Voya 2014 Annual Report Download - page 289

Voya Financial, Inc.
Notes to the Consolidated Financial Statements
(Dollar amounts in millions, unless otherwise stated)
Unrealized Capital Losses
Unrealized capital losses (including noncredit impairments), along with the fair value of fixed maturity securities,
including securities pledged, by market sector and duration were as follows as of December 31, 2014:
Six Months or Less
Below Amortized
Cost
More Than Six
Months and Twelve
Months or Less
Below Amortized Cost
More Than Twelve
Months Below
Amortized Cost Total
Fair
Value
Unrealized
Capital
Losses
Fair
Value
Unrealized
Capital
Losses
Fair
Value
Unrealized
Capital
Losses
Fair
Value
Unrealized
Capital
Losses
2014
U.S. Treasuries .............. $ 81.1 $ 0.1 $ — $— $ 42.1 $ 0.8 $ 123.2 $ 0.9
U.S. Government agencies and
authorities ................ 6.4 — * — — — — 6.4 — *
U.S. corporate, state and
municipalities ............. 2,520.9 65.1 76.3 3.6 2,710.0 95.7 5,307.2 164.4
Foreign .................... 1,869.3 80.6 37.8 1.2 668.6 36.2 2,575.7 118.0
Residential mortgage-backed . . . 319.6 1.7 59.9 1.0 645.7 18.9 1,025.2 21.6
Commercial
mortgage-backed .......... 120.7 0.5 3.1 0.9 — — 123.8 1.4
Other asset-backed ........... 126.4 0.2 6.4 — * 232.1 17.1 364.9 17.3
Total ...................... $5,044.4 $148.2 $183.5 $ 6.7 $4,298.5 $168.7 $9,526.4 $323.6
* Less than $0.1.
Unrealized capital losses (including noncredit impairments), along with the fair value of fixed maturity securities,
including securities pledged, by market sector and duration were as follows as of December 31, 2013:
Six Months or Less
Below Amortized
Cost
More Than Six
Months and Twelve
Months or Less
Below Amortized Cost
More Than Twelve
Months Below
Amortized Cost Total
Fair
Value
Unrealized
Capital
Losses
Fair
Value
Unrealized
Capital
Losses
Fair
Value
Unrealized
Capital
Losses
Fair
Value
Unrealized
Capital
Losses
2013
U.S. Treasuries ............ $1,559.5 $ 24.3 $ 1,087.6 $ 52.6 $ 41.9 $ 9.9 $ 2,689.0 $ 86.8
U.S. Government agencies and
authorities .............. 9.5 — * 55.9 1.4 — — 65.4 1.4
U.S. corporate, state and
municipalities ........... 3,524.9 78.5 6,893.9 519.6 821.9 109.6 11,240.7 707.7
Foreign .................. 1,133.6 16.0 2,447.8 184.3 179.1 18.4 3,760.5 218.7
Residential
mortgage-backed ......... 919.1 8.3 1,019.6 40.6 377.9 31.5 2,316.6 80.4
Commercial
mortgage-backed ......... 235.8 3.3 — — 6.2 0.2 242.0 3.5
Other asset-backed ......... 150.6 0.9 105.5 1.5 299.3 35.6 555.4 38.0
Total .................... $7,533.0 $131.3 $11,610.3 $800.0 $1,726.3 $205.2 $20,869.6 $1,136.5
* Less than $0.1.
266