| | | | | | | | | | | | | | | | | | | | | | September 30, 2012 | | Cost or Amortized Cost | | Gross Unrealized Gains | | Gross Unrealized Losses | | Estimated Fair Value | | Carrying Value | | | | | | | | | | | Fixed-maturity securities, available-for-sale | | | | | | | | | | Asset-backed securities | $ | 1,010.9 |
| | $ | 18.6 |
| | $ | (1.6 | ) | | $ | 1,027.9 |
| | $ | 1,027.9 |
| Commercial mortgage-backed securities | 520.0 |
| | 36.2 |
| | (2.4 | ) | | 553.8 |
| | 553.8 |
| Corporates | 10,211.8 |
| | 807.2 |
| | (10.0 | ) | | 11,009.0 |
| | 11,009.0 |
| Hybrids | 519.0 |
| | 18.8 |
| | (9.6 | ) | | 528.2 |
| | 528.2 |
| Municipals | 1,083.2 |
| | 141.9 |
| | (1.1 | ) | | 1,224.0 |
| | 1,224.0 |
| Agency residential mortgage-backed securities | 149.5 |
| | 5.8 |
| | (0.3 | ) | | 155.0 |
| | 155.0 |
| Non-agency residential mortgage-backed securities | 629.1 |
| | 35.8 |
| | (4.3 | ) | | 660.6 |
| | 660.6 |
| U.S. Government | 917.5 |
| | 12.9 |
| | — |
| | 930.4 |
| | 930.4 |
| Total fixed-maturity securities | 15,041.0 |
| | 1,077.2 |
| | (29.3 | ) | | 16,088.9 |
| | 16,088.9 |
| Equity securities | | | | | | | | | | Available-for-sale | 237.5 |
| | 11.9 |
| | (1.3 | ) | | 248.1 |
| | 248.1 |
| Held for trading | 191.8 |
| | — |
| | (45.0 | ) | | 146.8 |
| | 146.8 |
| Total equity securities | 429.3 |
| | 11.9 |
| | (46.3 | ) | | 394.9 |
| | 394.9 |
| Derivatives | 142.1 |
| | 67.0 |
| | (8.4 | ) | | 200.7 |
| | 200.7 |
| Asset-backed loans | 180.1 |
| | — |
| | — |
| | 180.1 |
| | 180.1 |
| Other invested assets | | | | | | | | | | U.S. Treasuries and certificate of deposit, held-to-maturity | 35.0 |
| | — |
| | — |
| | 35.0 |
| | 35.0 |
| Policy loans and other invested assets | 18.8 |
| | — |
| | — |
| | 18.8 |
| | 18.8 |
| Total other invested assets | 53.8 |
| | — |
| | — |
| | 53.8 |
| | 53.8 |
| Total investments | $ | 15,846.3 |
| | $ | 1,156.1 |
| | $ | (84.0 | ) | | $ | 16,918.4 |
| | $ | 16,918.4 |
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Included in AOCI were unrealized gains of $0.9 and unrealized losses of $1.9 related to the non-credit portion of other-than-temporary impairments on non-agency residential mortgage-backed securities at both June 30, 2013 and September 30, 2012, respectively. The structured security write downs represent additional write downs on securities that were previously impaired. There have been no impairments or write downs on any of the recently purchased non-agency residential mortgage-backed securities.
Securities held on deposit with various state regulatory authorities had a fair value of $19.6 and $20.7 at June 30, 2013 and September 30, 2012, respectively.
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