XML 105 R94.htm IDEA: XBRL DOCUMENT v3.24.3
FAIR VALUE MEASUREMENTS - BALANCE SHEET RECURRING (Details) - Significant unobservable inputs  (Level 3) - Fair Value, Measurements, Recurring - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2024
Sep. 30, 2023
Sep. 30, 2024
Sep. 30, 2023
Corporate securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance $ 127.7 $ 136.2 $ 159.3 $ 127.8
Purchases, sales, issuances and settlements, net 0.4 6.3 (2.9) 9.1
Total realized and unrealized gains (losses) included in net income (2.4) (12.8) 1.9 (1.7)
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss) 5.9 2.9 (3.2) (6.9)
Transfers into level 3 12.4 1.6 0.0 5.9
Transfers out of level 3 (14.3) (6.4) (25.4) (6.4)
Ending balance 129.7 127.8 129.7 127.8
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 0.1 (12.8) 4.4 (1.7)
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date 5.1 2.1 (5.7) (9.2)
Asset-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 25.8 39.8 25.5 57.0
Purchases, sales, issuances and settlements, net (0.1) 1.1 (0.4) (3.9)
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) 0.7 0.6 1.3 (1.0)
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 26.4 41.5 26.4 41.5
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 0.0
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date 0.7 0.6 1.3 (1.1)
Non-agency residential mortgage-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance   6.0   56.2
Purchases, sales, issuances and settlements, net   0.0   (0.1)
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   0.2
Transfers into level 3   2.5   0.0
Transfers out of level 3   (6.0)   (53.7)
Ending balance   2.6   2.6
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   0.2
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   12.4 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)   (0.1) 0.0 (2.2)
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 12.3 0.0 12.3
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   (0.1) 0.0 (2.2)
Total Fixed Maturities, Available For Sale        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 153.5 194.4 197.9 258.9
Purchases, sales, issuances and settlements, net 0.3 7.4 (3.3) 5.1
Total realized and unrealized gains (losses) included in net income (2.4) (12.8) 1.9 (1.9)
Total realized and unrealized gains (losses) included in accumulated other comprehensive income (loss) 6.6 3.5 (1.9) (9.9)
Transfers into level 3 12.4 4.1 0.0 5.9
Transfers out of level 3 (14.3) (12.4) (38.5) (73.9)
Ending balance 156.1 184.2 156.1 184.2
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 0.1 (12.8) 4.4 (1.7)
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date 5.8 2.7 (4.4) (12.3)
Equity securities - corporate securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 72.8 72.8 72.7 75.7
Purchases, sales, issuances and settlements, net 0.0 0.0 0.0 (2.1)
Total realized and unrealized gains (losses) included in net income 0.6 (0.2) 0.7 (1.0)
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 73.4 72.6 73.4 72.6
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 0.5 (0.2) 0.8 (0.5)
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 2.8      
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 (2.8)      
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      
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
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       (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
Amount of total gains (losses) included in accumulated other comprehensive income (loss) relating to assets still held as of the reporting date       0.0
Other invested assets - residual tranches        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 66.0 7.5 31.5 18.3
Purchases, sales, issuances and settlements, net 9.6 3.9 24.7 6.1
Total realized and unrealized gains (losses) included in net income 0.4 0.0 12.3 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 0.0 0.7 7.5 0.0
Transfers out of level 3 0.0 0.0 0.0 (12.7)
Ending balance 76.0 12.1 76.0 12.1
Amount of total gains (losses) included in our net income relating to assets still held as of the reporting date 0.4 0.0 12.3 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