10-Q

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-Q

(Mark One)

x QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended June 30, 2015

or

o TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from              to             

Commission file number 001-32293

HARTFORD LIFE INSURANCE COMPANY
	(Exact name of registrant as specified in its charter)

Connecticut	06-0974148
(State or other jurisdiction of	(I.R.S. Employer
incorporation or organization)	Identification No.)

200 Hopmeadow Street, Simsbury, Connecticut 06089

(Address of principal executive offices)

(860) 547-5000

(Registrant’s telephone number, including area code)

 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯

Indicate by check mark:	Yes	No
•       whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.	x	¨
•       whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files).	x	¨
•       whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, or a smaller reporting company. See definitions of “large accelerated filer,” “accelerated filer” and “smaller reporting company” in Rule 12b-2 of the Exchange Act.

Large accelerated filer o Accelerated filer o Non Accelerated filer x Smaller reporting company o

•       whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act.) ¨ x

As of July 30, 2015, there were outstanding 1,000 shares of Common Stock, $5,690 par value per share, of the registrant.

The registrant meets the conditions set forth in General Instruction (H) (1) of Form 10-Q and is therefore filing this Form with the reduced disclosure format.

1

HARTFORD LIFE INSURANCE COMPANY

QUARTERLY REPORT ON FORM 10-Q

FOR THE QUARTERLY PERIOD ENDED JUNE 30, 2015

TABLE OF CONTENTS

Item	Description	Page
	Part I. FINANCIAL INFORMATION
1.	Financial Statements
	Report of Independent Registered Public Accounting Firm	5
	Condensed Consolidated Statements of Operations — For the Three and Six Months Ended June 30, 2015 and 2014	6
	Condensed Consolidated Statements of Comprehensive Income — For the Three and Six Months Ended June 30, 2015 and 2014	7
	Condensed Consolidated Balance Sheets — As of June 30, 2015 and December 31, 2014	8
	Condensed Consolidated Statements of Changes in Stockholder's Equity — For the Six Months Ended June 30, 2015 and 2014	9
	Condensed Consolidated Statements of Cash Flows — For the Six Months Ended June 30, 2015 and 2014	10
	Notes to Condensed Consolidated Financial Statements	11
2.	Management’s Discussion and Analysis of Financial Condition and Results of Operations	58
3.	Quantitative and Qualitative Disclosures About Market Risk	68
4.	Controls and Procedures	68
	Part II. OTHER INFORMATION
1.	Legal Proceedings	69
1A.	Risk Factors	69
6.	Exhibits	69
	Signature	70
	Exhibits Index	71

2

Forward-Looking Statements

Certain of the statements contained herein are forward-looking statements made pursuant to the safe harbor provisions of the Private Securities Litigation Reform Act of 1995. Forward-looking statements can be identified by words such as “anticipates,” “intends,” “plans,” “seeks,” “believes,” “estimates,” “expects,” “projects,” and similar references to future periods.

Forward-looking statements are based on our current expectations and assumptions regarding economic, competitive, legislative and other developments. Because forward-looking statements relate to the future, they are subject to inherent uncertainties, risks and changes in circumstances that are difficult to predict. They have been made based upon management’s expectations and beliefs concerning future developments and their potential effect upon Hartford Life Insurance Company and its subsidiaries (collectively, the “Company”). Future developments may not be in line with management’s expectations or may have unanticipated effects. Actual results could differ materially from expectations, depending on the evolution of various factors, including those set forth in Part I, Item 1A, Risk Factors in the Company’s 2014 Form 10-K Annual Report. These important risks and uncertainties include:

• challenges related to the Company's current operating environment, including global political, economic and market conditions, and the effect of financial market disruptions, economic downturns or other potentially adverse macroeconomic developments on the attractiveness of our products, the returns in our investment portfolios and the hedging costs associated with our runoff annuity block;

• financial risk related to the continued reinvestment of our investment portfolios and performance of our hedge program for our runoff annuity block;

• market risks associated with our business, including changes in interest rates, credit spreads, equity prices, market volatility and foreign exchange rates, commodities prices, and implied volatility levels, as well as continuing uncertainty in key sectors such as the global real estate market;

• the impact on our investment portfolio if our investment portfolio is concentrated in any particular segment of the economy;

• volatility in our statutory and United States ("U.S.") GAAP earnings and potential material changes to our results resulting from our adjustment of our risk management program to emphasize protection of economic value;

• the impact on our statutory capital of various factors, including many that are outside the Company’s control, which can in turn affect our credit and financial strength ratings, cost of capital, regulatory compliance and other aspects of our business and results;

• risk associated with the use of analytical models in making decisions in key areas such as underwriting, capital, hedging, and reserving;

• the potential for differing interpretations of the methodologies, estimations and assumptions that underlie the valuation of the Company’s financial instruments that could result in changes to investment valuations;

• the subjective determinations that underlie the Company’s evaluation of other-than-temporary impairments on available-for-sale securities;

• the potential for further acceleration of deferred policy acquisition cost amortization;

• the potential for valuation allowances against deferred tax assets;

• risks to our business, financial position, prospects and results associated with negative rating actions or downgrades in the Company's financial strength and credit ratings or negative rating actions or downgrades relating to our investments;

• losses due to nonperformance or defaults by others including reinsurers, sourcing partners, derivative counterparties and other third parties;

• the possible occurrence of terrorist attacks and the Company’s ability to contain its exposure, including the effect of the absence or insufficiency of applicable terrorism legislation on coverage;

• the possibility of a pandemic, or other natural or man-made disaster that may adversely affect our businesses;

• the potential for losses due to our reinsurers’ unwillingness or inability to meet their obligations under reinsurance contracts and the availability, pricing and adequacy of reinsurance to protect us against losses;

• the cost and other effects of increased regulation as a result of the implementation of the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010, and the potential effect of other domestic and foreign regulatory developments, including those that could adversely impact the Company’s operating costs and required capital levels;

• unfavorable judicial or legislative developments;

• the impact of changes in federal or state tax laws;

3

• the impact of potential changes in accounting principles and related financial reporting requirements;

• the Company’s ability to maintain the availability of its systems and safeguard the security of its data in the event of a disaster, cyber or other information security incident or other unanticipated event;

• the risk that our framework for managing operational risks may not be effective in mitigating material risk and loss to the Company;

• the potential for difficulties arising from outsourcing and similar third-party relationships;

• the Company’s ability to protect its intellectual property and defend against claims of infringement; and

• the risks, challenges and uncertainties associated with The Hartford's capital management plan, including as a result of changes in its financial position and earnings, share price, capital position, legal restrictions, other investment opportunities, and other factors;

• the risks, challenges and uncertainties associated with The Hartford's expense reduction initiatives and other actions, which may include acquisitions, divestitures or restructurings;

• other factors described in such forward-looking statements.

Any forward-looking statement made by the Company in this document speaks only as of the date of the filing of this Form 10-Q. Factors or events that could cause the Company’s actual results to differ may emerge from time to time, and it is not possible for the Company to predict all of them. The Company undertakes no obligation to publicly update any forward-looking statement, whether as a result of new information, future developments or otherwise.

4

Part I. FINANCIAL INFORMATION

Item 1. Financial Statements

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Board of Directors and Stockholder of

Hartford Life Insurance Company

Hartford, Connecticut

We have reviewed the accompanying condensed consolidated balance sheet of Hartford Life Insurance Company and subsidiaries (the "Company") as of June 30, 2015, and the related condensed consolidated statements of operations and comprehensive income for the three-month and six-months ended June 30, 2015 and 2014 and statements of changes in stockholder's equity, and cash flows for the six-month periods ended June 30, 2015 and 2014. These interim financial statements are the responsibility of the Company's management.

We conducted our reviews in accordance with the standards of the Public Company Accounting Oversight Board (United States). A review of interim financial information consists principally of applying analytical procedures and making inquiries of persons responsible for financial and accounting matters. It is substantially less in scope than an audit conducted in accordance with the standards of the Public Company Accounting Oversight Board (United States), the objective of which is the expression of an opinion regarding the financial statements taken as a whole. Accordingly, we do not express such an opinion.

Based on our reviews, we are not aware of any material modifications that should be made to such condensed consolidated interim financial statements for them to be in conformity with accounting principles generally accepted in the United States of America.

We have previously audited, in accordance with the standards of the Public Company Accounting Oversight Board (United States), the consolidated balance sheet of the Company as of December 31, 2014, and the related consolidated statements of operations, comprehensive income, changes in stockholder’s equity, and cash flows for the year then ended (not presented herein); and in our report dated February 27, 2015, we expressed an unqualified opinion on those consolidated financial statements. In our opinion, the information set forth in the accompanying condensed consolidated balance sheet as of December 31, 2014 is fairly stated, in all material respects, in relation to the consolidated balance sheet from which it has been derived.

DELOITTE & TOUCHE LLP

Hartford, Connecticut

July 30, 2015

5

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

Condensed Consolidated Statements of Operations

	Three Months Ended June 30,						Six Months Ended June 30,
(In millions)	2015			2014			2015			2014
	(Unaudited)
Revenues
Fee income and other	$	280		$	314		$	555		$	631
Earned premiums	23			52			46			(71		)
Net investment income	386			380			765			787
Net realized capital gains (losses):
Total other-than-temporary impairment (“OTTI”) losses	(3		)	(3		)	(9		)	(11		)
OTTI losses recognized in other comprehensive income	1			—			1			1
Net OTTI losses recognized in earnings	(2		)	(3		)	(8		)	(10		)
Other net realized capital gains	15			653			12			554
Total net realized capital gains	13			650			4			544
Total revenues	702			1,396			1,370			1,891
Benefits, losses and expenses
Benefits, loss and loss adjustment expenses	303			415			633			669
Amortization of deferred policy acquisition costs	20			22			39			54
Insurance operating costs and other expenses	146			386			280			552
Reinsurance gain on dispositions	(8		)	—			(8		)	—
Dividends to policyholders	—			3			—			2
Total benefits, losses and expenses	461			826			944			1,277
Income before income taxes	241			570			426			614
Income tax expense	11			171			51			158
Net income	230			399			375			456
Net loss attributable to noncontrolling interest	—			(1		)	—			—
Net income attributable to Hartford Life Insurance Company	$	230		$	400		$	375		$	456

See Notes to Condensed Consolidated Financial Statements

6

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

Condensed Consolidated Statements of Comprehensive Income

	Three Months Ended June 30,						Six Months Ended June 30,
(In millions)	2015			2014			2015			2014
	(Unaudited)
Comprehensive Income
Net income	$	230		$	399		$	375		$	456
Other comprehensive income (loss):
Change in net unrealized gain on securities	(467		)	256			(364		)	571
Change in net gain on cash flow hedging instruments	(18		)	3			(8		)	1
Change in foreign currency translation adjustments	—			1			—			—
Total other comprehensive income (loss)	(485		)	260			(372		)	572
Total comprehensive income (loss)	(255		)	659			3			1,028
Less: comprehensive loss attributable to noncontrolling interest	—			(1		)	—			—
Total comprehensive income (loss) attributable to Hartford Life Insurance Company	$	(255	)	$	660		$	3		$	1,028

See Notes to Condensed Consolidated Financial Statements

7

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

Condensed Consolidated Balance Sheets

(In millions, except for share data)	June 30, 2015		December 31, 2014
	(Unaudited)
Assets
Investments:
Fixed maturities, available-for-sale, at fair value (amortized cost of $23,960 and $23,260)	$	25,432	$	25,436
Fixed maturities, at fair value using the fair value option (includes variable interest entity assets, at fair value, of $49 and $139)	213		280
Equity securities, available-for-sale, at fair value (cost of $167 and $525) (includes equity securities, at fair value using the fair value option, of $0 and $248)	178		514
Mortgage loans (net of allowance for loan losses of $19 and $15)	2,999		3,109
Policy loans, at outstanding balance	1,438		1,430
Limited partnerships, and other alternative investments (includes variable interest entity assets of $2 and $3)	1,264		1,309
Other investments	381		442
Short-term investments (includes variable interest entity assets of $4 and $15)	1,412		2,162
Total investments	33,317		34,682
Cash	286		258
Premiums receivable and agents’ balances	30		27
Reinsurance recoverables	20,009		20,053
Deferred policy acquisition costs	511		521
Deferred income taxes, net	1,398		1,237
Other assets	666		308
Separate account assets	131,477		134,689
Total assets	$	187,694	$	191,775
Liabilities
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	$	13,566	$	13,624
Other policyholder funds and benefits payable	31,346		31,994
Other liabilities (including variable interest entity liabilities of $11 and $22)	2,516		2,177
Separate account liabilities	131,477		134,689
Total liabilities	178,905		182,484
Commitments and Contingencies (Note 6)
Stockholder's Equity
Common stock—1,000 shares authorized, issued and outstanding, par value $5,690	6		6
Additional paid-in capital	6,183		6,688
Accumulated other comprehensive income, net of tax	849		1,221
Retained earnings	1,751		1,376
Total stockholder's equity	8,789		9,291
Total liabilities and stockholder's equity	$	187,694	$	191,775

See Notes to Condensed Consolidated Financial Statements

8

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

Condensed Consolidated Statements of Changes in Stockholder's Equity

(In millions)	Common Stock		Additional Paid-In Capital			Accumulated Other Comprehensive Income			Retained Earnings		Non- Controlling Interest		Total Stockholder's Equity
	(Unaudited)
Six Months Ended June 30, 2015
Balance, beginning of period	$	6	$	6,688		$	1,221		$	1,376	$	—	$	9,291
Capital contributions to parent	—		(505		)	—			—		—		(505		)
Net income	—		—			—			375		—		375
Total other comprehensive loss	—		—			(372		)	—		—		(372		)
Balance, end of period	$	6	$	6,183		$	849		$	1,751	$	—	$	8,789
Six Months Ended June 30, 2014
Balance, beginning of period	$	6	$	6,959		$	574		$	700	$	—	$	8,239
Capital contributions from parent	—		225			—			—		—		225
Net income	—		—			—			456		—		456
Total other comprehensive income	—		—			572			—		—		572
Balance, end of period	$	6	$	7,184		$	1,146		$	1,156	$	—	$	9,492

See Notes to Condensed Consolidated Financial Statements

9

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

Condensed Consolidated Statements of Cash Flows

	Six Months Ended June 30,
(In millions)	2015			2014
	(Unaudited)
Operating Activities
Net income	$	375		$	456
Adjustments to reconcile net income to net cash provided by operating activities:
Amortization of deferred policy acquisition costs	39			54
Additions to deferred policy acquisition costs	(3		)	(9		)
Net realized capital gains	(4		)	(544		)
Reinsurance gain on dispositions	(8		)	—
Depreciation and amortization	6			(6		)
Other operating activities, net	(4		)	(72		)
Change in assets and liabilities:
Increase in reserve for future policy benefits and unpaid losses and loss adjustment expenses and unearned premiums	46			422
Decrease (increase) in reinsurance recoverables	(9		)	147
Increase in receivables and other assets	(162		)	(30		)
Increase (decrease) in payables and accruals	95			(224		)
Decrease in accrued and deferred income taxes	86			20
Net cash provided by operating activities	457			214
Investing Activities
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, available-for-sale	6,225			5,585
Fixed maturities, fair value option	13			279
Equity securities, available-for-sale	523			51
Mortgage loans	227			148
Partnerships	140			53
Payments for the purchase of:
Fixed maturities, available-for-sale	(6,788		)	(3,877		)
Fixed maturities, fair value option	(33		)	(190		)
Equity securities, available-for-sale	(178		)	(42		)
Mortgage loans	(134		)	(34		)
Partnerships	(77		)	(38		)
Net sales of derivatives	(124		)	(137		)
Net increase (decrease) in policy loans	(22		)	3
Net sales of (payments for) short-term investments	751			(486		)
Other investing activities, net	—			35
Net cash provided by investing activities	523			1,350
Financing Activities
Deposits and other additions to investment and universal life-type contracts	2,311			2,803
Withdrawals and other deductions from investment and universal life-type contracts	(8,702		)	(11,014		)
Net transfers from separate accounts related to investment and universal life-type contracts	5,846			6,233
Net proceeds from securities loaned or sold under agreements to repurchase	111			42
Capital contributions (to) from parent	(505		)	225
Net repayments at maturity or settlement of consumer notes	(13		)	(6		)
Net cash used for financing activities	(952		)	(1,717		)
Foreign exchange rate effect on cash	—			7
Net increase in cash	28			(146		)
Cash — beginning of period	258			446
Cash — end of period	$	286		$	300
Supplemental Disclosure of Cash Flow Information:
Net cash received during the period for income taxes	$	49		$	52

See Notes to Condensed Consolidated Financial Statements

10

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS

(Dollar amounts in millions, unless otherwise stated)

(Unaudited)

1. Basis of Presentation and Significant Accounting Policies

Hartford Life Insurance Company (together with its subsidiaries, “HLIC,” “Company,” “we” or “our”) is a provider of insurance and investment products in the United States (“U.S.”) and is a wholly-owned subsidiary of Hartford Life, Inc., a Delaware corporation ("HLI"). The Hartford Financial Services Group, Inc. (“The Hartford”) is the ultimate parent of the Company.

On June 30, 2014, HLI completed the sale of all of the issued and outstanding equity of Hartford Life Insurance KK, a Japanese company ("HLIKK") to ORIX Life Insurance Corporation ("Buyer"), a subsidiary of ORIX Corporation, a Japanese company. Upon closing, HLIKK recaptured certain risks reinsured to the Company and Hartford Life and Annuity Insurance Company ("HLAI"), a wholly owned subsidiary of the Company, by terminating intercompany agreements. The Buyer is responsible for all liabilities related to the recaptured business. However, HLAI has continued to provide reinsurance for yen denominated fixed payout annuities of approximately $760 as of June 30, 2015. For further discussion of this transaction see Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

Effective April 1, 2014, The Company terminated its modco and coinsurance with funds withheld reinsurance agreement with White River Life Reinsurance ("WRR"), following receipt of approval from the State of Connecticut Insurance Department ("CTDOI") and Vermont Department of Financial Regulation. On April 30, 2014 The Hartford dissolved WRR. For further discussion of this transaction, see Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

Effective March 3, 2014, The Hartford made Hartford Life and Accident Insurance Company ("HLA") the single nationwide underwriting company for its Group Benefits business by capitalizing HLA to support the Group Benefits business and separating it from the legal entities that support The Hartford's Talcott Resolution operating segment. On January 30, 2014, The Hartford received approval from the CTDOI for HLAI and the Company to dividend approximately $800 of cash and invested assets to HLA and this dividend was paid on February 27, 2014.  All of the issued and outstanding equity of the Company was then distributed from HLA to HLI and the Company became a direct subsidiary of HLI.

In 2015, the Company is only permitted to pay $316 in dividends to its parent without prior approval from the CTDOI. Through July 2015, the Company paid dividends of approximately $1.0 billion to its parent, $500 of which was paid after June 30, 2015, based on the approval of the CTDOI. The Company has no ordinary dividend capacity for the remainder of 2015.

The Company has ceded reinsurance in connection with the sales of its Retirement Plans and Individual Life businesses in 2013 to Massachusetts Mutual Life Insurance Company ("MassMutual") and The Prudential Insurance Company of America ("Prudential"), respectively. Reinsurance recoverables due from MassMutual and Prudential are secured by invested assets held in trust for the benefit of the Company in the event of a default by the reinsurers. As of June 30, 2015, $1.6 billion of unsecured reinsurance recoverables from Prudential represent approximately 18% of the Company's consolidated stockholder's equity. As of June 30, 2015, the Company has no other reinsurance-related concentrations of credit risk greater than 10% of the Company’s consolidated stockholder's equity.

The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2014 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year.

The accompanying Condensed Consolidated Financial Statements and Notes are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods. The Company's significant accounting policies are summarized in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2014 Form 10-K Annual Report.

Consolidation

The Condensed Consolidated Financial Statements include the accounts of HLIC, companies in which the Company directly or indirectly has a controlling financial interest and those variable interest entities (“VIEs”) which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions but is not required to consolidate are reported using the equity method. For further discussions on VIEs, see Note 3 - Investments and Derivative Instruments of Notes to Condensed Consolidated Financial Statements. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated.

11

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

1. Basis of Presentation and Significant Accounting Policies (continued)

Use of Estimates

The preparation of financial statements, in conformity with U.S. GAAP, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.

The most significant estimates include those used in determining estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Condensed Consolidated Financial Statements.

Reclassifications

Certain reclassifications have been made to prior period financial information to conform to the current period presentation.

12

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements

Financial instruments carried at fair value in the Company's Condensed Consolidated Financial Statements include: fixed maturity and equity securities, available-for-sale ("AFS"); fixed maturities at fair value using the fair value option ("FVO"); equity securities, FVO; short-term investments; freestanding and embedded derivatives; certain limited partnerships and other alternative investment; separate account assets and certain other liabilities.

The following section applies to the fair value hierarchy and disclosure requirements for the Company’s financial instruments that are carried at fair value. The fair value hierarchy prioritizes the inputs in the valuation techniques used to measure fair value into three broad Levels (Level 1, 2 or 3).

Level 1 Observable inputs that reflect quoted prices for identical assets or liabilities in active markets that the Company has the ability to access at the measurement date. Level 1 securities include highly liquid U.S. Treasuries, money market funds and exchange traded equity securities, open-ended mutual funds and exchange-traded derivative instruments.

Level 2 Observable inputs, other than quoted prices included in Level 1, for the asset or liability or prices for similar assets and liabilities. Most fixed maturities and preferred stocks, including those reported in separate account assets, are model priced by vendors using observable inputs and are classified within Level 2. Also included are hedge funds where investment company accounting guidance has been applied to a wholly-owned fund of funds measured at fair value where an investment can be redeemed, or substantially redeemed, at the net asset value per share or equivalent ("NAV") on the measurement date or in the near-term, not to exceed 90 days. Derivative instruments classified within Level 2 are priced using observable market inputs such as swap yield curves and credit default swap curves.

Level 3 Valuations that are derived from techniques in which one or more of the significant inputs are unobservable (including assumptions about risk). Level 3 securities include less liquid securities, guaranteed product embedded and reinsurance derivatives and other complex derivative instruments, as well as hedge fund investments carried at fair value, consistent with investment company accounting guidance, that cannot be redeemed in the near-term at the NAV. Because Level 3 fair values, by their nature, contain one or more significant unobservable inputs, as there is little or no observable market for these assets and liabilities, considerable judgment is used to determine the Level 3 fair values. Level 3 fair values represent the Company’s best estimate of an amount that could be realized in a current market exchange absent actual market exchanges.

In many situations, inputs used to measure the fair value of an asset or liability position may fall into different levels of the fair value hierarchy. In these situations, the Company will determine the level in which the fair value falls based upon the lowest level input that is significant to the determination of the fair value. Transfers of securities among the levels occur at the beginning of the reporting period. The amount of transfers from Level 1 to Level 2 was $155 and $227 for the three and six months endedJune 30, 2015, respectively, and $77 and $1.2 billion for the three and six months endedJune 30, 2014, respectively, which represented previously on-the-run U.S. Treasury securities that are now off-the-run. For the three and six months endedJune 30, 2015 and 2014 there were no transfers from Level 2 to Level 1. In most cases, both observable (e.g., changes in interest rates) and unobservable (e.g., changes in risk assumptions) inputs are used in the determination of fair values that the Company has classified within Level 3. Consequently, these values and the related gains and losses are based upon both observable and unobservable inputs. The Company’s fixed maturities included in Level 3 are classified as such because these securities are primarily priced by independent brokers and/or within illiquid markets.

13

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

The following tables present assets and (liabilities) carried at fair value by hierarchy level. These disclosures provide information as to the extent to which the Company uses fair value to measure financial instruments and information about the inputs used to value those financial instruments to allow users to assess the relative reliability of the measurements.

	June 30, 2015
	Total			Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
ABS	$	1,212		$	—	$	1,198		$	14
CDOs	1,421			—		1,073			348
CMBS	2,029			—		1,942			87
Corporate	15,644			—		15,097			547
Foreign government/government agencies	351			—		336			15
Municipal	1,052			—		1,003			49
RMBS	1,689			—		1,027			662
U.S. Treasuries	2,034			115		1,919			—
Total fixed maturities	25,432			115		23,595			1,722
Fixed maturities, FVO	213			—		141			72
Equity securities, trading [1]	11			11		—			—
Equity securities, AFS	178			98		36			44
Derivative assets
Credit derivatives	19			—		19			—
Commodity derivatives	2			—		—			2
Equity derivatives	—			—		—			—
Foreign exchange derivatives	2			—		2			—
Interest rate derivatives	101			—		101			—
Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments	87			—		6			81
Macro hedge program	100			—		—			100
Total derivative assets [2]	311			—		128			183
Short-term investments	1,412			334		1,078			—
Reinsurance recoverable for GMWB	50			—		—			50
Modified coinsurance reinsurance contracts	60			—		60			—
Separate account assets [3]	126,683			86,300		39,648			735
Total assets accounted for at fair value on a recurring basis	$	154,350		$	86,858	$	64,686		$	2,806
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
GMWB	$	(112	)	$	—	$	—		$	(112	)
Equity linked notes	(26		)	—		—			(26		)
Total other policyholder funds and benefits payable	(138		)	—		—			(138		)
Derivative liabilities
Credit derivatives	(15		)	—		(15		)	—
Commodity derivatives	—			—		—			—
Equity derivatives	28			—		25			3
Foreign exchange derivatives	(479		)	—		(479		)	—
Interest rate derivatives	(371		)	—		(343		)	(28		)
GMWB hedging instruments	47			—		3			44
Macro hedge program	65			—		—			65
Total derivative liabilities [4]	(725		)	—		(809		)	84
Consumer notes [5]	(3		)	—		—			(3		)
Total liabilities accounted for at fair value on a recurring basis	$	(866	)	$	—	$	(809	)	$	(57	)

14

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

	December 31, 2014
	Total			Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
ABS	$	1,171		$	—	$	1,089		$	82
CDOs	1,148			—		788			360
CMBS	1,887			—		1,768			119
Corporate	15,742			—		15,096			646
Foreign government/government agencies	602			—		572			30
Municipal	1,052			—		998			54
RMBS	1,857			—		1,123			734
U.S. Treasuries	1,977			72		1,905			—
Total fixed maturities	25,436			72		23,339			2,025
Fixed maturities, FVO	280			—		196			84
Equity securities, trading [1]	11			11		—			—
Equity securities, AFS	514			411		55			48
Derivative assets
Credit derivatives	3			—		5			(2		)
Equity derivatives	2			—		—			2
Foreign exchange derivatives	(1		)	—		(1		)	—
Interest rate derivatives	123			—		123			—
GMWB hedging instruments	119			—		5			114
Macro hedge program	93			—		—			93
Total derivative assets [2]	339			—		132			207
Short-term investments	2,162			199		1,963			—
Reinsurance recoverable for GMWB	56			—		—			56
Modified coinsurance reinsurance contracts	34			—		34			—
Separate account assets [3]	132,198			91,524		40,096			578
Total assets accounted for at fair value on a recurring basis	$	161,030		$	92,217	$	65,815		$	2,998
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
GMWB	$	(139	)	$	—	$	—		$	(139	)
Equity linked notes	(26		)	—		—			(26		)
Total other policyholder funds and benefits payable	(165		)	—		—			(165		)
Derivative liabilities
Credit derivatives	—			—		1			(1		)
Equity derivatives	28			—		25			3
Foreign exchange derivatives	(444		)	—		(444		)	—
Interest rate derivatives	(409		)	—		(382		)	(27		)
GMWB hedging instruments	55			—		(1		)	56
Macro hedge program	48			—		—			48
Total derivative liabilities [4]	(722		)	—		(801		)	79
Consumer notes [5]	(3		)	—		—			(3		)
Total liabilities accounted for at fair value on a recurring basis	$	(890	)	$	—	$	(801	)	$	(89	)

[1] Included in other investments on the Condensed Consolidated Balance Sheets.

[2] Includes over-the-counter ("OTC") and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of June 30, 2015 and December 31, 2014, $280 and $399, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the preceding table. See the following footnote 4 for derivative liabilities.

[3] Approximately $3.8 billion and $2.5 billion of investment sales receivable, as of June 30, 2015 and December 31, 2014, respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value.

[4] Includes OTC and OTC-cleared derivative instruments in a net negative fair market value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the following Level 3 roll-forward table in this Note 2, the derivative assets and liabilities are referred to as “freestanding derivatives” and are presented on a net basis.

[5] Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.

15

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

Determination of Fair Values

The valuation methodologies used to determine the fair values of assets and liabilities under the “exit price” notion, reflect market-participant objectives and are based on the application of the fair value hierarchy that prioritizes relevant observable market inputs over unobservable inputs. The Company determines the fair values of certain financial assets and liabilities based on quoted market prices where available and where prices represent a reasonable estimate of fair value. The Company also determines fair value based on future cash flows discounted at the appropriate current market rate. Fair values reflect adjustments for counterparty credit quality, the Company’s default spreads, liquidity and, where appropriate, risk margins on unobservable parameters. The following is a discussion of the methodologies used to determine fair values for the financial instruments listed in the preceding tables.

The fair value process is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company that meets at least quarterly. The Valuation Committee is co-chaired by the Heads of Investment Operations and Investment Accounting, and has representation from various investment sector professionals, accounting, operations, legal, compliance and risk management. The purpose of the committee is to oversee the pricing policy and procedures by ensuring objective and reliable valuation practices and pricing of financial instruments, as well as addressing valuation issues and approving changes to valuation methodologies and pricing sources. There are also two working groups under the Valuation Committee, a Securities Fair Value Working Group (“Securities Working Group”) and a Derivatives Fair Value Working Group ("Derivatives Working Group"), which include various investment, operations, accounting and risk management professionals that meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes described in more detail in the following paragraphs.

The Company also has an enterprise-wide Operational Risk Management function, led by the Chief Operational Risk Officer, which is responsible for establishing, maintaining and communicating the framework, principles and guidelines of the Company's operational risk management program. This includes model risk management which provides an independent review of the suitability, characteristics and reliability of model inputs; as well as, an analysis of significant changes to current models.

Fixed Maturities, AFS; Fixed Maturities, FVO; Equity Securities, AFS; Equity Securities, FVO; and Short-term Investments

The fair value of fixed maturities, equity securities, and short-term investments in an active and orderly market (e.g. not distressed or forced liquidation) are determined by management after considering the following primary sources of information: quoted prices for identical assets or liabilities, third-party pricing services, independent broker quotations, or pricing matrices. Security pricing is applied using a “waterfall” approach whereby publicly available prices are first sought from third-party pricing services, and the remaining unpriced securities are submitted to independent brokers for prices, or priced using a pricing matrix. Typical inputs used by these pricing methods include, but are not limited to, reported trades, benchmark yields, issuer spreads, bids, offers, and/or estimated cash flows, prepayment speeds, and default rates. Based on the typical trading volumes and the lack of quoted market prices for fixed maturities, third-party pricing services will normally derive the security prices from recent reported trades for identical or similar securities making adjustments through the reporting date based upon the preceding outlined available market observable information. If there are no recently reported trades, the third-party pricing services and independent brokers may use matrix or model processes to develop a security price where future cash flow expectations are developed based upon collateral performance and discounted at an estimated market rate. Included in the pricing of ABS and RMBS are estimates of the rate of future prepayments of principal over the remaining life of the securities. Such estimates are derived based on the characteristics of the underlying structure and prepayment speeds previously experienced at the interest rate levels projected for the underlying collateral. Actual prepayment experience may vary from these estimates.

Prices from third-party pricing services are often unavailable for securities that are rarely traded or are traded only in privately negotiated transactions. As a result, certain securities are priced via independent broker quotations which utilize inputs that may be difficult to corroborate with observable market based data. Additionally, the majority of these independent broker quotations are non-binding.

Private placement securities are priced using a pricing matrix to determine the credit spreads that are used to discount the expected future cash flows for securities for which the Company is unable to obtain a price from a third-party pricing service. Credit spreads are developed each month using market based data for public securities adjusted for credit spread differentials between public and private securities which are obtained from a survey of multiple private placement brokers. The appropriate credit spreads determined through this survey approach are based upon the issuer’s financial strength and term to maturity, utilizing an independent public security index and trade information and adjusting for the non-public nature of the securities.

16

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

The Securities Working Group performs ongoing analysis of the prices and credit spreads received from third parties to ensure that the prices represent a reasonable estimate of the fair value. This process involves quantitative and qualitative analysis and is overseen by investment and accounting professionals. As a part of this analysis, the Company considers trading volume, new issuance activity and other factors to determine whether the market activity is significantly different than normal activity in an active market, and if so, whether transactions may not be orderly considering the weight of available evidence. If the available evidence indicates that pricing is based upon transactions that are stale or not orderly, the Company places little, if any, weight on the transaction price and will estimate fair value utilizing an internal pricing model. In addition, the Company ensures that prices received from independent brokers represent a reasonable estimate of fair value through the use of internal and external cash flow models developed based on spreads, and when available, market indices. As a result of this analysis, if the Company determines that there is a more appropriate fair value based upon the available market data, the price received from the third party is adjusted accordingly and approved by the Valuation Committee. The Company’s internal pricing model utilizes the Company’s best estimate of expected future cash flows discounted at a rate of return that a market participant would require. The significant inputs to the model include, but are not limited to, current market inputs, such as credit loss assumptions, estimated prepayment speeds and market risk premiums.

The Company conducts other specific monitoring controls around pricing. Daily analyses identify price changes over 3% for fixed maturities and 5% for equity securities and trade prices that differ over 3% to the current day's price. Weekly analyses identify prices that differ more than 5% from published bond prices of a corporate bond index. Monthly analyses identify price changes over 3%, prices that have not changed, and missing prices. Also on a monthly basis, a second source validation is performed on most sectors. Analyses are conducted by a dedicated pricing unit that follows up with trading and investment sector professionals and challenges prices with vendors when the estimated assumptions used differ from what the Company feels a market participant would use. Any changes from the identified pricing source are verified by further confirmation of assumptions used. Examples of other procedures performed include, but are not limited to, initial and on-going review of third-party pricing services’ methodologies, review of pricing statistics and trends and back testing recent trades.

The Company has analyzed the third-party pricing services’ valuation methodologies and related inputs, and has also evaluated the various types of securities in its investment portfolio to determine an appropriate fair value hierarchy level based upon trading activity and the observability of market inputs. Most prices provided by third-party pricing services are classified into Level 2 because the inputs used in pricing the securities are market observable. Due to a general lack of transparency in the process that brokers use to develop prices, most valuations that are based on brokers’ prices are classified as Level 3. Some valuations may be classified as Level 2 if the price can be corroborated with observable market data.

Derivative Instruments, including embedded derivatives within investments

Derivative instruments are fair valued using pricing valuation models that utilize independent market data inputs for OTC derivatives, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of June 30, 2015 and December 31, 2014, 94% and 95%, respectively, of derivatives, based upon notional values, were priced by valuation models or quoted market prices. The remaining derivatives were priced by broker quotations.

The Derivatives Working Group performs ongoing analysis of the valuations, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. This process involves quantitative and qualitative analysis and is overseen by investment and accounting professionals. The Company performs various controls on derivative valuations which include both quantitative and qualitative analysis. Analyses are conducted by a dedicated derivative pricing team that works directly with investment sector professionals to analyze impacts of changes in the market environment and investigate variances. There is a monthly analysis to identify market value changes greater than pre-defined thresholds, stale prices, missing prices and zero prices. Also on a monthly basis, a second source validation, typically to broker quotations, is performed for certain of the more complex derivatives as well as for any existing deals with a market value greater than $10 and all new deals during the month. In addition, on a daily basis, market valuations are compared to counterparty valuations for OTC derivatives. A model validation review is performed on any new models, which typically includes detailed documentation and validation to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. There is a monthly control to review changes in pricing sources to ensure that new models are not moved to production until formally approved.

The Company utilizes derivative instruments to manage the risk associated with certain assets and liabilities. However, the derivative instrument may not be classified with the same fair value hierarchy level as the associated assets and liabilities. Therefore the realized and unrealized gains and losses on derivatives reported in Level 3 may not reflect the offsetting impact of the realized and unrealized gains and losses of the associated assets and liabilities.

17

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

Valuation Techniques and Inputs for Investments

Generally, the Company determines the estimated fair value of its fixed maturities, equity securities, and short-term investments using the market approach. The income approach is used for securities priced using a pricing matrix, as well as for derivative instruments. For Level 1 investments, which are comprised of on-the-run U.S. Treasuries, exchange-traded equity securities, short-term investments, and exchange traded futures and option contracts, valuations are based on observable inputs that reflect quoted prices for identical assets in active markets that the Company has the ability to access at the measurement date.

For most of the Company’s debt securities, the following inputs are typically used in the Company’s pricing methods: reported trades, benchmark yields, bids and/or estimated cash flows. For securities, except U.S. Treasuries, inputs also include issuer spreads which may consider credit default swaps. Derivative instruments are valued using mid-market inputs that are predominantly observable in the market.

A description of additional inputs used in the Company’s Level 2 and Level 3 measurements is included in the following discussion:

Level 2 The fair values of most of the Company’s Level 2 investments are determined by management after considering prices received from third party pricing services. These investments include most fixed maturities and preferred stocks, including those reported in separate account assets, as well as derivative instruments.

• ABS, CDOs, CMBS and RMBS – Primary inputs also include monthly payment information, collateral performance, which varies by vintage year and includes delinquency rates, collateral valuation loss severity rates, collateral refinancing assumptions, credit default swap indices and, for ABS and RMBS, estimated prepayment rates.

• Corporates, including investment grade private placements – Primary inputs also include observations of credit default swap curves related to the issuer.

• Foreign government/government agencies—Primary inputs also include observations of credit default swap curves related to the issuer and political events in emerging market economies.

• Municipals – Primary inputs also include Municipal Securities Rulemaking Board reported trades and material event notices, and issuer financial statements.

• Short-term investments – Primary inputs also include material event notices and new issue money market rates.

• Credit derivatives – Primary inputs include the swap yield curve and credit default swap curves.

• Foreign exchange derivatives – Primary inputs include the swap yield curve, currency spot and forward rates, and cross currency basis curves.

• Interest rate derivatives – Primary input is the swap yield curve.

Level 3 Most of the Company’s securities classified as Level 3 include less liquid securities such as lower quality ABS, CMBS, commercial real estate (“CRE”) CDOs and RMBS primarily backed by sub-prime loans. Securities included in level 3 are primarily valued based on broker prices or broker spreads, without adjustments. Primary inputs for non-broker priced investments, including structured securities, are consistent with the typical inputs used in Level 2 measurements noted above, but are Level 3 due to their less liquid markets. Additionally, certain long-dated securities are priced based on third party pricing services, including municipal securities, foreign government/government agencies, and bank loans. Primary inputs for these long-dated securities are consistent with the typical inputs used in Level 1 and Level 2 measurements noted above, but include benchmark interest rate or credit spread assumptions that are not observable in the marketplace. Also included in Level 3 are below investment grade private placements, as well as certain derivative instruments that either have significant unobservable inputs or are valued based on broker quotations. Significant inputs for these derivative contracts primarily include the typical inputs used in the preceding noted Level 1 and Level 2 measurements; but also include equity and interest rate volatility and swap yield curves beyond observable limits, and commodity price curves.

18

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

Significant Unobservable Inputs for Level 3 Assets Measured at Fair Value

The following tables present information about significant unobservable inputs used in Level 3 assets measured at fair value. The tables exclude securities such as ABS and CRE CDOs for which fair values are predominately based on broker quotations.

	As of June 30, 2015
Securities					Unobservable Inputs
Assets accounted for at fair value on a recurring basis	Fair Value		Predominant Valuation Method	Significant Unobservable  Input	Minimum	Maximum	Weighted Average [1]	Impact of Increase in Input on Fair Value [2]
CMBS	$	87	Discounted cash flows	Spread (encompasses prepayment, default risk and loss severity)	41bps	577bps	186bps	Decrease
Corporate [3]	252		Discounted cash flows	Spread	138bps	728bps	368bps	Decrease
Municipal [3]	31		Discounted cash flows	Spread	192bps	192bps	192bps	Decrease
RMBS	662		Discounted cash flows	Spread	36bps	1,748bps	146bps	Decrease
				Constant prepayment rate	—%	100%	6%	Decrease [4]
				Constant default rate	—%	14%	6%	Decrease
				Loss severity	—%	100%	76%	Decrease
	As of December 31, 2014
CMBS	$	119	Discounted cash flows	Spread (encompasses prepayment, default risk and loss severity)	46bps	2,475bps	284bps	Decrease
Corporate [3]	324		Discounted cash flows	Spread	123bps	765bps	267bps	Decrease
Municipal [3]	32		Discounted cash flows	Spread	212bps	212bps	212bps	Decrease
RMBS	734		Discounted cash flows	Spread	23bps	1,904bps	141bps	Decrease
				Constant prepayment rate	—%	7%	3%	Decrease [4]
				Constant default rate	1%	14%	7%	Decrease
				Loss severity	—%	100%	78%	Decrease

[1] The weighted average is determined based on the fair value of the securities.

[2] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the preceding table.

[3] Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as noted in the following discussion.

[4] Decrease for above market rate coupons and increase for below market rate coupons.

19

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

Significant Unobservable Inputs for Level 3 Assets Measured at Fair Values (continued)

	As of June 30, 2015
Freestanding Derivatives						Unobservable Inputs
	Fair Value			Predominant Valuation Method	Significant Unobservable Input	Minimum	Maximum	Impact of Increase in Input on Fair Value [1]
Interest rate swaps	$	(28	)	Discounted  cash flows	Swap curve  beyond 30 years	3%	3%	Decrease
GMWB hedging instruments
Customized swaps	125			Discounted  cash flows	Equity volatility	10%	40%	Increase
Macro hedge program
Equity options	165			Option model	Equity volatility	15%	28%	Increase
	As of December 31, 2014
Interest rate derivative
Interest rate swaps	$	(29	)	Discounted  cash flows	Swap curve  beyond 30 years	3%	3%	Decrease
Interest rate swaptions	2			Option Model	Interest rate volatility	1%	1%	Increase
GMWB hedging instruments
Equity options	46			Option model	Equity volatility	22%	34%	Increase
Customized swaps	124			Discounted  cash flows	Equity volatility	10%	40%	Increase
Macro hedge program
Equity options	141			Option model	Equity volatility	27%	28%	Increase

[1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.

Securities and derivatives for which the Company bases fair value on broker quotations predominately include ABS, CDOs, corporate, fixed maturities, FVO. Due to the lack of transparency in the process brokers use to develop prices for these investments, the Company does not have access to the significant unobservable inputs brokers use to price these securities and derivatives. The Company believes however, the types of inputs brokers may use would likely be similar to those used to price securities and derivatives for which inputs are available to the Company, and therefore may include, but not be limited to, loss severity rates, constant prepayment rates, constant default rates and counterparty credit spreads. Therefore, similar to non broker priced securities and derivatives, generally, increases in these inputs would cause fair values to decrease. For the three months ended, June 30, 2015, no significant adjustments were made by the Company to broker prices received.

Product Derivatives

The Company formerly offered and subsequently reinsured certain variable annuity products with U.S. GMWB riders. Also the Company formerly assumed GMWB, guaranteed minimum income benefit ("GMIB") and guaranteed minimum accumulation benefit ("GMAB") from HLIKK. Upon its sale, HLIKK recaptured certain risks reinsured to the Company and HLAI by terminating intercompany agreements. The Buyer is responsible for all liabilities related to the recaptured business. For further discussion of the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.

The GMWB provides the policyholder with a guaranteed remaining balance (“GRB”) which is generally equal to premiums less withdrawals. If the policyholder’s account value is reduced to a specified level through a combination of market declines and withdrawals, but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. Certain contract provisions can increase the GRB at contract holder election or after the passage of time. The GMWB represents an embedded derivative in the variable annuity contract. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and (2) a separate instrument with the same terms would qualify as a derivative instrument, the embedded derivative is bifurcated from the host for measurement purposes. The embedded derivative, which is reported with the host instrument in the Consolidated Balance Sheets, is carried at fair value with changes in fair value reported in net realized capital gains and losses. The Company’s GMWB liability is carried at fair value and reported in other policyholder funds. The notional value of the embedded derivative is the GRB.

20

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

In valuing the embedded derivative, the Company attributes to the derivative a portion of the fees collected from the contract holder equal to the present value of future GMWB claims (the “Attributed Fees”). All changes in the fair value of the embedded derivative are recorded in net realized capital gains and losses. The excess of fees collected from the contract holder over the Attributed Fees are associated with the host variable annuity contract reported in fee income.

Effective April 1, 2014, HLAI, terminated its reinsurance agreement with an affiliated captive reinsurer and recaptured all reinsurance risks. For further information regarding this reinsurance agreement, see Note 7 -Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

GMWB Reinsurance Derivative

The Company has reinsurance arrangements in place to transfer a portion of its risk of loss due to GMWB. These arrangements are recognized as derivatives and carried at fair value in reinsurance recoverables. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses.

The fair value of the GMWB reinsurance derivative is calculated as an aggregation of the components described in Living Benefits Required to be Fair Valued discussion below and is modeled using significant unobservable policyholder behavior inputs, identical to those used in calculating the underlying liability, such as lapses, fund selection, resets and withdrawal utilization and risk margins.

Living Benefits Required to be Fair Valued (in Other Policyholder Funds and Benefits Payable)

Living benefits required to be fair valued include guaranteed withdrawal benefits. Fair values for GMWBs classified as embedded derivatives are calculated using the income approach based upon internally developed models because active, observable markets do not exist for those items. The fair value of these GMWBs and the related reinsurance and customized freestanding derivatives are calculated as an aggregation of the following components: Best Estimate Claims Costs calculated based on actuarial and capital market assumptions related to projected cash flows over the lives of the contracts; Credit Standing Adjustment; and Margins representing an amount that market participants would require for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The resulting aggregation is reconciled or calibrated, if necessary, to market information that is, or may be, available to the Company, but may not be observable by other market participants, including reinsurance discussions and transactions. The Company believes the aggregation of these components, as necessary and as reconciled or calibrated to the market information available to the Company, results in an amount that the Company would be required to transfer or receive, for an asset, to or from market participants in an active liquid market, if one existed, for those market participants to assume the risks associated with the guaranteed minimum benefits and the related reinsurance and customized derivatives. The fair value is likely to materially diverge from the ultimate settlement of the liability as the Company believes settlement will be based on our best estimate assumptions rather than those best estimate assumptions plus risk margins. In the absence of any transfer of the guaranteed benefit liability to a third party, the release of risk margins is likely to be reflected as realized gains in future periods’ net income. Each component described in the following discussion is unobservable in the marketplace and requires subjectivity by the Company in determining its value. Oversight of the Company’s valuation policies and processes for product and GMWB reinsurance derivatives is performed by a multidisciplinary group comprised of finance, actuarial and risk management professionals. This multidisciplinary group reviews and approves changes and enhancements to the Company’s valuation model as well as associated controls.

Best Estimate

Claim Payments

The Best Estimate Claims Payments are calculated based on actuarial and capital market assumptions related to projected cash flows, including the present value of benefits and related contract charges, over the lives of the contracts, incorporating expectations concerning policyholder behavior such as lapses, fund selection, resets and withdrawal utilization. For the customized derivatives, policyholder behavior is prescribed in the derivative contract. Because of the dynamic and complex nature of these cash flows, best estimate assumptions and a Monte Carlo stochastic process is used in valuation. The Monte Carlo stochastic process involves the generation of thousands of scenarios that assume risk neutral returns consistent with swap rates and a blend of observable implied index volatility levels. Estimating these cash flows involves numerous estimates and subjective judgments regarding a number of variables. These variables include expected markets rates of return, market volatility, correlations of market index returns to funds, fund performance, discount rates, and assumptions about policyholder behavior which emerge over time.

21

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

At each valuation date, the Company assumes expected returns based on:

• risk-free rates as represented by the Eurodollar futures, LIBOR deposits and swap rates to derive forward curve rates;

• market implied volatility assumptions for each underlying index based primarily on a blend of observed market “implied volatility” data;

• correlations of historical returns across underlying well known market indices based on actual observed returns over the ten years preceding the valuation date; and

• three years of history for fund indexes compared to separate account fund regression.

On a daily basis, the Company updates capital market assumptions used in the GMWB liability model such as interest rates, equity indices and the blend of implied equity index volatilities. The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including living benefit lapses and withdrawal rates, if credible emerging data indicates that changes are warranted. In addition, the Company will continue to evaluate policyholder behavior assumptions as we implement initiatives to reduce the size of the variable annuity business. At a minimum, all policyholder behavior assumptions are reviewed and updated, as appropriate, in conjunction with the completion of the Company’s annual comprehensive study to refine its estimate of future gross profits.

Credit Standing Adjustment

This assumption makes an adjustment that market participants would make, in determining fair value, to reflect the risk that guaranteed benefit obligations or the GMWB reinsurance recoverables will not be fulfilled. The Company incorporates a blend of observable Company and reinsurer credit default spreads from capital markets, adjusted for market recoverability. For the three and six months endedJune 30, 2015, the credit standing adjustment assumption, net of reinsurance and exclusive of the impact of the credit standing adjustment on other market sensitivities, resulted in pre-tax realized losses of $(2). For the three and six months endedJune 30, 2014, the credit standing adjustment assumption, net of reinsurance and exclusive of the impact of the credit standing adjustment on other market sensitivities, resulted in pre-tax realized gains of $2 and $39, respectively.

Margins

The behavior risk margin adds a margin that market participants would require for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions.

There were no policyholder behavior assumption updates related to the behavior risk margin for the three and six months endedJune 30, 2015 and 2014. As of June 30, 2015 and December 31, 2014 the behavior risk margin was $69 and $74, respectively.

In addition to the non-market-based updates described in the preceding discussion, the Company recognized non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices resulting in pre-tax realized gains of $1 and $11 for the three and six months endedJune 30, 2015, respectively, and pre-tax realized gains of $7 and $10 for the three and six months endedJune 30, 2014, respectively.

22

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

Significant unobservable inputs used in the fair value measurement of the GMWB embedded derivative and the GMWB reinsurance derivative are withdrawal utilization and withdrawal rates, lapse rates, reset elections and equity volatility. The following table provides quantitative information about the significant unobservable inputs and is applicable to all of the GMWB embedded derivative and the GMWB reinsurance derivative. Significant increases in any of the significant unobservable inputs, in isolation, will generally have an increase or decrease correlation with the fair value measurement, as shown in the following table.

Significant Unobservable Input	Minimum	Maximum	Impact of Increase in Input on Fair Value Measurement [1]
Withdrawal Utilization [2]	20%	100%	Increase
Withdrawal Rates [3]	—%	8%	Increase
Lapse Rates [4]	—%	75%	Decrease
Reset Elections [5]	20%	75%	Increase
Equity Volatility [6]	10%	40%	Increase

[1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.

[2] Range represents assumed cumulative percentages of policyholders taking withdrawals.

[3] Range represents assumed cumulative annual amount withdrawn by policyholders.

[4] Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.

[5] Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.

[6] Range represents implied market volatilities for equity indices based on multiple pricing sources.

Generally a change in withdrawal utilization assumptions would be accompanied by a directionally opposite change in lapse rate assumptions, as the behavior of policyholders that utilize GMWB riders is typically different from policyholders that do not utilize these riders.

Separate Account Assets

Separate account assets are primarily invested in mutual funds. Other separate account assets include fixed maturities, limited partnerships, equity securities, short-term investments and derivatives that are valued in the same manner, and using the same pricing sources and inputs, as those investments held by the Company. Separate account assets classified as Level 3 primarily include limited partnerships in which fair value represents the separate account’s share of the fair value of the equity in the investment (“net asset value”) and are classified in level 3 based on the Company’s ability to redeem its investment.

Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)

The following tables provide fair value roll-forwards for the three months ended June 30, 2015, for financial instruments classified as Level 3.

	Fixed Maturities, AFS																								Fixed Maturities, FVO
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS
Fair value as of March 31, 2015	$	96		$	362		$	119		$	670		$	17		$	52		$	674		$	1,990		$	72
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			—			—			—			—			—			—			—			—
Included in OCI [3]	(2		)	(2		)	1			(10		)	(2		)	(3		)	1			(17		)	—
Purchases	9			—			—			2			2			—			35			48			1
Settlements	—			(12		)	(13		)	(26		)	(1		)	—			(29		)	(81		)	1
Sales	(6		)	—			(3		)	(12		)	(1		)	—			(35		)	(57		)	(1		)
Transfers into Level 3 [4]	—			—			—			—			—			—			16			16			—
Transfers out of Level 3 [4]	(83		)	—			(17		)	(77		)	—			—			—			(177		)	(1		)
Fair value as of June 30, 2015	$	14		$	348		$	87		$	547		$	15		$	49		$	662		$	1,722		$	72
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	—		$	—		$	—		$	—		$	—		$	—		$	—		$	—

23

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Commodity			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Total Free-Standing Derivatives [5]
Fair value as of March 31, 2015	$	48		$	(6	)	$	—		$	5		$	(30	)	$	159		$	187		$	315
Total realized/unrealized gains (losses)
Included in net income [1] [2]	6			(2		)	(4		)	(2		)	3			(34		)	(22		)	(61		)
Included in OCI [3]	—			—			—			—			—			—			—			—
Purchases	1			(2		)	—			—			—			—			—			(2		)
Settlements	—			—			—			—			(1		)	—			—			(1		)
Sales	(8		)	—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			6			—			—			—			—			6
Transfers out of Level 3 [4]	(3		)	10			—			—			—			—			—			10
Fair value as of June 30, 2015	$	44		$	—		$	2		$	3		$	(28	)	$	125		$	165		$	267
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	—		$	(4	)	$	—		$	3		$	(32	)	$	(18	)	$	(51	)

Assets	Reinsurance Recoverable for GMWB			Separate Accounts
Fair value as of March 31, 2015	$	65		$	602
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(16		)	7
Included in OCI	—			(1		)
Purchases	—			224
Settlements	1			(5		)
Sales	—			(44		)
Transfers into Level 3 [4]	—			5
Transfers out of Level 3 [4]	—			(53		)
Fair value as of June 30, 2015	$	50		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	(16	)	$	7

	Other Policyholder Funds and Benefits Payable
Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of March 31, 2015	$	(176	)	$	(26	)	$	(202	)	$	(3	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	78			—			78			—
Settlements	(14		)	—			(14		)	—
Fair value as of June 30, 2015	$	(112	)	$	(26	)	$	(138	)	$	(3	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	78		$	—		$	78		$	—

24

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

The following tables provide fair value roll-forwards for the six months endedJune 30, 2015, for financial instruments classified as Level 3.

	Fixed Maturities, AFS																								Fixed Maturities, FVO
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS
Fair value as of January 1, 2015	$	82		$	360		$	119		$	646		$	30		$	54		$	734		$	2,025		$	84
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			(1		)	—			(2		)	—			—			(1		)	(4		)	(4		)
Included in OCI [3]	(2		)	13			(1		)	(26		)	(2		)	(5		)	1			(22		)	—
Purchases	22			—			12			3			3			—			46			86			5
Settlements	—			(18		)	(19		)	(24		)	(2		)	—			(58		)	(121		)	2
Sales	(6		)	—			(3		)	(15		)	(14		)	—			(57		)	(95		)	(5		)
Transfers into Level 3 [4]	1			—			4			58			—			—			16			79			—
Transfers out of Level 3 [4]	(83		)	(6		)	(25		)	(93		)	—			—			(19		)	(226		)	(10		)
Fair value as of June 30, 2015	$	14		$	348		$	87		$	547		$	15		$	49		$	662		$	1,722		$	72
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	(1	)	$	(1	)	$	(1	)	$	—		$	—		$	—		$	(3	)	$	(2	)

				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Commodity			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Total Free- Standing Derivatives [5]
Fair value as of January 1, 2015	$	48		$	(3	)	$	—		$	5		$	(27	)	$	170		$	141		$	286
Total realized/unrealized gains (losses)
Included in net income [1] [2]	6			1			(4		)	8			—			(25		)	(23		)	(43		)
Included in OCI [3]	(2		)	—			—			—			—			—			—			—
Purchases	3			(8		)	—			—			—			—			47			39
Settlements	—			—			—			(10		)	(1		)	(20		)	—			(31		)
Sales	(8		)	—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			6			—			—			—			—			6
Transfers out of Level 3 [4]	(3		)	10			—			—			—			—			—			10
Fair value as of June 30, 2015	$	44		$	—		$	2		$	3		$	(28	)	$	125		$	165		$	267
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	3		$	(4	)	$	1		$	(2	)	$	(16	)	$	(15	)	$	(33	)

25

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

Assets	Reinsurance Recoverable for GMWB			Separate Accounts
Fair value as of January 1, 2015	$	56		$	578
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(9		)	7
Included in OCI	—			(1		)
Purchases	—			262
Settlements	3			(10		)
Sales	—			(50		)
Transfers into Level 3 [4]	—			6
Transfers out of Level 3 [4]	—			(57		)
Fair value as of June 30, 2015	$	50		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	(9	)	$	7

	Other Policyholder Funds and Benefits Payable
Liabilities	Guaranteed Living Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of January 1, 2015	$	(139	)	$	(26	)	$	(165	)	$	(3	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	59			—			59			—
Settlements	(32		)	—			(32		)	—
Fair value as of June 30, 2015	$	(112	)	$	(26	)	$	(138	)	$	(3	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	59		$	—		$	59		$	—

The following tables provide fair value roll-forwards for the three months ended June 30, 2014, for financial instruments classified as Level 3.

	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS			Fixed Maturities, FVO
Fair value as of March 31, 2014	$	35		$	449		$	309		$	768		$	30		$	51		$	807		$	2,449		$	190
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			—			1			(2		)	—			—			10			9			5
Included in OCI [3]	1			6			1			7			1			2			(8		)	10			—
Purchases	24			—			2			21			1			—			55			103			5
Settlements	(1		)	(16		)	(23		)	(20		)	—			—			(30		)	(90		)	(2		)
Sales	(8		)	—			(1		)	(24		)	(3		)	(1		)	(35		)	(72		)	(60		)
Transfers into Level 3 [4]	—			—			—			77			—			—			—			77			—
Transfers out of Level 3 [4]	—			(54		)	(43		)	(94		)	—			—			(24		)	(215		)	—
Fair value as of June 30, 2014	$	51		$	385		$	246		$	733		$	29		$	52		$	775		$	2,271		$	138
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	—		$	—		$	—		$	(2	)	$	—		$	—		$	(1	)	$	(3	)	$	10

26

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

			Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS		Credit			Equity		GMWB Hedging			Macro Hedge Program			Intl. Program Hedging			Total Free-Standing Derivatives [5]
Fair value as of March 31, 2014	$	52	$	1		$	2	$	123		$	133		$	(40	)	$	219
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—		(1		)	—		(26		)	(15		)	12			(30		)
Purchases	—		—			—		—			2			—			2
Settlements	—		—			—		—			—			(5		)	(5		)
Transfers out of Level 3 [4]	—		—			—		—			—			33			33
Fair value as of June 30, 2014	$	52	$	—		$	2	$	97		$	120		$	—		$	219
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	—	$	(1	)	$	—	$	(26	)	$	(15	)	$	—		$	(42	)

Assets	Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB			Separate Accounts
Fair value as of March 31, 2014	$	(509	)	$	762
Total realized/unrealized gains (losses)
Included in net income [1] [2]	533			(1		)
Purchases	—			136
Settlements	7			(1		)
Sales	—			(78		)
Transfers into Level 3 [4]	—			3
Transfers out of Level 3 [4]	—			(8		)
Fair value as of June 30, 2014	$	31		$	813
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	533		$	1

	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of March 31, 2014	$	(535	)	$	(19	)	$	(554	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	596			(3		)	593			—
Settlements	(59		)	—			(59		)	—
Fair value as of June 30, 2014	$	2		$	(22	)	$	(20	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	596		$	(3	)	$	593		$	—

27

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

The following tables provide fair value roll-forwards for the six months endedJune 30, 2014, for financial instruments classified as Level 3.

	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS			Fixed Maturities, FVO
Fair value as of January 1, 2014	$	108		$	428		$	360		$	790		$	38		$	49		$	798		$	2,571		$	178
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			—			9			(6		)	(1		)	—			9			11			14
Included in OCI [3]	3			6			(5		)	25			4			4			1			38			—
Purchases	24			—			3			45			1			—			142			215			10
Settlements	(1		)	(27		)	(48		)	(18		)	(2		)	—			(61		)	(157		)	(3		)
Sales	(11		)	(9		)	(23		)	(58		)	(11		)	(1		)	(82		)	(195		)	(61		)
Transfers into Level 3 [4]	—			48			—			107			—			—			—			155			—
Transfers out of Level 3 [4]	(72		)	(61		)	(50		)	(152		)	—			—			(32		)	(367		)	—
Fair value as of June 30, 2014	$	51		$	385		$	246		$	733		$	29		$	52		$	775		$	2,271		$	138
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	—		$	—		$	—		$	(7	)	$	(2	)	$	—		$	(1	)	$	(10	)	$	18

				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Equity		Interest Rate			GMWB Hedging			Macro Hedge Program			Intl. Program Hedging			Total Free-Standing Derivatives [5]
Fair value as of January 1, 2014	$	51		$	2		$	2	$	(24	)	$	146		$	139		$	(61	)	$	204
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(1		)	(2		)	—		—			(60		)	(25		)	24			(63		)
Included in OCI [3]	2			—			—		—			—			—			—			—
Purchases	—			—			—		—			4			6			9			19
Settlements	—			—			—		—			7			—			(5		)	2
Transfers out of Level 3 [4]	—			—			—		24			—			—			33			57
Fair value as of June 30, 2014	$	52		$	—		$	2	$	—		$	97		$	120		$	—		$	219
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	(1	)	$	(2	)	$	—	$	(1	)	$	(76	)	$	(25	)	$	17		$	(87	)

28

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

Assets	Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB			Separate Accounts
Fair value as of January 1, 2014	$	(467	)	$	737
Total realized/unrealized gains (losses)
Included in net income [1] [2]	426			4
Purchases	—			265
Settlements	72			(1		)
Sales	—			(163		)
Transfers into Level 3 [4]	—			4
Transfers out of Level 3 [4]	—			(33		)
Fair value as of June 30, 2014	$	31		$	813
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	426		$	6

	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed Living Benefits [7][8]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of January 1, 2014	$	(576	)	$	(18	)	$	(594	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	670			(4		)	666			—
Settlements	(92		)	—			(92		)	—
Fair value as of June 30, 2014	$	2		$	(22	)	$	(20	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	670		$	(4	)	$	666		$	—

[1] The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

[2] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.

[3] All amounts are before income taxes and amortization of DAC.

[4] Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

[5] Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

[6] Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

Fair Value Option

FVO investments include certain securities that contain embedded credit derivatives with underlying credit risk primarily related to residential and commercial real estate, for which the company has elected the fair value option. The Company also classifies the underlying fixed maturities held in certain consolidated investment funds within the Fixed Maturities, FVO line on the Condensed Consolidated Balance Sheets. The Company reports consolidated investment companies at fair value with changes in the fair value of these securities recognized in net realized capital gains and losses, which is consistent with accounting requirements for investment companies. The investment funds hold fixed income securities in multiple sectors and the Company has management and control of the funds as well as a significant ownership interest.

The Company also elected the fair value option for certain equity securities in order to align the accounting with total return swap contracts that hedge the risk associated with the investments. The swaps do not qualify for hedge accounting and the change in value of both the equity securities and the total return swaps are recorded in net realized capital gains and losses. These equity securities are classified within equity securities, AFS on the Condensed Consolidated Balance Sheets. Income earned from FVO securities is recorded in net investment income and changes in fair value are recorded in net realized capital gains and losses.

29

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

The following table presents the changes in fair value of those assets and liabilities accounted for using the fair value option reported in net realized capital gains and losses in the Company’s Condensed Consolidated Statements of Operations.

	Three Months Ended June 30,					Six Months Ended June 30,
	2015			2014		2015			2014
Assets
Fixed maturities, FVO
Corporate	$	(2	)	$	2	$	1		$	3
CRE CDOs	—			7		1			16
Foreign government	—			7		—			16
RMBS	(4		)	—		(3		)	1
Total fixed maturities, FVO	$	(6	)	$	16	$	(1	)	$	36
Equity, FVO	$	2		—		$	2		$	—
Total realized capital gains	$	(4	)	$	16	$	1		$	36

The following table presents the fair value of assets and liabilities accounted for using the fair value option included in the Company's Condensed Consolidated Balance Sheets.

	As of
	June 30, 2015		December 31, 2014
Assets
Fixed maturities, FVO
ABS	$	4	$	13
Corporate	29		96
CDO	70		67
CMBS	7		15
Foreign government	1		3
Municipals	1		2
RMBS	99		82
U.S. Government	2		2
Total fixed maturities, FVO	$	213	$	280
Equity, FVO [1]	$	—	$	248

[1] Included in equity securities, AFS on the Condensed Consolidated Balance Sheets. The Company did not hold any equity securities, FVO as of June 30, 2015.

30

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

2. Fair Value Measurements (continued)

Financial Instruments Not Carried at Fair Value

The following presents carrying amounts and fair values of the Company's financial instruments not carried at fair value and not included in the preceding fair value discussion.

		June 30, 2015				December 31, 2014
	Fair Value Hierarchy Level	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Assets
Policy loans	Level 3	$	1,438	$	1,438	$	1,430	$	1,430
Mortgage loans	Level 3	2,999		3,099		3,109		3,280
Liabilities
Other policyholder funds and benefits payable [1]	Level 3	$	6,773	$	6,765	$	7,134	$	7,353
Consumer notes [2]	Level 3	56		59		68		68
Assumed investment contracts [3]	Level 3	760		831		763		851

[1] Excludes group accident and health and universal life insurance contracts, including corporate owned life insurance.

[2] Excludes amounts carried at fair value and included in preceding disclosures.

[3] Included in other liabilities in the Condensed Consolidated Balance Sheets.

Fair values for policy loans were determined using current loan coupon rates, which reflect the current rates available under the contracts. As a result, the fair value approximates the carrying value of the policy loans.

Fair values for mortgage loans were estimated using discounted cash flow calculations based on current lending rates for similar type loans. Current lending rates reflect changes in credit spreads and the remaining terms of the loans.

Fair values for other policyholder funds and benefits payable and assumed investment contracts, not carried at fair value, are estimated based on the cash surrender values of the underlying policies or by estimating future cash flows discounted at current interest rates adjusted for credit risk.

Fair values for consumer notes were estimated using discounted cash flow calculations using current interest rates adjusted for estimated loan durations.

31

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments

Net Realized Capital Gains (Losses)

	Three Months Ended June 30,						Six Months Ended June 30,
(Before-tax)	2015			2014			2015			2014
Gross gains on sales	$	65		$	54		$	184		$	162
Gross losses on sales	(53		)	(91		)	(148		)	(195		)
Net OTTI losses recognized in earnings	(2		)	(3		)	(8		)	(10		)
Valuation allowances on mortgage loans	—			(4		)	(4		)	(4		)
Japanese fixed annuity contract hedges, net [1]	—			(5		)	—			(14		)
Periodic net coupon settlements on credit derivatives	2			4			3			9
Results of variable annuity hedge program
GMWB derivatives, net	(4		)	(6		)	(3		)	9
Macro hedge program	(23		)	(15		)	(27		)	(25		)
Total U.S. program	(27		)	(21		)	(30		)	(16		)
International Program [2]	—			(103		)	—			(126		)
Total results of variable annuity hedge program	(27		)	(124		)	(30		)	(142		)
GMIB/GMAB/GMWB reinsurance	—			528			—			579
Modified coinsurance reinsurance contracts	37			524			26			394
Other, net [3]	(9		)	(233		)	(19		)	(235		)
Net realized capital gains, before-tax	$	13		$	650		$	4		$	544

[1] Includes gains (losses) of $(22) and $(51), respectively, for the three and six months ended June 30, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $17 and $37, respectively, for the three and six months ended June 30, 2014, due to change in value related to the derivative hedging instruments and the Japan government FVO securities.

[2] Includes transactional foreign currency re-valuation gains (losses) of $(1) and $2, respectively, for the three and six months ended June 30, 2014.

[3] Other, net gains and losses include 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. Gains (losses) from transactional foreign currency revaluation of the reinsured liabilities were $16 and $(18), respectively, for the three months ended June 30, 2015 and 2014, and $16 and $(46), respectively, for the six months ended June 30, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(17) and $13, respectively, for the three months ended June 30, 2015 and 2014, and $(31) and $28, respectively for the six months ended June 30, 2015 and 2014.

Net realized capital gains and losses from investment sales, are reported as a component of revenues and are determined on a specific identification basis. Before tax, net gains and losses on sales and impairments previously reported as unrealized gains in AOCI were $16 and $34, respectively, for the three and six months endedJune 30, 2015, and $(44) and $(41) for the three and six months endedJune 30, 2014, respectively. Proceeds from sales of AFS securities totaled $2.5 billion and $5.6 billion, respectively, for the three and six months endedJune 30, 2015, and $2.2 billion and $5.6 billion for the three and six months endedJune 30, 2014, respectively.

Recognition and Presentation of Other-Than-Temporary Impairments

The Company deems bonds and certain equity securities with debt-like characteristics (collectively “debt securities”) to be other-than-temporarily impaired (“impaired”) if a security meets the following conditions: a) the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, or b) the Company does not expect to recover the entire amortized cost basis of the security. If the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, a charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. For those impaired debt securities which do not meet the first condition and for which the Company does not expect to recover the entire amortized cost basis, the difference between the security’s amortized cost basis and the fair value is separated into the portion representing a credit OTTI, which is recorded in net realized capital losses, and the remaining non-credit impairment, which is recorded in OCI. Generally, the Company determines a security’s credit impairment as the difference between its amortized cost basis and its best estimate of expected future cash flows discounted at the security’s effective yield prior to impairment. The remaining non-credit impairment is the difference between the security’s fair value and the Company’s best estimate of expected future cash flows discounted at the security’s effective yield prior to the impairment, which typically represents current market liquidity and risk premiums. The previous amortized cost basis less the impairment recognized in net realized capital losses becomes the security’s new cost basis. The Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary.

32

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

The Company’s evaluation of whether a credit impairment exists for debt securities includes but is not limited to, the following factors: (a) changes in the financial condition of the security’s underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) changes in the financial condition, credit rating and near-term prospects of the issuer, (d) the extent to which the fair value has been less than the amortized cost of the security and (e) the payment structure of the security. The Company’s best estimate of expected future cash flows used to determine the credit loss amount is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions and judgments regarding the future performance of the security. The Company’s best estimate of future cash flows involves assumptions including, but not limited to, various performance indicators, such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, and loan-to-value ("LTV") ratios. In addition, for structured securities, the Company considers factors including, but not limited to, average cumulative collateral loss rates that vary by vintage year, commercial and residential property value declines that vary by property type and location and commercial real estate delinquency levels. These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries which may include estimating the underlying collateral value. In addition, projections of expected future debt security cash flows may change based upon new information regarding the performance of the issuer and/or underlying collateral such as changes in the projections of the underlying property value estimates.

For equity securities where the decline in the fair value is deemed to be other-than-temporary, a charge is recorded in net realized capital losses equal to the difference between the fair value and cost basis of the security. The previous cost basis less the impairment becomes the security’s new cost basis. The Company asserts its intent and ability to retain those equity securities deemed to be temporarily impaired until the price recovers. Once identified, these securities are systematically restricted from trading unless approved by investment and accounting professionals. The investment and accounting professionals will only authorize the sale of these securities based on predefined criteria that relate to events that could not have been reasonably foreseen. Examples of the criteria include, but are not limited to, the deterioration in the issuer’s financial condition, security price declines, a change in regulatory requirements or a major business combination or major disposition.

The primary factors considered in evaluating whether an impairment exists for an equity security include, but are not limited to: (a) the length of time and extent to which the fair value has been less than the cost of the security, (b) changes in the financial condition, credit rating and near-term prospects of the issuer, (c) whether the issuer is current on preferred stock dividends and (d) the intent and ability of the Company to retain the investment for a period of time sufficient to allow for recovery.

Impairments for the three and six months endedJune 30, 2015 were $2 and $8, respectively, and $3 and $10 for the three and six months endedJune 30, 2014, respectively. Impairments for the three and six months endedJune 30, 2015 primarily consisted of securities in an unrealized loss position which the Company had made the decision to sell.Impairments for the three and six months endedJune 30, 2014primarily consisted of credit impairments caused by issuer specific deterioration.

The following table presents a roll-forward of the Company’s cumulative credit impairments on debt securities held.

	Three Months Ended June 30,						Six Months Ended June 30,
(Before-tax)	2015			2014			2015			2014
Balance, beginning of period	$	(288	)	$	(382	)	$	(296	)	$	(410	)
Additions for credit impairments recognized on [1]:
Securities not previously impaired	—			—			(2		)	(3		)
Securities previously impaired	—			(3		)	—			(6		)
Reductions for credit impairments previously recognized on:
Securities that matured or were sold during the period	3			29			5			59
Securities the Company made the decision to sell or more likely than not will be required to sell	—			—			1			—
Securities due to an increase in expected cash flows	15			5			22			9
Balance, end of period	$	(270	)	$	(351	)	$	(270	)	$	(351	)

[1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.

33

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

Available-for-Sale Securities

The following table presents the Company’s AFS securities by type.

	June 30, 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	$	1,221	$	19	$	(28	)	$	1,212	$	—		$	1,181	$	20	$	(30	)	$	1,171	$	—
CDOs [2]	1,340		90		(8		)	1,421		—			1,083		84		(20		)	1,148		—
CMBS	1,965		79		(15		)	2,029		(3		)	1,797		97		(7		)	1,887		(3		)
Corporate	14,583		1,185		(124		)	15,644		(6		)	14,166		1,685		(109		)	15,742		(3		)
Foreign govt./govt. agencies	337		19		(5		)	351		—			576		35		(9		)	602		—
Municipal	988		74		(10		)	1,052		—			935		118		(1		)	1,052		—
RMBS	1,647		52		(10		)	1,689		—			1,805		64		(12		)	1,857		—
U.S. Treasuries	1,879		158		(3		)	2,034		—			1,717		261		(1		)	1,977		—
Total fixed maturities, AFS	23,960		1,676		(203		)	25,432		(9		)	23,260		2,364		(189		)	25,436		(6		)
Equity securities, AFS [3]	167		21		(10		)	178		—			275		10		(19		)	266		—
Total AFS securities	$	24,127	$	1,697	$	(213	)	$	25,610	$	(9	)	$	23,535	$	2,374	$	(208	)	$	25,702	$	(6	)

[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 June 30, 2015 and December 31, 2014.

[2] Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in fair value will be recorded in net realized capital gains (losses).

[3] Excludes equity securities, FVO, with a cost and fair value of $250 and $248, respectively, as of December 31, 2014. The Company did not hold any equity securities, FVO as of June 30, 2015.

The following table presents the Company’s fixed maturities, AFS, by contractual maturity year.

	June 30, 2015				December 31, 2014
Contractual Maturity	Amortized Cost		Fair Value		Amortized Cost		Fair Value
One year or less	$	768	$	777	$	1,031	$	1,043
Over one year through five years	5,315		5,527		4,902		5,168
Over five years through ten years	3,595		3,695		3,345		3,501
Over ten years	8,109		9,082		8,116		9,661
Subtotal	17,787		19,081		17,394		19,373
Mortgage-backed and asset-backed securities	6,173		6,351		5,866		6,063
Total fixed maturities, AFS	$	23,960	$	25,432	$	23,260	$	25,436

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.

Concentration of Credit Risk

The Company aims to maintain a diversified investment portfolio including issuer, sector and geographic stratification, where applicable, and has established certain exposure limits, diversification standards and review procedures to mitigate credit risk.

The Company did not have exposure to any credit concentration risk of a single issuer greater than 10% of the Company’s stockholder’s equity, other than the U.S. government and certain U.S. government securities as of June 30, 2015 and December 31, 2014. For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 4 - Investments and Derivative Instruments of Notes to Consolidated Financial Statements in the Company’s 2014 Form 10-K Annual Report.

34

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

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.

	June 30, 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	$	293	$	292	$	(1	)	$	295	$	268	$	(27	)	$	588	$	560	$	(28	)
CDOs [1]	422		420		(2		)	605		598		(6		)	1,027		1,018		(8		)
CMBS	473		463		(10		)	100		95		(5		)	573		558		(15		)
Corporate	3,711		3,615		(96		)	319		291		(28		)	4,030		3,906		(124		)
Foreign govt./govt. agencies	110		106		(4		)	17		16		(1		)	127		122		(5		)
Municipal	207		198		(9		)	4		3		(1		)	211		201		(10		)
RMBS	288		286		(2		)	201		193		(8		)	489		479		(10		)
U.S. Treasuries	267		264		(3		)	11		11		—			278		275		(3		)
Total fixed maturities, AFS	5,771		5,644		(127		)	1,552		1,475		(76		)	7,323		7,119		(203		)
Equity securities, AFS [2]	57		52		(5		)	51		46		(5		)	108		98		(10		)
Total securities in an unrealized loss position	$	5,828	$	5,696	$	(132	)	$	1,603	$	1,521	$	(81	)	$	7,431	$	7,217	$	(213	)

	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	$	368	$	367	$	(1	)	$	340	$	311	$	(29	)	$	708	$	678	$	(30	)
CDOs [1]	123		122		(1		)	771		753		(19		)	894		875		(20		)
CMBS	109		108		(1		)	194		188		(6		)	303		296		(7		)
Corporate	1,542		1,491		(51		)	661		603		(58		)	2,203		2,094		(109		)
Foreign govt./govt. agencies	145		140		(5		)	68		64		(4		)	213		204		(9		)
Municipal	14		14		—			13		12		(1		)	27		26		(1		)
RMBS	148		147		(1		)	229		218		(11		)	377		365		(12		)
U.S. Treasuries	184		184		—			18		17		(1		)	202		201		(1		)
Total fixed maturities, AFS	2,633		2,573		(60		)	2,294		2,166		(129		)	4,927		4,739		(189		)
Equity securities, AFS [2]	81		75		(6		)	92		79		(13		)	173		154		(19		)
Total securities in an unrealized loss position	$	2,714	$	2,648	$	(66	)	$	2,386	$	2,245	$	(142	)	$	5,100	$	4,893	$	(208	)

[1] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities, for which changes in fair value are recorded in net realized capital gains (losses).

[2] As of June 30, 2015 and December 31, 2014, excludes equity securities, FVO which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets.

As of June 30, 2015, AFS securities in an unrealized loss position, consisted of 2,277 securities, primarily in the corporate sector, as well as commercial and residential real estate and student loan ABS, which are depressed primarily due to an increase in interest rates and/or wider credit spreads since the securities were purchased. As of June 30, 2015, 94% of these securities were depressed less than 20% of cost or amortized cost. The increase in unrealized losses as compared to December 31, 2014, was primarily attributable to an increase in interest rates.

35

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

Most of the securities depressed for twelve months or more relate to student loan ABS, certain floating rate corporate securities with greater than 10 years to maturity concentrated in the financial services sector, and structured securities with exposure to commercial and residential real estate. Student loan ABS and corporate securities are primarily depressed because the securities have floating-rate coupons and have long-dated maturities, or are perpetual, and current credit spreads are wider than when these securities were purchased. For certain commercial and residential real estate securities, current market spreads continue to be wider than spreads at the securities' respective purchase dates. The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined in the preceding discussion.

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 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.

	June 30, 2015							December 31, 2014
	Amortized Cost [1]		Valuation Allowance			Carrying Value		Amortized Cost [1]		Valuation Allowance			Carrying Value
Total commercial mortgage loans	$	3,018	$	(19	)	$	2,999	$	3,124	$	(15	)	$	3,109

[1] Amortized cost represents carrying value prior to valuation allowances, if any.

As of June 30, 2015, and December 31, 2014, the carrying value of mortgage loans associated with the valuation allowance was $45 and $49, respectively. There were no mortgage loans held-for-sale as of June 30, 2015 or December 31, 2014. As of June 30, 2015, loans within the Company’s mortgage loan portfolio that have had extensions or restructurings other than what is allowable under the original terms of the contract are immaterial.

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.

	Six Months Ended June 30,
	2015			2014
Balance, beginning of period	$	(15	)	$	(12	)
(Additions)/Reversals	(4		)	(4		)
Deductions	—			—
Balance, end of period	$	(19	)	$	(16	)

36

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 56% as of June 30, 2015, while the weighted-average LTV ratio at origination of these loans was 64%. LTV ratios compare the loan amount to the value of the underlying property collateralizing the loan. The loan values are updated no less than annually through property level reviews of the portfolio. Factors considered in the property valuation include, but are not limited to, actual and expected property cash flows, geographic market data and capitalization rates. DSCR compares a property’s net operating income to the borrower’s principal and interest payments. The weighted average DSCR of the Company’s commercial mortgage loan portfolio was 2.39x as of June 30, 2015. The Company held no delinquent commercial mortgage loans as of June 30, 2015.

The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR.

Commercial Mortgage Loans Credit Quality
	June 30, 2015			December 31, 2014
Loan-to-value	Carrying Value		Avg. Debt-Service Coverage Ratio	Carrying Value		Avg. Debt-Service Coverage Ratio
Greater than 80%	$	18	1.13x	$	21	1.14x
65% - 80%	452		1.72x	452		1.71x
Less than 65%	2,529		2.53x	2,636		2.49x
Total commercial mortgage loans	$	2,999	2.39x	$	3,109	2.36x

The following tables present the carrying value of the Company’s mortgage loans by region and property type.

Mortgage Loans by Region
	June 30, 2015			December 31, 2014
	Carrying Value		Percent of Total	Carrying Value		Percent of Total
East North Central	$	63	2.1%	$	64	2.1%
Middle Atlantic	245		8.2%	272		8.7%
Mountain	35		1.2%	35		1.1%
New England	146		4.9%	146		4.7%
Pacific	918		30.5%	905		29.1%
South Atlantic	566		18.9%	532		17.1%
West North Central	1		—%	15		0.5%
West South Central	125		4.2%	125		4.0%
Other [1]	900		30.0%	1,015		32.7%
Total mortgage loans	$	2,999	100.0%	$	3,109	100.0%

[1] Primarily represents loans collateralized by multiple properties in various regions.

Mortgage Loans by Property Type
	June 30, 2015			December 31, 2014
	Carrying Value		Percent of Total	Carrying Value		Percent of Total
Commercial
Agricultural	$	22	0.7%	$	22	0.7%
Industrial	960		32.1%	989		31.8%
Lodging	26		0.9%	26		0.8%
Multifamily	547		18.2%	522		16.8%
Office	720		24.0%	723		23.3%
Retail	610		20.3%	713		22.9%
Other	114		3.8%	114		3.7%
Total mortgage loans	$	2,999	100.0%	$	3,109	100.0%

37

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

Variable Interest Entities

The Company is involved with various special purpose entities and other entities that are deemed to be VIEs primarily as a collateral or investment manager and as an investor through normal investment activities, as well as a means of accessing capital through a contingent capital facility.

A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest or lacks sufficient funds to finance its own activities without financial support provided by other entities.

The Company performs ongoing qualitative assessments of its VIEs to determine whether the Company has a controlling financial interest in the VIE and therefore is the primary beneficiary. The Company is deemed to have a controlling financial interest when it has both the ability to direct the activities that most significantly impact the economic performance of the VIE and the obligation to absorb losses or right to receive benefits from the VIE that could potentially be significant to the VIE. Based on the Company’s assessment, if it determines it is the primary beneficiary, the Company consolidates the VIE in the Company’s Condensed Consolidated Financial Statements.

Consolidated VIEs

The following table presents the carrying value of assets and liabilities, and the maximum exposure to loss relating to the VIEs for which the Company is the primary beneficiary. Creditors have no recourse against the Company in the event of default by these VIEs nor does the Company have any implied or unfunded commitments to these VIEs. The Company’s financial or other support provided to these VIEs is limited to its collateral or investment management services and original investment.

	June 30, 2015						December 31, 2014
	Total Assets		Total Liabilities  [1]		Maximum Exposure to Loss [2]		Total Assets		Total Liabilities  [1]		Maximum Exposure to Loss [2]
Investment funds [3]	$	53	$	10	$	43	$	154	$	20	$	138
Limited partnerships and other alternative investments	2		1		1		3		2		1
Total	$	55	$	11	$	44	$	157	$	22	$	139

[1] Included in other liabilities in the Company’s Condensed 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 fixed maturities, FVO, short-term investments, and equity, AFS in the Company’s Condensed Consolidated Balance Sheets.

Investment funds represent wholly-owned fixed income funds for which the Company has management and control of investments which is the activity that most significantly impacts its economic performance. The decline in investments funds is due to redemptions paid by one of the funds. Limited partnerships represent one hedge fund of funds for which the Company holds a majority interest in the fund as an investment.

Non-Consolidated VIEs

The Company does not hold any investments issued by VIEs for which the Company is not the primary beneficiary as of June 30, 2015 and December 31, 2014. In addition, the Company, through normal investment activities, makes passive investments in structured securities issued by VIEs for which the Company is not the manager which are included in ABS, CDOs, CMBS and RMBS in the fixed maturities, AFS or fixed maturities, FVO, on the Company’s Condensed Consolidated Balance Sheets. The Company has not provided financial or other support with respect to these investments other than its original investment. For these investments, the Company determined it is not the primary beneficiary due to the relative size of the Company’s investment in comparison to the principal amount of the structured securities issued by the VIEs, the level of credit subordination which reduces the Company’s obligation to absorb losses or right to receive benefits and the Company’s inability to direct the activities that most significantly impact the economic performance of the VIEs. The Company’s maximum exposure to loss on these investments is limited to the amount of the Company’s investment.

Repurchase Agreements, Dollar Roll Transactions and Other Collateral Transactions

From time to time, the Company enters into repurchase agreements and dollar roll transactions to manage liquidity or to earn incremental spread income. A repurchase agreement is a transaction in which one party (transferor) agrees to sell securities to another party (transferee) in return for cash (or securities), with a simultaneous agreement to repurchase the same securities at a specified price at a later date. A dollar roll is a type of repurchase agreement where a mortgage backed security is sold with an agreement to repurchase substantially the same security at a specified time in the future. These transactions generally have a contractual maturity of ninety days or less and the carrying amounts of these instruments approximates fair value.

38

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

As part of repurchase agreements and dollar roll transactions, the Company transfers collateral of U.S. government and government agency securities and receives cash. For the repurchase agreements, the Company obtains cash in an amount equal to at least 95% of the fair value of the securities transferred. The agreements contain contractual provisions that require additional collateral to be transferred when necessary and provide the counterparty the right to sell or re-pledge the securities transferred. The cash received from the repurchase program is typically invested in short-term investments or fixed maturities. Repurchase agreements include master netting provisions that provide the counterparties the right to offset claims and apply securities held by them with respect to their obligations in the event of a default. Although the Company has the contractual right to offset claims, fixed maturities do not meet the specific conditions for net presentation under U.S. GAAP. The Company accounts for the repurchase agreements and dollar roll transactions as collateralized borrowings. The securities transferred under repurchase agreements and dollar roll transactions are included in fixed maturities, AFS with the obligation to repurchase those securities recorded in other liabilities on the Company's Condensed Consolidated Balance Sheets.

As of June 30, 2015, the Company reported in fixed maturities, AFS on the Condensed Consolidated Balance Sheets financial collateral pledged relating to repurchase agreements of $112. The Company reported a corresponding obligation to repurchase the pledged securities of $115 in other liabilities on the Condensed Consolidated Balance Sheets. The Company had no outstanding dollar roll transactions as of June 30, 2015. The Company had no outstanding repurchase agreements or dollar roll transactions as of December 31, 2014.

The Company is required by law to deposit securities with government agencies in certain states in which it conducts business. As of June 30, 2015 and December 31, 2014 the fair value of securities on deposit was approximately $13 and $14, respectively.

Refer to Derivative Collateral Arrangements section of this note for disclosure of collateral in support of derivative transactions.

Derivative Instruments

The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, commodity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that would be permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or may contain features that are deemed to be embedded derivative instruments, such as the GMWB rider included with certain variable annuity products.

Strategies that qualify for hedge accounting

Certain derivatives that the Company enters into satisfy the hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements, included in the Company’s 2014 Form 10-K Annual Report. Typically, these hedge relationships include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the securities being hedged closely match the terms of the swap. The swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. The hedge strategies by hedge accounting designation include:

Cash flow hedges

Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on floating-rate fixed maturity securities to fixed rates.

Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates.

Fair value hedges

Interest rate swaps are used to hedge the changes in fair value of fixed maturity securities due to fluctuations in interest rates. These swaps are typically used to manage interest rate duration.

39

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

Non-qualifying strategies

Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency, and commodity risk of certain fixed maturities and liabilities do not qualify for hedge accounting.

The non-qualifying strategies include:

Interest rate swaps, swaptions and futures

The Company uses interest rate swaps, swaptions, and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of June 30, 2015 and December 31, 2014 the notional amount of interest rate swaps in offsetting relationships was $4.5 billion.

Foreign currency swaps and forwards

The Company enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.

Fixed payout annuity hedge

The Company formerly offered certain variable annuity products with a guaranteed minimum income benefit ("GMIB") and continues to reinsure certain yen denominated fixed payout annuities. The Company invests in U.S. dollar denominated assets to support the reinsurance liability. The Company entered into pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments.

Credit contracts

Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in value on fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. The Company is also exposed to credit risk related to certain structured fixed maturity securities that have embedded credit derivatives, which reference a standard index of corporate securities. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward.

Equity index swaps and options

During 2015, the Company entered into total return swaps to hedge equity risk of specific common stock investments which are accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). The Company also enters into equity index options with the purpose of hedging the impact of an adverse equity market environment on the investment portfolio. In addition, the Company formerly offered certain equity indexed products, a portion of which contain embedded derivatives that require bifurcation. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products.

Commodity contracts

During 2015, the Company purchased for $6 put option contracts on West Texas Intermediate oil futures with a strike of $35 dollars per barrel in order to partially offset potential losses related to certain fixed maturity securities that could arise if oil prices decline substantially. These options expire in early 2016.

GMWB derivatives, net

The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the GRB. The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB amount.

40

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

The Company utilizes derivatives (“GMWB hedging instruments”) as part of an actively managed program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB riders due to changes in interest rates, equity market levels, and equity volatility. These derivatives include customized swaps, interest rate swaps and futures, and equity swaps, options and futures, on certain indices including the S&P 500 index, EAFE index and NASDAQ index. The following table presents notional and fair value for GMWB hedging instruments.

	Notional Amount				Fair Value
	June 30, 2015		December 31, 2014		June 30, 2015		December 31, 2014
Customized swaps	$	6,493	$	7,041	$	116	$	124
Equity swaps, options, and futures	1,719		3,761		10		39
Interest rate swaps and futures	3,520		3,640		8		11
Total	$	11,732	$	14,442	$	134	$	174

Macro hedge program

The Company utilizes equity options, swaps and foreign currency options to partially hedge against a decline in the equity markets and the resulting statutory surplus and capital impact primarily arising from the guaranteed minimum death benefit ("GMDB") and GMWB obligations. The following table presents notional and fair value for the macro hedge program.

	Notional Amount				Fair Value
	June 30, 2015		December 31, 2014		June 30, 2015		December 31, 2014
Equity swaps, options, and futures	$	4,591	$	5,983	$	165	$	141
Foreign currency options	—		400		—		—
Total	$	4,591	$	6,383	$	165	$	141

Modified coinsurance reinsurance contracts

As of June 30, 2015 and December 31, 2014, the Company had approximately $921 and $1.0 billion, respectively, of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business, which was structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amount of the embedded derivative reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.

Derivative Balance Sheet Classification

The following table summarizes the balance sheet classification of the Company’s derivative related fair value amounts as well as the gross asset and liability fair value amounts. For reporting purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty or under a master netting agreement, which provides the Company with the legal right of offset. The Company has also elected to offset the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements. The fair value amounts presented below do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivatives in the Company’s separate accounts where the associated gains and losses accrue directly to policyholders are not included. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The tables below exclude 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 2 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

41

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

	Net Derivatives										Asset Derivatives				Liability Derivatives
	Notional Amount				Fair Value						Fair Value				Fair Value
Hedge Designation/ Derivative Type	Jun 30, 2015		Dec 31, 2014		Jun 30, 2015			Dec 31, 2014			Jun 30, 2015		Dec 31, 2014		Jun 30, 2015			Dec 31, 2014
Cash flow hedges
Interest rate swaps	$	2,187	$	2,242	$	34		$	37		$	34	$	37	$	—		$	—
Foreign currency swaps	143		143		(20		)	(19		)	4		3		(24		)	(22		)
Total cash flow hedges	2,330		2,385		14			18			38		40		(24		)	(22		)
Fair value hedges
Interest rate swaps	49		32		—			—			—		—		—			—
Total fair value hedges	49		32		—			—			—		—		—			—
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, swaptions, caps, floors, and futures	4,862		4,857		(304		)	(323		)	314		385		(618		)	(708		)
Foreign exchange contracts
Foreign currency swaps and forwards	65		60		1			—			1		—		—			—
Fixed payout annuity hedge	1,319		1,319		(458		)	(427		)	—		—		(458		)	(427		)
Credit contracts
Credit derivatives that purchase credit protection	66		276		1			(1		)	2		4		(1		)	(5		)
Credit derivatives that assume credit risk [1]	1,398		946		3			7			14		11		(11		)	(4		)
Credit derivatives in offsetting positions	1,506		2,175		(1		)	(1		)	18		21		(19		)	(22		)
Equity contracts
Equity index swaps and options	120		422		(1		)	1			28		30		(29		)	(29		)
Commodity contracts
Commodity options	378		—		2			—			2		—		—			—
Variable annuity hedge program
GMWB product derivatives [2]	16,361		17,908		(112		)	(139		)	—		—		(112		)	(139		)
GMWB reinsurance contracts	3,366		3,659		50			56			50		56		—			—
GMWB hedging instruments	11,732		14,442		134			174			246		289		(112		)	(115		)
Macro hedge program	4,591		6,383		165			141			200		180		(35		)	(39		)
Other
Modified coinsurance reinsurance contracts	921		974		60			34			60		34		—			—
Total non-qualifying strategies	46,685		53,421		(460		)	(478		)	935		1,010		(1,395		)	(1,488		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	49,064	$	55,838	$	(446	)	$	(460	)	$	973	$	1,050	$	(1,419	)	$	(1,510	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	184	$	186	$	(1	)	$	1		$	—	$	1	$	(1	)	$	—
Other investments	13,198		13,588		311			339			429		478		(118		)	(139		)
Other liabilities	14,984		19,473		(728		)	(725		)	434		481		(1,162		)	(1,206		)
Reinsurance recoverable	4,287		4,633		110			90			110		90		—			—
Other policyholder funds and benefits payable	16,411		17,958		(138		)	(165		)	—		—		(138		)	(165		)
Total derivatives	$	49,064	$	55,838	$	(446	)	$	(460	)	$	973	$	1,050	$	(1,419	)	$	(1,510	)

[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.

42

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

Change in Notional Amount

The net decrease in notional amount of derivatives since December 31, 2014 was primarily due to the following:

• The decline in notional amount related to the GMWB hedging instruments and the macro hedge program was primarily driven by portfolio re-balancing and expiration of certain options.

Change in Fair Value

The net improvement in the total fair value of derivative instruments since December 31, 2014 was primarily related to the following:

• The increase in the fair value associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, was primarily driven by an increase in long-term interest rates.

• The increase in the fair value related to the macro hedge program was primarily driven by the purchase of index options.

• The increase in fair value of non-qualifying interest rate derivatives was primarily due to an increase in interest rates, while the fair value of cash flow interest rate swaps, which are generally swapping a variable rate for a fixed rate, declined in value.

• These improvements in fair value were partially offset by a decrease in fair value associated with the fixed payout annuity hedges primarily driven by the depreciation of the Japanese yen in comparison to the U.S. dollar and a decline in short-term U.S. interest rates.

• These improvements in fair value were also partially offset by a decrease in fair value related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, primarily driven by an increase in interest rates and equity markets.

Offsetting of Derivative Assets/Liabilities

The following tables present the gross fair value amounts, the amounts offset, and net position of derivative instruments eligible for offset in the Company's Condensed Consolidated Balance Sheets. Amounts offset include fair value amounts, income accruals and related cash collateral receivables and payables associated with derivative instruments that are traded under a common master netting agreement, as described in the preceding discussion. Also included in the tables are financial collateral receivables and payables, which are contractually permitted to be offset upon an event of default, although are disallowed for offsetting under U.S. GAAP.

As of June 30, 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	$	863	$	712	$	311	$	(160	)		$	80	$	71

	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	$	(1,280	)	$	(494	)	$	(725	)	$	(61	)	$	(936	)	$	150

43

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

As of December 31, 2014

	(i)		(ii)		(iii) = (i) - (ii)					(iv)			(v) = (iii) - (iv)
					Net Amounts Presented in the Statement of Financial Position						Gross Amounts Not 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	$	959	$	801	$	339	$	(181	)		$	83	$	75

	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	$	(1,345	)	$	(574	)	$	(722	)	$	(49	)	$	(900	)	$	129

[1] Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.

[2] Included in other assets in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty.

[3] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. Not included in this amount are embedded derivatives associated with consumer notes of $(3) as of June 30, 2015 and December 31, 2014, which were not eligible for offset in the Company's Condensed Consolidated Balance Sheets.

[4] Excludes collateral associated with exchange-traded derivative instruments.

44

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

Cash Flow Hedges

For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.

The following table presents the components of the gain or loss on derivatives that qualify as cash flow hedges:

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)
	Three months ended June 30,						Six months ended June 30,						Three months ended June 30,				Six months ended June 30,
	2015			2014			2015			2014			2015		2014		2015		2014
Interest rate swaps	$	(22	)	$	20		$	(2	)	$	30		$	—	$	—	$	—	$	(1	)
Foreign currency swaps	6			(2		)	(1		)	(3		)	—		—		—		—
Total	$	(16	)	$	18		$	(3	)	$	27		$	—	$	—	$	—	$	(1	)

		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three months ended June 30,				Six months ended June 30,
	Location	2015		2014		2015			2014
Interest rate swaps	Net realized capital gain/(loss)	$	—	$	—	$	(1	)	$	1
Interest rate swaps	Net investment income	9		3		17			26
Foreign currency swaps	Net realized capital gain/(loss)	3		—		(7		)	—
Total		$	12	$	3	$	9		$	27

As of June 30, 2015, the before-tax deferred net gains on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months are $20. This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities that will occur over the next twelve months, at which time the Company will recognize the deferred net gains (losses) as an adjustment to net investment income over the term of the investment cash flows.

During the three and six months endedJune 30, 2015 and June 30, 2014, the Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring.

Fair Value Hedges

For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in current earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.

The Company recognized in income gains (losses) representing the ineffective portion of fair value hedges as follows:

Derivatives in Fair Value Hedging Relationships

	Gain or (Loss) Recognized in Income [1]
	Three months ended June 30,									Six Months Ended June 30,
	2015				2014					2015				2014
	Derivative		Hedge Item		Derivative			Hedge Item		Derivative		Hedge Item		Derivative			Hedge Item
Interest rate swaps
Net realized capital gain/(loss)	$	—	$	—	$	(1	)	$	1	$	—	$	—	$	(2	)	$	2
Total	$	—	$	—	$	(1	)	$	1	$	—	$	—	$	(2	)	$	2

[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.

45

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

Non-qualifying Strategies

For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses). The following table presents the gain or loss recognized in income on non-qualifying strategies:

Derivatives Used in Non-Qualifying Strategies

Gain or (Loss) Recognized within Net Realized Capital Gains and Losses

	Three months ended June 30,						Six months ended June 30,
	2015			2014			2015			2014
Interest rate contracts
Interest rate swaps, caps, floors, and forwards	$	(2	)	$	(2	)	$	(3	)	$	(1	)
Foreign exchange contracts
Foreign currency swaps and forwards	—			1			2			2
Fixed payout annuity hedge [1]	(17		)	13			(31		)	28
Japanese fixed annuity hedging instruments [2]	—			10			—			22
Credit contracts
Credit derivatives that purchase credit protection	—			(3		)	(1		)	(6		)
Credit derivatives that assume credit risk	(4		)	11			2			11
Equity contracts
Equity index swaps and options	4			1			2			1
Commodity contracts
Commodity options	(4		)	—			(7		)	—
Variable annuity hedge program
GMWB product derivatives	78			55			59			91
GMWB reinsurance contracts	(16		)	(7		)	(9		)	(11		)
GMWB hedging instruments	(66		)	(54		)	(53		)	(71		)
Macro hedge program	(23		)	(15		)	(27		)	(25		)
International program hedging instruments	—			(103		)	—			(126		)
Other
GMIB, GMAB, and GMWB reinsurance contracts	—			528			—			579
Modified coinsurance reinsurance contracts	37			524			26			394
Total [3]	$	(13	)	$	959		$	(40	)	$	888

[1] Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains of $16 and $(18) for the three months ended June 30, 2015 and 2014, respectively, and $16 and $(46) for the six months ended June 30, 2015 and 2014, respectively.

[2] The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(22) and $(51) for the three and six months ended June 30, 2014, respectively.

[3] 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 2 - Fair Value Measurements.

For the three and six months endedJune 30, 2015, the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:

• The losses on the macro hedge program were primarily driven by time decay on options and an increase in interest rates.

• The net losses related to the fixed payout annuity hedge were primarily driven by the depreciation of the Japanese yen in comparison to the U.S. dollar, partially offset by an increase in U.S. interest rates. In addition, for the six months ended June 30, 2015 losses were driven by a decline in short-term U.S. interest rates.

• The gain on the GMWB product derivatives was largely driven by an increase in interest rates, offset by losses on the GMWB reinsurance contracts and GMWB hedging instruments.

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HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

• The gains associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, were primarily driven by an increase in long-term interest rates during the period. The assets remain on the Company's books and the Company recorded offsetting losses in OCI as a result of the decrease in market value of the bonds.

In addition, the Company recognized gains of $1 and $4, respectively, for the three months ended June 30, 2015, and 2014, and gains of $1 and $11, respectively, for the six months ended June 30, 2015, and 2014 due to cash recovered on derivative receivables that were previously written-off related to the bankruptcy of Lehman Brothers Inc. The derivative receivables were the result of the contractual collateral threshold amounts and open collateral calls prior to the bankruptcy filing as well as interest rate and credit spread movements from the date of the last collateral call to the date of the bankruptcy filing.

For the three and six months endedJune 30, 2014 the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:

• The net gains on the coinsurance and modified coinsurance reinsurance contracts were primarily due to the termination of certain contracts, which were with an affiliated captive reinsurer and were accounted for as an embedded derivative. For a discussion related to the reinsurance agreement and the termination refer to Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

• The net gains on derivatives associated with GMIB, GMAB, and GMWB reinsurance contracts were driven by the sale of HLIKK and concurrent recapture of the associated risks. For further discussion related to the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.

• The net losses associated with the international program hedging instruments were primarily driven by an improvement in global equity markets and declines in volatility levels and interest rates.

• The net losses on the macro hedge program were primarily due to an improvement in domestic equity markets and lower equity volatility.

For additional disclosures regarding contingent credit related features in derivative agreements, see Note 6 - Commitments and Contingencies of Notes to Condensed Consolidated Financial Statements.

Credit Risk Assumed through Credit Derivatives

The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions that would be permissible investments under the Company's investment policies. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard diversified portfolios of corporate and CMBS issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings.

47

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

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 June 30, 2015 and December 31, 2014.

As of June 30, 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	$	177	$	2		2 years	Corporate Credit/ Foreign Gov.	BBB+	$	152	$	(3	)
Below investment grade risk exposure	4		—			Less than 1 year	Corporate Credit	CCC+	4		—
Basket credit default swaps [4]
Investment grade risk exposure	1,157		16			4 years	Corporate Credit	BBB+	346		(4		)
Below investment grade risk exposure	31		2			5 years	Corporate Credit	B+	—		—
Investment grade risk exposure	557		(11		)	6 years	CMBS Credit	AA+	176		1
Below investment grade risk exposure	75		(11		)	2 years	CMBS Credit	CCC+	75		11
Embedded credit derivatives
Investment grade risk exposure	150		149			2 years	Corporate Credit	A+	—		—
Total [5]	$	2,151	$	147					$	753	$	5

As of December 31, 2014

							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	$	212	$	3		3 years	Corporate Credit/ Foreign Gov.	A-	$	163	$	(3	)
Below investment grade risk exposure	4		—			1 year	Corporate Credit	CCC	4		—
Basket credit default swaps [4]
Investment grade risk exposure	1,240		14			4 years	Corporate Credit	BBB+	667		(6		)
Below investment grade risk exposure	9		(1		)	5 years	Corporate Credit	BBB-	—		—
Investment grade risk exposure	344		(4		)	5 years	CMBS Credit	AA	179		2
Below investment grade risk exposure	75		(11		)	2 years	CMBS Credit	CCC+	75		11
Embedded credit derivatives
Investment grade risk exposure	150		147			2 years	Corporate Credit	A	—		—
Total [5]	$	2,034	$	148					$	1,088	$	4

[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 and 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 going forward.

[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 $1.8 billion and $1.7 billion as of June 30, 2015 and December 31, 2014, respectively, 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 2 - Fair Value Measurements.

48

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

3. Investments and Derivative Instruments (continued)

Derivative Collateral Arrangements

The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of June 30, 2015 and December 31, 2014, the Company pledged cash collateral associated with derivative instruments with a fair value of $40 and $16, respectively, for which the collateral receivable has been primarily included within other assets on the Company's Condensed Consolidated Balance Sheets. The Company also pledged securities collateral associated with derivative instruments with a fair value of $936 and $900, respectively, as of June 30, 2015 and December 31, 2014, which have been included in fixed maturities on the Condensed Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities.

As of June 30, 2015 and December 31, 2014 the Company accepted cash collateral associated with derivative instruments of $30 and $33, respectively, which was invested and recorded in the Company's Condensed Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other liabilities. The Company also accepted securities collateral as of June 30, 2015 and December 31, 2014 of $80 and $83, respectively, of which the Company has the ability to sell or repledge $80 and $83, respectively. As of June 30, 2015 and December 31, 2014, the fair value of repledged securities totaled $0 and $0, respectively, and the Company did not sell any securities. In addition, as of June 30, 2015 and December 31, 2014, non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets.

49

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

4. Separate Accounts, Death Benefits and Other Insurance Benefit Features

Changes in the gross GMDB/GMWB and universal life secondary guarantee benefits are as follows:

	GMDB/GMWB [1]			Universal Life Secondary Guarantees
Liability balance as of January 1, 2015	$	812		$	2,041
Incurred	81			146
Paid	(56		)	—
Unlock	(61		)	(11		)
Liability balance as of June 30, 2015	$	776		$	2,176
Reinsurance recoverable asset, as of January 1, 2015	$	480		$	2,041
Incurred	50			135
Paid	(45		)	—
Unlock	2			—
Reinsurance recoverable asset, as of June 30, 2015	$	487		$	2,176

	GMDB/GMWB [1]			Universal Life Secondary Guarantees
Liability balance as of January 1, 2014	$	849		$	1,802
Incurred	89			115
Paid	(57		)	—
Unlock	(24		)	—
Liability balance as of June 30, 2014	$	857		$	1,917
Reinsurance recoverable asset, as of January 1, 2014	$	533		$	1,802
Incurred	52			115
Paid	(44		)	—
Unlock	(14		)	—
Reinsurance recoverable asset, as of June 30, 2014	$	527		$	1,917

[1] These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances.

50

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

4. Separate Accounts, Death Benefits and Other Insurance Benefit Features (continued)

The following table presents details concerning GMDB/GMWB exposure as of June 30, 2015:

Account Value by GMDB/GMWB Type
Maximum anniversary value (“MAV”) [1]	Account Value (“AV”) [8]		Net Amount at Risk (“NAR”) [9]		Retained Net Amount at Risk (“RNAR”) [9]		Weighted Average Attained Age of Annuitant
MAV only	$	15,974	$	2,537	$	396	70
With 5% rollup [2]	1,382		202		60		70
With Earnings Protection Benefit Rider (“EPB”) [3]	4,125		558		81		69
With 5% rollup & EPB	530		113		25		72
Total MAV	22,011		3,410		562
Asset Protection Benefit (APB) [4]	13,461		234		153		69
Lifetime Income Benefit (LIB) – Death Benefit [5]	576		7		7		68
Reset [6] (5-7 years)	2,803		12		12		70
Return of Premium [7] /Other	10,508		56		50		67
Subtotal Variable Annuity with GMDB/GMWB [10]	49,359		3,719		784		69
Less: General Account Value with GMDB/GMWB	3,904
Subtotal Separate Account Liabilities with GMDB	45,455
Separate Account Liabilities without GMDB	86,022
Total Separate Account Liabilities	$	131,477

[1] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).

[2] Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums.

[3] EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals.

[4] APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).

[5] LIB GMDB is the greatest of current AV; net premiums paid; or, for certain contracts, a benefit amount generally based on market performance that ratchets over time.

[6] Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals).

[7] ROP GMDB is the greater of current AV or net premiums paid.

[8] AV includes the contract holder’s investment in the separate account and the general account.

[9] NAR is defined as the guaranteed benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline.

[10] Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $7.8 billion of total account value and weighted average attained age of 71 years. There is no NAR or retained NAR related to these contracts.

Account balances of contracts with death benefit guarantees were invested in variable separate accounts as follows:

Asset type	June 30, 2015		December 31, 2014
Equity securities (including mutual funds)	$	41,524	$	44,786
Cash and cash equivalents	3,931		4,066
Total	$	45,455	$	48,852

As of June 30, 2015 and December 31, 2014, approximately 17% of the equity securities (including mutual funds) in the preceding table were funds invested in fixed income securities and approximately 83% were funds invested in equity securities.

For further information on guaranteed living benefits that are accounted for at fair value, such as GMWB, see Note 2 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

51

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

5. Income Taxes

A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes is as follows:

	Three Months Ended June 30,						Six Months Ended June 30,
	2015			2014			2015			2014
Tax provision at the U.S. federal statutory rate	$	84		$	200		$	149		$	215
Dividends-received deduction ("DRD")	(71		)	(26		)	(94		)	(52		)
Foreign related investments	(2		)	—			(4		)	—
Other	—			(3		)	—			(5		)
Provision for income taxes	$	11		$	171		$	51		$	158

The Company’s effective tax rate for the three and six months ended June 30, 2015 was impacted by the recognition of tax benefits from an intercompany tax settlement of approximately $48 due to the conclusion of the Internal Revenue Service audit of the 2007-2011 federal consolidated income tax return in the second quarter.

The federal audit of the years 2012 and 2013 began in March 2015 and is expected to be completed in 2016. Management believes that adequate provision has been made in the financial statements for any potential assessments that may result from tax examinations and other tax-related matters for all open tax years.

The separate account DRD is estimated for the current year using information from the most recent return, adjusted for current year equity market performance and other appropriate factors, including estimated levels of corporate dividend payments and level of policy owner equity account balances. The actual current year DRD can vary from estimates based on, but not limited to, changes in eligible dividends received in the mutual funds, amounts of distribution from these mutual funds, amounts of short-term capital gains at the mutual fund level and the Company’s taxable income before the DRD. The Company evaluates its DRD computations on a quarterly basis.

The Company believes it is more likely than not the deferred tax assets will be fully realized. Consequently no valuation allowance has been provided. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryovers, taxable income in open carry back years and other tax planning strategies. From time to time, tax planning strategies could include holding a portion of debt securities with market value losses until recovery, altering the level of tax exempt securities held, making investments which have specific tax characteristics, and business considerations such as asset-liability matching.

Net deferred income taxes include the future tax benefits associated with the net operating loss carryover, alternative minimum tax credit carryover and foreign tax credit carryover as follows:

Net Operating Loss Carryover

As of June 30, 2015 and December 31, 2014, the net deferred tax asset included the expected tax benefit attributable to net operating losses of $3,385 and $3,189, respectively. If unutilized, $9 of the losses expire in 2023 and the remainder from 2026-2033. Utilization of these loss carryovers is dependent upon the generation of sufficient future taxable income.

Most of the net operating loss carryover originated from the Company's U.S. annuity business, including from the hedging program. Given the continued runoff of the U.S. fixed and variable annuity business, the exposure to taxable losses is significantly lessened. Accordingly, given the expected future consolidated group earnings, the Company believes sufficient taxable income will be generated in the future to utilize its net operating loss carryover. Although the Company believes there will be sufficient future taxable income to fully recover the remainder of the loss carryover, the Company's estimate of the likely realization may change over time.

Alternative Minimum Tax Credit and Foreign Tax Credit Carryover

As of June 30, 2015 and December 31, 2014, the net deferred tax asset included the expected tax benefit attributable to alternative minimum tax credit carryover of $232 and $246 and foreign tax credit carryover of $135 and $58, respectively. The alternative minimum tax credits have no expiration date and the foreign tax credit carryovers expire from 2018 to 2024. These credits are available to offset regular federal income taxes from future taxable income and although the Company believes there will be sufficient future regular federal taxable income, there can be no certainty that future events will not affect the ability to utilize the credits. Additionally, the use of the foreign tax credits generally depends on the generation of sufficient taxable income to first utilize all of the U.S. net operating loss carryover. However, the Company has identified and begun to purchase certain investments which allow for utilization of the foreign tax credits without first using the net operating loss carryover. Consequently, the Company believes it is more likely than not the foreign tax credit carryover will be fully realized. Accordingly, no valuation allowance has been provided on either the alternative minimum tax carryover or foreign tax credit carryover.

52

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

6. Commitments and Contingencies

Litigation

The Company is involved in claims litigation arising in the ordinary course of business, both as a liability insurer defending or providing indemnity for third-party claims brought against insureds and as an insurer defending coverage claims brought against it. The Company accounts for such activity through the establishment of unpaid loss and loss adjustment expense reserves. Management expects that the ultimate liability, if any, with respect to such ordinary-course claims litigation, after consideration of provisions made for potential losses and costs of defense, will not be material to the consolidated financial condition, results of operations or cash flows of the Company.

The Company is also involved in other kinds of legal actions, some of which assert claims for substantial amounts. These actions include, among others, individual actions in which punitive damages are sought, such as claims alleging bad faith in the handling of insurance claims or other allegedly unfair or improper business practices. Management expects that the ultimate liability, if any, with respect to such lawsuits, after consideration of provisions made for estimated losses, will not be material to the consolidated financial condition of the Company. Nonetheless, given the large or indeterminate amounts sought in certain of these actions, and the inherent unpredictability of litigation, the outcome in certain matters could, from time to time, have a material adverse effect on the Company’s consolidated financial condition, results of operations or cash flows in particular quarterly or annual periods.

Derivative Commitments

Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings of the individual legal entity that entered into the derivative agreement as set by nationally recognized statistical rating agencies. If the legal entity’s financial strength were to fall below certain ratings, the counterparties to the derivative agreements could demand immediate and ongoing full collateralization and in certain instances demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement. The settlement amount is determined by netting the derivative positions transacted under each agreement. If the termination rights were to be exercised by the counterparties, it could impact the legal entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the legal entity. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of June 30, 2015, is $813. Of this $813 the legal entities have posted collateral of $1.1 billion in the normal course of business. In addition, the Company has posted collateral of $38 associated with a customized GMWB derivative. Based on derivative market values as of June 30, 2015, a downgrade of one or two levels below the current financial strength ratings by either Moody’s or S&P would not require additional assets to be posted as collateral. These collateral amounts could change as derivative market values change, as a result of changes in our hedging activities or to the extent changes in contractual terms are negotiated. The nature of the collateral that we would post, if required, would be primarily in the form of U.S. Treasury bills, U.S. Treasury notes and government agency securities.

53

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

7. Transactions with Affiliates

Parent Company Transactions

Transactions of the Company with Hartford Fire Insurance Company ("Hartford Fire"), Hartford Holdings Inc ("HHI") and its affiliates relate principally to tax settlements, reinsurance, insurance coverage, rental and service fees, payment of dividends and capital contributions. In addition, an affiliated entity purchased annuity contracts from the Company to fund structured settlement periodic payment obligations assumed by the affiliated entity as part of claims settlements with property casualty insurance companies and self-insured entities. As of June 30, 2015 and December 31, 2014, the Company had $54 of reserves for claim annuities purchased by affiliated entities. For the six months endedJune 30, 2015 and 2014, the Company recorded earned premiums of $1 and $2, respectively, for these intercompany claim annuities.

Substantially all general insurance expenses related to the Company, including rent and employee benefit plan expenses are initially paid by The Hartford. Expenses are allocated to the Company using specific identification if available, or other applicable methods, that would include a blend of revenue, expense and capital.

The Company has issued a guarantee to retirees and vested terminated employees (“Retirees”) of The Hartford Retirement Plan for U.S. Employees (“the Plan”) who retired or terminated prior to January 1, 2004. The Plan is sponsored by The Hartford. The guarantee is an irrevocable commitment to pay all accrued benefits which the Retiree or the Retiree’s designated beneficiary is entitled to receive under the Plan in the event the Plan assets are insufficient to fund those benefits and the Company is unable to provide sufficient assets to fund those benefits. The Company believes that the likelihood that payments will be required under this guarantee is remote.

In 1990, Hartford Fire guaranteed the obligations of the Company with respect to life, accident and health insurance and annuity contracts issued after January 1, 1990. The guarantee was issued to provide an increased level of security to potential purchasers of the Company’s products. Although the guarantee was terminated in 1997, it still covers policies that were issued from 1990 to 1997. As of June 30, 2015 and December 31, 2014, no recoverables have been recorded for this guarantee, as the Company was able to meet these policyholder obligations.

Reinsurance Assumed from Affiliates

Concurrent with the sale of HLIKK in 2014, certain fixed annuity products and variable annuity product GMDB, GMIB, GMWB and GMAB riders that had been previously reinsured to the Company and HLAI were recaptured by terminating or modifying intercompany agreements. Upon closing, the Company and HLAI transferred approximately $1.6 billion of assets supporting the recaptured reserves resulting in a loss of $213 on the recapture transaction and the Buyer became responsible for all liabilities of the recaptured business.

HLAI continues to provide reinsurance for yen denominated fixed payout annuities approximating $760 as of June 30, 2015.

Reinsurance Ceded to Affiliates

The Company maintains a reinsurance agreement with HLA, whereby the Company cedes both group life and group accident and health risk. Under this treaty, the Company ceded group life premium of $17 and $36 for the three and six months endedJune 30, 2015, respectively, and $20 and $42 for the three and six months endedJune 30, 2014, respectively. The Company ceded accident and health premiums to HLA of $38 and $79 for the three and six months endedJune 30, 2015, respectively, and $60 and $279 for the three and six months endedJune 30, 2014, respectively.

Until April 1, 2014, HLAI had a modified coinsurance (“modco”) and coinsurance with funds withheld reinsurance agreement with WRR. HLAI ceded to WRR variable annuity contracts, associated riders, and payout annuities written by HLAI; annuity contracts and associated riders assumed by HLAI under unaffiliated reinsurance agreements; GMAB, GMIB riders and GMDB risks assumed by HLAI from HLIKK.

Under modco, the assets and the liabilities, and under coinsurance with funds withheld, the assets, associated with the reinsured business remained on the consolidated balance sheet of HLIC in segregated portfolios, and WRR received the economic risks and rewards related to the reinsured business through modco and funds withheld adjustments. These adjustments were recorded as an adjustment to operating expenses.

Effective April 1, 2014, HLAI terminated its modco and coinsurance with funds withheld reinsurance agreement with WRR, following receipt of approval from the CTDOI and Vermont Department of Financial Regulation. As a result, the Company reclassified $310 in aggregate reserves for annuity contracts from funds withheld within Other liabilities to Other policyholder funds and benefits payable. The Company recognized a gain of $213 in the year ended December 31, 2014 resulting from the termination of derivatives associated with the reinsurance transaction. On April 30, 2014, The Hartford dissolved WRR which resulted in WRR paying off a $655 surplus note and returning $367 in capital to The Hartford, all of which was contributed as capital to HLAI to support the recaptured risks.

54

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

7. Transactions with Affiliates (continued)

The impact of the modco and coinsurance with funds withheld reinsurance agreement with WRR on the Company’s Condensed Consolidated Statements of Operations prior to termination was as follows:

	Six Months Ended June 30,
	2014
Earned premiums	$	(5	)
Net realized losses [1]	(103		)
Total revenues	(108		)
Benefits, losses and loss adjustment expenses	(1		)
Insurance operating costs and other expenses	(4		)
Total expenses	(5		)
Loss before income taxes	(103		)
Income tax benefit	(36		)
Net loss	$	(67	)

[1] Amounts represent the change in valuation of the derivative associated with this transaction.

55

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

8. Changes in and Reclassifications From Accumulated Other Comprehensive Income

Changes in AOCI, net of tax and DAC, by component consist of the following:

Three months ended June 30, 2015

	Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
Beginning balance	$	1,257		$	80		$	(3	)	$	1,334
OCI before reclassifications	(457		)	(10		)	—			(467		)
Amounts reclassified from AOCI	(10		)	(8		)	—			(18		)
Net OCI	(467		)	(18		)	—			(485		)
Ending balance	$	790		$	62		$	(3	)	$	849

Six months ended June 30, 2015

	Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
Beginning balance	$	1,154		$	70		$	(3	)	$	1,221
OCI before reclassifications	(342		)	(2		)	—			(344		)
Amounts reclassified from AOCI	(22		)	(6		)	—			(28		)
Net OCI	(364		)	(8		)	—			(372		)
Ending balance	$	790		$	62		$	(3	)	$	849

Reclassifications from AOCI consist of the following for the six months endedJune 30, 2015:

	Amount Reclassified from AOCI
AOCI	Three months ended June 30, 2015		Six months ended June 30, 2015			Affected Line Item in the Condensed Consolidated Statement of Operations
Net Unrealized Gain on Securities
Available-for-sale securities	$	16	$	34		Net realized capital gains (losses)
	16		34			Total before tax
	6		12			Income tax expense
	$	10	$	22		Net income
Net Gains on Cash Flow Hedging Instruments
Interest rate swaps	$	—	$	(1	)	Net realized capital gains (losses)
Interest rate swaps	9		17			Net investment income
Foreign currency swaps	3		(7		)	Net realized capital gains (losses)
	12		9			Total before tax
	4		3			Income tax expense
	$	8	$	6		Net income
Total amounts reclassified from AOCI	$	18	$	28		Net income

56

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

8. Changes in and Reclassifications From Accumulated Other Comprehensive Income (continued)

Three Months Ended June 30, 2014

	Net Unrealized Gain on Securities		Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
Beginning balance	$	810	$	77		$	(1	)	$	886
OCI before reclassifications	227		5			1			233
Amounts reclassified from AOCI	29		(2		)	—			27
Net OCI	256		3			1			260
Ending balance	$	1,066	$	80		$	—		$	1,146

Six months ended June 30, 2014

	Net Unrealized Gain on Securities		Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments		Total AOCI
Beginning balance	$	495	$	79		$	—	$	574
OCI before reclassifications	544		19			—		563
Amounts reclassified from AOCI	27		(18		)	—		9
Net OCI	571		1			—		572
Ending balance	$	1,066	$	80		$	—	$	1,146

Reclassifications from AOCI consist of the following for the six months endedJune 30, 2014:

	Amount Reclassified from AOCI
AOCI	Three months ended June 30, 2014			Six months ended June 30, 2014			Affected Line Item in the Condensed Consolidated Statement of Operations
Net Unrealized Gain on Securities
Available-for-sale securities	$	(44	)	$	(41	)	Net realized capital gains (losses)
	(44		)	(41		)	Total before tax
	(15		)	(14		)	Income tax expense
	$	(29	)	$	(27	)	Net income
Net Gains on Cash Flow Hedging Instruments
Interest rate swaps	$	—		$	1		Net realized capital gains (losses)
Interest rate swaps	3			26			Net investment income
	3			27			Total before tax
	1			9			Income tax expense
	$	2		$	18		Net income
Total amounts reclassified from AOCI	$	(27	)	$	(9	)	Net income

57

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS

(Dollar amounts in millions, unless otherwise stated)

Management’s Discussion and Analysis of Financial Condition and Results of Operations (“MD&A”) addresses the financial condition of Hartford Life Insurance Company and its subsidiaries (“Hartford Life Insurance Company” or the “Company”) as of and for the period ended June 30, 2015 compared with the comparable 2014 periods.

The Company meets the conditions specified in General Instruction H(1) of Form 10-Q and is filing this Form with the reduced disclosure format permitted for wholly-owned subsidiaries of reporting entities. The Company has omitted, from this Form 10-Q, certain information in Part I Item 2 Management's Discussion and Analysis of Financial Condition and Results of Operations. The Company has included, under Item 2, Consolidated Results of Operations to explain any material changes in revenue and expense items for the periods presented. Certain reclassifications have been made to prior period financial information to conform to the current period classifications. This discussion should be read in conjunction with MD&A in Hartford Life Insurance Company’s 2014 Form 10-K Annual Report.

INDEX

Description	Page
Consolidated Results of Operations	59
Investment Results	60
Critical Accounting Estimates	63
Capital Resources and Liquidity	64
Impact of New Accounting Standards	68

58

CONSOLIDATED RESULTS OF OPERATIONS

Operating Summary	Three Months Ended June 30,								Six Months Ended June 30,
	2015			2014			Change		2015			2014			Change
Fee income and other	$	280		$	314		(11	%)	$	555		$	631		(12	%)
Earned premiums	23			52			(56	%)	46			(71		)	165	%
Net investment income	386			380			2	%	765			787			(3	%)
Net realized capital gains	13			650			(98	%)	4			544			(99	%)
Total revenues	702			1,396			(50	%)	1,370			1,891			(28	%)
Benefits, losses and loss adjustment expenses	303			415			(27	%)	633			669			(5	%)
Amortization of deferred policy acquisition costs	20			22			(9	%)	39			54			(28	%)
Insurance operating costs and other expenses	146			386			(62	%)	280			552			(49	%)
Reinsurance gain on dispositions	(8		)	—			NM		(8		)	—			NM
Dividends to policyholders	—			3			(100	%)	—			2			(100	%)
Total benefits, losses and expenses	461			826			(44	%)	944			1,277			(26	%)
Income before income taxes	241			570			(58	%)	426			614			(31	%)
Income tax expense	11			171			(94	%)	51			158			(68	%)
Net income	230			399			(42	%)	375			456			(18	%)
Net loss attributable to noncontrolling interest	—			(1		)	100	%	—			—			—	%
Net income attributable to Hartford Life Insurance Company	$	230		$	400		(43	%)	$	375		$	456		(18	%)

Three and six months endedJune 30, 2015 compared to the three and six months endedJune 30, 2014

Net income decreased for the three and six months endedJune 30, 2015 as compared to the prior year periods primarily due to a decrease in net capital gains and lower fee income due to the runoff of the variable annuity block, offset by lower insurance operating costs and other expenses due to the continued runoff of the business and lower benefits, losses and losses adjustment expenses due to an off-cycle assumption change related to benefit utilization.

Net investment income increased for the three months ended June 30, 2015, as compared to the prior period, primarily due to an increase in income from limited partnerships and other alternative investments.

Net investment income decreased for the six months endedJune 30, 2015, as compared to the prior period, due to a decline in fixed maturities as a result of a decrease in assets related to the termination of certain reinsurance agreements related to the former Japan variable and fixed annuity business, as well as the continued runoff of the Company's businesses,partially offset by an increase in income from limited partnerships and other alternative investments. For further discussion, see MD&A - Investments Results, Net Investment Income (Loss).

Net realized capital gains, excluding the impacts of the affiliate modco reinsurance agreement, decreased by $740 and $643 for the three and six months endedJune 30, 2015, as compared to the prior year periods, resulting in net realized capital gains of $13 and $4, respectively. Net realized capital gains for the three and six months ended June 30, 2014 included net gains on derivatives associated with GMIB, GMAB, and GMWB reinsurance contracts that were driven by the sale of HLIKK and concurrent recapture of the reinsurance contracts, offset by the realized capital loss on the recapture of the reinsurance contracts. For further discussion of the results, see MD&A - Investment Results, Net Realized Capital Gains (Losses).

The Company's effective tax rate differs from the U.S. Federal statutory rate of 35% in 2015 and 2014 primarily due to the separate account dividends received deduction. The income tax provision for the three and six months endedJune 30, 2015 includes a federal income tax benefit of $48 related to conclusion of the 2007 to 2011 IRS audit. For a reconciliation of the income tax provision at the U.S. Federal statutory rate to the provision for income taxes, see Note 5 - Income Taxes of Notes to Condensed Consolidated Financial Statements.

59

INVESTMENT RESULTS

Net Investment Income (Loss)

	Three Months Ended June 30,										Six Months Ended June 30,
	2015					2014					2015					2014
(Before-tax)	Amount			Yield [1]		Amount			Yield [1]		Amount			Yield [1]		Amount			Yield [1]
Fixed maturities [2]	$	274		4.6	%	$	279		4.3	%	$	539		4.5	%	$	571		4.3	%
Equity securities, AFS	1			1.6	%	3			2.9	%	3			1.7	%	5			2.7	%
Mortgage loans	41			5.3	%	39			4.7	%	82			5.3	%	79			4.7	%
Policy loans	19			5.4	%	19			5.3	%	39			5.5	%	39			5.5	%
Limited partnerships and other alternative investments	47			15.6	%	29			8.7	%	87			14.1	%	71			10.9	%
Other [3]	18					28					42					55
Investment expense	(14		)			(17		)			(27		)			(33		)
Total net investment income	386			4.9	%	380			4.4	%	765			4.8	%	787			4.5	%
Total securities, AFS and other excluding limited partnerships and other alternative investments	$	339		4.5	%	$	351		4.2	%	$	678		4.5	%	$	716		4.2	%

[1] Yields calculated using annualized net investment income divided by the monthly average invested assets at cost, amortized cost, or adjusted carrying value, as applicable, excluding repurchase agreement collateral, if any, and derivatives book value. Yield calculations for each period exclude assets associated with the disposition of Japan variable and fixed annuity business.

[2] Includes net investment income on short-term investments.

[3] Primarily includes income from derivatives that qualify for hedge accounting and hedge fixed maturities.

Three and six months endedJune 30, 2015 compared to the three and six months endedJune 30, 2014

Total net investment income for the three months ended June 30, 2015 increased in comparison to the three months ended June 30, 2014, primarily due to an increase in income from limited partnerships and other alternative investments, which is attributable to an increase in valuations and sales of underlying funds within private equity and real estate. Total net investment income for the six months ended June 30, 2015 decreased in comparison to the six months ended June 30, 2014 due to a decline in fixed maturities as a result of a decrease in assets related to the termination of certain reinsurance agreements related to the former Japan variable and fixed annuity business, as well as the continued runoff of the Company's businesses; partially offset by an increase in income from limited partnerships and other alternative investments.

The annualized net investment income yield, excluding limited partnerships and other alternative investments, increased to 4.5% for the six months ended June 30, 2015 versus 4.2% for the comparable period in 2014. The increase was primarily attributable to a decline in lower yielding assets disposed of as a result of the recapture of certain liabilities concurrent with the sale of HLIKK. The average reinvestment rate, excluding certain U.S. Treasury securities and cash equivalent securities, for the six months ended June 30, 2015, was approximately 3.2% which was below the average yield of sales and maturities of 3.8% for the same period due to the current interest rate environment. For the second quarter of 2015, the new money yield decreased to 3.2% compared to 3.7% in the prior year period driven by lower interest rates.

Based upon current reinvestment rates, we expect the annualized net investment income yield, excluding limited partnerships and other alternative investments, for 2015, to decline slightly from the current net investment income yield. The estimated impact on net investment income is subject to change as the composition of the portfolio changes through normal portfolio management and trading activities and changes in market conditions.

60

Net Realized Capital Gains (Losses)

	Three Months Ended June 30,						Six Months Ended June 30,
(Before-tax)	2015			2014			2015			2014
Gross gains on sales	$	65		$	54		$	184		$	162
Gross losses on sales	(53		)	(91		)	(148		)	(195		)
Net OTTI losses recognized in earnings	(2		)	(3		)	(8		)	(10		)
Valuation allowances on mortgage loans	—			(4		)	(4		)	(4		)
Japanese fixed annuity contract hedges, net [1]	—			(5		)	—			(14		)
Periodic net coupon settlements on credit derivatives	2			4			3			9
Results of variable annuity hedge program
GMWB derivatives, net	(4		)	(6		)	(3		)	9
Macro hedge program	(23		)	(15		)	(27		)	(25		)
Total U.S. program	(27		)	(21		)	(30		)	(16		)
International Program	—			(103		)	—			(126		)
Total results of variable annuity hedge program	(27		)	(124		)	(30		)	(142		)
GMIB/GMAB/GMWB reinsurance	—			528			—			579
Modified coinsurance reinsurance contracts	37			524			26			394
Other, net [2]	(9		)	(233		)	(19		)	(235		)
Net realized capital gains, before-tax	$	13		$	650		$	4		$	544

[1] Relates to the Japanese fixed annuity product (adjustment of product liability for changes in spot currency exchange rates, related derivative hedging instruments, excluding net periodic coupon settlements, and Japan FVO securities).

[2] Primarily consists of changes in value of non-qualifying derivatives and the Japan fixed payout annuity hedge.

Details on the Company's net realized capital gains and losses are as follows:

Gross Gains and Losses on Sales

• Gross gains and losses on sales for the three and six months ended June 30,2015 were primarily due to gains and losses on the sale of U.S treasuries and industrial corporate securities. The sales were primarily a result of duration and liquidity management, as well as tactical changes to the portfolio as a result of changing market conditions.

• Gross gains on sales for the three and six months endedJune 30,2014 were primarily due to gains on the sale of corporate securities, CMBS, and RMBS. Gross losses on the sales three and six months endedJune 30,2014 were the result of losses on sales of emerging market securities, primarily within the foreign government and corporate sectors. The sales were primarily a result of duration and liquidity management, as well as tactical changes to the portfolio as a result of changing market conditions.

Variable Annuity Hedge Program

• For the three and six months endedJune 30, 2015 the losses on the macro hedge program were primarily due to losses of $11 and $23, respectively, driven by time decay on options, and losses of $9 and $2, respectively, driven by an increase in interest rates.

• For the three and six months endedJune 30, 2014 the loss on the macro hedge program was primarily due to losses of $10 and $15, respectively, driven by an improvement in domestic equity markets, and losses of $7 and $16, respectively, driven by decreased equity volatility.

• For the three and six months endedJune 30, 2014, the net losses on the international program hedging instruments were primarily driven by an improvement in global equity markets of $67 and $55, respectively, and declines in volatility levels and interest rates of $28 and $44, respectively.

GMIB/GMAB/GMWB Reinsurance

• For the three and six months endedJune 30, 2014 the net gains on derivatives associated with GMIB, GMAB, and GMWB reinsurance contracts were driven by the sale of HLIKK and concurrent recapture of the reinsurance contracts. For further discussion on the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.

61

Modified Coinsurance Reinsurance

• For the three and six months endedJune 30, 2015, the net gains associated with modified coinsurance reinsurance contracts were primarily driven by an increase in long-term interest rates. Modified coinsurance reinsurance contracts are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies.

• For the three and six months endedJune 30, 2014, the net gains on the coinsurance and modified coinsurance reinsurance agreement were primarily due to the termination of certain contracts, which were with an affiliated captive reinsurer and were accounted for as an embedded derivative. For a discussion related to the reinsurance agreement and the termination, refer to Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

Other, Net

• Other, net losses for the six months ended June 30, 2015 were primarily due to losses of $15 related to the fixed payout annuity hedge driven by a decline in short-term U.S. interest rates and the depreciation of the Japanese yen in relation to the U.S. dollar.

• Other, net losses for the three and six months endedJune 30, 2014 were primarily due to losses of $213 related to the recapture of GMIB, GMAB, and GMWB reinsurance contracts, which were offset by gains of $410 on the termination of the embedded derivative reflected in GMIB, GMAB, and GMWB reinsurance line.

62

CRITICAL ACCOUNTING ESTIMATES

The preparation of financial statements, in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”), requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ, and in the past have differed, from those estimates. The Company’s critical accounting estimates are discussed in Part II, Item 7 MD&A in the Company’s 2014 Form 10-K Annual Report. The following discussion updates certain of the Company’s critical accounting estimates for June 30, 2015 results.

Estimated Gross Profits Used in the Valuation and Amortization of Assets and Liabilities Associated with Variable Annuity and Other Universal Life-Type Contracts

Estimated gross profits ("EGPs") are used in the amortization of the deferred policy acquisition cost ("DAC") asset, and sales inducement assets (“SIA”). Portions of EGPs are also used in the valuation of reserves for death and other insurance benefit features on variable annuity and other universal life-type contracts.

For additional information on death and other insurance benefit reserves, see Note 4 - Separate Accounts, Death Benefits and Other Insurance Benefit Features of Notes to Condensed Consolidated Financial Statements.

Unlocks

The benefit to net income, net of tax by asset and liability as a result of the Unlock is as follows:

	Three Months Ended June 30,					Six Months Ended June 30,
	2015		2014			2015		2014
DAC	$	1	$	(6	)	$	5	$	1
SIA	—		1			—		2
Death and Other Insurance Benefit Reserves	44		4			62		10
Total (pre-tax)	45		(1		)	67		13
Income tax effect	15		—			23		5
Total (after-tax)	$	30	$	(1	)	$	44	$	8

The Unlock benefit, after-tax, for the three and six months ended June 30, 2015 was primarily due to an off-cycle assumption change related to benefit utilization and, to a lesser extent, separate account returns being above our aggregated estimated returns during the period. The Unlock charge, after-tax, for the three months ended June 30, 2014, was primarily due to DAC write-offs associated with surrenders from the U.S Annuity Enhanced Surrender Value program, offset partially by actual separate account returns being above our aggregated estimated returns during the period. The Unlock benefit, after tax, for the six months ended June 30, 2014, was primarily due to actual separate account returns being above our aggregated estimated returns during the period, offset partially by DAC write-offs associated with surrenders from the U.S. Annuity Enhanced Surrender Value program.

An Unlock revises EGPs, on a quarterly basis, to reflect the Company's current best estimate assumptions and market updates of policyholder account value. Modifications to the Company’s hedging programs may impact EGPs, and correspondingly impact DAC recoverability. After each quarterly Unlock, the Company also tests the aggregate recoverability of DAC by comparing the DAC balance to the present value of future EGPs. As of June 30, 2015, the margin between the DAC balance and the present value of future EGPs for individual variable annuities was 29%. If the margin between the DAC asset and the present value of future EGPs is exhausted, then further reductions in EGPs would cause portions of DAC to be unrecoverable and the DAC asset would be written down to equal future EGPs.

In the third quarter of 2014, the Company completed a comprehensive non-market related policyholder behavior assumption study and incorporated the results of those studies into its projection of future gross profits. Beginning in 2015, the annual comprehensive non-market related policyholder behavior assumption study will be completed in the fourth quarter of the year.

63

CAPITAL RESOURCES AND LIQUIDITY

Capital resources and liquidity represent the overall strength of Hartford Life Insurance Company and its ability to generate strong cash flows, borrow funds at competitive rates and raise new capital to meet operating needs over the next twelve months.

Liquidity Requirements and Sources of Capital

The Hartford has an intercompany liquidity agreement that allows for short-term advances of funds among the The Hartford Financial Services Group, Inc. ("HFSG Holding Company") and certain affiliates of up to $2.0 billion for liquidity and other general corporate purposes. The Connecticut Insurance Department ("CTDOI") granted approval for certain affiliated insurance companies that are parties to the agreement to treat receivables from a parent, including the HFSG Holding Company, as admitted assets for statutory accounting purposes. As of June 30, 2015, there were no amounts outstanding with the HFSG Holding Company.

Derivative Commitments

Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings of the individual legal entity that entered into the derivative agreement as set by nationally recognized statistical rating agencies. If the legal entity’s financial strength were to fall below certain ratings, the counterparties to the derivative agreements could demand immediate and ongoing full collateralization and in certain instances demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement. The settlement amount is determined by netting the derivative positions transacted under each agreement. If the termination rights were to be exercised by the counterparties, it could impact the legal entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the legal entity. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of June 30, 2015, is $813. Of this $813 the legal entities have posted collateral of $1.1 billion in the normal course of business. In addition, the Company has posted collateral of $38 associated with a customized GMWB derivative. Based on derivative market values as of June 30, 2015, a downgrade of one or two levels below the current financial strength ratings by either Moody’s or S&P would not require additional assets to be posted as collateral. These collateral amounts could change as derivative market values change, as a result of changes in our hedging activities or to the extent changes in contractual terms are negotiated. The nature of the collateral that we would post, if required, would be primarily in the form of U.S. Treasury bills, U.S. Treasury notes and government agency securities.

Insurance Operations

As of June 30, 2015, the Company’s cash and short-term investments of $1.7 billion, included $30 of collateral received from, and held on behalf of derivative counterparties and no short-term investments pledged as collateral to derivative counterparties. The Company also held $1.3 billion of treasury securities, of which $711 had been pledged to derivative counterparties and $2.0 billion of government agency securities of which $225 had been pledged to derivative counterparties.

Total general account contractholder obligations are supported by $34 billion of cash and total general account invested assets, which includes a significant short-term investment position, as noted in the following discussion, to meet liquidity needs.

The following table summarizes the Company’s fixed maturities, short-term investments, and cash, as of June 30, 2015:

Fixed maturities	$	25,645
Short-term investments	1,412
Cash	286
Less: Derivative collateral	966
Total	$	26,377

Capital resources available to fund liquidity, upon contract holder surrender, are a function of the legal entity in which the liquidity requirement resides. Obligations related to life insurance products will be generally funded by both Hartford Life Insurance Company ("HLIC") and Hartford Life and Annuity Insurance Company ("HLAI"); obligations related to retirement and institutional investment products will be generally funded by HLIC.

The Company is a member of the Federal Home Loan Bank of Boston (“FHLBB”). Membership allows the Company access to collateralized advances, which may be used to support various spread-based business and enhance liquidity management. The CTDOI will permit the Company to pledge up to $1.39 billion in qualifying assets to secure FHLBB advances for 2015.The amount of advances that can be taken are dependent on the asset types pledged to secure the advances. The pledge limit is recalculated annually based on statutory admitted assets and capital and surplus. The Company would need to seek the prior approval of the CTDOI if there were a desire to exceed these limits. As of June 30, 2015, the Company had no advances outstanding under the FHLBB facility.

64

Contractholder Obligations	As of June 30, 2015
Total Contractholder obligations	$	176,448
Less: Separate account assets [1]	131,477
General account contractholder obligations	$	44,971
Composition of General Account Contractholder Obligations
Contracts without a surrender provision and/or fixed payout dates [2]	$	16,970
Fixed MVA annuities [3]	5,965
Guaranteed investment contracts (“GIC”) [4]	26
Other [5]	22,010
General account contractholder obligations	$	44,971

[1] In the event customers elect to surrender separate account assets or international statutory separate accounts, the Company will use the proceeds from the sale of the assets to fund the surrender, and the Company’s liquidity position will not be impacted. In many instances the Company will receive a percentage of the surrender charge, increasing the Company’s liquidity position. In addition, a surrender of variable annuity separate account or general account assets will decrease the Company’s obligation for payments on guaranteed living and death benefits.

[2] Relates to contracts such as payout annuities or institutional notes, other than guaranteed investment products with an MVA feature (as noted in the following discussion) or surrenders of term life, group benefit contracts or death and living benefit reserves for which surrenders will have no current effect on the Company’s liquidity requirements.

[3] Relates to annuities that are recorded in the general account (under U.S. GAAP), although these annuities are held in a statutory separate account, as the contractholders are subject to the Company's credit risk. In the statutory separate account, the Company is required to maintain invested assets with a fair value greater than or equal to the MVA surrender value of the Fixed MVA contract. In the event assets decline in value at a greater rate than the MVA surrender value of the Fixed MVA contract, the Company is required to contribute additional capital to the statutory separate account. The Company will fund these required contributions with operating cash flows or short-term investments. In the event that operating cash flows or short-term investments are not sufficient to fund required contributions, the Company may have to sell other invested assets at a loss, potentially resulting in a decrease in statutory surplus. As the fair value of invested assets in the statutory separate account are at least equal to the MVA surrender value of the Fixed MVA contract, surrender of Fixed MVA annuities will have an insignificant impact on the liquidity requirements of the Company.

[4] GICs are subject to discontinuance provisions which allow the policyholders to terminate their contracts prior to scheduled maturity at the lesser of the book value or market value. Generally, the market value adjustment reflects changes in interest rates and credit spreads. As a result, the market value adjustment feature in the GIC serves to protect the Company from interest rate risks and limit the Company’s liquidity requirements in the event of a surrender.

[5] Surrenders of, or policy loans taken from, as applicable, these general account liabilities, which include the general account option for Individual Annuity individual variable annuities and the variable life contracts of the former Individual Life business, the general account option for annuities of the former Retirement Plans business and universal life contracts sold by the former Individual Life business may be funded through operating cash flows of the Company, available short-term investments, or the Company may be required to sell fixed maturity investments to fund the surrender payment. Sales of fixed maturity investments could result in the recognition of significant realized losses and insufficient proceeds to fully fund the surrender amount. In this circumstance, the Company may need to take other actions, including enforcing certain contract provisions which could restrict surrenders and/or slow or defer payouts. The Company has ceded reinsurance in connection with the sales of its Retirement Plans and Individual Life businesses in 2013 to MassMutual and Prudential, respectively. These reinsurance transactions do not extinguish the Company's primary liability on the insurance policies issued under these businesses.

Off-Balance Sheet Arrangements and Aggregate Contractual Obligations

There have been no material changes to the Company’s off-balance sheet arrangements and aggregate contractual obligations since the filing of the Company’s 2014 Form 10-K Annual Report.

Dividends

Dividends to the Company from its insurance subsidiaries are restricted, as is the ability of the Company to pay dividends to its parent company. Future dividend decisions will be based on, and affected by, a number of factors, including the operating results and financial requirements of the Company on a stand-alone basis and the impact of regulatory restrictions.

65

The payment of dividends by Connecticut-domiciled insurers is limited under the insurance holding company laws of Connecticut. These laws require notice to and approval by the state insurance commissioner for the declaration or payment of any dividend, which, together with other dividends or distributions made within the preceding twelve months, exceeds the greater of (i) 10% of the insurer’s policyholder surplus as of December 31 of the preceding year or (ii) net income (or net gain from operations, if such company is a life insurance company) for the twelve-month period ending on the thirty-first day of December last preceding, in each case determined under statutory insurance accounting principles. In addition, if any dividend of a Connecticut-domiciled insurer exceeds the insurer’s earned surplus, it requires the prior approval of the CTDOI. The insurance holding company laws of the other jurisdictions in which the Company’s insurance subsidiaries are incorporated (or deemed commercially domiciled) generally contain similar (although in certain instances somewhat more restrictive) limitations on the payment of dividends. The Company’s subsidiaries are permitted to pay up to a maximum of approximately $475 in dividends without prior approval from the applicable insurance commissioner.

In 2015, the Company’s dividend limitation under the holding company laws of Connecticut is $556; however, based on the Company’s earned surplus as of December 31, 2014, the Company is only permitted to pay $316 in dividends to its parent without prior approval from the CTDOI.

Through July 2015, the Company paid dividends of approximately $1.0 billion to its parent, $500 of which was paid after June 30, 2015, based on the approval of the CTDOI. The Company has no ordinary dividend capacity for the remainder of 2015.

Cash Flows

	Six Months Ended June 30,
	2015			2014
Net cash provided by operating activities	$	457		$	214
Net cash provided by investing activities	$	523		$	1,350
Net cash used for financing activities	$	(952	)	$	(1,717	)
Cash – end of period	$	286		$	300

Net cash provided by operating activities increased in 2015 as compared to 2014 primarily due to a decrease in claims paid and an increase in payments received on reinsurance recoverables, partially offset by a decrease in written premiums received due to the continued runoff of the business.

Net cash provided by investing activities in 2015 primarily relates to a change to net sales of short-term investments of $751, partially offset by net payments for available-for-sale securities of $218. Net cash provided by investing activities in 2014 primarily relates to net proceeds of available-for-sale securities of $1.7 billion, partially offset by a change in short-term investments of $486.

Net cash used for financing activities in 2015 relates to net outflows on investment and universal life-type contracts of $545 and a return of capital to the parent of $505. Net cash used for financing activities in 2014 relates to net outflows on investment and universal life-type contracts of $1.9 billion, partially offset by a net capital contribution to parent of $225.

Operating cash flows in both periods have been adequate to meet liquidity requirements.

Ratings

Ratings can have an impact the Company’s reinsurance and derivative contracts. There can be no assurance that the Company’s ratings will continue for any given period of time or that they will not be changed. In the event the Company’s ratings are downgraded, reinsurance contracts may be adversely impacted and the Company may be required to post additional collateral on certain derivative contracts.

The following table summarizes Hartford Life Insurance Company’s significant member companies’ financial ratings from the major independent rating organizations as of July 22, 2015:

Insurance Financial Strength Ratings:	A.M. Best	Standard  & Poor’s	Moody’s
Hartford Life Insurance Company	A-	BBB+	Baa2
Hartford Life and Annuity Insurance Company	A-	BBB+	Baa2

These ratings are not a recommendation to buy or hold any of the Company’s securities and they may be revised or revoked at any time at the sole discretion of the rating organization.

The agencies consider many factors in determining the final rating of an insurance company. One consideration is the relative level of statutory surplus necessary to support the business written. Statutory surplus represents the capital of the insurance company reported in accordance with accounting practices prescribed by the applicable state insurance department.

66

Statutory Surplus

The Company’s aggregate statutory capital and surplus, as prepared in accordance with the National Association of Insurance Commissioners’ Accounting Practices and Procedures Manual (“US STAT”), was $5.1 billion as of June 30, 2015 and $5.6 billion as of December 31, 2014, respectively. The statutory surplus amount as of December 31, 2014 is based on actual statutory filings with the applicable regulatory authorities. The statutory surplus amount as of June 30, 2015, is an estimate, as the second quarter2015 statutory filings have not yet been made.

67

IMPACT OF NEW ACCOUNTING STANDARDS

For a discussion of accounting standards, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company’s 2014 Form 10-K Annual Report and Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.

Item 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

The information contained in the Financial Risk Management section of Management’s Discussion and Analysis of Financial Condition and Results of Operations of the Company's of the Company’s 2014 Form 10-K Annual Report is incorporated herein by reference.

Item 4. CONTROLS AND PROCEDURES

Evaluation of Disclosure Controls and Procedures

The Company’s principal executive officer and its principal financial officer, based on their evaluation of the Company’s disclosure controls and procedures (as defined in Exchange Act Rule 13a-15(e)) have concluded that the Company’s disclosure controls and procedures are effective for the purposes set forth in the definition thereof in Exchange Act Rule 13a-15(e) as of June 30, 2015.

Changes in Internal Control Over Financial Reporting

There was no change in the Company’s internal control over financial reporting that occurred during the Company’s current fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Company’s internal control over financial reporting.

68

Part II. OTHER INFORMATION

Item 1. LEGAL PROCEEDINGS

The Company is involved in claims litigation arising in the ordinary course of business, both as a liability insurer defending or providing indemnity for third-party claims brought against insureds and as an insurer defending coverage claims brought against it. The Company accounts for such activity through the establishment of unpaid loss and loss adjustment expense reserves. Management expects that the ultimate liability, if any, with respect to such ordinary-course claims litigation, after consideration of provisions made for potential losses and costs of defense, will not be material to the consolidated financial condition, results of operations or cash flows of the Company.

The Company is also involved in other kinds of legal actions, some of which assert claims for substantial amounts. These actions include, among others, individual actions in which punitive damages are sought, such as claims alleging bad faith in the handling of insurance claims or other allegedly unfair or improper business practices. Management expects that the ultimate liability, if any, with respect to such lawsuits, after consideration of provisions made for estimated losses, will not be material to the consolidated financial condition of the Company. Nonetheless, given the large or indeterminate amounts sought in certain of these actions, and the inherent unpredictability of litigation, the outcome in certain matters could, from time to time, have a material adverse effect on the Company’s consolidated financial condition, results of operations or cash flows in particular quarterly or annual periods.

Item 1A. RISK FACTORS

Investing in the Company involves risk. In deciding whether to invest in the securities of the Company, you should carefully consider the risk factors disclosed in Item 1A of Part I of the Company’s Annual Report on Form 10-K for the year ended December 31, 2014,any of which could have a significant or material adverse effect on the business, financial condition, operating results or liquidity of of the Company. This information should be considered carefully together with the other information contained in this report and the other reports and materials filed by the Company with the SEC.

Item 6. EXHIBITS

See Exhibits Index on page 71

69

SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

HARTFORD LIFE INSURANCE COMPANY

/s/ Peter F. Sannizzaro

Peter F. Sannizzaro

Senior Vice President and Principal Accounting Officer (Principal Financial Officer and duly authorized signatory)

July 30, 2015

70

HARTFORD LIFE INSURANCE COMPANY AND SUBSIDIARIES

FORM 10-Q

FOR THE QUARTER ENDED JUNE 30, 2015

EXHIBITS INDEX

Exhibit No.
12.01	Computation of Ratio of Earnings to Fixed Charges **
15.01	Deloitte & Touche LLP Letter of Awareness **
31.01	Certification of Brion S. Johnson pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 **
31.02	Certification of Peter F. Sannizzaro pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 **
32.01	Certification of Brion S. Johnson pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 **
32.02	Certification of Peter F. Sannizzaro pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 **
101.INS	XBRL Instance Document **
101.SCH	XBRL Taxonomy Extension Schema **
101.CAL	XBRL Taxonomy Extension Calculation Linkbase **
101.DEF	XBRL Taxonomy Extension Definition Linkbase **
101.LAB	XBRL Taxonomy Extension Label Linkbase **
101.PRE	XBRL Taxonomy Extension Presentation Linkbase **

**Filed with the Securities and Exchange Commission as an Exhibit to this report.

71

EX-12.01

Exhibit 12.01

HARTFORD LIFE INSURANCE COMPANY

COMPUTATION OF RATIO OF EARNINGS TO FIXED CHARGES AND EARNINGS

TO COMBINED FIXED CHARGES AND PREFERRED STOCK DIVIDENDS

(In millions)

	Six Months Ended June 30,		Years Ended December 31,
	2015		2014		2013		2012		2011
EARNINGS:
Income (loss) from continuing operations before income taxes	$	426	$	861	$	561	$	531	$	(137	)
Add: Total fixed charges, before interest credited to contractholders	—		—		—		—		—
Total earnings (loss), before interest credited to contractholders	426		861		561		531		(137		)
Interest credited to contractholders [1]	341		725		952		1,526		1,554
Total earnings	$	767	$	1,586	$	1,513	$	2,057	$	1,417
FIXED CHARGES:
Interest expense	$	—	$	—	$	—	$	—	$	—
Interest factor attributable to rentals and other	—		—		—		—		—
Total fixed charges, before interest credited to contractholders	—		—		—		—		—
Interest credited to contractholders [1]	341		725		952		1,526		1,554
Total fixed charges	$	341	$	725	$	952	$	1,526	$	1,554
RATIOS:
Total earnings to total fixed charges [2]	2.2		2.2		1.6		1.3		NM
Deficiency of total earnings to total fixed charges [3]	$	—	$	—	$	—	$	—	$	137
Ratio before interest credited to contractholders
Total earnings to total fixed charges [2] [4]	NM		NM		NM		NM		NM

[1] Interest credited to contractholders includes interest credited on general account assets and interest credited on consumer notes.

[2] Ratios of less than one-to-one are presented as “NM” or not meaningful.

[3] Represents additional earnings that would be necessary to result in a one-to-one ratio.

[4] This secondary ratio is disclosed for the convenience of policyholders invested in the Company's general account and Consumer Note holders.

72

EX-15.01

Exhibit 15.01

July 30, 2015

Hartford Life Insurance Company

200 Hopmeadow Street

Simsbury, Connecticut

We have reviewed, in accordance with the standards of the Public Company Accounting Oversight Board (United States), the unaudited interim financial information of Hartford Life Insurance Company and subsidiaries (the “Company”) for the periods ended June 30, 2015, and 2014, as indicated in our report dated July 30, 2015; because we did not perform an audit, we expressed no opinion on that information.

We are aware that our report referred to above, which is included in the Company’s Quarterly Report on Form 10-Q for the quarter ended June 30, 2015, is incorporated by reference in Registration Statement Nos. 333-202372, 333-192083, 333-192080, 333-202371, 333-192081 and 333-192082 on Form S-3.

We also are aware that the aforementioned report, pursuant to Rule 436(c) under the Securities Act of 1933, is not considered a part of the Registration Statement prepared or certified by an accountant or a report prepared or certified by an accountant within the meaning of Sections 7 and 11 of that Act.

DELOITTE & TOUCHE LLP

Hartford, Connecticut

73

EX-31.01

Exhibit 31.01

HARTFORD LIFE INSURANCE COMPANY

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350

AS ENACTED BY SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002

I, Brion S. Johnson, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of Hartford Life Insurance Company;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal controls over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have:

a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officers and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date:	July 30, 2015
By:	/s/ Brion S. Johnson
	Brion S. Johnson
	President

74

EX-31.02

Exhibit 31.02

HARTFORD LIFE INSURANCE COMPANY

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350

AS ENACTED BY SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002

I, Peter F. Sannizzaro, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of Hartford Life Insurance Company;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal controls over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have:

a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officers and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date:	July 30, 2015
By:	/s/ Peter F. Sannizzaro
	Peter F. Sannizzaro
	Senior Vice President and Principal Accounting Officer

75

EX-32.01

Exhibit 32.01

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350

AS ENACTED BY SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

In connection with the Quarterly Report on Form 10-Q for the period ended June 30, 2015 of Hartford Life Insurance Company (the “Company”), filed with the Securities and Exchange Commission on the date hereof (the “Report”), the undersigned hereby certifies, pursuant to 18 U.S.C. section 1350 as enacted by section 906 of the Sarbanes-Oxley Act of 2002, that:

1) The Report fully complies with the requirements of section 13(a) or section 15(d) of the Securities Exchange Act of 1934; and

2) The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company.

/s/ Brion S. Johnson
Brion S. Johnson
President
Date:	July 30, 2015

76

EX-32.02

Exhibit 32.02

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350

AS ENACTED BY SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

In connection with the Quarterly Report on Form 10-Q for the period ended June 30, 2015 of Hartford Life Insurance Company (the “Company”), filed with the Securities and Exchange Commission on the date hereof (the “Report”), the undersigned hereby certifies, pursuant to 18 U.S.C. section 1350 as enacted by section 906 of the Sarbanes-Oxley Act of 2002, that:

1) The Report fully complies with the requirements of section 13(a) or section 15(d) of the Securities Exchange Act of 1934; and

2) The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company.

/s/ Peter F. Sannizzaro
Peter F. Sannizzaro
Senior Vice President and Principal Accounting Officer
Date:	July 30, 2015

77

XML

Investments and Derivative Instruments Level 4 Non-qualifying Strategies for Hedge Accounting (Details) - Fair Value Hierarchy [Domain] $ in Millions		3 Months Ended				6 Months Ended
		Jun. 30, 2015 USD ($) $ / Barrels		Jun. 30, 2014 USD ($)		Jun. 30, 2015 USD ($) $ / Barrels	Jun. 30, 2014 USD ($)	Dec. 31, 2014 USD ($)		Mar. 31, 2013 USD ($)
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		$ 49,064				$ 49,064		$ 55,838		$ 55,838
Derivative, Fair Value, Net		(446)				(446)		(460)
Invested Assets Suppoting Modco		921				921		1,000
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(13)		$ 959		(40)	$ 888
Derivative Accrued Interest and Collateral Liabilities After Offsetting								4,500
Derivative Asset, Fair Value, Gross Asset		863				863		959
Derivative Liability, Fair Value, Gross Liability		1,280				1,280		1,345
Financing Receivable, Allowance for Credit Losses, Recovery		1		4		1	11
GMAB, GMWB, and GMIB Reinsurance Contracts [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		528		0	579
International Program Hedging Instruments [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		(103)		0	(126)
Interest Rate Swap [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,500				4,500
Foreign Exchange Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		1		2	2
Credit Default Swap, Buying Protection [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		(3)		(1)	(6)
Credit Default Swap, Selling Protection [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(4)		11		2	11
Equity Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		4		1		2	1
Commodity Option [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(4)		0		(7)	0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		37		524		26	394
Credit Derivatives in Offsetting Positions [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		1,506				1,506		2,175
Derivative, Fair Value, Net		(1)				(1)		(1)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		18				18		21
Derivative Liability, Fair Value, Gross Liability		19				19		22
Credit Default Swap, Selling Protection [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount	[1]	1,398				1,398		946
Derivative, Fair Value, Net	[1]	3				3		7
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset	[1]	14				14		11
Derivative Liability, Fair Value, Gross Liability	[1]	11				11		4
Credit Default Swap, Buying Protection [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		66				66		276
Derivative, Fair Value, Net		1				1		(1)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		2				2		4
Derivative Liability, Fair Value, Gross Liability		1				1		5
Currency Swap [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		65				65		60
Derivative, Fair Value, Net		1				1		0
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		1				1		0
Derivative Liability, Fair Value, Gross Liability		0				0		0
Cash Flow Hedging [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		2,330				2,330		2,385
Derivative, Fair Value, Net		14				14		18
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		38				38		40
Derivative Liability, Fair Value, Gross Liability		24				24		22
Commodity Option [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		378				378		0
Derivative, Fair Value, Net		$ 2				2		0
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Cost of Hedge						$ 6
Derivative, Price Risk Option Strike Price | $ / Barrels		35				35
Derivative Asset, Fair Value, Gross Asset		$ 2				$ 2		0
Derivative Liability, Fair Value, Gross Liability		0				0		0
UNITED STATES
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(27)		(21)		(30)	(16)
UNITED STATES | Macro Hedge Program [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,591				4,591		6,383
Derivative, Fair Value, Net		165				165		141
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(23)		(15)
Derivative Asset, Fair Value, Gross Asset		200				200		180
Derivative Liability, Fair Value, Gross Liability		35				35		39
UNITED STATES | GMWB Hedging Instruments [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		11,732				11,732		14,442
Derivative, Fair Value, Net		134				134		174
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(66)		(54)		(53)	(71)
Derivative Asset, Fair Value, Gross Asset		246				246		289
Derivative Liability, Fair Value, Gross Liability		112				112		115
UNITED STATES | GMWB Product Derivatives [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		78		55		59	91
UNITED STATES | GMWB Reinsurance [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(16)		(7)		(9)	(11)
UNITED STATES | Interest Rate Contract [Member] | GMWB Hedging Instruments [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		3,520				3,520		3,640
Derivative, Fair Value, Net		8				8		11
UNITED STATES | Macro Hedge Program [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,591				4,591		6,383
Derivative, Fair Value, Net		165				165		141
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net						(27)	(25)
UNITED STATES | Macro Hedge Program [Member] | Equity Option [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,591				4,591		5,983
Derivative, Fair Value, Net		165				165		141
JAPAN
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net	[2]	0		(103)		0	(126)
JAPAN | Three Win Related Foreign Currency Swaps [Member]
Non-qualifying Strategies for Hedge Accounting [Line Items]
Change in Unrealized Gain (Loss) on Hedged Item in Foreign Currency Fair Value Hedge		16		(18)		16	(46)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0		(5)		0	(14)
JAPAN | Foreign Exchange Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(17)	[3]	13	[3]	(31)	28
JAPAN | Fixed Annuity Hedging Instruments [Member]
Non-qualifying Strategies for Hedge Accounting [Line Items]
Change in Unrealized Gain (Loss) on Hedged Item in Foreign Currency Fair Value Hedge				(22)			(51)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		0	[4]	10	[4]	0	22
JAPAN | Macro Hedge Program [Member] | Foreign Exchange Option [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		0				0		400
Derivative, Fair Value, Net		0				0		0
Other Liabilities [Member] | Interest Rate Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(371)				(371)
Other Liabilities [Member] | Embedded Derivative Financial Instruments [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(3)				(3)		(3)	[5]
Other Liabilities [Member] | Foreign Exchange Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(479)				(479)
Other Liabilities [Member] | Equity Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		28				28
Other Liabilities [Member] | Commodity Option [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		0				0
Other Liabilities [Member] | UNITED STATES | Macro Hedge Program [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		65				65		48
Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member] | Foreign Exchange Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Fair Value, Net		(20)				(20)
Not Designated as Hedging Instrument [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		46,685				46,685		53,421
Derivative, Fair Value, Net		(460)				(460)		(478)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net						(3)
Derivative Asset, Fair Value, Gross Asset		935				935		1,010
Derivative Liability, Fair Value, Gross Liability		1,395				1,395		1,488
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(2)		$ (2)			$ (1)
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		4,862				4,862		4,857
Derivative, Fair Value, Net		(304)				(304)		(323)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		314				314		385
Derivative Liability, Fair Value, Gross Liability		618				618		708
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		2,187				2,187		2,242
Derivative, Fair Value, Net		34				34		37
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset		34				34		37
Derivative Liability, Fair Value, Gross Liability		0				0		0
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member]
GMWB/Macro/Int'l Hedging Instruments [Abstract]
Derivative, Notional Amount		143				143		143
Derivative, Fair Value, Net		4				4		(19)
Gain (Loss) Recognized within Net Realized Capital Gains (Losses) [Abstract]
Derivative Asset, Fair Value, Gross Asset								3
Derivative Liability, Fair Value, Gross Liability		$ 24				$ 24		$ 22

[1] The derivative instruments related to this strategy are held for other investment purposes.

[2] Other, net gains and losses include 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. Gains (losses) from transactional foreign currency revaluation of the reinsured liabilities were $16 and $(18), respectively, for the three months ended June 30, 2015 and 2014, and $16 and $(46), respectively, for the six months ended June 30, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(17) and $13, respectively, for the three months ended June 30, 2015 and 2014, and $(31) and $28, respectively for the six months ended June 30, 2015 and 2014.

[3] Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains of $16 and $(18) for the three months ended June 30, 2015 and 2014, respectively, and $16 and $(46) for the six months ended June 30, 2015 and 2014, respectively.

[4] The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(22) and $(51) for the three and six months ended June 30, 2014, respectively.

[5] Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.

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Income Taxes Level 4 Net Operating Loss Carrryover (Details) - USD ($) $ in Millions	3 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$ 3,385	$ 3,189
Expiring within Tax Years 2016 to 2017 [Member]
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Operating Loss Carryforwards, Subject to Expiration	$ 9
Earliest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Operating Loss Carryforwards, Expiration Date	Dec. 31, 2023
Latest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Operating Loss Carryforwards, Expiration Date	Dec. 31, 2033

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Income Taxes Level 4 Effective Income Tax Rate Reconciliation (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Effective Income Tax Rate Reconciliation [Abstract]
Unrecognized Tax Benefits, Decrease Resulting from Prior Period Tax Positions	$ 48		$ 48
Effective Income Tax Rate Reconciliation at Federal Statutory Income Tax Rate, Amount	84	$ 200	149	$ 215
Effective Income Tax Rate Reconciliation, Deduction, Dividends, Amount	(71)	(26)	(94)	(52)
Income Tax Reconciliation, Deductions, Foreign Investments	(2)	0	(4)	0
Effective Income Tax Rate Reconciliation, Other Adjustments, Amount	0	(3)	0	(5)
Income Tax Expense (Benefit)	$ 11	$ 171	$ 51	$ 158
Income Tax Examination, Description			The federal audit of the years 2012 and 2013 began in March 2015 and is expected to be completed in 2016. Management believes that adequate provision has been made in the financial statements for any potential assessments that may result from tax examinations and other tax-related matters for all open tax years.

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Investments and Derivative Instruments Level 4 Other-Than-Temporary Impairment Losses (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Other-Than-Temporary Impairment Losses [Line Items]
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Period Increase (Decrease)	$ 2	$ 3	$ 8	$ 10
Balance as of beginning of period	(288)	(382)	(296)	(410)
Additions for credit impairments recognized on securities not previously impaired	0	0	(2)	(3)
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses	0	3	0	6
Securities that matured or were sold during the period	3	29	5	59
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Change in Status	0	0	22	9
Securities due to an increase in expected cash flows	15	5	1	0
Balance as of end of period	$ (270)	$ (351)	$ (270)	$ (351)

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Basis of Presentation and Accounting Policies Level 4 (Details) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Sep. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jan. 30, 2015	Dec. 31, 2014
Dividends Payable [Line Items]
Liabilities				$ 178,905		$ 182,484
Dividends				500
Statutory Accounting Practices, Statutory Amount Available for Dividend Payments without Regulatory Approval				316	$ 0
Reinsurance Recoverable, Unsecured				1,600
JAPAN | Reported Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member] | Investment Contracts [Member] | Hartford Life Insurance K.K. [Member]
Dividends Payable [Line Items]
Liabilities	[1]			$ 760		$ 763
Extraordinary Item [Member]
Dividends Payable [Line Items]
Dividends			$ 800
Subsequent Event [Member] | Extraordinary Item [Member]
Dividends Payable [Line Items]
Dividends		$ 500
Stockholders' Equity, Total [Member] | Reinsurer Concentration Risk [Member]
Dividends Payable [Line Items]
Concentration Risk, Percentage				0.00%
Stockholders' Equity, Total [Member] | Reinsurer Concentration Risk [Member] | Individual Life [Member]
Dividends Payable [Line Items]
Concentration Risk, Percentage				18.00%

[1] Included in other liabilities in the Condensed Consolidated Balance Sheets.

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Commitments and Contingencies Level 4 (Details) $ in Millions	Jun. 30, 2015 USD ($)
Guarantor Obligations [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value	$ 813
Collateral Already Posted, Aggregate Fair Value	1,100
GMWB Product Derivatives [Member]
Guarantor Obligations [Line Items]
Collateral Already Posted, Aggregate Fair Value	$ 38

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Investments and Derivative Instruments Level 4 Fair Value Hedges (Details) - Fair Value Hedging [Member] - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Fair Value Hedges [Line Items]
Derivative Instruments Gain (Loss) Recognized in Income on Derivative Item Net	[1]	$ 0	$ (1)	$ 0	$ (2)
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	[1]	0	1	0	2
Gain (Loss) on Investments [Member] | Interest Rate Swap [Member]
Fair Value Hedges [Line Items]
Derivative Instruments Gain (Loss) Recognized in Income on Derivative Item Net	[1]	0	(1)	0	(2)
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	[1]	$ 0	$ 1	$ 0	$ 2

[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.

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Investments and Derivative Instruments Level 4 Variable Interest Entities (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$ 55	$ 157
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	11	22
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	44	139
Fixed Income Funds [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	53	154
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	10	20
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	43	138
Limited Partnerships and Other Alternative Investments [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	1	2
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	$ 1	$ 1

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Accumulated Other Comprehensive Income Level 4 (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	$ 8,789	$ 9,492	$ 8,789	$ 9,492		$ 9,291		$ 8,239
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	(467)	233	(344)	563
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(18)	27	(28)	9
Other Comprehensive Income (Loss), Net of Tax	(485)	260	(372)	572
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	15	653	12	554
Income before income taxes	241	570	426	614
Income Tax Expense (Benefit)	11	171	51	158
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	790	1,066	790	1,066	$ 1,257	1,154	$ 810	495
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	(457)	227	(342)	544
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(10)	29	(22)	27
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	(467)	256	(364)	571
Gain (Loss) on Investments, Excluding Other than Temporary Impairments		(44)	34	(41)
Income before income taxes				(41)
Income Tax Expense (Benefit)	6	(15)	12	(14)
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	62	80	62	80	80	70	77	79
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	(10)	5	(2)	19
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	(8)	(2)	(6)	(18)
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	(18)	3	(8)	1
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	(3)	0	(3)	0	(3)	(3)	(1)	0
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	0	1	0	0
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	0	0	0	0
Other Comprehensive Income (Loss), Foreign Currency Transaction and Translation Gain (Loss) Arising During Period, Net of Tax	0	1	0	0
AOCI Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	849	1,146	849	1,146	$ 1,334	$ 1,221	$ 886	$ 574
Other Comprehensive Income (Loss), Net of Tax				572
Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	18	(27)	28	(9)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	10	(29)	22	(27)
Gain (Loss) on Investments, Excluding Other than Temporary Impairments	16	(44)	34	(41)
Income before income taxes	16	(44)	34
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Income Tax Expense (Benefit)	4	1	3	9
Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	12	3	9	27
Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	8	2	6	18
Income before income taxes	12	3	9	27
Interest Rate Swap [Member] | Interest Income [Member] | Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	9		17
Interest Rate Swap [Member] | Interest Income [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	9	3	17	26
Interest Rate Swap [Member] | Accumulated Net Investment Gain (Loss) Attributable to Parent [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net			(1)
Interest Rate Swap [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0		(1)
Interest Rate Swap [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0	0		1
Currency Swap [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Cash Flow Hedging [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	3		(7)
Currency Swap [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 3	$ 0	$ (7)	$ 0

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Income Taxes Level 4 Valuation Allowance Comment (Details)	6 Months Ended
	Jun. 30, 2015
Valuation Allowance [Abstract]
Valuation Allowance, Commentary	The Company believes it is more likely than not the deferred tax assets will be fully realized. Consequently no valuation allowance has been provided. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryovers, taxable income in open carry back years and other tax planning strategies. From time to time, tax planning strategies could include holding a portion of debt securities with market value losses until recovery, altering the level of tax exempt securities held, making investments which have specific tax characteristics, and business considerations such as asset-liability matching.

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Fair Value Measurements Level 1 (Notes)

6 Months Ended

Jun. 30, 2015

Fair Value Disclosures [Abstract]

Fair Value Measurements

Financial instruments carried at fair value in the Company's Condensed Consolidated Financial Statements include: fixed maturity and equity securities, available-for-sale ("AFS"); fixed maturities at fair value using the fair value option ("FVO"); equity securities, FVO; short-term investments; freestanding and embedded derivatives; certain limited partnerships and other alternative investment; separate account assets and certain other liabilities.

The following section applies to the fair value hierarchy and disclosure requirements for the Company’s financial instruments that are carried at fair value. The fair value hierarchy prioritizes the inputs in the valuation techniques used to measure fair value into three broad Levels (Level 1, 2 or 3).

Level 1 Observable inputs that reflect quoted prices for identical assets or liabilities in active markets that the Company has the ability to access at the measurement date. Level 1 securities include highly liquid U.S. Treasuries, money market funds and exchange traded equity securities, open-ended mutual funds and exchange-traded derivative instruments.

Level 2 Observable inputs, other than quoted prices included in Level 1, for the asset or liability or prices for similar assets and liabilities. Most fixed maturities and preferred stocks, including those reported in separate account assets, are model priced by vendors using observable inputs and are classified within Level 2. Also included are hedge funds where investment company accounting guidance has been applied to a wholly-owned fund of funds measured at fair value where an investment can be redeemed, or substantially redeemed, at the net asset value per share or equivalent ("NAV") on the measurement date or in the near-term, not to exceed 90 days. Derivative instruments classified within Level 2 are priced using observable market inputs such as swap yield curves and credit default swap curves.

Level 3 Valuations that are derived from techniques in which one or more of the significant inputs are unobservable (including assumptions about risk). Level 3 securities include less liquid securities, guaranteed product embedded and reinsurance derivatives and other complex derivative instruments, as well as hedge fund investments carried at fair value, consistent with investment company accounting guidance, that cannot be redeemed in the near-term at the NAV. Because Level 3 fair values, by their nature, contain one or more significant unobservable inputs, as there is little or no observable market for these assets and liabilities, considerable judgment is used to determine the Level 3 fair values. Level 3 fair values represent the Company’s best estimate of an amount that could be realized in a current market exchange absent actual market exchanges.

In many situations, inputs used to measure the fair value of an asset or liability position may fall into different levels of the fair value hierarchy. In these situations, the Company will determine the level in which the fair value falls based upon the lowest level input that is significant to the determination of the fair value. Transfers of securities among the levels occur at the beginning of the reporting period. The amount of transfers from Level 1 to Level 2 was $155 and $227 for the three and six months endedJune 30, 2015, respectively, and $77 and $1.2 billion for the three and six months endedJune 30, 2014, respectively, which represented previously on-the-run U.S. Treasury securities that are now off-the-run. For the three and six months endedJune 30, 2015 and 2014 there were no transfers from Level 2 to Level 1. In most cases, both observable (e.g., changes in interest rates) and unobservable (e.g., changes in risk assumptions) inputs are used in the determination of fair values that the Company has classified within Level 3. Consequently, these values and the related gains and losses are based upon both observable and unobservable inputs. The Company’s fixed maturities included in Level 3 are classified as such because these securities are primarily priced by independent brokers and/or within illiquid markets.

The following tables present assets and (liabilities) carried at fair value by hierarchy level. These disclosures provide information as to the extent to which the Company uses fair value to measure financial instruments and information about the inputs used to value those financial instruments to allow users to assess the relative reliability of the measurements.

	June 30, 2015
	Total			Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
ABS	$	1,212		$	—	$	1,198		$	14
CDOs	1,421			—		1,073			348
CMBS	2,029			—		1,942			87
Corporate	15,644			—		15,097			547
Foreign government/government agencies	351			—		336			15
Municipal	1,052			—		1,003			49
RMBS	1,689			—		1,027			662
U.S. Treasuries	2,034			115		1,919			—
Total fixed maturities	25,432			115		23,595			1,722
Fixed maturities, FVO	213			—		141			72
Equity securities, trading [1]	11			11		—			—
Equity securities, AFS	178			98		36			44
Derivative assets
Credit derivatives	19			—		19			—
Commodity derivatives	2			—		—			2
Equity derivatives	—			—		—			—
Foreign exchange derivatives	2			—		2			—
Interest rate derivatives	101			—		101			—
Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments	87			—		6			81
Macro hedge program	100			—		—			100
Total derivative assets [2]	311			—		128			183
Short-term investments	1,412			334		1,078			—
Reinsurance recoverable for GMWB	50			—		—			50
Modified coinsurance reinsurance contracts	60			—		60			—
Separate account assets [3]	126,683			86,300		39,648			735
Total assets accounted for at fair value on a recurring basis	$	154,350		$	86,858	$	64,686		$	2,806
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
GMWB	$	(112	)	$	—	$	—		$	(112	)
Equity linked notes	(26		)	—		—			(26		)
Total other policyholder funds and benefits payable	(138		)	—		—			(138		)
Derivative liabilities
Credit derivatives	(15		)	—		(15		)	—
Commodity derivatives	—			—		—			—
Equity derivatives	28			—		25			3
Foreign exchange derivatives	(479		)	—		(479		)	—
Interest rate derivatives	(371		)	—		(343		)	(28		)
GMWB hedging instruments	47			—		3			44
Macro hedge program	65			—		—			65
Total derivative liabilities [4]	(725		)	—		(809		)	84
Consumer notes [5]	(3		)	—		—			(3		)
Total liabilities accounted for at fair value on a recurring basis	$	(866	)	$	—	$	(809	)	$	(57	)

	December 31, 2014
	Total			Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
ABS	$	1,171		$	—	$	1,089		$	82
CDOs	1,148			—		788			360
CMBS	1,887			—		1,768			119
Corporate	15,742			—		15,096			646
Foreign government/government agencies	602			—		572			30
Municipal	1,052			—		998			54
RMBS	1,857			—		1,123			734
U.S. Treasuries	1,977			72		1,905			—
Total fixed maturities	25,436			72		23,339			2,025
Fixed maturities, FVO	280			—		196			84
Equity securities, trading [1]	11			11		—			—
Equity securities, AFS	514			411		55			48
Derivative assets
Credit derivatives	3			—		5			(2		)
Equity derivatives	2			—		—			2
Foreign exchange derivatives	(1		)	—		(1		)	—
Interest rate derivatives	123			—		123			—
GMWB hedging instruments	119			—		5			114
Macro hedge program	93			—		—			93
Total derivative assets [2]	339			—		132			207
Short-term investments	2,162			199		1,963			—
Reinsurance recoverable for GMWB	56			—		—			56
Modified coinsurance reinsurance contracts	34			—		34			—
Separate account assets [3]	132,198			91,524		40,096			578
Total assets accounted for at fair value on a recurring basis	$	161,030		$	92,217	$	65,815		$	2,998
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
GMWB	$	(139	)	$	—	$	—		$	(139	)
Equity linked notes	(26		)	—		—			(26		)
Total other policyholder funds and benefits payable	(165		)	—		—			(165		)
Derivative liabilities
Credit derivatives	—			—		1			(1		)
Equity derivatives	28			—		25			3
Foreign exchange derivatives	(444		)	—		(444		)	—
Interest rate derivatives	(409		)	—		(382		)	(27		)
GMWB hedging instruments	55			—		(1		)	56
Macro hedge program	48			—		—			48
Total derivative liabilities [4]	(722		)	—		(801		)	79
Consumer notes [5]	(3		)	—		—			(3		)
Total liabilities accounted for at fair value on a recurring basis	$	(890	)	$	—	$	(801	)	$	(89	)

[1] Included in other investments on the Condensed Consolidated Balance Sheets.

[2] Includes over-the-counter ("OTC") and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of June 30, 2015 and December 31, 2014, $280 and $399, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the preceding table. See the following footnote 4 for derivative liabilities.

[3] Approximately $3.8 billion and $2.5 billion of investment sales receivable, as of June 30, 2015 and December 31, 2014, respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value.

[4] Includes OTC and OTC-cleared derivative instruments in a net negative fair market value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the following Level 3 roll-forward table in this Note 2, the derivative assets and liabilities are referred to as “freestanding derivatives” and are presented on a net basis.

[5] Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.

Determination of Fair Values

The valuation methodologies used to determine the fair values of assets and liabilities under the “exit price” notion, reflect market-participant objectives and are based on the application of the fair value hierarchy that prioritizes relevant observable market inputs over unobservable inputs. The Company determines the fair values of certain financial assets and liabilities based on quoted market prices where available and where prices represent a reasonable estimate of fair value. The Company also determines fair value based on future cash flows discounted at the appropriate current market rate. Fair values reflect adjustments for counterparty credit quality, the Company’s default spreads, liquidity and, where appropriate, risk margins on unobservable parameters. The following is a discussion of the methodologies used to determine fair values for the financial instruments listed in the preceding tables.

The fair value process is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company that meets at least quarterly. The Valuation Committee is co-chaired by the Heads of Investment Operations and Investment Accounting, and has representation from various investment sector professionals, accounting, operations, legal, compliance and risk management. The purpose of the committee is to oversee the pricing policy and procedures by ensuring objective and reliable valuation practices and pricing of financial instruments, as well as addressing valuation issues and approving changes to valuation methodologies and pricing sources. There are also two working groups under the Valuation Committee, a Securities Fair Value Working Group (“Securities Working Group”) and a Derivatives Fair Value Working Group ("Derivatives Working Group"), which include various investment, operations, accounting and risk management professionals that meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes described in more detail in the following paragraphs.

The Company also has an enterprise-wide Operational Risk Management function, led by the Chief Operational Risk Officer, which is responsible for establishing, maintaining and communicating the framework, principles and guidelines of the Company's operational risk management program. This includes model risk management which provides an independent review of the suitability, characteristics and reliability of model inputs; as well as, an analysis of significant changes to current models.

Fixed Maturities, AFS; Fixed Maturities, FVO; Equity Securities, AFS; Equity Securities, FVO; and Short-term Investments

The fair value of fixed maturities, equity securities, and short-term investments in an active and orderly market (e.g. not distressed or forced liquidation) are determined by management after considering the following primary sources of information: quoted prices for identical assets or liabilities, third-party pricing services, independent broker quotations, or pricing matrices. Security pricing is applied using a “waterfall” approach whereby publicly available prices are first sought from third-party pricing services, and the remaining unpriced securities are submitted to independent brokers for prices, or priced using a pricing matrix. Typical inputs used by these pricing methods include, but are not limited to, reported trades, benchmark yields, issuer spreads, bids, offers, and/or estimated cash flows, prepayment speeds, and default rates. Based on the typical trading volumes and the lack of quoted market prices for fixed maturities, third-party pricing services will normally derive the security prices from recent reported trades for identical or similar securities making adjustments through the reporting date based upon the preceding outlined available market observable information. If there are no recently reported trades, the third-party pricing services and independent brokers may use matrix or model processes to develop a security price where future cash flow expectations are developed based upon collateral performance and discounted at an estimated market rate. Included in the pricing of ABS and RMBS are estimates of the rate of future prepayments of principal over the remaining life of the securities. Such estimates are derived based on the characteristics of the underlying structure and prepayment speeds previously experienced at the interest rate levels projected for the underlying collateral. Actual prepayment experience may vary from these estimates.

Prices from third-party pricing services are often unavailable for securities that are rarely traded or are traded only in privately negotiated transactions. As a result, certain securities are priced via independent broker quotations which utilize inputs that may be difficult to corroborate with observable market based data. Additionally, the majority of these independent broker quotations are non-binding.

Private placement securities are priced using a pricing matrix to determine the credit spreads that are used to discount the expected future cash flows for securities for which the Company is unable to obtain a price from a third-party pricing service. Credit spreads are developed each month using market based data for public securities adjusted for credit spread differentials between public and private securities which are obtained from a survey of multiple private placement brokers. The appropriate credit spreads determined through this survey approach are based upon the issuer’s financial strength and term to maturity, utilizing an independent public security index and trade information and adjusting for the non-public nature of the securities.

The Securities Working Group performs ongoing analysis of the prices and credit spreads received from third parties to ensure that the prices represent a reasonable estimate of the fair value. This process involves quantitative and qualitative analysis and is overseen by investment and accounting professionals. As a part of this analysis, the Company considers trading volume, new issuance activity and other factors to determine whether the market activity is significantly different than normal activity in an active market, and if so, whether transactions may not be orderly considering the weight of available evidence. If the available evidence indicates that pricing is based upon transactions that are stale or not orderly, the Company places little, if any, weight on the transaction price and will estimate fair value utilizing an internal pricing model. In addition, the Company ensures that prices received from independent brokers represent a reasonable estimate of fair value through the use of internal and external cash flow models developed based on spreads, and when available, market indices. As a result of this analysis, if the Company determines that there is a more appropriate fair value based upon the available market data, the price received from the third party is adjusted accordingly and approved by the Valuation Committee. The Company’s internal pricing model utilizes the Company’s best estimate of expected future cash flows discounted at a rate of return that a market participant would require. The significant inputs to the model include, but are not limited to, current market inputs, such as credit loss assumptions, estimated prepayment speeds and market risk premiums.

The Company conducts other specific monitoring controls around pricing. Daily analyses identify price changes over 3% for fixed maturities and 5% for equity securities and trade prices that differ over 3% to the current day's price. Weekly analyses identify prices that differ more than 5% from published bond prices of a corporate bond index. Monthly analyses identify price changes over 3%, prices that have not changed, and missing prices. Also on a monthly basis, a second source validation is performed on most sectors. Analyses are conducted by a dedicated pricing unit that follows up with trading and investment sector professionals and challenges prices with vendors when the estimated assumptions used differ from what the Company feels a market participant would use. Any changes from the identified pricing source are verified by further confirmation of assumptions used. Examples of other procedures performed include, but are not limited to, initial and on-going review of third-party pricing services’ methodologies, review of pricing statistics and trends and back testing recent trades.

The Company has analyzed the third-party pricing services’ valuation methodologies and related inputs, and has also evaluated the various types of securities in its investment portfolio to determine an appropriate fair value hierarchy level based upon trading activity and the observability of market inputs. Most prices provided by third-party pricing services are classified into Level 2 because the inputs used in pricing the securities are market observable. Due to a general lack of transparency in the process that brokers use to develop prices, most valuations that are based on brokers’ prices are classified as Level 3. Some valuations may be classified as Level 2 if the price can be corroborated with observable market data.

Derivative Instruments, including embedded derivatives within investments

Derivative instruments are fair valued using pricing valuation models that utilize independent market data inputs for OTC derivatives, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of June 30, 2015 and December 31, 2014, 94% and 95%, respectively, of derivatives, based upon notional values, were priced by valuation models or quoted market prices. The remaining derivatives were priced by broker quotations.

The Derivatives Working Group performs ongoing analysis of the valuations, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. This process involves quantitative and qualitative analysis and is overseen by investment and accounting professionals. The Company performs various controls on derivative valuations which include both quantitative and qualitative analysis. Analyses are conducted by a dedicated derivative pricing team that works directly with investment sector professionals to analyze impacts of changes in the market environment and investigate variances. There is a monthly analysis to identify market value changes greater than pre-defined thresholds, stale prices, missing prices and zero prices. Also on a monthly basis, a second source validation, typically to broker quotations, is performed for certain of the more complex derivatives as well as for any existing deals with a market value greater than $10 and all new deals during the month. In addition, on a daily basis, market valuations are compared to counterparty valuations for OTC derivatives. A model validation review is performed on any new models, which typically includes detailed documentation and validation to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. There is a monthly control to review changes in pricing sources to ensure that new models are not moved to production until formally approved.

The Company utilizes derivative instruments to manage the risk associated with certain assets and liabilities. However, the derivative instrument may not be classified with the same fair value hierarchy level as the associated assets and liabilities. Therefore the realized and unrealized gains and losses on derivatives reported in Level 3 may not reflect the offsetting impact of the realized and unrealized gains and losses of the associated assets and liabilities.

Valuation Techniques and Inputs for Investments

Generally, the Company determines the estimated fair value of its fixed maturities, equity securities, and short-term investments using the market approach. The income approach is used for securities priced using a pricing matrix, as well as for derivative instruments. For Level 1 investments, which are comprised of on-the-run U.S. Treasuries, exchange-traded equity securities, short-term investments, and exchange traded futures and option contracts, valuations are based on observable inputs that reflect quoted prices for identical assets in active markets that the Company has the ability to access at the measurement date.

For most of the Company’s debt securities, the following inputs are typically used in the Company’s pricing methods: reported trades, benchmark yields, bids and/or estimated cash flows. For securities, except U.S. Treasuries, inputs also include issuer spreads which may consider credit default swaps. Derivative instruments are valued using mid-market inputs that are predominantly observable in the market.

A description of additional inputs used in the Company’s Level 2 and Level 3 measurements is included in the following discussion:

Level 2 The fair values of most of the Company’s Level 2 investments are determined by management after considering prices received from third party pricing services. These investments include most fixed maturities and preferred stocks, including those reported in separate account assets, as well as derivative instruments.

• ABS, CDOs, CMBS and RMBS – Primary inputs also include monthly payment information, collateral performance, which varies by vintage year and includes delinquency rates, collateral valuation loss severity rates, collateral refinancing assumptions, credit default swap indices and, for ABS and RMBS, estimated prepayment rates.

• Corporates, including investment grade private placements – Primary inputs also include observations of credit default swap curves related to the issuer.

• Foreign government/government agencies—Primary inputs also include observations of credit default swap curves related to the issuer and political events in emerging market economies.

• Municipals – Primary inputs also include Municipal Securities Rulemaking Board reported trades and material event notices, and issuer financial statements.

• Short-term investments – Primary inputs also include material event notices and new issue money market rates.

• Credit derivatives – Primary inputs include the swap yield curve and credit default swap curves.

• Foreign exchange derivatives – Primary inputs include the swap yield curve, currency spot and forward rates, and cross currency basis curves.

• Interest rate derivatives – Primary input is the swap yield curve.

Level 3 Most of the Company’s securities classified as Level 3 include less liquid securities such as lower quality ABS, CMBS, commercial real estate (“CRE”) CDOs and RMBS primarily backed by sub-prime loans. Securities included in level 3 are primarily valued based on broker prices or broker spreads, without adjustments. Primary inputs for non-broker priced investments, including structured securities, are consistent with the typical inputs used in Level 2 measurements noted above, but are Level 3 due to their less liquid markets. Additionally, certain long-dated securities are priced based on third party pricing services, including municipal securities, foreign government/government agencies, and bank loans. Primary inputs for these long-dated securities are consistent with the typical inputs used in Level 1 and Level 2 measurements noted above, but include benchmark interest rate or credit spread assumptions that are not observable in the marketplace. Also included in Level 3 are below investment grade private placements, as well as certain derivative instruments that either have significant unobservable inputs or are valued based on broker quotations. Significant inputs for these derivative contracts primarily include the typical inputs used in the preceding noted Level 1 and Level 2 measurements; but also include equity and interest rate volatility and swap yield curves beyond observable limits, and commodity price curves.

Significant Unobservable Inputs for Level 3 Assets Measured at Fair Value

The following tables present information about significant unobservable inputs used in Level 3 assets measured at fair value. The tables exclude securities such as ABS and CRE CDOs for which fair values are predominately based on broker quotations.

	As of June 30, 2015
Securities					Unobservable Inputs
Assets accounted for at fair value on a recurring basis	Fair Value		Predominant Valuation Method	Significant Unobservable  Input	Minimum	Maximum	Weighted Average [1]	Impact of Increase in Input on Fair Value [2]
CMBS	$	87	Discounted cash flows	Spread (encompasses prepayment, default risk and loss severity)	41bps	577bps	186bps	Decrease
Corporate [3]	252		Discounted cash flows	Spread	138bps	728bps	368bps	Decrease
Municipal [3]	31		Discounted cash flows	Spread	192bps	192bps	192bps	Decrease
RMBS	662		Discounted cash flows	Spread	36bps	1,748bps	146bps	Decrease
				Constant prepayment rate	—%	100%	6%	Decrease [4]
				Constant default rate	—%	14%	6%	Decrease
				Loss severity	—%	100%	76%	Decrease
	As of December 31, 2014
CMBS	$	119	Discounted cash flows	Spread (encompasses prepayment, default risk and loss severity)	46bps	2,475bps	284bps	Decrease
Corporate [3]	324		Discounted cash flows	Spread	123bps	765bps	267bps	Decrease
Municipal [3]	32		Discounted cash flows	Spread	212bps	212bps	212bps	Decrease
RMBS	734		Discounted cash flows	Spread	23bps	1,904bps	141bps	Decrease
				Constant prepayment rate	—%	7%	3%	Decrease [4]
				Constant default rate	1%	14%	7%	Decrease
				Loss severity	—%	100%	78%	Decrease

[1] The weighted average is determined based on the fair value of the securities.

[2] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the preceding table.

[3] Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as noted in the following discussion.

[4] Decrease for above market rate coupons and increase for below market rate coupons.

Significant Unobservable Inputs for Level 3 Assets Measured at Fair Values (continued)

	As of June 30, 2015
Freestanding Derivatives						Unobservable Inputs
	Fair Value			Predominant Valuation Method	Significant Unobservable Input	Minimum	Maximum	Impact of Increase in Input on Fair Value [1]
Interest rate swaps	$	(28	)	Discounted  cash flows	Swap curve  beyond 30 years	3%	3%	Decrease
GMWB hedging instruments
Customized swaps	125			Discounted  cash flows	Equity volatility	10%	40%	Increase
Macro hedge program
Equity options	165			Option model	Equity volatility	15%	28%	Increase
	As of December 31, 2014
Interest rate derivative
Interest rate swaps	$	(29	)	Discounted  cash flows	Swap curve  beyond 30 years	3%	3%	Decrease
Interest rate swaptions	2			Option Model	Interest rate volatility	1%	1%	Increase
GMWB hedging instruments
Equity options	46			Option model	Equity volatility	22%	34%	Increase
Customized swaps	124			Discounted  cash flows	Equity volatility	10%	40%	Increase
Macro hedge program
Equity options	141			Option model	Equity volatility	27%	28%	Increase

[1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.

Securities and derivatives for which the Company bases fair value on broker quotations predominately include ABS, CDOs, corporate, fixed maturities, FVO. Due to the lack of transparency in the process brokers use to develop prices for these investments, the Company does not have access to the significant unobservable inputs brokers use to price these securities and derivatives. The Company believes however, the types of inputs brokers may use would likely be similar to those used to price securities and derivatives for which inputs are available to the Company, and therefore may include, but not be limited to, loss severity rates, constant prepayment rates, constant default rates and counterparty credit spreads. Therefore, similar to non broker priced securities and derivatives, generally, increases in these inputs would cause fair values to decrease. For the three months ended, June 30, 2015, no significant adjustments were made by the Company to broker prices received.

Product Derivatives

The Company formerly offered and subsequently reinsured certain variable annuity products with U.S. GMWB riders. Also the Company formerly assumed GMWB, guaranteed minimum income benefit ("GMIB") and guaranteed minimum accumulation benefit ("GMAB") from HLIKK. Upon its sale, HLIKK recaptured certain risks reinsured to the Company and HLAI by terminating intercompany agreements. The Buyer is responsible for all liabilities related to the recaptured business. For further discussion of the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.

The GMWB provides the policyholder with a guaranteed remaining balance (“GRB”) which is generally equal to premiums less withdrawals. If the policyholder’s account value is reduced to a specified level through a combination of market declines and withdrawals, but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. Certain contract provisions can increase the GRB at contract holder election or after the passage of time. The GMWB represents an embedded derivative in the variable annuity contract. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and (2) a separate instrument with the same terms would qualify as a derivative instrument, the embedded derivative is bifurcated from the host for measurement purposes. The embedded derivative, which is reported with the host instrument in the Consolidated Balance Sheets, is carried at fair value with changes in fair value reported in net realized capital gains and losses. The Company’s GMWB liability is carried at fair value and reported in other policyholder funds. The notional value of the embedded derivative is the GRB.

In valuing the embedded derivative, the Company attributes to the derivative a portion of the fees collected from the contract holder equal to the present value of future GMWB claims (the “Attributed Fees”). All changes in the fair value of the embedded derivative are recorded in net realized capital gains and losses. The excess of fees collected from the contract holder over the Attributed Fees are associated with the host variable annuity contract reported in fee income.

Effective April 1, 2014, HLAI, terminated its reinsurance agreement with an affiliated captive reinsurer and recaptured all reinsurance risks. For further information regarding this reinsurance agreement, see Note 7 -Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

GMWB Reinsurance Derivative

The Company has reinsurance arrangements in place to transfer a portion of its risk of loss due to GMWB. These arrangements are recognized as derivatives and carried at fair value in reinsurance recoverables. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses.

The fair value of the GMWB reinsurance derivative is calculated as an aggregation of the components described in Living Benefits Required to be Fair Valued discussion below and is modeled using significant unobservable policyholder behavior inputs, identical to those used in calculating the underlying liability, such as lapses, fund selection, resets and withdrawal utilization and risk margins.

Living Benefits Required to be Fair Valued (in Other Policyholder Funds and Benefits Payable)

Living benefits required to be fair valued include guaranteed withdrawal benefits. Fair values for GMWBs classified as embedded derivatives are calculated using the income approach based upon internally developed models because active, observable markets do not exist for those items. The fair value of these GMWBs and the related reinsurance and customized freestanding derivatives are calculated as an aggregation of the following components: Best Estimate Claims Costs calculated based on actuarial and capital market assumptions related to projected cash flows over the lives of the contracts; Credit Standing Adjustment; and Margins representing an amount that market participants would require for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The resulting aggregation is reconciled or calibrated, if necessary, to market information that is, or may be, available to the Company, but may not be observable by other market participants, including reinsurance discussions and transactions. The Company believes the aggregation of these components, as necessary and as reconciled or calibrated to the market information available to the Company, results in an amount that the Company would be required to transfer or receive, for an asset, to or from market participants in an active liquid market, if one existed, for those market participants to assume the risks associated with the guaranteed minimum benefits and the related reinsurance and customized derivatives. The fair value is likely to materially diverge from the ultimate settlement of the liability as the Company believes settlement will be based on our best estimate assumptions rather than those best estimate assumptions plus risk margins. In the absence of any transfer of the guaranteed benefit liability to a third party, the release of risk margins is likely to be reflected as realized gains in future periods’ net income. Each component described in the following discussion is unobservable in the marketplace and requires subjectivity by the Company in determining its value. Oversight of the Company’s valuation policies and processes for product and GMWB reinsurance derivatives is performed by a multidisciplinary group comprised of finance, actuarial and risk management professionals. This multidisciplinary group reviews and approves changes and enhancements to the Company’s valuation model as well as associated controls.

Best Estimate

Claim Payments

The Best Estimate Claims Payments are calculated based on actuarial and capital market assumptions related to projected cash flows, including the present value of benefits and related contract charges, over the lives of the contracts, incorporating expectations concerning policyholder behavior such as lapses, fund selection, resets and withdrawal utilization. For the customized derivatives, policyholder behavior is prescribed in the derivative contract. Because of the dynamic and complex nature of these cash flows, best estimate assumptions and a Monte Carlo stochastic process is used in valuation. The Monte Carlo stochastic process involves the generation of thousands of scenarios that assume risk neutral returns consistent with swap rates and a blend of observable implied index volatility levels. Estimating these cash flows involves numerous estimates and subjective judgments regarding a number of variables. These variables include expected markets rates of return, market volatility, correlations of market index returns to funds, fund performance, discount rates, and assumptions about policyholder behavior which emerge over time.

At each valuation date, the Company assumes expected returns based on:

• risk-free rates as represented by the Eurodollar futures, LIBOR deposits and swap rates to derive forward curve rates;

• market implied volatility assumptions for each underlying index based primarily on a blend of observed market “implied volatility” data;

• correlations of historical returns across underlying well known market indices based on actual observed returns over the ten years preceding the valuation date; and

• three years of history for fund indexes compared to separate account fund regression.

On a daily basis, the Company updates capital market assumptions used in the GMWB liability model such as interest rates, equity indices and the blend of implied equity index volatilities. The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including living benefit lapses and withdrawal rates, if credible emerging data indicates that changes are warranted. In addition, the Company will continue to evaluate policyholder behavior assumptions as we implement initiatives to reduce the size of the variable annuity business. At a minimum, all policyholder behavior assumptions are reviewed and updated, as appropriate, in conjunction with the completion of the Company’s annual comprehensive study to refine its estimate of future gross profits.

Credit Standing Adjustment

This assumption makes an adjustment that market participants would make, in determining fair value, to reflect the risk that guaranteed benefit obligations or the GMWB reinsurance recoverables will not be fulfilled. The Company incorporates a blend of observable Company and reinsurer credit default spreads from capital markets, adjusted for market recoverability. For the three and six months endedJune 30, 2015, the credit standing adjustment assumption, net of reinsurance and exclusive of the impact of the credit standing adjustment on other market sensitivities, resulted in pre-tax realized losses of $(2). For the three and six months endedJune 30, 2014, the credit standing adjustment assumption, net of reinsurance and exclusive of the impact of the credit standing adjustment on other market sensitivities, resulted in pre-tax realized gains of $2 and $39, respectively.

Margins

The behavior risk margin adds a margin that market participants would require for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions.

There were no policyholder behavior assumption updates related to the behavior risk margin for the three and six months endedJune 30, 2015 and 2014. As of June 30, 2015 and December 31, 2014 the behavior risk margin was $69 and $74, respectively.

In addition to the non-market-based updates described in the preceding discussion, the Company recognized non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices resulting in pre-tax realized gains of $1 and $11 for the three and six months endedJune 30, 2015, respectively, and pre-tax realized gains of $7 and $10 for the three and six months endedJune 30, 2014, respectively.

Significant unobservable inputs used in the fair value measurement of the GMWB embedded derivative and the GMWB reinsurance derivative are withdrawal utilization and withdrawal rates, lapse rates, reset elections and equity volatility. The following table provides quantitative information about the significant unobservable inputs and is applicable to all of the GMWB embedded derivative and the GMWB reinsurance derivative. Significant increases in any of the significant unobservable inputs, in isolation, will generally have an increase or decrease correlation with the fair value measurement, as shown in the following table.

Significant Unobservable Input	Minimum	Maximum	Impact of Increase in Input on Fair Value Measurement [1]
Withdrawal Utilization [2]	20%	100%	Increase
Withdrawal Rates [3]	—%	8%	Increase
Lapse Rates [4]	—%	75%	Decrease
Reset Elections [5]	20%	75%	Increase
Equity Volatility [6]	10%	40%	Increase

[1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.

[2] Range represents assumed cumulative percentages of policyholders taking withdrawals.

[3] Range represents assumed cumulative annual amount withdrawn by policyholders.

[4] Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.

[5] Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.

[6] Range represents implied market volatilities for equity indices based on multiple pricing sources.

Generally a change in withdrawal utilization assumptions would be accompanied by a directionally opposite change in lapse rate assumptions, as the behavior of policyholders that utilize GMWB riders is typically different from policyholders that do not utilize these riders.

Separate Account Assets

Separate account assets are primarily invested in mutual funds. Other separate account assets include fixed maturities, limited partnerships, equity securities, short-term investments and derivatives that are valued in the same manner, and using the same pricing sources and inputs, as those investments held by the Company. Separate account assets classified as Level 3 primarily include limited partnerships in which fair value represents the separate account’s share of the fair value of the equity in the investment (“net asset value”) and are classified in level 3 based on the Company’s ability to redeem its investment.

Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)

The following tables provide fair value roll-forwards for the three months ended June 30, 2015, for financial instruments classified as Level 3.

	Fixed Maturities, AFS																								Fixed Maturities, FVO
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS
Fair value as of March 31, 2015	$	96		$	362		$	119		$	670		$	17		$	52		$	674		$	1,990		$	72
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			—			—			—			—			—			—			—			—
Included in OCI [3]	(2		)	(2		)	1			(10		)	(2		)	(3		)	1			(17		)	—
Purchases	9			—			—			2			2			—			35			48			1
Settlements	—			(12		)	(13		)	(26		)	(1		)	—			(29		)	(81		)	1
Sales	(6		)	—			(3		)	(12		)	(1		)	—			(35		)	(57		)	(1		)
Transfers into Level 3 [4]	—			—			—			—			—			—			16			16			—
Transfers out of Level 3 [4]	(83		)	—			(17		)	(77		)	—			—			—			(177		)	(1		)
Fair value as of June 30, 2015	$	14		$	348		$	87		$	547		$	15		$	49		$	662		$	1,722		$	72
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	—		$	—		$	—		$	—		$	—		$	—		$	—		$	—

				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Commodity			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Total Free-Standing Derivatives [5]
Fair value as of March 31, 2015	$	48		$	(6	)	$	—		$	5		$	(30	)	$	159		$	187		$	315
Total realized/unrealized gains (losses)
Included in net income [1] [2]	6			(2		)	(4		)	(2		)	3			(34		)	(22		)	(61		)
Included in OCI [3]	—			—			—			—			—			—			—			—
Purchases	1			(2		)	—			—			—			—			—			(2		)
Settlements	—			—			—			—			(1		)	—			—			(1		)
Sales	(8		)	—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			6			—			—			—			—			6
Transfers out of Level 3 [4]	(3		)	10			—			—			—			—			—			10
Fair value as of June 30, 2015	$	44		$	—		$	2		$	3		$	(28	)	$	125		$	165		$	267
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	—		$	(4	)	$	—		$	3		$	(32	)	$	(18	)	$	(51	)

Assets	Reinsurance Recoverable for GMWB			Separate Accounts
Fair value as of March 31, 2015	$	65		$	602
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(16		)	7
Included in OCI	—			(1		)
Purchases	—			224
Settlements	1			(5		)
Sales	—			(44		)
Transfers into Level 3 [4]	—			5
Transfers out of Level 3 [4]	—			(53		)
Fair value as of June 30, 2015	$	50		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	(16	)	$	7

	Other Policyholder Funds and Benefits Payable
Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of March 31, 2015	$	(176	)	$	(26	)	$	(202	)	$	(3	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	78			—			78			—
Settlements	(14		)	—			(14		)	—
Fair value as of June 30, 2015	$	(112	)	$	(26	)	$	(138	)	$	(3	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	78		$	—		$	78		$	—

The following tables provide fair value roll-forwards for the six months endedJune 30, 2015, for financial instruments classified as Level 3.

	Fixed Maturities, AFS																								Fixed Maturities, FVO
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS
Fair value as of January 1, 2015	$	82		$	360		$	119		$	646		$	30		$	54		$	734		$	2,025		$	84
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			(1		)	—			(2		)	—			—			(1		)	(4		)	(4		)
Included in OCI [3]	(2		)	13			(1		)	(26		)	(2		)	(5		)	1			(22		)	—
Purchases	22			—			12			3			3			—			46			86			5
Settlements	—			(18		)	(19		)	(24		)	(2		)	—			(58		)	(121		)	2
Sales	(6		)	—			(3		)	(15		)	(14		)	—			(57		)	(95		)	(5		)
Transfers into Level 3 [4]	1			—			4			58			—			—			16			79			—
Transfers out of Level 3 [4]	(83		)	(6		)	(25		)	(93		)	—			—			(19		)	(226		)	(10		)
Fair value as of June 30, 2015	$	14		$	348		$	87		$	547		$	15		$	49		$	662		$	1,722		$	72
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	(1	)	$	(1	)	$	(1	)	$	—		$	—		$	—		$	(3	)	$	(2	)

				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Commodity			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Total Free- Standing Derivatives [5]
Fair value as of January 1, 2015	$	48		$	(3	)	$	—		$	5		$	(27	)	$	170		$	141		$	286
Total realized/unrealized gains (losses)
Included in net income [1] [2]	6			1			(4		)	8			—			(25		)	(23		)	(43		)
Included in OCI [3]	(2		)	—			—			—			—			—			—			—
Purchases	3			(8		)	—			—			—			—			47			39
Settlements	—			—			—			(10		)	(1		)	(20		)	—			(31		)
Sales	(8		)	—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			6			—			—			—			—			6
Transfers out of Level 3 [4]	(3		)	10			—			—			—			—			—			10
Fair value as of June 30, 2015	$	44		$	—		$	2		$	3		$	(28	)	$	125		$	165		$	267
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	3		$	(4	)	$	1		$	(2	)	$	(16	)	$	(15	)	$	(33	)

Assets	Reinsurance Recoverable for GMWB			Separate Accounts
Fair value as of January 1, 2015	$	56		$	578
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(9		)	7
Included in OCI	—			(1		)
Purchases	—			262
Settlements	3			(10		)
Sales	—			(50		)
Transfers into Level 3 [4]	—			6
Transfers out of Level 3 [4]	—			(57		)
Fair value as of June 30, 2015	$	50		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	(9	)	$	7

	Other Policyholder Funds and Benefits Payable
Liabilities	Guaranteed Living Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of January 1, 2015	$	(139	)	$	(26	)	$	(165	)	$	(3	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	59			—			59			—
Settlements	(32		)	—			(32		)	—
Fair value as of June 30, 2015	$	(112	)	$	(26	)	$	(138	)	$	(3	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	59		$	—		$	59		$	—

The following tables provide fair value roll-forwards for the three months ended June 30, 2014, for financial instruments classified as Level 3.

	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS			Fixed Maturities, FVO
Fair value as of March 31, 2014	$	35		$	449		$	309		$	768		$	30		$	51		$	807		$	2,449		$	190
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			—			1			(2		)	—			—			10			9			5
Included in OCI [3]	1			6			1			7			1			2			(8		)	10			—
Purchases	24			—			2			21			1			—			55			103			5
Settlements	(1		)	(16		)	(23		)	(20		)	—			—			(30		)	(90		)	(2		)
Sales	(8		)	—			(1		)	(24		)	(3		)	(1		)	(35		)	(72		)	(60		)
Transfers into Level 3 [4]	—			—			—			77			—			—			—			77			—
Transfers out of Level 3 [4]	—			(54		)	(43		)	(94		)	—			—			(24		)	(215		)	—
Fair value as of June 30, 2014	$	51		$	385		$	246		$	733		$	29		$	52		$	775		$	2,271		$	138
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	—		$	—		$	—		$	(2	)	$	—		$	—		$	(1	)	$	(3	)	$	10

			Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS		Credit			Equity		GMWB Hedging			Macro Hedge Program			Intl. Program Hedging			Total Free-Standing Derivatives [5]
Fair value as of March 31, 2014	$	52	$	1		$	2	$	123		$	133		$	(40	)	$	219
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—		(1		)	—		(26		)	(15		)	12			(30		)
Purchases	—		—			—		—			2			—			2
Settlements	—		—			—		—			—			(5		)	(5		)
Transfers out of Level 3 [4]	—		—			—		—			—			33			33
Fair value as of June 30, 2014	$	52	$	—		$	2	$	97		$	120		$	—		$	219
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	—	$	(1	)	$	—	$	(26	)	$	(15	)	$	—		$	(42	)

Assets	Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB			Separate Accounts
Fair value as of March 31, 2014	$	(509	)	$	762
Total realized/unrealized gains (losses)
Included in net income [1] [2]	533			(1		)
Purchases	—			136
Settlements	7			(1		)
Sales	—			(78		)
Transfers into Level 3 [4]	—			3
Transfers out of Level 3 [4]	—			(8		)
Fair value as of June 30, 2014	$	31		$	813
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	533		$	1

	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of March 31, 2014	$	(535	)	$	(19	)	$	(554	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	596			(3		)	593			—
Settlements	(59		)	—			(59		)	—
Fair value as of June 30, 2014	$	2		$	(22	)	$	(20	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	596		$	(3	)	$	593		$	—

The following tables provide fair value roll-forwards for the six months endedJune 30, 2014, for financial instruments classified as Level 3.

	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS			Fixed Maturities, FVO
Fair value as of January 1, 2014	$	108		$	428		$	360		$	790		$	38		$	49		$	798		$	2,571		$	178
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			—			9			(6		)	(1		)	—			9			11			14
Included in OCI [3]	3			6			(5		)	25			4			4			1			38			—
Purchases	24			—			3			45			1			—			142			215			10
Settlements	(1		)	(27		)	(48		)	(18		)	(2		)	—			(61		)	(157		)	(3		)
Sales	(11		)	(9		)	(23		)	(58		)	(11		)	(1		)	(82		)	(195		)	(61		)
Transfers into Level 3 [4]	—			48			—			107			—			—			—			155			—
Transfers out of Level 3 [4]	(72		)	(61		)	(50		)	(152		)	—			—			(32		)	(367		)	—
Fair value as of June 30, 2014	$	51		$	385		$	246		$	733		$	29		$	52		$	775		$	2,271		$	138
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	—		$	—		$	—		$	(7	)	$	(2	)	$	—		$	(1	)	$	(10	)	$	18

				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Equity		Interest Rate			GMWB Hedging			Macro Hedge Program			Intl. Program Hedging			Total Free-Standing Derivatives [5]
Fair value as of January 1, 2014	$	51		$	2		$	2	$	(24	)	$	146		$	139		$	(61	)	$	204
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(1		)	(2		)	—		—			(60		)	(25		)	24			(63		)
Included in OCI [3]	2			—			—		—			—			—			—			—
Purchases	—			—			—		—			4			6			9			19
Settlements	—			—			—		—			7			—			(5		)	2
Transfers out of Level 3 [4]	—			—			—		24			—			—			33			57
Fair value as of June 30, 2014	$	52		$	—		$	2	$	—		$	97		$	120		$	—		$	219
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	(1	)	$	(2	)	$	—	$	(1	)	$	(76	)	$	(25	)	$	17		$	(87	)

Assets	Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB			Separate Accounts
Fair value as of January 1, 2014	$	(467	)	$	737
Total realized/unrealized gains (losses)
Included in net income [1] [2]	426			4
Purchases	—			265
Settlements	72			(1		)
Sales	—			(163		)
Transfers into Level 3 [4]	—			4
Transfers out of Level 3 [4]	—			(33		)
Fair value as of June 30, 2014	$	31		$	813
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	426		$	6

	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed Living Benefits [7][8]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of January 1, 2014	$	(576	)	$	(18	)	$	(594	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	670			(4		)	666			—
Settlements	(92		)	—			(92		)	—
Fair value as of June 30, 2014	$	2		$	(22	)	$	(20	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	670		$	(4	)	$	666		$	—

[1] The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

[2] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.

[3] All amounts are before income taxes and amortization of DAC.

[4] Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

[5] Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

[6] Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

Fair Value Option

FVO investments include certain securities that contain embedded credit derivatives with underlying credit risk primarily related to residential and commercial real estate, for which the company has elected the fair value option. The Company also classifies the underlying fixed maturities held in certain consolidated investment funds within the Fixed Maturities, FVO line on the Condensed Consolidated Balance Sheets. The Company reports consolidated investment companies at fair value with changes in the fair value of these securities recognized in net realized capital gains and losses, which is consistent with accounting requirements for investment companies. The investment funds hold fixed income securities in multiple sectors and the Company has management and control of the funds as well as a significant ownership interest.

The Company also elected the fair value option for certain equity securities in order to align the accounting with total return swap contracts that hedge the risk associated with the investments. The swaps do not qualify for hedge accounting and the change in value of both the equity securities and the total return swaps are recorded in net realized capital gains and losses. These equity securities are classified within equity securities, AFS on the Condensed Consolidated Balance Sheets. Income earned from FVO securities is recorded in net investment income and changes in fair value are recorded in net realized capital gains and losses.

The following table presents the changes in fair value of those assets and liabilities accounted for using the fair value option reported in net realized capital gains and losses in the Company’s Condensed Consolidated Statements of Operations.

	Three Months Ended June 30,					Six Months Ended June 30,
	2015			2014		2015			2014
Assets
Fixed maturities, FVO
Corporate	$	(2	)	$	2	$	1		$	3
CRE CDOs	—			7		1			16
Foreign government	—			7		—			16
RMBS	(4		)	—		(3		)	1
Total fixed maturities, FVO	$	(6	)	$	16	$	(1	)	$	36
Equity, FVO	$	2		—		$	2		$	—
Total realized capital gains	$	(4	)	$	16	$	1		$	36

The following table presents the fair value of assets and liabilities accounted for using the fair value option included in the Company's Condensed Consolidated Balance Sheets.

	As of
	June 30, 2015		December 31, 2014
Assets
Fixed maturities, FVO
ABS	$	4	$	13
Corporate	29		96
CDO	70		67
CMBS	7		15
Foreign government	1		3
Municipals	1		2
RMBS	99		82
U.S. Government	2		2
Total fixed maturities, FVO	$	213	$	280
Equity, FVO [1]	$	—	$	248

[1] Included in equity securities, AFS on the Condensed Consolidated Balance Sheets. The Company did not hold any equity securities, FVO as of June 30, 2015.

Financial Instruments Not Carried at Fair Value

The following presents carrying amounts and fair values of the Company's financial instruments not carried at fair value and not included in the preceding fair value discussion.

		June 30, 2015				December 31, 2014
	Fair Value Hierarchy Level	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Assets
Policy loans	Level 3	$	1,438	$	1,438	$	1,430	$	1,430
Mortgage loans	Level 3	2,999		3,099		3,109		3,280
Liabilities
Other policyholder funds and benefits payable [1]	Level 3	$	6,773	$	6,765	$	7,134	$	7,353
Consumer notes [2]	Level 3	56		59		68		68
Assumed investment contracts [3]	Level 3	760		831		763		851

[1] Excludes group accident and health and universal life insurance contracts, including corporate owned life insurance.

[2] Excludes amounts carried at fair value and included in preceding disclosures.

[3] Included in other liabilities in the Condensed Consolidated Balance Sheets.

Fair values for policy loans were determined using current loan coupon rates, which reflect the current rates available under the contracts. As a result, the fair value approximates the carrying value of the policy loans.

Fair values for mortgage loans were estimated using discounted cash flow calculations based on current lending rates for similar type loans. Current lending rates reflect changes in credit spreads and the remaining terms of the loans.

Fair values for other policyholder funds and benefits payable and assumed investment contracts, not carried at fair value, are estimated based on the cash surrender values of the underlying policies or by estimating future cash flows discounted at current interest rates adjusted for credit risk.

Fair values for consumer notes were estimated using discounted cash flow calculations using current interest rates adjusted for estimated loan durations.

XML

Investments and Derivative Instruments Level 4 Credit Derivatives (Details) - Hedging Designation [Domain] - Hedging Relationship [Domain] - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014	Mar. 31, 2013
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 49,064,000,000	$ 55,838,000,000	$ 55,838,000,000
Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	2,151,000,000	2,034,000,000
Credit Risk Derivatives, at Fair Value, Net	147,000,000	148,000,000
Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	177,000,000	212,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 2,000,000	$ 3,000,000
Average Term of Credit Risk Derivatives	2 years	3 years
Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BB Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 4,000,000	$ 4,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 0	$ 0
Average Term of Credit Risk Derivatives	3 months	1 year
Basket Credit Default Swaps [Member]
Credit Derivatives Footnote [Abstract]
Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers	$ 1,800,000,000	$ 1,700,000,000
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	1,157,000,000	1,240,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 16,000,000	$ 14,000,000
Average Term of Credit Risk Derivatives	4 years	4 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 31,000,000	$ 9,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 2,000,000	$ (1,000,000)
Average Term of Credit Risk Derivatives	5 years	5 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AA+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 557,000,000	$ 344,000,000
Credit Risk Derivatives, at Fair Value, Net	$ (11,000,000)	$ (4,000,000)
Average Term of Credit Risk Derivatives	6 years	5 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, CCC+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 75,000,000	$ 75,000,000
Credit Risk Derivatives, at Fair Value, Net	$ (11,000,000)	$ (11,000,000)
Average Term of Credit Risk Derivatives	2 years	2 years
Embedded Derivative Financial Instruments [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 150,000,000	$ 150,000,000
Credit Risk Derivatives, at Fair Value, Net	$ 149,000,000	$ 147,000,000
Average Term of Credit Risk Derivatives	2 years	2 years
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	$ 753,000,000	$ 1,088,000,000
Credit Risk Derivatives, at Fair Value, Net	5,000,000	4,000,000
Credit Derivatives in Offsetting Positions [Member] | Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	152,000,000	163,000,000
Credit Risk Derivatives, at Fair Value, Net	(3,000,000)	(3,000,000)
Credit Derivatives in Offsetting Positions [Member] | Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BB Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	4,000,000	4,000,000
Credit Risk Derivatives, at Fair Value, Net	0	0
Credit Derivatives in Offsetting Positions [Member] | Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	346,000,000	667,000,000
Credit Risk Derivatives, at Fair Value, Net	(4,000,000)	(6,000,000)
Credit Derivatives in Offsetting Positions [Member] | Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	0	0
Credit Risk Derivatives, at Fair Value, Net	0	0
Credit Derivatives in Offsetting Positions [Member] | Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AA+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	176,000,000	179,000,000
Credit Risk Derivatives, at Fair Value, Net	1,000,000	2,000,000
Credit Derivatives in Offsetting Positions [Member] | Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, CCC+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	75,000,000	75,000,000
Credit Risk Derivatives, at Fair Value, Net	11,000,000	11,000,000
Credit Derivatives in Offsetting Positions [Member] | Embedded Derivative Financial Instruments [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A+ Rating [Member] | External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Derivative, Notional Amount	0	0
Credit Risk Derivatives, at Fair Value, Net	$ 0	$ 0

XML

Fair Value Measurements Level 4 Credit Standing Adjustments and Behavior Risk Margin (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ (13)	$ 959	$ (40)	$ 888
Behavior Risk Margin	69		69		$ 74
Credit standing adjustment assumption net of reinsurance [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	(2)	2	(2)	39
Behavior Risk Margin Update Due to Underlying Fund Performance [Member] | GMWB Derivatives, Net [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	1	7	11	10
Gain (Loss) Due to Changes in Assumptions [Member] | GMWB Derivatives, Net [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative, Gain (Loss) on Derivative, Net	$ 0	$ 0	$ 0	$ 0

XML

Fair Value Measurements Level 4 Fair Value Level 3 Roll Forward (Details) - USD ($) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015		Jun. 30, 2014		Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013	Sep. 30, 2013
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		$ 167			$ 167						$ 525
Available-for-sale Securities, Debt Securities		25,432			25,432						25,436
Reinsurance Recoverables		20,009			20,009						20,053
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Marketable Securities, Fixed Maturities		213			213						280
Trading Securities, Equity		11			11						11	[1]
Available-for-sale Securities, Equity Securities		178			178						514
Financial and Nonfinancial Liabilities, Fair Value Disclosure		866			866
Other Short-term Investments		1,412			1,412						2,162
Separate Account Assets		131,477			131,477						134,689
Assets, Fair Value Disclosure		154,350			154,350						161,030
Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,212			1,212						1,171
Available-for-sale Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		167			167
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Available-for-sale Securities, Equity Securities		178			178						266
Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,689			1,689						1,857
US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,052			1,052						1,052
Foreign Government Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		351			351						602
Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		15,644			15,644						15,742
Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		2,029			2,029						1,887
Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		1,421			1,421						1,148
Separate Accounts [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)		(1)
Derivative [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							$ 9
Equity Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		0			0						250
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Available-for-sale Securities, Equity Securities		0			0						248
Reinsurance Recoverable [Member] | Guaranteed Minimum Withdrawal Benefit [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				$ 31			31						$ (509)	$ (467)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				533			426
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	[2],[3]			533			426
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				(7)			(72)
Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
Other Policyholder Funds and Benefits Payable [Member] | UNITED STATES | Guaranteed Minimum Withdrawal Benefit [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
Other Liabilities [Member] | Embedded Derivative Financial Instruments [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)						(3)	[4]
Other Liabilities [Member] | Interest Rate Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(371)			(371)
Other Liabilities [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		28			28
Other Liabilities [Member] | Credit Risk Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(15)			(15)
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				813			813						762	737	$ 813
Available-for-sale Securities, Debt Securities		1,722			1,722						2,025
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			735				$ 602		578
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		7	[3],[5]		7
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		7	[5],[6]		7
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[2]			(1)			4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		5			10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		224			262
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(44)			(50)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		5	[7]		6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(53)	[7]		(57)
Marketable Securities, Fixed Maturities		72			72						84
Trading Securities, Equity		0			0						0	[1]
Available-for-sale Securities, Equity Securities		44			44						48
Financial and Nonfinancial Liabilities, Fair Value Disclosure		57			57
Other Short-term Investments		0			0						0
Assets, Fair Value Disclosure		2,806			2,806						2,998
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases				136			265
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements				1			1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales				78			163
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3				3			4
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3				8			33
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)				1			6
Fair Value, Inputs, Level 3 [Member] | Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		14			14						82
Fair Value, Inputs, Level 3 [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		662			662						734
Fair Value, Inputs, Level 3 [Member] | US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		49			49						54
Fair Value, Inputs, Level 3 [Member] | Foreign Government Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		15			15						30
Fair Value, Inputs, Level 3 [Member] | Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		547			547						646
Fair Value, Inputs, Level 3 [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		87			87						119
Fair Value, Inputs, Level 3 [Member] | Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		348			348						360
Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		267	[8]	219	267	[8]	219				286	[8]	219
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(42)	(33)	[3],[5],[8]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				(30)	(43)	[5],[6],[8]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				5	31	[8]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	39	[8]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7],[8]				6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				33	10	[7],[8]
Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				138			138							178
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							14
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		72		138	72		$ 138		72		84		190
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				10	(2)	[3],[5]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				5	4	[5],[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)		2	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		1		5	5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(1)		(60)	(5)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[7]	(1)			(10)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							$ 10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							61
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							18
Fair Value, Inputs, Level 3 [Member] | Interest Rate Contract [Member] | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(28)		0	(28)		0		(30)		(27)			(24)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		3	[3],[5]		(2)	[3],[5]	(1)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[6]	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			1		0	[8]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3							24
Fair Value, Inputs, Level 3 [Member] | Equity Contract [Member] | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		3		2	3		2		5		5		2	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[3],[5]				1
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[6]	(2)			8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					10		0	[8]
Fair Value, Inputs, Level 3 [Member] | Credit Risk Contract [Member] | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		0		0	0		0		(6)		(3)		1	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(1)	3	[3],[5]	(2)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(2)	[5],[6]	(1)	1	[5],[6]	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[8]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[7]	10			10
Fair Value, Inputs, Level 3 [Member] | Commodity Contract [Member] | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		2			2				0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[3],[5]	(4)			(4)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[6]	(4)			(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7]	6			6
Fair Value, Inputs, Level 3 [Member] | Other Contract [Member] | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		267	[8]	219	267	[8]	219		315	[8]				204
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(51)	[3],[5],[8]				(87)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(61)	[5],[6],[8]				(63)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[8]	(1)					(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)	[8]				19
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7],[8]	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		10	[7],[8]				57
Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member] | UNITED STATES | Guaranteed Minimum Withdrawal Benefit [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(112)		2	(112)		2		(176)		(139)		(535)	(576)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[3],[5]	596	59		670
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		78	[2],[6]	596	59		670
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32		92
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Embedded Derivative Financial Instruments [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)						(3)	[4]
Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Interest Rate Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(28)			(28)
Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		3			3
Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Credit Risk Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				52			52							51
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		44		52	44		52		48		48		52
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[6]	6			6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	[2]				(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		1			3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(8)			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[7]	(3)			(3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	[8]						0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(1)
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				2,271			2,271							2,571
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							11
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		1,722		2,271	1,722		2,271		1,990		2,025		2,449
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(3)	(3)	[3],[5]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				9	4	[5],[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							38
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(17)	[2]	10	22	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		81		90	121
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		48		103	86
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(57)		(72)	(95)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		16	[7]	77	79	[7]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(177)	[7]	(215)	(226)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							215
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							157
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							195
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3							155
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							367
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(10)
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Asset-backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				51			51							108
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		14		51	14		51		96		82		35
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[2]	1	2	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		9		24	22
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(6)		(8)	(6)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7]				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[7]	(83)			(83)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							24
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							11
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							72
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				775			775							798
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		662		775	662		775		674		734		807
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(1)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				10	1	[5],[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		1	[2]	(8)	(1)	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		29		30	58
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		35		55	46
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(35)		(35)	(57)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7]	16			16
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(24)	(19)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							142
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							61
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							82
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							32
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(1)
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | US States and Political Subdivisions Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				52			52							49
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		49		52	49		52		52		54		51
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(3)	[2]	2	5	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales				(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							1
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Foreign Government Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				29			29							38
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		15		29	15		29		17		30		30
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[2]	1	2	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		1			2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		2		1	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(1)		(3)	(14)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							11
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(2)
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				733			733							790
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							(6)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		547		733	547		733		670		646		768
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(2)	(1)	[3],[5]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				(2)	2	[5],[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							25
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(10)	[2]	7	26	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		26		20	24
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		2		21	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(12)		(24)	(15)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3				77	58	[7]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(77)	[7]	(94)	(93)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							45
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							18
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							58
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3							107
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							152
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Period Increase (Decrease)							(7)
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				246			246							360
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							9
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		87		246	87		246		119		119		309
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[3],[5]				(1)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							(5)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		1	[2]	1	1	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		13		23	19
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	12
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		(3)		(1)	(3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[7]				4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(17)	[7]	(43)	(25)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases							3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							48
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							23
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							50
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fixed Maturities [Member] | Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				385			385							428
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		348		385	348		385		362		360		449
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[3],[5]				(1)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[6]				1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[2]	6	(13)	[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		12		16	18
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(54)	(6)	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements							27
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales							9
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3							48
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3							61
Reinsurance Recoverable [Member] | Fair Value, Inputs, Level 3 [Member] | UNITED STATES
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		50			50				65		56
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(16)	[3],[5]		(9)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(16)	[5],[6]		(9)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			(3)
International Program Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | JAPAN | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				0			0						(40)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				12
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				33
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
Equity Linked Notes [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
US Macro Hedge Program [Member] | Fair Value, Inputs, Level 3 [Member] | UNITED STATES | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		165		120	165		120		187		141		133	139
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(18)	[3],[5]	(15)	(15)	[3],[5]	(25)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(22)	[5],[6]	(15)	(23)	[5],[6]	(25)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[8]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	47		6
US GMWB Hedging Instruments [Member] | Other Liabilities [Member] | UNITED STATES
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		47			47						55
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | Other Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		125			125						124
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | UNITED STATES | Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		125		97	125		97		159		170		123	146
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(32)	[3],[5]	(26)	(16)	[3],[5]	(76)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(34)	[5],[6]	(26)	(25)	[5],[6]	(60)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					20		(7)	[8]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							4
US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | UNITED STATES
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net		44			44						56
Fair Value, Measurements, Recurring [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Financial and Nonfinancial Liabilities, Fair Value Disclosure											890
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Asset		0			0						2
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(165)
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | UNITED STATES | Guaranteed Minimum Withdrawal Benefit [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(139)
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Interest Rate Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(409)
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											28
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Credit Risk Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Financial and Nonfinancial Liabilities, Fair Value Disclosure											89
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		662			662						734
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Available-for-sale Securities, Debt Securities		87			87						119
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Asset		0			0						2
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(138)		(20)	(138)		(20)		(202)		(165)		(554)	(594)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[3],[5]	593	59		666
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		78	[2],[6]	593	59		666
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32		92
Derivative Assets (Liabilities), at Fair Value, Net											(165)
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member] | UNITED STATES | Guaranteed Minimum Withdrawal Benefit [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(139)
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Embedded Derivative Financial Instruments [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(3)		(2)	(3)		(2)		(3)		(3)		(2)	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[3],[5]	0	0		0
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[2],[6]	0	0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Interest Rate Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(27)
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Equity Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											3
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Liabilities [Member] | Credit Risk Contract [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(1)
Fair Value, Measurements, Recurring [Member] | Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member]
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Derivative Assets (Liabilities), at Fair Value, Net											(26)
Fair Value, Measurements, Recurring [Member] | Equity Linked Notes [Member] | Fair Value, Inputs, Level 3 [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(26)		(22)	(26)		(22)		$ (26)		(26)		$ (19)	$ (18)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[3],[5]	(3)	0		(4)
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[2],[6]	(3)	0		(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		$ 0		$ 0	$ 0		$ 0
Derivative Assets (Liabilities), at Fair Value, Net											$ (26)

[1] Included in other investments on the Condensed Consolidated Balance Sheets.

[2] All amounts are before income taxes and amortization of DAC.

[3] Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

[4] Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.

[5] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.

[6] The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

[7] Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

[8] Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

XML

Investments and Derivative Instruments Level 4 Derivative Collateral Arrangements (Details) - USD ($)	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014	Mar. 31, 2013
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	$ 49,064,000,000		$ 55,838,000,000	$ 55,838,000,000
Derivative, Fair Value, Net	(446,000,000)		(460,000,000)
Security Owned and Pledged as Collateral, Fair Value	40,000,000		16,000,000
Securities Received as Collateral	80,000,000		83,000,000
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	80,000,000		83,000,000
Securities Received as Collateral, Amount Repledged and Sold	0	$ 0
Fixed Maturities [Member]
Derivative Collateral Arrangements [Line Items]
Security Owned and Pledged as Collateral, Fair Value	936,000,000		900,000,000
Equity Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	120,000,000		422,000,000
Derivative, Fair Value, Net	(1,000,000)		1,000,000
UNITED STATES | GMWB Hedging Instruments [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	11,732,000,000		14,442,000,000
Derivative, Fair Value, Net	134,000,000		174,000,000
UNITED STATES | GMWB Hedging Instruments [Member] | Other Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	6,493,000,000		7,041,000,000
Derivative, Fair Value, Net	116,000,000		124,000,000
UNITED STATES | GMWB Hedging Instruments [Member] | Equity Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	1,719,000,000		3,761,000,000
Derivative, Fair Value, Net	10,000,000		39,000,000
UNITED STATES | GMWB Hedging Instruments [Member] | Interest Rate Contract [Member]
Derivative Collateral Arrangements [Line Items]
Derivative, Notional Amount	3,520,000,000		3,640,000,000
Derivative, Fair Value, Net	$ 8,000,000		$ 11,000,000

XML

Fair Value Measurements Level 4 Fair Value Option (Details) - USD ($) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015		Jun. 30, 2014		Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013	Sep. 30, 2013
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		$ (4)		$ 16	$ 1		$ 36
Fair value of assets accounted for using fair value option		213			213						$ 280
Fixed Maturities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		(6)		16	(1)
Asset-backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		4			4						13
Corporate Debt Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		(2)		2	1		3
Fair value of assets accounted for using fair value option		29			29						96
Collateralized Debt Obligations [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		0		7	1		16
Fair value of assets accounted for using fair value option		70			70						67
Commercial Mortgage Backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		7			7						15
Foreign Government Debt Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		0		7	0		16
Fair value of assets accounted for using fair value option		1			1						3
Municipal Bonds [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		1			1						2
Residential Mortgage Backed Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		(4)		0	(3)		1
Fair value of assets accounted for using fair value option		99			99						82
US Treasury and Government [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value of assets accounted for using fair value option		2			2						2
Equity Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value of assets and liabilities accounted for using the fair value option		2		0	2		0
Fair value of assets accounted for using fair value option	[1]	0			0						248
Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							9
Fair Value, Inputs, Level 3 [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				813			813						$ 762	$ 737	$ 813
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			735				$ 602		578
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		7	[2],[3]		7
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	[4]			(1)			4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					(1)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases				136			265
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		224			262
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements				1			1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		5			10
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales				78			163
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		44			50
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3				3			4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		5	[5]		6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3				8			33
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		53	[5]		57
Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		267	[6]	219	267	[6]	219				286	[6]	219
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				(30)	(43)	[2],[3],[6]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	39	[6]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				5	31	[6]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[5],[6]				6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(33)	(10)	[5],[6]
Available-for-sale Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				52			52							51
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		44		52	44		52		48		48		52
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings							(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[2],[3]	6			6
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)							2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)	[4]				(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		1			3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements	[6]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		8			8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[5]	3			3
Credit Risk Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		0		0	0		0		(6)		(3)		1	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(2)	[2],[3]	(1)	1	[2],[3]	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[6]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[5]	(10)			(10)
Equity Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		3		2	3		2		5		5		2	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[2],[3]	(2)			8
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					10		0	[6]
Interest Rate Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(28)		0	(28)		0		(30)		(27)			(24)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[2],[3]	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			1		0	[6]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3							(24)
Other Contract [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		267	[6]	219	267	[6]	219		315	[6]				204
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(61)	[2],[3],[6]				(63)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)	[6]				19
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[6]	(1)					(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[5],[6]	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		(10)	[5],[6]				(57)
UNITED STATES | US GMWB Hedging Instruments [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		125		97	125		97		159		170		123	146
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(34)	[2],[3]	(26)	(25)	[2],[3]	(60)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					20		(7)	[6]
UNITED STATES | US Macro Hedge Program [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		165		120	165		120		$ 187		$ 141		$ 133	139
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		$ (22)	[2],[3]	(15)	(23)	[2],[3]	(25)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	$ 47		6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[6]						0
Non-US [Member] | Fair Value, Inputs, Level 3 [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs														$ (61)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings							24
Designated as Hedging Instrument [Member] | Non-US [Member] | Derivative [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				$ 0			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements							5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3							$ (33)

[1] Included in equity securities, AFS on the Condensed Consolidated Balance Sheets. The Company did not hold any equity securities, FVO as of June 30, 2015.

[2] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.

[3] The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

[4] All amounts are before income taxes and amortization of DAC.

[5] Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

[6] Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

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Fair Value Measurements Level 4 Financial Instruments Not Carried At Fair Value (Details) - Fair Value, Option, Eligible Item or Group [Domain] - USD ($) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Mar. 31, 2015	Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		$ 25,432			$ 25,432			$ 25,436
Assets		187,694			187,694			191,775
Assets, Fair Value Disclosure		154,350			154,350			161,030
Liabilities		178,905			178,905			182,484
Marketable Securities, Fixed Maturities		213			213			280
Trading Securities, Equity		11			11			11	[1]
Available-for-sale Securities, Equity Securities		178			178			514
Other Short-term Investments		1,412			1,412			2,162
Reinsurance Recoverables		20,009			20,009			20,053
Separate Account Assets		131,477			131,477			134,689
Financial and Nonfinancial Liabilities, Fair Value Disclosure		866			866
Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		115			115			72
Assets, Fair Value Disclosure		86,858			86,858			92,217
Marketable Securities, Fixed Maturities		0			0			0
Trading Securities, Equity		11			11			11	[1]
Available-for-sale Securities, Equity Securities		98			98			411
Other Short-term Investments		334			334			199
Financial and Nonfinancial Liabilities, Fair Value Disclosure		0			0
Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			735		$ 602	578
Available-for-sale Securities, Debt Securities		1,722			1,722			2,025
Assets, Fair Value Disclosure		2,806			2,806			2,998
Marketable Securities, Fixed Maturities		72			72			84
Trading Securities, Equity		0			0			0	[1]
Available-for-sale Securities, Equity Securities		44			44			48
Other Short-term Investments		0			0			0
Financial and Nonfinancial Liabilities, Fair Value Disclosure		57			57
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		7	[2],[3]		7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		5			10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		7	[2],[4]		7
Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		23,595			23,595			23,339
Assets, Fair Value Disclosure		64,686			64,686			65,815
Marketable Securities, Fixed Maturities		141			141			196
Trading Securities, Equity		0			0			0	[1]
Available-for-sale Securities, Equity Securities		36			36			55
Other Short-term Investments		1,078			1,078			1,963
Financial and Nonfinancial Liabilities, Fair Value Disclosure		809			809
Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Mortgages [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets								3,109
Mortgages [Member] | Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets, Fair Value Disclosure		3,099			3,099			3,280
Policy Loans [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets		1,438			1,438			1,430
Policy Loans [Member] | Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets, Fair Value Disclosure		1,438			1,438			1,430
Other Policyholder Funds and Benefits Payable [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	[5]	6,773			6,773			7,134
Other Policyholder Funds and Benefits Payable [Member] | Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial Liabilities Fair Value Disclosure	[5]	6,765			6,765			7,353
Investment Contracts [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial Liabilities Fair Value Disclosure	[6]	831			831
Investment Contracts [Member] | Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial Liabilities Fair Value Disclosure	[6]							851
Credit Risk Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		19			19			3
Credit Risk Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Credit Risk Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			(2)
Credit Risk Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		19			19			5
Credit Risk Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(15)			(15)
Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(15)			(15)
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)			(3)	[7]
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0	[7]
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)			(3)	[7]
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0	[7]
Embedded Derivative Financial Instruments [Member] | Reported Value Measurement [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	[8]	56			56			68
Embedded Derivative Financial Instruments [Member] | Estimate of Fair Value Measurement [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial Liabilities Fair Value Disclosure	[8]	59			59			68
Commodity Option [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		2			2
Commodity Option [Member] | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		2			2
Commodity Option [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Commodity Option [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		28			28
Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		3			3
Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		25			25
Foreign Exchange Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		2			2			(1)
Foreign Exchange Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Foreign Exchange Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Foreign Exchange Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		2			2			(1)
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(479)			(479)
Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(479)			(479)
Interest Rate Contract [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		101			101			123
Interest Rate Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Interest Rate Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Interest Rate Contract [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		101			101			123
Interest Rate Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(371)			(371)
Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(28)			(28)
Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(343)			(343)
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(725)			(725)			(722)	[9]
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0	[9]
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		84			84			79	[9]
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(809)			(809)			(801)	[9]
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		311			311			339	[10]
Derivative Financial Instruments, Assets [Member] | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		183			183			207	[10]
Derivative Financial Instruments, Assets [Member] | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		128			128			132	[10]
JAPAN | Hartford Life Insurance K.K. [Member] | Investment Contracts [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities	[6]	760			760			763
Asset-backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,212			1,212			1,171
Asset-backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Asset-backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		14			14			82
Asset-backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,198			1,198			1,089
Collateralized Debt Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,421			1,421			1,148
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		348			348			360
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,073			1,073			788
Commercial Mortgage Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		2,029			2,029			1,887
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		87			87			119
Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,942			1,942			1,768
Corporate Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		15,644			15,644			15,742
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		547			547			646
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		15,097			15,097			15,096
Foreign Government Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		351			351			602
Foreign Government Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Foreign Government Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		15			15			30
Foreign Government Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		336			336			572
US States and Political Subdivisions Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,052			1,052			1,052
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		49			49			54
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,003			1,003			998
Residential Mortgage Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,689			1,689			1,857
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		662			662			734
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,027			1,027			1,123
US Treasury Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		2,034			2,034			1,977
US Treasury Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		115			115			72
US Treasury Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		0			0			0
US Treasury Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		1,919			1,919			1,905
Fair Value, Measurements, Recurring [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure								890
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure								0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure								89
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure								801
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(165)
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(138)		$ (20)	(138)	$ (20)	(202)	(165)		$ (554)	$ (594)
Derivative Assets (Liabilities), at Fair Value, Net								(165)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		78	[3],[11]	593	59	666
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32	92
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[2],[4]	593	59	666
Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Credit Risk Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(1)
Fair Value, Measurements, Recurring [Member] | Credit Risk Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								1
Fair Value, Measurements, Recurring [Member] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(3)		(2)	(3)	(2)	(3)	(3)		(2)	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[3],[11]	0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[2],[4]	0	0	0
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Asset		0			0			2
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Asset		0			0			0
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Asset		0			0			2
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Asset		0			0			0
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								28
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								3
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								25
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(444)
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(444)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(409)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(27)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(382)
Fair Value, Measurements, Recurring [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		87			87			119
Fair Value, Measurements, Recurring [Member] | Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Available-for-sale Securities, Debt Securities		662			662			734
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		87			87			119
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		81			81			114
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		6			6			5
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		47			47			55
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		44			44			56
US GMWB Hedging Instruments [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		3			3			(1)
Macro Hedge Program [Member] | UNITED STATES | Other Investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		100			100			93
Macro Hedge Program [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Macro Hedge Program [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		100			100			93
Macro Hedge Program [Member] | UNITED STATES | Other Investments [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Macro Hedge Program [Member] | UNITED STATES | Other Liabilities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		65			65			48
Macro Hedge Program [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
Macro Hedge Program [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		65			65			48
Macro Hedge Program [Member] | UNITED STATES | Other Liabilities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0			0
GMWB Reinsurance [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		50			50			56
GMWB Reinsurance [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0			0			0
GMWB Reinsurance [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		50			50			56
GMWB Reinsurance [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0			0			0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		60			60			34
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0			0			0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		0			0			0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Reinsurance Recoverables		60			60			34
Separate Accounts [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		126,683			126,683			132,198	[12]
Separate Accounts [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		86,300			86,300			91,524	[12]
Separate Accounts [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		735			735			578	[12]
Separate Accounts [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Separate Account Assets		39,648			39,648			40,096	[12]
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
Equity Linked Notes [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(26)
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(26)		(22)	(26)	(22)	(26)	(26)		(19)	(18)
Derivative Assets (Liabilities), at Fair Value, Net								(26)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[3],[11]	(3)	0	(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0	0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[2],[4]	(3)	0	(4)
Equity Linked Notes [Member] | Fair Value, Measurements, Recurring [Member] | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(112)		2	(112)	2	$ (176)	(139)		$ (535)	$ (576)
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		78	[3],[11]	596	59	670
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32	92
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[2],[4]	$ 596	59	$ 670
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		$ 0			$ 0
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(139)
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								0
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								(139)
Guaranteed Minimum Withdrawal Benefit [Member] | Fair Value, Measurements, Recurring [Member] | UNITED STATES | Other Policyholder Funds and Benefits Payable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net								$ 0

[1] Included in other investments on the Condensed Consolidated Balance Sheets.

[2] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.

[3] The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

[4] Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

[5] Excludes group accident and health and universal life insurance contracts, including corporate owned life insurance.

[6] Included in other liabilities in the Condensed Consolidated Balance Sheets.

[7] Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.

[8] Excludes amounts carried at fair value and included in preceding disclosures.

[9] Includes OTC and OTC-cleared derivative instruments in a net negative fair market value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the following Level 3 roll-forward table in this Note 2, the derivative assets and liabilities are referred to as “freestanding derivatives” and are presented on a net basis.

[10] Includes over-the-counter ("OTC") and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of June 30, 2015 and December 31, 2014, $280 and $399, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the preceding table. See the following footnote 4 for derivative liabilities.

[11] All amounts are before income taxes and amortization of DAC.

[12] Approximately $3.8 billion and $2.5 billion of investment sales receivable, as of June 30, 2015 and December 31, 2014, respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value.

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Basis of Presentation and Accounting Policies Level 1 (Notes)

6 Months Ended

Jun. 30, 2015

Accounting Policies [Abstract]

Business Description and Basis of Presentation [Text Block]

Hartford Life Insurance Company (together with its subsidiaries, “HLIC,” “Company,” “we” or “our”) is a provider of insurance and investment products in the United States (“U.S.”) and is a wholly-owned subsidiary of Hartford Life, Inc., a Delaware corporation ("HLI"). The Hartford Financial Services Group, Inc. (“The Hartford”) is the ultimate parent of the Company.

On June 30, 2014, HLI completed the sale of all of the issued and outstanding equity of Hartford Life Insurance KK, a Japanese company ("HLIKK") to ORIX Life Insurance Corporation ("Buyer"), a subsidiary of ORIX Corporation, a Japanese company. Upon closing, HLIKK recaptured certain risks reinsured to the Company and Hartford Life and Annuity Insurance Company ("HLAI"), a wholly owned subsidiary of the Company, by terminating intercompany agreements. The Buyer is responsible for all liabilities related to the recaptured business. However, HLAI has continued to provide reinsurance for yen denominated fixed payout annuities of approximately $760 as of June 30, 2015. For further discussion of this transaction see Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

Effective April 1, 2014, The Company terminated its modco and coinsurance with funds withheld reinsurance agreement with White River Life Reinsurance ("WRR"), following receipt of approval from the State of Connecticut Insurance Department ("CTDOI") and Vermont Department of Financial Regulation. On April 30, 2014 The Hartford dissolved WRR. For further discussion of this transaction, see Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

Effective March 3, 2014, The Hartford made Hartford Life and Accident Insurance Company ("HLA") the single nationwide underwriting company for its Group Benefits business by capitalizing HLA to support the Group Benefits business and separating it from the legal entities that support The Hartford's Talcott Resolution operating segment. On January 30, 2014, The Hartford received approval from the CTDOI for HLAI and the Company to dividend approximately $800 of cash and invested assets to HLA and this dividend was paid on February 27, 2014.  All of the issued and outstanding equity of the Company was then distributed from HLA to HLI and the Company became a direct subsidiary of HLI.

In 2015, the Company is only permitted to pay $316 in dividends to its parent without prior approval from the CTDOI. Through July 2015, the Company paid dividends of approximately $1.0 billion to its parent, $500 of which was paid after June 30, 2015, based on the approval of the CTDOI. The Company has no ordinary dividend capacity for the remainder of 2015.

The Company has ceded reinsurance in connection with the sales of its Retirement Plans and Individual Life businesses in 2013 to Massachusetts Mutual Life Insurance Company ("MassMutual") and The Prudential Insurance Company of America ("Prudential"), respectively. Reinsurance recoverables due from MassMutual and Prudential are secured by invested assets held in trust for the benefit of the Company in the event of a default by the reinsurers. As of June 30, 2015, $1.6 billion of unsecured reinsurance recoverables from Prudential represent approximately 18% of the Company's consolidated stockholder's equity. As of June 30, 2015, the Company has no other reinsurance-related concentrations of credit risk greater than 10% of the Company’s consolidated stockholder's equity.

The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2014 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year.

The accompanying Condensed Consolidated Financial Statements and Notes are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods. The Company's significant accounting policies are summarized in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2014 Form 10-K Annual Report.

Basis of Presentation and Significant Accounting Policies [Text Block]

tford Life Insurance Company (together with its subsidiaries, “HLIC,” “Company,” “we” or “our”) is a provider of insurance and investment products in the United States (“U.S.”) and is a wholly-owned subsidiary of Hartford Life, Inc., a Delaware corporation ("HLI"). The Hartford Financial Services Group, Inc. (“The Hartford”) is the ultimate parent of the Company.

On June 30, 2014, HLI completed the sale of all of the issued and outstanding equity of Hartford Life Insurance KK, a Japanese company ("HLIKK") to ORIX Life Insurance Corporation ("Buyer"), a subsidiary of ORIX Corporation, a Japanese company. Upon closing, HLIKK recaptured certain risks reinsured to the Company and Hartford Life and Annuity Insurance Company ("HLAI"), a wholly owned subsidiary of the Company, by terminating intercompany agreements. The Buyer is responsible for all liabilities related to the recaptured business. However, HLAI has continued to provide reinsurance for yen denominated fixed payout annuities of approximately $760 as of June 30, 2015. For further discussion of this transaction see Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

Effective April 1, 2014, The Company terminated its modco and coinsurance with funds withheld reinsurance agreement with White River Life Reinsurance ("WRR"), following receipt of approval from the State of Connecticut Insurance Department ("CTDOI") and Vermont Department of Financial Regulation. On April 30, 2014 The Hartford dissolved WRR. For further discussion of this transaction, see Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

Effective March 3, 2014, The Hartford made Hartford Life and Accident Insurance Company ("HLA") the single nationwide underwriting company for its Group Benefits business by capitalizing HLA to support the Group Benefits business and separating it from the legal entities that support The Hartford's Talcott Resolution operating segment. On January 30, 2014, The Hartford received approval from the CTDOI for HLAI and the Company to dividend approximately $800 of cash and invested assets to HLA and this dividend was paid on February 27, 2014.  All of the issued and outstanding equity of the Company was then distributed from HLA to HLI and the Company became a direct subsidiary of HLI.

In 2015, the Company is only permitted to pay $316 in dividends to its parent without prior approval from the CTDOI. Through July 2015, the Company paid dividends of approximately $1.0 billion to its parent, $500 of which was paid after June 30, 2015, based on the approval of the CTDOI. The Company has no ordinary dividend capacity for the remainder of 2015.

The Company has ceded reinsurance in connection with the sales of its Retirement Plans and Individual Life businesses in 2013 to Massachusetts Mutual Life Insurance Company ("MassMutual") and The Prudential Insurance Company of America ("Prudential"), respectively. Reinsurance recoverables due from MassMutual and Prudential are secured by invested assets held in trust for the benefit of the Company in the event of a default by the reinsurers. As of June 30, 2015, $1.6 billion of unsecured reinsurance recoverables from Prudential represent approximately 18% of the Company's consolidated stockholder's equity. As of June 30, 2015, the Company has no other reinsurance-related concentrations of credit risk greater than 10% of the Company’s consolidated stockholder's equity.

The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2014 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year.

The accompanying Condensed Consolidated Financial Statements and Notes are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods. The Company's significant accounting policies are summarized in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements included in the Company's 2014 Form 10-K Annual Report.

Consolidation

The Condensed Consolidated Financial Statements include the accounts of HLIC, companies in which the Company directly or indirectly has a controlling financial interest and those variable interest entities (“VIEs”) which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions but is not required to consolidate are reported using the equity method. For further discussions on VIEs, see Note 3 - Investments and Derivative Instruments of Notes to Condensed Consolidated Financial Statements. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated.

Use of Estimates

The preparation of financial statements, in conformity with U.S. GAAP, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.

The most significant estimates include those used in determining estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Condensed Consolidated Financial Statements.

Certain reclassifications have been made to prior period financial information to conform to the current period presentation.

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Investments and Derivative Instruments Level 4 Net Realized Capital Gains (Losses) (Details) - Related Party [Domain] - Derivative, Name [Domain] - USD ($) $ in Millions		3 Months Ended				6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014		Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		$ 167				$ 167		$ 525
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		81				81		142
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		1,676				1,676		2,364
Available-for-sale Equity Securities, Accumulated Gross Unrealized Gain, before Tax		21				21		10
Available-for-sale Equity Securities, Accumulated Gross Unrealized Loss, before Tax		10				10		19
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		213				213		208
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		132				132		66
Net Realized Capital Gains (Losses) Table [Abstract]
Gain on Derivative Instruments, Pretax	[1]	65		$ 54		184	$ 162
Loss on Derivative Instruments, Pretax		53		91		148	195
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net		(2)		(3)		(8)	(10)
Periodic Net Coupon Settlements on Credit Derivatives		2		4		3	9
Gain (Loss) on Reinsurance Recoverables		0		528		0	579
Gain (Loss) on Coinsurance and Modified Coinsurance Reinsurance Contracts		37		524		26	394
Realized Investment Gains (Losses)		13		650		4	544
Gain (Loss) on Investments, Excluding Other than Temporary Impairments		15		653		12	554
Derivative, Gain (Loss) on Derivative, Net		(13)		959		(40)	888
Proceeds from Sale of Available-for-sale Securities		2,500		2,200		5,600
JAPAN
Net Realized Capital Gains (Losses) Table [Abstract]
Foreign Currency Transaction Gain (Loss), before Tax				(1)			2
Derivative, Gain (Loss) on Derivative, Net	[2]	0		(103)		0	(126)
UNITED STATES
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(27)		(21)		(30)	(16)
Fixed Annuity Hedging Instruments [Member] | JAPAN
Net Realized Capital Gains (Losses) Table [Abstract]
Change in Unrealized Gain (Loss) on Hedged Item in Foreign Currency Fair Value Hedge				(22)			(51)
Derivative, Gain (Loss) on Derivative, Net		0	[3]	10	[3]	0	22
Three Win Related Foreign Currency Swaps [Member] | JAPAN
Net Realized Capital Gains (Losses) Table [Abstract]
Change in Unrealized Gain (Loss) on Hedged Item in Foreign Currency Fair Value Hedge		16		(18)		16	(46)
Derivative, Gain (Loss) on Derivative, Net		0		(5)		0	(14)
Change in value of derivatives and Japan FVO securities [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Foreign Currency Transaction Gain (Loss), before Tax				17			37
Mortgages [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Valuation Allowances and Reserves, Adjustments		0		(4)
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments				(44)		34	(41)
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Gain (Loss) on Investments, Excluding Other than Temporary Impairments		16		(44)		34	(41)
Municipal Bonds [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		1				1		1
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		10				10		1
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		9				9		0
Asset-backed Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		27				27		29
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		19				19		20
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		28				28		30
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		1				1		1
Corporate Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		28				28		58
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		1,185				1,185		1,685
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		124				124		109
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		96				96		51
Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		76				76		129
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		203				203		189
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		127				127		60
Equity Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis								275
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		5				5		13
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		10				10		19
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		5				5		6
Foreign Government Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		1				1		4
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		19				19		35
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		5				5		9
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		4				4		5
US States and Political Subdivisions Debt Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		74				74		118
Residential Mortgage Backed Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		8				8		11
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		52				52		64
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		10				10		12
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		2				2		1
US Treasury Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		0				0		1
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		158				158		261
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		3				3		1
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		3				3		0
Collateralized Debt Obligations [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	[4]	6				6		19
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		90				90		84
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	[4]	8				8		20
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	[4]	2				2		1
Commercial Mortgage Backed Securities [Member]
Net Realized Capital Gains (Losses) [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss		5				5		6
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		79				79		97
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss		15				15		7
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		10				10		$ 1
Macro Hedge Program [Member] | UNITED STATES
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net						(27)	(25)
Variable Annuity [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Derivative, Gain (Loss) on Derivative, Net		(27)		(124)		(30)	(142)
Other Investments [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Realized Investment Gains (Losses)		$ (9)		$ (233)		(19)	(235)
Mortgages [Member]
Net Realized Capital Gains (Losses) Table [Abstract]
Valuation Allowances and Reserves, Adjustments						$ 4	$ 4

[1] Includes gains (losses) of $(22) and $(51), respectively, for the three and six months ended June 30, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $17 and $37, respectively, for the three and six months ended June 30, 2014, due to change in value related to the derivative hedging instruments and the Japan government FVO securities.

[2] Other, net gains and losses include 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. Gains (losses) from transactional foreign currency revaluation of the reinsured liabilities were $16 and $(18), respectively, for the three months ended June 30, 2015 and 2014, and $16 and $(46), respectively, for the six months ended June 30, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(17) and $13, respectively, for the three months ended June 30, 2015 and 2014, and $(31) and $28, respectively for the six months ended June 30, 2015 and 2014.

[3] The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(22) and $(51) for the three and six months ended June 30, 2014, respectively.

[4] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities, for which changes in fair value are recorded in net realized capital gains (losses).

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Investments and Derivative Instruments Level 4 Derivative Balance Sheet Classification (Details) - Fair Value Hierarchy [Domain] - USD ($) $ in Millions		Jun. 30, 2015	Dec. 31, 2014		Mar. 31, 2013
Derivative Balance Sheet Location [Line Items]
Derivative Asset, Collateral, Obligation to Return Cash, Offset		$ 30	$ 33
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		49,064	55,838		$ 55,838
Derivative, Fair Value, Net		(446)	(460)
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement		973	1,050
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		1,419	1,510
Derivative Asset, Fair Value, Gross Asset		863	959
Derivative Liability, Fair Value, Gross Liability		(1,280)	(1,345)
Offsetting Derivative Assets [Abstract]
Derivative Asset, Fair Value, Amount Offset Against Collateral		712	801
Derivative Accrued Interest and Collateral Assets After Offsetting		(160)	(181)
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		80	83
Offsetting Derivative Liabilities [Abstract]
Derivative Liability, Fair Value, Amount Offset Against Collateral		(494)	(574)
Derivative Accrued Interest and Collateral Liabilities After Offsetting		(61)	(49)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		(936)	(900)
Derivative Asset, Fair Value, Amount Offset Against Collateral		71	75
Derivative Liability, Fair Value, Amount Offset Against Collateral		150	129
Fixed Maturities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative Asset, Fair Value, Gross Asset		0	1
Not Designated as Hedging Instrument [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		46,685	53,421
Derivative, Fair Value, Net		(460)	(478)
Derivative Asset, Fair Value, Gross Asset		935	1,010
Derivative Liability, Fair Value, Gross Liability		(1,395)	(1,488)
Interest Rate Contract [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(371)
Interest Rate Contract [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		101	123
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(479)
Foreign Exchange Contract [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		2	(1)
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(3)	(3)	[1]
Derivative Financial Instruments, Liabilities [Member]
Offsetting Derivative Liabilities [Abstract]
Derivative Liability, Fair Value, Amount Offset Against Collateral		280	399
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		(725)	(722)	[2]
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		311	339	[3]
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		921	974
Derivative, Fair Value, Net		60	34
Derivative Asset, Fair Value, Gross Asset		60	34
Derivative Liability, Fair Value, Gross Liability		0	0
Credit Default Swap, Selling Protection [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	[4]	1,398	946
Derivative, Fair Value, Net	[4]	3	7
Derivative Asset, Fair Value, Gross Asset	[4]	14	11
Derivative Liability, Fair Value, Gross Liability	[4]	(11)	(4)
Equity Contract [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		120	422
Derivative, Fair Value, Net		(1)	1
Derivative Asset, Fair Value, Gross Asset		28	30
Derivative Liability, Fair Value, Gross Liability		(29)	(29)
Commodity Option [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		378	0
Derivative, Fair Value, Net		2	0
Derivative Asset, Fair Value, Gross Asset		2	0
Derivative Liability, Fair Value, Gross Liability		0	0
Other Investments [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		13,198	13,588
Derivative, Fair Value, Net		311	339
Derivative Asset, Fair Value, Gross Asset		429	478
Derivative Liability, Fair Value, Gross Liability		(118)	(139)
Other Liabilities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		14,984	19,473
Derivative, Fair Value, Net		(728)	(725)
Derivative Asset, Fair Value, Gross Asset		434	481
Derivative Liability, Fair Value, Gross Liability		(1,162)	(1,206)
Foreign Exchange Contract [Member] | Foreign Exchange Contract [Member] | Designated as Hedging Instrument [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Fair Value, Net		(20)
Cash Flow Hedging [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		2,330	2,385
Derivative, Fair Value, Net		14	18
Derivative Asset, Fair Value, Gross Asset		38	40
Derivative Liability, Fair Value, Gross Liability		(24)	(22)
Fair Value Hedging [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		49	32
Derivative, Fair Value, Net		0	0
Derivative Asset, Fair Value, Gross Asset		0	0
Derivative Liability, Fair Value, Gross Liability		0	0
Currency Swap [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		65	60
Derivative, Fair Value, Net		1	0
Derivative Asset, Fair Value, Gross Asset		1	0
Derivative Liability, Fair Value, Gross Liability		0	0
Credit Default Swap, Buying Protection [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		66	276
Derivative, Fair Value, Net		1	(1)
Derivative Asset, Fair Value, Gross Asset		2	4
Derivative Liability, Fair Value, Gross Liability		(1)	(5)
Credit Derivatives in Offsetting Positions [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		1,506	2,175
Derivative, Fair Value, Net		(1)	(1)
Derivative Asset, Fair Value, Gross Asset		18	21
Derivative Liability, Fair Value, Gross Liability		(19)	(22)
Reinsurance Recoverable [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		4,287	4,633
Derivative, Fair Value, Net		110	90
Derivative Asset, Fair Value, Gross Asset		110	90
Derivative Liability, Fair Value, Gross Liability		0	0
Other Policyholder Funds and Benefits Payable [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		16,411	17,958
Derivative, Fair Value, Net		(138)	(165)
Derivative Asset, Fair Value, Gross Asset		0	0
Derivative Liability, Fair Value, Gross Liability		(138)	(165)
Fixed Maturities [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		184	186
Derivative, Fair Value, Net		(1)	1
Derivative Liability, Fair Value, Gross Liability		(1)	0
JAPAN | Three Win Related Foreign Currency Swaps [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		1,319	1,319
Derivative, Fair Value, Net		(458)	(427)
Derivative Asset, Fair Value, Gross Asset		0	0
Derivative Liability, Fair Value, Gross Liability		(458)	(427)
UNITED STATES | GMWB Hedging Instruments [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		11,732	14,442
Derivative, Fair Value, Net		134	174
Derivative Asset, Fair Value, Gross Asset		246	289
Derivative Liability, Fair Value, Gross Liability		(112)	(115)
UNITED STATES | Macro Hedge Program [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		4,591	6,383
Derivative, Fair Value, Net		165	141
Derivative Asset, Fair Value, Gross Asset		200	180
Derivative Liability, Fair Value, Gross Liability		(35)	(39)
UNITED STATES | Equity Contract [Member] | GMWB Hedging Instruments [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		1,719	3,761
Derivative, Fair Value, Net		10	39
UNITED STATES | Macro Hedge Program [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		4,591	6,383
Derivative, Fair Value, Net		165	141
UNITED STATES | Macro Hedge Program [Member] | Other Liabilities [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		65	48
UNITED STATES | Macro Hedge Program [Member] | Other Investments [Member]
Offsetting Derivative Assets [Abstract]
Derivative Assets (Liabilities), at Fair Value, Net		100	93
UNITED STATES | GMWB Product Derivatives [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount	[5]	16,361	17,908
Derivative, Fair Value, Net	[5]	(112)	(139)
Derivative Asset, Fair Value, Gross Asset	[5]	0	0
Derivative Liability, Fair Value, Gross Liability	[5]	(112)	(139)
UNITED STATES | GMWB Reinsurance [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		3,366	3,659
Derivative, Fair Value, Net		50	56
Derivative Asset, Fair Value, Gross Asset		50	56
Derivative Liability, Fair Value, Gross Liability		0	0
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Designated as Hedging Instrument [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		2,187	2,242
Derivative, Fair Value, Net		34	37
Derivative Asset, Fair Value, Gross Asset		34	37
Derivative Liability, Fair Value, Gross Liability		0	0
Cash Flow Hedging [Member] | Foreign Exchange Contract [Member] | Designated as Hedging Instrument [Member]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value Footnote [Abstract]
Derivative, Notional Amount		143	143
Derivative, Fair Value, Net		4	(19)
Derivative Asset, Fair Value, Gross Asset			3
Derivative Liability, Fair Value, Gross Liability		$ (24)	$ (22)

[1] Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.

[2] Includes OTC and OTC-cleared derivative instruments in a net negative fair market value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the following Level 3 roll-forward table in this Note 2, the derivative assets and liabilities are referred to as “freestanding derivatives” and are presented on a net basis.

[3] Includes over-the-counter ("OTC") and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of June 30, 2015 and December 31, 2014, $280 and $399, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the preceding table. See the following footnote 4 for derivative liabilities.

[4] The derivative instruments related to this strategy are held for other investment purposes.

[5] These derivatives are embedded within liabilities and are not held for risk management purposes.

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Condensed Consolidated Statements of Operations (Unaudited) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Related Party Transaction [Line Items]
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal		$ (8)	$ 0	$ (8)	$ 0
Revenues
Fee income and other		280	314	555	631
Earned premiums		(23)	(52)	(46)	71
Net investment income:
Net investment income		386	380	765	787
Net realized capital gains (losses):
Total other-than-temporary impairment (OTTI) losses		(3)	(3)	(9)	(11)
Other than Temporary Impairment Losses, Investments, Reclassification Adjustment of Noncredit Portion Included in Net Income, Availabe-for-sale Securities, before Tax		1	0	1	1
Net OTTI losses recognized in earnings		(2)	(3)	(8)	(10)
Other net realized capital gains (losses)		15	653	12	554
Realized Investment Gains (Losses)		13	650	4	544
Total revenues		702	1,396	1,370	1,891
Benefits, losses and expenses
Policyholder Benefits and Claims Incurred, Net		303	415	633	669
Amortization of deferred policy acquisition costs and present value of future profits		20	22	39	54
Insurance operating costs and other expenses		146	386	280	552
Dividends to policyholders		0	3	0	2
Benefits, Losses and Expenses		461	826	944	1,277
Income before income taxes		241	570	426	614
Income Tax Expense (Benefit)		11	171	51	158
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		230	399	375	456
Net Income (Loss) Attributable to Noncontrolling Interest		0	(1)	0	0
Net income attributable to Hartford Life Insurance Company		230	400	375	456
Proceeds from Sale of Available-for-sale Securities		$ 2,500	$ 2,200	$ 5,600
Hartford Life and Annuity Insurance Company [Member] | White River Life Reinsurance [Member]
Revenues
Earned premiums					5
Net realized capital gains (losses):
Realized Investment Gains (Losses)	[1]				(103)
Total revenues					(108)
Benefits, losses and expenses
Policyholder Benefits and Claims Incurred, Net					(1)
Insurance operating costs and other expenses					(4)
Benefits, Losses and Expenses					(5)
Income before income taxes					(103)
Income Tax Expense (Benefit)					(36)
Reinsurance Loss on Dispositions [Member]
Related Party Transaction [Line Items]
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal					$ 0

[1] Amounts represent the change in valuation of the derivative associated with this transaction.

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Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 4 (Details) - USD ($) $ in Millions		6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Dec. 31, 2014
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	$ 22,011
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	3,410
Separate Accounts, Liability		131,477	[1],[2]		$ 134,689
Guaranteed Minimum Withdrawal Benefit [Member] | UNITED STATES
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value		7,800
Net Amount at Risk by Product and Guarantee, Net Amount at Risk		$ 0
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age		71 years
Secondary Guarantees [Member] | Universal Life [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period		$ 2,041		$ 1,802
Incurred		146		115
Paid		0
Unlock		11
Liability balance, end of period		2,176		1,917
Reinsurance recoverable asset, beginning of period		2,041		1,802
Reinsurance recoverable asset, end of period		2,176		1,917
Schedule of Fair Value of Separate Accounts [Abstract]
Reinsurance Recoverables on Paid Losses		0
Secondary Guarantees [Member] | Reinsurance Recoverable [Member] | Universal Life [Member]
Separate Accounts Disclosure [Line Items]
Reinsurance Recoverables on Unpaid Losses		135		115
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Unlock		0
Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	562
Guaranteed Minimum Death Benefit [Member]
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Liability, balance, beginning of period	[4]	812		849
Incurred	[4]	81		89
Paid	[4]	(56)		(57)
Unlock	[4]	61		24
Liability balance, end of period	[4]	776		857
Reinsurance recoverable asset, beginning of period	[4]	480		533
Reinsurance recoverable asset, end of period	[4]	487		527
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	3,904
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value		$ 45,455			48,852
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Percent Debt Securities		17.00%
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share, Percent Equity Securities		83.00%
Reinsurance Recoverables on Paid Losses	[4]	$ 45
Guaranteed Minimum Death Benefit [Member] | Reinsurance Recoverable [Member]
Separate Accounts Disclosure [Line Items]
Reinsurance Recoverables on Unpaid Losses	[4]	50		52
Changes in the gross U.S. GMDB and UL secondary guarantee benefits
Unlock	[4]	2		(14)
Schedule of Fair Value of Separate Accounts [Abstract]
Reinsurance Recoverables on Paid Losses	[4]			$ 44
Guaranteed Minimum Death Benefit [Member] | Equity Securities [Member]
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value		41,524			44,786
Guaranteed Minimum Death Benefit [Member] | Cash and Cash Equivalents [Member]
Schedule of Fair Value of Separate Accounts [Abstract]
Schedule of Fair Value of Separate Accounts by Major Category of Investment, Fair Value		3,931			$ 4,066
Guaranteed Minimum Death Benefit [Member] | UNITED STATES
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[5]	$ 49,359
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[5]	69 years
Separate Accounts, Liability	[1],[2]	$ 45,455
Guaranteed Minimum Death Benefit [Member] | JAPAN
Minimum Guarantees, Net Amount at Risk [Abstract]
Separate Accounts, Liability	[1],[2]	86,022
Reset [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[6]	$ 2,803
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[6]	70 years
Lifetime Income Benefit ("LIB") - Death Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[7]	$ 576
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[7]	68 years
Asset Protection Benefit ("APB") [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[8]	$ 13,461
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[8]	69 years
With Five Percent Rollup and EPB [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	$ 530
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2]	72 years
With Earnings Protection Benefit Rider (EPB) [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[9]	$ 4,125
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[9]	69 years
With Five Percent Rollup [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[10]	$ 1,382
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[10]	70 years
MAV Only [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2]	$ 15,974
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2]	70 years
Return of Net Deposit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, General Account Value	[1],[2],[11]	$ 10,508
Net Amount at Risk by Product and Guarantee, Weighted Average Attained Age	[2],[11]	67 years
Return of Net Deposit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[11]	$ 56
Return of Net Deposit [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[11]	50
Guaranteed Minimum Death Benefit [Member] | UNITED STATES
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[5]	3,719
Guaranteed Minimum Death Benefit [Member] | Annuitization Benefit [Member] | UNITED STATES
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[5]	784
Reset [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[6]	12
Reset [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[6]	12
Lifetime Income Benefit ("LIB") - Death Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[7]	7
Lifetime Income Benefit ("LIB") - Death Benefit [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[7]	7
Asset Protection Benefit ("APB") [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[8]	234
Asset Protection Benefit ("APB") [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[8]	153
With Five Percent Rollup and EPB [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	113
With Five Percent Rollup and EPB [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	25
With Earnings Protection Benefit Rider (EPB) [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[9]	558
With Earnings Protection Benefit Rider (EPB) [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[9]	81
With Five Percent Rollup [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[10]	202
With Five Percent Rollup [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3],[10]	60
MAV Only [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	2,537
MAV Only [Member] | Annuitization Benefit [Member]
Minimum Guarantees, Net Amount at Risk [Abstract]
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[2],[3]	$ 396

[1] AV includes the contract holder’s investment in the separate account and the general account.

[2] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).

[3] NAR is defined as the guaranteed benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline

[4] [1]These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances.

[5] Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $7.8 billion of total account value and weighted average attained age of 71 years. There is no NAR or retained NAR related to these contracts.

[6] Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals).

[7] LIB GMDB is the greatest of current AV; net premiums paid; or, for certain contracts, a benefit amount generally based on market performance that ratchets over time.

[8] APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).

[9] EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals.

[10] Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums.

[11] ROP GMDB is the greater of current AV or net premiums paid.

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Condensed Consolidated Statements of Changes in Stockholders' Equity (Unaudited) - USD ($) $ in Millions	Total	Non-controlling Interest	Dividend to Parent [Member]	Retained Earnings (Accumulated Deficit)	Additional Paid-in Capital	Accumulated Other Comprehensive Income (Loss)	Common Stock	Extraordinary Item [Member]	Extraordinary Item [Member] Dividend to Parent [Member]
Dividends			$ 225
Balance, at beginning of period at Dec. 31, 2013	$ 8,239	$ 0		$ 700	$ 6,959	$ 574	$ 6
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	456
Total other comprehensive income	572					572
Net Income (Loss) Attributable to Parent	456			456
Net Income (Loss) Attributable to Noncontrolling Interest	0	0
Balance, at end of period at Jun. 30, 2014	9,492	0		1,156	7,184	1,146	6
Dividends								$ 800
Balance, at beginning of period at Mar. 31, 2014						886
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	399
Total other comprehensive income	260
Net Income (Loss) Attributable to Parent	400
Net Income (Loss) Attributable to Noncontrolling Interest	(1)
Balance, at end of period at Jun. 30, 2014	9,492	0		1,156	7,184	1,146	6
Liabilities	182,484
Dividends	500								$ 505
Balance, at beginning of period at Dec. 31, 2014	9,291	0		1,376	6,688	1,221	6
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	375
Total other comprehensive income	(372)
Net Income (Loss) Attributable to Parent	375
Net Income (Loss) Attributable to Noncontrolling Interest	0
Balance, at end of period at Jun. 30, 2015	8,789	0		1,751	6,183	849	6
Balance, at beginning of period at Mar. 31, 2015						1,334
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	230
Total other comprehensive income	(485)
Net Income (Loss) Attributable to Parent	230
Net Income (Loss) Attributable to Noncontrolling Interest	0
Balance, at end of period at Jun. 30, 2015	8,789	$ 0		$ 1,751	$ 6,183	$ 849	$ 6
Liabilities	$ 178,905

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Investments and Derivative Instruments Level 4 Concentration of Credit Risk (Details) - Investment Geographic Region [Domain] - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014	Mar. 31, 2013
Concentration of Credit Risk [Line Items]
Concentration Risk, Benchmark Description	greater than 10% of the Company’s stockholder’s equity
Derivative, Notional Amount	$ 49,064	$ 55,838	$ 55,838

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Income Taxes Level 3 (Tables)

6 Months Ended

Jun. 30, 2015

Income Tax Disclosure [Abstract]

Schedule of Effective Income Tax Rate Reconciliation [Table Text Block]

A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes is as follows:

	Three Months Ended June 30,						Six Months Ended June 30,
	2015			2014			2015			2014
Tax provision at the U.S. federal statutory rate	$	84		$	200		$	149		$	215
Dividends-received deduction ("DRD")	(71		)	(26		)	(94		)	(52		)
Foreign related investments	(2		)	—			(4		)	—
Other	—			(3		)	—			(5		)
Provision for income taxes	$	11		$	171		$	51		$	158

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Investments and Derivative Instruments Level 4 Mortgage Loans (Details) $ in Millions		6 Months Ended
		Jun. 30, 2015 USD ($)	Jun. 30, 2014 USD ($)	Dec. 31, 2014 USD ($)	Mar. 31, 2014 USD ($)	Dec. 31, 2013 USD ($)
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		2.39
Available-for-sale Securities, Amortized Cost Basis		$ 24,127		$ 23,535
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 2,999		$ 3,109
Valuation Allowance [Abstract]
Current Weighted Average Loan to Value Ratio of Commercial Mortgage Loan		56.00%
Original Weighted Average Loan to Value Ratio of Commercial Mortgage loan		64.00%
Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		2.39		2.36
Available-for-sale Securities, Amortized Cost Basis	[1]	$ 3,018		$ 3,124
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		2,999		3,109
Valuation Allowance [Abstract]
Allowance for Loan and Lease Losses, Period Increase (Decrease)		4	$ 4
Allowance for Loan and Lease Losses, Write-offs		0	$ 0
Allowance for Loan and Lease Losses, Real Estate		19		15	$ 16	$ 12
Allowance for Loan and Lease Losses [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		45		49
East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		63		64
Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		245		272
Mountain [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		35		35
New England [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		146		146
Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		918		905
South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		566		532
West North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		1		15
West South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		125		125
Region Others [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		900		1,015
Office Building [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		720		723
Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		26		26
agriculture loans [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		22		22
Industrial Property [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		960		989
Multifamily [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		547		522
Retail Site [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		610		713
Other Property [Member]
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 114		$ 114
Mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		100.00%		100.00%
Mortgages [Member] | East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		2.10%		2.10%
Mortgages [Member] | Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		8.20%		8.70%
Mortgages [Member] | Mountain [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		1.20%		1.10%
Mortgages [Member] | New England [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		4.90%		4.70%
Mortgages [Member] | Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		30.50%		29.10%
Mortgages [Member] | South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		18.90%		17.10%
Mortgages [Member] | West North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.00%		0.50%
Mortgages [Member] | West South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		4.20%		4.00%
Mortgages [Member] | Region Others [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		30.00%		32.70%
Mortgages [Member] | Office Building [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		24.00%		23.30%
Mortgages [Member] | Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.90%		0.80%
Mortgages [Member] | agriculture loans [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		0.70%		0.70%
Mortgages [Member] | Industrial Property [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		32.10%		31.80%
Mortgages [Member] | Multifamily [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		18.20%		16.80%
Mortgages [Member] | Retail Site [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		20.30%		22.90%
Mortgages [Member] | Other Property [Member]
Mortgage Loans on Real Estate [Line Items]
Investment Owned, Percent of Net Assets		3.80%		3.70%
LTV Less than 65 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		2.53		2.49
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 2,529		$ 2,636
LTV 80 to 100 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		1.13		1.14
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 18		$ 21
LTV Between 65 to 80 Percent [Member] | Commercial Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Average Debt Service Coverage Ratio		1.72		1.71
Mortgage Loans on Real Estate, Carrying Amount of Mortgages		$ 452		$ 452

[1] Amortized cost represents carrying value prior to valuation allowances, if any.

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Accumulated Other Comprehensive Income Level 3 (Tables)

6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]

Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]

Changes in AOCI, net of tax and DAC, by component consist of the following:

Three months ended June 30, 2015

	Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
Beginning balance	$	1,257		$	80		$	(3	)	$	1,334
OCI before reclassifications	(457		)	(10		)	—			(467		)
Amounts reclassified from AOCI	(10		)	(8		)	—			(18		)
Net OCI	(467		)	(18		)	—			(485		)
Ending balance	$	790		$	62		$	(3	)	$	849

Six months ended June 30, 2015

	Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
Beginning balance	$	1,154		$	70		$	(3	)	$	1,221
OCI before reclassifications	(342		)	(2		)	—			(344		)
Amounts reclassified from AOCI	(22		)	(6		)	—			(28		)
Net OCI	(364		)	(8		)	—			(372		)
Ending balance	$	790		$	62		$	(3	)	$	849

Three Months Ended June 30, 2014

	Net Unrealized Gain on Securities		Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
Beginning balance	$	810	$	77		$	(1	)	$	886
OCI before reclassifications	227		5			1			233
Amounts reclassified from AOCI	29		(2		)	—			27
Net OCI	256		3			1			260
Ending balance	$	1,066	$	80		$	—		$	1,146

Six months ended June 30, 2014

	Net Unrealized Gain on Securities		Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments		Total AOCI
Beginning balance	$	495	$	79		$	—	$	574
OCI before reclassifications	544		19			—		563
Amounts reclassified from AOCI	27		(18		)	—		9
Net OCI	571		1			—		572
Ending balance	$	1,066	$	80		$	—	$	1,146

Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]

Reclassifications from AOCI consist of the following for the six months endedJune 30, 2015:

	Amount Reclassified from AOCI
AOCI	Three months ended June 30, 2015		Six months ended June 30, 2015			Affected Line Item in the Condensed Consolidated Statement of Operations
Net Unrealized Gain on Securities
Available-for-sale securities	$	16	$	34		Net realized capital gains (losses)
	16		34			Total before tax
	6		12			Income tax expense
	$	10	$	22		Net income
Net Gains on Cash Flow Hedging Instruments
Interest rate swaps	$	—	$	(1	)	Net realized capital gains (losses)
Interest rate swaps	9		17			Net investment income
Foreign currency swaps	3		(7		)	Net realized capital gains (losses)
	12		9			Total before tax
	4		3			Income tax expense
	$	8	$	6		Net income
Total amounts reclassified from AOCI	$	18	$	28		Net income

Reclassifications from AOCI consist of the following for the six months endedJune 30, 2014:

	Amount Reclassified from AOCI
AOCI	Three months ended June 30, 2014			Six months ended June 30, 2014			Affected Line Item in the Condensed Consolidated Statement of Operations
Net Unrealized Gain on Securities
Available-for-sale securities	$	(44	)	$	(41	)	Net realized capital gains (losses)
	(44		)	(41		)	Total before tax
	(15		)	(14		)	Income tax expense
	$	(29	)	$	(27	)	Net income
Net Gains on Cash Flow Hedging Instruments
Interest rate swaps	$	—		$	1		Net realized capital gains (losses)
Interest rate swaps	3			26			Net investment income
	3			27			Total before tax
	1			9			Income tax expense
	$	2		$	18		Net income
Total amounts reclassified from AOCI	$	(27	)	$	(9	)	Net income

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Condensed Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Operating Activities
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$ 375	$ 456
Adjustments to reconcile net income to net cash provided by operating activities
Amortization of deferred policy acquisition costs and present value of future profits	39	54
Increase (Decrease) in Deferred Policy Acquisition Costs	(3)	(9)
Realized Gain (Loss) on Marketable Securities, Cost Method Investments, and Other Investments	4	544
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal	8	0
Depreciation and amortization	6	(6)
Other, net	(4)	(72)
Change in assets and liabilities:
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	46	422
Reinsurance recoverables	9	(147)
Receivables and other assets	162	30
Payables and accruals	95	(224)
Increase (Decrease) in Deferred Income Taxes	(86)	(20)
Net Cash Provided by (Used in) Operating Activities	457	214
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, available-for-sale	6,225	5,585
Fixed maturities, fair value option	13	279
Equity securities, available-for-sale	523	51
Mortgage loans	227	148
Proceeds from Limited Partnership Investments	140	53
Payments for the purchase of:
Fixed maturities, available-for-sale	6,788	3,877
Fixed maturities, fair value option	33	190
Equity securities, available-for-sale	178	42
Mortgage loans	134	34
Payments to Acquire Limited Partnership Interests	77	38
Change in derivatives, net	124	137
Payments for (Proceeds from) Policy Loans	22	(3)
Payments for (Proceeds from) Short-term Investments	(751)	486
Other investing activities, net		(35)
Net Cash Provided by (Used in) Investing Activities	523	1,350
Financing Activities
Deposits and other additions to investment and universal life-type contracts	2,311	2,803
Withdrawals and other deductions from investment and universal life-type contracts	8,702	11,014
Net transfers from separate accounts related to investment and universal life-type contracts	5,846	6,233
Net (decrease) increase in securities loaned or sold under agreements to repurchase	111	42
Payments of Capital Distribution	(505)	225
Net repayments at maturity or settlement of consumer notes	(13)	(6)
Net cash used for financing activities	(952)	(1,717)
Foreign exchange rate effect on cash	0	7
Cash, Period Increase (Decrease)	28	(146)
Cash - beginning of period	258	446
Cash - end of period	286	300
Supplemental Disclosure of Cash Flow Information
Net cash received during the period for income taxes	$ 49	52
Reinsurance Loss on Dispositions [Member]
Adjustments to reconcile net income to net cash provided by operating activities
Disposal Group, Not Discontinued Operation, Gain (Loss) on Disposal		$ 0

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Condensed Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Comprehensive Income
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$ 230	$ 399	$ 375	$ 456
Total comprehensive income	(255)	659	3	1,028
Less: Comprehensive income attributable to noncontrolling interest	0	(1)	0	0
Total comprehensive income attributable to Hartford Life Insurance Company	(255)	660	3	1,028
Other comprehensive income (loss):
Total other comprehensive income	(485)	260	(372)	572
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Other comprehensive income (loss):
Change in net unrealized gain / loss on securities	(467)	256	(364)	571
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]
Other comprehensive income (loss):
Change in net gain / loss on cash-flow hedging instruments	(18)	3	(8)	1
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Other comprehensive income (loss):
Change in foreign currency translation adjustments	$ 0	$ 1	$ 0	$ 0

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Fair Value Measurements Level 2 (Policies)

6 Months Ended

Jun. 30, 2015

Fair Value Disclosures [Abstract]

Fair Value of Financial Instruments, Policy [Policy Text Block]

Determination of Fair Values

The valuation methodologies used to determine the fair values of assets and liabilities under the “exit price” notion, reflect market-participant objectives and are based on the application of the fair value hierarchy that prioritizes relevant observable market inputs over unobservable inputs. The Company determines the fair values of certain financial assets and liabilities based on quoted market prices where available and where prices represent a reasonable estimate of fair value. The Company also determines fair value based on future cash flows discounted at the appropriate current market rate. Fair values reflect adjustments for counterparty credit quality, the Company’s default spreads, liquidity and, where appropriate, risk margins on unobservable parameters. The following is a discussion of the methodologies used to determine fair values for the financial instruments listed in the preceding tables.

The fair value process is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company that meets at least quarterly. The Valuation Committee is co-chaired by the Heads of Investment Operations and Investment Accounting, and has representation from various investment sector professionals, accounting, operations, legal, compliance and risk management. The purpose of the committee is to oversee the pricing policy and procedures by ensuring objective and reliable valuation practices and pricing of financial instruments, as well as addressing valuation issues and approving changes to valuation methodologies and pricing sources. There are also two working groups under the Valuation Committee, a Securities Fair Value Working Group (“Securities Working Group”) and a Derivatives Fair Value Working Group ("Derivatives Working Group"), which include various investment, operations, accounting and risk management professionals that meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes described in more detail in the following paragraphs.

The Company also has an enterprise-wide Operational Risk Management function, led by the Chief Operational Risk Officer, which is responsible for establishing, maintaining and communicating the framework, principles and guidelines of the Company's operational risk management program. This includes model risk management which provides an independent review of the suitability, characteristics and reliability of model inputs; as well as, an analysis of significant changes to current models.

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Document and Entity Information - USD ($)	6 Months Ended
	Jun. 30, 2015	Jul. 30, 2015
Subsequent Event [Line Items]
Entity Registrant Name	HARTFORD LIFE INSURANCE CO
Entity Central Index Key	0000045947
Document Type	10-Q
Document Period End Date	Jun. 30, 2015
Amendment Flag	false
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q2
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Entity Common Stock, Shares Outstanding		1,000
Entity Well-known Seasoned Issuer	No
Entity Public Float	$ 0

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Investments and Derivative Instruments Level 2 (Policies)

6 Months Ended

Jun. 30, 2015

Schedule of Investments [Abstract]

Concentration Risk, Credit Risk, Policy [Policy Text Block]

Concentration of Credit Risk

The Company aims to maintain a diversified investment portfolio including issuer, sector and geographic stratification, where applicable, and has established certain exposure limits, diversification standards and review procedures to mitigate credit risk.

The Company did not have exposure to any credit concentration risk of a single issuer greater than 10% of the Company’s stockholder’s equity, other than the U.S. government and certain U.S. government securities as of June 30, 2015 and December 31, 2014. For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 4 - Investments and Derivative Instruments of Notes to Consolidated Financial Statements in the Company’s 2014 Form 10-K Annual Report.

Consolidation, Variable Interest Entity, Policy [Policy Text Block]

Variable Interest Entities

The Company is involved with various special purpose entities and other entities that are deemed to be VIEs primarily as a collateral or investment manager and as an investor through normal investment activities, as well as a means of accessing capital through a contingent capital facility.

A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest or lacks sufficient funds to finance its own activities without financial support provided by other entities.

The Company performs ongoing qualitative assessments of its VIEs to determine whether the Company has a controlling financial interest in the VIE and therefore is the primary beneficiary. The Company is deemed to have a controlling financial interest when it has both the ability to direct the activities that most significantly impact the economic performance of the VIE and the obligation to absorb losses or right to receive benefits from the VIE that could potentially be significant to the VIE. Based on the Company’s assessment, if it determines it is the primary beneficiary, the Company consolidates the VIE in the Company’s Condensed Consolidated Financial Statements.

Repurchase Agreements, Valuation, Policy [Policy Text Block]

Repurchase Agreements, Dollar Roll Transactions and Other Collateral Transactions

From time to time, the Company enters into repurchase agreements and dollar roll transactions to manage liquidity or to earn incremental spread income. A repurchase agreement is a transaction in which one party (transferor) agrees to sell securities to another party (transferee) in return for cash (or securities), with a simultaneous agreement to repurchase the same securities at a specified price at a later date. A dollar roll is a type of repurchase agreement where a mortgage backed security is sold with an agreement to repurchase substantially the same security at a specified time in the future. These transactions generally have a contractual maturity of ninety days or less and the carrying amounts of these instruments approximates fair value.

Repurchase Agreements, Collateral, Policy [Policy Text Block]

As part of repurchase agreements and dollar roll transactions, the Company transfers collateral of U.S. government and government agency securities and receives cash. For the repurchase agreements, the Company obtains cash in an amount equal to at least 95% of the fair value of the securities transferred. The agreements contain contractual provisions that require additional collateral to be transferred when necessary and provide the counterparty the right to sell or re-pledge the securities transferred. The cash received from the repurchase program is typically invested in short-term investments or fixed maturities. Repurchase agreements include master netting provisions that provide the counterparties the right to offset claims and apply securities held by them with respect to their obligations in the event of a default. Although the Company has the contractual right to offset claims, fixed maturities do not meet the specific conditions for net presentation under U.S. GAAP. The Company accounts for the repurchase agreements and dollar roll transactions as collateralized borrowings. The securities transferred under repurchase agreements and dollar roll transactions are included in fixed maturities, AFS with the obligation to repurchase those securities recorded in other liabilities on the Company's Condensed Consolidated Balance Sheets.

Derivatives, Policy [Policy Text Block]

Derivative Instruments

The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, commodity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that would be permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or may contain features that are deemed to be embedded derivative instruments, such as the GMWB rider included with certain variable annuity products.

Derivatives, Methods of Accounting, Hedging Derivatives [Policy Text Block]

Strategies that qualify for hedge accounting

Certain derivatives that the Company enters into satisfy the hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements, included in the Company’s 2014 Form 10-K Annual Report. Typically, these hedge relationships include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the securities being hedged closely match the terms of the swap. The swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. The hedge strategies by hedge accounting designation include:

Cash flow hedges

Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on floating-rate fixed maturity securities to fixed rates.

Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates.

Fair value hedges

Interest rate swaps are used to hedge the changes in fair value of fixed maturity securities due to fluctuations in interest rates.

Derivatives, Methods of Accounting, Derivatives Not Designated or Qualifying as Hedges [Policy Text Block]

Non-qualifying strategies

Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency, and commodity risk of certain fixed maturities and liabilities do not qualify for hedge accounting.

The non-qualifying strategies include:

Interest rate swaps, swaptions and futures

The Company uses interest rate swaps, swaptions, and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of June 30, 2015 and December 31, 2014 the notional amount of interest rate swaps in offsetting relationships was $4.5 billion.

Foreign currency swaps and forwards

The Company enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.

Fixed payout annuity hedge

The Company formerly offered certain variable annuity products with a guaranteed minimum income benefit ("GMIB") and continues to reinsure certain yen denominated fixed payout annuities. The Company invests in U.S. dollar denominated assets to support the reinsurance liability. The Company entered into pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments.

Credit contracts

Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in value on fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. The Company is also exposed to credit risk related to certain structured fixed maturity securities that have embedded credit derivatives, which reference a standard index of corporate securities. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward.

Equity index swaps and options

During 2015, the Company entered into total return swaps to hedge equity risk of specific common stock investments which are accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). The Company also enters into equity index options with the purpose of hedging the impact of an adverse equity market environment on the investment portfolio. In addition, the Company formerly offered certain equity indexed products, a portion of which contain embedded derivatives that require bifurcation. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products.

Commodity contracts

During 2015, the Company purchased for $6 put option contracts on West Texas Intermediate oil futures with a strike of $35 dollars per barrel in order to partially offset potential losses related to certain fixed maturity securities that could arise if oil prices decline substantially. These options expire in early 2016.

GMWB derivatives, net

The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the GRB. The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB amount.

The Company utilizes derivatives (“GMWB hedging instruments”) as part of an actively managed program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB riders due to changes in interest rates, equity market levels, and equity volatility. These derivatives include customized swaps, interest rate swaps and futures, and equity swaps, options and futures, on certain indices including the S&P 500 index, EAFE index and NASDAQ index. The following table presents notional and fair value for GMWB hedging instruments.

	Notional Amount				Fair Value
	June 30, 2015		December 31, 2014		June 30, 2015		December 31, 2014
Customized swaps	$	6,493	$	7,041	$	116	$	124
Equity swaps, options, and futures	1,719		3,761		10		39
Interest rate swaps and futures	3,520		3,640		8		11
Total	$	11,732	$	14,442	$	134	$	174

Macro hedge program

The Company utilizes equity options, swaps and foreign currency options to partially hedge against a decline in the equity markets and the resulting statutory surplus and capital impact primarily arising from the guaranteed minimum death benefit ("GMDB") and GMWB obligations. The following table presents notional and fair value for the macro hedge program.

	Notional Amount				Fair Value
	June 30, 2015		December 31, 2014		June 30, 2015		December 31, 2014
Equity swaps, options, and futures	$	4,591	$	5,983	$	165	$	141
Foreign currency options	—		400		—		—
Total	$	4,591	$	6,383	$	165	$	141

Modified coinsurance reinsurance contracts

As of June 30, 2015 and December 31, 2014, the Company had approximately $921 and $1.0 billion, respectively, of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business, which was structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amount of the embedded derivative reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.

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Condensed Consolidated Balance Sheets (Unaudited) - Investments [Domain] - Fair Value, Option, Eligible Item or Group [Domain] - Disposal Group Name [Domain] - USD ($) $ in Millions	Jun. 30, 2015		Dec. 31, 2014
Investments:
Available-for-sale Securities, Debt Securities	$ 25,432		$ 25,436
Marketable Securities, Fixed Maturities, Current	213		280
Trading Securities, Equity	11		11	[1]
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	178		514
Policy loans, at outstanding balance	1,438		1,430
Alternative Investments, Fair Value Disclosure	1,264		1,309
Other investments	381		442
Short-term investments (includes variable interest entity assets, at fair value, of $5, as of September 30, 2012)	1,412		2,162
Total investments	33,317		34,682
Cash	286		258
Premiums receivable and agents' balances	30		27
Reinsurance Recoverables	20,009		20,053
Deferred policy acquisition costs and present value of future profits	511		521
Deferred Tax Assets, Net of Valuation Allowance	1,398		1,237
Other assets	666		308
Separate account assets	131,477		134,689
Mortgage Loans on Real Estate, Commercial and Consumer, Net	2,999		3,109
Total assets	187,694		191,775
Liabilities
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	13,566		13,624
Other policyholder funds and benefits payable	31,346		31,994
Other liabilities (including variable interest entity liabilities of $443 and $477)	2,516		2,177
Separate account liabilities	131,477	[2],[3]	134,689
Total liabilities	178,905		182,484
Stockholders' Equity
Common stock—1,000 shares authorized, issued and outstanding, par value $5,690	6		6
Additional paid-in capital	6,183		6,688
Accumulated other comprehensive income, net of tax	849		1,221
Retained earnings (accumulated deficit)	1,751		1,376
Total stockholders' equity	8,789		9,291
Total liabilities and stockholders' equity	187,694		191,775
Fair Value, Inputs, Level 3 [Member]
Investments:
Available-for-sale Securities, Debt Securities	1,722		2,025
Trading Securities, Equity	0		0	[1]
Equity securities, available-for-sale, at fair value (cost of $399 and $443)	$ 44		$ 48

[1] Included in other investments on the Condensed Consolidated Balance Sheets.

[2] AV includes the contract holder’s investment in the separate account and the general account.

[3] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).

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Income Taxes Level 1 (Notes)

6 Months Ended

Jun. 30, 2015

Income Tax Disclosure [Abstract]

Income Tax Disclosure [Text Block]

A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes is as follows:

	Three Months Ended June 30,						Six Months Ended June 30,
	2015			2014			2015			2014
Tax provision at the U.S. federal statutory rate	$	84		$	200		$	149		$	215
Dividends-received deduction ("DRD")	(71		)	(26		)	(94		)	(52		)
Foreign related investments	(2		)	—			(4		)	—
Other	—			(3		)	—			(5		)
Provision for income taxes	$	11		$	171		$	51		$	158

The Company’s effective tax rate for the three and six months ended June 30, 2015 was impacted by the recognition of tax benefits from an intercompany tax settlement of approximately $48 due to the conclusion of the Internal Revenue Service audit of the 2007-2011 federal consolidated income tax return in the second quarter.

The federal audit of the years 2012 and 2013 began in March 2015 and is expected to be completed in 2016. Management believes that adequate provision has been made in the financial statements for any potential assessments that may result from tax examinations and other tax-related matters for all open tax years.

The separate account DRD is estimated for the current year using information from the most recent return, adjusted for current year equity market performance and other appropriate factors, including estimated levels of corporate dividend payments and level of policy owner equity account balances. The actual current year DRD can vary from estimates based on, but not limited to, changes in eligible dividends received in the mutual funds, amounts of distribution from these mutual funds, amounts of short-term capital gains at the mutual fund level and the Company’s taxable income before the DRD. The Company evaluates its DRD computations on a quarterly basis.

The Company believes it is more likely than not the deferred tax assets will be fully realized. Consequently no valuation allowance has been provided. In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryovers, taxable income in open carry back years and other tax planning strategies. From time to time, tax planning strategies could include holding a portion of debt securities with market value losses until recovery, altering the level of tax exempt securities held, making investments which have specific tax characteristics, and business considerations such as asset-liability matching.

Net deferred income taxes include the future tax benefits associated with the net operating loss carryover, alternative minimum tax credit carryover and foreign tax credit carryover as follows:

Net Operating Loss Carryover

As of June 30, 2015 and December 31, 2014, the net deferred tax asset included the expected tax benefit attributable to net operating losses of $3,385 and $3,189, respectively. If unutilized, $9 of the losses expire in 2023 and the remainder from 2026-2033. Utilization of these loss carryovers is dependent upon the generation of sufficient future taxable income.

Most of the net operating loss carryover originated from the Company's U.S. annuity business, including from the hedging program. Given the continued runoff of the U.S. fixed and variable annuity business, the exposure to taxable losses is significantly lessened. Accordingly, given the expected future consolidated group earnings, the Company believes sufficient taxable income will be generated in the future to utilize its net operating loss carryover. Although the Company believes there will be sufficient future taxable income to fully recover the remainder of the loss carryover, the Company's estimate of the likely realization may change over time.

Alternative Minimum Tax Credit and Foreign Tax Credit Carryover

As of June 30, 2015 and December 31, 2014, the net deferred tax asset included the expected tax benefit attributable to alternative minimum tax credit carryover of $232 and $246 and foreign tax credit carryover of $135 and $58, respectively. The alternative minimum tax credits have no expiration date and the foreign tax credit carryovers expire from 2018 to 2024. These credits are available to offset regular federal income taxes from future taxable income and although the Company believes there will be sufficient future regular federal taxable income, there can be no certainty that future events will not affect the ability to utilize the credits. Additionally, the use of the foreign tax credits generally depends on the generation of sufficient taxable income to first utilize all of the U.S. net operating loss carryover. However, the Company has identified and begun to purchase certain investments which allow for utilization of the foreign tax credits without first using the net operating loss carryover. Consequently, the Company believes it is more likely than not the foreign tax credit carryover will be fully realized. Accordingly, no valuation allowance has been provided on either the alternative minimum tax carryover or foreign tax credit carryover.

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Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 1 (Notes)

6 Months Ended

Jun. 30, 2015

Separate Accounts Disclosure [Abstract]

Account Value by GMDB Type [Table Text Block]

Account Value by GMDB/GMWB Type
Maximum anniversary value (“MAV”) [1]	Account Value (“AV”) [8]		Net Amount at Risk (“NAR”) [9]		Retained Net Amount at Risk (“RNAR”) [9]		Weighted Average Attained Age of Annuitant
MAV only	$	15,974	$	2,537	$	396	70
With 5% rollup [2]	1,382		202		60		70
With Earnings Protection Benefit Rider (“EPB”) [3]	4,125		558		81		69
With 5% rollup & EPB	530		113		25		72
Total MAV	22,011		3,410		562
Asset Protection Benefit (APB) [4]	13,461		234		153		69
Lifetime Income Benefit (LIB) – Death Benefit [5]	576		7		7		68
Reset [6] (5-7 years)	2,803		12		12		70
Return of Premium [7] /Other	10,508		56		50		67
Subtotal Variable Annuity with GMDB/GMWB [10]	49,359		3,719		784		69
Less: General Account Value with GMDB/GMWB	3,904
Subtotal Separate Account Liabilities with GMDB	45,455
Separate Account Liabilities without GMDB	86,022
Total Separate Account Liabilities	$	131,477

[1] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).

[2] Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums.

[3] EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals.

[4] APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).

[5] LIB GMDB is the greatest of current AV; net premiums paid; or, for certain contracts, a benefit amount generally based on market performance that ratchets over time.

[6] Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals).

[7] ROP GMDB is the greater of current AV or net premiums paid.

[8] AV includes the contract holder’s investment in the separate account and the general account.

[9] NAR is defined as the guaranteed benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline.

[10] Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $7.8 billion of total account value and weighted average attained age of 71 years. There is no NAR or retained NAR related to these contracts.

Asset type	June 30, 2015		December 31, 2014
Equity securities (including mutual funds)	$	41,524	$	44,786
Cash and cash equivalents	3,931		4,066
Total	$	45,455	$	48,852

Separate Accounts, Death Benefits, and Other Insurance Benefit Features [Text Block]

Changes in the gross GMDB/GMWB and universal life secondary guarantee benefits are as follows:

	GMDB/GMWB [1]			Universal Life Secondary Guarantees
Liability balance as of January 1, 2015	$	812		$	2,041
Incurred	81			146
Paid	(56		)	—
Unlock	(61		)	(11		)
Liability balance as of June 30, 2015	$	776		$	2,176
Reinsurance recoverable asset, as of January 1, 2015	$	480		$	2,041
Incurred	50			135
Paid	(45		)	—
Unlock	2			—
Reinsurance recoverable asset, as of June 30, 2015	$	487		$	2,176

	GMDB/GMWB [1]			Universal Life Secondary Guarantees
Liability balance as of January 1, 2014	$	849		$	1,802
Incurred	89			115
Paid	(57		)	—
Unlock	(24		)	—
Liability balance as of June 30, 2014	$	857		$	1,917
Reinsurance recoverable asset, as of January 1, 2014	$	533		$	1,802
Incurred	52			115
Paid	(44		)	—
Unlock	(14		)	—
Reinsurance recoverable asset, as of June 30, 2014	$	527		$	1,917

[1] These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances.

The following table presents details concerning GMDB/GMWB exposure as of June 30, 2015:

Account Value by GMDB/GMWB Type
Maximum anniversary value (“MAV”) [1]	Account Value (“AV”) [8]		Net Amount at Risk (“NAR”) [9]		Retained Net Amount at Risk (“RNAR”) [9]		Weighted Average Attained Age of Annuitant
MAV only	$	15,974	$	2,537	$	396	70
With 5% rollup [2]	1,382		202		60		70
With Earnings Protection Benefit Rider (“EPB”) [3]	4,125		558		81		69
With 5% rollup & EPB	530		113		25		72
Total MAV	22,011		3,410		562
Asset Protection Benefit (APB) [4]	13,461		234		153		69
Lifetime Income Benefit (LIB) – Death Benefit [5]	576		7		7		68
Reset [6] (5-7 years)	2,803		12		12		70
Return of Premium [7] /Other	10,508		56		50		67
Subtotal Variable Annuity with GMDB/GMWB [10]	49,359		3,719		784		69
Less: General Account Value with GMDB/GMWB	3,904
Subtotal Separate Account Liabilities with GMDB	45,455
Separate Account Liabilities without GMDB	86,022
Total Separate Account Liabilities	$	131,477

[1] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).

[2] Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums.

[3] EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals.

[4] APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).

[5] LIB GMDB is the greatest of current AV; net premiums paid; or, for certain contracts, a benefit amount generally based on market performance that ratchets over time.

[6] Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals).

[7] ROP GMDB is the greater of current AV or net premiums paid.

[8] AV includes the contract holder’s investment in the separate account and the general account.

[9] NAR is defined as the guaranteed benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline.

[10] Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $7.8 billion of total account value and weighted average attained age of 71 years. There is no NAR or retained NAR related to these contracts.

Account balances of contracts with death benefit guarantees were invested in variable separate accounts as follows:

Asset type	June 30, 2015		December 31, 2014
Equity securities (including mutual funds)	$	41,524	$	44,786
Cash and cash equivalents	3,931		4,066
Total	$	45,455	$	48,852

As of June 30, 2015 and December 31, 2014, approximately 17% of the equity securities (including mutual funds) in the preceding table were funds invested in fixed income securities and approximately 83% were funds invested in equity securities.

For further information on guaranteed living benefits that are accounted for at fair value, such as GMWB, see Note 2 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

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Transactions with Affiliates Level 3 (Tables)

6 Months Ended

Jun. 30, 2015

Related Party Transactions [Abstract]

Related Party Transactions Disclosure [Text Block]

7. Transactions with Affiliates

Parent Company Transactions

Transactions of the Company with Hartford Fire Insurance Company ("Hartford Fire"), Hartford Holdings Inc ("HHI") and its affiliates relate principally to tax settlements, reinsurance, insurance coverage, rental and service fees, payment of dividends and capital contributions. In addition, an affiliated entity purchased annuity contracts from the Company to fund structured settlement periodic payment obligations assumed by the affiliated entity as part of claims settlements with property casualty insurance companies and self-insured entities. As of June 30, 2015 and December 31, 2014, the Company had $54 of reserves for claim annuities purchased by affiliated entities. For the six months endedJune 30, 2015 and 2014, the Company recorded earned premiums of $1 and $2, respectively, for these intercompany claim annuities.

Substantially all general insurance expenses related to the Company, including rent and employee benefit plan expenses are initially paid by The Hartford. Expenses are allocated to the Company using specific identification if available, or other applicable methods, that would include a blend of revenue, expense and capital.

The Company has issued a guarantee to retirees and vested terminated employees (“Retirees”) of The Hartford Retirement Plan for U.S. Employees (“the Plan”) who retired or terminated prior to January 1, 2004. The Plan is sponsored by The Hartford. The guarantee is an irrevocable commitment to pay all accrued benefits which the Retiree or the Retiree’s designated beneficiary is entitled to receive under the Plan in the event the Plan assets are insufficient to fund those benefits and the Company is unable to provide sufficient assets to fund those benefits. The Company believes that the likelihood that payments will be required under this guarantee is remote.

In 1990, Hartford Fire guaranteed the obligations of the Company with respect to life, accident and health insurance and annuity contracts issued after January 1, 1990. The guarantee was issued to provide an increased level of security to potential purchasers of the Company’s products. Although the guarantee was terminated in 1997, it still covers policies that were issued from 1990 to 1997. As of June 30, 2015 and December 31, 2014, no recoverables have been recorded for this guarantee, as the Company was able to meet these policyholder obligations.

Reinsurance Assumed from Affiliates

Concurrent with the sale of HLIKK in 2014, certain fixed annuity products and variable annuity product GMDB, GMIB, GMWB and GMAB riders that had been previously reinsured to the Company and HLAI were recaptured by terminating or modifying intercompany agreements. Upon closing, the Company and HLAI transferred approximately $1.6 billion of assets supporting the recaptured reserves resulting in a loss of $213 on the recapture transaction and the Buyer became responsible for all liabilities of the recaptured business.

HLAI continues to provide reinsurance for yen denominated fixed payout annuities approximating $760 as of June 30, 2015.

Reinsurance Ceded to Affiliates

The Company maintains a reinsurance agreement with HLA, whereby the Company cedes both group life and group accident and health risk. Under this treaty, the Company ceded group life premium of $17 and $36 for the three and six months endedJune 30, 2015, respectively, and $20 and $42 for the three and six months endedJune 30, 2014, respectively. The Company ceded accident and health premiums to HLA of $38 and $79 for the three and six months endedJune 30, 2015, respectively, and $60 and $279 for the three and six months endedJune 30, 2014, respectively.

Until April 1, 2014, HLAI had a modified coinsurance (“modco”) and coinsurance with funds withheld reinsurance agreement with WRR. HLAI ceded to WRR variable annuity contracts, associated riders, and payout annuities written by HLAI; annuity contracts and associated riders assumed by HLAI under unaffiliated reinsurance agreements; GMAB, GMIB riders and GMDB risks assumed by HLAI from HLIKK.

Under modco, the assets and the liabilities, and under coinsurance with funds withheld, the assets, associated with the reinsured business remained on the consolidated balance sheet of HLIC in segregated portfolios, and WRR received the economic risks and rewards related to the reinsured business through modco and funds withheld adjustments. These adjustments were recorded as an adjustment to operating expenses.

Effective April 1, 2014, HLAI terminated its modco and coinsurance with funds withheld reinsurance agreement with WRR, following receipt of approval from the CTDOI and Vermont Department of Financial Regulation. As a result, the Company reclassified $310 in aggregate reserves for annuity contracts from funds withheld within Other liabilities to Other policyholder funds and benefits payable. The Company recognized a gain of $213 in the year ended December 31, 2014 resulting from the termination of derivatives associated with the reinsurance transaction. On April 30, 2014, The Hartford dissolved WRR which resulted in WRR paying off a $655 surplus note and returning $367 in capital to The Hartford, all of which was contributed as capital to HLAI to support the recaptured risks.

The impact of the modco and coinsurance with funds withheld reinsurance agreement with WRR on the Company’s Condensed Consolidated Statements of Operations prior to termination was as follows:

	Six Months Ended June 30,
	2014
Earned premiums	$	(5	)
Net realized losses [1]	(103		)
Total revenues	(108		)
Benefits, losses and loss adjustment expenses	(1		)
Insurance operating costs and other expenses	(4		)
Total expenses	(5		)
Loss before income taxes	(103		)
Income tax benefit	(36		)
Net loss	$	(67	)

[1] Amounts represent the change in valuation of the derivative associated with this transaction.

Schedule of Related Party Transactions [Table Text Block]

	Six Months Ended June 30,
	2014
Earned premiums	$	(5	)
Net realized losses [1]	(103		)
Total revenues	(108		)
Benefits, losses and loss adjustment expenses	(1		)
Insurance operating costs and other expenses	(4		)
Total expenses	(5		)
Loss before income taxes	(103		)
Income tax benefit	(36		)
Net loss	$	(67	)

[1] Amounts represent the change in valuation of the derivative associated with this transaction.

XML

Fair Value Measurements Level 3 (Tables)

6 Months Ended

Jun. 30, 2015

Fair Value Disclosures [Abstract]

Assets and (liabilities) carried at fair value by hierarchy level

	June 30, 2015
	Total			Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
ABS	$	1,212		$	—	$	1,198		$	14
CDOs	1,421			—		1,073			348
CMBS	2,029			—		1,942			87
Corporate	15,644			—		15,097			547
Foreign government/government agencies	351			—		336			15
Municipal	1,052			—		1,003			49
RMBS	1,689			—		1,027			662
U.S. Treasuries	2,034			115		1,919			—
Total fixed maturities	25,432			115		23,595			1,722
Fixed maturities, FVO	213			—		141			72
Equity securities, trading [1]	11			11		—			—
Equity securities, AFS	178			98		36			44
Derivative assets
Credit derivatives	19			—		19			—
Commodity derivatives	2			—		—			2
Equity derivatives	—			—		—			—
Foreign exchange derivatives	2			—		2			—
Interest rate derivatives	101			—		101			—
Guaranteed minimum withdrawal benefit ("GMWB") hedging instruments	87			—		6			81
Macro hedge program	100			—		—			100
Total derivative assets [2]	311			—		128			183
Short-term investments	1,412			334		1,078			—
Reinsurance recoverable for GMWB	50			—		—			50
Modified coinsurance reinsurance contracts	60			—		60			—
Separate account assets [3]	126,683			86,300		39,648			735
Total assets accounted for at fair value on a recurring basis	$	154,350		$	86,858	$	64,686		$	2,806
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
GMWB	$	(112	)	$	—	$	—		$	(112	)
Equity linked notes	(26		)	—		—			(26		)
Total other policyholder funds and benefits payable	(138		)	—		—			(138		)
Derivative liabilities
Credit derivatives	(15		)	—		(15		)	—
Commodity derivatives	—			—		—			—
Equity derivatives	28			—		25			3
Foreign exchange derivatives	(479		)	—		(479		)	—
Interest rate derivatives	(371		)	—		(343		)	(28		)
GMWB hedging instruments	47			—		3			44
Macro hedge program	65			—		—			65
Total derivative liabilities [4]	(725		)	—		(809		)	84
Consumer notes [5]	(3		)	—		—			(3		)
Total liabilities accounted for at fair value on a recurring basis	$	(866	)	$	—	$	(809	)	$	(57	)

	December 31, 2014
	Total			Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
ABS	$	1,171		$	—	$	1,089		$	82
CDOs	1,148			—		788			360
CMBS	1,887			—		1,768			119
Corporate	15,742			—		15,096			646
Foreign government/government agencies	602			—		572			30
Municipal	1,052			—		998			54
RMBS	1,857			—		1,123			734
U.S. Treasuries	1,977			72		1,905			—
Total fixed maturities	25,436			72		23,339			2,025
Fixed maturities, FVO	280			—		196			84
Equity securities, trading [1]	11			11		—			—
Equity securities, AFS	514			411		55			48
Derivative assets
Credit derivatives	3			—		5			(2		)
Equity derivatives	2			—		—			2
Foreign exchange derivatives	(1		)	—		(1		)	—
Interest rate derivatives	123			—		123			—
GMWB hedging instruments	119			—		5			114
Macro hedge program	93			—		—			93
Total derivative assets [2]	339			—		132			207
Short-term investments	2,162			199		1,963			—
Reinsurance recoverable for GMWB	56			—		—			56
Modified coinsurance reinsurance contracts	34			—		34			—
Separate account assets [3]	132,198			91,524		40,096			578
Total assets accounted for at fair value on a recurring basis	$	161,030		$	92,217	$	65,815		$	2,998
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
GMWB	$	(139	)	$	—	$	—		$	(139	)
Equity linked notes	(26		)	—		—			(26		)
Total other policyholder funds and benefits payable	(165		)	—		—			(165		)
Derivative liabilities
Credit derivatives	—			—		1			(1		)
Equity derivatives	28			—		25			3
Foreign exchange derivatives	(444		)	—		(444		)	—
Interest rate derivatives	(409		)	—		(382		)	(27		)
GMWB hedging instruments	55			—		(1		)	56
Macro hedge program	48			—		—			48
Total derivative liabilities [4]	(722		)	—		(801		)	79
Consumer notes [5]	(3		)	—		—			(3		)
Total liabilities accounted for at fair value on a recurring basis	$	(890	)	$	—	$	(801	)	$	(89	)

[1] Included in other investments on the Condensed Consolidated Balance Sheets.

[2] Includes over-the-counter ("OTC") and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of June 30, 2015 and December 31, 2014, $280 and $399, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the preceding table. See the following footnote 4 for derivative liabilities.

[3] Approximately $3.8 billion and $2.5 billion of investment sales receivable, as of June 30, 2015 and December 31, 2014, respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value.

[4] Includes OTC and OTC-cleared derivative instruments in a net negative fair market value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the following Level 3 roll-forward table in this Note 2, the derivative assets and liabilities are referred to as “freestanding derivatives” and are presented on a net basis.

[5] Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.

Information about significant unobservable inputs used in Level 3 assets measured at fair value

Significant Unobservable Inputs for Level 3 Assets Measured at Fair Value

The following tables present information about significant unobservable inputs used in Level 3 assets measured at fair value. The tables exclude securities such as ABS and CRE CDOs for which fair values are predominately based on broker quotations.

	As of June 30, 2015
Securities					Unobservable Inputs
Assets accounted for at fair value on a recurring basis	Fair Value		Predominant Valuation Method	Significant Unobservable  Input	Minimum	Maximum	Weighted Average [1]	Impact of Increase in Input on Fair Value [2]
CMBS	$	87	Discounted cash flows	Spread (encompasses prepayment, default risk and loss severity)	41bps	577bps	186bps	Decrease
Corporate [3]	252		Discounted cash flows	Spread	138bps	728bps	368bps	Decrease
Municipal [3]	31		Discounted cash flows	Spread	192bps	192bps	192bps	Decrease
RMBS	662		Discounted cash flows	Spread	36bps	1,748bps	146bps	Decrease
				Constant prepayment rate	—%	100%	6%	Decrease [4]
				Constant default rate	—%	14%	6%	Decrease
				Loss severity	—%	100%	76%	Decrease
	As of December 31, 2014
CMBS	$	119	Discounted cash flows	Spread (encompasses prepayment, default risk and loss severity)	46bps	2,475bps	284bps	Decrease
Corporate [3]	324		Discounted cash flows	Spread	123bps	765bps	267bps	Decrease
Municipal [3]	32		Discounted cash flows	Spread	212bps	212bps	212bps	Decrease
RMBS	734		Discounted cash flows	Spread	23bps	1,904bps	141bps	Decrease
				Constant prepayment rate	—%	7%	3%	Decrease [4]
				Constant default rate	1%	14%	7%	Decrease
				Loss severity	—%	100%	78%	Decrease

[1] The weighted average is determined based on the fair value of the securities.

[2] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the preceding table.

[3] Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as noted in the following discussion.

[4] Decrease for above market rate coupons and increase for below market rate coupons.

Significant Unobservable Inputs for Level 3 Assets Measured at Fair Values (continued)

	As of June 30, 2015
Freestanding Derivatives						Unobservable Inputs
	Fair Value			Predominant Valuation Method	Significant Unobservable Input	Minimum	Maximum	Impact of Increase in Input on Fair Value [1]
Interest rate swaps	$	(28	)	Discounted  cash flows	Swap curve  beyond 30 years	3%	3%	Decrease
GMWB hedging instruments
Customized swaps	125			Discounted  cash flows	Equity volatility	10%	40%	Increase
Macro hedge program
Equity options	165			Option model	Equity volatility	15%	28%	Increase
	As of December 31, 2014
Interest rate derivative
Interest rate swaps	$	(29	)	Discounted  cash flows	Swap curve  beyond 30 years	3%	3%	Decrease
Interest rate swaptions	2			Option Model	Interest rate volatility	1%	1%	Increase
GMWB hedging instruments
Equity options	46			Option model	Equity volatility	22%	34%	Increase
Customized swaps	124			Discounted  cash flows	Equity volatility	10%	40%	Increase
Macro hedge program
Equity options	141			Option model	Equity volatility	27%	28%	Increase

[1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.

Significant Unobservable Input	Minimum	Maximum	Impact of Increase in Input on Fair Value Measurement [1]
Withdrawal Utilization [2]	20%	100%	Increase
Withdrawal Rates [3]	—%	8%	Increase
Lapse Rates [4]	—%	75%	Decrease
Reset Elections [5]	20%	75%	Increase
Equity Volatility [6]	10%	40%	Increase

[1] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.

[2] Range represents assumed cumulative percentages of policyholders taking withdrawals.

[3] Range represents assumed cumulative annual amount withdrawn by policyholders.

[4] Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.

[5] Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.

[6] Range represents implied market volatilities for equity indices based on multiple pricing sources.

Roll-forward of Financial Instruments Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)

Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)

The following tables provide fair value roll-forwards for the three months ended June 30, 2015, for financial instruments classified as Level 3.

	Fixed Maturities, AFS																								Fixed Maturities, FVO
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS
Fair value as of March 31, 2015	$	96		$	362		$	119		$	670		$	17		$	52		$	674		$	1,990		$	72
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			—			—			—			—			—			—			—			—
Included in OCI [3]	(2		)	(2		)	1			(10		)	(2		)	(3		)	1			(17		)	—
Purchases	9			—			—			2			2			—			35			48			1
Settlements	—			(12		)	(13		)	(26		)	(1		)	—			(29		)	(81		)	1
Sales	(6		)	—			(3		)	(12		)	(1		)	—			(35		)	(57		)	(1		)
Transfers into Level 3 [4]	—			—			—			—			—			—			16			16			—
Transfers out of Level 3 [4]	(83		)	—			(17		)	(77		)	—			—			—			(177		)	(1		)
Fair value as of June 30, 2015	$	14		$	348		$	87		$	547		$	15		$	49		$	662		$	1,722		$	72
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	—		$	—		$	—		$	—		$	—		$	—		$	—		$	—

				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Commodity			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Total Free-Standing Derivatives [5]
Fair value as of March 31, 2015	$	48		$	(6	)	$	—		$	5		$	(30	)	$	159		$	187		$	315
Total realized/unrealized gains (losses)
Included in net income [1] [2]	6			(2		)	(4		)	(2		)	3			(34		)	(22		)	(61		)
Included in OCI [3]	—			—			—			—			—			—			—			—
Purchases	1			(2		)	—			—			—			—			—			(2		)
Settlements	—			—			—			—			(1		)	—			—			(1		)
Sales	(8		)	—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			6			—			—			—			—			6
Transfers out of Level 3 [4]	(3		)	10			—			—			—			—			—			10
Fair value as of June 30, 2015	$	44		$	—		$	2		$	3		$	(28	)	$	125		$	165		$	267
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	—		$	(4	)	$	—		$	3		$	(32	)	$	(18	)	$	(51	)

Assets	Reinsurance Recoverable for GMWB			Separate Accounts
Fair value as of March 31, 2015	$	65		$	602
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(16		)	7
Included in OCI	—			(1		)
Purchases	—			224
Settlements	1			(5		)
Sales	—			(44		)
Transfers into Level 3 [4]	—			5
Transfers out of Level 3 [4]	—			(53		)
Fair value as of June 30, 2015	$	50		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	(16	)	$	7

	Other Policyholder Funds and Benefits Payable
Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of March 31, 2015	$	(176	)	$	(26	)	$	(202	)	$	(3	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	78			—			78			—
Settlements	(14		)	—			(14		)	—
Fair value as of June 30, 2015	$	(112	)	$	(26	)	$	(138	)	$	(3	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	78		$	—		$	78		$	—

The following tables provide fair value roll-forwards for the six months endedJune 30, 2015, for financial instruments classified as Level 3.

	Fixed Maturities, AFS																								Fixed Maturities, FVO
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS
Fair value as of January 1, 2015	$	82		$	360		$	119		$	646		$	30		$	54		$	734		$	2,025		$	84
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			(1		)	—			(2		)	—			—			(1		)	(4		)	(4		)
Included in OCI [3]	(2		)	13			(1		)	(26		)	(2		)	(5		)	1			(22		)	—
Purchases	22			—			12			3			3			—			46			86			5
Settlements	—			(18		)	(19		)	(24		)	(2		)	—			(58		)	(121		)	2
Sales	(6		)	—			(3		)	(15		)	(14		)	—			(57		)	(95		)	(5		)
Transfers into Level 3 [4]	1			—			4			58			—			—			16			79			—
Transfers out of Level 3 [4]	(83		)	(6		)	(25		)	(93		)	—			—			(19		)	(226		)	(10		)
Fair value as of June 30, 2015	$	14		$	348		$	87		$	547		$	15		$	49		$	662		$	1,722		$	72
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	(1	)	$	(1	)	$	(1	)	$	—		$	—		$	—		$	(3	)	$	(2	)

				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Commodity			Equity			Interest Rate			GMWB Hedging			Macro Hedge Program			Total Free- Standing Derivatives [5]
Fair value as of January 1, 2015	$	48		$	(3	)	$	—		$	5		$	(27	)	$	170		$	141		$	286
Total realized/unrealized gains (losses)
Included in net income [1] [2]	6			1			(4		)	8			—			(25		)	(23		)	(43		)
Included in OCI [3]	(2		)	—			—			—			—			—			—			—
Purchases	3			(8		)	—			—			—			—			47			39
Settlements	—			—			—			(10		)	(1		)	(20		)	—			(31		)
Sales	(8		)	—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			6			—			—			—			—			6
Transfers out of Level 3 [4]	(3		)	10			—			—			—			—			—			10
Fair value as of June 30, 2015	$	44		$	—		$	2		$	3		$	(28	)	$	125		$	165		$	267
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	—		$	3		$	(4	)	$	1		$	(2	)	$	(16	)	$	(15	)	$	(33	)

Assets	Reinsurance Recoverable for GMWB			Separate Accounts
Fair value as of January 1, 2015	$	56		$	578
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(9		)	7
Included in OCI	—			(1		)
Purchases	—			262
Settlements	3			(10		)
Sales	—			(50		)
Transfers into Level 3 [4]	—			6
Transfers out of Level 3 [4]	—			(57		)
Fair value as of June 30, 2015	$	50		$	735
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	(9	)	$	7

	Other Policyholder Funds and Benefits Payable
Liabilities	Guaranteed Living Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of January 1, 2015	$	(139	)	$	(26	)	$	(165	)	$	(3	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	59			—			59			—
Settlements	(32		)	—			(32		)	—
Fair value as of June 30, 2015	$	(112	)	$	(26	)	$	(138	)	$	(3	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2015 [2] [6]	$	59		$	—		$	59		$	—

The following tables provide fair value roll-forwards for the three months ended June 30, 2014, for financial instruments classified as Level 3.

	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS			Fixed Maturities, FVO
Fair value as of March 31, 2014	$	35		$	449		$	309		$	768		$	30		$	51		$	807		$	2,449		$	190
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			—			1			(2		)	—			—			10			9			5
Included in OCI [3]	1			6			1			7			1			2			(8		)	10			—
Purchases	24			—			2			21			1			—			55			103			5
Settlements	(1		)	(16		)	(23		)	(20		)	—			—			(30		)	(90		)	(2		)
Sales	(8		)	—			(1		)	(24		)	(3		)	(1		)	(35		)	(72		)	(60		)
Transfers into Level 3 [4]	—			—			—			77			—			—			—			77			—
Transfers out of Level 3 [4]	—			(54		)	(43		)	(94		)	—			—			(24		)	(215		)	—
Fair value as of June 30, 2014	$	51		$	385		$	246		$	733		$	29		$	52		$	775		$	2,271		$	138
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	—		$	—		$	—		$	(2	)	$	—		$	—		$	(1	)	$	(3	)	$	10

			Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS		Credit			Equity		GMWB Hedging			Macro Hedge Program			Intl. Program Hedging			Total Free-Standing Derivatives [5]
Fair value as of March 31, 2014	$	52	$	1		$	2	$	123		$	133		$	(40	)	$	219
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—		(1		)	—		(26		)	(15		)	12			(30		)
Purchases	—		—			—		—			2			—			2
Settlements	—		—			—		—			—			(5		)	(5		)
Transfers out of Level 3 [4]	—		—			—		—			—			33			33
Fair value as of June 30, 2014	$	52	$	—		$	2	$	97		$	120		$	—		$	219
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	—	$	(1	)	$	—	$	(26	)	$	(15	)	$	—		$	(42	)

Assets	Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB			Separate Accounts
Fair value as of March 31, 2014	$	(509	)	$	762
Total realized/unrealized gains (losses)
Included in net income [1] [2]	533			(1		)
Purchases	—			136
Settlements	7			(1		)
Sales	—			(78		)
Transfers into Level 3 [4]	—			3
Transfers out of Level 3 [4]	—			(8		)
Fair value as of June 30, 2014	$	31		$	813
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	533		$	1

	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed Withdrawal Benefits [7]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of March 31, 2014	$	(535	)	$	(19	)	$	(554	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	596			(3		)	593			—
Settlements	(59		)	—			(59		)	—
Fair value as of June 30, 2014	$	2		$	(22	)	$	(20	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	596		$	(3	)	$	593		$	—

The following tables provide fair value roll-forwards for the six months endedJune 30, 2014, for financial instruments classified as Level 3.

	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign Govt./Govt. Agencies			Municipal			RMBS			Total Fixed Maturities, AFS			Fixed Maturities, FVO
Fair value as of January 1, 2014	$	108		$	428		$	360		$	790		$	38		$	49		$	798		$	2,571		$	178
Total realized/unrealized gains (losses)
Included in net income [1] [2]	—			—			9			(6		)	(1		)	—			9			11			14
Included in OCI [3]	3			6			(5		)	25			4			4			1			38			—
Purchases	24			—			3			45			1			—			142			215			10
Settlements	(1		)	(27		)	(48		)	(18		)	(2		)	—			(61		)	(157		)	(3		)
Sales	(11		)	(9		)	(23		)	(58		)	(11		)	(1		)	(82		)	(195		)	(61		)
Transfers into Level 3 [4]	—			48			—			107			—			—			—			155			—
Transfers out of Level 3 [4]	(72		)	(61		)	(50		)	(152		)	—			—			(32		)	(367		)	—
Fair value as of June 30, 2014	$	51		$	385		$	246		$	733		$	29		$	52		$	775		$	2,271		$	138
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	—		$	—		$	—		$	(7	)	$	(2	)	$	—		$	(1	)	$	(10	)	$	18

				Freestanding Derivatives [5]
Assets (Liabilities)	Equity Securities, AFS			Credit			Equity		Interest Rate			GMWB Hedging			Macro Hedge Program			Intl. Program Hedging			Total Free-Standing Derivatives [5]
Fair value as of January 1, 2014	$	51		$	2		$	2	$	(24	)	$	146		$	139		$	(61	)	$	204
Total realized/unrealized gains (losses)
Included in net income [1] [2]	(1		)	(2		)	—		—			(60		)	(25		)	24			(63		)
Included in OCI [3]	2			—			—		—			—			—			—			—
Purchases	—			—			—		—			4			6			9			19
Settlements	—			—			—		—			7			—			(5		)	2
Transfers out of Level 3 [4]	—			—			—		24			—			—			33			57
Fair value as of June 30, 2014	$	52		$	—		$	2	$	—		$	97		$	120		$	—		$	219
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	(1	)	$	(2	)	$	—	$	(1	)	$	(76	)	$	(25	)	$	17		$	(87	)

Assets	Reinsurance Recoverable for GMWB and Japan GMWB, GMIB, and GMAB			Separate Accounts
Fair value as of January 1, 2014	$	(467	)	$	737
Total realized/unrealized gains (losses)
Included in net income [1] [2]	426			4
Purchases	—			265
Settlements	72			(1		)
Sales	—			(163		)
Transfers into Level 3 [4]	—			4
Transfers out of Level 3 [4]	—			(33		)
Fair value as of June 30, 2014	$	31		$	813
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	426		$	6

	Other Policyholder Funds and Benefits Payable [1]
Liabilities	Guaranteed Living Benefits [7][8]			Equity Linked Notes			Total Other Policyholder Funds and Benefits Payable			Consumer Notes
Fair value as of January 1, 2014	$	(576	)	$	(18	)	$	(594	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1] [2]	670			(4		)	666			—
Settlements	(92		)	—			(92		)	—
Fair value as of June 30, 2014	$	2		$	(22	)	$	(20	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at June 30, 2014 [2] [6]	$	670		$	(4	)	$	666		$	—

[1] The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

[2] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.

[3] All amounts are before income taxes and amortization of DAC.

[4] Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

[5] Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

[6] Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

Fair value of assets and liabilities accounted for using the fair value option

Fair Value Option

FVO investments include certain securities that contain embedded credit derivatives with underlying credit risk primarily related to residential and commercial real estate, for which the company has elected the fair value option. The Company also classifies the underlying fixed maturities held in certain consolidated investment funds within the Fixed Maturities, FVO line on the Condensed Consolidated Balance Sheets. The Company reports consolidated investment companies at fair value with changes in the fair value of these securities recognized in net realized capital gains and losses, which is consistent with accounting requirements for investment companies. The investment funds hold fixed income securities in multiple sectors and the Company has management and control of the funds as well as a significant ownership interest.

The Company also elected the fair value option for certain equity securities in order to align the accounting with total return swap contracts that hedge the risk associated with the investments. The swaps do not qualify for hedge accounting and the change in value of both the equity securities and the total return swaps are recorded in net realized capital gains and losses. These equity securities are classified within equity securities, AFS on the Condensed Consolidated Balance Sheets. Income earned from FVO securities is recorded in net investment income and changes in fair value are recorded in net realized capital gains and losses.

The following table presents the changes in fair value of those assets and liabilities accounted for using the fair value option reported in net realized capital gains and losses in the Company’s Condensed Consolidated Statements of Operations.

	Three Months Ended June 30,					Six Months Ended June 30,
	2015			2014		2015			2014
Assets
Fixed maturities, FVO
Corporate	$	(2	)	$	2	$	1		$	3
CRE CDOs	—			7		1			16
Foreign government	—			7		—			16
RMBS	(4		)	—		(3		)	1
Total fixed maturities, FVO	$	(6	)	$	16	$	(1	)	$	36
Equity, FVO	$	2		—		$	2		$	—
Total realized capital gains	$	(4	)	$	16	$	1		$	36

Fair value of assets and liabilities accounted for using the fair value option

The following table presents the fair value of assets and liabilities accounted for using the fair value option included in the Company's Condensed Consolidated Balance Sheets.

	As of
	June 30, 2015		December 31, 2014
Assets
Fixed maturities, FVO
ABS	$	4	$	13
Corporate	29		96
CDO	70		67
CMBS	7		15
Foreign government	1		3
Municipals	1		2
RMBS	99		82
U.S. Government	2		2
Total fixed maturities, FVO	$	213	$	280
Equity, FVO [1]	$	—	$	248

[1] Included in equity securities, AFS on the Condensed Consolidated Balance Sheets. The Company did not hold any equity securities, FVO as of June 30, 2015.

Financial Instruments Not Carried at Fair Value

Financial Instruments Not Carried at Fair Value

The following presents carrying amounts and fair values of the Company's financial instruments not carried at fair value and not included in the preceding fair value discussion.

		June 30, 2015				December 31, 2014
	Fair Value Hierarchy Level	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Assets
Policy loans	Level 3	$	1,438	$	1,438	$	1,430	$	1,430
Mortgage loans	Level 3	2,999		3,099		3,109		3,280
Liabilities
Other policyholder funds and benefits payable [1]	Level 3	$	6,773	$	6,765	$	7,134	$	7,353
Consumer notes [2]	Level 3	56		59		68		68
Assumed investment contracts [3]	Level 3	760		831		763		851

[1] Excludes group accident and health and universal life insurance contracts, including corporate owned life insurance.

[2] Excludes amounts carried at fair value and included in preceding disclosures.

[3] Included in other liabilities in the Condensed Consolidated Balance Sheets.

XML

Accumulated Other Comprehensive Income Level 1 (Notes)

6 Months Ended

Jun. 30, 2015

Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]

Comprehensive Income (Loss) Note [Text Block]

Changes in AOCI, net of tax and DAC, by component consist of the following:

Three months ended June 30, 2015

	Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
Beginning balance	$	1,257		$	80		$	(3	)	$	1,334
OCI before reclassifications	(457		)	(10		)	—			(467		)
Amounts reclassified from AOCI	(10		)	(8		)	—			(18		)
Net OCI	(467		)	(18		)	—			(485		)
Ending balance	$	790		$	62		$	(3	)	$	849

Six months ended June 30, 2015

	Net Unrealized Gain on Securities			Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
Beginning balance	$	1,154		$	70		$	(3	)	$	1,221
OCI before reclassifications	(342		)	(2		)	—			(344		)
Amounts reclassified from AOCI	(22		)	(6		)	—			(28		)
Net OCI	(364		)	(8		)	—			(372		)
Ending balance	$	790		$	62		$	(3	)	$	849

Reclassifications from AOCI consist of the following for the six months endedJune 30, 2015:

	Amount Reclassified from AOCI
AOCI	Three months ended June 30, 2015		Six months ended June 30, 2015			Affected Line Item in the Condensed Consolidated Statement of Operations
Net Unrealized Gain on Securities
Available-for-sale securities	$	16	$	34		Net realized capital gains (losses)
	16		34			Total before tax
	6		12			Income tax expense
	$	10	$	22		Net income
Net Gains on Cash Flow Hedging Instruments
Interest rate swaps	$	—	$	(1	)	Net realized capital gains (losses)
Interest rate swaps	9		17			Net investment income
Foreign currency swaps	3		(7		)	Net realized capital gains (losses)
	12		9			Total before tax
	4		3			Income tax expense
	$	8	$	6		Net income
Total amounts reclassified from AOCI	$	18	$	28		Net income

Three Months Ended June 30, 2014

	Net Unrealized Gain on Securities		Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Total AOCI
Beginning balance	$	810	$	77		$	(1	)	$	886
OCI before reclassifications	227		5			1			233
Amounts reclassified from AOCI	29		(2		)	—			27
Net OCI	256		3			1			260
Ending balance	$	1,066	$	80		$	—		$	1,146

Six months ended June 30, 2014

	Net Unrealized Gain on Securities		Net Gain on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments		Total AOCI
Beginning balance	$	495	$	79		$	—	$	574
OCI before reclassifications	544		19			—		563
Amounts reclassified from AOCI	27		(18		)	—		9
Net OCI	571		1			—		572
Ending balance	$	1,066	$	80		$	—	$	1,146

Reclassifications from AOCI consist of the following for the six months endedJune 30, 2014:

	Amount Reclassified from AOCI
AOCI	Three months ended June 30, 2014			Six months ended June 30, 2014			Affected Line Item in the Condensed Consolidated Statement of Operations
Net Unrealized Gain on Securities
Available-for-sale securities	$	(44	)	$	(41	)	Net realized capital gains (losses)
	(44		)	(41		)	Total before tax
	(15		)	(14		)	Income tax expense
	$	(29	)	$	(27	)	Net income
Net Gains on Cash Flow Hedging Instruments
Interest rate swaps	$	—		$	1		Net realized capital gains (losses)
Interest rate swaps	3			26			Net investment income
	3			27			Total before tax
	1			9			Income tax expense
	$	2		$	18		Net income
Total amounts reclassified from AOCI	$	(27	)	$	(9	)	Net income

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Commitments and Contingencies Level 1 (Notes)

6 Months Ended

Jun. 30, 2015

Commitments and Contingencies Disclosure [Abstract]

Commitments and Contingencies Disclosure [Text Block]

Litigation

The Company is involved in claims litigation arising in the ordinary course of business, both as a liability insurer defending or providing indemnity for third-party claims brought against insureds and as an insurer defending coverage claims brought against it. The Company accounts for such activity through the establishment of unpaid loss and loss adjustment expense reserves. Management expects that the ultimate liability, if any, with respect to such ordinary-course claims litigation, after consideration of provisions made for potential losses and costs of defense, will not be material to the consolidated financial condition, results of operations or cash flows of the Company.

The Company is also involved in other kinds of legal actions, some of which assert claims for substantial amounts. These actions include, among others, individual actions in which punitive damages are sought, such as claims alleging bad faith in the handling of insurance claims or other allegedly unfair or improper business practices. Management expects that the ultimate liability, if any, with respect to such lawsuits, after consideration of provisions made for estimated losses, will not be material to the consolidated financial condition of the Company. Nonetheless, given the large or indeterminate amounts sought in certain of these actions, and the inherent unpredictability of litigation, the outcome in certain matters could, from time to time, have a material adverse effect on the Company’s consolidated financial condition, results of operations or cash flows in particular quarterly or annual periods.

Derivative Commitments

Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings of the individual legal entity that entered into the derivative agreement as set by nationally recognized statistical rating agencies. If the legal entity’s financial strength were to fall below certain ratings, the counterparties to the derivative agreements could demand immediate and ongoing full collateralization and in certain instances demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement. The settlement amount is determined by netting the derivative positions transacted under each agreement. If the termination rights were to be exercised by the counterparties, it could impact the legal entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the legal entity. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of June 30, 2015, is $813. Of this $813 the legal entities have posted collateral of $1.1 billion in the normal course of business. In addition, the Company has posted collateral of $38 associated with a customized GMWB derivative. Based on derivative market values as of June 30, 2015, a downgrade of one or two levels below the current financial strength ratings by either Moody’s or S&P would not require additional assets to be posted as collateral. These collateral amounts could change as derivative market values change, as a result of changes in our hedging activities or to the extent changes in contractual terms are negotiated. The nature of the collateral that we would post, if required, would be primarily in the form of U.S. Treasury bills, U.S. Treasury notes and government agency securities.

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Transactions with Affiliates Level 1 (Notes)

6 Months Ended

Jun. 30, 2015

Related Party Transactions [Abstract]

Related Party Transactions Disclosure [Text Block]

7. Transactions with Affiliates

Parent Company Transactions

Transactions of the Company with Hartford Fire Insurance Company ("Hartford Fire"), Hartford Holdings Inc ("HHI") and its affiliates relate principally to tax settlements, reinsurance, insurance coverage, rental and service fees, payment of dividends and capital contributions. In addition, an affiliated entity purchased annuity contracts from the Company to fund structured settlement periodic payment obligations assumed by the affiliated entity as part of claims settlements with property casualty insurance companies and self-insured entities. As of June 30, 2015 and December 31, 2014, the Company had $54 of reserves for claim annuities purchased by affiliated entities. For the six months endedJune 30, 2015 and 2014, the Company recorded earned premiums of $1 and $2, respectively, for these intercompany claim annuities.

Substantially all general insurance expenses related to the Company, including rent and employee benefit plan expenses are initially paid by The Hartford. Expenses are allocated to the Company using specific identification if available, or other applicable methods, that would include a blend of revenue, expense and capital.

The Company has issued a guarantee to retirees and vested terminated employees (“Retirees”) of The Hartford Retirement Plan for U.S. Employees (“the Plan”) who retired or terminated prior to January 1, 2004. The Plan is sponsored by The Hartford. The guarantee is an irrevocable commitment to pay all accrued benefits which the Retiree or the Retiree’s designated beneficiary is entitled to receive under the Plan in the event the Plan assets are insufficient to fund those benefits and the Company is unable to provide sufficient assets to fund those benefits. The Company believes that the likelihood that payments will be required under this guarantee is remote.

In 1990, Hartford Fire guaranteed the obligations of the Company with respect to life, accident and health insurance and annuity contracts issued after January 1, 1990. The guarantee was issued to provide an increased level of security to potential purchasers of the Company’s products. Although the guarantee was terminated in 1997, it still covers policies that were issued from 1990 to 1997. As of June 30, 2015 and December 31, 2014, no recoverables have been recorded for this guarantee, as the Company was able to meet these policyholder obligations.

Reinsurance Assumed from Affiliates

Concurrent with the sale of HLIKK in 2014, certain fixed annuity products and variable annuity product GMDB, GMIB, GMWB and GMAB riders that had been previously reinsured to the Company and HLAI were recaptured by terminating or modifying intercompany agreements. Upon closing, the Company and HLAI transferred approximately $1.6 billion of assets supporting the recaptured reserves resulting in a loss of $213 on the recapture transaction and the Buyer became responsible for all liabilities of the recaptured business.

HLAI continues to provide reinsurance for yen denominated fixed payout annuities approximating $760 as of June 30, 2015.

Reinsurance Ceded to Affiliates

The Company maintains a reinsurance agreement with HLA, whereby the Company cedes both group life and group accident and health risk. Under this treaty, the Company ceded group life premium of $17 and $36 for the three and six months endedJune 30, 2015, respectively, and $20 and $42 for the three and six months endedJune 30, 2014, respectively. The Company ceded accident and health premiums to HLA of $38 and $79 for the three and six months endedJune 30, 2015, respectively, and $60 and $279 for the three and six months endedJune 30, 2014, respectively.

Until April 1, 2014, HLAI had a modified coinsurance (“modco”) and coinsurance with funds withheld reinsurance agreement with WRR. HLAI ceded to WRR variable annuity contracts, associated riders, and payout annuities written by HLAI; annuity contracts and associated riders assumed by HLAI under unaffiliated reinsurance agreements; GMAB, GMIB riders and GMDB risks assumed by HLAI from HLIKK.

Under modco, the assets and the liabilities, and under coinsurance with funds withheld, the assets, associated with the reinsured business remained on the consolidated balance sheet of HLIC in segregated portfolios, and WRR received the economic risks and rewards related to the reinsured business through modco and funds withheld adjustments. These adjustments were recorded as an adjustment to operating expenses.

Effective April 1, 2014, HLAI terminated its modco and coinsurance with funds withheld reinsurance agreement with WRR, following receipt of approval from the CTDOI and Vermont Department of Financial Regulation. As a result, the Company reclassified $310 in aggregate reserves for annuity contracts from funds withheld within Other liabilities to Other policyholder funds and benefits payable. The Company recognized a gain of $213 in the year ended December 31, 2014 resulting from the termination of derivatives associated with the reinsurance transaction. On April 30, 2014, The Hartford dissolved WRR which resulted in WRR paying off a $655 surplus note and returning $367 in capital to The Hartford, all of which was contributed as capital to HLAI to support the recaptured risks.

The impact of the modco and coinsurance with funds withheld reinsurance agreement with WRR on the Company’s Condensed Consolidated Statements of Operations prior to termination was as follows:

	Six Months Ended June 30,
	2014
Earned premiums	$	(5	)
Net realized losses [1]	(103		)
Total revenues	(108		)
Benefits, losses and loss adjustment expenses	(1		)
Insurance operating costs and other expenses	(4		)
Total expenses	(5		)
Loss before income taxes	(103		)
Income tax benefit	(36		)
Net loss	$	(67	)

[1] Amounts represent the change in valuation of the derivative associated with this transaction.

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Basis of Presentation and Accounting Policies Level 2 (Policies)

6 Months Ended

Jun. 30, 2015

Accounting Policies [Abstract]

Consolidation, Policy [Policy Text Block]

Consolidation

The Condensed Consolidated Financial Statements include the accounts of HLIC, companies in which the Company directly or indirectly has a controlling financial interest and those variable interest entities (“VIEs”) which the Company is required to consolidate. Entities in which HLIC has significant influence over the operating and financing decisions but is not required to consolidate are reported using the equity method. For further discussions on VIEs, see Note 3 - Investments and Derivative Instruments of Notes to Condensed Consolidated Financial Statements. All intercompany transactions and balances between HLIC and its subsidiaries have been eliminated.

Reclassification [Policy Text Block]

Reclassifications

Certain reclassifications have been made to prior period financial information to conform to the current period presentation.

Use of Estimates, Policy [Policy Text Block]

Use of Estimates

The preparation of financial statements, in conformity with U.S. GAAP, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.

The most significant estimates include those used in determining estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits required to be fair valued; valuation of investments and derivative instruments; valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Condensed Consolidated Financial Statements.

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Investments and Derivative Instruments Level 4 Available-for-Sale Securities (Details) - Fair Value Hierarchy [Domain] $ in Millions		Jun. 30, 2015 USD ($) Security	Dec. 31, 2014 USD ($)
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		$ 203	$ 189
Available-for-sale Equity Securities, Amortized Cost Basis		167	525
Available-for-sale Securities, Equity Securities		178	514
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax		213	208
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax		1,697	2,374
Available-for-sale Securities, Amortized Cost
One year or less, amortized cost		768	1,031
Over one year through five years, amortized cost		5,315	4,902
Over five years through ten years, amortized cost		3,595	3,345
Over ten years, amortized cost		8,109	8,116
Available-for-sale Securities, Fair Value
One year or less, fair value		777	1,043
Over one year through five years, fair value		5,527	5,168
Over five years through ten years, fair value		3,695	3,501
Over ten years, fair value		9,082	9,661
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		23,960	23,260
Available-for-sale Securities, Debt Securities		25,432	25,436
Available-for-sale Securities, Debt Maturities, without Single Maturity Date, Amortized Cost Basis		6,173	5,866
Available-for-sale Securities, Debt Maturities, without Single Maturity Date, Fair Value		6,351	6,063
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Amortized Cost Basis		24,127	23,535
Available-for-sale Securities			25,702
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		5,828	2,714
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		5,696	2,648
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		1,603	2,386
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		1,521	2,245
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		7,431	5,100
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		7,217	4,893
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		$ 1,676	2,364
Number of Securities Included in AFS Securities in Unrealized Loss Position | Security		2,277
Percentage of Gross Unrealized Losses Depressed Less than Twenty Percent of Cost or Amortized Cost		94.00%
Available-for-sale Equity Securities, Accumulated Gross Unrealized Gain, before Tax		$ 21	10
Available-for-sale Equity Securities, Accumulated Gross Unrealized Loss, before Tax		10	19
Fixed maturities available-for-sale, excluding mortgage-backed and asset-backed securities [Member]
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		17,787	17,394
Available-for-sale Securities, Debt Securities		19,081	19,373
Asset-backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		28	30
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,221	1,181
Available-for-sale Securities, Debt Securities		1,212	1,171
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		293	368
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		292	367
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		295	340
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		268	311
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		588	708
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		560	678
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		19	20
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Collateralized Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		8	20
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,340	1,083
Available-for-sale Securities, Debt Securities		1,421	1,148
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost	[1]	422	123
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	[1]	420	122
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost	[1]	605	771
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	[1]	598	753
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost	[1]	1,027	894
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	[1]	1,018	875
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		90	84
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		15	7
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,965	1,797
Available-for-sale Securities, Debt Securities		2,029	1,887
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		473	109
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		463	108
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		100	194
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		95	188
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		573	303
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		558	296
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		79	97
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		3	3
Corporate Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		124	109
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		14,583	14,166
Available-for-sale Securities, Debt Securities		15,644	15,742
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		3,711	1,542
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		3,615	1,491
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		319	661
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		291	603
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		4,030	2,203
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		3,906	2,094
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		1,185	1,685
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		6	3
Foreign Government Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		5	9
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		337	576
Available-for-sale Securities, Debt Securities		351	602
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		110	145
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		106	140
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		17	68
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		16	64
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		127	213
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		122	204
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		19	35
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Municipal Bonds [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		207	14
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		198	14
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		4	13
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		3	12
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		211	27
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		201	26
US States and Political Subdivisions Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		10	1
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		988	935
Available-for-sale Securities, Debt Securities		1,052	1,052
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		74	118
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		10	12
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,647	1,805
Available-for-sale Securities, Debt Securities		1,689	1,857
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		288	148
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		286	147
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		201	229
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		193	218
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		489	377
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		479	365
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		52	64
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
US Treasury Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax		3	1
Available-for-sale Securities, Fair Value
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis		1,879	1,717
Available-for-sale Securities, Debt Securities		2,034	1,977
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		267	184
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		264	184
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		11	18
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		11	17
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		278	202
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		275	201
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax		158	261
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		5,771	2,633
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		5,644	2,573
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		1,552	2,294
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		1,475	2,166
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		7,323	4,927
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		7,119	4,739
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		9	6
Available-for-sale Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		167
Available-for-sale Securities, Equity Securities		178	266
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities		25,610
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		9	6
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis			275
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Amortized Cost		57	81
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		52	75
Available-for-sale Securities Continuous Unrealized Loss Position Twelve Months or Longer Amortized Cost		51	92
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		46	79
Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost		108	173
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		98	154
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Available-for-sale, Debt Securities		0	0
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Equity Securities, Amortized Cost Basis		0	250
Available-for-sale Securities, Equity Securities		$ 0	$ 248

[1] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities, for which changes in fair value are recorded in net realized capital gains (losses).

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Transactions with Affiliates Level 4 (Details) - Balance Sheet Location [Domain] - Guaranteed Insurance Contract, Type of Benefit [Domain] - USD ($)		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014	Apr. 30, 2014
Related Party Transaction [Line Items]
Unrecognized Tax Benefits, Decrease Resulting from Prior Period Tax Positions		$ 48,000,000		$ 48,000,000
Recoverables for Hartford Fire Life, A&H, & Annuity, Contract Guarantees		0		0		$ 0
Net Amount at Risk by Product and Guarantee, Net Amount at Risk	[1],[2]	3,410,000,000		3,410,000,000
Transfer of assets from HLIC and HLAI to HLIKK			$ 1,600,000,000		$ 1,600,000,000
Liabilities		178,905,000,000		178,905,000,000		182,484,000,000
Schedule of Related Party Transactions [Abstract]
Premiums Earned, Net		23,000,000	52,000,000	46,000,000	(71,000,000)
Realized Investment Gains (Losses)		13,000,000	650,000,000	4,000,000	544,000,000
Revenues		702,000,000	1,396,000,000	1,370,000,000	1,891,000,000
Policyholder Benefits and Claims Incurred, Net		303,000,000	415,000,000	633,000,000	669,000,000
Insurance operating costs and other expenses		146,000,000	386,000,000	280,000,000	552,000,000
Benefits, Losses and Expenses		461,000,000	826,000,000	944,000,000	1,277,000,000
Income (loss) before income taxes		241,000,000	570,000,000	426,000,000	614,000,000
Income Tax Expense (Benefit)		11,000,000	171,000,000	51,000,000	158,000,000
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		230,000,000	399,000,000	375,000,000	456,000,000
Reinsurance Recoverables		20,009,000,000		20,009,000,000		20,053,000,000
Affiliated Entity [Member]
Related Party Transaction [Line Items]
Assumed Liability for Unpaid Claims and Claims Adjustment Expense		54,000,000		54,000,000		54,000,000
Assumed Premiums Earned				1,000,000	2,000,000
Hartford Life Insurance K.K. [Member]
Related Party Transaction [Line Items]
Loss on Contract Termination			213,000,000
White River Life Reinsurance [Member]
Related Party Transaction [Line Items]
Gain (Loss) on Contract Termination						213,000,000
Hartford Life and Annuity Insurance Company [Member]
Related Party Transaction [Line Items]
Funds Held under Reinsurance Agreements, Liability			310,000,000		310,000,000
Hartford Life and Annuity Insurance Company [Member] | White River Life Reinsurance [Member]
Schedule of Related Party Transactions [Abstract]
Premiums Earned, Net					(5,000,000)
Realized Investment Gains (Losses)	[3]				(103,000,000)
Revenues					(108,000,000)
Policyholder Benefits and Claims Incurred, Net					(1,000,000)
Insurance operating costs and other expenses					(4,000,000)
Benefits, Losses and Expenses					(5,000,000)
Income (loss) before income taxes					(103,000,000)
Income Tax Expense (Benefit)					(36,000,000)
Income (Loss) from Continuing Operations Attributable to Parent					(67,000,000)
White River Life Reinsurance [Member]
Related Party Transaction [Line Items]
Surplus Notes							$ 655,000,000
Capital							$ 367,000,000
Investment Contracts [Member] | Fair Value, Inputs, Level 2 [Member]
Related Party Transaction [Line Items]
Financial Liabilities Fair Value Disclosure	[4]	831,000,000		831,000,000
Hartford Life Insurance K.K. [Member] | JAPAN | Investment Contracts [Member] | Reported Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member]
Related Party Transaction [Line Items]
Liabilities	[4]	760,000,000		760,000,000		$ 763,000,000
Group Insurance Policies [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written		17,000,000	20,000,000	36,000,000	42,000,000
Accident and Health Insurance Product Line [Member] | Hartford Life and Accident Insurance Company [Member]
Related Party Transaction [Line Items]
Ceded Premiums Written		$ 38,000,000	$ 60,000,000	$ 79,000,000	$ 279,000,000

[1] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).

[2] NAR is defined as the guaranteed benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline

[3] Amounts represent the change in valuation of the derivative associated with this transaction.

[4] Included in other liabilities in the Condensed Consolidated Balance Sheets.

XML

Separate Accounts, Death Benefits and Other Insurance Benefit Features Level 3 (Tables)

6 Months Ended

Jun. 30, 2015

Separate Accounts Disclosure [Abstract]

Schedule of Minimum Guaranteed Benefit Liabilities [Table Text Block]

	GMDB/GMWB [1]			Universal Life Secondary Guarantees
Liability balance as of January 1, 2015	$	812		$	2,041
Incurred	81			146
Paid	(56		)	—
Unlock	(61		)	(11		)
Liability balance as of June 30, 2015	$	776		$	2,176
Reinsurance recoverable asset, as of January 1, 2015	$	480		$	2,041
Incurred	50			135
Paid	(45		)	—
Unlock	2			—
Reinsurance recoverable asset, as of June 30, 2015	$	487		$	2,176

	GMDB/GMWB [1]			Universal Life Secondary Guarantees
Liability balance as of January 1, 2014	$	849		$	1,802
Incurred	89			115
Paid	(57		)	—
Unlock	(24		)	—
Liability balance as of June 30, 2014	$	857		$	1,917
Reinsurance recoverable asset, as of January 1, 2014	$	533		$	1,802
Incurred	52			115
Paid	(44		)	—
Unlock	(14		)	—
Reinsurance recoverable asset, as of June 30, 2014	$	527		$	1,917

[1] These liability balances include all GMDB benefits, plus the life-contingent portion of GMWB benefits in excess of the return of the GRB. GMWB benefits up to the return of the GRB are embedded derivatives held at fair value and are excluded from these balances.

Schedule of Fair Value of Separate Accounts by Major Category of Investment [Table Text Block]

Account Value by GMDB/GMWB Type
Maximum anniversary value (“MAV”) [1]	Account Value (“AV”) [8]		Net Amount at Risk (“NAR”) [9]		Retained Net Amount at Risk (“RNAR”) [9]		Weighted Average Attained Age of Annuitant
MAV only	$	15,974	$	2,537	$	396	70
With 5% rollup [2]	1,382		202		60		70
With Earnings Protection Benefit Rider (“EPB”) [3]	4,125		558		81		69
With 5% rollup & EPB	530		113		25		72
Total MAV	22,011		3,410		562
Asset Protection Benefit (APB) [4]	13,461		234		153		69
Lifetime Income Benefit (LIB) – Death Benefit [5]	576		7		7		68
Reset [6] (5-7 years)	2,803		12		12		70
Return of Premium [7] /Other	10,508		56		50		67
Subtotal Variable Annuity with GMDB/GMWB [10]	49,359		3,719		784		69
Less: General Account Value with GMDB/GMWB	3,904
Subtotal Separate Account Liabilities with GMDB	45,455
Separate Account Liabilities without GMDB	86,022
Total Separate Account Liabilities	$	131,477

[1] MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).

[2] Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums.

[3] EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals.

[4] APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).

[5] LIB GMDB is the greatest of current AV; net premiums paid; or, for certain contracts, a benefit amount generally based on market performance that ratchets over time.

[6] Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals).

[7] ROP GMDB is the greater of current AV or net premiums paid.

[8] AV includes the contract holder’s investment in the separate account and the general account.

[9] NAR is defined as the guaranteed benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline.

[10] Some variable annuity contracts with GMDB also have a life-contingent GMWB that may provide for benefits in excess of the return of the GRB. Such contracts included in this amount have $7.8 billion of total account value and weighted average attained age of 71 years. There is no NAR or retained NAR related to these contracts.

Asset type	June 30, 2015		December 31, 2014
Equity securities (including mutual funds)	$	41,524	$	44,786
Cash and cash equivalents	3,931		4,066
Total	$	45,455	$	48,852

XML

Fair Value Measurements Level 4 Fair Value by Hierarchy (Details) - Marketable Securities and Investments Held at Cost [Domain] - Fair Value, Option, Eligible Item or Group [Domain] - USD ($) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015		Jun. 30, 2014		Mar. 31, 2015	Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount		$ 0			$ 0
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		25,432			25,432					$ 25,436
Marketable Securities, Fixed Maturities		213			213					280
Trading Securities, Equity		11			11					11	[1]
Available-for-sale Securities, Equity Securities		178			178					514
Other Short-term Investments		1,412			1,412					2,162
Alternative Investments, Fair Value Disclosure		1,264			1,264					1,309
Reinsurance Recoverables		20,009			20,009					20,053
Separate Account Assets		131,477			131,477					134,689
Assets, Fair Value Disclosure		154,350			154,350					161,030
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		(866)			(866)
Cash collateral liability		150			150					129
Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		311			311					339	[2]
Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		19			19					3
Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(15)			(15)
Commodity Option [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		2			2
Commodity Option [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		28			28
Foreign Exchange Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		2			2					(1)
Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(479)			(479)
Interest Rate Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		101			101					123
Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(371)			(371)
Derivative Financial Instruments, Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Cash collateral liability		280			280					399
Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(725)			(725)					(722)	[3]
Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)					(3)	[4]
ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,212			1,212					1,171
Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,421			1,421					1,148
CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		2,029			2,029					1,887
Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		15,644			15,644					15,742
Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		351			351					602
Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,052			1,052					1,052
RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,689			1,689					1,857
U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		2,034			2,034					1,977
Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		115			115					72
Marketable Securities, Fixed Maturities		0			0					0
Trading Securities, Equity		11			11					11	[1]
Available-for-sale Securities, Equity Securities		98			98					411
Other Short-term Investments		334			334					199
Assets, Fair Value Disclosure		86,858			86,858					92,217
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		0			0
Level 1 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 1 [Member] | Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Level 1 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 1 [Member] | Commodity Option [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 1 [Member] | Commodity Option [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 1 [Member] | Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 1 [Member] | Foreign Exchange Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Level 1 [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 1 [Member] | Interest Rate Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Level 1 [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0	[3]
Level 1 [Member] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0	[4]
Level 1 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			0					0
Level 1 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			0					0
Level 1 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			0					0
Level 1 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			0					0
Level 1 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			0					0
Level 1 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			0					0
Level 1 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			0					0
Level 1 [Member] | U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		115			115					72
Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		23,595			23,595					23,339
Marketable Securities, Fixed Maturities		141			141					196
Trading Securities, Equity		0			0					0	[1]
Available-for-sale Securities, Equity Securities		36			36					55
Other Short-term Investments		1,078			1,078					1,963
Assets, Fair Value Disclosure		64,686			64,686					65,815
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		(809)			(809)
Level 2 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 2 [Member] | Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		128			128					132	[2]
Level 2 [Member] | Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		19			19					5
Level 2 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(15)			(15)
Level 2 [Member] | Commodity Option [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 2 [Member] | Commodity Option [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 2 [Member] | Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		25			25
Level 2 [Member] | Foreign Exchange Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		2			2					(1)
Level 2 [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(479)			(479)
Level 2 [Member] | Interest Rate Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		101			101					123
Level 2 [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(343)			(343)
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(809)			(809)					(801)	[3]
Level 2 [Member] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0	[4]
Level 2 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,198			1,198					1,089
Level 2 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,073			1,073					788
Level 2 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,942			1,942					1,768
Level 2 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		15,097			15,097					15,096
Level 2 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		336			336					572
Level 2 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,003			1,003					998
Level 2 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,027			1,027					1,123
Level 2 [Member] | U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,919			1,919					1,905
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			735				$ 602	578
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		7	[5],[6]		7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(7)	[5],[7]		(7)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		224			262
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		5			10
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		44			50
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		5	[8]		6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		53	[8]		57
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		1,722			1,722					2,025
Marketable Securities, Fixed Maturities		72			72					84
Trading Securities, Equity		0			0					0	[1]
Available-for-sale Securities, Equity Securities		44			44					48
Other Short-term Investments		0			0					0
Assets, Fair Value Disclosure		2,806			2,806					2,998
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis		(57)			(57)
Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(138)			(138)
Level 3 [Member] | Derivative Financial Instruments, Assets [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		183			183					207	[2]
Level 3 [Member] | Credit derivative [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					(2)
Level 3 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 3 [Member] | Commodity Option [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		2			2
Level 3 [Member] | Commodity Option [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 3 [Member] | Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		3			3
Level 3 [Member] | Foreign Exchange Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Level 3 [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Level 3 [Member] | Interest Rate Contract [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Level 3 [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(28)			(28)
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		84			84					79	[3]
Level 3 [Member] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(3)			(3)					(3)	[4]
Level 3 [Member] | ABS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		14			14					82
Level 3 [Member] | Collateralized Debt Obligations [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		348			348					360
Level 3 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		87			87					119
Level 3 [Member] | Corporate [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		547			547					646
Level 3 [Member] | Foreign Government Debt Securities [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		15			15					30
Level 3 [Member] | Municipal [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		49			49					54
Level 3 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		662			662					734
Level 3 [Member] | U.S. Treasuries [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		0			0					0
Fair Value, Measurements, Recurring [Member]
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis										(890)
Fair Value, Measurements, Recurring [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(165)
Fair Value, Measurements, Recurring [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset		0			0					2
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										28
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(444)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(409)
Fair Value, Measurements, Recurring [Member] | Level 1 [Member]
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis										0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Equity Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset		0			0					0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member]
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis										(801)
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										1
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Equity Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset		0			0					0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										25
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(444)
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(382)
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Liabilities accounted for at fair value on a recurring basis
Total liabilities accounted for at fair value on a recurring basis										(89)
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(138)		$ (20)	(138)		$ (20)		(202)	(165)		$ (554)	$ (594)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[5],[6]	593	59		666
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(78)	[7],[9]	(593)	(59)		(666)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32		92
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(165)
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Credit derivative [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(1)
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity Contract [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Asset		0			0					2
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										3
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Foreign Exchange Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Interest Rate Contract [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(27)
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Embedded Derivative Financial Instruments [Member] | Other Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(3)		(2)	(3)		(2)		(3)	(3)		(2)	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[5],[6]	0	0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[7],[9]	0	0		0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0		0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | CMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		87			87					119
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | RMBS [Member]
Assets accounted for at fair value on a recurring basis
Available-for-sale Securities, Debt Securities		662			662					734
U.S. [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
U.S. [Member] | Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
U.S. [Member] | Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
U.S. [Member] | Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(112)		2	(112)		2		(176)	(139)		(535)	(576)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		78	[5],[6]	596	59		670
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		(78)	[7],[9]	(596)	(59)		(670)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		14		59	32		92
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(112)			(112)
U.S. [Member] | Fair Value, Measurements, Recurring [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(139)
U.S. [Member] | Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
U.S. [Member] | Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
U.S. [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(139)
US GMWB Hedging Instruments [Member] | U.S. [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		87			87					119
US GMWB Hedging Instruments [Member] | U.S. [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		47			47					55
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 1 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 1 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 2 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		6			6					5
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 2 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		3			3					(1)
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 3 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		81			81					114
US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 3 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		44			44					56
Macro Hedge Program [Member] | U.S. [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		100			100					93
Macro Hedge Program [Member] | U.S. [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		65			65					48
Macro Hedge Program [Member] | U.S. [Member] | Level 1 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Macro Hedge Program [Member] | U.S. [Member] | Level 1 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Macro Hedge Program [Member] | U.S. [Member] | Level 2 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Macro Hedge Program [Member] | U.S. [Member] | Level 2 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0					0
Macro Hedge Program [Member] | U.S. [Member] | Level 3 [Member] | Other Investments [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		100			100					93
Macro Hedge Program [Member] | U.S. [Member] | Level 3 [Member] | Other Liabilities [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		65			65					48
GMWB Reinsurance [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		50			50					56
GMWB Reinsurance [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		0			0					0
GMWB Reinsurance [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		0			0					0
GMWB Reinsurance [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		50			50					56
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		60			60					34
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		0			0					0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		60			60					34
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Reinsurance Recoverables		0			0					0
Equity linked notes [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
Equity linked notes [Member] | Level 1 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity linked notes [Member] | Level 2 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		0			0
Equity linked notes [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net		(26)			(26)
Equity linked notes [Member] | Fair Value, Measurements, Recurring [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(26)
Equity linked notes [Member] | Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Equity linked notes [Member] | Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Other policyholder funds and benefits payable [Member]
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										0
Equity linked notes [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(26)		(22)	(26)		(22)		(26)	(26)		(19)	(18)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		0	[5],[6]	(3)	0		(4)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		0	[7],[9]	3	0		4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		0		0	0		0
Liabilities accounted for at fair value on a recurring basis
Derivative Assets (Liabilities), at Fair Value, Net										(26)
Separate Accounts [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets		126,683			126,683					132,198	[10]
Separate Accounts [Member] | Level 1 [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets		86,300			86,300					91,524	[10]
Separate Accounts [Member] | Level 2 [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets		39,648			39,648					40,096	[10]
Separate Accounts [Member] | Level 3 [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets		735			735					578	[10]
Interim Period [Member] | U.S. Treasuries [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount		155		77	155		77
Annual Period [Member] | U.S. Treasuries [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount				1,200			1,200					227
Portion at Other than Fair Value Measurement [Member]
Assets accounted for at fair value on a recurring basis
Separate Account Assets		3,800			3,800					2,500
Derivative [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							9
Derivative [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		267	[11]	219	267	[11]	219			286	[11]	219
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(42)	(33)	[5],[6],[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				30	43	[5],[7],[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	39	[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				5	31	[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[8],[11]				6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(33)	(10)	[8],[11]
Derivative [Member] | Level 3 [Member] | Credit derivative [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		0		0	0		0		(6)	(3)		1	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(1)	3	[5],[6]	(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		2	[5],[7]	1	(1)	[5],[7]	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		(2)			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements	[11]						0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[8]	(10)			(10)
Derivative [Member] | Level 3 [Member] | Equity Contract [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		3		2	3		2		5	5		2	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[5],[6]				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[7]	2			(8)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					10		0	[11]
Derivative [Member] | Level 3 [Member] | Interest Rate Contract [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		(28)		0	(28)		0		(30)	(27)			(24)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		3	[5],[6]		(2)	[5],[6]	(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[5],[7]	(3)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			1		0	[11]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3							(24)
Derivative [Member] | Non-US [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs													(61)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings							(24)
Derivative [Member] | International Program Hedging Instruments [Member] | JAPAN | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				0			0					(40)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				(12)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				(33)
Derivative [Member] | US GMWB Hedging Instruments [Member] | U.S. [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		125		97	125		97		$ 159	$ 170		$ 123	$ 146
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		(32)	[5],[6]	(26)	(16)	[5],[6]	(76)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		$ 34	[5],[7]	26	25	[5],[7]	60
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases							4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements					$ 20		(7)	[11]
Derivative [Member] | Designated as Hedging Instrument [Member] | Non-US [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs				$ 0			0
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)							17
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements							5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3							$ (33)

[1] Included in other investments on the Condensed Consolidated Balance Sheets.

[2] Includes over-the-counter ("OTC") and OTC-cleared derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. As of June 30, 2015 and December 31, 2014, $280 and $399, respectively, of cash collateral liability was netted against the derivative asset value in the Condensed Consolidated Balance Sheet and is excluded from the preceding table. See the following footnote 4 for derivative liabilities.

[3] Includes OTC and OTC-cleared derivative instruments in a net negative fair market value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements, clearing house rules and applicable law. In the following Level 3 roll-forward table in this Note 2, the derivative assets and liabilities are referred to as “freestanding derivatives” and are presented on a net basis.

[4] Represents embedded derivatives associated with non-funding agreement-backed consumer equity-linked notes.

[5] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.

[6] Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

[7] The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

[8] Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

[9] All amounts are before income taxes and amortization of DAC.

[10] Approximately $3.8 billion and $2.5 billion of investment sales receivable, as of June 30, 2015 and December 31, 2014, respectively, are excluded from this disclosure requirement because they are trade receivables in the ordinary course of business where the carrying amount approximates fair value.

[11] Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Condensed Consolidated Balance Sheet in other investments and other liabilities.

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Income Taxes Level 4 AMT Credit and Foreign Tax Credit Carryover (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Operating Loss Carryforwards [Line Items]
Deferred Tax Assets, Tax Credit Carryforwards, Alternative Minimum Tax	$ 232	$ 246
Deferred Tax Assets, Tax Credit Carryforwards, Foreign	135	$ 58
Tax Credit Carryforward, Valuation Allowance	$ 0
Latest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Expiration Date	Dec. 31, 2024
Earliest Tax Year [Member]
Operating Loss Carryforwards [Line Items]
Tax Credit Carryforward, Expiration Date	Dec. 31, 2018

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Investments and Derivative Instruments Level 4 Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months			$ 20
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net			0	$ 0
Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 12	$ 3	9	27
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	(16)	18	(3)	27
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0	0	(1)
Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net			(2)	30
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net				(1)
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	(22)	20
Currency Swap [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net			(1)	(3)
Currency Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivatives in Cash Flow Hedging Relationships [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	6	(2)
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0		(1)
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Currency Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	3		(7)
Interest Income [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	9		17
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0	0		1
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Currency Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	3	0	(7)	0
Reclassification out of Accumulated Other Comprehensive Income [Member] | Interest Income [Member] | Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 9	$ 3	$ 17	$ 26

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Condensed Consolidated Balance Sheets (Unaudited) (Parenthetical) - Fair Value Hierarchy [Domain] - USD ($) $ in Millions		Jun. 30, 2015	Dec. 31, 2014
Fixed maturities, available-for-sale, at amortized cost		$ 24,127	$ 23,535
Available-for-sale Debt Securities, Amortized Cost Basis		23,960	23,260
Variable Interest Entity, Consolidated, Carrying Amount, Assets		55	157
Available-for-sale Equity Securities, Amortized Cost Basis		167	525
Available-for-sale Securities, Equity Securities		178	514
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities		$ 11	$ 22
Common stock, par value		$ 5,690	$ 5,690
Common stock, shares authorized		1,000	1,000
Common stock, shares issued		1,000	1,000
Common stock: shares outstanding		1,000	1,000
Fixed Maturities [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets		$ 49	$ 139
Equity Securities [Member]
Available-for-sale Equity Securities, Amortized Cost Basis		0	250
Available-for-sale Securities, Equity Securities		0	248
Commercial Loan [Member]
Fixed maturities, available-for-sale, at amortized cost	[1]	3,018	3,124
Mortgage loans loss, net of allowances		19	15
Short-term Investments [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets		4	15
Limited Partnerships and Other Alternative Investments [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Mortgage loans loss, net of allowances		2	3
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities		1	2
Cash [Member]
Variable Interest Entity, Consolidated, Carrying Amount, Assets		$ 0	$ 0

[1] Amortized cost represents carrying value prior to valuation allowances, if any.

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Investments and Derivative Instruments Level 1 (Notes)

6 Months Ended

Jun. 30, 2015

Schedule of Investments [Abstract]

Investment Holdings [Text Block]

t Realized Capital Gains (Losses)

	Three Months Ended June 30,						Six Months Ended June 30,
(Before-tax)	2015			2014			2015			2014
Gross gains on sales	$	65		$	54		$	184		$	162
Gross losses on sales	(53		)	(91		)	(148		)	(195		)
Net OTTI losses recognized in earnings	(2		)	(3		)	(8		)	(10		)
Valuation allowances on mortgage loans	—			(4		)	(4		)	(4		)
Japanese fixed annuity contract hedges, net [1]	—			(5		)	—			(14		)
Periodic net coupon settlements on credit derivatives	2			4			3			9
Results of variable annuity hedge program
GMWB derivatives, net	(4		)	(6		)	(3		)	9
Macro hedge program	(23		)	(15		)	(27		)	(25		)
Total U.S. program	(27		)	(21		)	(30		)	(16		)
International Program [2]	—			(103		)	—			(126		)
Total results of variable annuity hedge program	(27		)	(124		)	(30		)	(142		)
GMIB/GMAB/GMWB reinsurance	—			528			—			579
Modified coinsurance reinsurance contracts	37			524			26			394
Other, net [3]	(9		)	(233		)	(19		)	(235		)
Net realized capital gains, before-tax	$	13		$	650		$	4		$	544

[1] Includes gains (losses) of $(22) and $(51), respectively, for the three and six months ended June 30, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $17 and $37, respectively, for the three and six months ended June 30, 2014, due to change in value related to the derivative hedging instruments and the Japan government FVO securities.

[2] Includes transactional foreign currency re-valuation gains (losses) of $(1) and $2, respectively, for the three and six months ended June 30, 2014.

[3] Other, net gains and losses include 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. Gains (losses) from transactional foreign currency revaluation of the reinsured liabilities were $16 and $(18), respectively, for the three months ended June 30, 2015 and 2014, and $16 and $(46), respectively, for the six months ended June 30, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(17) and $13, respectively, for the three months ended June 30, 2015 and 2014, and $(31) and $28, respectively for the six months ended June 30, 2015 and 2014.

Net realized capital gains and losses from investment sales, are reported as a component of revenues and are determined on a specific identification basis. Before tax, net gains and losses on sales and impairments previously reported as unrealized gains in AOCI were $16 and $34, respectively, for the three and six months endedJune 30, 2015, and $(44) and $(41) for the three and six months endedJune 30, 2014, respectively. Proceeds from sales of AFS securities totaled $2.5 billion and $5.6 billion, respectively, for the three and six months endedJune 30, 2015, and $2.2 billion and $5.6 billion for the three and six months endedJune 30, 2014, respectively.

Recognition and Presentation of Other-Than-Temporary Impairments

The Company deems bonds and certain equity securities with debt-like characteristics (collectively “debt securities”) to be other-than-temporarily impaired (“impaired”) if a security meets the following conditions: a) the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, or b) the Company does not expect to recover the entire amortized cost basis of the security. If the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, a charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. For those impaired debt securities which do not meet the first condition and for which the Company does not expect to recover the entire amortized cost basis, the difference between the security’s amortized cost basis and the fair value is separated into the portion representing a credit OTTI, which is recorded in net realized capital losses, and the remaining non-credit impairment, which is recorded in OCI. Generally, the Company determines a security’s credit impairment as the difference between its amortized cost basis and its best estimate of expected future cash flows discounted at the security’s effective yield prior to impairment. The remaining non-credit impairment is the difference between the security’s fair value and the Company’s best estimate of expected future cash flows discounted at the security’s effective yield prior to the impairment, which typically represents current market liquidity and risk premiums. The previous amortized cost basis less the impairment recognized in net realized capital losses becomes the security’s new cost basis. The Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary.

The Company’s evaluation of whether a credit impairment exists for debt securities includes but is not limited to, the following factors: (a) changes in the financial condition of the security’s underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) changes in the financial condition, credit rating and near-term prospects of the issuer, (d) the extent to which the fair value has been less than the amortized cost of the security and (e) the payment structure of the security. The Company’s best estimate of expected future cash flows used to determine the credit loss amount is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions and judgments regarding the future performance of the security. The Company’s best estimate of future cash flows involves assumptions including, but not limited to, various performance indicators, such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, and loan-to-value ("LTV") ratios. In addition, for structured securities, the Company considers factors including, but not limited to, average cumulative collateral loss rates that vary by vintage year, commercial and residential property value declines that vary by property type and location and commercial real estate delinquency levels. These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries which may include estimating the underlying collateral value. In addition, projections of expected future debt security cash flows may change based upon new information regarding the performance of the issuer and/or underlying collateral such as changes in the projections of the underlying property value estimates.

For equity securities where the decline in the fair value is deemed to be other-than-temporary, a charge is recorded in net realized capital losses equal to the difference between the fair value and cost basis of the security. The previous cost basis less the impairment becomes the security’s new cost basis. The Company asserts its intent and ability to retain those equity securities deemed to be temporarily impaired until the price recovers. Once identified, these securities are systematically restricted from trading unless approved by investment and accounting professionals. The investment and accounting professionals will only authorize the sale of these securities based on predefined criteria that relate to events that could not have been reasonably foreseen. Examples of the criteria include, but are not limited to, the deterioration in the issuer’s financial condition, security price declines, a change in regulatory requirements or a major business combination or major disposition.

The primary factors considered in evaluating whether an impairment exists for an equity security include, but are not limited to: (a) the length of time and extent to which the fair value has been less than the cost of the security, (b) changes in the financial condition, credit rating and near-term prospects of the issuer, (c) whether the issuer is current on preferred stock dividends and (d) the intent and ability of the Company to retain the investment for a period of time sufficient to allow for recovery.

Impairments for the three and six months endedJune 30, 2015 were $2 and $8, respectively, and $3 and $10 for the three and six months endedJune 30, 2014, respectively. Impairments for the three and six months endedJune 30, 2015 primarily consisted of securities in an unrealized loss position which the Company had made the decision to sell.Impairments for the three and six months endedJune 30, 2014primarily consisted of credit impairments caused by issuer specific deterioration.

The following table presents a roll-forward of the Company’s cumulative credit impairments on debt securities held.

	Three Months Ended June 30,						Six Months Ended June 30,
(Before-tax)	2015			2014			2015			2014
Balance, beginning of period	$	(288	)	$	(382	)	$	(296	)	$	(410	)
Additions for credit impairments recognized on [1]:
Securities not previously impaired	—			—			(2		)	(3		)
Securities previously impaired	—			(3		)	—			(6		)
Reductions for credit impairments previously recognized on:
Securities that matured or were sold during the period	3			29			5			59
Securities the Company made the decision to sell or more likely than not will be required to sell	—			—			1			—
Securities due to an increase in expected cash flows	15			5			22			9
Balance, end of period	$	(270	)	$	(351	)	$	(270	)	$	(351	)

[1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.

Available-for-Sale Securities

The following table presents the Company’s AFS securities by type.

	June 30, 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	$	1,221	$	19	$	(28	)	$	1,212	$	—		$	1,181	$	20	$	(30	)	$	1,171	$	—
CDOs [2]	1,340		90		(8		)	1,421		—			1,083		84		(20		)	1,148		—
CMBS	1,965		79		(15		)	2,029		(3		)	1,797		97		(7		)	1,887		(3		)
Corporate	14,583		1,185		(124		)	15,644		(6		)	14,166		1,685		(109		)	15,742		(3		)
Foreign govt./govt. agencies	337		19		(5		)	351		—			576		35		(9		)	602		—
Municipal	988		74		(10		)	1,052		—			935		118		(1		)	1,052		—
RMBS	1,647		52		(10		)	1,689		—			1,805		64		(12		)	1,857		—
U.S. Treasuries	1,879		158		(3		)	2,034		—			1,717		261		(1		)	1,977		—
Total fixed maturities, AFS	23,960		1,676		(203		)	25,432		(9		)	23,260		2,364		(189		)	25,436		(6		)
Equity securities, AFS [3]	167		21		(10		)	178		—			275		10		(19		)	266		—
Total AFS securities	$	24,127	$	1,697	$	(213	)	$	25,610	$	(9	)	$	23,535	$	2,374	$	(208	)	$	25,702	$	(6	)

[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 June 30, 2015 and December 31, 2014.

[2] Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in fair value will be recorded in net realized capital gains (losses).

[3] Excludes equity securities, FVO, with a cost and fair value of $250 and $248, respectively, as of December 31, 2014. The Company did not hold any equity securities, FVO as of June 30, 2015.

The following table presents the Company’s fixed maturities, AFS, by contractual maturity year.

	June 30, 2015				December 31, 2014
Contractual Maturity	Amortized Cost		Fair Value		Amortized Cost		Fair Value
One year or less	$	768	$	777	$	1,031	$	1,043
Over one year through five years	5,315		5,527		4,902		5,168
Over five years through ten years	3,595		3,695		3,345		3,501
Over ten years	8,109		9,082		8,116		9,661
Subtotal	17,787		19,081		17,394		19,373
Mortgage-backed and asset-backed securities	6,173		6,351		5,866		6,063
Total fixed maturities, AFS	$	23,960	$	25,432	$	23,260	$	25,436

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.

Concentration of Credit Risk

The Company aims to maintain a diversified investment portfolio including issuer, sector and geographic stratification, where applicable, and has established certain exposure limits, diversification standards and review procedures to mitigate credit risk.

The Company did not have exposure to any credit concentration risk of a single issuer greater than 10% of the Company’s stockholder’s equity, other than the U.S. government and certain U.S. government securities as of June 30, 2015 and December 31, 2014. For further discussion of concentration of credit risk, see the Concentration of Credit Risk section in Note 4 - Investments and Derivative Instruments of Notes to Consolidated Financial Statements in the Company’s 2014 Form 10-K Annual Report.

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.

	June 30, 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	$	293	$	292	$	(1	)	$	295	$	268	$	(27	)	$	588	$	560	$	(28	)
CDOs [1]	422		420		(2		)	605		598		(6		)	1,027		1,018		(8		)
CMBS	473		463		(10		)	100		95		(5		)	573		558		(15		)
Corporate	3,711		3,615		(96		)	319		291		(28		)	4,030		3,906		(124		)
Foreign govt./govt. agencies	110		106		(4		)	17		16		(1		)	127		122		(5		)
Municipal	207		198		(9		)	4		3		(1		)	211		201		(10		)
RMBS	288		286		(2		)	201		193		(8		)	489		479		(10		)
U.S. Treasuries	267		264		(3		)	11		11		—			278		275		(3		)
Total fixed maturities, AFS	5,771		5,644		(127		)	1,552		1,475		(76		)	7,323		7,119		(203		)
Equity securities, AFS [2]	57		52		(5		)	51		46		(5		)	108		98		(10		)
Total securities in an unrealized loss position	$	5,828	$	5,696	$	(132	)	$	1,603	$	1,521	$	(81	)	$	7,431	$	7,217	$	(213	)

	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	$	368	$	367	$	(1	)	$	340	$	311	$	(29	)	$	708	$	678	$	(30	)
CDOs [1]	123		122		(1		)	771		753		(19		)	894		875		(20		)
CMBS	109		108		(1		)	194		188		(6		)	303		296		(7		)
Corporate	1,542		1,491		(51		)	661		603		(58		)	2,203		2,094		(109		)
Foreign govt./govt. agencies	145		140		(5		)	68		64		(4		)	213		204		(9		)
Municipal	14		14		—			13		12		(1		)	27		26		(1		)
RMBS	148		147		(1		)	229		218		(11		)	377		365		(12		)
U.S. Treasuries	184		184		—			18		17		(1		)	202		201		(1		)
Total fixed maturities, AFS	2,633		2,573		(60		)	2,294		2,166		(129		)	4,927		4,739		(189		)
Equity securities, AFS [2]	81		75		(6		)	92		79		(13		)	173		154		(19		)
Total securities in an unrealized loss position	$	2,714	$	2,648	$	(66	)	$	2,386	$	2,245	$	(142	)	$	5,100	$	4,893	$	(208	)

[1] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities, for which changes in fair value are recorded in net realized capital gains (losses).

[2] As of June 30, 2015 and December 31, 2014, excludes equity securities, FVO which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets.

As of June 30, 2015, AFS securities in an unrealized loss position, consisted of 2,277 securities, primarily in the corporate sector, as well as commercial and residential real estate and student loan ABS, which are depressed primarily due to an increase in interest rates and/or wider credit spreads since the securities were purchased. As of June 30, 2015, 94% of these securities were depressed less than 20% of cost or amortized cost. The increase in unrealized losses as compared to December 31, 2014, was primarily attributable to an increase in interest rates.

Most of the securities depressed for twelve months or more relate to student loan ABS, certain floating rate corporate securities with greater than 10 years to maturity concentrated in the financial services sector, and structured securities with exposure to commercial and residential real estate. Student loan ABS and corporate securities are primarily depressed because the securities have floating-rate coupons and have long-dated maturities, or are perpetual, and current credit spreads are wider than when these securities were purchased. For certain commercial and residential real estate securities, current market spreads continue to be wider than spreads at the securities' respective purchase dates. The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined in the preceding discussion.

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 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.

	June 30, 2015							December 31, 2014
	Amortized Cost [1]		Valuation Allowance			Carrying Value		Amortized Cost [1]		Valuation Allowance			Carrying Value
Total commercial mortgage loans	$	3,018	$	(19	)	$	2,999	$	3,124	$	(15	)	$	3,109

[1] Amortized cost represents carrying value prior to valuation allowances, if any.

As of June 30, 2015, and December 31, 2014, the carrying value of mortgage loans associated with the valuation allowance was $45 and $49, respectively. There were no mortgage loans held-for-sale as of June 30, 2015 or December 31, 2014. As of June 30, 2015, loans within the Company’s mortgage loan portfolio that have had extensions or restructurings other than what is allowable under the original terms of the contract are immaterial.

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.

	Six Months Ended June 30,
	2015			2014
Balance, beginning of period	$	(15	)	$	(12	)
(Additions)/Reversals	(4		)	(4		)
Deductions	—			—
Balance, end of period	$	(19	)	$	(16	)

The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 56% as of June 30, 2015, while the weighted-average LTV ratio at origination of these loans was 64%. LTV ratios compare the loan amount to the value of the underlying property collateralizing the loan. The loan values are updated no less than annually through property level reviews of the portfolio. Factors considered in the property valuation include, but are not limited to, actual and expected property cash flows, geographic market data and capitalization rates. DSCR compares a property’s net operating income to the borrower’s principal and interest payments. The weighted average DSCR of the Company’s commercial mortgage loan portfolio was 2.39x as of June 30, 2015. The Company held no delinquent commercial mortgage loans as of June 30, 2015.

The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR.

Commercial Mortgage Loans Credit Quality
	June 30, 2015			December 31, 2014
Loan-to-value	Carrying Value		Avg. Debt-Service Coverage Ratio	Carrying Value		Avg. Debt-Service Coverage Ratio
Greater than 80%	$	18	1.13x	$	21	1.14x
65% - 80%	452		1.72x	452		1.71x
Less than 65%	2,529		2.53x	2,636		2.49x
Total commercial mortgage loans	$	2,999	2.39x	$	3,109	2.36x

The following tables present the carrying value of the Company’s mortgage loans by region and property type.

Mortgage Loans by Region
	June 30, 2015			December 31, 2014
	Carrying Value		Percent of Total	Carrying Value		Percent of Total
East North Central	$	63	2.1%	$	64	2.1%
Middle Atlantic	245		8.2%	272		8.7%
Mountain	35		1.2%	35		1.1%
New England	146		4.9%	146		4.7%
Pacific	918		30.5%	905		29.1%
South Atlantic	566		18.9%	532		17.1%
West North Central	1		—%	15		0.5%
West South Central	125		4.2%	125		4.0%
Other [1]	900		30.0%	1,015		32.7%
Total mortgage loans	$	2,999	100.0%	$	3,109	100.0%

[1] Primarily represents loans collateralized by multiple properties in various regions.

Mortgage Loans by Property Type
	June 30, 2015			December 31, 2014
	Carrying Value		Percent of Total	Carrying Value		Percent of Total
Commercial
Agricultural	$	22	0.7%	$	22	0.7%
Industrial	960		32.1%	989		31.8%
Lodging	26		0.9%	26		0.8%
Multifamily	547		18.2%	522		16.8%
Office	720		24.0%	723		23.3%
Retail	610		20.3%	713		22.9%
Other	114		3.8%	114		3.7%
Total mortgage loans	$	2,999	100.0%	$	3,109	100.0%

Variable Interest Entities

The Company is involved with various special purpose entities and other entities that are deemed to be VIEs primarily as a collateral or investment manager and as an investor through normal investment activities, as well as a means of accessing capital through a contingent capital facility.

A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest or lacks sufficient funds to finance its own activities without financial support provided by other entities.

The Company performs ongoing qualitative assessments of its VIEs to determine whether the Company has a controlling financial interest in the VIE and therefore is the primary beneficiary. The Company is deemed to have a controlling financial interest when it has both the ability to direct the activities that most significantly impact the economic performance of the VIE and the obligation to absorb losses or right to receive benefits from the VIE that could potentially be significant to the VIE. Based on the Company’s assessment, if it determines it is the primary beneficiary, the Company consolidates the VIE in the Company’s Condensed Consolidated Financial Statements.

Consolidated VIEs

The following table presents the carrying value of assets and liabilities, and the maximum exposure to loss relating to the VIEs for which the Company is the primary beneficiary. Creditors have no recourse against the Company in the event of default by these VIEs nor does the Company have any implied or unfunded commitments to these VIEs. The Company’s financial or other support provided to these VIEs is limited to its collateral or investment management services and original investment.

	June 30, 2015						December 31, 2014
	Total Assets		Total Liabilities  [1]		Maximum Exposure to Loss [2]		Total Assets		Total Liabilities  [1]		Maximum Exposure to Loss [2]
Investment funds [3]	$	53	$	10	$	43	$	154	$	20	$	138
Limited partnerships and other alternative investments	2		1		1		3		2		1
Total	$	55	$	11	$	44	$	157	$	22	$	139

[1] Included in other liabilities in the Company’s Condensed 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 fixed maturities, FVO, short-term investments, and equity, AFS in the Company’s Condensed Consolidated Balance Sheets.

Investment funds represent wholly-owned fixed income funds for which the Company has management and control of investments which is the activity that most significantly impacts its economic performance. The decline in investments funds is due to redemptions paid by one of the funds. Limited partnerships represent one hedge fund of funds for which the Company holds a majority interest in the fund as an investment.

Non-Consolidated VIEs

The Company does not hold any investments issued by VIEs for which the Company is not the primary beneficiary as of June 30, 2015 and December 31, 2014. In addition, the Company, through normal investment activities, makes passive investments in structured securities issued by VIEs for which the Company is not the manager which are included in ABS, CDOs, CMBS and RMBS in the fixed maturities, AFS or fixed maturities, FVO, on the Company’s Condensed Consolidated Balance Sheets. The Company has not provided financial or other support with respect to these investments other than its original investment. For these investments, the Company determined it is not the primary beneficiary due to the relative size of the Company’s investment in comparison to the principal amount of the structured securities issued by the VIEs, the level of credit subordination which reduces the Company’s obligation to absorb losses or right to receive benefits and the Company’s inability to direct the activities that most significantly impact the economic performance of the VIEs. The Company’s maximum exposure to loss on these investments is limited to the amount of the Company’s investment.

Repurchase Agreements, Dollar Roll Transactions and Other Collateral Transactions

From time to time, the Company enters into repurchase agreements and dollar roll transactions to manage liquidity or to earn incremental spread income. A repurchase agreement is a transaction in which one party (transferor) agrees to sell securities to another party (transferee) in return for cash (or securities), with a simultaneous agreement to repurchase the same securities at a specified price at a later date. A dollar roll is a type of repurchase agreement where a mortgage backed security is sold with an agreement to repurchase substantially the same security at a specified time in the future. These transactions generally have a contractual maturity of ninety days or less and the carrying amounts of these instruments approximates fair value.

As part of repurchase agreements and dollar roll transactions, the Company transfers collateral of U.S. government and government agency securities and receives cash. For the repurchase agreements, the Company obtains cash in an amount equal to at least 95% of the fair value of the securities transferred. The agreements contain contractual provisions that require additional collateral to be transferred when necessary and provide the counterparty the right to sell or re-pledge the securities transferred. The cash received from the repurchase program is typically invested in short-term investments or fixed maturities. Repurchase agreements include master netting provisions that provide the counterparties the right to offset claims and apply securities held by them with respect to their obligations in the event of a default. Although the Company has the contractual right to offset claims, fixed maturities do not meet the specific conditions for net presentation under U.S. GAAP. The Company accounts for the repurchase agreements and dollar roll transactions as collateralized borrowings. The securities transferred under repurchase agreements and dollar roll transactions are included in fixed maturities, AFS with the obligation to repurchase those securities recorded in other liabilities on the Company's Condensed Consolidated Balance Sheets.

As of June 30, 2015, the Company reported in fixed maturities, AFS on the Condensed Consolidated Balance Sheets financial collateral pledged relating to repurchase agreements of $112. The Company reported a corresponding obligation to repurchase the pledged securities of $115 in other liabilities on the Condensed Consolidated Balance Sheets. The Company had no outstanding dollar roll transactions as of June 30, 2015. The Company had no outstanding repurchase agreements or dollar roll transactions as of December 31, 2014.

The Company is required by law to deposit securities with government agencies in certain states in which it conducts business. As of June 30, 2015 and December 31, 2014 the fair value of securities on deposit was approximately $13 and $14, respectively.

Refer to Derivative Collateral Arrangements section of this note for disclosure of collateral in support of derivative transactions.

Derivative Instruments

The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, commodity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that would be permissible investments under the Company’s investment policies. The Company also may enter into and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or may contain features that are deemed to be embedded derivative instruments, such as the GMWB rider included with certain variable annuity products.

Strategies that qualify for hedge accounting

Certain derivatives that the Company enters into satisfy the hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements, included in the Company’s 2014 Form 10-K Annual Report. Typically, these hedge relationships include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the securities being hedged closely match the terms of the swap. The swaps are typically used to manage interest rate duration of certain fixed maturity securities or liability contracts. The hedge strategies by hedge accounting designation include:

Cash flow hedges

Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on floating-rate fixed maturity securities to fixed rates.

Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates.

Fair value hedges

Interest rate swaps are used to hedge the changes in fair value of fixed maturity securities due to fluctuations in interest rates. These swaps are typically used to manage interest rate duration.

Non-qualifying strategies

Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include the hedge program for the Company's variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate, foreign currency, and commodity risk of certain fixed maturities and liabilities do not qualify for hedge accounting.

The non-qualifying strategies include:

Interest rate swaps, swaptions and futures

The Company uses interest rate swaps, swaptions, and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of June 30, 2015 and December 31, 2014 the notional amount of interest rate swaps in offsetting relationships was $4.5 billion.

Foreign currency swaps and forwards

The Company enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.

Fixed payout annuity hedge

The Company formerly offered certain variable annuity products with a guaranteed minimum income benefit ("GMIB") and continues to reinsure certain yen denominated fixed payout annuities. The Company invests in U.S. dollar denominated assets to support the reinsurance liability. The Company entered into pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments.

Credit contracts

Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in value on fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. The Company is also exposed to credit risk related to certain structured fixed maturity securities that have embedded credit derivatives, which reference a standard index of corporate securities. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward.

Equity index swaps and options

During 2015, the Company entered into total return swaps to hedge equity risk of specific common stock investments which are accounted for using fair value option in order to align the accounting treatment within net realized capital gains (losses). The Company also enters into equity index options with the purpose of hedging the impact of an adverse equity market environment on the investment portfolio. In addition, the Company formerly offered certain equity indexed products, a portion of which contain embedded derivatives that require bifurcation. The Company uses equity index swaps to economically hedge the equity volatility risk associated with the equity indexed products.

Commodity contracts

During 2015, the Company purchased for $6 put option contracts on West Texas Intermediate oil futures with a strike of $35 dollars per barrel in order to partially offset potential losses related to certain fixed maturity securities that could arise if oil prices decline substantially. These options expire in early 2016.

GMWB derivatives, net

The Company formerly offered certain variable annuity products with GMWB riders. The GMWB product is a bifurcated embedded derivative (“GMWB product derivatives”) that has a notional value equal to the GRB. The Company uses reinsurance contracts to transfer a portion of its risk of loss due to GMWB. The reinsurance contracts covering GMWB (“GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB amount.

The Company utilizes derivatives (“GMWB hedging instruments”) as part of an actively managed program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB riders due to changes in interest rates, equity market levels, and equity volatility. These derivatives include customized swaps, interest rate swaps and futures, and equity swaps, options and futures, on certain indices including the S&P 500 index, EAFE index and NASDAQ index. The following table presents notional and fair value for GMWB hedging instruments.

	Notional Amount				Fair Value
	June 30, 2015		December 31, 2014		June 30, 2015		December 31, 2014
Customized swaps	$	6,493	$	7,041	$	116	$	124
Equity swaps, options, and futures	1,719		3,761		10		39
Interest rate swaps and futures	3,520		3,640		8		11
Total	$	11,732	$	14,442	$	134	$	174

Macro hedge program

The Company utilizes equity options, swaps and foreign currency options to partially hedge against a decline in the equity markets and the resulting statutory surplus and capital impact primarily arising from the guaranteed minimum death benefit ("GMDB") and GMWB obligations. The following table presents notional and fair value for the macro hedge program.

	Notional Amount				Fair Value
	June 30, 2015		December 31, 2014		June 30, 2015		December 31, 2014
Equity swaps, options, and futures	$	4,591	$	5,983	$	165	$	141
Foreign currency options	—		400		—		—
Total	$	4,591	$	6,383	$	165	$	141

Modified coinsurance reinsurance contracts

As of June 30, 2015 and December 31, 2014, the Company had approximately $921 and $1.0 billion, respectively, of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business, which was structured as a reinsurance transaction. The assets are primarily held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amount of the embedded derivative reinsurance contracts are the invested assets that are carried at fair value supporting the reinsured reserves.

Derivative Balance Sheet Classification

The following table summarizes the balance sheet classification of the Company’s derivative related fair value amounts as well as the gross asset and liability fair value amounts. For reporting purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty or under a master netting agreement, which provides the Company with the legal right of offset. The Company has also elected to offset the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements. The fair value amounts presented below do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivatives in the Company’s separate accounts where the associated gains and losses accrue directly to policyholders are not included. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. The tables below exclude 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 2 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

	Net Derivatives										Asset Derivatives				Liability Derivatives
	Notional Amount				Fair Value						Fair Value				Fair Value
Hedge Designation/ Derivative Type	Jun 30, 2015		Dec 31, 2014		Jun 30, 2015			Dec 31, 2014			Jun 30, 2015		Dec 31, 2014		Jun 30, 2015			Dec 31, 2014
Cash flow hedges
Interest rate swaps	$	2,187	$	2,242	$	34		$	37		$	34	$	37	$	—		$	—
Foreign currency swaps	143		143		(20		)	(19		)	4		3		(24		)	(22		)
Total cash flow hedges	2,330		2,385		14			18			38		40		(24		)	(22		)
Fair value hedges
Interest rate swaps	49		32		—			—			—		—		—			—
Total fair value hedges	49		32		—			—			—		—		—			—
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, swaptions, caps, floors, and futures	4,862		4,857		(304		)	(323		)	314		385		(618		)	(708		)
Foreign exchange contracts
Foreign currency swaps and forwards	65		60		1			—			1		—		—			—
Fixed payout annuity hedge	1,319		1,319		(458		)	(427		)	—		—		(458		)	(427		)
Credit contracts
Credit derivatives that purchase credit protection	66		276		1			(1		)	2		4		(1		)	(5		)
Credit derivatives that assume credit risk [1]	1,398		946		3			7			14		11		(11		)	(4		)
Credit derivatives in offsetting positions	1,506		2,175		(1		)	(1		)	18		21		(19		)	(22		)
Equity contracts
Equity index swaps and options	120		422		(1		)	1			28		30		(29		)	(29		)
Commodity contracts
Commodity options	378		—		2			—			2		—		—			—
Variable annuity hedge program
GMWB product derivatives [2]	16,361		17,908		(112		)	(139		)	—		—		(112		)	(139		)
GMWB reinsurance contracts	3,366		3,659		50			56			50		56		—			—
GMWB hedging instruments	11,732		14,442		134			174			246		289		(112		)	(115		)
Macro hedge program	4,591		6,383		165			141			200		180		(35		)	(39		)
Other
Modified coinsurance reinsurance contracts	921		974		60			34			60		34		—			—
Total non-qualifying strategies	46,685		53,421		(460		)	(478		)	935		1,010		(1,395		)	(1,488		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	49,064	$	55,838	$	(446	)	$	(460	)	$	973	$	1,050	$	(1,419	)	$	(1,510	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	184	$	186	$	(1	)	$	1		$	—	$	1	$	(1	)	$	—
Other investments	13,198		13,588		311			339			429		478		(118		)	(139		)
Other liabilities	14,984		19,473		(728		)	(725		)	434		481		(1,162		)	(1,206		)
Reinsurance recoverable	4,287		4,633		110			90			110		90		—			—
Other policyholder funds and benefits payable	16,411		17,958		(138		)	(165		)	—		—		(138		)	(165		)
Total derivatives	$	49,064	$	55,838	$	(446	)	$	(460	)	$	973	$	1,050	$	(1,419	)	$	(1,510	)

[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.

Change in Notional Amount

The net decrease in notional amount of derivatives since December 31, 2014 was primarily due to the following:

• The decline in notional amount related to the GMWB hedging instruments and the macro hedge program was primarily driven by portfolio re-balancing and expiration of certain options.

Change in Fair Value

The net improvement in the total fair value of derivative instruments since December 31, 2014 was primarily related to the following:

• The increase in the fair value associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, was primarily driven by an increase in long-term interest rates.

• The increase in the fair value related to the macro hedge program was primarily driven by the purchase of index options.

• The increase in fair value of non-qualifying interest rate derivatives was primarily due to an increase in interest rates, while the fair value of cash flow interest rate swaps, which are generally swapping a variable rate for a fixed rate, declined in value.

• These improvements in fair value were partially offset by a decrease in fair value associated with the fixed payout annuity hedges primarily driven by the depreciation of the Japanese yen in comparison to the U.S. dollar and a decline in short-term U.S. interest rates.

• These improvements in fair value were also partially offset by a decrease in fair value related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, primarily driven by an increase in interest rates and equity markets.

Offsetting of Derivative Assets/Liabilities

The following tables present the gross fair value amounts, the amounts offset, and net position of derivative instruments eligible for offset in the Company's Condensed Consolidated Balance Sheets. Amounts offset include fair value amounts, income accruals and related cash collateral receivables and payables associated with derivative instruments that are traded under a common master netting agreement, as described in the preceding discussion. Also included in the tables are financial collateral receivables and payables, which are contractually permitted to be offset upon an event of default, although are disallowed for offsetting under U.S. GAAP.

As of June 30, 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	$	863	$	712	$	311	$	(160	)		$	80	$	71

	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	$	(1,280	)	$	(494	)	$	(725	)	$	(61	)	$	(936	)	$	150

As of December 31, 2014

	(i)		(ii)		(iii) = (i) - (ii)					(iv)			(v) = (iii) - (iv)
					Net Amounts Presented in the Statement of Financial Position						Gross Amounts Not 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	$	959	$	801	$	339	$	(181	)		$	83	$	75

	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	$	(1,345	)	$	(574	)	$	(722	)	$	(49	)	$	(900	)	$	129

[1] Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.

[2] Included in other assets in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty.

[3] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. Not included in this amount are embedded derivatives associated with consumer notes of $(3) as of June 30, 2015 and December 31, 2014, which were not eligible for offset in the Company's Condensed Consolidated Balance Sheets.

[4] Excludes collateral associated with exchange-traded derivative instruments.

Cash Flow Hedges

For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.

The following table presents the components of the gain or loss on derivatives that qualify as cash flow hedges:

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)
	Three months ended June 30,						Six months ended June 30,						Three months ended June 30,				Six months ended June 30,
	2015			2014			2015			2014			2015		2014		2015		2014
Interest rate swaps	$	(22	)	$	20		$	(2	)	$	30		$	—	$	—	$	—	$	(1	)
Foreign currency swaps	6			(2		)	(1		)	(3		)	—		—		—		—
Total	$	(16	)	$	18		$	(3	)	$	27		$	—	$	—	$	—	$	(1	)

		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three months ended June 30,				Six months ended June 30,
	Location	2015		2014		2015			2014
Interest rate swaps	Net realized capital gain/(loss)	$	—	$	—	$	(1	)	$	1
Interest rate swaps	Net investment income	9		3		17			26
Foreign currency swaps	Net realized capital gain/(loss)	3		—		(7		)	—
Total		$	12	$	3	$	9		$	27

As of June 30, 2015, the before-tax deferred net gains on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months are $20. This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities that will occur over the next twelve months, at which time the Company will recognize the deferred net gains (losses) as an adjustment to net investment income over the term of the investment cash flows.

During the three and six months endedJune 30, 2015 and June 30, 2014, the Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring.

Fair Value Hedges

For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in current earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.

The Company recognized in income gains (losses) representing the ineffective portion of fair value hedges as follows:

Derivatives in Fair Value Hedging Relationships

	Gain or (Loss) Recognized in Income [1]
	Three months ended June 30,									Six Months Ended June 30,
	2015				2014					2015				2014
	Derivative		Hedge Item		Derivative			Hedge Item		Derivative		Hedge Item		Derivative			Hedge Item
Interest rate swaps
Net realized capital gain/(loss)	$	—	$	—	$	(1	)	$	1	$	—	$	—	$	(2	)	$	2
Total	$	—	$	—	$	(1	)	$	1	$	—	$	—	$	(2	)	$	2

[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.

Non-qualifying Strategies

For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses). The following table presents the gain or loss recognized in income on non-qualifying strategies:

Derivatives Used in Non-Qualifying Strategies

Gain or (Loss) Recognized within Net Realized Capital Gains and Losses

	Three months ended June 30,						Six months ended June 30,
	2015			2014			2015			2014
Interest rate contracts
Interest rate swaps, caps, floors, and forwards	$	(2	)	$	(2	)	$	(3	)	$	(1	)
Foreign exchange contracts
Foreign currency swaps and forwards	—			1			2			2
Fixed payout annuity hedge [1]	(17		)	13			(31		)	28
Japanese fixed annuity hedging instruments [2]	—			10			—			22
Credit contracts
Credit derivatives that purchase credit protection	—			(3		)	(1		)	(6		)
Credit derivatives that assume credit risk	(4		)	11			2			11
Equity contracts
Equity index swaps and options	4			1			2			1
Commodity contracts
Commodity options	(4		)	—			(7		)	—
Variable annuity hedge program
GMWB product derivatives	78			55			59			91
GMWB reinsurance contracts	(16		)	(7		)	(9		)	(11		)
GMWB hedging instruments	(66		)	(54		)	(53		)	(71		)
Macro hedge program	(23		)	(15		)	(27		)	(25		)
International program hedging instruments	—			(103		)	—			(126		)
Other
GMIB, GMAB, and GMWB reinsurance contracts	—			528			—			579
Modified coinsurance reinsurance contracts	37			524			26			394
Total [3]	$	(13	)	$	959		$	(40	)	$	888

[1] Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains of $16 and $(18) for the three months ended June 30, 2015 and 2014, respectively, and $16 and $(46) for the six months ended June 30, 2015 and 2014, respectively.

[2] The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(22) and $(51) for the three and six months ended June 30, 2014, respectively.

[3] 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 2 - Fair Value Measurements.

For the three and six months endedJune 30, 2015, the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:

• The losses on the macro hedge program were primarily driven by time decay on options and an increase in interest rates.

• The net losses related to the fixed payout annuity hedge were primarily driven by the depreciation of the Japanese yen in comparison to the U.S. dollar, partially offset by an increase in U.S. interest rates. In addition, for the six months ended June 30, 2015 losses were driven by a decline in short-term U.S. interest rates.

• The gain on the GMWB product derivatives was largely driven by an increase in interest rates, offset by losses on the GMWB reinsurance contracts and GMWB hedging instruments.

• The gains associated with modified coinsurance reinsurance contracts, which are accounted for as embedded derivatives and transfer to the reinsurer the investment experience related to the assets supporting the reinsured policies, were primarily driven by an increase in long-term interest rates during the period. The assets remain on the Company's books and the Company recorded offsetting losses in OCI as a result of the decrease in market value of the bonds.

In addition, the Company recognized gains of $1 and $4, respectively, for the three months ended June 30, 2015, and 2014, and gains of $1 and $11, respectively, for the six months ended June 30, 2015, and 2014 due to cash recovered on derivative receivables that were previously written-off related to the bankruptcy of Lehman Brothers Inc. The derivative receivables were the result of the contractual collateral threshold amounts and open collateral calls prior to the bankruptcy filing as well as interest rate and credit spread movements from the date of the last collateral call to the date of the bankruptcy filing.

For the three and six months endedJune 30, 2014 the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:

• The net gains on the coinsurance and modified coinsurance reinsurance contracts were primarily due to the termination of certain contracts, which were with an affiliated captive reinsurer and were accounted for as an embedded derivative. For a discussion related to the reinsurance agreement and the termination refer to Note 7 - Transactions with Affiliates of Notes to Condensed Consolidated Financial Statements.

• The net gains on derivatives associated with GMIB, GMAB, and GMWB reinsurance contracts were driven by the sale of HLIKK and concurrent recapture of the associated risks. For further discussion related to the sale, see Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Condensed Consolidated Financial Statements.

• The net losses associated with the international program hedging instruments were primarily driven by an improvement in global equity markets and declines in volatility levels and interest rates.

• The net losses on the macro hedge program were primarily due to an improvement in domestic equity markets and lower equity volatility.

For additional disclosures regarding contingent credit related features in derivative agreements, see Note 6 - Commitments and Contingencies of Notes to Condensed Consolidated Financial Statements.

Credit Risk Assumed through Credit Derivatives

The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions that would be permissible investments under the Company's investment policies. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard diversified portfolios of corporate and CMBS issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings.

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 June 30, 2015 and December 31, 2014.

As of June 30, 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	$	177	$	2		2 years	Corporate Credit/ Foreign Gov.	BBB+	$	152	$	(3	)
Below investment grade risk exposure	4		—			Less than 1 year	Corporate Credit	CCC+	4		—
Basket credit default swaps [4]
Investment grade risk exposure	1,157		16			4 years	Corporate Credit	BBB+	346		(4		)
Below investment grade risk exposure	31		2			5 years	Corporate Credit	B+	—		—
Investment grade risk exposure	557		(11		)	6 years	CMBS Credit	AA+	176		1
Below investment grade risk exposure	75		(11		)	2 years	CMBS Credit	CCC+	75		11
Embedded credit derivatives
Investment grade risk exposure	150		149			2 years	Corporate Credit	A+	—		—
Total [5]	$	2,151	$	147					$	753	$	5

As of December 31, 2014

							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	$	212	$	3		3 years	Corporate Credit/ Foreign Gov.	A-	$	163	$	(3	)
Below investment grade risk exposure	4		—			1 year	Corporate Credit	CCC	4		—
Basket credit default swaps [4]
Investment grade risk exposure	1,240		14			4 years	Corporate Credit	BBB+	667		(6		)
Below investment grade risk exposure	9		(1		)	5 years	Corporate Credit	BBB-	—		—
Investment grade risk exposure	344		(4		)	5 years	CMBS Credit	AA	179		2
Below investment grade risk exposure	75		(11		)	2 years	CMBS Credit	CCC+	75		11
Embedded credit derivatives
Investment grade risk exposure	150		147			2 years	Corporate Credit	A	—		—
Total [5]	$	2,034	$	148					$	1,088	$	4

[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 and 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 going forward.

[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 $1.8 billion and $1.7 billion as of June 30, 2015 and December 31, 2014, respectively, 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 2 - Fair Value Measurements.

Derivative Collateral Arrangements

The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of June 30, 2015 and December 31, 2014, the Company pledged cash collateral associated with derivative instruments with a fair value of $40 and $16, respectively, for which the collateral receivable has been primarily included within other assets on the Company's Condensed Consolidated Balance Sheets. The Company also pledged securities collateral associated with derivative instruments with a fair value of $936 and $900, respectively, as of June 30, 2015 and December 31, 2014, which have been included in fixed maturities on the Condensed Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities.

As of June 30, 2015 and December 31, 2014 the Company accepted cash collateral associated with derivative instruments of $30 and $33, respectively, which was invested and recorded in the Company's Condensed Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other liabilities. The Company also accepted securities collateral as of June 30, 2015 and December 31, 2014 of $80 and $83, respectively, of which the Company has the ability to sell or repledge $80 and $83, respectively. As of June 30, 2015 and December 31, 2014, the fair value of repledged securities totaled $0 and $0, respectively, and the Company did not sell any securities. In addition, as of June 30, 2015 and December 31, 2014, non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Condensed Consolidated Balance Sheets.

XML

Fair Value Measurements Level 4 Significant Unobservable Inputs (Details) - USD ($) $ in Millions		3 Months Ended			6 Months Ended		12 Months Ended
		Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015		Dec. 31, 2014	Mar. 31, 2015	Mar. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		$ 25,432			$ 25,432		$ 25,436
Derivative Financial Instruments, Assets [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques					Derivative instruments are fair valued using pricing valuation models that utilize independent market data inputs for OTC derivatives, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of June 30, 2015 and December 31, 2014, 94% and 95%, respectively, of derivatives, based upon notional values, were priced by valuation models or quoted market prices. The remaining derivatives were priced by broker quotations.
Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		735			$ 735		578	$ 602
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)		7	[1],[2]		7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		7	[1],[3]		7
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)					(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		224			262
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(5)			(10)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		44			50
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		5	[4]		6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		53	[4]		57
Available-for-sale Securities, Debt Securities		1,722			1,722		2,025
Level 3 [Member] | US Macro Hedge Program [Member] | Equity options [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		165			$ 165		$ 141
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques					Option model		Option model
Fair value measurements significant assumptions					Equity volatility		Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description	[5]				Increase		Increase
Level 3 [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		(28)			$ (28)		$ (29)
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques					Discounted  cash flows		Discounted  cash flows
Fair value measurements significant assumptions					Swap curve  beyond 30 years		Swap curve  beyond 30 years
Fair Value Measurements, Sensitivity Analysis, Description	[5]				Decrease		Decrease
Level 3 [Member] | Interest Rate Contract [Member] | Interest Rate Swaption [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net							$ 2
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques							Option Model
Fair value measurements significant assumptions							Interest rate volatility
Fair Value Measurements, Sensitivity Analysis, Description	[5]						Increase
Level 3 [Member] | US GMWB Hedging Instruments [Member] | Other Contract [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net		125			$ 125		$ 124
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques					Discounted  cash flows		Discounted  cash flows
Fair value measurements significant assumptions					Equity volatility		Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description	[5]				Increase		Increase
Level 3 [Member] | US GMWB Hedging Instruments [Member] | Equity options [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets (Liabilities), at Fair Value, Net							$ 46
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques							Option model
Fair value measurements significant assumptions							Equity volatility
Fair Value Measurements, Sensitivity Analysis, Description	[5]						Increase
Level 3 [Member] | Maximum [Member] | US Macro Hedge Program [Member] | Equity options [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate					28.00%		28.00%
Level 3 [Member] | Maximum [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve					3.00%		3.00%
Level 3 [Member] | Maximum [Member] | Interest Rate Contract [Member] | Interest Rate Swaption [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve							1.00%
Level 3 [Member] | Maximum [Member] | US GMWB Hedging Instruments [Member] | Other Contract [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate					40.00%		40.00%
Level 3 [Member] | Maximum [Member] | US GMWB Hedging Instruments [Member] | Equity options [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate							34.00%
Level 3 [Member] | Minimum [Member] | US Macro Hedge Program [Member] | Equity options [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate					15.00%		27.00%
Level 3 [Member] | Minimum [Member] | Interest Rate Contract [Member] | Interest Rate Swap [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve					3.00%		3.00%
Level 3 [Member] | Minimum [Member] | Interest Rate Contract [Member] | Interest Rate Swaption [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Unobservable Swap Curve							1.00%
Level 3 [Member] | Minimum [Member] | US GMWB Hedging Instruments [Member] | Other Contract [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate					10.00%		10.00%
Level 3 [Member] | Minimum [Member] | US GMWB Hedging Instruments [Member] | Equity options [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Assumptions, Expected Volatility Rate							22.00%
Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		72		$ 138	$ 72		$ 84	72	$ 190
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				10	(2)	[1],[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				5	4	[1],[3]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		1		5	5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		1		(2)	2
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		1		60	5
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[4]	1			$ 10
Level 3 [Member] | CMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques					Discounted cash flows		Discounted cash flows
Fair value measurements significant assumptions					Spread (encompasses prepayment, default risk and loss severity)		Spread (encompasses prepayment, default risk and loss severity)
Fair Value Measurements, Sensitivity Analysis, Description	[6]				Decrease		Decrease
Level 3 [Member] | CMBS [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk					577.00%		2475.00%
Level 3 [Member] | CMBS [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk					41.00%		46.00%
Level 3 [Member] | CMBS [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	[7]				186.00%		284.00%
Level 3 [Member] | Corporate [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	[8]				Discounted cash flows		Discounted cash flows
Fair value measurements significant assumptions	[8]				Spread		Spread
Fair Value Measurements, Sensitivity Analysis, Description	[6],[8]				Decrease		Decrease
Level 3 [Member] | Corporate [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	[8]				728.00%		765.00%
Level 3 [Member] | Corporate [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	[8]				138.00%		123.00%
Level 3 [Member] | Corporate [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	[7],[8]				368.00%		267.00%
Level 3 [Member] | Municipal [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques	[8]				Discounted cash flows		Discounted cash flows
Fair value measurements significant assumptions	[8]				Spread		Spread
Fair Value Measurements, Sensitivity Analysis, Description	[6],[8]				Decrease		Decrease
Level 3 [Member] | Municipal [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	[8]				192.00%		212.00%
Level 3 [Member] | Municipal [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	[8]				192.00%		212.00%
Level 3 [Member] | Municipal [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Treasury Yield	[7],[8]				192.00%		212.00%
Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements valuation techniques					Discounted cash flows		Discounted cash flows
Level 3 [Member] | RMBS [Member] | Maximum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk					1748.00%		1904.00%
Fair Value Inputs, Prepayment Rate					100.00%		7.00%
Fair Value Inputs, Probability of Default					14.00%		14.00%
Fair Value Inputs, Loss Severity					100.00%		100.00%
Level 3 [Member] | RMBS [Member] | Minimum [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk					36.00%		23.00%
Fair Value Inputs, Prepayment Rate					0.00%		0.00%
Fair Value Inputs, Probability of Default					0.00%		1.00%
Fair Value Inputs, Loss Severity					0.00%		0.00%
Level 3 [Member] | RMBS [Member] | Weighted Average [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Inputs Counterparty Credit Risk	[7]				146.00%		141.00%
Fair Value Inputs, Prepayment Rate	[7]				6.00%		3.00%
Fair Value Inputs, Probability of Default	[7]				6.00%		7.00%
Fair Value Inputs, Loss Severity	[7]				76.00%		78.00%
Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		115			$ 115		$ 72
Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		23,595			$ 23,595		$ 23,339
Withdrawal Utilization [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description					Increase
Withdrawal Utilization [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					100.00%
Withdrawal Utilization [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					20.00%
Withdrawal Rates [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description					Increase
Withdrawal Rates [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					8.00%
Withdrawal Rates [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					0.00%
Spread [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions					Spread		Spread
Fair Value Measurements, Sensitivity Analysis, Description	[6]				Decrease		Decrease
Prepayment Rate [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions					Constant prepayment rate		Constant prepayment rate
Fair Value Measurements, Sensitivity Analysis, Description	[6],[9]				Decrease [4]		Decrease [4]
Probability of Default [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions					Constant default rate		Constant default rate
Fair Value Measurements, Sensitivity Analysis, Description	[6]				Decrease		Decrease
Loss Severity [Member] | Level 3 [Member] | RMBS [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair value measurements significant assumptions					Loss severity		Loss severity
Fair Value Measurements, Sensitivity Analysis, Description	[6]				Decrease		Decrease
Lapse Rates [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description					Decrease
Lapse Rates [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					75.00%
Lapse Rates [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					0.00%
Reset Elections [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description					Increase
Reset Elections [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					75.00%
Reset Elections [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					20.00%
Equity Volatility [Member] | Level 3 [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Fair Value Measurements, Sensitivity Analysis, Description					Increase
Equity Volatility [Member] | Level 3 [Member] | Maximum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					40.00%
Equity Volatility [Member] | Level 3 [Member] | Minimum [Member] | Living Benefits Required to be Fair Valued and the GMWB Reinsurance Derivative [Member]
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]
Range of Values-Unobservable Inputs					10.00%
Foreign Government Debt Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		351			$ 351		$ 602
Foreign Government Debt Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		15			15		30
Foreign Government Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
Foreign Government Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		336			336		572
Asset-backed Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,212			1,212		1,171
Asset-backed Securities [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		14			14		82
Asset-backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
Asset-backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,198			1,198		1,089
RMBS [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,689			1,689		1,857
RMBS [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		662			662		734
RMBS [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
RMBS [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,027			1,027		1,123
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		662			662		734
Municipal [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,052			1,052		1,052
Municipal [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		49			49		54
Municipal [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
Municipal [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,003			1,003		998
Municipal [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Non-Broker Priced [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	[8]	31			31		32
Corporate [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		15,644			15,644		15,742
Corporate [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		547			547		646
Corporate [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
Corporate [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		15,097			15,097		15,096
Corporate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Non-Broker Priced [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities	[8]	252			252		324
CMBS [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		2,029			2,029		1,887
CMBS [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		87			87		119
CMBS [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
CMBS [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,942			1,942		1,768
CMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		87			87		119
Collateralized Debt Obligations [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,421			1,421		1,148
Collateralized Debt Obligations [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		348			348		360
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		0			0		0
Collateralized Debt Obligations [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Available-for-sale Securities, Debt Securities		1,073			1,073		788
Available-for-sale Securities [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		1,722		2,271	1,722		2,025	1,990	2,449
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(3)	(3)	[1],[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				9	4	[1],[3]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(17)	[10]	10	22	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		48		103	86
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(81)		(90)	(121)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		57		72	95
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3		16	[4]	77	79	[4]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		177	[4]	215	226	[4]
Available-for-sale Securities [Member] | Foreign Government Debt Securities [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		15		29	15		30	17	30
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[10]	1	2	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		2		1	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(1)			(2)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		1		3	14
Available-for-sale Securities [Member] | Asset-backed Securities [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		14		51	14		82	96	35
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[10]	1	2	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		9		24	22
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements				(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		6		8	6
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[4]				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3	[4]	83			83
Available-for-sale Securities [Member] | RMBS [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		662		775	662		734	674	807
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				10	1	[1],[3]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		1	[10]	(8)	(1)	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		35		55	46
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(29)		(30)	(58)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		35		35	57
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[4]	16			16
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				24	19	[4]
Available-for-sale Securities [Member] | Municipal [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		49		52	49		54	52	51
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(3)	[10]	2	5	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales				1
Available-for-sale Securities [Member] | Corporate [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		547		733	547		646	670	768
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)				(2)	(1)	[1],[2]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				(2)	2	[1],[3]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(10)	[10]	7	26	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases		2		21	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(26)		(20)	(24)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		12		24	15
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3				77	58	[4]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		77	[4]	94	93	[4]
Available-for-sale Securities [Member] | CMBS [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		87		246	87		119	119	309
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[1],[2]				(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		1	[10]	1	1	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Purchases				2	12
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		(13)		(23)	(19)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Sales		3		1	3
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers into Level 3	[4]				4
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3		17	[4]	43	25	[4]
Available-for-sale Securities [Member] | Collateralized Debt Obligations [Member] | Level 3 [Member] | Fixed Maturities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs		348		385	348		$ 360	$ 362	$ 449
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Period Increase (Decrease)	[1],[2]				(1)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	[1],[3]				1
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Other Comprehensive Income (Loss)		(2)	[10]	6	(13)	[10]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Settlements		$ (12)		(16)	(18)
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Transfers out of Level 3				$ 54	$ 6	[4]

[1] All amounts in these rows are reported in net realized capital gains (losses). The realized/unrealized gains (losses) included in net income for separate account assets are offset by an equal amount for separate account liabilities, which results in a net zero impact on net income for the Company. All amounts are before income taxes and amortization of DAC.

[2] Includes both market and non-market impacts in deriving realized and unrealized gains (losses).

[3] The Company classifies gains and losses on GMWB reinsurance derivatives and GMWB embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.

[4] Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

[5] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.

[6] Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the preceding table.

[7] The weighted average is determined based on the fair value of the securities.

[8] Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as noted in the following discussion.

[9] Decrease for above market rate coupons and increase for below market rate coupons.

[10] All amounts are before income taxes and amortization of DAC.

XML

Label	Element	Value
UNITED STATES | GMWB Derivatives, Net [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ (3)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(4)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(6)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	9
UNITED STATES | Macro Hedge Program [Member]
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(15)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(23)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	(25)
Derivative, Gain (Loss) on Derivative, Net	us-gaap_DerivativeGainLossOnDerivativeNet	$ (27)

XML

Investments and Derivative Instruments Level 4 Repurchase Agreements, Dollar Roll Transactions and Other Collateral Transactions (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Assets Sold under Agreements to Repurchase [Line Items]
Secured Debt, Dollar Rolls	$ 0	$ 0
Secured Debt, Repurchase Agreements		0
Fixed Maturities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Available-for-sale Securities Pledged as Collateral	112
Other Liabilities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	115
US Treasury Securities [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Available-for-sale Securities Pledged as Collateral	$ 13	$ 14

XML

Investments and Derivative Instruments Level 3 (Tables)

6 Months Ended

Jun. 30, 2015

Investments [Abstract]

Realized Gain (Loss) on Investments [Table Text Block]

	Three Months Ended June 30,						Six Months Ended June 30,
(Before-tax)	2015			2014			2015			2014
Gross gains on sales	$	65		$	54		$	184		$	162
Gross losses on sales	(53		)	(91		)	(148		)	(195		)
Net OTTI losses recognized in earnings	(2		)	(3		)	(8		)	(10		)
Valuation allowances on mortgage loans	—			(4		)	(4		)	(4		)
Japanese fixed annuity contract hedges, net [1]	—			(5		)	—			(14		)
Periodic net coupon settlements on credit derivatives	2			4			3			9
Results of variable annuity hedge program
GMWB derivatives, net	(4		)	(6		)	(3		)	9
Macro hedge program	(23		)	(15		)	(27		)	(25		)
Total U.S. program	(27		)	(21		)	(30		)	(16		)
International Program [2]	—			(103		)	—			(126		)
Total results of variable annuity hedge program	(27		)	(124		)	(30		)	(142		)
GMIB/GMAB/GMWB reinsurance	—			528			—			579
Modified coinsurance reinsurance contracts	37			524			26			394
Other, net [3]	(9		)	(233		)	(19		)	(235		)
Net realized capital gains, before-tax	$	13		$	650		$	4		$	544

[1] Includes gains (losses) of $(22) and $(51), respectively, for the three and six months ended June 30, 2014 on transactional foreign currency re-valuation related to the Japan fixed annuity product. Also includes gains (losses) of $17 and $37, respectively, for the three and six months ended June 30, 2014, due to change in value related to the derivative hedging instruments and the Japan government FVO securities.

[2] Includes transactional foreign currency re-valuation gains (losses) of $(1) and $2, respectively, for the three and six months ended June 30, 2014.

[3] Other, net gains and losses include 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. Gains (losses) from transactional foreign currency revaluation of the reinsured liabilities were $16 and $(18), respectively, for the three months ended June 30, 2015 and 2014, and $16 and $(46), respectively, for the six months ended June 30, 2015 and 2014. Gains (losses) on instruments used to hedge the foreign currency exposure on the reinsured fixed payout annuities were $(17) and $13, respectively, for the three months ended June 30, 2015 and 2014, and $(31) and $28, respectively for the six months ended June 30, 2015 and 2014.

Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]

	Three Months Ended June 30,						Six Months Ended June 30,
(Before-tax)	2015			2014			2015			2014
Balance, beginning of period	$	(288	)	$	(382	)	$	(296	)	$	(410	)
Additions for credit impairments recognized on [1]:
Securities not previously impaired	—			—			(2		)	(3		)
Securities previously impaired	—			(3		)	—			(6		)
Reductions for credit impairments previously recognized on:
Securities that matured or were sold during the period	3			29			5			59
Securities the Company made the decision to sell or more likely than not will be required to sell	—			—			1			—
Securities due to an increase in expected cash flows	15			5			22			9
Balance, end of period	$	(270	)	$	(351	)	$	(270	)	$	(351	)

[1] These additions are included in the net OTTI losses recognized in earnings in the Condensed Consolidated Statements of Operations.

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	$	(1,345	)	$	(574	)	$	(722	)	$	(49	)	$	(900	)	$	129

[1] Included in other invested assets in the Company's Condensed Consolidated Balance Sheets.

[2] Included in other assets in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty.

[3] Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty. Not included in this amount are embedded derivatives associated with consumer notes of $(3) as of June 30, 2015 and December 31, 2014, which were not eligible for offset in the Company's Condensed Consolidated Balance Sheets.

[4] Excludes collateral associated with exchange-traded derivative instruments.

Schedule of Available-for-sale Securities Reconciliation [Table Text Block]

Available-for-Sale Securities

The following table presents the Company’s AFS securities by type.

	June 30, 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	$	1,221	$	19	$	(28	)	$	1,212	$	—		$	1,181	$	20	$	(30	)	$	1,171	$	—
CDOs [2]	1,340		90		(8		)	1,421		—			1,083		84		(20		)	1,148		—
CMBS	1,965		79		(15		)	2,029		(3		)	1,797		97		(7		)	1,887		(3		)
Corporate	14,583		1,185		(124		)	15,644		(6		)	14,166		1,685		(109		)	15,742		(3		)
Foreign govt./govt. agencies	337		19		(5		)	351		—			576		35		(9		)	602		—
Municipal	988		74		(10		)	1,052		—			935		118		(1		)	1,052		—
RMBS	1,647		52		(10		)	1,689		—			1,805		64		(12		)	1,857		—
U.S. Treasuries	1,879		158		(3		)	2,034		—			1,717		261		(1		)	1,977		—
Total fixed maturities, AFS	23,960		1,676		(203		)	25,432		(9		)	23,260		2,364		(189		)	25,436		(6		)
Equity securities, AFS [3]	167		21		(10		)	178		—			275		10		(19		)	266		—
Total AFS securities	$	24,127	$	1,697	$	(213	)	$	25,610	$	(9	)	$	23,535	$	2,374	$	(208	)	$	25,702	$	(6	)

[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 June 30, 2015 and December 31, 2014.

[2] Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in fair value will be recorded in net realized capital gains (losses).

[3] Excludes equity securities, FVO, with a cost and fair value of $250 and $248, respectively, 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.

	June 30, 2015				December 31, 2014
Contractual Maturity	Amortized Cost		Fair Value		Amortized Cost		Fair Value
One year or less	$	768	$	777	$	1,031	$	1,043
Over one year through five years	5,315		5,527		4,902		5,168
Over five years through ten years	3,595		3,695		3,345		3,501
Over ten years	8,109		9,082		8,116		9,661
Subtotal	17,787		19,081		17,394		19,373
Mortgage-backed and asset-backed securities	6,173		6,351		5,866		6,063
Total fixed maturities, AFS	$	23,960	$	25,432	$	23,260	$	25,436

Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

Derivatives in Fair Value Hedging Relationships

	Gain or (Loss) Recognized in Income [1]
	Three months ended June 30,									Six Months Ended June 30,
	2015				2014					2015				2014
	Derivative		Hedge Item		Derivative			Hedge Item		Derivative		Hedge Item		Derivative			Hedge Item
Interest rate swaps
Net realized capital gain/(loss)	$	—	$	—	$	(1	)	$	1	$	—	$	—	$	(2	)	$	2
Total	$	—	$	—	$	(1	)	$	1	$	—	$	—	$	(2	)	$	2

[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.

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.

	June 30, 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	$	293	$	292	$	(1	)	$	295	$	268	$	(27	)	$	588	$	560	$	(28	)
CDOs [1]	422		420		(2		)	605		598		(6		)	1,027		1,018		(8		)
CMBS	473		463		(10		)	100		95		(5		)	573		558		(15		)
Corporate	3,711		3,615		(96		)	319		291		(28		)	4,030		3,906		(124		)
Foreign govt./govt. agencies	110		106		(4		)	17		16		(1		)	127		122		(5		)
Municipal	207		198		(9		)	4		3		(1		)	211		201		(10		)
RMBS	288		286		(2		)	201		193		(8		)	489		479		(10		)
U.S. Treasuries	267		264		(3		)	11		11		—			278		275		(3		)
Total fixed maturities, AFS	5,771		5,644		(127		)	1,552		1,475		(76		)	7,323		7,119		(203		)
Equity securities, AFS [2]	57		52		(5		)	51		46		(5		)	108		98		(10		)
Total securities in an unrealized loss position	$	5,828	$	5,696	$	(132	)	$	1,603	$	1,521	$	(81	)	$	7,431	$	7,217	$	(213	)

	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	$	368	$	367	$	(1	)	$	340	$	311	$	(29	)	$	708	$	678	$	(30	)
CDOs [1]	123		122		(1		)	771		753		(19		)	894		875		(20		)
CMBS	109		108		(1		)	194		188		(6		)	303		296		(7		)
Corporate	1,542		1,491		(51		)	661		603		(58		)	2,203		2,094		(109		)
Foreign govt./govt. agencies	145		140		(5		)	68		64		(4		)	213		204		(9		)
Municipal	14		14		—			13		12		(1		)	27		26		(1		)
RMBS	148		147		(1		)	229		218		(11		)	377		365		(12		)
U.S. Treasuries	184		184		—			18		17		(1		)	202		201		(1		)
Total fixed maturities, AFS	2,633		2,573		(60		)	2,294		2,166		(129		)	4,927		4,739		(189		)
Equity securities, AFS [2]	81		75		(6		)	92		79		(13		)	173		154		(19		)
Total securities in an unrealized loss position	$	2,714	$	2,648	$	(66	)	$	2,386	$	2,245	$	(142	)	$	5,100	$	4,893	$	(208	)

[1] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities, for which changes in fair value are recorded in net realized capital gains (losses).

[2] As of June 30, 2015 and December 31, 2014, excludes equity securities, FVO which are included in equity securities, AFS on the Condensed Consolidated Balance Sheets.

Schedule of Accounts, Notes, Loans and Financing Receivable [Table Text Block]

The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR.

Commercial Mortgage Loans Credit Quality
	June 30, 2015			December 31, 2014
Loan-to-value	Carrying Value		Avg. Debt-Service Coverage Ratio	Carrying Value		Avg. Debt-Service Coverage Ratio
Greater than 80%	$	18	1.13x	$	21	1.14x
65% - 80%	452		1.72x	452		1.71x
Less than 65%	2,529		2.53x	2,636		2.49x
Total commercial mortgage loans	$	2,999	2.39x	$	3,109	2.36x

Mortgage Loans by Region
	June 30, 2015			December 31, 2014
	Carrying Value		Percent of Total	Carrying Value		Percent of Total
East North Central	$	63	2.1%	$	64	2.1%
Middle Atlantic	245		8.2%	272		8.7%
Mountain	35		1.2%	35		1.1%
New England	146		4.9%	146		4.7%
Pacific	918		30.5%	905		29.1%
South Atlantic	566		18.9%	532		17.1%
West North Central	1		—%	15		0.5%
West South Central	125		4.2%	125		4.0%
Other [1]	900		30.0%	1,015		32.7%
Total mortgage loans	$	2,999	100.0%	$	3,109	100.0%

[1] Primarily represents loans collateralized by multiple properties in various regions.

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.

	Six Months Ended June 30,
	2015			2014
Balance, beginning of period	$	(15	)	$	(12	)
(Additions)/Reversals	(4		)	(4		)
Deductions	—			—
Balance, end of period	$	(19	)	$	(16	)

Mortgage Loans by Property Type
	June 30, 2015			December 31, 2014
	Carrying Value		Percent of Total	Carrying Value		Percent of Total
Commercial
Agricultural	$	22	0.7%	$	22	0.7%
Industrial	960		32.1%	989		31.8%
Lodging	26		0.9%	26		0.8%
Multifamily	547		18.2%	522		16.8%
Office	720		24.0%	723		23.3%
Retail	610		20.3%	713		22.9%
Other	114		3.8%	114		3.7%
Total mortgage loans	$	2,999	100.0%	$	3,109	100.0%

	June 30, 2015							December 31, 2014
	Amortized Cost [1]		Valuation Allowance			Carrying Value		Amortized Cost [1]		Valuation Allowance			Carrying Value
Total commercial mortgage loans	$	3,018	$	(19	)	$	2,999	$	3,124	$	(15	)	$	3,109

[1] Amortized cost represents carrying value prior to valuation allowances, if any.

Schedule of Variable Interest Entities [Table Text Block]

The following table presents the carrying value of assets and liabilities, and the maximum exposure to loss relating to the VIEs for which the Company is the primary beneficiary. Creditors have no recourse against the Company in the event of default by these VIEs nor does the Company have any implied or unfunded commitments to these VIEs. The Company’s financial or other support provided to these VIEs is limited to its collateral or investment management services and original investment.

	June 30, 2015						December 31, 2014
	Total Assets		Total Liabilities  [1]		Maximum Exposure to Loss [2]		Total Assets		Total Liabilities  [1]		Maximum Exposure to Loss [2]
Investment funds [3]	$	53	$	10	$	43	$	154	$	20	$	138
Limited partnerships and other alternative investments	2		1		1		3		2		1
Total	$	55	$	11	$	44	$	157	$	22	$	139

[1] Included in other liabilities in the Company’s Condensed 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 fixed maturities, FVO, short-term investments, and equity, AFS in the Company’s Condensed Consolidated Balance Sheets.

Derivative Instruments [Abstract]

Notional and Fair Value for GMWB Hedging Instruments [Table Text Block]

	Notional Amount				Fair Value
	June 30, 2015		December 31, 2014		June 30, 2015		December 31, 2014
Customized swaps	$	6,493	$	7,041	$	116	$	124
Equity swaps, options, and futures	1,719		3,761		10		39
Interest rate swaps and futures	3,520		3,640		8		11
Total	$	11,732	$	14,442	$	134	$	174

	Notional Amount				Fair Value
	June 30, 2015		December 31, 2014		June 30, 2015		December 31, 2014
Equity swaps, options, and futures	$	4,591	$	5,983	$	165	$	141
Foreign currency options	—		400		—		—
Total	$	4,591	$	6,383	$	165	$	141

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	Jun 30, 2015		Dec 31, 2014		Jun 30, 2015			Dec 31, 2014			Jun 30, 2015		Dec 31, 2014		Jun 30, 2015			Dec 31, 2014
Cash flow hedges
Interest rate swaps	$	2,187	$	2,242	$	34		$	37		$	34	$	37	$	—		$	—
Foreign currency swaps	143		143		(20		)	(19		)	4		3		(24		)	(22		)
Total cash flow hedges	2,330		2,385		14			18			38		40		(24		)	(22		)
Fair value hedges
Interest rate swaps	49		32		—			—			—		—		—			—
Total fair value hedges	49		32		—			—			—		—		—			—
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, swaptions, caps, floors, and futures	4,862		4,857		(304		)	(323		)	314		385		(618		)	(708		)
Foreign exchange contracts
Foreign currency swaps and forwards	65		60		1			—			1		—		—			—
Fixed payout annuity hedge	1,319		1,319		(458		)	(427		)	—		—		(458		)	(427		)
Credit contracts
Credit derivatives that purchase credit protection	66		276		1			(1		)	2		4		(1		)	(5		)
Credit derivatives that assume credit risk [1]	1,398		946		3			7			14		11		(11		)	(4		)
Credit derivatives in offsetting positions	1,506		2,175		(1		)	(1		)	18		21		(19		)	(22		)
Equity contracts
Equity index swaps and options	120		422		(1		)	1			28		30		(29		)	(29		)
Commodity contracts
Commodity options	378		—		2			—			2		—		—			—
Variable annuity hedge program
GMWB product derivatives [2]	16,361		17,908		(112		)	(139		)	—		—		(112		)	(139		)
GMWB reinsurance contracts	3,366		3,659		50			56			50		56		—			—
GMWB hedging instruments	11,732		14,442		134			174			246		289		(112		)	(115		)
Macro hedge program	4,591		6,383		165			141			200		180		(35		)	(39		)
Other
Modified coinsurance reinsurance contracts	921		974		60			34			60		34		—			—
Total non-qualifying strategies	46,685		53,421		(460		)	(478		)	935		1,010		(1,395		)	(1,488		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	49,064	$	55,838	$	(446	)	$	(460	)	$	973	$	1,050	$	(1,419	)	$	(1,510	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	184	$	186	$	(1	)	$	1		$	—	$	1	$	(1	)	$	—
Other investments	13,198		13,588		311			339			429		478		(118		)	(139		)
Other liabilities	14,984		19,473		(728		)	(725		)	434		481		(1,162		)	(1,206		)
Reinsurance recoverable	4,287		4,633		110			90			110		90		—			—
Other policyholder funds and benefits payable	16,411		17,958		(138		)	(165		)	—		—		(138		)	(165		)
Total derivatives	$	49,064	$	55,838	$	(446	)	$	(460	)	$	973	$	1,050	$	(1,419	)	$	(1,510	)

[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 and Liabilities [Table Text Block]

June 30, 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	$	863	$	712	$	311	$	(160	)		$	80	$	71

	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	$	(1,280	)	$	(494	)	$	(725	)	$	(61	)	$	(936	)	$	150

As of December 31, 2014

	(i)		(ii)		(iii) = (i) - (ii)					(iv)			(v) = (iii) - (iv)
					Net Amounts Presented in the Statement of Financial Position						Gross Amounts Not 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	$	959	$	801	$	339	$	(181	)		$	83	$	75

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)
	Three months ended June 30,						Six months ended June 30,						Three months ended June 30,				Six months ended June 30,
	2015			2014			2015			2014			2015		2014		2015		2014
Interest rate swaps	$	(22	)	$	20		$	(2	)	$	30		$	—	$	—	$	—	$	(1	)
Foreign currency swaps	6			(2		)	(1		)	(3		)	—		—		—		—
Total	$	(16	)	$	18		$	(3	)	$	27		$	—	$	—	$	—	$	(1	)

		Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)
		Three months ended June 30,				Six months ended June 30,
	Location	2015		2014		2015			2014
Interest rate swaps	Net realized capital gain/(loss)	$	—	$	—	$	(1	)	$	1
Interest rate swaps	Net investment income	9		3		17			26
Foreign currency swaps	Net realized capital gain/(loss)	3		—		(7		)	—
Total		$	12	$	3	$	9		$	27

Gain or Loss Recognized with in Net Realized Capital Gains Losses on Non Qualifying Strategies [Table Text Block]

	Three months ended June 30,						Six months ended June 30,
	2015			2014			2015			2014
Interest rate contracts
Interest rate swaps, caps, floors, and forwards	$	(2	)	$	(2	)	$	(3	)	$	(1	)
Foreign exchange contracts
Foreign currency swaps and forwards	—			1			2			2
Fixed payout annuity hedge [1]	(17		)	13			(31		)	28
Japanese fixed annuity hedging instruments [2]	—			10			—			22
Credit contracts
Credit derivatives that purchase credit protection	—			(3		)	(1		)	(6		)
Credit derivatives that assume credit risk	(4		)	11			2			11
Equity contracts
Equity index swaps and options	4			1			2			1
Commodity contracts
Commodity options	(4		)	—			(7		)	—
Variable annuity hedge program
GMWB product derivatives	78			55			59			91
GMWB reinsurance contracts	(16		)	(7		)	(9		)	(11		)
GMWB hedging instruments	(66		)	(54		)	(53		)	(71		)
Macro hedge program	(23		)	(15		)	(27		)	(25		)
International program hedging instruments	—			(103		)	—			(126		)
Other
GMIB, GMAB, and GMWB reinsurance contracts	—			528			—			579
Modified coinsurance reinsurance contracts	37			524			26			394
Total [3]	$	(13	)	$	959		$	(40	)	$	888

[1] Not included in this amount is the associated liability adjustment for changes in foreign exchange spot rates through realized capital gains of $16 and $(18) for the three months ended June 30, 2015 and 2014, respectively, and $16 and $(46) for the six months ended June 30, 2015 and 2014, respectively.

[2] The associated liability is adjusted for changes in foreign exchange spot rates through realized capital gains and was $(22) and $(51) for the three and six months ended June 30, 2014, respectively.

[3] 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 2 - Fair Value Measurements.

Disclosure of Credit Derivatives [Table Text Block]

As of June 30, 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	$	177	$	2		2 years	Corporate Credit/ Foreign Gov.	BBB+	$	152	$	(3	)
Below investment grade risk exposure	4		—			Less than 1 year	Corporate Credit	CCC+	4		—
Basket credit default swaps [4]
Investment grade risk exposure	1,157		16			4 years	Corporate Credit	BBB+	346		(4		)
Below investment grade risk exposure	31		2			5 years	Corporate Credit	B+	—		—
Investment grade risk exposure	557		(11		)	6 years	CMBS Credit	AA+	176		1
Below investment grade risk exposure	75		(11		)	2 years	CMBS Credit	CCC+	75		11
Embedded credit derivatives
Investment grade risk exposure	150		149			2 years	Corporate Credit	A+	—		—
Total [5]	$	2,151	$	147					$	753	$	5

As of December 31, 2014

							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	$	212	$	3		3 years	Corporate Credit/ Foreign Gov.	A-	$	163	$	(3	)
Below investment grade risk exposure	4		—			1 year	Corporate Credit	CCC	4		—
Basket credit default swaps [4]
Investment grade risk exposure	1,240		14			4 years	Corporate Credit	BBB+	667		(6		)
Below investment grade risk exposure	9		(1		)	5 years	Corporate Credit	BBB-	—		—
Investment grade risk exposure	344		(4		)	5 years	CMBS Credit	AA	179		2
Below investment grade risk exposure	75		(11		)	2 years	CMBS Credit	CCC+	75		11
Embedded credit derivatives
Investment grade risk exposure	150		147			2 years	Corporate Credit	A	—		—
Total [5]	$	2,034	$	148					$	1,088	$	4

[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 and 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 going forward.

[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 $1.8 billion and $1.7 billion as of June 30, 2015 and December 31, 2014, respectively, 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 2 - Fair Value Measurements.