December 31, 2013 | |||||||||||||||
Quoted Prices in Active Markets for Identical Assets or Liabilities (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | ||||||||||||
(in millions of dollars) | |||||||||||||||
Assets | |||||||||||||||
Fixed Maturity Securities | |||||||||||||||
United States Government and Government Agencies and Authorities | $ | 144.5 | $ | 1,051.6 | $ | — | $ | 1,196.1 | |||||||
States, Municipalities, and Political Subdivisions | — | 1,608.1 | 175.1 | 1,783.2 | |||||||||||
Foreign Governments | — | 1,294.7 | 78.5 | 1,373.2 | |||||||||||
Public Utilities | 396.8 | 9,802.7 | 203.5 | 10,403.0 | |||||||||||
Mortgage/Asset-Backed Securities | — | 2,038.8 | 0.5 | 2,039.3 | |||||||||||
All Other Corporate Bonds | 1,982.0 | 21,670.8 | 1,859.1 | 25,511.9 | |||||||||||
Redeemable Preferred Stocks | — | 13.9 | 23.8 | 37.7 | |||||||||||
Total Fixed Maturity Securities | 2,523.3 | 37,480.6 | 2,340.5 | 42,344.4 | |||||||||||
Other Long-term Investments | |||||||||||||||
Derivatives | |||||||||||||||
Interest Rate Swaps | — | 9.2 | — | 9.2 | |||||||||||
Foreign Exchange Contracts | — | 1.6 | — | 1.6 | |||||||||||
Total Derivatives | — | 10.8 | — | 10.8 | |||||||||||
Equity Securities | — | 11.8 | 4.6 | 16.4 | |||||||||||
Liabilities | |||||||||||||||
Other Liabilities | |||||||||||||||
Derivatives | |||||||||||||||
Interest Rate Swaps | $ | — | $ | 35.0 | $ | — | $ | 35.0 | |||||||
Foreign Exchange Contracts | — | 98.7 | — | 98.7 | |||||||||||
Credit Default Swaps | — | 1.9 | — | 1.9 | |||||||||||
Embedded Derivative in Modified Coinsurance Arrangement | — | — | 53.2 | 53.2 | |||||||||||
Total Derivatives | — | 135.6 | 53.2 | 188.8 | |||||||||||
December 31, 2012 | |||||||||||||||
Quoted Prices in Active Markets for Identical Assets or Liabilities (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | ||||||||||||
(in millions of dollars) | |||||||||||||||
Assets | |||||||||||||||
Fixed Maturity Securities | |||||||||||||||
United States Government and Government Agencies and Authorities | $ | 104.1 | $ | 1,244.7 | $ | — | $ | 1,348.8 | |||||||
States, Municipalities, and Political Subdivisions | 53.0 | 1,625.1 | 128.7 | 1,806.8 | |||||||||||
Foreign Governments | — | 1,424.9 | 82.1 | 1,507.0 | |||||||||||
Public Utilities | 84.2 | 10,485.6 | 574.4 | 11,144.2 | |||||||||||
Mortgage/Asset-Backed Securities | — | 2,216.0 | 0.5 | 2,216.5 | |||||||||||
All Other Corporate Bonds | 1,977.1 | 23,755.5 | 1,177.8 | 26,910.4 | |||||||||||
Redeemable Preferred Stocks | — | 14.5 | 24.8 | 39.3 | |||||||||||
Total Fixed Maturity Securities | 2,218.4 | 40,766.3 | 1,988.3 | 44,973.0 | |||||||||||
Other Long-term Investments | |||||||||||||||
Derivatives | |||||||||||||||
Interest Rate Swaps | — | 76.5 | — | 76.5 | |||||||||||
Foreign Exchange Contracts | — | 5.1 | — | 5.1 | |||||||||||
Total Derivatives | — | 81.6 | — | 81.6 | |||||||||||
Equity Securities | — | 10.3 | 4.3 | 14.6 | |||||||||||
Liabilities | |||||||||||||||
Other Liabilities | |||||||||||||||
Derivatives | |||||||||||||||
Interest Rate Swaps | $ | — | $ | 31.7 | $ | — | $ | 31.7 | |||||||
Foreign Exchange Contracts | — | 138.8 | — | 138.8 | |||||||||||
Embedded Derivative in Modified Coinsurance Arrangement | — | — | 83.9 | 83.9 | |||||||||||
Total Derivatives | — | 170.5 | 83.9 | 254.4 | |||||||||||