XML 106 R94.htm IDEA: XBRL DOCUMENT v3.24.2.u1
FAIR VALUE MEASUREMENTS - BALANCE SHEET RECURRING (Details) - Significant unobservable inputs  (Level 3) - Fair Value, Measurements, Recurring - USD ($)
$ in Millions
 3 Months Ended 6 Months Ended
Jun. 30, 2024
Jun. 30, 2023
Jun. 30, 2024
Jun. 30, 2023
Corporate securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance $ 147.5 $ 127.8 $ 159.3 $ 127.8
Purchases, sales, issuances and settlements, net 6.2 1.7 10.6 1.3
Total realized and unrealized gains (losses) included in net income 0.1 (11.0) 4.4 0.0
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss) (2.9) 11.1 (8.9) 1.2
Transfers into level 3 0.0 6.6 0.0 5.9
Transfers out of level 3 (23.2) 0.0 (37.7) 0.0
Ending balance 127.7 136.2 127.7 136.2
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 0.1 (11.0) 4.4 0.0
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date (3.7) 10.3 (10.5) (0.3)
Asset-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 25.6 41.1 25.5 57.0
Purchases, sales, issuances and settlements, net (0.2) 0.1 (0.3) (5.0)
Total realized and unrealized gains (losses) included in net income 0.0 0.0 0.0 (0.2)
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss) 0.4 (1.4) 0.6 (1.6)
Transfers into level 3 0.0 0.0 0.0 0.0
Transfers out of level 3 0.0 0.0 0.0 (10.4)
Ending balance 25.8 39.8 25.8 39.8
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 0.0 0.0 0.0 0.1
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date 0.4 (1.4) 0.6 (1.6)
Non-agency residential mortgage-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance   33.8   56.2
Purchases, sales, issuances and settlements, net   0.0   0.0
Total realized and unrealized gains (losses) included in net income   0.0   0.0
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss)   (0.1)   0.1
Transfers into level 3   0.0   0.0
Transfers out of level 3   (27.7)   (50.3)
Ending balance   6.0   6.0
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date   0.0   0.0
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date   (0.1)   0.1
Collateralized loan obligations        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance       3.4
Purchases, sales, issuances and settlements, net       0.0
Total realized and unrealized gains (losses) included in net income       0.0
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss)       0.0
Transfers into level 3       0.0
Transfers out of level 3       (3.4)
Ending balance   0.0   0.0
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date       0.0
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date       0.0
Commercial mortgage-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance   13.8 13.1 14.5
Purchases, sales, issuances and settlements, net   0.0 0.0 0.0
Total realized and unrealized gains (losses) included in net income   0.0 0.0 0.0
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss)   (1.4) 0.0 (2.1)
Transfers into level 3   0.0 0.0 0.0
Transfers out of level 3   0.0 (13.1) 0.0
Ending balance 0.0 12.4 0.0 12.4
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date   0.0 0.0 0.0
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date   (1.4) 0.0 (2.1)
Total Fixed Maturities, Available For Sale        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 173.1 216.5 197.9 258.9
Purchases, sales, issuances and settlements, net 6.0 1.8 10.3 (3.7)
Total realized and unrealized gains (losses) included in net income 0.1 (11.0) 4.4 (0.2)
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss) (2.5) 8.2 (8.3) (2.4)
Transfers into level 3 0.0 6.6 0.0 5.9
Transfers out of level 3 (23.2) (27.7) (50.8) (64.1)
Ending balance 153.5 194.4 153.5 194.4
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 0.1 (11.0) 4.4 0.1
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date (3.3) 7.4 (9.9) (3.9)
Equity securities - corporate securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 72.6 75.0 72.7 75.7
Purchases, sales, issuances and settlements, net 0.0 (2.1) 0.0 (2.1)
Total realized and unrealized gains (losses) included in net income 0.2 (0.1) 0.1 (0.8)
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss) 0.0 0.0 0.0 0.0
Transfers into level 3 0.0 0.0 0.0 0.0
Transfers out of level 3 0.0 0.0 0.0 0.0
Ending balance 72.8 72.8 72.8 72.8
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 0.2 (0.1) 0.2 (0.4)
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date 0.0 0.0 0.0 0.0
Trading securities - commercial mortgage-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 0.0   0.0  
Purchases, sales, issuances and settlements, net 0.0   0.0  
Total realized and unrealized gains (losses) included in net income 0.0   (0.1)  
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss) 0.0   0.0  
Transfers into level 3 2.8   2.9  
Transfers out of level 3 0.0   0.0  
Ending balance 2.8   2.8  
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 0.0   (0.1)  
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date 0.0   0.0  
Trading securities - non-agency residential mortgage-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance   0.5   0.5
Purchases, sales, issuances and settlements, net   0.0   0.0
Total realized and unrealized gains (losses) included in net income   0.0   0.0
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss)   0.0   0.0
Transfers into level 3   0.0   0.0
Transfers out of level 3   (0.5)   (0.5)
Ending balance   0.0   0.0
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date   0.0   0.0
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date   0.0   0.0
Other invested assets - residual tranches        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 52.2 19.2 31.5 18.3
Purchases, sales, issuances and settlements, net 5.6 0.1 15.0 1.5
Total realized and unrealized gains (losses) included in net income 5.6 0.1 12.0 0.4
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss) 0.0 0.0 0.0 0.0
Transfers into level 3 2.6 0.9 7.5 0.0
Transfers out of level 3 0.0 (12.8) 0.0 (12.7)
Ending balance 66.0 7.5 66.0 7.5
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 5.6 0.1 12.0 0.4
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date $ 0.0 $ 0.0 $ 0.0 $ 0.0