XML 89 R66.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value Measurements (Details) (USD $)
In Millions, unless otherwise specified
Sep. 30, 2014
Dec. 31, 2013
Assets (liabilities) measured at fair value on a recurring basis    
Derivative assets $ 558.7 $ 665.1
Separate account assets 138,296.7 130,018.4
Investment-type insurance contracts (94.1) (6.9)
Fixed maturities valued using internal pricing models    
Fixed maturities classified as Level 3 assets, percent valued using internal pricing models (as a percent) 1.00%  
Fixed maturities
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 49,627.5 48,757.1
U.S. government and agencies
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 892.1 780.5
Non-U.S. governments
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 904.7 996.8
States and political subdivisions
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 4,094.0 3,658.0
Corporate debt securities
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 32,020.2 31,919.0
Residential mortgage-backed pass-through securities
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 2,809.0 2,845.2
Commercial mortgage-backed securities
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 4,012.3 4,026.4
Collateralized debt obligations
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 480.8 363.4
Other debt obligations
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 4,414.4 4,167.8
Equity securities
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 124.8 110.5
Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Derivative assets 558.7 665.1
Other investments 420.6 361.1
Cash equivalents 473.2 1,459.0
Sub-total excluding separate account assets 52,621.8 52,632.8
Separate account assets 138,296.7 130,018.4
Total assets 190,918.5 182,651.2
Investment-type insurance contracts (94.1) (6.9)
Derivative liabilities (794.6) (1,024.6)
Other liabilities (307.8) (322.1)
Total liabilities (1,196.5) (1,353.6)
Net assets (liabilities) 189,722.0 181,297.6
Recurring Fair Value Measurements | Fair value hierarchy Level 1
    
Assets (liabilities) measured at fair value on a recurring basis    
Other investments 3.3 6.8
Sub-total excluding separate account assets 710.3 599.6
Separate account assets 71,356.3 67,215.1
Total assets 72,066.6 67,814.7
Net assets (liabilities) 72,066.6 67,814.7
Recurring Fair Value Measurements | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Derivative assets 501.0 590.9
Other investments 293.0 211.4
Cash equivalents 473.2 1,459.0
Sub-total excluding separate account assets 51,194.9 51,292.5
Separate account assets 61,163.0 57,538.1
Total assets 112,357.9 108,830.6
Derivative liabilities (756.8) (985.0)
Other liabilities (246.8) (248.2)
Total liabilities (1,003.6) (1,233.2)
Net assets (liabilities) 111,354.3 107,597.4
Recurring Fair Value Measurements | Fair value hierarchy Level 3
    
Assets (liabilities) measured at fair value on a recurring basis    
Derivative assets 57.7 74.2
Other investments 124.3 142.9
Sub-total excluding separate account assets 716.6 740.7
Separate account assets 5,777.4 5,265.2
Total assets 6,494.0 6,005.9
Investment-type insurance contracts (94.1) (6.9)
Derivative liabilities (37.8) (39.6)
Other liabilities (61.0) (73.9)
Total liabilities (192.9) (120.4)
Net assets (liabilities) 6,301.1 5,885.5
Recurring Fair Value Measurements | Fixed maturities | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 49,627.5 48,757.1
Trading 609.4 563.1
Recurring Fair Value Measurements | Fixed maturities | Fair value hierarchy Level 1
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 559.3 449.6
Trading 4.9  
Recurring Fair Value Measurements | Fixed maturities | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 48,690.3 47,970.7
Trading 465.2 393.2
Recurring Fair Value Measurements | Fixed maturities | Fair value hierarchy Level 3
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 377.9 336.8
Trading 139.3 169.9
Recurring Fair Value Measurements | U.S. government and agencies | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 892.1 780.5
Recurring Fair Value Measurements | U.S. government and agencies | Fair value hierarchy Level 1
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 519.0 409.3
Recurring Fair Value Measurements | U.S. government and agencies | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 373.1 371.2
Recurring Fair Value Measurements | Non-U.S. governments | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 904.7 996.8
Recurring Fair Value Measurements | Non-U.S. governments | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 863.4 949.3
Recurring Fair Value Measurements | Non-U.S. governments | Fair value hierarchy Level 3
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 41.3 47.5
Recurring Fair Value Measurements | States and political subdivisions | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 4,094.0 3,658.0
Recurring Fair Value Measurements | States and political subdivisions | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 4,092.3 3,656.2
Recurring Fair Value Measurements | States and political subdivisions | Fair value hierarchy Level 3
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 1.7 1.8
Recurring Fair Value Measurements | Corporate debt securities | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 32,020.2 31,919.0
Recurring Fair Value Measurements | Corporate debt securities | Fair value hierarchy Level 1
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 40.3 40.3
Recurring Fair Value Measurements | Corporate debt securities | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 31,757.7 31,714.7
Recurring Fair Value Measurements | Corporate debt securities | Fair value hierarchy Level 3
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 222.2 164.0
Recurring Fair Value Measurements | Residential mortgage-backed pass-through securities | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 2,809.0 2,845.2
Recurring Fair Value Measurements | Residential mortgage-backed pass-through securities | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 2,809.0 2,845.2
Recurring Fair Value Measurements | Commercial mortgage-backed securities | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 4,012.3 4,026.4
Recurring Fair Value Measurements | Commercial mortgage-backed securities | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 4,006.9 4,024.8
Recurring Fair Value Measurements | Commercial mortgage-backed securities | Fair value hierarchy Level 3
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 5.4 1.6
Recurring Fair Value Measurements | Collateralized debt obligations | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 480.8 363.4
Recurring Fair Value Measurements | Collateralized debt obligations | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 419.2 325.6
Recurring Fair Value Measurements | Collateralized debt obligations | Fair value hierarchy Level 3
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 61.6 37.8
Recurring Fair Value Measurements | Other debt obligations | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 4,414.4 4,167.8
Recurring Fair Value Measurements | Other debt obligations | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 4,368.7 4,083.7
Recurring Fair Value Measurements | Other debt obligations | Fair value hierarchy Level 3
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 45.7 84.1
Recurring Fair Value Measurements | Equity securities | Assets (liabilities) measured at fair value
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 124.8 110.5
Trading 807.6 716.9
Recurring Fair Value Measurements | Equity securities | Fair value hierarchy Level 1
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 40.3 38.1
Trading 102.5 105.1
Recurring Fair Value Measurements | Equity securities | Fair value hierarchy Level 2
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale 67.1 55.5
Trading 705.1 611.8
Recurring Fair Value Measurements | Equity securities | Fair value hierarchy Level 3
    
Assets (liabilities) measured at fair value on a recurring basis    
Available-for-sale $ 17.4 $ 16.9