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Low-end of the range used for the spread of additional basis points over LIBOR incorporated into the discount rate for the GMIB Asset to reflect the non-performance risk of the external retrocessionaires

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High-end of the range used for the spread of additional basis points over LIBOR incorporated into the discount rate for the GMIB Liability to reflect the Company's non-performance risk

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Low-end of the range used for the spread of additional basis points over LIBOR incorporated into the discount rate for the GMIB Liability to reflect the Company's non-performance risk

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Annual percentage improvement in the mortality assumption percentage of the 1994 Group Annuity Mortality table used in the calculation for Guaranteed Minimum Income Benefits liability.

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The liability as of the balance sheet date to the policyholders for deposits held under the terms of insurance contracts. This excludes universal life products.

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Percentage rate at the high end of the range of the Company's estimates that is indicative of an expected degree of movement against a base line index, and which is included in determining the amount of bond funds used to calculate guaranteed minimum income benefit assets and liabilities as of the balance sheet date.

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Percentage rate at the low end of the range of the Company's estimates that is indicative of an expected degree of movement against a base line index, and which is included in determining the amount of bond funds used to calculate guaranteed minimum income benefit assets and liabilities as of the balance sheet date.

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Anticipated rate of future terminations of contracts in force as of the balance sheet date at the high end of the Company's range of estimates, which is included in determinig the amount of the guaranteed minimum income benefit assets and liabilities as of the balance sheet date

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Anticipated rate of future terminations of contracts in force as of the balance sheet date at the low end of the Company's range of estimates, which is included in determinig the amount of the guaranteed minimum income benefit assets and liabilities as of the balance sheet date

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Actuarially determined death rate of policyholders, which is included in determining the amount of the guaranteed minimum income benefit assets and liabilities as of the balance sheet date.

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Percentage rate at the high end of the range of the Company's estimates that is indicative of an expected degree of movement against a base line index, and which is included in determining the amount of equity funds used to calculate guaranteed minimum income benefit assets and liabilities as of the balance sheet date.

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Percentage rate at the low end of the range of the Company's estimates that is indicative of an expected degree of movement against a base line index, and which is included in determining the amount of equity funds used to calculate guaranteed minimum income benefit assets and liabilities as of the balance sheet date

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Interest rate projected for future time periods that is indexed to the 7-year treasury rate and used to calculate the reinsured income benefits upon annuitization

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Percentage rate at the high end of the range ofthe Company's estimates that is indicative of an expected degree of movement against a base line index, and which is included in determining the amount of money market funds used to calculate the guaranteed minimum income benefit assets and liabilities as of the balance sheet date.

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Percentage rate at the low end of the range of the Company's estimates that is indicative of an expected degree of movement against a base line index, and which is included in determining the amount of money market funds used to calculate the guaranteed minimum income benefit assets and liabilities as of the balance sheet date.

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Contractually guaranteed floor for the claim interest rate used in the calculation for Guraranteed Minimum Income Benefits liability.

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The amount of the change in fair value of the net GMIB liability less cash settled in the period for reinsurance on Guaranteed Minimum Income Benefit contracts.

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Long term debt outstanding including the portion maturing within one year. This excludes capital lease debt.

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Percentage of mutual fund investments modeled based on other indices with insufficient market-observable data used in the calculation for the Guaranteed Minimum Income Benefits liability.

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Interest rate and foreign currency swaps qualifying as cash flow hedges included in Other derivative assets

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Interest rate swaps not qualifying as cash flow hedges included in Other derivative assets

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Pension plan assets included in non-guaranteed separate account assets classified as Level 3.

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Pension plan assets included in non-guaranteed separate account assets.

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The percentage of total investments represented by by impaired commercial mortgage loans and real estate entities

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Percentage of Level 2 investments representing foreign bonds priced using a single unadjusted market-observable input derived by averaging multiple broker-dealer quotes.

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Percentage of investments in fixed maturities and equity securities classified in Level 3

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Percentage of GMIB exposure covered by retrocessional coverage

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Percent of contractholder deposit funds that can be withdrawn at any time

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Assumed probability percentage that an individual will annuitize a variable annuity contract immediately after waiting period expiration

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Assumed probability percentage that an individual will annuitize a variable annuity contract in the second or subsequent annual benefit opportunities

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Realized investment losses on write-downs of commercial mortgage loans

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Realized investment losses on write-downs of commercial mortgage loans and real estate entities, after-tax

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Appreciation of securities classified in Level 3 required to adjust future policy benefits for run-off settlement annuity business included in fixed maturities

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Net appreciation required to adjust future policy benefits for run-off settlement annuity business included in fixed maturities

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Reflects the sum of the gross carrying amounts of unpaid loans issued to businesses to acquire, develop, construct, improve, or refinance land or a building. Includes [but is not limited to] commercial mortgage loans, which are secured by a [legal] security interest in real property [commercial building or business real property] which thereby serves as collateral securing repayment of the loan; and construction financing, which is an obligation generally in the form of a [promissory] note, used for the funding of construction projects.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher AICPA
-Name Audit and Accounting Guide (AAG)
-Number AAG-DEP
-Chapter 8
-Paragraph 51, 52, 53
-IssueDate 2006-05-01

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher AICPA
-Name Statement of Position (SOP)
-Number 01-6
-Paragraph 13
-Subparagraph e

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 60
-Paragraph 47

Reference 4: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Section 03
-Paragraph 7
-Subparagraph a
-Article 9

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Fair Value Measurements (Details - Not carried at fair value) (USD $)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Fair Value Disclosures For Financial Instruments Not Carried At Fair Value [Line Items]
Commercial mortgage loans	$ 3,315,000,000		$ 3,315,000,000		$ 3,486,000,000
Fair Value Measurements Text Details [Abstract]
Net appreciation required to adjust future policy benefits for run-off settlement annuity business included in fixed maturities			447,000,000		443,000,000
Appreciation of securities classified in Level 3 required to adjust future policy benefits for run-off settlement annuity business included in fixed maturities			79,000,000		74,000,000
Percentage of Guaranteed Minimum Income Benefit assets reinsured externally			55.00%		55.00%
Interest rate and foreign currency swqps qualifying as cash flow hedges			9,000,000		16,000,000
Interest rate swaps not designated as accounting hedges			12,000,000		3,000,000
Percentage of investments classified in Level 2 representing foreign bonds priced using unadjusted broker quote			0.93
Percentage of investments in fixed maturities and equity securities classified in Level 3			6.00%
GMIB fair value loss	37,000,000	164,000,000	21,000,000	160,000,000
Pension plan assets included in non-guaranteed separate accounts total			3,100,000,000		2,800,000,000
Pension plan assets included in non-guaranteed separate accounts classified in Level 3			601,000,000		557,000,000
Realized Investment Losses Commercial Mortgage Loans			11,000,000
Percent Unrestricted Contractholder Deposit Funds			50.00%
Realized Investment Losses Commercial Mortgage Loans And Real Estate Entities				20,000,000	25,000,000
Percentage of Impaired Commercial mortgage loans and real estate entities of total investments			less than 1%	less than 1%	less than 1%
Assumptions [Abstract]
Projected interest rate indexed to the 7-year Treasury Rate used to calculate the reinsured income benefits			2.50%
Contractually guaranteed floor for the claim interest rate			3.00%
Percentage of mutual fund investments modeled based on other indices with insufficient market-observable data			51.00%
Low-end of the volatility range for equity funds modeled based on other indices			16.00%
High-end of the volatility range for equity funds modeled based on other indices			31.00%
Low-end of the volatility range for bond funds modeled based on other indices			4.00%
High-end of the volatility range for bond funds modeled based on other indices			11.00%
Low-end of the volatility range for money market funds modeled based on other indices			1.00%
High-end of the volatility range for money market funds modeled based on other indices			2.00%
Mortality assumption percentage of the 1994 Group Annuity Mortality table			70.00%
Annual percentage improvement in the mortality assumption percentage of the 1994 Group Annuity Mortality table			1.00%
Low-end of the annual lapse rate assumption range			1.00%
High-end of the annual lapse rate assumption range			12.00%
Assumed probability percentage that an individual will annuitize a variable annuity contract immediately after waiting period expiration			80.00%
Assumed probability percentage that an individual will annuitize a variable annuity contract in the second or subsequent annual benefit opportunities			35.00%
Low-end of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB liability			5
High-end of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB liability			135
Low-end of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB reinsurance asset			10
High-end of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB reinsurance asset			80
Estimate Of Fair Value Fair Value Disclosure Member
Fair Value Disclosures For Financial Instruments Not Carried At Fair Value [Line Items]
Commercial mortgage loans	3,411,000,000		3,411,000,000		3,470,000,000
Contractholder deposit funds, excluding universal life products			1,016,000,000		1,001,000,000
Long-term debt, including current maturities, excluding capital leases			3,362,000,000		2,926,000,000
Carrying Reported Amount Fair Value Disclosure Member
Fair Value Disclosures For Financial Instruments Not Carried At Fair Value [Line Items]
Commercial mortgage loans	3,315,000,000		3,315,000,000		3,486,000,000
Contractholder deposit funds, excluding universal life products			1,002,000,000		989,000,000
Long-term debt, including current maturities, excluding capital leases			$ 3,087,000,000		$ 2,709,000,000