| Schedule of Comprehensive Income |
The tables below display the changes in Accumulated Other Comprehensive Loss (“AOCI”) by component for the three months ended June 30, 2026 and 2025. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Changes in Net Unrealized Losses on Investment Securities | | | | | | | | | | (Dollars in Millions) | | Having No Credit Losses Recognized in Condensed Consolidated Statements of Income | | Having Credit Losses Recognized in Condensed Consolidated Statements of Income | | Net Unrecognized Postretirement Benefit Income | | Net Loss on Cash Flow Hedges | | Change in Discount Rate on Future Life Policyholder Benefits | | Total | | Balance as of March 31, 2026 | | $ | (628.9) | | | $ | (4.0) | | | $ | 5.8 | | | $ | (0.7) | | | $ | 401.1 | | | $ | (226.7) | | | Other Comprehensive Income (Loss) Before Reclassifications | | 40.3 | | | 1.4 | | | — | | | — | | | (18.4) | | | 23.3 | | Amounts Reclassified from AOCI Net of Tax Benefit of $(0.1), $(0.3), $0.0, $0.0, $0.0 and $(0.4) | | (0.4) | | | (1.1) | | | (0.3) | | | (0.1) | | | — | | | (1.9) | | Other Comprehensive Income (Loss) Net of Tax Expense (Benefit) of $10.7, $0.1, $0.0, $0.0, $(4.9), and $5.9 | | 39.9 | | | 0.3 | | | (0.3) | | | (0.1) | | | (18.4) | | | 21.4 | | | Balance as of June 30, 2026 | | $ | (589.0) | | | $ | (3.7) | | | $ | 5.5 | | | $ | (0.8) | | | $ | 382.7 | | | $ | (205.3) | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Changes in Net Unrealized Losses on Investment Securities | | | | | | | | | | (Dollars in Millions) | | Having No Credit Losses Recognized in Condensed Consolidated Statements of Income | | Having Credit Losses Recognized in Condensed Consolidated Statements of Income | | Net Unrecognized Postretirement Benefit Income | | Net Loss on Cash Flow Hedges | | Change in Discount Rate on Future Life Policyholder Benefits | | Total | | Balance as of March 31, 2025 | | $ | (633.1) | | | $ | (2.2) | | | $ | 8.0 | | | $ | — | | | $ | 366.0 | | | $ | (261.3) | | | Other Comprehensive Income (Loss) Before Reclassifications | | 2.8 | | | 2.5 | | | — | | | (1.6) | | | 4.0 | | | 7.7 | | Amounts Reclassified from AOCI Net of Tax (Benefit) Expense of $(0.4), $(0.7), $(0.2), $0.1, $0.0, and $(1.2) | | (1.4) | | | (2.5) | | | (0.4) | | | 0.2 | | | — | | | (4.1) | | Other Comprehensive Income (Loss) Net of Tax Expense (Benefit) of $0.4, $0.0, $(0.2), $(0.3) $1.1 and $1.0 | | 1.4 | | | — | | | (0.4) | | | (1.4) | | | 4.0 | | | 3.6 | | | Balance as of June 30, 2025 | | $ | (631.7) | | | $ | (2.2) | | | $ | 7.6 | | | $ | (1.4) | | | $ | 370.0 | | | $ | (257.7) | |
The tables below display the changes in AOCI by component for the six months ended June 30, 2026 and 2025. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Changes in Net Unrealized Losses on Investment Securities | | | | | | | | | | (Dollars in Millions) | | Having No Credit Losses Recognized in Condensed Consolidated Statements of Income | | Having Credit Losses Recognized in Condensed Consolidated Statements of Income | | Net Unrecognized Postretirement Benefit Income | | Net Loss on Cash Flow Hedges | | Change in Discount Rate on Future Life Policyholder Benefits | | Total | | Balance as of January 1, 2026 | | $ | (559.5) | | | $ | (3.0) | | | $ | 6.1 | | | $ | (0.6) | | | $ | 350.8 | | | (206.2) | | | Other Comprehensive (Loss) Income Before Reclassifications | | (30.2) | | | 0.4 | | | — | | | — | | | 31.9 | | | 2.1 | | Amounts Reclassified from AOCI Net of Tax Expense (Benefit) of $0.2, $(0.3), $(0.1), $0.0, $0.0 and $(0.2) | | 0.7 | | | (1.1) | | | (0.6) | | | (0.2) | | | — | | | (1.2) | | Other Comprehensive (Loss) Income Net of Tax (Benefit) Expense of $(7.8), $(0.2), $(0.1), $0.0, $8.5, and $0.4 | | (29.5) | | | (0.7) | | | (0.6) | | | (0.2) | | | 31.9 | | | 0.9 | | | Balance as of June 30, 2026 | | $ | (589.0) | | | $ | (3.7) | | | $ | 5.5 | | | $ | (0.8) | | | $ | 382.7 | | | $ | (205.3) | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Changes in Net Unrealized Losses on Investment Securities | | | | | | | | | | (Dollars in Millions) | | Having No Credit Losses Recognized in Condensed Consolidated Statements of Income | | Having Credit Losses Recognized in Condensed Consolidated Statements of Income | | Net Unrecognized Postretirement Benefit Income | | Net Loss on Cash Flow Hedges | | Change in Discount Rate on Future Life Policyholder Benefits | | Total | | Balance as of January 1, 2025 | | $ | (687.8) | | | $ | (3.2) | | | $ | 8.4 | | | $ | (2.2) | | | $ | 380.3 | | | $ | (304.5) | | | Other Comprehensive Income (Loss) Before Reclassifications | | 56.0 | | | 4.8 | | | — | | | 0.8 | | | (10.3) | | | 51.3 | | Amounts Reclassified from AOCI Net of Tax Benefit of $0.0, $(1.0), $(0.3), $0.0, $0.0 and $(1.3) | | 0.1 | | | (3.8) | | | (0.8) | | | — | | | — | | | (4.5) | | Other Comprehensive Income (Loss) Net of Tax Expense (Benefit) of $14.9, $0.3, $(0.3), $(0.4), $(2.7), and $11.8 | | 56.1 | | | 1.0 | | | (0.8) | | | 0.8 | | | (10.3) | | | 46.8 | | | Balance as of June 30, 2025 | | $ | (631.7) | | | $ | (2.2) | | | $ | 7.6 | | | $ | (1.4) | | | $ | 370.0 | | | $ | (257.7) | |
Amounts reclassified from AOCI shown above are reported in Net (Loss) Income as follows: | | | | | | | | | | Components of AOCI | | Condensed Consolidated Statements of (Loss) Income Line Item Affected by Reclassifications | Net Unrealized Losses on Investment Securities with No Credit Losses | | Net Realized Investment Gains (Losses) | Net Unrealized Losses on Investment Securities with Credit Losses | | Impairment Losses and Net Realized Investment Gains (Losses) | | Net Unrecognized Postretirement Benefit Income | | Policyholders’ Benefits and Incurred Losses and Loss Adjustment Expenses, Insurance and Other Expenses, and Interest Expense | Net Loss on Cash Flow Hedges | | Net Investment Income and Interest Expense |
|