|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Nine months ended June 30, 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 |
| | (2.0 | ) | | — |
| | 12.5 |
| | (19.2 | ) | | (1.0 | ) | | — |
| | 74.7 |
|
Total assets at fair value | $ | 101.3 |
| | $ | 0.2 |
| | $ | — |
| | $ | 12.5 |
| | $ | (32.8 | ) | | $ | (6.5 | ) | | $ | — |
| | $ | 74.7 |
|
| | | | | | | | | | | | | | | |
| 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 |
| | $ | 34.3 |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | (54.6 | ) | | $ | — |
| | $ | 608.9 |
|
Embedded derivatives in Front Street's assumed FIA business | 142.3 |
| | (8.8 | ) | | — |
| | — |
| | — |
| | — |
| | — |
| | 133.5 |
|
Total liabilities at fair value | $ | 771.5 |
| | $ | 25.5 |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | (54.6 | ) | | $ | — |
| | $ | 742.4 |
|