Voya 2013 Annual Report Download - page 270

ING U.S., Inc.
Notes to the Consolidated Financial Statements
(Dollar amounts in millions, unless otherwise stated)
Unrealized capital losses (including noncredit impairments) in fixed maturities, including securities pledged, for
instances in which fair value declined below amortized cost by greater than or less than 20% for consecutive
months as indicated in the tables below, were as follows as of the dates indicated:
Amortized Cost Unrealized Capital Losses Number of Securities
< 20% > 20% < 20% > 20% < 20% > 20%
December 31, 2013
Six months or less below amortized cost . . $ 7,883.3 $ 80.5 $ 166.0 $ 18.6 570 20
More than six months and twelve months
or less below amortized cost .......... 12,339.7 67.6 776.8 16.7 798 8
More than twelve months below amortized
cost ............................. 1,579.2 55.8 144.5 13.9 302 22
Total .............................. $21,802.2 $203.9 $1,087.3 $ 49.2 1,670 50
December 31, 2012
Six months or less below amortized cost . . $ 3,154.6 $ 42.1 $ 95.2 $ 11.4 308 21
More than six months and twelve months
or less below amortized cost .......... 363.3 30.2 19.5 10.3 83 9
More than twelve months below amortized
cost ............................. 940.1 394.1 35.9 120.4 221 95
Total .............................. $ 4,458.0 $466.4 $ 150.6 $142.1 612 125
Unrealized capital losses (including noncredit impairments) in fixed maturities, including securities pledged, by
market sector for instances in which fair value declined below amortized cost by greater than or less than 20%
were as follows as of the dates indicated:
Amortized Cost Unrealized Capital Losses Number of Securities
< 20% > 20% < 20% > 20% < 20% > 20%
December 31, 2013
U.S. Treasuries ...................... $ 2,750.5 $ 25.3 $ 81.4 $ 5.4 32 1
U.S. Government agencies and
authorities ........................ 66.8 — 1.4 — 3 —
U.S. corporate, state and municipalities . . . 11,892.6 55.8 694.2 13.5 744 5
Foreign ............................. 3,944.2 35.0 211.0 7.7 300 6
Residential mortgage-backed ........... 2,361.4 35.6 70.2 10.2 471 25
Commercial mortgage-backed .......... 245.5 — 3.5 — 16 —
Other asset-backed .................... 541.2 52.2 25.6 12.4 104 13
Total $21,802.2 $203.9 $1,087.3 $ 49.2 1,670 50
December 31, 2012
U.S. Treasuries ...................... $ 453.0 $ — $ 1.8 $ — 3 —
U.S. Government agencies and
authorities ........................ — — — — — —
U.S. corporate, state and municipalities . . . 1,688.5 41.4 33.1 15.7 109 3
Foreign ............................. 684.9 109.3 24.1 35.2 50 14
Residential mortgage-backed ........... 938.3 144.8 42.5 44.2 343 77
Commercial mortgage-backed .......... 85.9 1.9 5.6 0.5 19 1
Other asset-backed .................... 607.4 169.0 43.5 46.5 88 30
Total ............................... $ 4,458.0 $466.4 $ 150.6 $142.1 612 125
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