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Unum 2011 Annual Report
Unum
2011
111
The categorization of fair value measurements by input level is as follows:
December 31, 2011
Quoted Prices
in Active Markets Significant Other Significant
for Identical Assets Observable Unobservable
or Liabilities Inputs Inputs
(in millions of dollars) (Level 1) (Level 2) (Level 3) Total
Assets
Fixed Maturity Securities
United States Government and
Government Agencies and Authorities $ 326.6 $ 977.8 $ — $ 1,304.4
States, Municipalities, and Political Subdivisions 107.3 1,416.2 68.1 1,591.6
Foreign Governments — 1,376.7 — 1,376.7
Public Utilities 718.0 9,576.4 338.9 10,633.3
Mortgage/Asset-Backed Securities — 2,941.5 31.7 2,973.2
All Other Corporate Bonds 3,469.5 20,415.1 665.5 24,550.1
Redeemable Preferred Stocks — 20.2 37.2 57.4
Total Fixed Maturity Securities 4,621.4 36,723.9 1,141.4 42,486.7
Other Long-term Investments
Derivatives
Interest Rate Swaps — 134.2 — 134.2
Foreign Exchange Contracts — 3.5 — 3.5
Total Derivatives — 137.7 — 137.7
Equity Securities — — 11.2 11.2
Liabilities
Other Liabilities
Derivatives
Interest Rate Swaps $ — $ 32.9 $ — $ 32.9
Foreign Exchange Contracts — 140.8 — 140.8
Embedded Derivative in Modified
Coinsurance Arrangement — — 135.7 135.7
Total Derivatives — 173.7 135.7 309.4