|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Three months ended July 1, 2012 |
| Balance at Beginning of Period | | Total Gains (Losses) | | | | | | | | Net transfer In (Out) of Level 3 (a) | | Balance at End of Period |
| | Included in Earnings | | Included in AOCI | | Purchases | | Sales | | Settlements | | |
Assets | | | | | | | | | | | | | | | |
Contingent purchase price reduction receivable | $ | 41.0 |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | 41.0 |
|
Fixed maturity securities available-for-sale: | | | | | | | | | | | | | | | |
Asset-backed securities | 503.0 |
| | — |
| | 0.9 |
| | 262.5 |
| | — |
| | (11.0 | ) | | 3.7 |
| | 759.1 |
|
Corporates | 120.1 |
| | 0.2 |
| | (3.6 | ) | | 90.3 |
| | (7.7 | ) | | (33.7 | ) | | 40.2 |
| | 205.8 |
|
Hybrids | 5.1 |
| | — |
| | 0.1 |
| | — |
| | — |
| | — |
| | — |
| | 5.2 |
|
Municipals | 10.4 |
| | — |
| | — |
| | — |
| | — |
| | — |
| | (10.3 | ) | | 0.1 |
|
Agency residential mortgage-backed securities | 3.3 |
| | — |
| | — |
| | — |
| | — |
| | — |
| | (3.3 | ) | | — |
|
Non-agency residential mortgage-backed securities | 1.2 |
| | (0.1 | ) | | 0.1 |
| | — |
| | (0.5 | ) | | (0.1 | ) | | — |
| | 0.6 |
|
Total assets at fair value | $ | 684.1 |
| | $ | 0.1 |
| | $ | (2.5 | ) | | $ | 352.8 |
| | $ | (8.2 | ) | | $ | (44.8 | ) | | $ | 30.3 |
| | $ | 1,011.8 |
|
| | | | | | | | | | | | | | | |
| Balance at Beginning of Period | | Total (Gains) Losses | | | | | | | | Net transfer In (Out) of Level 3 (a) | | Balance at End of Period |
| | Included in Earnings | | Included in AOCI | | Purchases | | Sales | | Settlements | | |
Liabilities | | | | | | | | | | | | | | | |
FIA embedded derivatives, included in contractholder funds | $ | 1,496.7 |
| | $ | (10.3 | ) | | $ | — |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | 1,486.4 |
|
Equity conversion feature of preferred stock | 73.9 |
| | 125.5 |
| | — |
| | — |
| | — |
| | — |
| | — |
| | 199.4 |
|
Available-for-sale embedded derivatives | 0.4 |
| | (0.4 | ) | | — |
| | — |
| | — |
| | — |
| | — |
| | — |
|
Total liabilities at fair value | $ | 1,571.0 |
| | $ | 114.8 |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | — |
| | $ | 1,685.8 |
|