
	June 30, 2020
	Amortized Cost		ACL⁽¹⁾		Gross Unrealized Gain		Gross Unrealized Loss		Fair Value
	(in millions of dollars)
United States Government and Government Agencies and Authorities	$	1,140.0	$	—	$	226.3	$	—	$	1,366.3
States, Municipalities, and Political Subdivisions	2,901.4		—		585.6		4.1		3,482.9
Foreign Governments	820.7		—		249.5		1.4		1,068.8
Public Utilities	6,331.4		—		1,598.8		7.2		7,923.0
Mortgage/Asset-Backed Securities	1,334.7		—		133.3		0.2		1,467.8
All Other Corporate Bonds	28,302.6		29.8		4,860.7		218.3		32,915.2
Redeemable Preferred Stocks	9.6		—		—		0.2		9.4
Total Fixed Maturity Securities	$	40,840.4	$	29.8	$	7,654.2	$	231.4	$	48,233.4


	December 31, 2019
	Amortized Cost		Gross Unrealized Gain		Gross Unrealized Loss		Fair Value
	(in millions of dollars)
United States Government and Government Agencies and Authorities	$	1,246.1	$	156.0	$	0.4	$	1,401.7
States, Municipalities, and Political Subdivisions	2,863.1		507.6		7.3		3,363.4
Foreign Governments	843.5		175.2		1.0		1,017.7
Public Utilities	6,436.7		1,303.7		8.2		7,732.2
Mortgage/Asset-Backed Securities	1,377.8		101.3		0.4		1,478.7
All Other Corporate Bonds	28,273.1		4,211.2		73.9		32,410.4
Redeemable Preferred Stocks	39.0		0.6		—		39.6
Total Fixed Maturity Securities	$	41,079.3	$	6,455.6	$	91.2	$	47,443.7


	June 30, 2020
	Less Than 12 Months						12 Months or Greater
	Fair Value		Gross Unrealized Loss		Fair Value		Gross Unrealized Loss
	(in millions of dollars)

States, Municipalities, and Political Subdivisions	$	108.7	$	4.1	$	0.1	$	—
Foreign Governments	10.9		1.4		—		—
Public Utilities	66.3		4.9		23.2		2.3
Mortgage/Asset-Backed Securities	40.5		0.2		0.1		—
All Other Corporate Bonds	2,381.0		163.0		196.8		55.3
Redeemable Preferred Stocks	9.4		0.2		—		—
Total Fixed Maturity Securities	$	2,616.8	$	173.8	$	220.2	$	57.6


	December 31, 2019
	Less Than 12 Months						12 Months or Greater
	Fair Value		Gross Unrealized Loss		Fair Value		Gross Unrealized Loss
	(in millions of dollars)
United States Government and Government Agencies and Authorities	$	110.2	$	0.4	$	—	$	—
States, Municipalities, and Political Subdivisions	331.0		7.3		0.3		—
Foreign Governments	69.4		1.0		—		—
Public Utilities	168.3		2.6		37.0		5.6
Mortgage/Asset-Backed Securities	47.0		0.4		3.1		—
All Other Corporate Bonds	579.1		29.1		379.8		44.8

Total Fixed Maturity Securities	$	1,305.0	$	40.8	$	420.2	$	50.4


	June 30, 2020
	Amortized Cost, Net of ACL		Unrealized Gain Position									Unrealized Loss Position
					Gross Gain			Fair Value			Gross Loss			Fair Value
	(in millions of dollars)
1 year or less	$	982.9	$	20.9		$	983.8		$	1.6		$	18.4
Over 1 year through 5 years	6,686.5		571.2			6,609.8			69.9			578.0
Over 5 years through 10 years	12,959.1		1,943.5			13,767.9			79.1			1,055.6
Over 10 years	18,847.4		4,985.3			22,607.7			80.6			1,144.4
	39,475.9		7,520.9			43,969.2			231.2			2,796.4
Mortgage/Asset-Backed Securities	1,334.7		133.3			1,427.2			0.2			40.6
Total Fixed Maturity Securities	$	40,810.6	$	7,654.2		$	45,396.4		$	231.4		$	2,837.0


	December 31, 2019
	Amortized Cost		Unrealized Gain Position									Unrealized Loss Position
					Gross Gain			Fair Value			Gross Loss			Fair Value
	(in millions of dollars)
1 year or less	$	821.5	$	14.5		$	832.6		$	0.2		$	3.2
Over 1 year through 5 years	6,286.2		456.5			6,423.4			41.7			277.6
Over 5 years through 10 years	13,570.8		1,688.3			14,881.3			14.6			363.2
Over 10 years	19,023.0		4,195.0			22,152.6			34.3			1,031.1
	39,701.5		6,354.3			44,289.9			90.8			1,675.1
Mortgage/Asset-Backed Securities	1,377.8		101.3			1,428.6			0.4			50.1
Total Fixed Maturity Securities	$	41,079.3	$	6,455.6		$	45,718.5		$	91.2		$	1,725.2


					Gross Unrealized Loss
	Fair Value		Gross Unrealized Gain		Amount		Percent of Total Gross Unrealized Loss
	(in millions of dollars)
Investment-Grade	$	44,793.4	$	7,531.3	$	68.1	29.4	%
Below-Investment-Grade	3,440.0		122.9		163.3		70.6	%
Total Fixed Maturity Securities	$	48,233.4	$	7,654.2	$	231.4	100.0	%

The unrealized losses on investment-grade fixed maturity securities principally relate to changes in interest rates or changes in market or sector credit spreads which occurred subsequent to the acquisition of the securities. Below-investment-grade fixed maturity securities are generally more likely to develop credit concerns than investment-grade securities. At June 30, 2020, the unrealized losses in our below-investment-grade fixed maturity securities were generally due to credit spreads in certain industries or sectors and, to a lesser extent, credit concerns related to specific securities. For each specific security in an unrealized loss position, we believe that there are positive factors which mitigate credit concerns and that the securities for which we have not recorded a credit loss will recover in value. We have the ability and intend to continue to hold these securities to recovery of amortized cost and believe that no credit losses have occurred.

As of June 30, 2020, we held 90 individual investment-grade fixed maturity securities and 88 individual below-investment-grade fixed maturity securities that were in an unrealized loss position, of which 5 investment-grade fixed maturity securities and 15 below-investment-grade fixed maturity securities had been in an unrealized loss position continuously for over one year.

While determining whether a credit loss exists is a judgmental area, we utilize a formal, well-defined, and disciplined process to monitor and evaluate our fixed income investment portfolio, supported by issuer specific research and documentation as of the end of each period. The process results in a thorough evaluation of problem investments and the recording of credit losses on a timely basis for investments determined to have a credit loss. We calculate the allowance for credit losses of fixed maturity securities based on the present value of our best estimate of cash flows expected to be collected, discounted using the effective interest rate implicit in the security at the date of acquisition. When estimating future cash flows, we analyze the strength of the issuer’s balance sheet, its debt obligations and near-term funding arrangements, cash flow and liquidity, the profitability of its core businesses, the availability of marketable assets which could be sold to increase liquidity, its industry fundamentals and regulatory environment, and its access to capital markets. As of June 30, 2020, with respect to the fixed maturity securities for which the allowance for credit losses was recognized, we do not intend to sell these securities, and it is not more likely than not that we will be required to sell these securities before recovery of our estimated value.


	Three Months Ended		Six Months Ended

	(in millions of dollars)
Balance, beginning of period	$	48.0	$	—

Credit losses on securities for which credit losses were not previously recorded	7.6		55.6
Change in allowance due to change in intent to hold securities to maturity	(20.8)		(20.8)
Change in allowance on securities with allowance recorded in previous period	(5.0)		(5.0)



Balance, end of period	$	29.8	$	29.8

We invest in variable interests issued by variable interest entities. These investments include tax credit partnerships, private equity partnerships, and special purpose entities. For those variable interests that are not consolidated in our financial statements, we are not the primary beneficiary because we have neither the power to direct the activities that are most significant to economic performance nor the responsibility to absorb a majority of the expected losses. The determination of whether we are the primary beneficiary is performed at the time of our initial investment and at the date of each subsequent reporting period.

As of June 30, 2020, the carrying amount of our variable interest entity investments that are not consolidated in our financial statements was $710.3 million, comprised of $43.7 million of tax credit partnerships and $666.6 million of private equity partnerships. At December 31, 2019, the carrying amount of our variable interest entity investments that are not consolidated in our financial statements was $675.1 million, comprised of $58.4 million of tax credit partnerships and $616.7 million of private equity partnerships. These variable interest entity investments are reported as other long-term investments in our consolidated balance sheets.

Contractually, we are a limited partner in these tax credit partnerships, and our maximum exposure to loss is limited to the carrying value of our investment, which includes $1.8 million of unfunded unconditional commitments at June 30, 2020. See Note 3 for commitments to fund private equity partnerships.

Our mortgage loan portfolio is well diversified by both geographic region and property type to reduce risk of concentration. All of our mortgage loans are collateralized by commercial real estate. When issuing a new loan, our general policy is not to exceed a loan-to-value ratio, or the ratio of the loan balance to the estimated fair value of the underlying collateral, of 75 percent. We update the loan-to-value ratios at least every three years for each loan, and properties undergo a general inspection at least every two years. Our general policy for newly issued loans is to have a debt service coverage ratio greater than 1.25 times on a normalized 25 year amortization period. We update our debt service coverage ratios annually.

We adopted new accounting guidance that requires us to estimate an allowance for expected credit losses effective January 1, 2020. We carry our mortgage loans at amortized cost less the allowance for expected credit losses. The amortized cost of our mortgage loans was $2,447.6 million and $2,397.0 million at June 30, 2020 and December 31, 2019, respectively. The allowance for expected credit losses was $13.2 million at June 30, 2020. Interest income is accrued on the principal amount of the loan based on the loan's contractual interest rate. We report accrued interest income for our mortgage loans as accrued investment income on our consolidated balance sheets, and the amount of the accrued income was $8.9 million and $8.3 million at June 30, 2020 and December 31, 2019, respectively.



	June 30, 2020						December 31, 2019
	(in millions of dollars)

	Carrying Amount		Percent of Total		Carrying Amount		Percent of Total
Property Type
Apartment	$	641.0	26.3	%	$	608.8	25.4	%
Industrial	609.8		25.0		623.6		26.0
Office	533.4		21.9		549.3		22.9
Retail	603.2		24.9		567.5		23.7
Other	47.0		1.9		47.8		2.0
Total	$	2,434.4	100.0	%	$	2,397.0	100.0	%

Region
New England	$	41.0	1.7	%	$	28.9	1.2	%
Mid-Atlantic	206.5		8.5		184.5		7.7
East North Central	344.3		14.1		329.2		13.7
West North Central	208.0		8.5		215.4		9.0
South Atlantic	517.9		21.3		509.2		21.2
East South Central	112.0		4.6		114.3		4.8
West South Central	261.4		10.7		246.6		10.3
Mountain	254.2		10.4		268.2		11.2
Pacific	489.1		20.2		500.7		20.9
Total	$	2,434.4	100.0	%	$	2,397.0	100.0	%

The risk in our mortgage loan portfolio is primarily related to vacancy rates. Events or developments, such as economic conditions that impact the ability of the borrowers to ensure occupancy of the property, may have a negative effect on our mortgage loan portfolio, particularly to the extent that our portfolio is concentrated in an affected region or property type. An increase in vacancies increases the probability of default, which would negatively affect our expected losses in our mortgage loan portfolio.

We evaluate each of our mortgage loans individually for impairment and assign an internal credit quality rating based on a comprehensive rating system used to evaluate the credit risk of the loan. The factors we use to derive our internal credit ratings may include the following:

Although all available and applicable factors are considered in our analysis, loan-to-value and debt service coverage ratios are the most critical factors in determining whether we will initially issue the loan and also in assigning values and determining impairment. We assign an overall rating to each loan using an internal rating scale of AA (highest quality) to B (lowest

We estimate an allowance for credit losses that we expect to incur over the life of our mortgage loans using a probability of default method. For each loan, we estimate the probability that the loan will default before its maturity (probability of default) and the amount of the loss if the loan defaults (loss given default). These two factors result in an expected loss percentage that is applied to the amortized cost of each loan to determine the expected credit loss. As we are the original underwriter of the mortgage loans, the amortized cost generally equals the principal amount of the loan. We measure losses on defaults of our mortgage loans as the excess amortized cost of the mortgage loan over the fair value of the underlying collateral in the event that we foreclose on the loan or over the expected future cash flows of the loan if we retain the mortgage loan until payoff. We do not purchase mortgage loans with existing credit impairments.

In estimating the probability of default, we consider historical experience, current market conditions, and reasonable and supportable forecasts about the future market conditions. We utilize our historical loan experience in combination with a large third-party industry database for a period of time that aligns with the average life of our loans based on the maturity dates of the loans and prepayment experience. Our model utilizes an industry database of the historical loss experience based on our actual portfolio characteristics such as loan-to-value, debt service coverage, collateral type, geography, and late payment history. In addition, because we actively manage our portfolio, we may extend the term of a loan in certain situations and will accordingly extend the maturity date in the estimate of probability of default. In estimating the loss given default, we primarily consider the type and value of collateral and secondarily the expected liquidation costs and time to recovery.

The primary market factors that we consider in our forecast of future market conditions are gross domestic product, unemployment rates, interest rates, inflation, commercial real estate values, household formation, and retail sales. We also forecast certain loan specific factors such as growth in the fair value and net operating income of collateral by property type. We include our estimate of these factors over a two-year period and for the remainder of the loans’ estimated lives, adjusted for estimated prepayments. Past the two-year forecast period, we revert to the historical assumptions ratably by the end of the fifth year of the loan after which we utilize only historical assumptions.

We utilize various scenarios to estimate our allowance for expected losses ranging from a base case scenario that reflects normal market conditions to a severe case scenario that reflects adverse market conditions. We will adjust our allowance each period to utilize the scenario or weighting of the scenarios that best reflects our view of current market conditions.


	June 30, 2020						December 31, 2019
	(in millions of dollars)
	Carrying Amount		Percent of Total		Carrying Amount		Percent of Total
Internal Rating
A	$	476.1	19.6	%	$	485.6	20.3	%
BBB	1,912.2		78.5		1,911.4		79.7
BB	29.6		1.2		—		—
B	16.5		0.7		—		—
Total	$	2,434.4	100.0	%	$	2,397.0	100.0	%

Loan-to-Value Ratio
<= 65%	$	1,256.0	51.5	%	$	1,215.1	50.7	%
> 65% <= 75%	1,065.4		43.8		1,053.0		43.9
> 75% <= 85%	40.2		1.7		91.4		3.8
> 85%	72.8		3.0		37.5		1.6
Total	$	2,434.4	100.0	%	$	2,397.0	100.0	%


	Prior to 2016		2016		2017		2018		2019		2020		Total
	(in millions of dollars)
Internal Rating
A	$	228.4	$	118.3	$	52.9	$	60.3	$	17.4	$	—	$	477.3
BBB	537.1		292.0		283.3		335.1		355.1		121.3		1,923.9
BB	29.8		—		—		—		—		—		29.8
B	16.6		—		—		—		—		—		16.6
Total Amortized Cost	811.9		410.3		336.2		395.4		372.5		121.3		2,447.6
Allowance for credit losses	(2.7)		(2.0)		(2.0)		(2.8)		(2.9)		(0.8)		(13.2)
Carrying Amount	$	809.2	$	408.3	$	334.2	$	392.6	$	369.6	$	120.5	$	2,434.4

Loan-to-Value Ratio
<=65%	$	665.4	$	260.3	$	136.6	$	78.2	$	83.8	$	35.5	$	1,259.8
>65<=75%	69.0		113.0		199.6		317.2		288.7		85.8		1,073.3
>75%<=85%	3.6		37.0		—		—		—		—		40.6
>85%	73.9		—		—		—		—		—		73.9
Total Amortized Cost	811.9		410.3		336.2		395.4		372.5		121.3		2,447.6
Allowance for credit losses	(2.7)		(2.0)		(2.0)		(2.8)		(2.9)		(0.8)		(13.2)
Carrying Amount	$	809.2	$	408.3	$	334.2	$	392.6	$	369.6	$	120.5	$	2,434.4


	Three Months Ended June 30, 2020
	Beginning of Period		Current Period Provisions		Write-Offs		Recoveries		End of Period
	(in millions of dollars)
Loan-to-Value Ratio
<=65%	$	3.5	$	0.4	$	—	$	—	$	3.9
>65<=75%	6.5		1.4		—		—		7.9
>75%<=85%	0.4		0.6		—		—		1.0
>85%	0.7		(0.3)		—		—		0.4
Total	$	11.1	$	2.1	$	—	$	—	$	13.2


	Six Months Ended June 30, 2020
	Beginning of Year		Current Period Provisions		Write-Offs		Recoveries		End of Period
	(in millions of dollars)
Loan-to-Value Ratio
<=65%	$	2.8	$	1.1	$	—	$	—	$	3.9
>65<=75%	4.6		3.3		—		—		7.9
>75%<=85%	0.5		0.5		—		—		1.0
>85%	0.4		—		—		—		0.4
Total	$	8.3	$	4.9	$	—	$	—	$	13.2

The increase in our estimate of expected losses during the second quarter and first six months of 2020 is primarily due to the expected impact of COVID-19. To reflect market conditions at June 30, 2020, we weighted our estimate to reflect a more adverse market as we expect the probability of default could increase as the effects of COVID-19 are experienced in the market.

For the three and six months ended June 30, 2020, we had no impaired mortgage loans. Our average investment in impaired mortgage loans was zero and $1.1 million for the three and six months ended June 30, 2019, respectively. We did not recognize any interest income on mortgage loans subsequent to impairment during the three and six months ended June 30, 2020 and 2019.

At June 30, 2020, we had no commitments to fund commercial mortgage loans. Consistent with how we determine the estimate of current expected credit losses for our funded mortgage loans each period, we estimate expected credit losses for loans that have not been funded but we are committed to fund at the end of each period. At June 30, 2020, we had zero expected credit losses related to unfunded commitments on our consolidated balance sheets.

To manage our cash position more efficiently, we may enter into repurchase agreements with unaffiliated financial institutions. We generally use repurchase agreements as a means to finance the purchase of invested assets or for short-term general business purposes until projected cash flows become available from our operations or existing investments. Our repurchase agreements are typically outstanding for less than 30 days. We post collateral through our repurchase agreement transactions whereby the counterparty commits to purchase securities with the agreement to resell them to us at a later, specified date. The fair value of collateral posted is generally 102 percent of the cash received.

Our investment policy also permits us to lend fixed maturity securities to unaffiliated financial institutions in short-term securities lending agreements. These agreements increase our investment income with minimal risk. Our securities lending policy requires that a minimum of 102 percent of the fair value of the securities loaned be maintained as collateral. We may receive cash and/or securities as collateral under these agreements. Cash received as collateral is typically reinvested in short-term investments. If securities are received as collateral, we are not permitted to sell or re-post them.

We had no outstanding securities lending agreements at June 30, 2020. As of December 31, 2019, the carrying amount of fixed maturity securities loaned to third parties under our securities lending program was $176.4 million, for which we received collateral in the form of securities of $186.5 million. We had no outstanding repurchase agreements at June 30, 2020 or December 31, 2019.

Certain of our U.S. insurance subsidiaries are members of regional FHLBs. Membership, which requires that we purchase a minimum amount of FHLB common stock on which we receive dividends, provides access to low-cost funding. Advances received from the FHLB are used for the purchase of short-term investments or fixed maturity securities. Additional common stock purchases may be required, based on the amount of funds we borrow from the FHLBs. The carrying value of common stock owned, collateral posted, and advances received are as follows:


	June 30, 2020		December 31, 2019
	(in millions of dollars)
Carrying Value of FHLB Common Stock	$	27.5	$	18.5
Advances from FHLB	$	162.1	$	—

Carrying Value of Collateral Posted to FHLB
Fixed Maturity Securities	$	990.8	$	182.1
Commercial Mortgage Loans	909.4		164.4
Total Carrying Value of Collateral Posted to FHLB	$	1,900.2	$	346.5

We enter into master netting agreements with each of our derivatives counterparties. These agreements provide for conditional rights of set-off upon the occurrence of an early termination event. An early termination event is considered a default, and it allows the non-defaulting party to offset its contracts in a loss position against any gain positions or payments due to the defaulting party. Under our agreements, default type events are defined as failure to pay or deliver as contractually agreed, misrepresentation, bankruptcy, or merger without assumption. See Note 5 for further discussion of collateral related to our derivative contracts.

We have securities lending agreements with unaffiliated financial institutions that post collateral to us in return for the use of our fixed maturity securities. A right of set-off exists that allows us to keep and apply collateral received in the event of default by the counterparty. Default within a securities lending agreement would typically occur if the counterparty failed to return the securities borrowed from us as contractually agreed. In addition, if we default by not returning collateral received, the counterparty has a right of set-off against our securities or any other amounts due to us.

Shown below are our financial instruments that either meet the accounting requirements that allow them to be offset in our balance sheets or that are subject to an enforceable master netting arrangement or similar agreement. Our accounting policy is to not offset these financial instruments in our balance sheets. Net amounts disclosed below have been reduced by the amount of collateral pledged to or received from our counterparties.


	June 30, 2020
	Gross Amount						Gross Amount Not
	of Recognized		Gross Amount		Net Amount		Offset in Balance Sheet
	Financial		Offset in		Presented in		Financial		Cash		Net
	Instruments		Balance Sheet		Balance Sheet		Instruments		Collateral		Amount
	(in millions of dollars)
Financial Assets:
Derivatives	$	63.1	$	—	$	63.1	$	(15.8)	$	(47.0)	$	0.3



Financial Liabilities:
Derivatives	$	31.9	$	—	$	31.9	$	(31.9)	$	—	$	—


	December 31, 2019
	Gross Amount						Gross Amount Not
	of Recognized		Gross Amount		Net Amount		Offset in Balance Sheet
	Financial		Offset in		Presented in		Financial		Cash		Net
	Instruments		Balance Sheet		Balance Sheet		Instruments		Collateral		Amount
	(in millions of dollars)
Financial Assets:
Derivatives	$	27.5	$	—	$	27.5	$	(4.0)	$	(23.5)	$	—
Securities Lending	176.4		—		176.4		(176.4)		—		—
Total	$	203.9	$	—	$	203.9	$	(180.4)	$	(23.5)	$	—

Financial Liabilities:
Derivatives	$	34.6	$	—	$	34.6	$	(31.3)	$	—	$	3.3


	Three Months Ended June 30						Six Months Ended June 30
	2020		2019		2020		2019
	(in millions of dollars)						(in millions of dollars)
Fixed Maturity Securities	$	542.5	$	564.7	$	1,082.3	$	1,109.6
Derivatives	20.7		18.0		40.9		35.9
Mortgage Loans	28.0		24.9		57.0		51.6
Policy Loans	5.0		4.8		9.8		9.5
Other Long-term Investments
Perpetual Preferred Securities¹	10.6		0.4		(6.5)		4.5
Private Equity Partnerships²	(31.3)		12.6		(20.9)		14.8
Other	1.7		3.3		4.9		2.8
Short-term Investments	2.4		6.7		8.8		13.7
Gross Investment Income	579.6		635.4		1,176.3		1,242.4
Less Investment Expenses	7.6		7.3		16.1		16.3
Less Investment Income on Participation Fund Account Assets	3.0		3.2		6.2		6.5

Net Investment Income	$	569.0	$	624.9	$	1,154.0	$	1,219.6

¹ The net unrealized gain (loss) recognized in net investment income for the three and six months ended June 30, 2020 related to perpetual preferred securities still held at June 30, 2020 was $10.0 million and $(7.9) million, respectively. The net unrealized gain (loss) recognized in net investment income for the three and six months ended June 30, 2019 related to perpetual preferred securities still held at June 30, 2019 was $(0.1) million and $3.0 million.

² The net unrealized loss recognized in net investment income for the three and six months ended June 30, 2020 related to private equity partnerships still held at June 30, 2020 was $41.0 million and $35.6 million. The net unrealized gain recognized in net investment income for the three and six months ended June 30, 2019 related to private equity partnerships still held at June 30, 2019 was $6.3 million and $3.6 million. See Note 3 for further discussion of private equity partnerships.


	Three Months Ended June 30						Six Months Ended June 30
	2020		2019		2020		2019
	(in millions of dollars)						(in millions of dollars)
Fixed Maturity Securities
Gross Gains on Sales	$	3.6	$	7.9	$	5.0	$	11.2
Gross Losses on Sales	(4.1)		(16.9)		(4.8)		(24.8)

Credit Losses	(5.4)		—		(59.3)		—
Mortgage Loans and Other Invested Assets
Gross Gains on Sales	—		3.0		0.3		3.9
Gross Losses on Sales	—		—		(0.2)		(0.1)
Credit Losses	(2.0)		—		(4.6)		—
Embedded Derivative in Modified Coinsurance Arrangement	41.9		(0.8)		(45.0)		4.7
All Other Derivatives	(1.0)		(0.9)		(1.7)		(0.6)
Foreign Currency Transactions	0.8		0.4		0.1		(0.5)
Net Realized Investment Gain (Loss)	$	33.8	$	(7.3)	$	(110.2)	$	(6.2)