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The following tables present credit quality of fixed maturities, including securities pledged, using NAIC

designations as of the dates indicated:

($ in millions) December 31, 2014

NAIC Quality Designation 1 2 3 4 5 6

Total Fair

Value

U.S. Treasuries .................. $ 3,904.0 $ —$—$—$—$—$3,904.0

U.S. Government agencies and

authorities .................... 435.9 — — — — — 435.9

State, municipalities and political

subdivisions .................. 682.1 10.7 1.6 — — — 694.4

U.S. corporate securities ........... 20,544.0 18,094.9 1,814.8 257.0 7.8 22.3 40,740.8

Foreign securities(1) .............. 5,002.2 10,681.4 695.9 55.7 — 9.0 16,444.2

Residential mortgage-backed

securities ..................... 6,341.8 33.5 63.1 13.7 46.0 158.7 6,656.8

Commercial mortgage-backed

securities ..................... 4,155.3 13.9 15.4 3.6 — — 4,188.2

Other asset-backed securities ....... 1,501.2 68.6 3.6 14.8 1.4 5.5 1,595.1

Total fixed maturities ......... $42,566.5 $28,903.0 $2,594.4 $344.8 $55.2 $195.5 $74,659.4

% of Fair Value ............. 56.9% 38.7% 3.5% 0.5% 0.1% 0.3% 100.0%

(1) Primarily U.S. dollar denominated.

($ in millions) December 31, 2013

NAIC Quality Designation 1 2 3 4 5 6

Total Fair

Value

U.S. Treasuries .................. $ 5,181.2 $ —$—$—$—$—$5,181.2

U.S. Government agencies and

authorities .................... 618.9 — — — — — 618.9

State, municipalities and political

subdivisions .................. 276.4 3.8 0.9 — — — 281.1

U.S. corporate securities ........... 18,095.0 17,651.6 1,452.3 250.2 5.7 23.8 37,478.6

Foreign securities(1) .............. 4,757.3 10,712.7 846.6 31.0 — 8.9 16,356.5

Residential mortgage-backed

securities ..................... 6,741.7 76.4 79.9 24.8 50.7 150.2 7,123.7

Commercial mortgage-backed

securities ..................... 3,734.1 — 9.4 8.6 — — 3,752.1

Other asset-backed securities ....... 1,764.8 110.9 26.7 14.9 5.3 4.1 1,926.7

Total fixed maturities ......... $41,169.4 $28,555.4 $2,415.8 $329.5 $61.7 $187.0 $72,718.8

% of Fair Value ............. 56.5% 39.3% 3.3% 0.5% 0.1% 0.3% 100.0%

(1) Primarily U.S. dollar denominated.

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