfolio Segment) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	$258	$272
Provision (release)	13	5
Charge-offs, net of recoveries	-5	-1
Balance, end of period	266	276
Commercial
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	182	213
Provision (release)	-1	0
Charge-offs, net of recoveries	0	0
Balance, end of period	181	213
Agricultural
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	35	40
Provision (release)	0	-2
Charge-offs, net of recoveries	0	0
Balance, end of period	35	38
Residential
Mortgage Loans on Real Estate [Line Items]
Balance, beginning of period	41	19
Provision (release)	14	7
Charge-offs, net of recoveries	-5	-1
Balance, end of period	$50	$25

Investments_Credit_Quality_of_

Investments (Credit Quality of Commercial Mortgage Loans) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]
Commercial	$33,200	$32,482
% of Total	100.00%	100.00%
Estimated Fair Value	34,624	34,039
% of Total	100.00%	100.00%
Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial	28,842	28,317
% of Total	86.90%	87.20%
Estimated Fair Value	30,272	29,860
% of Total	87.40%	87.70%
65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial	3,484	3,260
% of Total	10.50%	10.00%
Estimated Fair Value	3,526	3,322
% of Total	10.20%	9.80%
76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial	116	117
% of Total	0.30%	0.40%
Estimated Fair Value	120	121
% of Total	0.40%	0.30%
Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial	758	788
% of Total	2.30%	2.40%
Estimated Fair Value	706	736
% of Total	2.00%	2.20%
Greater than 1.20x
Mortgage Loans on Real Estate [Line Items]
Commercial	31,050	30,086
Greater than 1.20x | Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial	27,676	26,810
Greater than 1.20x | 65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial	2,871	2,783
Greater than 1.20x | 76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial	108	109
Greater than 1.20x | Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial	395	384
1.00x - 1.20x
Mortgage Loans on Real Estate [Line Items]
Commercial	1,424	1,393
1.00x - 1.20x | Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial	602	746
1.00x - 1.20x | 65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial	549	391
1.00x - 1.20x | 76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial	0	0
1.00x - 1.20x | Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial	273	256
Less than 1.00x
Mortgage Loans on Real Estate [Line Items]
Commercial	726	1,003
Less than 1.00x | Less than 65%
Mortgage Loans on Real Estate [Line Items]
Commercial	564	761
Less than 1.00x | 65% to 75%
Mortgage Loans on Real Estate [Line Items]
Commercial	64	86
Less than 1.00x | 76% to 80%
Mortgage Loans on Real Estate [Line Items]
Commercial	8	8
Less than 1.00x | Greater than 80%
Mortgage Loans on Real Estate [Line Items]
Commercial	$90	$148

Investments_Credit_Quality_of_1

Investments (Credit Quality of Agricultural and Residential Mortgage Loans) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded Investment	$10,958	$11,033
% of Total	100.00%	100.00%
Residential Mortgage Loans - by Credit Quality Indicator:
Recorded Investment	6,778	5,494
% of Total	100.00%	100.00%
Less than 65%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded Investment	10,247	10,462
% of Total	93.50%	94.80%
65% to 75%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded Investment	579	469
% of Total	5.30%	4.20%
76% to 80%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded Investment	50	17
% of Total	0.50%	0.20%
Greater than 80%
Agricultural Mortgage Loans - by Credit Quality Indicator:
Recorded Investment	82	85
% of Total	0.70%	0.80%
Performing
Residential Mortgage Loans - by Credit Quality Indicator:
Recorded Investment	6,602	5,345
% of Total	97.40%	97.30%
Nonperforming
Residential Mortgage Loans - by Credit Quality Indicator:
Recorded Investment	$176	$149
% of Total	2.60%	2.70%

Investments_Past_Due_and_Inter

Investments (Past Due and Interest Accrual Status of Mortgage Loans) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Past Due and Interest Accrual Status of Mortgage Loans
Past Due	$202	$150
Nonaccrual Status	291	265
Commercial
Past Due and Interest Accrual Status of Mortgage Loans
Past Due	0	0
Nonaccrual Status	69	75
Agricultural
Past Due and Interest Accrual Status of Mortgage Loans
Past Due	26	1
Nonaccrual Status	46	41
Residential
Past Due and Interest Accrual Status of Mortgage Loans
Past Due	176	149
Nonaccrual Status	$176	$149

Investments_Net_Unrealized_Inv

Investments (Net Unrealized Investment Gains Losses) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Components of net unrealized investment gains (losses) included in accumulated other comprehensive loss
Fixed maturity securities	$16,406	$15,374
Fixed maturity securities with noncredit OTTI losses in AOCI	-41	-66	-149
Total fixed maturity securities	16,365	15,308
Equity securities	202	173
Derivatives	2,309	1,649
Other	75	87
Subtotal	18,951	17,217
Future policy benefits	-2,512	-1,964
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	-1	-3
DAC, VOBA and DSI	-918	-918
Policyholder dividend obligation	-3,483	-3,155
Subtotal	-6,914	-6,040
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	15	25
Deferred income tax benefit (expense)	-4,218	-3,928
Net unrealized investment gains (losses)	7,834	7,274
Net unrealized investment gains (losses) attributable to noncontrolling interests	-1	-1
Net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$7,833	$7,273

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, 2015	Dec. 31, 2014
Changes in fixed maturity securities with noncredit OTTI losses in accumulated other comprehensive income (loss)
Balance, beginning of period	($66)	($149)
Noncredit OTTI losses and subsequent changes recognized	9	10
Securities sold with previous noncredit OTTI loss	10	41
Subsequent changes in estimated fair value	6	32
Balance, end of period	($41)	($66)

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, 2015
Changes In Net Unrealized Investment Gains Losses Included In Accumulated Other Comprehensive Loss [Abstract]
Balance, beginning of period	$7,273
Fixed maturity securities on which noncredit OTTI losses have been recognized	25
Unrealized investment gains (losses) during the period	1,709
Unrealized investment gains (losses) relating to [Abstract]
Future policy benefits	-548
DAC and VOBA related to noncredit OTTI losses recognized in AOCI	2
DAC, VOBA and DSI	0
Policyholder dividend obligation	-328
Deferred income tax benefit (expense) related to noncredit OTTI losses recognized in AOCI	-10
Deferred income tax benefit (expense)	-290
Net unrealized investment gains (losses)	7,833
Net unrealized investment gains (losses) attributable to noncontrolling interests	0
Balance, end of period	7,833
Change in net unrealized investment gains (losses)	560
Change in net unrealized investment gains (losses) attributable to noncontrolling interests	0
Change in net unrealized investment gains (losses) attributable to Metropolitan Life Insurance Company	$560

Investments_Securities_Lending

Investments (Securities Lending) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Securities Financing Transaction [Line Items]
Total cash collateral liability	$19,883	$21,635
Security collateral on deposit from counterparties	62	19
Reinvestment portfolio — estimated fair value	20,331	22,046
Securities Financing Transaction, Cost [Member]
Securities Financing Transaction [Line Items]
Securities loaned	17,512	19,099
Securities Financing Transaction, Fair Value [Member]
Securities Financing Transaction [Line Items]
Securities loaned	$19,524	$21,185

Investments_Invested_Assets_on

Investments (Invested Assets on Deposit, Held In Trust and Pledged as Collateral) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]
Invested assets on deposit (regulatory deposits)	$1,376	$1,421
Invested assets pledged as collateral	20,816	20,712
Total invested assets on deposit and pledged as collateral	$22,192	$22,133

Investments_Consolidated_Varia

Investments (Consolidated Variable Interest Entities) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Total Assets	$298	$284
Total Liabilities	122	108
Fixed Maturity Securities
Variable Interest Entity [Line Items]
Total Assets	164	163
Total Liabilities	78	78
Other invested assets
Variable Interest Entity [Line Items]
Total Assets	73	59
Total Liabilities	15	0
Other limited partnership interests
Variable Interest Entity [Line Items]
Total Assets	37	37
Total Liabilities	0	0
Consolidated Entities [Member]
Variable Interest Entity [Line Items]
Total Assets	15	16
Total Liabilities	14	15
Real estate joint ventures
Variable Interest Entity [Line Items]
Total Assets	9	9
Total Liabilities	$15	$15

Investments_Unconsolidated_Var

Investments (Unconsolidated Variable Interest Entities) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Carrying Amount Asset	$50,636	$51,678
Carrying Amount Liability	52,114	53,131
Real estate joint ventures
Variable Interest Entity [Line Items]
Carrying Amount Asset	46	52
Carrying Amount Liability	67	74
Other limited partnership interests
Variable Interest Entity [Line Items]
Carrying Amount Asset	3,681	3,722
Carrying Amount Liability	4,784	4,833
Other invested assets
Variable Interest Entity [Line Items]
Carrying Amount Asset	1,635	1,683
Carrying Amount Liability	1,989	2,003
Structured securities (RMBS, CMBS, and ABS) [Member]
Variable Interest Entity [Line Items]
Carrying Amount Asset	43,405	44,302
Carrying Amount Liability	43,405	44,302
U.S. and foreign corporate
Variable Interest Entity [Line Items]
Carrying Amount Asset	1,869	1,919
Carrying Amount Liability	$1,869	$1,919

Investments_Net_Investment_Inc

Investments (Net Investment Income) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Schedule of Trading Securities and Other Trading Assets [Line Items]
Net investment income	$2,966	$2,947
Less: Investment expenses	219	195
Fixed maturity securities
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	2,023	2,019
Equity securities
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	20	20
Trading and FVO securities — Actively Traded and FVO general account securities (1)
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	18	17
Changes in estimated fair value included in net investment income	5	10
Mortgage loans
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	600	580
Policy loans
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	111	113
Real estate and real estate joint ventures
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	156	158
Other limited partnership interests
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	140	217
Cash, cash equivalents and short-term investments
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	6	6
Operating joint venture
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	2	0
Other
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	109	12
Subtotal
Schedule of Trading Securities and Other Trading Assets [Line Items]
Gross Investment Income, Operating	$3,185	$3,142

Investments_Components_of_Net_

Investments (Components of Net Investment Gains Losses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Marketable Securities, Gain (Loss) [Abstract]
Fixed maturity securities — net gains (losses) on sales and disposals	$67	($81)
Equity securities — net gains (losses) on sales and disposals	-2	3
Other net investment gains (losses):
Mortgage loans	-37	-9
Other limited partnership interests	17	0
Real estate and real estate joint ventures	4	64
Other investment portfolio gains (losses)	11	-2
Subtotal — investment portfolio gains (losses)	45	-34
Non-investment portfolio gains (losses)	180	2
Total net investment gains (losses)	225	-32
Fixed maturity securities
Marketable Securities, Gain (Loss) [Abstract]
OTTI losses	-15	-8
Net investment gains (losses)	52	-89
Consumer
Marketable Securities, Gain (Loss) [Abstract]
OTTI losses	-3	-6
Corporate fixed maturity securities [Member]
Marketable Securities, Gain (Loss) [Abstract]
OTTI losses	-3	-6
RMBS
Marketable Securities, Gain (Loss) [Abstract]
OTTI losses	-12	-2
Equity securities
Marketable Securities, Gain (Loss) [Abstract]
OTTI losses	0	-1
Net investment gains (losses)	-2	2
Common Stock
Marketable Securities, Gain (Loss) [Abstract]
OTTI losses	$0	($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, 2015	Mar. 31, 2014
Fixed maturity securities
Components of Sales or Disposals of Fixed Maturity and Equity Securities
Proceeds	$16,025	$9,451
Gross investment gains	200	54
Gross investment losses	-133	-135
Total OTTI losses recognized in earnings:
OTTI losses	-15	-8
Net investment gains (losses)	52	-89
Equity securities
Components of Sales or Disposals of Fixed Maturity and Equity Securities
Proceeds	15	5
Gross investment gains	4	3
Gross investment losses	-6	0
Total OTTI losses recognized in earnings:
OTTI losses	0	-1
Net investment gains (losses)	($2)	$2

Investments_Credit_Loss_Rollfo

Investments (Credit Loss Rollforward) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Balance, beginning of period	$263	$277
Additions:
Initial impairments — credit loss OTTI on securities not previously impaired	1	0
Additional impairments — credit loss OTTI on securities previously impaired	10	1
Reductions:
Sales (maturities, pay downs or prepayments) during the period of securities previously impaired as credit loss OTTI	-10	-7
Balance, end of period	$264	$271

Investments_Related_Party_Inve

Investments (Related Party Investment Transactions) (Details) (Affiliated Entity, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Affiliated Entity
Invested Assets Transferred To And From Affiliates
Estimated fair value of invested assets transferred to affiliates	$600	$0
Amortized cost of invested assets transferred to affiliates	567	0
Net investment gains (losses) recognized on transfers	33	0
Estimated fair value of invested assets transferred from affiliates	$0	$354

Investments_Fixed_Maturity_and1

Investments (Fixed Maturity and Equity Securities Available-For-Sale - Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Summary of Certain Fixed Maturity Securities
Available-for-sale Securities, Debt Securities	$187,667	$188,911
Gross Unrealized OTTI Loss	41	66	149
Foreign corporate
Summary of Certain Fixed Maturity Securities
Available-for-sale Securities, Debt Securities	28,701	29,818
Gross Unrealized OTTI Loss	0	0
Gross Unrealized Gain	1,895	1,934
Asset-backed Securities [Member]
Summary of Certain Fixed Maturity Securities
Available-for-sale Securities, Debt Securities	7,136	8,226
Gross Unrealized OTTI Loss	0	0
Gross Unrealized Gain	85	102
Non-income producing fixed maturity securities [Member]
Summary of Certain Fixed Maturity Securities
Available-for-sale Securities, Debt Securities	6	6
Gross Unrealized Gain	$6	$5

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, 2015	Dec. 31, 2014
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
Schedule of Available-for-sale Securities [Line Items]
Change in Gross Unrealized Temporary Loss	$273
Gross Unrealized Temporary Loss	1,600
Gross Unrealized Temporary Loss	477	542
Equity securities
Schedule of Available-for-sale Securities [Line Items]
Change in Gross Unrealized Temporary Loss	-2
Gross Unrealized Temporary Loss	54
Gross Unrealized Temporary Loss	31	30
Non-redeemable preferred stock
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Temporary Loss	31	30
20% or more [Member] | Six months or greater [Member] | Fixed maturity securities
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Temporary Loss	51
Number of Securities	25
20% or more [Member] | Six months or greater [Member] | Fixed maturity securities | Investment Grade [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Temporary Loss	32
Number of Securities	12
Percentage of gross unrealized loss	63.00%
20% or more [Member] | Six months or greater [Member] | Fixed maturity securities | Below Investment Grade [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Temporary Loss	19
Number of Securities	13
Percentage of gross unrealized loss	37.00%
20% or more [Member] | Twelve months or greater [Member] | Equity securities
Schedule of Available-for-sale Securities [Line Items]
Number of Securities	6
Gross Unrealized Temporary Loss	$24
20% or more [Member] | Twelve months or greater [Member] | Non-redeemable preferred stock | Aaa/Aa/A | Financial Services Industry [Member]
Schedule of Available-for-sale Securities [Line Items]
Percentage of gross unrealized loss	63.00%

Investments_Mortgage_Loans_Nar

Investments (Mortgage Loans - Narrative) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Financing Receivable, Recorded Investment [Line Items]
Financing Receivable, Significant Purchases	$1,400,000,000	$597,000,000
Percentage of Mortgage Loans Classified as Performing	99.00%		99.00%
Commercial
Financing Receivable, Recorded Investment [Line Items]
Impaired Financing Receivable, Average Recorded Investment	155,000,000	416,000,000
Agricultural
Financing Receivable, Recorded Investment [Line Items]
Impaired Financing Receivable, Average Recorded Investment	59,000,000	97,000,000
Estimated fair value of mortgage loans held-for-investment	11,300,000,000		11,400,000,000
Residential
Financing Receivable, Recorded Investment [Line Items]
Impaired Financing Receivable, Average Recorded Investment	47,000,000	7,000,000
Estimated fair value of mortgage loans held-for-investment	$6,700,000,000		5,600,000,000

Investments_Cash_Equivalents_N

Investments (Cash Equivalents - Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]
Cash equivalents	$639	$1,000

Investments_Concentrations_of_

Investments (Concentrations of Credit Risk - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
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, 2015	Mar. 31, 2014	Dec. 31, 2014
Variable Interest Entity [Line Items]
Tax credits guaranteed by third parties that reduce maximum exposure to loss related to other invested assets	$208		$212
Variable Interest Entity, Financial or Other Support, Amount	0	0
Maximum | Consolidated Securitization Entities [Member]
Variable Interest Entity [Line Items]
Interest expense on long-term debt held by consolidated securitization entities	1	1
Variable interest, maximum exposure to loss in consolidated securitization entities	1		1
Maximum | Fixed Maturity Securities
Variable Interest Entity [Line Items]
Interest expense on long-term debt held by consolidated securitization entities	$1	$1

Investments_Net_Investment_Inc1

Investments (Net Investment Income - Narrative) (Details) (Trading and FVO securities — Actively Traded and FVO general account securities (1), USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Trading and FVO securities — Actively Traded and FVO general account securities (1)
Schedule of Trading Securities and Other Trading Assets [Line Items]
Changes in estimated fair value included in net investment income	$5	$10

Investments_Net_Investment_Gai

Investments (Net Investment Gains Losses - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Gains (losses) from foreign currency transactions	$157	($51)

Investments_Related_Party_Inve1

Investments (Related Party Investment Transactions - Narrative) (Details) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Related Party Transaction [Line Items]
Related party net investment income	$1	$2
Related party investment administrative services	41	44
Metlife [Member] | Other
Related Party Transaction [Line Items]
Carrying value of related party loans	2,000		2,000
Related party net investment income	23	23
Surplus Notes, Affiliated [Member] | American Life Insurance Company Alico And Delaware American Life Insurance Delam [Member] | Other
Related Party Transaction [Line Items]
Carrying value of related party loans	100		100
Related party net investment income	$1
Debt Instrument, Interest Rate, Stated Percentage			3.17%
Debt Instrument, Frequency of Periodic Payment			semiannually
Debt Instrument, Maturity Date			30-Jun-20

Derivatives_Primary_Risks_Deta

Derivatives (Primary Risks) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]
Notional Amount	$192,675	$206,302
Estimated Fair Value Assets	8,994	7,104
Estimated Fair Value Liabilities	3,810	2,732
Derivatives Designated as Hedging Instruments
Derivatives, Fair Value [Line Items]
Notional Amount	26,992	25,497
Estimated Fair Value Assets	3,929	3,062
Estimated Fair Value Liabilities	1,515	733
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	8,273	8,341
Estimated Fair Value Assets	2,331	2,096
Estimated Fair Value Liabilities	373	119
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Interest rate swaps
Derivatives, Fair Value [Line Items]
Notional Amount	5,574	5,632
Estimated Fair Value Assets	2,254	2,031
Estimated Fair Value Liabilities	20	18
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Notional Amount	2,699	2,709
Estimated Fair Value Assets	77	65
Estimated Fair Value Liabilities	353	101
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	18,719	17,156
Estimated Fair Value Assets	1,598	966
Estimated Fair Value Liabilities	1,142	614
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Interest rate swaps
Derivatives, Fair Value [Line Items]
Notional Amount	2,592	2,191
Estimated Fair Value Assets	564	447
Estimated Fair Value Liabilities	0	0
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Interest rate forwards
Derivatives, Fair Value [Line Items]
Notional Amount	70	70
Estimated Fair Value Assets	22	18
Estimated Fair Value Liabilities	0	0
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Notional Amount	16,057	14,895
Estimated Fair Value Assets	1,012	501
Estimated Fair Value Liabilities	1,142	614
Derivatives Not Designated or Not Qualifying as Hedging Instruments
Derivatives, Fair Value [Line Items]
Notional Amount	165,683	180,805
Estimated Fair Value Assets	5,065	4,042
Estimated Fair Value Liabilities	2,295	1,999
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate swaps
Derivatives, Fair Value [Line Items]
Notional Amount	55,461	56,394
Estimated Fair Value Assets	2,687	2,213
Estimated Fair Value Liabilities	1,403	1,072
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate floors
Derivatives, Fair Value [Line Items]
Notional Amount	17,551	36,141
Estimated Fair Value Assets	345	319
Estimated Fair Value Liabilities	81	108
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate caps
Derivatives, Fair Value [Line Items]
Notional Amount	44,862	41,227
Estimated Fair Value Assets	84	134
Estimated Fair Value Liabilities	1	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate futures
Derivatives, Fair Value [Line Items]
Notional Amount	165	70
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate options
Derivatives, Fair Value [Line Items]
Notional Amount	7,024	6,399
Estimated Fair Value Assets	519	379
Estimated Fair Value Liabilities	6	15
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Synthetic GICs
Derivatives, Fair Value [Line Items]
Notional Amount	4,262	4,298
Estimated Fair Value Assets	0	0
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Foreign currency swaps
Derivatives, Fair Value [Line Items]
Notional Amount	9,107	8,774
Estimated Fair Value Assets	724	359
Estimated Fair Value Liabilities	172	176
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Foreign currency forwards
Derivatives, Fair Value [Line Items]
Notional Amount	3,946	3,985
Estimated Fair Value Assets	151	92
Estimated Fair Value Liabilities	86	80
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Credit default swaps — purchased
Derivatives, Fair Value [Line Items]
Notional Amount	916	857
Estimated Fair Value Assets	15	8
Estimated Fair Value Liabilities	13	11
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Credit default swaps — written
Derivatives, Fair Value [Line Items]
Notional Amount	7,133	7,419
Estimated Fair Value Assets	138	130
Estimated Fair Value Liabilities	3	5
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity futures
Derivatives, Fair Value [Line Items]
Notional Amount	989	954
Estimated Fair Value Assets	6	10
Estimated Fair Value Liabilities	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity index options
Derivatives, Fair Value [Line Items]
Notional Amount	7,696	7,698
Estimated Fair Value Assets	333	328
Estimated Fair Value Liabilities	357	352
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity variance swaps
Derivatives, Fair Value [Line Items]
Notional Amount	5,662	5,678
Estimated Fair Value Assets	59	60
Estimated Fair Value Liabilities	151	146
Derivatives Not Designated or Not Qualifying as Hedging Instruments | TRRs
Derivatives, Fair Value [Line Items]
Notional Amount	909	911
Estimated Fair Value Assets	4	10
Estimated Fair Value Liabilities	$22	$33

Derivatives_Net_Derivative_Gai

Derivatives (Net Derivative Gains Losses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Components of Net Derivatives Gains (Losses)
Derivatives and hedging gains (losses)	$602	$216
Embedded derivatives gains (losses)	-102	-97
Total net derivative gains (losses)	$500	$119

Derivatives_Earned_Income_On_D

Derivatives (Earned Income On Derivatives) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	$205	$187
Derivatives Designated as Hedging Instruments | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	59	34
Derivatives Designated as Hedging Instruments | Interest credited to policyholder account balances
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	3	32
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net investment income
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	-1	-1
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses)
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	143	122
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder benefits and claims
Derivative Instruments, Gain (Loss) [Line Items]
Total earned income	$1	$0

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, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	($55)	$168
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses)
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	698	46
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Interest rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	238	44
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Foreign currency exchange rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	522	11
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Credit derivatives — purchased
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	4	-3
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Credit derivatives — written
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	4	-6
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net derivative gains (losses) | Equity derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-70	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net Investment Gains (Losses) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-4	-2
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net Investment Gains (Losses) [Member] | Interest rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net Investment Gains (Losses) [Member] | Foreign currency exchange rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net Investment Gains (Losses) [Member] | Credit derivatives — purchased
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-1	1
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net Investment Gains (Losses) [Member] | Credit derivatives — written
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	1	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Net Investment Gains (Losses) [Member] | Equity derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-4	-3
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder Benefit And Claim [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-26	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder Benefit And Claim [Member] | Interest rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder Benefit And Claim [Member] | Foreign currency exchange rate derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder Benefit And Claim [Member] | Credit derivatives — purchased
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder Benefit And Claim [Member] | Credit derivatives — written
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	0	0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Policyholder Benefit And Claim [Member] | Equity derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	($26)	$0

Derivatives_Fair_Value_Hedges_

Derivatives (Fair Value Hedges) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	($55)	$168
Net Derivative Gains (Losses) Recognized for Hedged Items	53	-157
Ineffectiveness Recognized in Net Derivative Gains (Losses)	-2	11
Interest rate swaps | Fixed maturity securities
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-4	0
Net Derivative Gains (Losses) Recognized for Hedged Items	5	1
Ineffectiveness Recognized in Net Derivative Gains (Losses)	1	1
Interest rate swaps | Policyholder account balances
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	188	200
Net Derivative Gains (Losses) Recognized for Hedged Items	-189	-195
Ineffectiveness Recognized in Net Derivative Gains (Losses)	-1	5
Foreign currency swaps | Foreign-denominated fixed maturity securities
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	10	-4
Net Derivative Gains (Losses) Recognized for Hedged Items	-8	4
Ineffectiveness Recognized in Net Derivative Gains (Losses)	2	0
Foreign currency swaps | Foreign-denominated policyholder account balances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net Derivative Gains (Losses) Recognized for Derivatives	-249	-28
Net Derivative Gains (Losses) Recognized for Hedged Items	245	33
Ineffectiveness Recognized in Net Derivative Gains (Losses)	($4)	$5

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, 2015	Mar. 31, 2014
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI on Derivatives	$139	$249
Interest rate swaps
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI on Derivatives	145	182
Foreign currency swaps
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI on Derivatives	-10	46
Interest rate forwards
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI on Derivatives	4	21
Credit forwards
Derivatives in cash flow hedging relationships
Amount of Gains (Losses) Deferred in AOCI on Derivatives	0	0
Net derivative gains (losses)
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss)	-524	46
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	5	4
Net derivative gains (losses) | Interest rate swaps
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss)	5	16
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	2	5
Net derivative gains (losses) | Foreign currency swaps
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss)	-532	30
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	3	-1
Net derivative gains (losses) | Interest rate forwards
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss)	2	0
Amount and Location of Gains (Losses) Recognized In Income (Loss) on Derivatives (Ineffective Portion and Amount Excluded from Effectiveness Testing)	0	0
Net derivative gains (losses) | Credit forwards
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss)	1	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 AOCI into Income (Loss)	3	2
Net Investment Gains (Losses) [Member] | Interest rate swaps
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss)	2	2
Net Investment Gains (Losses) [Member] | Foreign currency swaps
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss)	0	-1
Net Investment Gains (Losses) [Member] | Interest rate forwards
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss)	1	1
Net Investment Gains (Losses) [Member] | Credit forwards
Derivatives in cash flow hedging relationships
Amount and Location of Gains (Losses) Reclassified from AOCI into Income (Loss)	$0	$0

Derivatives_Credit_Derivatives

Derivatives (Credit Derivatives) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	$135	$125
Maximum Amount of Future Payments under Credit Default Swaps	7,133	7,419
Weighted Average Years to Maturity	3 years 11 months	3 years 9 months
Aaa/Aa/A
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	11	15
Maximum Amount of Future Payments under Credit Default Swaps	1,786	1,981
Weighted Average Years to Maturity	2 years 7 months	2 years 7 months
Aaa/Aa/A | Single name credit default swaps (corporate)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	4	5
Maximum Amount of Future Payments under Credit Default Swaps	370	415
Weighted Average Years to Maturity	2 years 2 months	2 years 2 months
Aaa/Aa/A | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	7	10
Maximum Amount of Future Payments under Credit Default Swaps	1,416	1,566
Weighted Average Years to Maturity	2 years 10 months	2 years 8 months
Baa
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	77	74
Maximum Amount of Future Payments under Credit Default Swaps	4,609	4,689
Weighted Average Years to Maturity	4 years 5 months	4 years 1 month
Baa | Single name credit default swaps (corporate)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	15	15
Maximum Amount of Future Payments under Credit Default Swaps	978	1,002
Weighted Average Years to Maturity	2 years 7 months	2 years 9 months
Baa | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	62	59
Maximum Amount of Future Payments under Credit Default Swaps	3,631	3,687
Weighted Average Years to Maturity	4 years 11 months	4 years 6 months
Ba
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	1	-1
Maximum Amount of Future Payments under Credit Default Swaps	160	160
Weighted Average Years to Maturity	2 years 1 month	2 years 5 months
Ba | Single name credit default swaps (corporate)
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	1	0
Maximum Amount of Future Payments under Credit Default Swaps	60	60
Weighted Average Years to Maturity	2 years 8 months	3 years
Ba | Credit default swaps referencing indices
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	0	-1
Maximum Amount of Future Payments under Credit Default Swaps	100	100
Weighted Average Years to Maturity	1 year 10 months	2 years
B [Member]
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	46	37
Maximum Amount of Future Payments under Credit Default Swaps	578	589
Weighted Average Years to Maturity	4 years 7 months	4 years 11 months
B [Member] | Single name credit default swaps (corporate)
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
Credit Derivatives [Line Items]
Estimated Fair Value of Credit Default Swaps	46	37
Maximum Amount of Future Payments under Credit Default Swaps	$578	$589
Weighted Average Years to Maturity	4 years 7 months	4 years 11 months

Derivatives_Estimated_Fair_Val

Derivatives (Estimated Fair Value of Derivative Assets and Liabilities after Master Netting Agreements and Cash Collateral) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset Excluding Accruals	$9,127	$7,247
Derivative Liability, Fair Value, Gross Liability Excluding Accruals	3,805	2,774
Amounts offset in the consolidated balance sheet, Assets	0	0
Amounts offset in the consolidated balance sheet, Liabilities	0	0
Estimated fair value of derivative assets presented in the consolidated balance sheets	9,127	7,247
Estimated fair value of derivative liabilities presented in the consolidated balance sheets	3,805	2,774
Net amount of derivative assets after application of master netting agreements and cash collateral	206	139
Net amount of derivative liabilities after application of master netting agreements and cash collateral	33	16
Over the Counter [Member]
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset Excluding Accruals	8,204	6,497
Derivative Liability, Fair Value, Gross Liability Excluding Accruals	2,968	2,092
Gross estimated fair value of derivative assets	-2,495	-1,742
Gross estimated fair value of derivative liabilities	-2,495	-1,742
Cash collateral on derivative assets	-4,532	-2,470
Cash collateral on derivative liabilities	-2	-2
Securities collateral on derivative assets	-1,004	-2,161
Securities collateral on derivative liabilities	-438	-333
Exchange Traded [Member]
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset Excluding Accruals	6	10
Derivative Liability, Fair Value, Gross Liability Excluding Accruals	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
Cleared [Member]
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset Excluding Accruals	917	740
Derivative Liability, Fair Value, Gross Liability Excluding Accruals	837	682
Gross estimated fair value of derivative assets	-802	-638
Gross estimated fair value of derivative liabilities	-802	-638
Cash collateral on derivative assets	-88	-97
Cash collateral on derivative liabilities	-34	-40
Securities collateral on derivative assets	0	0
Securities collateral on derivative liabilities	($1)	($3)

Derivatives_Credit_Risk_on_Fre

Derivatives (Credit Risk on Freestanding Derivatives) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in Net Liability Position	$470	$338
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
Fixed Maturity Securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	499	390
Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	2	2
Derivatives subject to financial strength-contingent provisions
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in Net Liability Position	466	334
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 subject to financial strength-contingent provisions | Fixed Maturity Securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	499	390
Derivatives subject to financial strength-contingent provisions | Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	0	0
Derivatives not subject to financial strength-contingent provisions
Credit Derivatives [Line Items]
Estimated Fair Value of Derivatives in Net Liability Position	4	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 financial strength-contingent provisions | Fixed Maturity Securities
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	0	0
Derivatives not subject to financial strength-contingent provisions | Cash
Credit Derivatives [Line Items]
Estimated Fair Value of Collateral Provided	$2	$2

Derivatives_Embedded_Derivativ

Derivatives (Embedded Derivatives) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded Derivative, Fair Value of Embedded Derivative Asset	$491	$507
Embedded Derivative, Fair Value of Embedded Derivative Liability	904	731
Ceded guaranteed minimum benefits | Premiums, reinsurance and other receivables
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded Derivative, Fair Value of Embedded Derivative Asset	712	657
Direct guaranteed minimum benefits | Policyholder account balances
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded Derivative, Fair Value of Embedded Derivative Liability	-477	-548
Assumed guaranteed minimum benefits | Other policy-related balances [Member]
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded Derivative, Fair Value of Embedded Derivative Liability	95	72
Funds withheld on ceded reinsurance | Other liabilities
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded Derivative, Fair Value of Embedded Derivative Liability	1,278	1,200
Other | Policyholder account balances
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded Derivative, Fair Value of Embedded Derivative Liability	8	7
Options embedded in debt or equity securities [Member] | Investments
Embedded Derivative, Fair Value of Embedded Derivative, Net [Abstract]
Embedded Derivative, Fair Value of Embedded Derivative Asset	($221)	($150)

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, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	($102)	($97)
Net derivatives gains (losses) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net derivatives gains (losses)	($102)	($97)

Derivatives_Narrative_Details

Derivatives (Narrative) (Details) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Estimated Fair Value Assets	$8,994		$7,104
Estimated Fair Value Liabilities	3,810		2,732
Maximum Amount of Future Payments under Credit Default Swaps	7,133		7,419
Estimated Fair Value of Credit Default Swaps	135		125
Derivative Instruments, Gain (Loss) [Line Items]
Embedded derivatives gains (losses)	-102	-97
Derivative Instrument Detail [Abstract]
Net amounts reclassified into net derivatives gains (losses) on discontinued cash flow hedges	4	-2
Hedging exposure to variability in future cash flows for specific length of time	6 years		6 years
Accumulated Other Comprehensive Income Loss	2,300		1,600
Deferred net gains (losses) expected to be reclassified to earnings	68
Potential future recoveries available to offset maximum amount of future payments under credit default swaps	64		60
Excess cash collateral received on derivatives	69		0
Excess cash collateral provided on derivatives	33		31
Securities collateral received which the company is permitted to sell or repledge, amount that has been sold or repledged	0
Nonperformance Risk [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Embedded derivatives gains (losses)	16	0
Ceded Guaranteed Minimum Benefit [Member] | Nonperformance Risk [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Embedded derivatives gains (losses)	-3	-2
Over the Counter [Member]
Derivatives, Fair Value [Line Items]
Cash collateral on derivative assets	-4,532		-2,470
Excess securities collateral received on derivatives	-284		-243
Excess securities collateral provided on derivatives	-62		-57
Exchange Traded [Member]
Derivatives, Fair Value [Line Items]
Cash collateral on derivative assets	0		0
Excess securities collateral received on derivatives	-193		-155
Excess securities collateral provided on derivatives	-20		-17
Hedge Funds [Member]
Derivatives, Fair Value [Line Items]
Maximum Amount of Future Payments under Credit Default Swaps	15		15
Estimated Fair Value of Credit Default Swaps	1		1
Accrued Liabilities [Member]
Derivatives, Fair Value [Line Items]
Estimated Fair Value Assets	133		143
Estimated Fair Value Liabilities	-5		42
Off-Balance Sheet [Member] | Over the Counter [Member]
Derivatives, Fair Value [Line Items]
Cash collateral on derivative assets	($180)		($138)

Fair_Value_Recurring_Fair_Valu

Fair Value (Recurring Fair Value Measurements) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets [Abstract]
Available-for-sale Securities, Debt Securities	$187,667	$188,911
Available-for-sale Securities, Equity Securities	2,097	2,065
Actively Traded securities	714	654
Fair Value Option And Trading Securities	743	705
Short-term investments	7,486	4,474
Mortgage Loans on Real Estate	50,999	49,059
Derivative assets	8,994	7,104
Net embedded derivatives within asset host contracts	491	507
Separate account assets	145,003	139,335
Liabilities [Abstract]
Derivative liabilities	3,810	2,732
Net embedded derivatives within liability host contracts	904	731
Long-term debt, at estimated fair value, relating to variable interest entities	2,017	2,027
Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate	329	308
Long-term Debt
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	108	117
Consolidated Securitization Entities
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	12	13
Recurring [Member]
Assets [Abstract]
Available-for-sale Securities, Debt Securities	187,667	188,911
Available-for-sale Securities, Equity Securities	2,097	2,065
Actively Traded securities	714	654
Fair Value Option And Trading Securities	743	705
Short-term investments	6,941	4,181
Derivative assets	8,994	7,104
Net embedded derivatives within asset host contracts	712	657
Separate account assets	145,003	139,335
Total assets	352,486	343,266
Liabilities [Abstract]
Derivative liabilities	3,810	2,732
Net embedded derivatives within liability host contracts	904	731
Trading liabilities	252	239
Total liabilities	5,086	3,832
Recurring [Member] | Interest rate contracts
Assets [Abstract]
Derivative assets	6,475	5,541
Liabilities [Abstract]
Derivative liabilities	1,511	1,214
Recurring [Member] | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	1,964	1,017
Liabilities [Abstract]
Derivative liabilities	1,753	971
Recurring [Member] | Credit contracts
Assets [Abstract]
Derivative assets	153	138
Liabilities [Abstract]
Derivative liabilities	16	16
Recurring [Member] | Equity market contracts
Assets [Abstract]
Derivative assets	402	408
Liabilities [Abstract]
Derivative liabilities	530	531
Recurring [Member] | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	14	36
Recurring [Member] | Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate	329	308
Recurring [Member] | Long-term Debt
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	108	117
Recurring [Member] | Consolidated Securitization Entities
Assets [Abstract]
Fair Value Option And Trading Securities	15	15
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	12	13
Recurring [Member] | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	65,103	65,357
Recurring [Member] | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	40,006	39,070
Recurring [Member] | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	28,701	29,818
Recurring [Member] | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	29,100	28,163
Recurring [Member] | CMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	7,169	8,226
Recurring [Member] | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	7,136	7,913
Recurring [Member] | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	6,691	6,520
Recurring [Member] | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	3,761	3,844
Recurring [Member] | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	1,364	1,352
Recurring [Member] | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	733	713
Recurring [Member] | Level 1
Assets [Abstract]
Available-for-sale Securities, Debt Securities	22,650	21,625
Available-for-sale Securities, Equity Securities	594	584
Actively Traded securities	48	22
Fair Value Option And Trading Securities	48	22
Short-term investments	1,143	860
Derivative assets	6	10
Net embedded derivatives within asset host contracts	0	0
Separate account assets	27,857	26,119
Total assets	52,298	49,220
Liabilities [Abstract]
Derivative liabilities	0	0
Net embedded derivatives within liability host contracts	0	0
Trading liabilities	206	215
Total liabilities	206	215
Recurring [Member] | Level 1 | Interest rate contracts
Assets [Abstract]
Derivative assets	0	0
Liabilities [Abstract]
Derivative liabilities	0	0
Recurring [Member] | Level 1 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	0	0
Liabilities [Abstract]
Derivative liabilities	0	0
Recurring [Member] | Level 1 | Credit contracts
Assets [Abstract]
Derivative assets	0	0
Liabilities [Abstract]
Derivative liabilities	0	0
Recurring [Member] | Level 1 | Equity market contracts
Assets [Abstract]
Derivative assets	6	10
Liabilities [Abstract]
Derivative liabilities	0	0
Recurring [Member] | Level 1 | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	0	0
Recurring [Member] | Level 1 | Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate	0	0
Recurring [Member] | Level 1 | Long-term Debt
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	0	0
Recurring [Member] | Level 1 | Consolidated Securitization Entities
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 | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	21,412	21,625
Recurring [Member] | Level 1 | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	1,238	0
Recurring [Member] | Level 1 | CMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 1 | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	594	584
Recurring [Member] | Level 1 | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	0	0
Recurring [Member] | Level 2
Assets [Abstract]
Available-for-sale Securities, Debt Securities	150,959	152,986
Available-for-sale Securities, Equity Securities	1,278	1,266
Actively Traded securities	656	627
Fair Value Option And Trading Securities	661	652
Short-term investments	4,918	3,091
Derivative assets	8,831	6,938
Net embedded derivatives within asset host contracts	0	0
Separate account assets	115,421	111,601
Total assets	282,068	276,534
Liabilities [Abstract]
Derivative liabilities	3,655	2,582
Net embedded derivatives within liability host contracts	8	7
Trading liabilities	46	24
Total liabilities	3,787	2,695
Recurring [Member] | Level 2 | Interest rate contracts
Assets [Abstract]
Derivative assets	6,453	5,524
Liabilities [Abstract]
Derivative liabilities	1,510	1,214
Recurring [Member] | Level 2 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	1,955	1,010
Liabilities [Abstract]
Derivative liabilities	1,753	971
Recurring [Member] | Level 2 | Credit contracts
Assets [Abstract]
Derivative assets	142	125
Liabilities [Abstract]
Derivative liabilities	16	15
Recurring [Member] | Level 2 | Equity market contracts
Assets [Abstract]
Derivative assets	281	279
Liabilities [Abstract]
Derivative liabilities	376	382
Recurring [Member] | Level 2 | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	0	22
Recurring [Member] | Level 2 | Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate	0	0
Recurring [Member] | Level 2 | Long-term Debt
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	78	82
Recurring [Member] | Level 2 | Consolidated Securitization Entities
Assets [Abstract]
Fair Value Option And Trading Securities	5	3
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	0	0
Recurring [Member] | Level 2 | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	59,914	60,420
Recurring [Member] | Level 2 | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	18,594	17,445
Recurring [Member] | Level 2 | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	25,194	26,227
Recurring [Member] | Level 2 | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	24,305	24,534
Recurring [Member] | Level 2 | CMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	6,856	6,734
Recurring [Member] | Level 2 | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	5,811	7,464
Recurring [Member] | Level 2 | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	6,691	6,520
Recurring [Member] | Level 2 | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	3,594	3,642
Recurring [Member] | Level 2 | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	711	716
Recurring [Member] | Level 2 | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	567	550
Recurring [Member] | Level 3
Assets [Abstract]
Available-for-sale Securities, Debt Securities	14,058	14,300
Available-for-sale Securities, Equity Securities	225	215
Actively Traded securities	10	5
Fair Value Option And Trading Securities	34	31
Short-term investments	880	230
Derivative assets	157	156
Net embedded derivatives within asset host contracts	712	657
Separate account assets	1,725	1,615
Total assets	18,120	17,512
Liabilities [Abstract]
Derivative liabilities	155	150
Net embedded derivatives within liability host contracts	896	724
Trading liabilities	0	0
Total liabilities	1,093	922
Recurring [Member] | Level 3 | Interest rate contracts
Assets [Abstract]
Derivative assets	22	17
Liabilities [Abstract]
Derivative liabilities	1	0
Recurring [Member] | Level 3 | Foreign currency exchange rate contracts
Assets [Abstract]
Derivative assets	9	7
Liabilities [Abstract]
Derivative liabilities	0	0
Recurring [Member] | Level 3 | Credit contracts
Assets [Abstract]
Derivative assets	11	13
Liabilities [Abstract]
Derivative liabilities	0	1
Recurring [Member] | Level 3 | Equity market contracts
Assets [Abstract]
Derivative assets	115	119
Liabilities [Abstract]
Derivative liabilities	154	149
Recurring [Member] | Level 3 | FVO general account securities
Assets [Abstract]
Fair Value Option And Trading Securities	14	14
Recurring [Member] | Level 3 | Residential mortgage loans - FVO
Assets [Abstract]
Mortgage Loans on Real Estate	329	308
Recurring [Member] | Level 3 | Long-term Debt
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	30	35
Recurring [Member] | Level 3 | Consolidated Securitization Entities
Assets [Abstract]
Fair Value Option And Trading Securities	10	12
Liabilities [Abstract]
Long-term debt, at estimated fair value, relating to variable interest entities	12	13
Recurring [Member] | Level 3 | U.S. corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	5,189	4,937
Recurring [Member] | Level 3 | U.S. Treasury and agency
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 3 | Foreign corporate
Assets [Abstract]
Available-for-sale Securities, Debt Securities	3,507	3,591
Recurring [Member] | Level 3 | RMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	3,557	3,629
Recurring [Member] | Level 3 | CMBS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	313	1,492
Recurring [Member] | Level 3 | ABS
Assets [Abstract]
Available-for-sale Securities, Debt Securities	1,325	449
Recurring [Member] | Level 3 | State and political subdivision
Assets [Abstract]
Available-for-sale Securities, Debt Securities	0	0
Recurring [Member] | Level 3 | Foreign government
Assets [Abstract]
Available-for-sale Securities, Debt Securities	167	202
Recurring [Member] | Level 3 | Common stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	59	52
Recurring [Member] | Level 3 | Non-redeemable preferred stock
Assets [Abstract]
Available-for-sale Securities, Equity Securities	$166	$163

Fair_Value_Quantitative_Inform

Fair Value (Quantitative Information) (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Interest rate contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	2.64%	2.90%
Interest rate contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	2.64%	2.90%
Foreign currency exchange rate contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	0.00%	0.00%
Correlation	40.00%	40.00%
Foreign currency exchange rate contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Swap yield	0.00%	0.00%
Correlation	54.00%	55.00%
Credit contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Credit spreads	0.98%	0.98%
Credit contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Credit spreads	1.00%	1.00%
Equity market contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Correlation	70.00%	70.00%
Fair Value Assumptions, Expected Volatility Rate	15.00%	15.00%
Equity market contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Correlation	70.00%	70.00%
Fair Value Assumptions, Expected Volatility Rate	28.00%	27.00%
Embedded derivatives direct and ceded guaranteed minimum benefits | Income Approach Valuation Technique | Durations 1 - 10
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 | Income Approach Valuation Technique | Durations 11 - 20
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 | Income Approach Valuation Technique | Durations 21 - 116
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 | Income Approach Valuation Technique | Ages 0 - 40
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Mortality Rate, Low End	0.00%	0.00%
Mortality Rate, High End	0.09%	0.10%
Embedded derivatives direct and ceded guaranteed minimum benefits | Income Approach Valuation Technique | Ages 41 - 60
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 | Income Approach Valuation Technique | Ages 61 - 115
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 | Minimum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Utilization rates	0.00%	20.00%
Withdrawal rates	0.08%	0.07%
Long-term equity volatilities	17.40%	17.40%
Nonperformance risk spread	0.04%	0.03%
Embedded derivatives direct and ceded guaranteed minimum benefits | Maximum | Income Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Utilization rates	30.00%	50.00%
Withdrawal rates	10.00%	10.00%
Long-term equity volatilities	25.00%	25.00%
Nonperformance risk spread	0.48%	0.46%
U.S. corporate and foreign corporate securities | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Delta spread adjustments	-0.45%	-0.40%
Offered quotes	67	98
Quoted prices	6	0
Matrix Pricing - Offered quotes	64	64
U.S. corporate and foreign corporate securities | Maximum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Delta spread adjustments	2.40%	2.40%
Offered quotes	139	126
Quoted prices	531	590
Matrix Pricing - Offered quotes	100	130
U.S. corporate and foreign corporate securities | Weighted Average | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Delta spread adjustments	0.39%	0.39%
Offered quotes	100	101
Quoted prices	130	126
Matrix Pricing - Offered quotes	96	96
RMBS | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	30	1
Quoted prices	22	22
RMBS | Maximum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	114	118
Quoted prices	120	120
RMBS | Weighted Average | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	93	93
Quoted prices	96	97
ABS | Minimum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	56	56
Quoted prices	15	15
ABS | Maximum | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	106	106
Quoted prices	110	110
ABS | Weighted Average | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Offered quotes	99	98
Quoted prices	101	100

Fair_Value_Unobservable_Input_

Fair Value (Unobservable Input Reconciliation) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Consolidated Securitization Entities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	$12	$0
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	-1	-1
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	12
Transfers out of Level 3	-1	0
Balance, end of period	10	11
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	-13	-28
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	1	13
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	-12	-15
Consolidated Securitization Entities | Net investment income
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, 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 | Net investment gains (losses)
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, 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 | Net derivative gains (losses)
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, 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
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	17	-1
Other Comprehensive Income (Loss)	5	18
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	21	18
Interest rate contracts | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
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]
Net Income (Loss)	-1	1
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	1
Foreign currency exchange rate contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	7	14
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	9	14
Foreign currency exchange rate contracts | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	-1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	2	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	2	-1
Credit contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	12	23
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	-3
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	11	16
Credit contracts | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	-4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	-1	-4
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-1	-4
Equity market contracts
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	-30	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	0	0
Balance, end of period	-39	0
Equity market contracts | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Equity market contracts | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	0	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	0
Equity market contracts | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-10	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	-10	0
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-10	0
Net Embedded Derivatives
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning of period	-67	48
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	-47	15
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	-184	-28
Net Embedded Derivatives | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-67	-88
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Net Income (Loss)	-70	-91
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	-67	-88
FVO general account securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	14	14
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	14
FVO general account securities | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	308	338
Other Comprehensive Income (Loss)	0	0
Purchases	60	28
Sales	-49	-5
Issuances	0	0
Settlements	-12	-12
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	329	352
Residential mortgage loans - FVO | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	22	3
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	22	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)	22	3
Residential mortgage loans - FVO | Net investment gains (losses)
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 | Net derivative gains (losses)
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
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	-35	-43
Other Comprehensive Income (Loss)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	5	1
Transfers into Level 3	0	0
Transfers out of Level 3	0	18
Balance, end of period	-30	-24
Long-term Debt | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	4,937	5,269
Other Comprehensive Income (Loss)	45	123
Purchases	288	382
Sales	-118	-165
Issuances	0	0
Settlements	0	0
Transfers into Level 3	93	164
Transfers out of Level 3	-55	-476
Balance, end of period	5,189	5,290
U.S. corporate | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	-1	-1
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 | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	-6
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	0	-6
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	-6
U.S. corporate | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	0	62
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	-42
Balance, end of period	0	20
U.S. Treasury and agency | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	3,591	3,198
Other Comprehensive Income (Loss)	-66	91
Purchases	4	143
Sales	-72	-23
Issuances	0	0
Settlements	0	0
Transfers into Level 3	82	129
Transfers out of Level 3	-25	-345
Balance, end of period	3,507	3,194
Foreign corporate | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	3	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
Foreign corporate | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	-10	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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	3,629	2,513
Other Comprehensive Income (Loss)	-10	-15
Purchases	233	346
Sales	-203	-157
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	133
Transfers out of Level 3	-104	-50
Balance, end of period	3,557	2,784
RMBS | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	10	9
Changes in Unrealized Gains (Losses) Included in Net Income (Loss)	11	9
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)	11	9
RMBS | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	2	5
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
RMBS | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	449	430
Other Comprehensive Income (Loss)	-10	2
Purchases	0	8
Sales	-93	-17
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	18
Transfers out of Level 3	-33	-125
Balance, end of period	313	316
CMBS | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	1,492	2,526
Other Comprehensive Income (Loss)	-13	66
Purchases	317	429
Sales	-171	-252
Issuances	0	0
Settlements	0	0
Transfers into Level 3	8	84
Transfers out of Level 3	-302	-1,370
Balance, end of period	1,325	1,445
ABS | Net investment income
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	0	4
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 | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	-6	-42
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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	202	274
Other Comprehensive Income (Loss)	28	11
Purchases	1	0
Sales	-41	-31
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	100
Transfers out of Level 3	0	-143
Balance, end of period	167	205
Foreign government | Net investment income
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 | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	-23	-6
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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	52	50
Other Comprehensive Income (Loss)	3	7
Purchases	3	3
Sales	0	-5
Issuances	0	0
Settlements	0	0
Transfers into Level 3	1	0
Transfers out of Level 3	0	0
Balance, end of period	59	57
Common stock | Net investment income
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 | Net investment gains (losses)
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	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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	163	278
Other Comprehensive Income (Loss)	-1	5
Purchases	4	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	33
Transfers out of Level 3	0	0
Balance, end of period	166	316
Non-redeemable preferred stock | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	5	12
Other Comprehensive Income (Loss)	0	0
Purchases	5	11
Sales	0	-5
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	-7
Balance, end of period	10	11
Actively Traded Securities | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	230	175
Other Comprehensive Income (Loss)	0	0
Purchases	880	646
Sales	-2	-39
Issuances	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	-228	-96
Balance, end of period	880	686
Short-term Investments | Net investment income
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 | Net investment gains (losses)
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 | Net derivative gains (losses)
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
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	1,615	1,209
Other Comprehensive Income (Loss)	0	0
Purchases	189	281
Sales	-106	-44
Issuances	1	24
Settlements	-1	-2
Transfers into Level 3	0	18
Transfers out of Level 3	-6	-57
Balance, end of period	1,725	1,464
Separate account assets | Net investment income
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 | Net investment gains (losses)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Income (Loss)	33	35
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 | Net derivative gains (losses)
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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]
Carrying value at estimated fair value	$50,999	$49,059
Residential Mortgage Loans - FVO
Fair Value, Option, Quantitative Disclosures [Line Items]
Unpaid principal balance	466	436
Difference between estimated fair value and unpaid principal balance	-137	-128
Carrying value at estimated fair value	329	308
Loans in non-accrual status	$162	$125

Fair_Value_Fair_Value_Option_f1

Fair Value (Fair Value Option for Long-term Debt) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]
Carrying value at estimated fair value	$2,017	$2,027
Long-term Debt
Fair Value, Option, Quantitative Disclosures [Line Items]
Contractual principal balance	105	115
Difference between estimated fair value and contractual principal balance	3	2
Carrying value at estimated fair value	108	117
Consolidated Securitization Entities
Fair Value, Option, Quantitative Disclosures [Line Items]
Contractual principal balance	26	26
Difference between estimated fair value and contractual principal balance	-14	-13
Carrying value at estimated fair value	$12	$13

Fair_Value_Nonrecurring_Fair_V

Fair Value (Nonrecurring Fair Value Measurements) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Level 3 | Mortgage loans, net
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Carrying Value After Measurement	$92	$163
Level 3 | Other limited partnership interests
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Carrying Value After Measurement	22	0
Nonrecurring | Mortgage loans, net
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Gains (Losses)	4	0
Nonrecurring | Other limited partnership interests
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Gains (Losses)	($10)	$0

Fair_Value_Financial_Instrumen

Fair Value (Financial Instruments Carried at Other Than Fair Value) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets
Policy loans	$8,512	$8,491
Liabilities
Separate account liabilities	145,003	139,335
Estimated Fair Value
Assets
Mortgage loans	52,659	50,992
Policy loans	10,560	10,410
Real estate joint ventures	54	54
Other limited partnership interests	754	819
Other invested assets	2,464	2,490
Premiums, reinsurance and other receivables	15,960	14,701
Liabilities
Policyholder account balances	75,134	75,481
Long-term debt	2,322	2,297
Other liabilities	22,736	20,742
Separate account liabilities	63,296	60,840
Estimated Fair Value | Level 1
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	0
Premiums, reinsurance and other receivables	0	0
Liabilities
Policyholder account balances	0	0
Long-term debt	0	0
Other liabilities	0	0
Separate account liabilities	0	0
Estimated Fair Value | Level 2
Assets
Mortgage loans	0	0
Policy loans	795	796
Real estate joint ventures	0	0
Other limited partnership interests	0	0
Other invested assets	2,253	2,270
Premiums, reinsurance and other receivables	1,334	94
Liabilities
Policyholder account balances	0	0
Long-term debt	2,057	2,029
Other liabilities	2,544	609
Separate account liabilities	63,296	60,840
Estimated Fair Value | Level 3
Assets
Mortgage loans	52,659	50,992
Policy loans	9,765	9,614
Real estate joint ventures	54	54
Other limited partnership interests	754	819
Other invested assets	211	220
Premiums, reinsurance and other receivables	14,626	14,607
Liabilities
Policyholder account balances	75,134	75,481
Long-term debt	265	268
Other liabilities	20,192	20,133
Separate account liabilities	0	0
Carrying Value
Assets
Mortgage loans	50,670	48,751
Policy loans	8,512	8,491
Real estate joint ventures	24	30
Other limited partnership interests	582	635
Other invested assets	2,383	2,385
Premiums, reinsurance and other receivables	15,056	13,845
Liabilities
Policyholder account balances	73,079	73,225
Long-term debt	1,897	1,897
Other liabilities	22,007	20,139
Separate account liabilities	$63,296	$60,840

Fair_Value_Recurring_Fair_Valu1

Fair Value (Recurring Fair Value Measurements) (Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Equity Securities	$2,097	$2,065
Net Embedded Derivatives
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Equity Securities	($221)	($150)

Fair_Value_Nonrecurring_Fair_V1

Fair Value (Nonrecurring Fair Value Measurements) (Narrative) (Details) (Private Equity And Debt Funds)	3 Months Ended
	Mar. 31, 2015
Minimum
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Liquidation period	2 years
Maximum
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, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	$5,034	$2,158
OCI before reclassifications	271	2,965
Deferred income tax benefit (expense)	-97	-1,037
OCI before reclassifications, net of income tax	5,208	4,086
Amounts reclassified from AOCI	612	33
Deferred income tax benefit (expense)	-214	-12
Amounts reclassified from AOCI, net of income tax	398	21
Balance, end of period	5,606	4,107
Unrealized Investment Gains (Losses), Net of Related Offsets
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	6,200	3,468
OCI before reclassifications	165	2,708
Deferred income tax benefit (expense)	-57	-946
OCI before reclassifications, net of income tax	6,308	5,230
Amounts reclassified from AOCI	35	37
Deferred income tax benefit (expense)	-12	-13
Amounts reclassified from AOCI, net of income tax	23	24
Balance, end of period	6,331	5,254
Unrealized Gains (Losses) on Derivatives
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	1,073	236
OCI before reclassifications	139	249
Deferred income tax benefit (expense)	-49	-87
OCI before reclassifications, net of income tax	1,163	398
Amounts reclassified from AOCI	521	-48
Deferred income tax benefit (expense)	-182	17
Amounts reclassified from AOCI, net of income tax	339	-31
Balance, end of period	1,502	367
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	-3	31
OCI before reclassifications	-33	7
Deferred income tax benefit (expense)	9	-4
OCI before reclassifications, net of income tax	-27	34
Amounts reclassified from AOCI	0	0
Deferred income tax benefit (expense)	0	0
Amounts reclassified from AOCI, net of income tax	0	0
Balance, end of period	-27	34
Defined Benefit Plans Adjustment
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance, beginning of period	-2,236	-1,577
OCI before reclassifications	0	1
Deferred income tax benefit (expense)	0	0
OCI before reclassifications, net of income tax	-2,236	-1,576
Amounts reclassified from AOCI	56	44
Deferred income tax benefit (expense)	-20	-16
Amounts reclassified from AOCI, net of income tax	36	28
Balance, end of period	($2,200)	($1,548)

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, 2015	Mar. 31, 2014
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net investment gains (losses)	$225	($32)
Net derivative gains (losses)	500	119
Net investment income	2,966	2,947
Income (loss) from continuing operations before provision for income tax	1,692	1,148
Provision for income tax expense (benefit)	-502	-320
Net income (loss)	1,190	825
Reclassification out of Accumulated Other Comprehensive Income
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income (loss)	-398	-21
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Investment Gains (Losses), Net of Related Offsets
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net investment gains (losses)	50	-87
Net derivative gains (losses)	-110	33
Net investment income	25	17
Income (loss) from continuing operations before provision for income tax	-35	-37
Provision for income tax expense (benefit)	12	13
Net income (loss)	-23	-24
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income (loss) from continuing operations before provision for income tax	-521	48
Provision for income tax expense (benefit)	182	-17
Net income (loss)	-339	31
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives | Interest rate swaps
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net derivative gains (losses)	5	16
Net investment income	2	2
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives | Interest rate forwards
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net derivative gains (losses)	2	0
Net investment income	1	1
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives | Foreign currency swaps
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net derivative gains (losses)	-532	30
Net investment income	0	-1
Reclassification out of Accumulated Other Comprehensive Income | Unrealized Gains (Losses) on Derivatives | Credit forwards
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net derivative gains (losses)	1	0
Reclassification out of Accumulated Other Comprehensive Income | Defined Benefit Plans Adjustment
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Amortization of net actuarial gains (losses)	-57	-44
Amortization of prior service (costs) credit	1	0
Income (loss) from continuing operations before provision for income tax	-56	-44
Provision for income tax expense (benefit)	20	16
Net income (loss)	($36)	($28)

Other_Expenses_Other_Expenses_

Other Expenses (Other Expenses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Other Income and Expenses [Abstract]
Compensation	$548	$483
Pension, postretirement and postemployment benefit costs	54	87
Commissions	151	182
Volume-related costs	39	-88
Affiliated interest costs on ceded and assumed reinsurance	219	240
Capitalization of DAC	-112	-100
Amortization of DAC and VOBA	208	242
Interest expense on debt	32	39
Premium taxes, licenses and fees	88	77
Professional services	239	224
Rent and related expenses, net of sublease income	19	32
Other	5	-70
Total other expenses	$1,490	$1,348

Employee_Benefit_Plans_Net_Per

Employee Benefit Plans (Net Periodic Benefit Costs) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Pension Benefits U.S. Plans [Member]
Components of net periodic benefit costs
Service costs	$54	$46
Interest costs	101	103
Expected return on plan assets	-134	-111
Amortization of net actuarial (gains) losses	47	41
Amortization of prior service costs (credit)	0	0
Allocated to affiliates	-53	-77
Net periodic benefit costs	53	77
Other Postretirement Benefits U.S. Plans [Member]
Components of net periodic benefit costs
Service costs	4	3
Interest costs	22	21
Expected return on plan assets	-20	-18
Amortization of net actuarial (gains) losses	10	2
Amortization of prior service costs (credit)	-1	0
Allocated to affiliates	-11	-8
Net periodic benefit costs	11	8
Affiliated Entity | Pension Benefits U.S. Plans [Member]
Components of net periodic benefit costs
Allocated to affiliates	15	2
Net periodic benefit costs	-15	-2
Affiliated Entity | Other Postretirement Benefits U.S. Plans [Member]
Components of net periodic benefit costs
Allocated to affiliates	4	0
Net periodic benefit costs	($4)	$0

Contingencies_Commitments_and_1

Contingencies, Commitments and Guarantees (Contingencies - Narrative) (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	Claims	Claims	Claims
Minimum
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
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	400,000,000
Superfund Site Settlement Agreements
Loss Contingencies
Number of regulatory matters and other claims	2
Maximum estimate of aggregate costs to resolve matter	1,000,000
Maximum estimate of costs for environmental testing	100,000
Superfund Site Settlement Agreements | Minimum
Loss Contingencies
Damages Sought	1,000,000
C-Mart, Inc. V. Metropolitan Life Insurance Company, Et Al | Maximum
Loss Contingencies
Loss Contingency, Estimate of Possible Loss	23,000,000
Asbestos Related Claims
Loss Contingencies
Asbestos-Related Claims	1,046	1,366	4,636

Contingencies_Commitments_and_2

Contingencies, Commitments and Guarantees (Commitments and Guarantees - Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Billions, unless otherwise specified
Commitments to Fund Partnership Investments, Bank Credit Facilities, Bridge Loans and Private Corporate Bond Investments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$3.90	$3.60
Mortgage Loan Commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$4.30	$3.90

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, 2015	Mar. 31, 2014
Premiums:
Net premiums	$5,138	$4,984
Universal life and investment-type product policy fees:
Net universal life and investment-type product policy fees	636	593
Other revenues:
Net other revenues	397	426
Policyholder benefits and claims:
Net policyholder benefits and claims	5,839	5,716
Interest Credited To Policyholder Account Balances [Abstract]
Net interest credited to policyholder account balances	537	529
Other expenses:
Net other expenses	1,490	1,348
Affiliated Entity
Universal life and investment-type product policy fees:
Net universal life and investment-type product policy fees	34	30
Other revenues:
Net other revenues	40	35
Affiliated Entity | Assumed Reinsurance [Member]
Premiums:
Reinsurance assumed	161	221
Universal life and investment-type product policy fees:
Reinsurance assumed	12	12
Other revenues:
Reinsurance assumed	1	-3
Policyholder benefits and claims:
Reinsurance assumed	172	230
Interest Credited To Policyholder Account Balances [Abstract]
Reinsurance assumed	9	8
Other expenses:
Reinsurance assumed	66	88
Affiliated Entity | Ceded Reinsurance [Member]
Premiums:
Reinsurance ceded	-15	-13
Universal life and investment-type product policy fees:
Reinsurance ceded	-36	-67
Other revenues:
Reinsurance ceded	162	158
Policyholder benefits and claims:
Reinsurance ceded	-28	-37
Interest Credited To Policyholder Account Balances [Abstract]
Reinsurance ceded	-22	-26
Other expenses:
Reinsurance ceded	150	148
Affiliated Entity | Reinsurance [Member]
Premiums:
Net premiums	146	208
Universal life and investment-type product policy fees:
Net universal life and investment-type product policy fees	-24	-55
Other revenues:
Net other revenues	163	155
Policyholder benefits and claims:
Net policyholder benefits and claims	144	193
Interest Credited To Policyholder Account Balances [Abstract]
Net interest credited to policyholder account balances	-13	-18
Other expenses:
Net other expenses	$216	$236

Related_Party_Transactions_Eff1

Related Party Transactions (Effects of Affiliated Reinsurance on Balance Sheets) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets
Premiums, reinsurance and other receivables	$25,627	$23,439
Deferred policy acquisition costs and value of business acquired	5,882	5,975
Liabilities:
Liability for Future Policy Benefits	118,618	117,402
Policyholder account balances	95,847	95,902
Other policy-related balances	7,492	5,840
Other Liabilities	36,194	33,447
Assumed Reinsurance [Member] | Affiliated Entity
Assets
Premiums, reinsurance and other receivables	361	257
Deferred policy acquisition costs and value of business acquired	385	370
Total assets	746	627
Liabilities:
Liability for Future Policy Benefits	1,201	1,146
Policyholder account balances	307	288
Other policy-related balances	316	264
Other Liabilities	6,546	6,610
Total liabilities	8,370	8,308
Ceded Reinsurance [Member] | Affiliated Entity
Assets
Premiums, reinsurance and other receivables	15,491	15,453
Deferred policy acquisition costs and value of business acquired	-237	-231
Total assets	15,254	15,222
Liabilities:
Liability for Future Policy Benefits	0	0
Policyholder account balances	0	0
Other policy-related balances	34	32
Other Liabilities	13,598	13,545
Total liabilities	$13,632	$13,577

Related_Party_Transactions_Ser

Related Party Transactions (Service Agreements - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Related Party Transaction, Due from (to) Related Party [Abstract]
Net receivables (payables) due from (to) affiliates	$107		($169)
Related Party Transaction [Line Items]
Other expenses	1,490	1,348
Universal life and investment-type product policy fees	636	593
Other revenues	397	426
Affiliated Entity
Related Party Transaction [Line Items]
Universal life and investment-type product policy fees	34	30
Other revenues	40	35
Affiliated Entity | Services Necessary To Conduct The Company's Activities
Related Party Transaction [Line Items]
Other expenses	541	589
Affiliated Entity | Services Necessary To Conduct The Affiliates' Activities
Related Party Transaction [Line Items]
Other expenses	$370	$312

Related_Party_Transactions_Rei

Related Party Transactions (Reinsurance Transactions - Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Reinsurance Disclosures [Abstract]
Embedded Derivative, Fair Value of Embedded Derivative Liability	$904		$731
Net derivatives gains (losses)	-102	-97
Embedded Derivative, Fair Value of Embedded Derivative Asset	491		507
Policyholder Contract Deposits	95,847		95,902
Other liabilities relating to variable interest entities	36,194		33,447
Affiliated Entity | Funds Withheld On Ceded Reinsurance [Member]
Reinsurance Disclosures [Abstract]
Coinsurance Funds Withheld Basis, Percent	75.00%
Embedded Derivative, Fair Value of Embedded Derivative Liability	21		20
Net derivatives gains (losses)		-20
Affiliated Entity | Funds Withheld On Ceded Reinsurance [Member] | Maximum
Reinsurance Disclosures [Abstract]
Net derivatives gains (losses)	-1
Affiliated Entity | Ceded Guaranteed Minimum Benefit [Member]
Reinsurance Disclosures [Abstract]
Net derivatives gains (losses)	53	140
Embedded Derivative, Fair Value of Embedded Derivative Asset	712		657
Affiliated Entity | Closed Block Liabilities Ceded To MetLife Reinsurance Of Charleston [Member]
Reinsurance Disclosures [Abstract]
Embedded Derivative, Fair Value of Embedded Derivative Liability	1,200		1,100
Net derivatives gains (losses)	-88	-203
Affiliated Entity | MLIC NY Separate Accts [Member]
Reinsurance Disclosures [Abstract]
Policyholder Contract Deposits	4		4
Affiliated Entity | MLIC NY Separate Accts [Member] | Maximum
Reinsurance Disclosures [Abstract]
Net derivatives gains (losses)	-1	-2
Affiliated Entity | Variable Annuity FMLI [Member]
Reinsurance Disclosures [Abstract]
Net derivatives gains (losses)	-24
Policyholder Contract Deposits	91		68
Modco Variable Annuity Percentage	100.00%
Other liabilities relating to variable interest entities	259		269
Cash, Cash Equivalents, and Short-term Investments			$218