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Investments and Derivative Instruments Level 3 (Tables) | 12 Months Ended
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Dec. 31, 2015 | Dec. 31, 2014
Investments [Abstract] |  |
Investment Income [Table Text Block] | Net Investment Income (Loss)
| For the years ended December 31,
(Before-tax) | 2015 | 2014 | 2013
Fixed maturities [1] | $ | 2,409 |  | $ | 2,420 |  | $ | 2,552 |
Equity securities | 25 |  | 38 |  | 30 |
Mortgage loans | 267 |  | 265 |  | 260 |
Policy loans | 82 |  | 80 |  | 83 |
Limited partnerships and other alternative investments | 227 |  | 294 |  | 287 |
Other investments [2] | 138 |  | 179 |  | 167 |
Investment expenses | (118 | ) | (122 | ) | (115 | )
Total net investment income | $ | 3,030 |  | $ | 3,154 |  | $ | 3,264 |
[1] | Includes net investment income on short-term investments.
[2] | Includes income from derivatives that hedge fixed maturities and qualify for hedge accounting.
Realized Gain (Loss) on Investments [Table Text Block] | Net Realized Capital Gains (Losses)
| For the years ended December 31,
(Before-tax) | 2015 | 2014 | 2013
Gross gains on sales [1] | $ | 460 |  | $ | 527 |  | $ | 2,313 |
Gross losses on sales | (405 | ) | (250 | ) | (659 | )
Net OTTI losses recognized in earnings | (102 | ) | (59 | ) | (73 | )
Valuation allowances on mortgage loans | (5 | ) | (4 | ) | (1 | )
Periodic net coupon settlements on credit derivatives | 11 |  | 1 |  | (8 | )
Results of variable annuity hedge program |  |  |  |
GMWB derivatives, net | (87 | ) | 5 |  | 262 |
Macro hedge program | (46 | ) | (11 | ) | (234 | )
Total results of variable annuity hedge program | (133 | ) | (6 | ) | 28 |
Other, net [2] | 18 |  | (193 | ) | 198 |
Net realized capital gains (losses) | $ | (156 | ) | $ | 16 |  | $ | 1,798 |
[1] | Includes $1.5 billion of gains relating to the sales of the Retirement Plans and Individual Life businesses in the year ended December 31, 2013.
[2] | Primarily consists of changes in the value of non-qualifying derivatives, transactional foreign currency revaluation gains (losses) on yen denominated fixed payout annuity liabilities and gains (losses) on non-qualifying derivatives used to hedge the foreign currency exposure of the liabilities. For the years ended December 31, 2015, 2014, and 2013, gains (losses) from transactional foreign currency revaluation of the yen denominated fixed payout annuity liabilities were $4, $116, and $250, respectively. For the years ended December 31, 2015, 2014, and 2013, gains (losses) on instruments used to hedge the foreign currency exposure on the yen denominated fixed payout annuities were $(21), $(148), and $(268), respectively. Also includes gains of $71 relating to the sales of the Retirement Plans and Individual Life businesses for the year ended December 31, 2013
Available-for-sale Securities [Table Text Block] |
| For the years ended December 31,
| 2015 | 2014 | 2013
Fixed maturities, AFS |  |  |
Sale proceeds | $ | 20,615 |  | $ | 22,923 |  | $ | 39,225 |
Gross gains [1] | 372 |  | 456 |  | 2,143 |
Gross losses | (317 | ) | (182 | ) | (654 | )
Equity securities, AFS |  |  |
Sale proceeds | $ | 1,319 |  | $ | 354 |  | $ | 274 |
Gross gains | 61 |  | 22 |  | 96 |
Gross losses | (46 | ) | (20 | ) | (20 | )
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block] |
| For the years ended December 31,
(Before-tax) | 2015 | 2014 | 2013
Balance as of beginning of period | $ | (424 | ) | $ | (552 | ) | $ | (1,013 | )
Additions for credit impairments recognized on [1]: |  |  |
Securities not previously impaired | (15 | ) | (15 | ) | (19 | )
Securities previously impaired | (14 | ) | (22 | ) | (13 | )
Reductions for credit impairments previously recognized on: |  |  |
Securities that matured or were sold during the period | 68 |  | 138 |  | 469 |
Securities the Company made the decision to sell or more likely than not will be required to sell | 2 |  | — |  | 2 |
Securities due to an increase in expected cash flows | 59 |  | 27 |  | 22 |
Balance as of end of period | $ | (324 | ) | $ | (424 | ) | $ | (552 | )
[1] | These additions are included in the net OTTI losses recognized in earnings in the Consolidated Statements of Operations.
Schedule of Available-for-sale Securities Reconciliation [Table Text Block] |
| December 31, 2015 | December 31, 2014
| Cost or Amortized Cost | Gross Unrealized Gains | Gross Unrealized Losses | Fair Value | Non- Credit OTTI [1] | Cost or Amortized Cost | Gross Unrealized Gains | Gross Unrealized Losses | Fair Value | Non- Credit OTTI [1]
ABS | $ | 2,520 |  | $ | 24 |  | $ | (45 | ) | $ | 2,499 |  | $ | — |  | $ | 2,470 |  | $ | 39 |  | $ | (37 | ) | $ | 2,472 |  | $ | (1 | )
CDOs [2] | 2,989 |  | 75 |  | (23 | ) | 3,038 |  | — |  | 2,776 |  | 98 |  | (36 | ) | 2,841 |  | — |
CMBS | 4,668 |  | 105 |  | (56 | ) | 4,717 |  | (8 | ) | 4,235 |  | 196 |  | (16 | ) | 4,415 |  | (6 | )
Corporate | 25,876 |  | 1,342 |  | (416 | ) | 26,802 |  | (3 | ) | 25,188 |  | 2,382 |  | (211 | ) | 27,359 |  | (3 | )
Foreign govt./govt. agencies | 1,321 |  | 34 |  | (47 | ) | 1,308 |  | — |  | 1,592 |  | 73 |  | (29 | ) | 1,636 |  | — |
Municipal | 11,124 |  | 1,008 |  | (11 | ) | 12,121 |  | — |  | 11,735 |  | 1,141 |  | (5 | ) | 12,871 |  | — |
RMBS | 3,986 |  | 82 |  | (22 | ) | 4,046 |  | — |  | 3,815 |  | 122 |  | (19 | ) | 3,918 |  | (1 | )
U.S. Treasuries | 4,481 |  | 222 |  | (38 | ) | 4,665 |  | — |  | 3,551 |  | 326 |  | (5 | ) | 3,872 |  | — |
Total fixed maturities, AFS | 56,965 |  | 2,892 |  | (658 | ) | 59,196 |  | (11 | ) | 55,362 |  | 4,377 |  | (358 | ) | 59,384 |  | (11 | )
Equity securities, AFS [3] | 842 |  | 38 |  | (41 | ) | 839 |  | — |  | 676 |  | 50 |  | (27 | ) | 699 |  | — |
Total AFS securities | $ | 57,807 |  | $ | 2,930 |  | $ | (699 | ) | $ | 60,035 |  | $ | (11 | ) | $ | 56,038 |  | $ | 4,427 |  | $ | (385 | ) | $ | 60,083 |  | $ | (11 | )
[1] | Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of December 31, 2015 and 2014.
[2] | Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivatives within certain securities. Subsequent changes in value are recorded in net realized capital gains (losses).
[3] | Excludes equity securities, FVO with a cost and fair value of $293 and $282, respectively, as of December 31, 2015, and $351 and $348 as of December 31, 2014.
Investments Classified by Contractual Maturity Date [Table Text Block] | The following table presents the Company’s fixed maturities, AFS, by contractual maturity year.
| December 31, 2015 | December 31, 2014
Contractual Maturity | Amortized Cost | Fair Value | Amortized Cost | Fair Value
One year or less | $ | 2,373 |  | $ | 2,405 |  | $ | 2,141 |  | $ | 2,168 |
Over one year through five years | 10,929 |  | 11,200 |  | 11,264 |  | 11,827 |
Over five years through ten years | 9,322 |  | 9,497 |  | 8,802 |  | 9,226 |
Over ten years | 20,178 |  | 21,794 |  | 19,859 |  | 22,517 |
Subtotal | 42,802 |  | 44,896 |  | 42,066 |  | 45,738 |
Mortgage-backed and asset-backed securities | 14,163 |  | 14,300 |  | 13,296 |  | 13,646 |
Total fixed maturities, AFS | $ | 56,965 |  | $ | 59,196 |  | $ | 55,362 |  | $ | 59,384 |
Estimated maturities may differ from contractual maturities due to security call or prepayment provisions. Due to the potential for variability in payment speeds (i.e. prepayments or extensions), mortgage-backed and asset-backed securities are not categorized by contractual maturity. |
Schedule of Unrealized Loss on Investments [Table Text Block] | Unrealized Losses on AFS Securities The following tables present the Company’s unrealized loss aging for AFS securities by type and length of time the security was in a continuous unrealized loss position.
| December 31, 2015
| Less Than 12 Months |  | 12 Months or More |  | Total
| Amortized Cost | Fair Value | Unrealized Losses |  | Amortized Cost | Fair Value | Unrealized Losses |  | Amortized Cost | Fair Value | Unrealized Losses
ABS | $ | 1,619 |  | $ | 1,609 |  | $ | (10 | ) |  | $ | 357 |  | $ | 322 |  | $ | (35 | ) |  | $ | 1,976 |  | $ | 1,931 |  | $ | (45 | )
CDOs [1] | 1,164 |  | 1,154 |  | (10 | ) |  | 1,243 |  | 1,227 |  | (13 | ) |  | 2,407 |  | 2,381 |  | (23 | )
CMBS | 1,726 |  | 1,681 |  | (45 | ) |  | 189 |  | 178 |  | (11 | ) |  | 1,915 |  | 1,859 |  | (56 | )
Corporate | 9,206 |  | 8,866 |  | (340 | ) |  | 656 |  | 580 |  | (76 | ) |  | 9,862 |  | 9,446 |  | (416 | )
Foreign govt./govt. agencies | 679 |  | 646 |  | (33 | ) |  | 124 |  | 110 |  | (14 | ) |  | 803 |  | 756 |  | (47 | )
Municipal | 440 |  | 430 |  | (10 | ) |  | 18 |  | 17 |  | (1 | ) |  | 458 |  | 447 |  | (11 | )
RMBS | 1,349 |  | 1,340 |  | (9 | ) |  | 415 |  | 402 |  | (13 | ) |  | 1,764 |  | 1,742 |  | (22 | )
U.S. Treasuries | 2,432 |  | 2,394 |  | (38 | ) |  | 8 |  | 8 |  | — |  |  | 2,440 |  | 2,402 |  | (38 | )
Total fixed maturities, AFS | 18,615 |  | 18,120 |  | (495 | ) |  | 3,010 |  | 2,844 |  | (163 | ) |  | 21,625 |  | 20,964 |  | (658 | )
Equity securities, AFS [2] | 480 |  | 449 |  | (31 | ) |  | 62 |  | 52 |  | (10 | ) |  | 542 |  | 501 |  | (41 | )
Total securities in an unrealized loss position | $ | 19,095 |  | $ | 18,569 |  | $ | (526 | ) |  | $ | 3,072 |  | $ | 2,896 |  | $ | (173 | ) |  | $ | 22,167 |  | $ | 21,465 |  | $ | (699 | )
| December 31, 2014
| Less Than 12 Months |  | 12 Months or More |  | Total
| Amortized Cost | Fair Value | Unrealized Losses |  | Amortized Cost | Fair Value | Unrealized Losses |  | Amortized Cost | Fair Value | Unrealized Losses
ABS | $ | 897 |  | $ | 893 |  | $ | (4 | ) |  | $ | 473 |  | $ | 440 |  | $ | (33 | ) |  | $ | 1,370 |  | $ | 1,333 |  | $ | (37 | )
CDOs [1] | 748 |  | 743 |  | (5 | ) |  | 1,489 |  | 1,461 |  | (31 | ) |  | 2,237 |  | 2,204 |  | (36 | )
CMBS | 230 |  | 227 |  | (3 | ) |  | 319 |  | 306 |  | (13 | ) |  | 549 |  | 533 |  | (16 | )
Corporate | 3,082 |  | 2,980 |  | (102 | ) |  | 1,177 |  | 1,068 |  | (109 | ) |  | 4,259 |  | 4,048 |  | (211 | )
Foreign govt./govt. agencies | 363 |  | 349 |  | (14 | ) |  | 227 |  | 212 |  | (15 | ) |  | 590 |  | 561 |  | (29 | )
Municipal | 74 |  | 73 |  | (1 | ) |  | 86 |  | 82 |  | (4 | ) |  | 160 |  | 155 |  | (5 | )
RMBS | 320 |  | 318 |  | (2 | ) |  | 433 |  | 416 |  | (17 | ) |  | 753 |  | 734 |  | (19 | )
U.S. Treasuries | 432 |  | 431 |  | (1 | ) |  | 361 |  | 357 |  | (4 | ) |  | 793 |  | 788 |  | (5 | )
Total fixed maturities, AFS | 6,146 |  | 6,014 |  | (132 | ) |  | 4,565 |  | 4,342 |  | (226 | ) |  | 10,711 |  | 10,356 |  | (358 | )
Equity securities, AFS [2] | 172 |  | 160 |  | (12 | ) |  | 102 |  | 87 |  | (15 | ) |  | 274 |  | 247 |  | (27 | )
Total securities in an unrealized loss position | $ | 6,318 |  | $ | 6,174 |  | $ | (144 | ) |  | $ | 4,667 |  | $ | 4,429 |  | $ | (241 | ) |  | $ | 10,985 |  | $ | 10,603 |  | $ | (385 | )
[1] | Unrealized losses exclude the change in fair value of bifurcated embedded derivatives within certain securities, for which changes in fair value are recorded in net realized capital gains (losses).
[2] | As of December 31, 2015 and 2014, excludes equity securities, FVO which are included in equity securities, AFS on the Consolidated Balance Sheets.
Mortgage Loans [Table Text Block] | Mortgage Loans Mortgage Loan Valuation Allowances The Company’s security monitoring process reviews mortgage loans on a quarterly basis to identify potential credit losses. Commercial mortgage loans are considered to be impaired when management estimates that, based upon current information and events, it is probable that the Company will be unable to collect amounts due according to the contractual terms of the loan agreement. Criteria used to determine if an impairment exists include, but are not limited to: current and projected macroeconomic factors, such as unemployment rates, and property-specific factors such as rental rates, occupancy levels, LTV ratios and debt service coverage ratios (“DSCR”). In addition, the Company considers historic, current and projected delinquency rates and property values. These assumptions require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates. In addition, projections of expected future cash flows may change based upon new information regarding the performance of the borrower and/or underlying collateral such as changes in the projections of the underlying property value estimates. For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate, (b) the loan’s observable market price or, most frequently, (c) the fair value of the collateral. A valuation allowance has been established for either individual loans or as a projected loss contingency for loans with an LTV ratio of 90% or greater and after consideration of other credit quality factors, including DSCR. Changes in valuation allowances are recorded in net realized capital gains and losses. Interest income on impaired loans is accrued to the extent it is deemed collectible and the loans continue to perform under the original or restructured terms. Interest income ceases to accrue for loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement. Loans may resume accrual status when it is determined that sufficient collateral exists to satisfy the full amount of the loan and interest payments, as well as when it is probable cash will be received in the foreseeable future. Interest income on defaulted loans is recognized when received.
| December 31, 2015 |  | December 31, 2014
| Amortized Cost [1] | Valuation Allowance | Carrying Value |  | Amortized Cost [1] | Valuation Allowance | Carrying Value
Total commercial mortgage loans | $ | 5,647 |  | $ | (23 | ) | $ | 5,624 |  |  | $ | 5,574 |  | $ | (18 | ) | $ | 5,556 |
[1] | Amortized cost represents carrying value prior to valuation allowances, if any.
Valuation Allowance for Mortgage Loans [Table Text Block] | The following table presents the activity within the Company’s valuation allowance for mortgage loans. These loans have been evaluated both individually and collectively for impairment. Loans evaluated collectively for impairment are immaterial.
| For the years ended December 31,
| 2015 | 2014 | 2013
Balance as of January 1 | $ | (18 | ) | $ | (67 | ) | $ | (68 | )
(Additions)/Reversals | (7 | ) | (4 | ) | (2 | )
Deductions | 2 |  | 53 |  | 3 |
Balance as of December 31 | $ | (23 | ) | $ | (18 | ) | $ | (67 | )
Commercial Mortgage Loans Credit Quality [Table Text Block] | The following tables present the carrying value of the Company’s mortgage loans by region and property type.
Mortgage Loans by Region
| December 31, 2015 |  | December 31, 2014
| Carrying Value | Percent of Total |  | Carrying Value | Percent of Total
East North Central | $ | 289 |  | 5.1 | % |  | $ | 211 |  | 3.8 | %
East South Central | 14 |  | 0.2 | % |  | — |  | — | %
Middle Atlantic | 384 |  | 6.8 | % |  | 468 |  | 8.4 | %
Mountain | 32 |  | 0.6 | % |  | 88 |  | 1.6 | %
New England | 446 |  | 7.9 | % |  | 381 |  | 6.9 | %
Pacific | 1,669 |  | 29.7 | % |  | 1,607 |  | 29.0 | %
South Atlantic | 1,174 |  | 20.9 | % |  | 1,019 |  | 18.3 | %
West North Central | 29 |  | 0.5 | % |  | 44 |  | 0.8 | %
West South Central | 318 |  | 5.7 | % |  | 302 |  | 5.4 | %
Other [1] | 1,269 |  | 22.6 | % |  | 1,436 |  | 25.8 | %
Total mortgage loans | $ | 5,624 |  | 100.0 | % |  | $ | 5,556 |  | 100.0 | %
[1] | Primarily represents loans collateralized by multiple properties in various regions.
Mortgage Loans by Property Type
| December 31, 2015 |  | December 31, 2014
| Carrying Value | Percent of Total |  | Carrying Value | Percent of Total
Commercial |  |  |  |  |
Agricultural | $ | 26 |  | 0.5 | % |  | $ | 46 |  | 0.8 | %
Industrial | 1,422 |  | 25.3 | % |  | 1,476 |  | 26.6 | %
Lodging | 26 |  | 0.5 | % |  | 26 |  | 0.5 | %
Multifamily | 1,345 |  | 23.9 | % |  | 1,190 |  | 21.4 | %
Office | 1,547 |  | 27.5 | % |  | 1,517 |  | 27.3 | %
Retail | 1,109 |  | 19.7 | % |  | 1,147 |  | 20.6 | %
Other | 149 |  | 2.6 | % |  | 154 |  | 2.8 | %
Total mortgage loans | $ | 5,624 |  | 100.0 | % |  | $ | 5,556 |  | 100.0 | %
The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR.
Commercial Mortgage Loans Credit Quality
| December 31, 2015 |  | December 31, 2014
Loan-to-value | Carrying Value | Avg. Debt-Service Coverage Ratio |  | Carrying Value | Avg. Debt-Service Coverage Ratio
Greater than 80% | $ | 24 |  | 0.81x |  | $ | 53 |  | 1.07x
65% - 80% | 623 |  | 1.82x |  | 789 |  | 1.75x
Less than 65% | 4,977 |  | 2.75x |  | 4,714 |  | 2.66x
Total commercial mortgage loans | $ | 5,624 |  | 2.63x |  | $ | 5,556 |  | 2.51x
Schedule of Variable Interest Entities [Table Text Block] |
| December 31, 2015 |  | December 31, 2014
| Total Assets | Total Liabilities [1] | Maximum Exposure to Loss [2] |  | Total Assets | Total Liabilities [1] | Maximum Exposure to Loss [2]
CDOs [3] | $ | 5 |  | $ | 5 |  | $ | — |  |  | $ | 5 |  | $ | 5 |  | $ | — |
Investment funds [4] | 159 |  | 7 |  | 151 |  |  | 238 |  | — |  | 243 |
Limited partnerships and other alternative investments | 2 |  | — |  | 2 |  |  | 3 |  | 1 |  | 2 |
Total | $ | 166 |  | $ | 12 |  | $ | 153 |  |  | $ | 246 |  | $ | 6 |  | $ | 245 |
[1] | Included in other liabilities in the Company’s Consolidated Balance Sheets.
[2] | The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Company’s investment.
[3] | Total assets included in cash in the Company’s Consolidated Balance Sheets.
[4] | Total assets included in fixed maturities, FVO, short-term investments, equity, AFS, and cash in the Company's Consolidated Balance Sheets.
Derivative Instruments [Abstract] |  |
Notional and Fair Value for GMWB Hedging Instruments [Table Text Block] |
| Notional Amount |  | Fair Value
| December 31, 2015 | December 31, 2014 |  | December 31, 2015 | December 31, 2014
Equity swaps, options, and futures | $ | 4,548 |  | $ | 5,983 |  |  | $ | 147 |  | $ | 141 |
Foreign currency options | — |  | 400 |  |  | — |  | — |
Total | $ | 4,548 |  | $ | 6,383 |  |  | $ | 147 |  | $ | 141 |
| Notional Amount |  | Fair Value
| December 31, 2015 | December 31, 2014 |  | December 31, 2015 | December 31, 2014
Customized swaps | $ | 5,877 |  | $ | 7,041 |  |  | $ | 131 |  | $ | 124 |
Equity swaps, options, and futures | 1,362 |  | 3,761 |  |  | 2 |  | 39 |
Interest rate swaps and futures | 3,740 |  | 3,640 |  |  | 25 |  | 11 |
Total | $ | 10,979 |  | $ | 14,442 |  |  | $ | 158 |  | $ | 174 |
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block] |
| Net Derivatives | Asset Derivatives | Liability Derivatives
| Notional Amount | Fair Value | Fair Value | Fair Value
Hedge Designation/ Derivative Type | Dec 31, 2015 | Dec 31, 2014 | Dec 31, 2015 | Dec 31, 2014 | Dec 31, 2015 | Dec 31, 2014 | Dec 31, 2015 | Dec 31, 2014
Cash flow hedges |  |  |  |  |  |  |  |
Interest rate swaps | $ | 3,527 |  | $ | 3,999 |  | $ | 17 |  | $ | 44 |  | $ | 50 |  | $ | 52 |  | $ | (33 | ) | $ | (8 | )
Foreign currency swaps | 143 |  | 143 |  | (19 | ) | (19 | ) | 7 |  | 3 |  | (26 | ) | (22 | )
Total cash flow hedges | 3,670 |  | 4,142 |  | (2 | ) | 25 |  | 57 |  | 55 |  | (59 | ) | (30 | )
Fair value hedges |  |  |  |  |  |  |  |
Interest rate swaps | 23 |  | 32 |  | — |  | — |  | — |  | — |  | — |  | — |
Total fair value hedges | 23 |  | 32 |  | — |  | — |  | — |  | — |  | — |  | — |
Non-qualifying strategies |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |
Interest rate swaps and futures | 14,290 |  | 15,254 |  | (814 | ) | (512 | ) | 297 |  | 536 |  | (1,111 | ) | (1,048 | )
Foreign exchange contracts |  |  |  |  |  |  |  |
Foreign currency swaps and forwards | 653 |  | 177 |  | 17 |  | 1 |  | 17 |  | 3 |  | — |  | (2 | )
Fixed payout annuity hedge | 1,063 |  | 1,319 |  | (357 | ) | (427 | ) | — |  | — |  | (357 | ) | (427 | )
Credit contracts |  |  |  |  |  |  |  |
Credit derivatives that purchase credit protection | 423 |  | 595 |  | 18 |  | (6 | ) | 22 |  | 4 |  | (4 | ) | (10 | )
Credit derivatives that assume credit risk [1] | 2,458 |  | 1,487 |  | (13 | ) | 3 |  | 9 |  | 14 |  | (22 | ) | (11 | )
Credit derivatives in offsetting positions | 4,059 |  | 5,343 |  | (2 | ) | (3 | ) | 40 |  | 53 |  | (42 | ) | (56 | )
Equity contracts |  |  |  |  |  |  |  |
Equity index swaps and options | 419 |  | 635 |  | 15 |  | 2 |  | 41 |  | 31 |  | (26 | ) | (29 | )
Variable annuity hedge program |  |  |  |  |  |  |  |
GMWB product derivatives [2] | 15,099 |  | 17,908 |  | (262 | ) | (139 | ) | — |  | — |  | (262 | ) | (139 | )
GMWB reinsurance contracts | 3,106 |  | 3,659 |  | 83 |  | 56 |  | 83 |  | 56 |  | — |  | — |
GMWB hedging instruments | 10,979 |  | 14,442 |  | 158 |  | 174 |  | 264 |  | 289 |  | (106 | ) | (115 | )
Macro hedge program | 4,548 |  | 6,383 |  | 147 |  | 141 |  | 179 |  | 180 |  | (32 | ) | (39 | )
Other |  |  |  |  |  |  |  |
Contingent capital facility put option | 500 |  | 500 |  | 7 |  | 12 |  | 7 |  | 12 |  | — |  | — |
Modified coinsurance reinsurance contracts | 895 |  | 974 |  | 79 |  | 34 |  | 79 |  | 34 |  | — |  | — |
Total non-qualifying strategies | 58,492 |  | 68,676 |  | (924 | ) | (664 | ) | 1,038 |  | 1,212 |  | (1,962 | ) | (1,876 | )
Total cash flow hedges, fair value hedges, and non-qualifying strategies | $ | 62,185 |  | $ | 72,850 |  | $ | (926 | ) | $ | (639 | ) | $ | 1,095 |  | $ | 1,267 |  | $ | (2,021 | ) | $ | (1,906 | )
Balance Sheet Location |  |  |  |  |  |  |  |
Fixed maturities, available-for-sale | $ | 425 |  | $ | 454 |  | $ | (3 | ) | $ | 2 |  | $ | — |  | $ | 2 |  | $ | (3 | ) | $ | — |
Other investments | 23,253 |  | 23,014 |  | 1 |  | 364 |  | 409 |  | 624 |  | (408 | ) | (260 | )
Other liabilities | 19,358 |  | 26,791 |  | (798 | ) | (930 | ) | 524 |  | 551 |  | (1,322 | ) | (1,481 | )
Reinsurance recoverables | 4,000 |  | 4,633 |  | 162 |  | 90 |  | 162 |  | 90 |  | — |  | — |
Other policyholder funds and benefits payable | 15,149 |  | 17,958 |  | (288 | ) | (165 | ) | — |  | — |  | (288 | ) | (165 | )
Total derivatives | $ | 62,185 |  | $ | 72,850 |  | $ | (926 | ) | $ | (639 | ) | $ | 1,095 |  | $ | 1,267 |  | $ | (2,021 | ) | $ | (1,906 | )
[1] | The derivative instruments related to this strategy are held for other investment purposes.
[2] | These derivatives are embedded within liabilities and are not held for risk management purposes.
Offsetting Assets [Table Text Block] | As of December 31, 2015
| (i) |  | (ii) |  | (iii) = (i) - (ii) | (iv) |  | (v) = (iii) - (iv)
|  |  |  |  | Net Amounts Presented in the Statement of Financial Position |  | Collateral Disallowed for Offset in the Statement of Financial Position |  |
| Gross Amounts of Recognized Assets |  | Gross Amounts Offset in the Statement of Financial Position |  | Derivative Assets [1] |  | Accrued Interest and Cash Collateral Received [2] |  | Financial Collateral Received [4] |  | Net Amount
Description |  |  |  |  |  |  |  |  |  |  |
Other investments | $ | 933 |  |  | $ | 756 |  |  | $ | 1 |  |  | $ | 176 |  |  | $ | 100 |  |  | $ | 77 |
| As of December 31, 2014
| (i) |  | (ii) |  | (iii) = (i) - (ii) | (iv) |  | (v) = (iii) - (iv)
|  |  |  |  | Net Amounts Presented in the Statement of Financial Position |  | Collateral Disallowed for Offset in the Statement of Financial Position |  |
| Gross Amounts of Recognized Assets |  | Gross Amounts Offset in the Statement of Financial Position |  | Derivative Assets [1] |  | Accrued Interest and Cash Collateral Received [2] |  | Financial Collateral Received [4] |  | Net Amount
Description |  |  |  |  |  |  |  |  |  |  |
Other investments | $ | 1,175 |  |  | $ | 969 |  |  | $ | 364 |  |  | $ | (158 | ) |  | $ | 109 |  |  | $ | 97 |
Offsetting Liabilities [Table Text Block] |
| Gross Amounts of Recognized Liabilities |  | Gross Amounts Offset in the Statement of Financial Position |  | Derivative Liabilities [3] |  | Accrued Interest and Cash Collateral Pledged [3] |  | Financial Collateral Pledged [4] |  | Net Amount
Description |  |  |  |  |  |  |  |  |  |  |
Other liabilities | $ | (1,730 | ) |  | $ | (818 | ) |  | $ | (798 | ) |  | $ | (114 | ) |  | $ | (889 | ) |  | $ | (23 | )
| Gross Amounts of Recognized Liabilities |  | Gross Amounts Offset in the Statement of Financial Position |  | Derivative Liabilities [3] |  | Accrued Interest and Cash Collateral Pledged [3] |  | Financial Collateral Pledged [4] |  | Net Amount
Description |  |  |  |  |  |  |  |  |  |  |
Other liabilities | $ | (1,741 | ) |  | $ | (799 | ) |  | $ | (927 | ) |  | $ | (15 | ) |  | $ | (1,079 | ) |  | $ | 137 |
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block] |
Derivatives in Cash Flow Hedging Relationships
| Gain (Loss) Recognized in OCI on Derivative (Effective Portion) | Net Realized Capital Gains(Losses) Recognized in Income on Derivative (Ineffective Portion)
| 2015 | 2014 | 2013 | 2015 | 2014 | 2013
Interest rate swaps | $ | 28 |  | $ | 150 |  | $ | (315 | ) | $ | — |  | $ | 2 |  | $ | (3 | )
Foreign currency swaps | — |  | (10 | ) | 12 |  | — |  | — |  | — |
Total | $ | 28 |  | $ | 140 |  | $ | (303 | ) | $ | — |  | $ | 2 |  | $ | (3 | )
Derivatives in Cash Flow Hedging Relationships
|  | Gain (Loss) Reclassified from AOCI into Income (Effective Portion)
| Location | 2015 | 2014 | 2013
Interest rate swaps | Net realized capital gain/(loss) | $ | 4 |  | $ | (1 | ) | $ | 91 |
Interest rate swaps | Net investment income | 64 |  | 87 |  | 97 |
Foreign currency swaps | Net realized capital gain/(loss) | (9 | ) | (13 | ) | 4 |
Total |  | $ | 59 |  | $ | 73 |  | $ | 192 |
Derivatives in Fair Value Hedging Relationships [Table Text Block] |
Derivatives in Fair Value Hedging Relationships
| Gain (Loss) Recognized in Income [1]
| 2015 | 2014 | 2013
| Derivative | Hedged Item | Derivative | Hedged Item | Derivative | Hedged Item
Interest rate swaps |  |  |  |  |  |
Net realized capital gains (losses) | $ | — |  | $ | — |  | $ | (3 | ) | $ | 1 |  | $ | 7 |  | $ | (12 | )
Foreign currency swaps |  |  |  |  |  |  |  |  |  |
Net realized capital gains (losses) | — |  | — |  | — |  | — |  | 1 |  | (1 | )
Benefits, losses and loss adjustment expenses | — |  | — |  | — |  | — |  | (2 | ) | 2 |
Total | $ | — |  | $ | — |  | $ | (3 | ) | $ | 1 |  | $ | 6 |  | $ | (11 | )
[1] | The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense) related to the hedged item. The net of the amounts presented represents the ineffective portion of the hedge
Gain or Loss Recognized with in Net Realized Capital Gains Losses on Non Qualifying Strategies [Table Text Block] |
Non-qualifying Strategies
Gain (Loss) Recognized within Net Realized Capital Gains (Losses)
| December 31,
| 2015 | 2014 | 2013
Interest rate contracts |  |  |
Interest rate swaps, caps, floors, and forwards | $ | (15 | ) | $ | (172 | ) | $ | 50 |
Foreign exchange contracts |  |  |
Foreign currency swaps and forwards | 18 |  | 6 |  | 5 |
Fixed payout annuity hedge [1] | (21 | ) | (148 | ) | (268 | )
Credit contracts |  |  |
Credit derivatives that purchase credit protection | 8 |  | (10 | ) | (38 | )
Credit derivatives that assume credit risk | (11 | ) | 16 |  | 71 |
Equity contracts |  |  |
Equity index swaps and options | 19 |  | 3 |  | (33 | )
Commodity contracts |  |  |
Commodity options | (9 | ) | — |  | — |
Variable annuity hedge program |  |  |
GMWB product derivative | (59 | ) | (2 | ) | 1,306 |
GMWB reinsurance contracts | 17 |  | 4 |  | (192 | )
GMWB hedging instruments | (45 | ) | 3 |  | (852 | )
Macro hedge program | (46 | ) | (11 | ) | (234 | )
Other |  |  |
Contingent capital facility put option | (6 | ) | (6 | ) | (7 | )
Modified coinsurance reinsurance contracts | 46 |  | (34 | ) | 67 |
Derivative instruments formerly associated with HLIKK [2] | — |  | (2 | ) | — |
Total [3] | $ | (104 | ) | $ | (353 | ) | $ | (125 | )
[1] | The associated liability is adjusted for changes in spot rates through realized capital gains and was $4, $116 and $250 for the years ended December 31, 2015, 2014 and 2013, respectively, which is not presented in this table
[2] | These amounts relate to the termination of the hedging program associated with the Japan variable annuity product due to the sale of HLIKK.
[3] |
Disclosure of Credit Derivatives [Table Text Block] | The following tables present the notional amount, fair value, weighted average years to maturity, underlying referenced credit obligation type and average credit ratings, and offsetting notional amounts and fair value for credit derivatives in which the Company is assuming credit risk as of December 31, 2015 and 2014.
As of December 31, 2015
|  |  |  | Underlying Referenced Credit Obligation(s) [1] |  |
Credit Derivative Type by Derivative Risk Exposure | Notional Amount [2] | Fair Value | Weighted Average Years to Maturity | Type | Average Credit Rating | Offsetting Notional Amount [3] | Offsetting Fair Value [3]
Single name credit default swaps |  |  |  |  |  |  |
Investment grade risk exposure | $ | 190 |  | $ | (1 | ) | 1 year | Corporate Credit/ Foreign Gov. | BBB+ | $ | 176 |  | $ | (1 | )
Below investment grade risk exposure | 77 |  | (2 | ) | 2 years | Corporate Credit | B | 77 |  | 1 |
Basket credit default swaps [4] |  |  |  |  |  |  |
Investment grade risk exposure | 3,036 |  | 22 |  | 4 years | Corporate Credit | BBB+ | 1,411 |  | (13 | )
Investment grade risk exposure | 681 |  | (19 | ) | 6 years | CMBS Credit | AA+ | 212 |  | 1 |
Below investment grade risk exposure | 153 |  | (25 | ) | 1 year | CMBS Credit | CCC | 153 |  | 25 |
Embedded credit derivatives |  |  |  |  |  |  |
Investment grade risk exposure | 350 |  | 346 |  | 1 year | Corporate Credit | A+ | — |  | — |
Total [5] | $ | 4,487 |  | $ | 321 |  |  |  |  | $ | 2,029 |  | $ | 13 |
As of December 31, 2014
|  |  |  | Unifying Referenced Credit Obligation(s) [1] |  |
Credit Derivative Type by Derivative Risk Exposure | Notional Amount [2] | Fair Value | Weighted Average Years to Maturity | Type | Average Credit Rating | Offsetting Notional Amount [3] | Offsetting Fair Value [3]
Single name credit default swaps |  |  |  |  |  |  |
Investment grade risk exposure | $ | 320 |  | $ | 5 |  | 2 years | Corporate Credit/ Foreign Gov. | BBB+ | $ | 247 |  | $ | (5 | )
Below investment grade risk exposure | 29 |  | — |  | 2 years | Corporate Credit | BB | 29 |  | (1 | )
Basket credit default swaps [4] |  |  |  |  |  |  |
Investment grade risk exposure | 2,546 |  | 33 |  | 3 years | Corporate Credit | BBB | 1,973 |  | (25 | )
Below investment grade risk exposure | 38 |  | (1 | ) | 12 years | Corporate Credit | D | — |  | — |
Investment grade risk exposure | 722 |  | (12 | ) | 6 years | CMBS Credit | AA+ | 269 |  | 3 |
Below investment grade risk exposure | 154 |  | (22 | ) | 2 years | CMBS Credit | CCC+ | 154 |  | 23 |
Embedded credit derivatives |  |  |  |  |  |  |
Investment grade risk exposure | 350 |  | 342 |  | 2 years | Corporate Credit | A | — |  | — |
Total [5] | $ | 4,159 |  | $ | 345 |  |  |  |  | $ | 2,672 |  | $ | (5 | )
[1] | The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, Fitch and Morningstar. If no rating is available from a rating agency, then an internally developed rating is used.
[2] | Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements, clearing house rules and applicable law which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses.
[3] | The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.
[4] | Includes $3.9 billion and $3.5 billion as of December 31, 2015 and 2014, respectively, of notional amount on swaps of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.
[5] | Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 4 -

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- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41641-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41678-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41638-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5580258-113959 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579240-113959 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41620-113959 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)(2)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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- Definition Tabular disclosure for fair value hedging instruments of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959 + Details
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- Definition Tabular disclosure of the terms and amounts of participation in loan arrangements. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 470 -SubTopic 30 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=29639217&loc=d3e10013-112621 + Details
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- Definition For all investments in an unrealized loss position, including those for which other-than-temporary impairments have not been recognized in earnings (including investments for which a portion of an other-than-temporary impairment has been recognized in other comprehensive income), a tabular disclosure of the aggregate related fair value of investments with unrealized losses and the aggregate amount of unrealized losses (that is, the amount by which amortized cost basis exceeds fair value). + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 6 -URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563 + Details
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- Definition Tabular disclosure of the significant judgments and assumptions made in determining whether a variable interest (as defined) held by the entity requires the variable interest entity (VIE) (as defined) to be consolidated and (or) disclose information about its involvement with the VIE, individually or in aggregate (as applicable); the nature of restrictions, if any, on the consolidated VIE's assets and on the settlement of its liabilities reported by an entity in its statement of financial position, including the carrying amounts of such assets and liabilities; the nature of, and changes in, the risks associated with involvement in the VIE; how involvement with the VIE affects the entity's financial position, financial performance, and cash flows; the lack of recourse if creditors (or beneficial interest holders) of the consolidated VIE have no recourse to the general credit of the primary beneficiary (if applicable); the terms of arrangements, giving consideration to both explicit arrangements and implicit variable interests, if any, that could require the entity to provide financial support to the VIE, including events or circumstances that could expose the entity to a loss; the methodology used by the entity for determining whether or not it is the primary beneficiary of the variable interest entity; the significant factors considered and judgments made in determining that the power to direct the activities of a VIE that most significantly impact the VIE's economic performance are shared (as defined); the carrying amounts and classification of assets and liabilities of the VIE included in the statement of financial position; the entity's maximum exposure to loss, if any, as a result of its involvement with the VIE, including how the maximum exposure is determined and significant sources of the entity's exposure to the VIE; a comparison of the carrying amounts of the assets and liabilities and the entity's maximum exposure to loss; information about any liquidity arrangements, guarantees, and (or) other commitments by third parties that may affect the fair value or risk of the entity's variable interest in the VIE; whether or not the entity has provided financial support or other support (explicitly or implicitly) to the VIE that it was not previously contractually required to provide or whether the entity intends to provide that support, including the type and amount of the support and the primary reasons for providing the support; and supplemental information the entity determines necessary to provide. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 810 -SubTopic 10 -Section 50 -Paragraph 6 -URI http://asc.fasb.org/extlink&oid=52262685&loc=d3e5747-111685 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 810 -SubTopic 10 -Section 50 -Paragraph 9 -URI http://asc.fasb.org/extlink&oid=52262685&loc=SL6228884-111685 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 810 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=52262685&loc=d3e5728-111685 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Glossary Variable Interest Entity -URI http://asc.fasb.org/extlink&oid=6528138 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 810 -SubTopic 10 -Section 50 -Paragraph 5A -URI http://asc.fasb.org/extlink&oid=52262685&loc=SL6759159-111685 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 810 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=52262685&loc=d3e5710-111685 + Details
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