2.2.0.25falsefalse006030 - Disclosure - INVESTMENTStruefalsefalse1falsefalseUSDfalsefalse1/1/2010 - 12/31/2010 USD ($) USD ($) / shares $c00021http://www.sec.gov/CIK0001224608duration2010-01-01T00:00:002010-12-31T00:00:00u000Standardhttp://www.xbrl.org/2003/iso4217USDiso42170u002Dividehttp://www.xbrl.org/2003/iso4217USDiso4217http://www.xbrl.org/2003/instancesharesxbrli0u001Standardhttp://www.xbrl.org/2003/instancesharesxbrli0USDUSD$2true0cno_NotesToFinancialStatementsAbstractcnofalsenadurationNo definition available.falsefalsefalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalsefalsefalseOtherxbrli:stringItemTypestringNo definition available.falsefalseNotes to Financial Statements [Abstract]3false0cno_InvestmentsTextBlockcnofalsenadurationDisclosure of certain attributes of our investment portfolio.falsefalsefalsefalsefalsefalsefalsefalsefalsefalseterselabel1falsefalsefalse00<div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%" align="center" border="0"><tr valign="top"><td style="WIDTH: 27pt"><div>  </div></td><td style="WIDTH: 18pt"><div style="MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt">4.</div></td><td><div align="left">INVESTMENTS</div></td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">At December 31, 2010, the amortized cost and estimated fair value of fixed maturities, available for sale, and equity securities were as follows (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Estimated</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Amortized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">cost</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">gains</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom" align="left"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Investment grade (a):</div></td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Corporate securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">12,605.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">645.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(128.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">13,122.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">United States Treasury securities and obligations of United States government corporations and agencies</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">300.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(11.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">294.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">States and political subdivisions</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,871.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">8.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(99.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,780.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Debt securities issued by foreign governments</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Asset-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">595.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">9.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(5.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">600.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized debt obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">238.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">241.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,292.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">76.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(9.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,360.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Mortgage pass-through securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">29.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">31.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized mortgage obligations</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,416.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">25.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(30.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,412.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -5.4pt" align="left">Total investment grade fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">18,350.6</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">776.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(284.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">18,842.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -5.4pt" align="left">Below-investment grade (a):</div></td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Corporate securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,241.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">24.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(40.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,225.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">States and political subdivisions</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(1.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Asset-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">43.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">44.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized debt obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">14.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">15.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">7.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized mortgage obligations</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">494.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">11.2</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(5.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">500.2</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 36pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Total below-investment grade fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,805.2</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">38.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(52.0</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,791.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: -5.4pt" align="left">Total fixed maturities, available for sale                                                                           </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">20,155.8</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">815.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(336.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">20,633.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -5.4pt" align="left">Equity securities                                                                               </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">68.2</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">.8</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">68.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">______________</div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%" align="center" border="0"><tr valign="top"><td style="WIDTH: 9pt"><div>  </div></td><td style="WIDTH: 18pt"><div style="MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt">(a)</div></td><td><div align="left">Investment ratings – Investment ratings are assigned the second lowest rating by a nationally recognized statistical rating organization (Moody’s Investor Services, Inc. (“Moody’s”), S&P or Fitch Ratings (“Fitch”)), or if not rated by such firms, the rating assigned by the NAIC.  NAIC designations of “1” or “2” include fixed maturities generally rated investment grade (rated “Baa3” or higher by Moody’s or rated “BBB-” or higher by S&P and Fitch).  NAIC designations of “3” through “6” are referred to as below-investment grade (which generally are rated “Ba1” or lower by Moody’s or rated “BB+” or lower by S&P and Fitch).  References to investment grade or below investment grade throughout our consolidated financial statements are determined as described above.</div></td></tr></table></div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">At December 31, 2009, the amortized cost and estimated fair value of fixed maturities, available for sale, and equity securities were as follows (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Estimated</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Amortized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">cost</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">gains</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom" align="left"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -27pt; MARGIN-RIGHT: -1.15pt" align="left">Investment grade:</div></td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Corporate securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">13,069.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">371.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(315.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">13,126.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">United States Treasury securities and obligations of United States government corporations and agencies</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">268.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">269.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">States and political subdivisions</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">924.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(78.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">848.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Debt securities issued by foreign governments</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Asset-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">154.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(17.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">137.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Collateralized debt obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">84.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">84.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">867.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(108.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">765.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Mortgage pass-through securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">41.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">42.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Collateralized mortgage obligations</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,801.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">4.2</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(81.0</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,724.6</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -1.15pt" align="left">Total investment grade fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">17,215.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">394.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(605.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">17,005.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -1.15pt" align="left">Below-investment grade:</div></td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Corporate securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,275.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(116.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,165.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">States and political subdivisions</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(2.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Asset-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">90.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(36.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">54.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Collateralized debt obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">12.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(4.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">8.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(1.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Collateralized mortgage obligations</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">394.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(104.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">290.6</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 36pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -1.15pt" align="left">Total below-investment grade fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,782.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">5.8</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(265.0</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,523.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: -1.15pt" align="left">Total fixed maturities, available for sale                                                                           </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">18,998.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">400.5</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(870.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">18,528.4</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -1.15pt" align="left">Equity securities                                                                               </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">30.7</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">.8</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(.5</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">31.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">At December 31, 2010, the amortized cost, gross unrealized gains and losses, other-than-temporary impairments in accumulated other comprehensive income (loss) and estimated fair value of fixed maturities, available for sale, were as follows (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">Other-than-</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">temporary</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">impairments</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">included in</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">accumulated other</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Amortized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Estimated</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">comprehensive</div></td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">cost</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">gains</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">fair value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="3"><div align="center">income (loss)</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Corporate securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">13,846.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">669.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(169.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">14,347.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: -5.4pt" align="left">United States Treasury securities and obligations of United States government corporations and agencies</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">300.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(11.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">294.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">States and political subdivisions</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,875.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">8.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(100.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,783.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: -5.4pt" align="left">Debt securities issued by foreign governments</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Asset-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">639.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">11.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(6.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">644.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized debt obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">253.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">256.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,299.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">76.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(12.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,363.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Mortgage pass-through securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">29.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">31.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized mortgage obligations</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,911.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">36.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(35.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,912.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(23.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" width="40%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -5.4pt" align="left">Total fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">20,155.8</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">815.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(336.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">20,633.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(23.4</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">At December 31, 2009, the amortized cost, gross unrealized gains and losses, other-than-temporary impairments in other comprehensive loss and estimated fair value of fixed maturities, available for sale, were as follows (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">Other-than-</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">temporary</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">impairments</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">included in other</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Amortized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Estimated</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div align="center">comprehensive</div></td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">cost</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">gains</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">fair value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="3"><div align="center">loss</div></td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Corporate securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">14,345.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">377.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(431.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">14,291.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: -5.4pt" align="left">United States Treasury securities and obligations of United States government corporations and agencies</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">268.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">269.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">States and political subdivisions</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">931.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(80.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">853.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: -5.4pt" align="left">Debt securities issued by foreign governments</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Asset-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">245.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(54.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">192.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(35.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized debt obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">96.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(5.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">92.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">869.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(109.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">766.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(1.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Mortgage pass-through securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">41.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">42.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized mortgage obligations</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">2,196.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">4.2</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(185.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">2,015.2</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(132.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" width="40%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -5.4pt" align="left">Total fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">18,998.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">400.5</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(870.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">18,528.4</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(168.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Accumulated other comprehensive income (loss) is primarily comprised of the net effect of unrealized appreciation (depreciation) on our investments.  These amounts, included in shareholders’ equity as of December 31, 2010 and 2009 were as follows (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -3.6pt" align="center">2010</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">2009</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: -9.35pt" align="left">Net unrealized appreciation (depreciation) on fixed maturity securities, available for sale, on</div><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">which an other-than-temporary impairment loss has been recognized</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(4.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(133.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Net unrealized gains (losses) on all other investments                                                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">476.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(339.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Adjustment to the present value of future profits (a)                                                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(17.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">10.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Adjustment to deferred acquisition costs                                                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(76.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">59.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Unrecognized net loss related to deferred compensation plan                                                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(7.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(8.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Deferred income tax asset (liability)                                                                                                             </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(132.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">146.8</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="76%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9.35pt" align="left">Accumulated other comprehensive income (loss)                                                                                                     </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">238.3</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(264.3</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr></table></div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">_________</div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr valign="top"><td style="WIDTH: 36pt" align="right"><div>(a)  </div></td><td><div style="MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="justify">The present value of future profits is the value assigned to the right to receive future cash flows from contracts existing at September 10, 2003 (the date our Predecessor emerged from bankruptcy).</div></td></tr></table></div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Concentration of Fixed Maturity Securities, Available for Sale</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The following table summarizes the carrying values and gross unrealized losses of our fixed maturity securities, available for sale, by category as of December 31, 2010 (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Percent of</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">gross</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Percent of</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">Carrying value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">fixed maturities</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Energy/pipelines                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2,001.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">9.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">%</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">14.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">%</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Collateralized mortgage obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,912.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">9.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">35.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">10.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Utilities                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,826.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">8.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">States and political subdivisions                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,783.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">8.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">100.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">29.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,363.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">12.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Insurance                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,227.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">19.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Food/beverage                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,085.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">9.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Healthcare/pharmaceuticals                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">907.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Banks                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">869.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">44.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">13.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Cable/media                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">794.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">11.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Real estate/REITs                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">760.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Asset-backed securities                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">644.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Transportation                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">544.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Capital goods                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">495.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Building materials                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">439.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">12.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Telecom                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">423.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">9.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Aerospace/defense                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">349.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Metals and mining                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">333.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Chemicals                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">309.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">U.S. Treasury and Obligations                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">294.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">11.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Paper                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">272.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Collateralized debt obligations                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">256.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Brokerage                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">238.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Consumer products                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">229.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Entertainment/hotels                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">218.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Other                                                         </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,055.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">5.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">4.2</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">Total fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">20,633.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">100.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">%</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">336.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">100.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">%</td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Below-Investment Grade Securities</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">At December 31, 2010, the amortized cost of the Company’s below-investment grade fixed maturity securities was $1,805.2 million, or 9.0 percent of the Company’s fixed maturity portfolio.  The estimated fair value of the below-investment grade portfolio was $1,791.5 million, or 99 percent of the amortized cost.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Below-investment grade corporate debt securities have different characteristics than investment grade corporate debt securities.  Based on historical performance, probability of default by the borrower is significantly greater for below-investment grade corporate debt securities and in many cases severity of loss is relatively greater as such securities are generally unsecured and often subordinated to other indebtedness of the issuer.  Also, issuers of below-investment grade corporate debt securities frequently have higher levels of debt relative to investment-grade issuers, hence, all other things being equal, are generally more sensitive to adverse economic conditions.  The Company attempts to reduce the overall risk related to its investment in below-investment grade securities, as in all investments, through careful credit analysis, strict investment policy guidelines, and diversification by issuer and/or guarantor and by industry.</div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Contractual Maturity</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">The following table sets forth the amortized cost and estimated fair value of fixed maturities, available for sale, at December 31, 2010, by contractual maturity.  Actual maturities will differ from contractual maturities because certain borrowers may have the right to call or prepay obligations with or without penalties.  In addition, structured securities (such as asset-backed securities, collateralized debt obligations, commercial mortgage-backed securities, mortgage pass-through securities and collateralized mortgage obligations, collectively referred to as “structured securities”) frequently permit periodic unscheduled payments throughout their lives (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">Estimated</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -3.6pt" align="center">Amortized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -3.6pt" align="center">cost</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Due in one year or less                                                               </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">146.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">146.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Due after one year through five years                                                               </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,146.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,202.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Due after five years through ten years                                                               </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3,981.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4,195.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Due after ten years                                                               </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">10,749.6</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">10,882.0</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="76%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: -9.35pt" align="left">Subtotal                                                           </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">16,023.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">16,425.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="76%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Structured securities                                                               </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">4,132.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">4,208.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="76%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9.35pt" align="left">Total fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">20,155.8</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">20,633.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Net Investment Income</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Net investment income consisted of the following (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">2010</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">2009</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">2008</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Fixed maturities                                                                           </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,162.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,083.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,094.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: -9.35pt" align="left">Trading income related to policyholder and reinsurer accounts and other special-purpose portfolios</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">43.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">11.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">28.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Equity securities                                                                           </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Mortgage loans                                                                           </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">121.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">130.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">126.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Policy loans                                                                           </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">18.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">21.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">23.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: -9.35pt" align="left">Options related to fixed index products:</div></td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -9.35pt" align="left">Option income (loss)                                                                        </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">57.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(63.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(71.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -9.35pt" align="left">Change in value of options                                                                        </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(29.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">113.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(32.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Other invested assets                                                                           </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">9.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">10.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">13.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Cash and cash equivalents                                                                           </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">11.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="64%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: -9.35pt" align="left">Gross investment income                                                                       </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,384.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,310.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,195.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9.35pt" align="left">Less investment expenses                                                                           </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">17.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">17.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">16.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="64%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: -9.35pt" align="left">Net investment income                                                                       </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">1,366.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">1,292.7</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">1,178.8</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">The estimated fair value of fixed maturity investments and mortgage loans not accruing investment income totaled $7.9 million and $39.8 million at December 31, 2010 and 2009, respectively.</div><div> </div><div> </div><div> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Net Realized Investment Gains (Losses)</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The following table sets forth the net realized investment gains (losses) for the periods indicated (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">2010</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -3.6pt" align="center">2009</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -3.6pt" align="center">2008</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom" align="left"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Fixed maturity securities, available for sale:</div></td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">Realized gains on sale                                                                                     </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">347.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">367.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">110.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">Realized losses on sale                                                                                     </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(147.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(233.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(177.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">Impairments:</div></td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: 0pt" align="left">Total other-than-temporary impairment losses                                                                                   </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(94.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(337.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(152.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: 0pt" align="left">Other-than-temporary impairment losses recognized in other comprehensive loss </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(4.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%"> 188.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%"> -</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="64%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 36pt; MARGIN-RIGHT: 0pt" align="left">Net impairment losses recognized                                                                               </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(99.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(149.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(152.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" width="64%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 36pt; MARGIN-RIGHT: 0pt" align="left">Net realized investment gains (losses) from fixed maturities</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">99.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(15.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(219.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" width="64%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Equity securities                                                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Commercial mortgage loans                                                                                         </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(16.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(13.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(19.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: 0pt" align="left">Impairments of mortgage loans and other investments</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(50.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(45.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(9.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Other                                                                                         </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(2.6</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">14.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(13.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="64%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 36pt; MARGIN-RIGHT: 0pt" align="left">Net realized investment gains (losses)                                                                               </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">30.2</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(60.5</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(262.4</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">During 2010, we recognized net realized investment gains of $30.2 million, which were comprised of $180.0 million of net gains from the sales of investments (primarily fixed maturities) with proceeds of $8.6 billion and $149.8 million of writedowns of investments for other than temporary declines in fair value recognized through net income ($146.8 million, prior to the $(3.0) million of impairment losses recognized through accumulated other comprehensive income (loss)).</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">During 2009, we recognized net realized investment losses of $60.5 million, which were comprised of $134.9 million of net gains from the sales of investments (primarily fixed maturities) with proceeds of $10.7 billion and $195.4 million of writedowns of investments for other than temporary declines in fair value recognized through net income ($385.0 million, prior to the $189.6 million of impairment losses recognized through other comprehensive loss).</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">During 2008, we recognized net realized investment losses of $262.4 million, which were comprised of:  (i) $100.1 million of net losses from the sales of investments (primarily fixed maturities); and (ii) $162.3 million of writedowns of investments for other than temporary declines in fair value (no single investment accounted for more than $10 million of such writedowns).</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">At December 31, 2010, fixed maturity securities in default or considered nonperforming had both an aggregate amortized cost and carrying value of $.6 million.  </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">During 2010, we recorded an impairment charge of $70.6 million on an investment made by our Predecessor in a guaranteed investment contract issued by a Bermuda insurance company.  We recently decided to pursue the early commutation of this investment in exchange for interests in certain underlying invested assets held by the insurance company.  Current information related to these underlying invested assets obtained in late December 2010 and early 2011 resulted in the recognition of the impairment charge.  The guaranteed investment contract matures in December 2029 and had a projected future yield of 1.33% (the guaranteed minimum rate) immediately prior to the impairment charge.  The estimated fair value of our investment in the guaranteed investment contract was $213 million at December 31, 2010.  Also during 2010, other-than-temporary impairments recorded in earnings included:  (i) $23.6 million of losses related to mortgage-backed and asset-backed securities, primarily reflecting changes related to the estimated future cash flows of the underlying assets and, for certain securities, changes in our intent to hold the securities; (ii) $40.8 million of losses related to commercial mortgage loans reflecting our concerns regarding the issuers’ ability to continue to make contractual payments related to these loans and our estimate of the value of the underlying properties; (iii) $1.6 million related to a home office building which is available for sale; and (iv) $13.2 million of additional losses primarily related to various corporate securities and other invested assets following unforeseen issue-specific events or conditions.</div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">During 2010, the $147.7 million of realized losses on sales of $1.4 billion of fixed maturity securities, available for sale, included:  (i) $125.4 million of losses related to the sales of mortgage-backed securities and asset-backed securities; and (ii) $22.3 million of additional losses primarily related to various corporate securities.  Securities are generally sold at a loss following unforeseen issue-specific events or conditions or shifts in perceived risks.  These reasons include but are not limited to:  (i) changes in the investment environment; (ii) expectation that the fair value could deteriorate further; (iii) desire to reduce our exposure to an asset class, an issuer or an industry; (iv) changes in credit quality; or (v) changes in expected liability cash flows.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">During 2009, the $195.4 million of other-than-temporary impairments we recorded in earnings included:  (i) $83.6 million of losses related to mortgage-backed and asset-backed securities, primarily reflecting changes related to the performance of the underlying assets and, for certain securities, changes in our intent regarding continuing to hold the securities; (ii) $40.9 million of losses related to commercial mortgage loans reflecting our concerns regarding the issuers’ ability to continue to make contractual payments related to these loans and our estimate of the value of the underlying properties; (iii) $13.8 million of losses related to securities issued by a large commercial lender that recently filed bankruptcy; and (iv) $57.1 million of additional losses primarily related to various corporate securities following unforeseen issue-specific events or conditions and shifts in risks or uncertainty of the issuer.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">During 2009, the $233.9 million of realized losses on sales of $1.3 billion of fixed maturity securities, available for sale, included:  (i) $178.3 million of losses related to the sales of mortgage-backed securities and asset-backed securities; (ii) $11.3 million of losses related to the sale of securities issued by providers of financial guarantees and mortgage insurance; and (iii) $44.3 million of additional losses primarily related to various corporate securities.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Our fixed maturity investments are generally purchased in the context of a long-term strategy to fund insurance liabilities, so we do not generally seek to purchase and sell such securities to generate short-term realized gains.  In certain circumstances, including those in which securities are selling at prices which exceed our view of their underlying economic value, or when it is possible to reinvest the proceeds to better meet our long-term asset-liability matching objectives, we may sell certain securities.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The following summarizes the investments (including investments held by the VIEs) sold at a loss during 2010 which had been continuously in an unrealized loss position exceeding 20 percent of the amortized cost basis prior to the sale for the period indicated (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: center" valign="bottom" colspan="10"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 6.8pt; TEXT-ALIGN: center">At date of sale</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Number of</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Amortized</div></td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Period</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">issuers</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="3"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">cost</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="3"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Less than 6 months prior to sale                                                               </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">10</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">56.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">44.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: 0pt" align="left">Greater than or equal to 6 and less than 12 months prior to sale</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Greater than 12 months                                                               </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">43</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">259.8</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">174.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="64%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" width="64%">  </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">55</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">317.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">219.2</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">During the first quarter of 2009, we adopted newly issued authoritative guidance, which changes the recognition and presentation of other-than-temporary impairments.  Refer to the note to the consolidated financial statements entitled “Summary of Significant Accounting Policies - Adopted Accounting Standards” for additional information.  The recognition provisions within this guidance apply only to our fixed maturity investments.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">We regularly evaluate our investments for possible impairment.  Our assessment of whether unrealized losses are “other than temporary” requires significant judgment.  Factors considered include:  (i) the extent to which fair value is less than the cost basis; (ii) the length of time that the fair value has been less than cost; (iii) whether the unrealized loss is event driven, credit-driven or a result of changes in market interest rates or risk premium; (iv) the near-term prospects for specific events, developments or circumstances likely to affect the value of the investment; (v) the investment’s rating and whether the investment is investment-grade and/or has been downgraded since its purchase; (vi) whether the issuer is current on all payments in accordance with the contractual terms of the investment and is expected to meet all of its obligations under the terms of the investment; (vii) whether we intend to sell the investment or it is more likely than not that circumstances will</div><div> </div><div> </div><div> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">require us to sell the investment before recovery occurs; (viii) the underlying current and prospective asset and enterprise values of the issuer and the extent to which the recoverability of the carrying value of our investment may be affected by changes in such values; (ix) projections of, and unfavorable changes in, cash flows on structured securities including mortgage-backed and asset-backed securities; and (x) other objective and subjective factors.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Future events may occur, or additional information may become available, which may necessitate future realized losses of securities in our portfolio.  Significant losses in the estimated fair values of our investments could have a material adverse effect on our earnings in future periods.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Impairment losses on equity securities are recognized in net income.  The manner in which impairment losses on fixed maturity securities, available for sale, are recognized in the financial statements is dependent on the facts and circumstances related to the specific security.  If we intend to sell a security or it is more likely than not that we would be required to sell a security before the recovery of its amortized cost, the security is other-than-temporarily impaired and the full amount of the impairment is recognized as a loss through earnings.  If we do not expect to recover the amortized cost basis, we do not plan to sell the security, and if it is not more likely than not that we would be required to sell a security before the recovery of its amortized cost, less any current period credit loss, the recognition of the other-than-temporary impairment is bifurcated.  We recognize the credit loss portion in net income and the noncredit loss portion in accumulated other comprehensive income (loss).  Prior to 2009, such other-than-temporary impairments were recognized in their entirety through earnings and the amount recognized was the difference between amortized cost and estimated fair value.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">We estimate the amount of the credit loss component of a fixed maturity security impairment as the difference between amortized cost and the present value of the expected cash flows of the security.  The present value is determined using the best estimate of future cash flows discounted at the effective interest rate implicit to the security at the date of purchase or the current yield to accrete an asset-backed or floating rate security.  The methodology and assumptions for establishing the best estimate of future cash flows vary depending on the type of security.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">For most structured securities, cash flow estimates are based on bond specific facts and circumstances that may include collateral characteristics, expectations of delinquency and default rates, loss severity, prepayment speeds and structural support, including excess spread, subordination and guarantees.  For corporate bonds, cash flow estimates are derived from scenario-based outcomes of expected corporate restructurings or the disposition of assets using bond specific facts and circumstances including timing, secured interest and loss severity.  The previous amortized cost basis less the impairment recognized in net income becomes the security’s new cost basis.  We accrete the new cost basis to the estimated future cash flows over the expected remaining life of the security.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The remaining non-credit impairment, which is recorded in accumulated other comprehensive income (loss), is the difference between the security’s estimated fair value and our best estimate of future cash flows discounted at the effective interest rate prior to impairment.  The remaining non-credit impairment typically represents changes in the market interest rates, current market liquidity and risk premiums.  As of December 31, 2010, other-than-temporary impairments included in accumulated other comprehensive income (loss) of $23.4 million (before taxes and related amortization) relate to structured securities.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Mortgage loans are impaired when it is probable that we will not collect the contractual principal and interest on the loan. We measure impairment based upon the difference between the carrying value of the loan and the estimated fair value of the collateral securing the loan less cost to sell.</div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The following table summarizes the amount of credit losses recognized in earnings on fixed maturity securities, available for sale, held at the beginning of the period, for which a portion of the other-than-temporary impairment was also recognized in accumulated other comprehensive income (loss) for the years ended December 31, 2010 and 2009 (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Year ended</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">December 31,</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">2010</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">2009</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Credit losses on fixed maturity securities, available for sale, beginning of year</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(27.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Add:  credit losses on other-than-temporary impairments not previously recognized</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(1.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(20.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Less:  credit losses on securities sold</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">33.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="justify">Less:  credit losses on securities impaired due to intent to sell (a)</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Add:  credit losses on previously impaired securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(12.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(11.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Less:  increases in cash flows expected on previously impaired securities</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%"> -</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="76%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Credit losses on fixed maturity securities, available for sale, end of year</div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(6.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(27.2</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr></table></div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">__________</div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr valign="top"><td style="WIDTH: 36pt" align="right"><div>(a)  </div></td><td><div style="MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="justify">Represents securities for which the amount previously recognized in accumulated other comprehensive income (loss) was recognized in earnings because we intend to sell the security or we more likely than not will be required to sell the security before recovery of its amortized cost basis.</div></td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Investments with Unrealized Losses</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The following table sets forth the amortized cost and estimated fair value of those fixed maturities, available for sale, with unrealized losses at December 31, 2010, by contractual maturity.  Actual maturities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without penalties.  Structured securities frequently permit periodic unscheduled payments throughout their lives (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Estimated</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Amortized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">cost</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Due in one year or less                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">18.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">16.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Due after one year through five years                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">204.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">200.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Due after five years through ten years                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">663.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">634.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="justify">Due after ten years                                                                             </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">4,521.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">4,274.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="76%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">Subtotal                                                                       </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5,407.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5,126.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="76%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Structured securities                                                                             </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,409.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,353.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="76%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">Total                                                                       </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">6,817.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">6,480.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">The following summarizes the investments in our portfolio rated below-investment grade which have been continuously in an unrealized loss position exceeding 20 percent of the cost basis for the period indicated as of December 31, 2010 (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">Number</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">Cost</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">Estimated</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Period</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">of issuers</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">basis</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">loss</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="center">fair value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Less than 6 months                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">38.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(9.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">28.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: -9pt" align="left">Greater than or equal to 6 months and less than 12 months</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="52%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Greater than 12 months                                             </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">11.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(5.0</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">6.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="52%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" width="52%">  </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">12</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">50.5</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(14.8</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">35.7</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The following table summarizes the gross unrealized losses of our fixed maturity securities, available for sale, by category and ratings category as of December 31, 2010 (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> </td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> </td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Below investment grade</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Total gross</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Investment grade</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> </td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">B+ and</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">unrealized</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">AAA/AA/A</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">BBB</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">BB</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">below</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">States and political subdivisions                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">68.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">31.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">100.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Banks                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">20.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">19.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">44.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Collateralized mortgage obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">29.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">35.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Insurance                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">11.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">19.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Energy/pipelines                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">13.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">14.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">12.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Building materials                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">8.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">12.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">U.S. Treasury and Obligations                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">11.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">11.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Cable/media                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">11.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Food/beverage                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">9.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">9.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Telecom                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">9.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Asset-backed securities                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Real estate/REITs                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Utilities                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Healthcare/pharmaceuticals                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Consumer products                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Paper                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Capital goods                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Transportation                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Brokerage                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Chemicals                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Metals and mining                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Aerospace/defense                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Collateralized debt obligations                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Technology                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Entertainment/hotels                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Gaming                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Textiles                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Retail                                                    </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Other                                                    </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1.6</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">2.0</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="40%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="40%"><div style="DISPLAY: block; MARGIN-LEFT: 45pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -9pt" align="left">Total fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">155.4</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">129.5</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">32.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">20.0</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">336.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt">    Our investment strategy is to maximize, over a sustained period and within acceptable parameters of quality and risk, investment income and total investment return through active investment management.  Accordingly, we may sell securities at a gain or a loss to enhance the projected total return of the portfolio as market opportunities change, to reflect changing perceptions of risk, or to better match certain characteristics of our investment portfolio with the corresponding characteristics of our insurance liabilities.  While we do not have the intent to sell securities with unrealized losses and it is not more likely than not that we will be required to sell securities with unrealized losses prior to their anticipated recovery, we may sell securities at a loss in the future because of actual or expected changes in our view of the particular investment, its industry, its type or the general investment environment.  If a loss is recognized from a sale subsequent to a balance sheet date due to these unexpected developments, the loss is recognized in the period in which we had the intent to sell the securities before their anticipated recovery.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The following table summarizes the gross unrealized losses and fair values of our investments with unrealized losses that are not deemed to be other-than-temporarily impaired, aggregated by investment category and length of time that such securities have been in a continuous unrealized loss position, at December 31, 2010 (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Less than 12 months</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">12 months or greater</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Total</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" align="left"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Description of securities</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">United States Treasury securities and obligations of United States government corporations and agencies</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">196.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(11.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">197.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(11.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">States and political subdivisions</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,201.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(54.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">229.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(45.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,431.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(100.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -5.4pt" align="left">Corporate securities                                           </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2,633.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(80.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">864.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(88.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3,497.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(169.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -5.4pt" align="left">Asset-backed securities                                           </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">272.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(2.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">54.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(3.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">326.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(6.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized debt obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">117.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">122.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(1.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">15.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">111.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(12.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">127.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(12.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -5.4pt" align="left">Mortgage pass-through securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Collateralized mortgage obligations</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%"> 661.0</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(29.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">112.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(6.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">773.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(35.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="28%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: -5.4pt" align="left">Total fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">5,097.8</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(179.6</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">1,382.3</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(157.3</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">6,480.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(336.9</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div> </div><div> </div><div> </div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The following table summarizes the gross unrealized losses and fair values of our investments with unrealized losses that were not deemed to be other-than-temporarily impaired, aggregated by investment category and length of time that such securities had been in a continuous unrealized loss position, at December 31, 2009 (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Less than 12 months</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">12 months or greater</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Total</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div align="center">Unrealized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" align="left"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Description of securities</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -3.6pt" align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">losses</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: 0pt" align="left">United States Treasury securities and obligations of United States government corporations and agencies</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">157.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">157.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(3.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: 0pt" align="left">States and political subdivisions</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">375.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(18.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">291.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(62.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">666.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(80.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Corporate securities                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3,707.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(109.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2,919.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(322.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6,626.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(431.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Asset-backed securities                                      </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">7.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">133.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(54.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">140.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(54.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: 0pt" align="left">Collateralized debt obligations</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">34.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">5.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(4.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">40.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(5.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: 0pt" align="left">Commercial mortgage-backed securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">211.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(4.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">250.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(105.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">462.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(109.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: 0pt" align="left">Mortgage pass-through securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">-</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">4.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">(.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: 0pt" align="left">Collateralized mortgage obligations</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,301.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(41.6</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">460.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(143.5</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">1,761.6</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">(185.1</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="28%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="28%"><div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt; MARGIN-RIGHT: 0pt" align="left">Total fixed maturities, available for sale</div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">5,794.3</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(177.3</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">4,065.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(692.8</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">9,859.4</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">(870.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">)</td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Based on management’s current assessment of investments with unrealized losses at December 31, 2010, the Company believes the issuers of the securities will continue to meet their obligations (or with respect to equity-type securities, the investment value will recover to its cost basis).  While we do not have the intent to sell securities with unrealized losses and it is not more likely than not that we will be required to sell securities with unrealized losses prior to their anticipated recovery, our intent on an individual security may change, based upon market or other unforeseen developments.  In such instances, if a loss is recognized from a sale subsequent to a balance sheet date due to these unexpected developments, the loss is recognized in the period in which we had the intent to sell the securities before their anticipated recovery.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Structured Securities</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">At December 31, 2010, fixed maturity investments included structured securities with an estimated fair value of $4.2 billion (or 20 percent of all fixed maturity securities).  The yield characteristics of structured securities differ in some respects from those of traditional fixed-income securities.  For example, interest and principal payments on structured securities may occur more frequently, often monthly.  In many instances, we are subject to the risk that the amount and timing of principal and interest payments may vary from expectations.  For example, in many cases, partial prepayments may occur at the option of the issuer and prepayment rates are influenced by a number of factors that cannot be predicted with certainty, including:  the relative sensitivity of the underlying assets backing the security to changes in interest rates; a variety of economic, geographic and other factors; the timing and pace of liquidations of defaulted collateral; the amount of loan maturities; and various security-specific structural considerations (for example, the repayment priority of a given security in a securitization structure).  In addition, the total amount of payments for non-government structured securities may be affected by changes to cumulative default rates or loss severities of the related collateral.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">In general, the rate of prepayments on structured securities increases when prevailing interest rates decline significantly in absolute terms and also relative to the interest rates on the underlying assets.  The yields recognized on structured securities purchased at a discount to par will increase (relative to the stated rate) when the underlying assets prepay faster than expected.  The yields recognized on structured securities purchased at a premium will decrease (relative to the stated rate) when the underlying assets prepay faster than expected.  When interest rates decline, the proceeds from prepayments may be reinvested at lower rates than we were earning on the prepaid securities.  When interest rates increase, prepayments may decrease.  When this occurs, the average maturity and duration of the structured securities increase, which decreases the yield on structured securities purchased at a discount because the discount is realized as income at a slower rate,</div><div> </div><div> </div><div> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">and it increases the yield on those purchased at a premium because of a decrease in the annual amortization of the premium.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">For structured securities included in fixed maturities, available for sale, that were purchased at a discount or premium, we recognize investment income using an effective yield based on anticipated future prepayments and the estimated final maturity of the securities.  Actual prepayment experience is periodically reviewed and effective yields are recalculated when differences arise between the prepayments originally anticipated and the actual prepayments received and currently anticipated.  For credit sensitive mortgage-backed and asset-backed securities, and for securities that can be prepaid or settled in a way that we would not recover substantially all of our investment, the effective yield is recalculated on a prospective basis.  Under this method, the amortized cost basis in the security is not immediately adjusted and a new yield is applied prospectively.  For all other structured and asset-backed securities, the effective yield is recalculated when changes in assumptions are made, and reflected in our income on a retrospective basis.  Under this method, the amortized cost basis of the investment in the securities is adjusted to the amount that would have existed had the new effective yield been applied since the acquisition of the securities.  Such adjustments were not significant in 2010.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The following table sets forth the par value, amortized cost and estimated fair value of structured securities, summarized by interest rates on the underlying collateral, at December 31, 2010 (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Par</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Amortized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Estimated</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">cost</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">fair value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Below 4 percent                                                        </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">370.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">328.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">331.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">4 percent – 5 percent                                                        </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">516.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">506.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">484.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">5 percent – 6 percent                                                        </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2,364.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2,289.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2,359.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">6 percent – 7 percent                                                        </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">891.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">841.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">865.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">7 percent – 8 percent                                                        </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">83.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">84.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">85.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">8 percent and above                                                        </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">84.9</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">83.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">82.7</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="64%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 9pt; MARGIN-RIGHT: -5.4pt" align="left">Total structured securities                                                     </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">4,310.5</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">4,132.4</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">4,208.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">The amortized cost and estimated fair value of structured securities at December 31, 2010, summarized by type of security, were as follows (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td style="PADDING-BOTTOM: 2px" valign="bottom">  </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> </td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="6"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -3.7pt" align="center">Estimated fair value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Percent</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Amortized</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">of fixed</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Type</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">cost</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Amount</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">maturities</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">Pass-throughs, sequential and equivalent securities</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,347.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,354.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">%</td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Planned amortization classes, target amortization classes and accretion-directed bonds</div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">568.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">565.4</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">2.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Commercial mortgage-backed securities                                                                 </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,299.8</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1,363.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">6.6</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Asset-backed securities                                                                 </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">639.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">644.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">3.1</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Collateralized debt obligations                                                                 </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">253.0</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">256.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">1.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Other                                                                 </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">23.8</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">24.4</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">.2</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" width="64%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="64%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -4.5pt" align="left">Total structured securities                                                                 </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">4,132.4</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">4,208.1</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">20.4</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%">%</td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Pass-throughs, sequentials and equivalent securities have unique prepayment variability characteristics.  Pass-through securities typically return principal to the holders based on cash payments from the underlying mortgage obligations.  Sequential securities return principal to tranche holders in a detailed hierarchy.  Planned amortization classes, targeted amortization classes and accretion-directed bonds adhere to fixed schedules of principal payments as long as the underlying mortgage loans experience prepayments within certain estimated ranges.  In most circumstances, changes in prepayment rates are first absorbed by support or companion classes insulating the timing of receipt of cash flows from the consequences of both faster prepayments (average life shortening) and slower prepayments (average life extension).</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div> </div><div> </div><div> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: 0pt" align="left">Commercial mortgage-backed securities are secured by commercial real estate mortgages, generally income producing properties that are managed for profit.  Property types include multi-family dwellings including apartments, retail centers, hotels, restaurants, hospitals, nursing homes, warehouses, and office buildings.  Most commercial mortgage-backed securities have call protection features whereby underlying borrowers may not prepay their mortgages for stated periods of time without incurring prepayment penalties.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Commercial Mortgage Loans</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">At December 31, 2010, the mortgage loan balance was primarily comprised of commercial loans.  Approximately 7 percent, 7 percent, 6 percent, 6 percent, 5 percent and 5 percent of the mortgage loan balance were on properties located in Minnesota, California, Arizona, Florida, North Carolina and Indiana, respectively.  No other state comprised greater than five percent of the mortgage loan balance.  None of the commercial mortgage loan balance was noncurrent at December 31, 2010.  We had no allowance for losses on mortgage loans at both December 31, 2010 and 2009.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">The following table provides the weighted average loan-to-value ratio for our outstanding mortgage loans as of December 31, 2010 (dollars in millions):</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Estimated fair</div></td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Loan-to-value ratio (a)</div></td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div align="center">Carrying value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom"> </td><td style="BORDER-BOTTOM: black 2px solid" valign="bottom" colspan="2"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">value</div></td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr><td valign="bottom">  </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td><td valign="bottom"> </td><td valign="bottom" colspan="2"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Less than 60%                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">705.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">752.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">60% to 70%                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">657.2</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">630.7</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">70% to 80%                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">296.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">286.5</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="justify">80% to 90%                                                                             </div></td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">46.3</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" align="right" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%">43.9</td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 2px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Greater than 90%                                                                             </div></td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">55.3</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 2px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right" valign="bottom" width="9%">49.0</td><td style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="white"><td valign="bottom" width="76%">  </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: left" valign="bottom" width="1%"> </td><td style="TEXT-ALIGN: right" valign="bottom" width="9%"> </td><td style="TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr><tr bgcolor="#cceeff"><td style="PADDING-BOTTOM: 4px" valign="bottom" align="left" width="76%"><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">Total                                                                       </div></td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">1,761.2</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td><td style="PADDING-BOTTOM: 4px" valign="bottom" align="right" width="1%"> </td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left" valign="bottom" width="1%">$</td><td style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right" valign="bottom" width="9%">1,762.6</td><td style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap" width="1%"> </td></tr></table></div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: -9pt" align="left">__________</div><div><table style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman" cellspacing="0" cellpadding="0" width="100%"><tr valign="top"><td style="WIDTH: 27pt" align="right"><div>(a)  </div></td><td><div style="MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="justify">Loan-to-value ratios are calculated as the ratio of:  (i) the carrying value of the commercial mortgage loans; to (ii) the estimated fair value of the underlying commercial property.</div></td></tr></table></div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Securities Lending</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">The Company participated in a securities lending program whereby certain fixed maturity securities from our investment portfolio were loaned to third parties via a lending agent for a short period of time.  We maintain ownership of the loaned securities.  We required collateral equal to 102 percent of the fair value of the loaned securities.  The collateral was invested by the lending agent in accordance with our guidelines.  The fair value of the loaned securities was monitored on a daily basis with additional collateral obtained as necessary.  In the third quarter of 2010, the Company discontinued its securities lending program.  As of December 31, 2009, the fair value of the loaned securities was $178.5 million.  As of December 31, 2009, the Company had received collateral of $185.7 million.  Income generated from the program, net of expenses is recorded as net investment income and totaled $.2 million, $1.2 million and $2.4 million in 2010, 2009 and 2008, respectively.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Other Investment Disclosures</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">Life insurance companies are required to maintain certain investments on deposit with state regulatory authorities.  Such assets had aggregate carrying values of $77.7 million and $83.3 million at December 31, 2010 and 2009, respectively.</div><div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 27pt; MARGIN-RIGHT: -9pt" align="left">CNO had no fixed maturity investments that were in excess of 10 percent of shareholders’ equity at December 31, 2010 and 2009 (other than investments issued or guaranteed by the United States government or a United States government agency).</div><div> </div>  4.INVESTMENTSAt December 31, 2010, the amortized cost and estimated fair value of fixed maturities, available for sale, and equity securities were asfalsefalsefalsefalsefalseOtherus-types:textBlockItemTypestringDisclosure of certain attributes of our investment portfolio.No authoritative reference available.falsefalseINVESTMENTS12INVESTMENTSUnKnownUnKnownUnKnownUnKnownfalsetrue