XML 76 R27.htm IDEA: XBRL DOCUMENT v2.4.0.6
Investments Fixed Maturities and Equity Securities (Details) (USD $)
In Millions, unless otherwise specified
Sep. 30, 2012
Dec. 31, 2011
Available-for-sale Securities Including Securities Pledged [Line Items]    
Embedded Derivatives $ 54.9 [1] $ 59.2 [1]
Fixed maturities, including securities pledged, Fair Value 20,900.0  
OTTI 27.5 [2] 38.1 [2]
Securities pledged, Amortized Cost 201.5 572.5
Equity securities, cost 130.1 131.8
Total fixed maturities and equity securities, Amortized Cost 18,555.2 17,221.6
Gross Unrealized Capital Gains 2,283.1 1,662.8
Gross Unrealized Capital Losses 61.6 152.2
Fair Value 20,831.6 18,791.4
U.S. Treasuries
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 927.8 1,096.6
Fixed maturities, Gross Unrealized Capital Gains 148.2 135.0
Fixed maturities, Gross Unrealized Capital Losses 0 0
Embedded Derivatives 0 [1] 0 [1]
Fixed maturities, including securities pledged, Fair Value 1,076.0 1,231.6
OTTI 0 [2] 0 [2]
U.S. government agencies and authorities
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 379.2 379.7
Fixed maturities, Gross Unrealized Capital Gains 21.5 31.0
Fixed maturities, Gross Unrealized Capital Losses 0 0
Embedded Derivatives 0 [1] 0 [1]
Fixed maturities, including securities pledged, Fair Value 400.7 410.7
OTTI 0 [2] 0 [2]
State, municipalities and political subdivisions
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 77.2 95.1
Fixed maturities, Gross Unrealized Capital Gains 14.1 10.9
Fixed maturities, Gross Unrealized Capital Losses 0 0
Embedded Derivatives 0 [1] 0 [1]
Fixed maturities, including securities pledged, Fair Value 91.3 106.0
OTTI 0 [2] 0 [2]
U.S. corporate securities
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 8,901.7 8,166.9
Fixed maturities, Gross Unrealized Capital Gains 1,169.8 770.8
Fixed maturities, Gross Unrealized Capital Losses 11.0 31.1
Embedded Derivatives 0 [1] 0 [1]
Fixed maturities, including securities pledged, Fair Value 10,060.5 8,906.6
OTTI 0 [2] 0 [2]
Foreign
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 4,863.2 [3] 4,661.0 [3]
Fixed maturities, Gross Unrealized Capital Gains 548.3 [3] 368.6 [3]
Fixed maturities, Gross Unrealized Capital Losses 19.7 [3] 41.5 [3]
Embedded Derivatives 0 [1],[3] 0 [1],[3]
Fixed maturities, including securities pledged, Fair Value 5,391.8 [3] 4,988.1 [3]
OTTI 0 [2],[3] 0 [2],[3]
Foreign securities government
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 435.7 [3] 308.5 [3]
Fixed maturities, Gross Unrealized Capital Gains 50.7 [3] 39.8 [3]
Fixed maturities, Gross Unrealized Capital Losses 1.1 [3] 3.1 [3]
Embedded Derivatives 0 [1],[3] 0 [1],[3]
Fixed maturities, including securities pledged, Fair Value 485.3 [3] 345.2 [3]
OTTI 0 [2],[3] 0 [2],[3]
Foreign securities other
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 4,427.5 [3] 4,352.5 [3]
Fixed maturities, Gross Unrealized Capital Gains 497.6 [3] 328.8 [3]
Fixed maturities, Gross Unrealized Capital Losses 18.6 [3] 38.4 [3]
Embedded Derivatives 0 [1],[3] 0 [1],[3]
Fixed maturities, including securities pledged, Fair Value 4,906.5 [3] 4,642.9 [3]
OTTI 0 [2],[3] 0 [2],[3]
Total residential mortgage-backed
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 2,213.0 1,955.4
Fixed maturities, Gross Unrealized Capital Gains 271.9 285.4
Fixed maturities, Gross Unrealized Capital Losses 22.1 52.9
Embedded Derivatives 54.9 [1] 59.2 [1]
Fixed maturities, including securities pledged, Fair Value 2,517.7 2,247.1
OTTI 19.6 [2] 29.5 [2]
Residential mortgage-backed securities agency
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 1,794.7 1,442.0
Fixed maturities, Gross Unrealized Capital Gains 200.1 218.7
Fixed maturities, Gross Unrealized Capital Losses 3.6 3.4
Embedded Derivatives 34.0 [1] 39.4 [1]
Fixed maturities, including securities pledged, Fair Value 2,025.2 1,696.7
OTTI 0.6 [2] 0.7 [2]
Residential mortgage-backed securities non-agency
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 418.3 513.4
Fixed maturities, Gross Unrealized Capital Gains 71.8 66.7
Fixed maturities, Gross Unrealized Capital Losses 18.5 49.5
Embedded Derivatives 20.9 [1] 19.8 [1]
Fixed maturities, including securities pledged, Fair Value 492.5 550.4
OTTI 19.0 [2] 28.8 [2]
Commercial mortgage-backed
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 786.8 866.1
Fixed maturities, Gross Unrealized Capital Gains 84.6 51.0
Fixed maturities, Gross Unrealized Capital Losses 0.2 5.8
Embedded Derivatives 0 [1] 0 [1]
Fixed maturities, including securities pledged, Fair Value 871.2 911.3
OTTI 4.4 [2] 4.4 [2]
Gross Unrealized Capital Losses 0.2 5.8
Fair Value 871.2 911.3
Other asset-backed securities
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 477.7 441.5
Fixed maturities, Gross Unrealized Capital Gains 26.0 19.4
Fixed maturities, Gross Unrealized Capital Losses 10.1 22.1
Embedded Derivatives 0 [1] 0 [1]
Fixed maturities, including securities pledged, Fair Value 493.6 438.8
OTTI 3.5 [2] 4.2 [2]
Gross Unrealized Capital Losses 0.6 0.7
Fair Value 436.9 381.0
Fixed maturities
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Fixed maturities, including securities pledged, Amortized Cost 18,626.6 17,662.3
Fixed maturities, Gross Unrealized Capital Gains 2,284.4 1,672.1
Fixed maturities, Gross Unrealized Capital Losses 63.1 153.4
Embedded Derivatives 54.9 [1] 59.2 [1]
Fixed maturities, including securities pledged, Fair Value 20,902.8 19,240.2
OTTI 27.5 [2] 38.1 [2]
Securities pledged, Amortized Cost 201.5 572.5
Securities pledged, Gross Unrealized Capital Gains 13.7 22.4
Securities pledged, Gross Unrealized Capital Losses 1.6 1.2
Securities pledged, Gross Unrealized Capital Losses 213.6 593.7
Total fixed maturities, less securities pledged, Amortized Cost 18,425.1 17,089.8
Total fixed maturities, less securities pledged, Gross Unrealized Capital Gains 2,270.7 1,649.7
Total fixed maturities, less securities pledged, Gross Unrealized Capital Losses 61.5 152.2
Total fixed maturities, less securities pledged, Fair Value 20,689.2 18,646.5
Equity securities, available-for-sale
   
Available-for-sale Securities Including Securities Pledged [Line Items]    
Embedded Derivatives 0 [1] 0 [1]
OTTI 0 [2] 0 [2]
Equity securities, cost 130.1 131.8
Gross Unrealized Capital Gains 12.4 13.1
Gross Unrealized Capital Losses 0.1 0
Fair Value $ 142.4 $ 144.9
[1] Embedded derivatives within fixed maturity securities are reported with the host investment. The changes in fair value of embedded derivatives are reported in Other net realized capital gains (losses) in the Condensed Consolidated Statements of Operations.
[2] Represents other-than-temporary impairments ("OTTI") reported as a component of Other comprehensive income.
[3] Primarily U.S. dollar denominated.