|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Six months ended March 31, 2016 |
| Balance at Beginning of Period | | Total Gains (Losses) | | | | | | | | Net transfer In (Out) of Level 3 | | Balance at End of Period |
| | Included in Earnings | | Included in AOCI | | Purchases | | Sales | | Settlements | | |
Assets | | | | | | | | | | | | | | | |
Corporate fixed maturity securities AFS | $ | 14.1 |
| | $ | (0.5 | ) | | $ | — |
| | $ | — |
| | $ | (13.6 | ) | | $ | — |
| | $ | — |
| | $ | — |
|
Other invested assets | 2.8 |
| | 2.7 |
| | — |
| | — |
| | — |
| | (5.5 | ) | | — |
| | — |
|
Funds withheld receivables | 84.4 |
| | (1.7 | ) | | — |
| | 8.1 |
| | (16.4 | ) | | (0.5 | ) | | — |
| | 73.9 |
|
Total assets at fair value | $ | 101.3 |
| | $ | 0.5 |
| | $ | — |
| | $ | 8.1 |
| | $ | (30.0 | ) | | $ | (6.0 | ) | | $ | — |
| | $ | 73.9 |
|
| | | | | | | | | | | | | | | |
| Balance at Beginning of Period | | Total (Gains) Losses | | | | | | | | Net transfer In (Out) of Level 3 | | Balance at End of Period |
| | Included in Earnings | | Included in AOCI | | Purchases | | Sales | | Settlements | | |
Liabilities | | | | | | | | | | | | | | | |
Front Street future policyholder benefit liability | $ | 629.2 |
| | $ | 20.2 |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | 4.6 |
| | $ | — |
| | $ | 654.0 |
|
Embedded derivatives in Front Street's assumed FIA business | 142.3 |
| | (5.8 | ) | | — |
| | — |
| | — |
| | — |
| | — |
| | 136.5 |
|
Total liabilities at fair value | $ | 771.5 |
| | $ | 14.4 |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | 4.6 |
| | $ | — |
| | $ | 790.5 |
|