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Fair Values of Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2025

Fair Value Disclosures [Abstract]

Fair Value, Investments, Entities that Calculate Net Asset Value Per Share

The following tables present additional information about our private equity partnerships, including commitments for additional investments which may or may not be funded:

						September 30, 2025
Investment Category						Fair Value						Redemption Term / Redemption Notice						Unfunded Commitments
						(in millions of dollars)												(in millions of dollars)
Private Credit			(a)			$	211.2					Not redeemable						$	112.7
						51.3						Quarterly / 90 days notice						12.7
Total Private Credit						262.5												125.4
Private Equity			(b)			622.8						Not redeemable						395.8
						31.9						Initial 5.5 year lock on each new investment / Quarterly after 5.5 year lock with 90 days notice						15.1
Total Private Equity						654.7												410.9
Real Assets			(c)			501.5						Not redeemable						209.1
						37.6						Quarterly / 90 days notice						—
Total Real Assets						539.1												209.1
Total Partnerships						$	1,456.3											$	745.4

						December 31, 2024
Investment Category						Fair Value						Redemption Term / Redemption Notice						Unfunded Commitments
						(in millions of dollars)												(in millions of dollars)
Private Credit			(a)			$	236.9					Not redeemable						$	118.9
						52.3						Quarterly / 90 days notice						10.3
Total Private Credit						289.2												129.2
Private Equity			(b)			604.1						Not redeemable						398.2
						36.1						Initial 5.5 year lock on each new investment / Quarterly after 5.5 year lock with 90 days notice						11.0
Total Private Equity						640.2												409.2
Real Assets			(c)			486.6						Not redeemable						230.1
						34.6						Quarterly / 90 days notice						—
Total Real Assets						521.2												230.1
Total Partnerships						$	1,450.6											$	768.5

(a)Private Credit - The limited partnerships described in this category employ various investment strategies, generally providing direct lending or other forms of debt financing including first-lien, second-lien, mezzanine, and subordinated loans. The limited partnerships have credit exposure to corporates, physical assets, and/or financial assets within a variety of industries (including manufacturing, healthcare, energy, business services, technology, materials, and retail) in North

America and, to a lesser extent, outside of North America.  As of September 30, 2025, the estimated remaining life of the investments that do not allow for redemptions is approximately 73 percent in the next 3 years, 14 percent during the period from 3 to 5 years, and 13 percent during the period from 5 to 10 years.

(b)Private Equity - The limited partnerships described in this category employ various strategies generally investing in controlling or minority control equity positions directly in companies and/or assets across various industries (including manufacturing, healthcare, energy, business services, technology, materials, and retail), primarily in private markets within North America and, to a lesser extent, outside of North America.  As of September 30, 2025, the estimated remaining life of the investments that do not allow for redemptions is approximately 41 percent in the next 3 years, 23 percent during the period from 3 to 5 years, and 36 percent during the period from 5 to 10 years.

(c)Real Assets - The limited partnerships described in this category employ various strategies, which include investing in the equity and/or debt financing of physical assets, including infrastructure (energy, power, water/wastewater, communications), transportation (including airports, ports, toll roads, aircraft, railcars) and real estate in North America, Europe, South America, and Asia.  As of September 30, 2025, the estimated remaining life of the investments that do not allow for redemptions is approximately 45 percent in the next 3 years, 34 percent during period from 3 to 5 years, and 21 percent during the period from 5 to 10 years.

Fair Values by Fair Value Hierarchy Input level

The following tables present information about financial instruments measured at fair value on a recurring basis by fair value level, based on the observability of the inputs used:

			September 30, 2025
			Level 1						Level 2						Level 3						NAV						Total
			(in millions of dollars)
Assets
Fixed Maturity Securities
United States Government and Government Agencies and Authorities			$	79.7					$	464.3					$	—					$	—					$	544.0
States, Municipalities, and Political Subdivisions			—						3,068.0						—						—						3,068.0
Foreign Governments			—						879.5						—						—						879.5
Public Utilities			471.6						4,417.2						—						—						4,888.8
Mortgage/Asset-Backed Securities1			—						1,022.6						99.0						—						1,121.6
All Other Corporate Bonds			6,160.5						16,476.0						44.0						—						22,680.5
Redeemable Preferred Stocks			—						7.8						—						—						7.8
Total Fixed Maturity Securities			6,711.8						26,335.4						143.0						—						33,190.2
Other Long-term Investments
Derivatives
Forwards			—						5.0						—						—						5.0
Foreign Currency Interest Rate Swaps			—						51.6						—						—						51.6
Embedded Derivative in Modified Coinsurance Arrangement			—						—						13.9						—						13.9
Total Derivatives			—						56.6						13.9						—						70.5
Perpetual Preferred and Equity Securities			—						0.2						23.0						—						23.2
Private Equity Partnerships			—						—						—						1,456.3						1,456.3
Total Other Long-term Investments			—						56.8						36.9						1,456.3						1,550.0
Total Financial Instrument Assets Carried at Fair Value			$	6,711.8					$	26,392.2					$	179.9					$	1,456.3					$	34,740.2
Liabilities
Other Liabilities
Derivatives
Forwards			$	—					$	208.2					$	—					$	—					$	208.2
Foreign Currency Interest Rate Swaps			—						51.4						—						—						51.4
Total Derivatives			—						259.6						—						—						259.6
Total Financial Instrument Liabilities Carried at Fair Value			$	—					$	259.6					$	—					$	—					$	259.6

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

			December 31, 2024
			Level 1						Level 2						Level 3						NAV						Total
			(in millions of dollars)
Assets
Fixed Maturity Securities
United States Government and Government Agencies and Authorities			$	77.9					$	452.6					$	—					$	—					$	530.5
States, Municipalities, and Political Subdivisions			—						3,291.4						—						—						3,291.4
Foreign Governments			—						768.1						—						—						768.1
Public Utilities			174.5						5,118.4						—						—						5,292.9
Mortgage/Asset-Backed Securities1			—						843.7						73.5						—						917.2
All Other Corporate Bonds			3,928.1						20,822.6						71.5						—						24,822.2
Redeemable Preferred Stocks			—						7.6						—						—						7.6
Total Fixed Maturity Securities			4,180.5						31,304.4						145.0						—						35,629.9
Other Long-term Investments
Derivatives
Forwards			—						6.5						—						—						6.5
Foreign Currency Interest Rate Swaps			—						72.9						—						—						72.9
Embedded Derivative in Modified Coinsurance Arrangement			—						—						11.5						—						11.5
Total Derivatives			—						79.4						11.5						—						90.9
Perpetual Preferred and Equity Securities			—						0.1						24.4						—						24.5
Private Equity Partnerships			—						—						—						1,450.6						1,450.6
Total Other Long-term Investments			—						79.5						35.9						1,450.6						1,566.0
Total Financial Instrument Assets Carried at Fair Value			$	4,180.5					$	31,383.9					$	180.9					$	1,450.6					$	37,195.9
Liabilities
Other Liabilities
Derivatives
Forwards			$	—					$	223.2					$	—					$	—					$	223.2
Foreign Currency Interest Rate Swaps			—						32.5						—						—						32.5
Total Derivatives			—						255.7						—						—						255.7
Total Financial Instrument Liabilities Carried at Fair Value			$	—					$	255.7					$	—					$	—					$	255.7

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

Changes in Assets and Liabilities Measured at Fair Value on a Recurring Basis using Significant Unobservable Inputs

Changes in assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) are as follows:

			Three Months Ended September 30, 2025
			Fair Value Beginning of Period						Total Realized and Unrealized Investment Gains (Losses) in																								Level 3 Transfers												Fair Value End of Period						Change in Unrealized Gain (Loss) on Securities Held at the End of Period included in
									Earnings						OCI						Purchases						Sales/Maturities						Into						Out of												OCI						Earnings
			(in millions of dollars)
Fixed Maturity Securities
Public Utilities			$	—					$	—					$	0.1					$	—					$	(22.5)					$	22.4					$	—					$	—					$	—					$	—
Mortgage/Asset-Backed Securities1			81.4						—						—						19.3						(1.7)						—						—						99.0						—						—
All Other Corporate Bonds			19.9						0.3						1.3						6.2						(66.1)						83.4						(1.0)						44.0						1.3						—
Total Fixed Maturity Securities			101.3						0.3						1.4						25.5						(90.3)						105.8						(1.0)						143.0						1.3						—
Perpetual Preferred and Equity Securities			23.8						(0.8)						—						—						—						—						—						23.0						—						0.1
Embedded Derivative in Modified Coinsurance Arrangement			10.6						3.3						—						—						—						—						—						13.9						—						3.3

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

			Three Months Ended September 30, 2024
			Fair Value Beginning of Period						Total Realized and Unrealized Investment Gains (Losses) in																								Level 3 Transfers												Fair Value End of Period						Change in Unrealized Gain (Loss) on Securities Held at the End of Period included in
									Earnings						OCI						Purchases						Sales/Maturities						Into						Out of												OCI						Earnings
			(in millions of dollars)
Fixed Maturity Securities
Public Utilities			$	—					$	(0.2)					$	0.7					$	—					$	(10.3)					$	9.8					$	—					$	—					$	—					$	—
Mortgage/Asset-Backed Securities1			46.5						—						0.2						4.9						(0.7)						0.1						—						51.0						0.2						—
All Other Corporate Bonds			53.3						—						2.0						—						(42.2)						39.1						(24.2)						28.0						2.0						—
Total Fixed Maturity Securities			99.8						(0.2)						2.9						4.9						(53.2)						49.0						(24.2)						79.0						2.2						—
Perpetual Preferred and Equity Securities			21.7						—						—						—						—						—						—						21.7						—						—
Embedded Derivative in Modified Coinsurance Arrangement			5.4						(0.8)						—						—						—						—						—						4.6						—						(0.8)

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

			Nine Months Ended September 30, 2025
			Fair Value Beginning of Year						Total Realized and Unrealized Investment Gains (Losses) in																								Level 3 Transfers												Fair Value End of Period						Change in Unrealized Gain (Loss) on Securities Held at the End of Period included in
									Earnings						OCI						Purchases						Sales/Maturities						Into						Out of												OCI						Earnings
			(in millions of dollars)
Fixed Maturity Securities
Public Utilities			$	—					$	(1.5)					$	1.9					$	—					$	(43.7)					$	43.3					$	—					$	—					$	—					$	—
Mortgage/Asset-Backed Securities1			73.5						—						0.3						31.2						(5.9)						—						(0.1)						99.0						0.3						—
All Other Corporate Bonds			71.5						(5.9)						(0.7)						6.2						(172.3)						183.4						(38.2)						44.0						(0.7)						—
Total Fixed Maturity Securities			145.0						(7.4)						1.5						37.4						(221.9)						226.7						(38.3)						143.0						(0.4)						—
Perpetual Preferred and Equity Securities			24.4						6.8						—						4.7						(12.9)						—						—						23.0						—						0.8
Embedded Derivative in Modified Coinsurance Arrangement			11.5						2.4						—						—						—						—						—						13.9						—						2.4

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

			Nine Months Ended September 30, 2024
			Fair Value Beginning of Year						Total Realized and Unrealized Investment Gains (Losses) in																								Level 3 Transfers												Fair Value End of Period						Change in Unrealized Gain (Loss) on Securities Held at the End of Period included in
									Earnings						OCI						Purchases						Sales/Maturities						Into						Out of												OCI						Earnings
			(in millions of dollars)
Fixed Maturity Securities
Public Utilities			$	—					$	(0.2)					$	0.3					$	—					$	(10.3)					$	10.2					$	—					$	—					$	—					$	—
Mortgage/Asset-Backed Securities1			32.9						—						0.6						15.5						(1.9)						3.9						—						51.0						0.6						—
All Other Corporate Bonds			123.4						(2.6)						6.9						2.3						(196.4)						189.0						(94.6)						28.0						6.9						(2.6)
Total Fixed Maturity Securities			156.3						(2.8)						7.8						17.8						(208.6)						203.1						(94.6)						79.0						7.5						(2.6)
Perpetual Preferred and Equity Securities			21.6						0.1						—						—						—						—						—						21.7						—						0.1
Embedded Derivative in Modified Coinsurance Arrangement			(1.5)						6.1						—						—						—						—						—						4.6						—						6.1

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

Quantitative Information Regarding Significant Unobservable Inputs

The table below provides quantitative information regarding the significant unobservable inputs used in Level 3 fair value measurements derived from internal models. Unobservable inputs for fixed maturity securities are weighted by the fair value of the securities. Certain securities classified as Level 3 are excluded from the table below due to limitations in our ability to obtain the underlying inputs used by external pricing sources.

September 30, 2025

Fair Value

Valuation Method

Unobservable Input

Range/Weighted Average

(in millions of dollars)

Fixed Maturity Securities

All Other Corporate Bonds - Private

$

5.7

Market Approach

Market Convention

(a)

Priced at Par Value

Mortgage-Backed Securities/ Asset-Backed Securities1

14.6

Market Approach

Market Convention

(a)

Priced at Par Value

Perpetual Preferred and Equity Securities

23.0

Market Approach

Market Convention

(a)

Priced at Cost, Owner's Equity, or Most Recent Round

Embedded Derivative in Modified Coinsurance Arrangement

13.9

Discounted Cash Flows

Projected Liability Cash Flows Weighted Spread of Swap Curve

(b)

Actuarial Assumptions (0.31)%

December 31, 2024

Fair Value

Valuation Method

Unobservable Input

Range/Weighted Average

(in millions of dollars)

Fixed Maturity Securities

All Other Corporate Bonds - Private

$

16.3

Market Approach

Volatility of Credit Market Convention

(c) (a)

5.00% - 5.00% / 5.00% Priced at Par Value

Mortgage-Backed Securities/ Asset-Backed Securities1

21.2

Market Approach

Market Convention

(a)

Priced at Par Value

Perpetual Preferred and Equity Securities

24.4

Market Approach

Market Convention

(a)

Priced at Cost, Owner's Equity, or Most Recent Round

Embedded Derivative in Modified Coinsurance Arrangement

11.5

Discounted Cash Flows

Projected Liability Cash Flows Weighted Spread of Swap Curve

(b)

Actuarial Assumptions (0.23)%

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

(a)Represents a decision to price based on par value, cost, owner's equity, or the price of the most recent capital funding round when limited data is available

(b)Represents various actuarial assumptions required to derive the liability cash flows. Fair value of embedded derivative is most often driven by the change in the weighted average credit spread to the swap curve for the assets backing the hypothetical loan

(c)Represents basis point adjustments for credit-specific factors

Carrying Amount and Fair Value of Financial Instruments

The following table presents the carrying amounts and estimated fair values of our financial instruments not measured at fair value and indicates the level in the fair value hierarchy of the estimated fair value measurement based on the observability of the inputs used:

			September 30, 2025
			Estimated Fair Value
			Level 1						Level 2						Level 3						Total						Carrying Value
			(in millions of dollars)
Assets
Mortgage Loans			$	—					$	1,977.5					$	—					$	1,977.5					$	2,129.8
Policy Loans			—						—						3,653.4						3,653.4						3,584.1
Other Long-term Investments
Miscellaneous Long-term Investments			—						38.0						0.2						38.2						38.2
Total Financial Instrument Assets Not Carried at Fair Value			$	—					$	2,015.5					$	3,653.6					$	5,669.1					$	5,752.1
Liabilities
Long-term Debt			$	3,032.8					$	348.0					$	—					$	3,380.8					$	3,470.8
Other Liabilities
Unfunded Commitments			—						0.2						—						0.2						0.2
Payable for Collateral on FHLB Funding Agreements			—						585.4						—						585.4						585.4
Total Financial Instrument Liabilities Not Carried at Fair Value			$	3,032.8					$	933.6					$	—					$	3,966.4					$	4,056.4

			December 31, 2024
			Estimated Fair Value
			Level 1						Level 2						Level 3						Total						Carrying Value
			(in millions of dollars)
Assets
Mortgage Loans			$	—					$	1,975.4					$	—					$	1,975.4					$	2,224.5
Policy Loans			—						—						3,672.9						3,672.9						3,617.2
Other Long-term Investments
Miscellaneous Long-term Investments			—						26.7						0.2						26.9						26.9
Total Financial Instrument Assets Not Carried at Fair Value			$	—					$	2,002.1					$	3,673.1					$	5,675.2					$	5,868.6
Liabilities
Long-term Debt			$	3,246.1					$	43.2					$	—					$	3,289.3					$	3,465.2
Other Liabilities
Unfunded Commitments			—						0.2						—						0.2						0.2
Payable for Collateral on FHLB Funding Agreements			—						324.2						—						324.2						324.2
Total Financial Instrument Liabilities Not Carried at Fair Value			$	3,246.1					$	367.6					$	—					$	3,613.7					$	3,789.6

X

- Definition

Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis.

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-Topic 820
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-Topic 820
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-Topic 820
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Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3).

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Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 820
-SubTopic 10
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-Topic 820
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