XML 71 R34.htm IDEA: XBRL DOCUMENT v3.2.0.727
Changes in Assets and Liabilities Measured at Fair Value on a Recurring Basis using Significant Unobservable Inputs (Level 3) (Detail) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
States, Municipalities, and Political Subdivisions        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation        
Assets Measured with Unobservable Inputs, Beginning Balance $ 144.2 $ 156.1 $ 140.1 $ 175.1
Investment Gain (Loss) included in Earnings 0.0 0.0 0.0 0.0
Investment Gain (Loss) included in OCI (6.7) 5.4 (2.6) 11.6
Investment Purchases 0.0 0.0 0.0 0.0
Investment Sales (0.8) (0.7) (0.8) (0.7)
Investment Level 3 Transfers Into 0.0 0.0 0.0 0.0
Investment Level 3 Transfers Out of 0.0 (29.3) 0.0 (54.5)
Assets Measured with Unobservable Inputs, Ending Balance 136.7 131.5 136.7 131.5
Foreign Governments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation        
Assets Measured with Unobservable Inputs, Beginning Balance 69.1 80.4 69.3 78.5
Investment Gain (Loss) included in Earnings 0.0 0.0 0.0 0.0
Investment Gain (Loss) included in OCI 0.7 0.8 0.5 2.7
Investment Purchases 0.0 0.0 0.0 0.0
Investment Sales 0.0 0.0 0.0 0.0
Investment Level 3 Transfers Into 0.0 0.0 0.0 0.0
Investment Level 3 Transfers Out of 0.0 0.0 0.0 0.0
Assets Measured with Unobservable Inputs, Ending Balance 69.8 81.2 69.8 81.2
Public Utilities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation        
Assets Measured with Unobservable Inputs, Beginning Balance 549.8 190.6 315.0 139.3
Investment Gain (Loss) included in Earnings 0.0 0.0 0.0 0.0
Investment Gain (Loss) included in OCI (4.7) 2.4 (3.6) 6.9
Investment Purchases 0.0 0.0 0.0 0.0
Investment Sales (0.1) (0.1) (2.5) (0.1)
Investment Level 3 Transfers Into 121.6 58.5 123.9 105.6
Investment Level 3 Transfers Out of (308.8) (72.0) (75.0) (72.3)
Assets Measured with Unobservable Inputs, Ending Balance 357.8 179.4 357.8 179.4
Mortgage/Asset-backed Securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation        
Assets Measured with Unobservable Inputs, Beginning Balance   0.4   0.5
Investment Gain (Loss) included in Earnings   (0.2)   (0.2)
Investment Gain (Loss) included in OCI   0.3   0.2
Investment Purchases   0.0   0.0
Investment Sales   (0.5)   (0.5)
Investment Level 3 Transfers Into   0.0   0.0
Investment Level 3 Transfers Out of   0.0   0.0
Assets Measured with Unobservable Inputs, Ending Balance   0.0   0.0
All Other Corporate Bonds        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation        
Assets Measured with Unobservable Inputs, Beginning Balance 1,635.8 1,593.0 1,425.3 1,923.3
Investment Gain (Loss) included in Earnings 2.4 0.0 2.1 0.0
Investment Gain (Loss) included in OCI (45.3) 17.5 (36.0) 32.3
Investment Purchases 0.0 48.0 0.0 89.6
Investment Sales (50.1) (61.5) (81.7) (82.0)
Investment Level 3 Transfers Into 365.1 259.4 384.3 302.6
Investment Level 3 Transfers Out of (586.0) (696.7) (372.1) (1,106.1)
Assets Measured with Unobservable Inputs, Ending Balance 1,321.9 1,159.7 1,321.9 1,159.7
Redeemable Preferred Stocks        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation        
Assets Measured with Unobservable Inputs, Beginning Balance 24.9 24.4 24.9 23.8
Investment Gain (Loss) included in Earnings 0.0 0.0 0.0 0.0
Investment Gain (Loss) included in OCI (0.1) 0.4 (0.1) 1.0
Investment Purchases 0.0 0.0 0.0 0.0
Investment Sales 0.0 0.0 0.0 0.0
Investment Level 3 Transfers Into 0.0 0.0 0.0 0.0
Investment Level 3 Transfers Out of 0.0 0.0 0.0 0.0
Assets Measured with Unobservable Inputs, Ending Balance 24.8 24.8 24.8 24.8
Fixed Maturity Securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation        
Assets Measured with Unobservable Inputs, Beginning Balance 2,423.8 2,044.9 1,974.6 2,340.5
Investment Gain (Loss) included in Earnings 2.4 (0.2) 2.1 (0.2)
Investment Gain (Loss) included in OCI (56.1) 26.8 (41.8) 54.7
Investment Purchases 0.0 48.0 0.0 89.6
Investment Sales (51.0) (62.8) (85.0) (83.3)
Investment Level 3 Transfers Into 486.7 317.9 508.2 408.2
Investment Level 3 Transfers Out of (894.8) (798.0) (447.1) (1,232.9)
Assets Measured with Unobservable Inputs, Ending Balance 1,911.0 1,576.6 1,911.0 1,576.6
Equity Securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation        
Assets Measured with Unobservable Inputs, Beginning Balance 1.4 3.1 1.4 4.6
Investment Gain (Loss) included in Earnings 0.0 0.0 0.0 2.1
Investment Gain (Loss) included in OCI 0.0 0.0 0.0 (0.1)
Investment Purchases 0.0 0.0 0.0 0.0
Investment Sales 0.0 0.0 0.0 (3.5)
Investment Level 3 Transfers Into 0.0 0.0 0.0 0.0
Investment Level 3 Transfers Out of 0.0 0.0 0.0 0.0
Assets Measured with Unobservable Inputs, Ending Balance 1.4 3.1 1.4 3.1
Embedded Derivative in Modified Coinsurance Arrangement        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation        
Derivatives Measured with Unobservable Inputs, Beginning Balance (53.8) (44.7) (49.9) (53.2)
Derivative Liability Gain (Loss) Included in Earnings (2.0) 12.4 (5.9) 20.9
Derivative Liability Gain (Loss) Included in OCI 0.0 0.0 0.0 0.0
Derivative Purchases 0.0 0.0 0.0 0.0
Derivative Sales 0.0 0.0 0.0 0.0
Derivative Transfers Into Level 3 0.0 0.0 0.0 0.0
Derivative Transfers Out of Level 3 0.0 0.0 0.0 0.0
Derivatives Measured with Unobservable Inputs, Ending Balance $ (55.8) $ (32.3) $ (55.8) $ (32.3)