0000874766 2008-01-01 2008-12-31 0000874766 2009-06-30 0000874766 2008-04-01 2008-06-30 0000874766 2008-12-31 0000874766 2007-12-31 0000874766 2008-01-01 2008-06-30 0000874766 2008-06-30 0000874766 2009-07-22 0000874766 2009-04-01 2009-06-30 0000874766 2009-01-01 2009-06-30 iso4217:USD xbrli:shares iso4217:USD xbrli:shares <div> <a name="_AUC325e155c03594e4db6499ae99468de86">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 16.  Acquisition of Federal Trust Corporation On June 24, 2009, the Company acquired 100% of the equity interests in Federal Trust Corporation (“FTC”), a savings and loan holding company, for $10, enabling the Company to participate in the CPP.  The acquisition resulted in goodwill of $168.  The goodwill generated is due, in part, to the fair value discount on mortgage loans acquired in comparison to their expected cash flows.  Mortgage loans acquired were fair valued at $288.  Other assets acquired included $27 of fixed maturity securities, $46 of short-term investments and $3 of cash.  Liabilities assumed include other liabilities of $389 in bank deposits and $149 in Federal Home Loan Bank advances and long-term debt of $25.  The acquired assets and liabilities have been stated at preliminary estimates of fair value.  These fair values are subject to adjustment based upon management’s subsequent receipt of additional information but are not expected to be material.  The Company expects to be completed with its fair value estimates as of June 30, 2010.  The Company contributed $185 to FTC in June 2009 and received $20 in full repayment of amounts lent to FTC in March 2009. Federal Trust Bank, an indirect wholly-owned subsidiary, (the “Bank”) is subject to certain restrictions on the amount of dividends that it may declare and distribute to The Hartford without prior regulatory notification or approval. The Bank is also subject to various regulatory capital requirements administered by the federal banking agencies. Failure to meet minimum capital requirements can initiate certain mandatory and possibly additional discretionary actions by regulators that, if undertaken, could have a direct material effect on the Bank’s financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Bank must meet specific capital guidelines that involve quantitative measures of the Bank’s assets, liabilities and certain off-balance-sheet items as calculated under regulatory accounting practices. The Bank’s capital amounts and classification are also subject to qualitative judgments by the regulators about components, risk weightings and other factors. The following tables summarize the capital thresholds for the minimum and well capitalized designations at June 30, 2009. An institution’s capital category is based on whether it meets the threshold for all three capital ratios within the category. At June 30, 2009, the Bank’s Tier 1 capital ratio was 5.1%.  The Bank was designated as a “well capitalized” institution at June 30, 2009. <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "margin-left:136.6pt;border-collapse:collapse;mso-table-layout-alt:fixed; mso-padding-alt:0in 1.45pt 0in 1.45pt"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;height:.1in"> <td width="313" valign="top" style= "width:235.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="16" valign="top" style= "width:12.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="32" valign="top" style= "width:24.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="56" valign="top" style= "width:42.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="40" valign="top" style= "width:30.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="16" valign="top" style= "width:12.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="139" colspan="4" valign="top" style= "width:104.15pt;background:white; mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> To Be Well Capitalized </td> </tr> <tr style="mso-yfti-irow:1;height:.1in"> <td width="313" valign="top" style= "width:235.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="16" valign="top" style= "width:12.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="32" valign="top" style= "width:24.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="56" valign="top" style= "width:42.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="40" valign="top" style= "width:30.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="16" valign="top" style= "width:12.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="139" colspan="4" valign="top" style= "width:104.15pt;background:white; mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Under Prompt </td> </tr> <tr style="mso-yfti-irow:2;height:.1in"> <td width="313" valign="top" style= "width:235.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="16" valign="top" style= "width:12.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="136" colspan="4" valign="top" style= "width:102.0pt;background:white; mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> For Minimum Capital </td> <td width="16" valign="top" style= "width:12.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="139" colspan="4" valign="top" style= "width:104.15pt;background:white; mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corrective Action </td> </tr> <tr style="mso-yfti-irow:3;height:.1in"> <td width="313" valign="top" style= "width:235.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="120" colspan="4" valign="top" style= "width:1.25in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Actual </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="136" colspan="4" valign="top" style= "width:102.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Adequacy Purposes </td> <td width="16" valign="top" style= "width:12.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="139" colspan="4" valign="top" style= "width:104.15pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Provisions </td> </tr> <tr style="mso-yfti-irow:4;height:.1in"> <td width="313" valign="top" style= "width:235.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> At June 30, 2009 </td> <td width="64" colspan="2" valign="top" style= "width:48.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;background: white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Amount </td> <td width="8" valign="top" style= "width:6.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> % </td> <td width="8" valign="top" style= "width:6.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="88" colspan="2" valign="top" style= "width:66.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Amount </td> <td width="8" valign="top" style= "width:6.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="40" valign="top" style= "width:30.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> % </td> <td width="16" valign="top" style= "width:12.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="79" colspan="2" valign="top" style= "width:59.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Amount </td> <td width="8" valign="top" style= "width:6.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="52" valign="top" style= "width:39.15pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> % </td> </tr> <tr style="mso-yfti-irow:5;height:.1in"> <td width="313" valign="top" style= "width:235.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> Total capital (to risk-weighted assets) </td> <td width="16" valign="top" style= "width:12.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 29.4 </td> <td width="8" valign="top" style= "width:6.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 10.4% </td> <td width="8" valign="top" style= "width:6.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="32" valign="top" style= "width:24.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="56" valign="top" style= "width:42.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 22.6 </td> <td width="8" valign="top" style= "width:6.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="40" valign="top" style= "width:30.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 8.0% </td> <td width="16" valign="top" style= "width:12.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="31" valign="top" style= "width:23.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 28.2 </td> <td width="8" valign="top" style= "width:6.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="52" valign="top" style= "width:39.15pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 10.0% </td> </tr> <tr style="mso-yfti-irow:6;height:.1in"> <td width="313" valign="top" style= "width:235.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Tier I capital (to risk-weighted assets) </td> <td width="16" valign="top" style= "width:12.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="48" valign="top" style= "width:.5in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 29.4 </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 10.4% </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="32" valign="top" style= "width:24.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="56" valign="top" style= "width:42.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 11.3 </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="40" valign="top" style= "width:30.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 4.0% </td> <td width="16" valign="top" style= "width:12.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="31" valign="top" style= "width:23.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="48" valign="top" style= "width:.5in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 16.9 </td> <td width="8" valign="top" style= "width:6.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="52" valign="top" style= "width:39.15pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 6.0% </td> </tr> <tr style= "mso-yfti-irow:7;mso-yfti-lastrow:yes;height:.1in"> <td width="313" valign="top" style= "width:235.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Tier I capital (to average adjusted assets) </td> <td width="16" valign="top" style= "width:12.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 29.4 </td> <td width="8" valign="top" style= "width:6.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 5.1% </td> <td width="8" valign="top" style= "width:6.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="32" valign="top" style= "width:24.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="56" valign="top" style= "width:42.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 23.1 </td> <td width="8" valign="top" style= "width:6.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="40" valign="top" style= "width:30.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 4.0% </td> <td width="16" valign="top" style= "width:12.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="31" valign="top" style= "width:23.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 28.8 </td> <td width="8" valign="top" style= "width:6.0pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="52" valign="top" style= "width:39.15pt;border:none;border-bottom:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 5.0% </td> </tr> </table> </div> <style> /*<![CDATA[*/  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div> <div> <div class="Section1"> <a name="_AUC004177a3587944dca534c89385e2d90a">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 1.  Basis of Presentation and Accounting Policies Basis of Presentation The Hartford Financial Services Group, Inc. is a financial holding company for a group of subsidiaries that provide investment products and life and property and casualty insurance to both individual and business customers in the United States and internationally (collectively, “The Hartford” or the “Company”).  During the second quarter of 2009, the Company acquired Federal Trust Corporation and became a savings and loan holding company, see Note 16 for further information on the acquisition. The condensed consolidated financial statements have been prepared on the basis of accounting principles generally accepted in the United States of America (“U.S. GAAP”), which differ materially from the accounting practices prescribed by various insurance regulatory authorities. The accompanying condensed consolidated financial statements and notes as of June 30, 2009, and for the three and six months ended June 30, 2009 and 2008 are unaudited.  These financial statements reflect all adjustments (consisting only of normal accruals) which are, in the opinion of management, necessary for the fair presentation of the financial position, results of operations and cash flows for the interim periods.  These condensed consolidated financial statements and notes should be read in conjunction with the consolidated financial statements and notes thereto included in The Hartford’s 2008 Form 10-K Annual Report.  The results of operations for the interim periods should not be considered indicative of the results to be expected for the full year. <h2 style= "margin-top:0in;margin-right:-1.45pt;margin-bottom:6.0pt;margin-left: 0in"> Consolidation </h2> The condensed consolidated financial statements include the accounts of The Hartford Financial Services Group, Inc., companies in which the Company directly or indirectly has a controlling financial interest and those variable interest entities in which the Company is the primary beneficiary.  The Company determines if it is the primary beneficiary using both qualitative and quantitative analyses. Entities in which The Hartford does not have a controlling financial interest but in which the Company has significant influence over the operating and financing decisions are reported using the equity method.  Material intercompany transactions and balances between The Hartford and its subsidiaries and affiliates have been eliminated. <h2 style= "margin-top:0in;margin-right:-1.45pt;margin-bottom:6.0pt;margin-left: 0in;text-align:justify"> Use of Estimates </h2> The preparation of financial statements, in conformity with U.S. GAAP, requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period.  Actual results could differ from those estimates. The most significant estimates include those used in determining property and casualty reserves, net of reinsurance; life estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; living benefits required to be fair valued; valuation of investments and derivative instruments; evaluation of other-than-temporary impairments on available-for-sale securities; pension and other postretirement benefit obligations; contingencies relating to corporate litigation and regulatory matters; and goodwill impairment.  Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the condensed consolidated financial statements. <h2 style= "margin-top:0in;margin-right:-1.45pt;margin-bottom:6.0pt;margin-left: 0in;text-align:justify"> Subsequent Events </h2> The Hartford has evaluated events subsequent to June 30, 2009, and through the condensed consolidated financial statement issuance date of July 29, 2009.  The Company has not evaluated subsequent events after that date for presentation in these condensed consolidated financial statements. <h2 style= "margin-top:0in;margin-right:-1.45pt;margin-bottom:6.0pt;margin-left: 0in;text-align:justify"> Significant Accounting Policies </h2> For a description of significant accounting policies, see Note 1 of Notes to Consolidated Financial Statements included in The Hartford’s 2008 Form 10-K Annual Report, which, accordingly, should be read in conjunction with these accompanying condensed consolidated financial statements.   </div> 1.  Basis of Presentation and Accounting Policies (continued) Adoption of New Accounting Standards Noncontrolling Interests in Consolidated Financial Statements, an amendment of ARB No. 51 In December 2007, the Financial Accounting Standards Board (“FASB”) issued Statement of Financial Accounting Standard (“SFAS”) No. 160, “Noncontrolling Interests in Consolidated Financial Statements” (“SFAS 160”). This statement amends Accounting Research Bulletin No. 51, “Consolidated Financial Statements”. Noncontrolling interest refers to the minority interest portion of the equity of a subsidiary that is not attributable directly or indirectly to a parent.  SFAS 160 establishes accounting and reporting standards that require for-profit entities that prepare consolidated financial statements to: (a) present noncontrolling interests as a component of equity, separate from the parent’s equity,  (b) separately present the amount of consolidated net income attributable to noncontrolling interests in the income statement, (c) consistently account for changes in a parent’s ownership interests in a subsidiary in which the parent entity has a controlling financial interest as equity transactions, (d) require an entity to measure at fair value its remaining interest in a subsidiary that is deconsolidated, and (e) require an entity to provide sufficient disclosures that identify and clearly distinguish between interests of the parent and interests of noncontrolling owners.  SFAS 160 applies to all for-profit entities that prepare consolidated financial statements, and affects those for-profit entities that have outstanding noncontrolling interests in one or more subsidiaries or that deconsolidate a subsidiary. SFAS 160 is effective for fiscal years, and interim periods within those fiscal years, beginning on or after December 15, 2008 with earlier adoption prohibited.  The Company adopted SFAS 160 on January 1, 2009. Upon adoption, the Company reclassified $92 of noncontrolling interest, recorded in other liabilities, to equity as of January 1, 2008.  See the Company’s Condensed Consolidated Statement of Changes in Equity. The adoption of SFAS 160 did not have a material effect on the Company’s Condensed Consolidated Statements of Operations and Comprehensive Income (Loss) and the adoption of SFAS 160 did not impact the Company’s accounting for separate account assets and liabilities.  The FASB has added the following topic to the Emerging Issues Task Force (“EITF”) agenda, “Consideration of an Insurer’s Accounting for Majority Owned Investments When the Ownership Is Through a Separate Account”.  This topic will be discussed at a future EITF meeting.  The FASB has expressed three separate views on the treatment of noncontrolling interest in majority owned separate accounts, upon implementation of SFAS 160, all of which are acceptable to the United States Securities and Exchange Commission (“SEC”).  The Company follows one of these three acceptable views and currently excludes the noncontrolling interest from its majority owned separate accounts.  The resolution of this EITF agenda item on the Company's accounting for separate account assets and liabilities is not known at this time.   Fair Value In April 2009, the FASB issued Financial Statement of Position (“FSP”) No. FAS 157-4, “Determining Fair Value When the Volume and Level of Activity for the Asset or Liability Have Significantly Decreased and Identifying Transactions That Are Not Orderly” (“FSP FAS 157-4”).  FSP FAS 157-4 clarifies that the measurement objective in determining fair value when the volume and level of activity for the asset or liability have significantly decreased, is the price that would be received to sell the asset in an orderly transaction between willing market participants under current market conditions, and not the value in a hypothetical active market.  The FSP includes additional factors for determining whether there has been a significant decrease in the volume and level of activity for an asset or liability compared to normal activity for that asset or liability (or similar assets or liabilities) and provides additional guidance in estimating fair value in those instances.  The FSP requires an entity to base its conclusion about whether a transaction was not orderly on the weight of the evidence.  The FSP expands fair value disclosures for quarterly financial statements and further requires an entity to disclose any change in valuation techniques, the related inputs, and the effects resulting from the application of the FSP.  FSP FAS 157-4 is effective for interim and annual reporting periods ending after June 15, 2009.  The Company adopted the provisions of the FSP for its interim reporting period ending on June 30, 2009 and the adoption did not have a material effect on the Company’s condensed consolidated financial statements.  See Note 4 for expanded interim disclosures. In April 2009, the FASB issued FSP No. FAS 107-1 and APB 28-1, “Interim Disclosures about Fair Value of Financial Instruments” (“FSP FAS 107-1”), which expands the disclosure requirements of SFAS No. 107, “Disclosures about Fair Value of Financial Instruments,” to interim financial statements.  FSP FAS 107-1 also requires entities to disclose the method(s) and significant assumptions used to estimate the fair value of financial instruments in the financial statements on an interim basis and to highlight any changes of the method(s) and significant assumptions from prior periods. The disclosures in FSP FAS 107-1 are effective for interim reporting periods ending after June 15, 2009, and are not required for earlier periods that are presented for comparative purposes at initial adoption. In periods after initial adoption, FSP FAS 107-1 requires comparative disclosures only for periods ending after initial adoption.  The Company adopted the FSP for its interim reporting period ending on June 30, 2009.  See Note 4 for expanded interim disclosures.   1.  Basis of Presentation and Accounting Policies (continued) Recognition and Presentation of Other-Than-Temporary Impairments In April 2009, the FASB issued FSP No. FAS 115-2 and FAS 124-2, “Recognition and Presentation of Other-Than-Temporary Impairments” (“FSP FAS 115-2”).  FSP FAS 115-2 is effective for interim and annual reporting periods ending after June 15, 2009.  The Company adopted FSP FAS 115-2 for its interim reporting period ending on June 30, 2009 which modifies the recognition of other-than-temporary impairment (“impairment”) losses for debt securities.  This new FSP is also applied to certain equity securities with debt-like characteristics (collectively “debt securities”).  Effective with the adoption of this FSP, a debt security is deemed to be other-than-temporarily impaired if the Company intends to sell or it is more likely than not the Company will be required to sell the security before a recovery in value.  If a debt security meets either of these conditions, a charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security.  For those debt securities for which the Company does not expect to recover the entire amortized cost basis, the difference between the security’s amortized cost basis and the fair value is separated into the portion representing a credit impairment, which is recorded in net realized capital losses, and the remaining impairment, which is recorded in other comprehensive income (“OCI”).  Generally, the Company determines a security's credit impairment as the difference between its amortized cost basis and its best estimate of expected future cash flows discounted at the security’s effective yield prior to impairment.  The previous amortized cost basis less the impairment recognized in net realized capital losses becomes the security’s new cost basis.  The Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary. The Company evaluates whether it expects to recover the entire amortized cost basis of a debt security or if a credit impairment exists, by considering primarily the following factors: (a) the length of time and extent to which the fair value has been less than the amortized cost of the security, (b) changes in the financial condition, credit rating and near-term prospects of the issuer, (c) whether the issuer is current on contractually obligated interest and principal payments, (d) changes in the financial condition of the security’s underlying collateral and (e) the payment structure of the security.  The Company’s best estimate of expected future cash flows used to determine the credit loss amount is a quantitative and qualitative process that incorporates information received from third party sources along with certain internal assumptions and judgments regarding the future performance of the security.  The Company’s best estimate of future cash flows includes assumptions including, but not limited to, various performance indicators, such as historical default and recovery rates, credit ratings, current delinquency rates, and loan-to-value ratios.  In addition, for securitized debt securities, the Company considers factors including, but not limited to, commercial and residential property value declines that vary by property type and location and average cumulative collateral loss rates that vary by vintage year.  These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries.  In addition, projections of expected future debt security cash flows may change based upon new information regarding the performance of the issuer and/or underlying collateral. FSP FAS 115-2 does not impact the evaluation for impairment for equity securities.  For those equity securities where the decline in the fair value is deemed to be other-than-temporary, a charge is recorded in net realized capital losses equal to the difference between the fair value and cost basis of the security.  The previous cost basis less the impairment becomes the security’s new cost basis.  The Company asserts its intent and ability to retain those equity securities deemed to be temporarily impaired until the price recovers.  Once identified, these securities are systematically restricted from trading unless approved by a committee of investment and accounting professionals (“the committee”).  The committee will only authorize the sale of these securities based on predefined criteria that relate to events that could not have been reasonably foreseen.  Examples of the criteria include, but are not limited to, the deterioration in the issuer’s financial condition, security price declines, a change in regulatory requirements or a major business combination or major disposition. The primary factors considered in evaluating whether an impairment exists for an equity security include, but are not limited to: (a) the length of time and extent to which the fair value has been less than the cost of the security, (b) changes in the financial condition, credit rating and near-term prospects of the issuer, (c) whether the issuer is current on contractually obligated payments and (d) the intent and ability of the Company to retain the investment for a period of time sufficient to allow for recovery. The FSP also expands and increases the frequency of existing disclosures about other-than-temporary impairments for debt and equity securities. As a result of the adoption of FSP FAS 115-2, the Company recognized a $912, net of tax and deferred acquisition costs, increase to Retained Earnings with an offsetting decrease in Accumulated Other Comprehensive Income (“AOCI”).  See the Company’s Condensed Consolidated Statement of Changes in Equity and Consolidated Statements of Operations and Comprehensive Loss. See Notes 4 and 5 for expanded interim disclosures. 1.  Basis of Presentation and Accounting Policies (continued) Subsequent Events In May 2009, the FASB issued SFAS No. 165, “Subsequent Events” (“SFAS 165”).  SFAS 165 establishes principles and disclosure requirements for events that occur after the balance sheet date but before financial statements are issued or are available to be issued.  In particular, the Statement sets forth (a) the period after the balance sheet date during which management of a reporting entity shall evaluate events or transactions that may occur for potential recognition or disclosure in the financial statements, (b) the circumstances under which an entity shall recognize events or transactions occurring after the balance sheet date in its financial statements, and (c) the disclosures that an entity shall make about events or transactions that occurred after the balance sheet date.  An entity shall disclose the date through which subsequent events have been evaluated, as well as whether that date is the date the financial statements were issued or the date the financial statements were available to be issued.  SFAS 165 is effective for interim or annual financial periods ending after June 15, 2009.  The Company adopted SFAS 165 for its interim reporting period ending on June 30, 2009.  See Basis of Presentation within this Note 1 for expanded interim disclosures. Future Adoption of New Accounting Standards Accounting for Transfers of Financial Assets In June 2009, the FASB issued SFAS No. 166, “Accounting for Transfers of Financial Assets, an Amendment of FASB Statement No. 140” (“SFAS 166”).  SFAS 166 amends the derecognition guidance in Statement 140 and eliminates the concept of a qualifying special-purpose entities (“QSPEs”). SFAS 166 is effective for fiscal years and interim periods beginning after November 15, 2009. Early adoption of SFAS 166 is prohibited. The Company will adopt SFAS 166 on January 1, 2010 and has not yet determined the effect of the adoption on its consolidated financial statements. Amendments to FASB Interpretation No. 46(R) In June 2009, the FASB issued SFAS No. 167, “Amendments to FASB Interpretation No. 46(R)” (“SFAS 167”) which amends the consolidation guidance applicable to variable interest entities (“VIE”s).  An entity would consolidate a VIE, as the primary beneficiary, when the entity has both of the following characteristics: (a) The power to direct the activities of a VIE that most significantly impact the entity’s economic performance and (b) The obligation to absorb losses of the entity that could potentially be significant to the VIE or the right to receive benefits from the entity that could potentially be significant to the VIE.  Ongoing reassessment of whether an enterprise is the primary beneficiary of a VIE is required.  SFAS 167 amends interpretation 46(R) to eliminate the quantitative approach previously required for determining the primary beneficiary of a VIE. This Statement is effective for fiscal years and interim periods beginning after November 15, 2009. The Company will adopt SFAS 167 on January 1, 2010 and has not yet determined the effect of the adoption on its consolidated financial statements. FASB Accounting Standards Codification In June 2009, the FASB issued SFAS No. 168, “The FASB Accounting Standards Codification and the Hierarchy of Generally Accepted Accounting Principles” (“SFAS 168”). This standard identifies the sources of accounting principles and the framework for selecting the principles used in the preparation of financial statements that are presented in conformity with U.S. GAAP. The Statement establishes the FASB Accounting Standards Codification (“Codification”) as the single source of authoritative accounting principles recognized by the FASB in the preparation of financial statements in conformity with U.S. GAAP.  Codification does not create new accounting and reporting guidance rather it reorganizes U.S. GAAP pronouncements into approximately 90 topics within a consistent structure. All guidance contained in the Codification carries an equal level of authority.  Relevant portions of authoritative content, issued by the SEC, for SEC registrants, have been included in the Codification. After the effective date of this Statement, all nongrandfathered, non-SEC accounting literature not included in the Codification is superseded and deemed nonauthoritative. This Statement is effective for financial statements issued for interim and annual periods ending after September 15, 2009. The Company will adopt SFAS 168 on September 30, 2009 and will update all disclosures to reference Codification in its September 30, 2009 quarterly report. 1.  Basis of Presentation and Accounting Policies (continued) Income Taxes The effective tax rate for the three months ended June 30, 2009 and 2008 was 183% and 17%, respectively.  The effective tax rate for the six months ended June 30, 2009 and 2008 was 39% and 7%, respectively.  The principal causes of the difference between the effective rate and the U.S. statutory rate of 35% were tax-exempt interest earned on invested assets and the separate account dividends received deduction (“DRD”), offset in 2009 by a non-deductible expense related to a contingent obligation to Allianz as a result of the issuance of warrants to the federal government in connection with the Company’s participation in the Capital Purchase Program.  The separate account DRD is estimated for the current year using information from the prior year-end, adjusted for current year equity market performance and other appropriate factors, including estimated levels of corporate dividend payments.  The actual current year DRD can vary from estimates based on, but not limited to, changes in eligible dividends received by the mutual funds, amounts of distribution from these mutual funds, amounts of short-term capital gains at the mutual fund level and the Company’s taxable income before the DRD.  Given recent financial markets’ volatility, the Company is reviewing its DRD computations on a quarterly basis.  The Company recorded benefits related to the separate account DRD of $37 and $67 in the three months ended June 30, 2009 and 2008, and $75 and $108 in the six months ended June 30, 2009 and 2008, respectively. The Company’s unrecognized tax benefits decreased by $8 during the six months ended June 30, 2009 as a result of the settlement of the 2002-2003 Internal Revenue Service (“IRS”) audit, bringing the total unrecognized tax benefits to $83 as of June 30, 2009.  This entire amount, if it were recognized, would decrease the effective tax rate for the applicable periods. The Company’s federal income tax returns are routinely audited by the IRS.  During the first quarter of 2009, the Company received notification of the approval by the Joint Committee on Taxation of the results of the 2002 through 2003 examination.  As a result, the Company recorded a tax benefit of $7.  The 2004 through 2006 examination began during the second quarter of 2008, and is expected to close in early 2010.  In addition, the Company is working with the IRS on a possible settlement of a DRD issue related to prior periods which, if settled, may result in the booking of tax benefits.  Such benefits are not expected to be material to the condensed consolidated statement of operations. The Company’s deferred tax asset valuation allowance has been determined pursuant to the provisions of FASB SFAS No. 109, “Accounting for Income Taxes” (“SFAS 109”), including the Company’s estimation of future taxable income, if necessary, and is adequate to reduce the total deferred tax asset to an amount that will more likely than not be realized.  In assessing the need for a valuation allowance, management considered future reversals of existing taxable temporary differences, future taxable income exclusive of reversing temporary differences and carryforwards, and taxable income in prior carry back years as defined in SFAS 109, as well as tax planning strategies that include holding debt securities with market value losses until recovery, selling appreciated securities to offset capital losses, and sales of certain corporate assets.  Such tax planning strategies are viewed by management as prudent and feasible and will be implemented if necessary to realize the deferred tax asset.  <a name="OLE_LINK32" id="OLE_LINK32"></a><a name="OLE_LINK31" id="OLE_LINK31"></a><a name="OLE_LINK30" id= "OLE_LINK30">However, future realized losses on investment securities could result in the recognition of a valuation allowance, if additional tax planning strategies are not available.</a> <style> /*<![CDATA[*/ v:* {behavior:url(#default#VML);} o:* {behavior:url(#default#VML);} w:* {behavior:url(#default#VML);} .shape {behavior:url(#default#VML);} st1:*{behavior:url(#ieooui) }  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div> <div> <a name="_AUC73d65ce61288433cb841d6f1b83eb163">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 6.  Deferred Policy Acquisition Costs and Present Value of Future Profits Changes in deferred policy acquisition costs and present value of future profits by Life and Property & Casualty were as follows: Life Unlock Results During the second quarter of 2009, the Company revised its estimation of future gross profits using a “Reversion to Mean” (“RTM”) estimation technique to estimate future separate account returns.  RTM is an estimation technique commonly used by insurance entities to project future separate account returns.  Through this estimation technique, the Company’s DAC model will be adjusted to reflect actual account values at the end of each quarter and through a consideration of recent returns, we will adjust future projected returns over a five year period so that the account value returns to the long-term expected rate of return, providing that those projected returns for the next five years do not exceed certain caps or floors.  This will result in a DAC unlock, described below, each quarter.  However, benefits and assessments used in the determination of SOP 03-1 reserves will be derived from a set of stochastic scenarios that have been calibrated to our reversion to mean separate account returns.  The policy related in-force or account values at June 30, 2009 were used to project future gross profits using this new separate account return estimate.  The after-tax impact on the Company’s assets and liabilities as a result of the Unlock, which applied the RTM estimation technique, for the three months ended June 30, 2009 was: <div align="center"> <table class="MsoTableGrid" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-yfti-tbllook:480;mso-padding-alt:0in 5.4pt 0in 5.4pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="213" valign="top" style= "width:159.75pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt">     Segment After-tax (Charge) Benefit </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="67" valign="top" style= "width:50.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">       DAC </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="73" valign="top" style= "width:55.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   Unearned Revenue Reserves </td> <td width="23" valign="top" style= "width:17.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Death and Income Benefit Reserves [1] </td> <td width="24" valign="top" style= "width:18.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="83" valign="top" style= "width:62.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   Sales Inducement Assets </td> <td width="24" valign="top" style= "width:17.9pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">       Total </td> </tr> <tr style="mso-yfti-irow:1"> <td width="213" valign="top" style= "width:159.75pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Retail </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="67" valign="top" style= "width:50.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 163 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="73" valign="top" style= "width:55.1pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (21) </td> <td width="23" valign="top" style= "width:17.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="93" valign="top" style= "width:69.85pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 98 </td> <td width="24" valign="top" style= "width:18.2pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="83" valign="top" style= "width:62.2pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 13 </td> <td width="24" valign="top" style= "width:17.9pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="93" valign="top" style= "width:69.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 253 </td> </tr> <tr style="mso-yfti-irow:2"> <td width="213" valign="top" style= "width:159.75pt;padding:0in 5.4pt 0in 5.4pt"> Retirement Plans </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="67" valign="top" style= "width:50.5pt;padding:0in 5.4pt 0in 5.4pt"> 1 </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="73" valign="top" style= "width:55.1pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="23" valign="top" style= "width:17.6pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.85pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="24" valign="top" style= "width:18.2pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="83" valign="top" style= "width:62.2pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="24" valign="top" style= "width:17.9pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.6pt;padding:0in 5.4pt 0in 5.4pt"> 1 </td> </tr> <tr style="mso-yfti-irow:3"> <td width="213" valign="top" style= "width:159.75pt;padding:0in 5.4pt 0in 5.4pt"> Individual Life </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="67" valign="top" style= "width:50.5pt;padding:0in 5.4pt 0in 5.4pt"> 3 </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="73" valign="top" style= "width:55.1pt;padding:0in 5.4pt 0in 5.4pt"> (1) </td> <td width="23" valign="top" style= "width:17.6pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.85pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="24" valign="top" style= "width:18.2pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="83" valign="top" style= "width:62.2pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="24" valign="top" style= "width:17.9pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.6pt;padding:0in 5.4pt 0in 5.4pt"> 2 </td> </tr> <tr style="mso-yfti-irow:4"> <td width="213" valign="top" style= "width:159.75pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt"> International  [2] </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="67" valign="top" style= "width:50.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (11) </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="73" valign="top" style= "width:55.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 6 </td> <td width="23" valign="top" style= "width:17.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 117 </td> <td width="24" valign="top" style= "width:18.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="83" valign="top" style= "width:62.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (8) </td> <td width="24" valign="top" style= "width:17.9pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 104 </td> </tr> <tr style="mso-yfti-irow:5;mso-yfti-lastrow:yes"> <td width="213" valign="top" style= "width:159.75pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Total </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="67" valign="top" style= "width:50.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 156 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="73" valign="top" style= "width:55.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (16) </td> <td width="23" valign="top" style= "width:17.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="93" valign="top" style= "width:69.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 215 </td> <td width="24" valign="top" style= "width:18.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="83" valign="top" style= "width:62.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 5 </td> <td width="24" valign="top" style= "width:17.9pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="93" valign="top" style= "width:69.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 360 </td> </tr> </table> </div> [1]   As a result of the Unlock, death benefit reserves, in Retail, decreased $307, pre-tax, offset by a decrease of $157, pre-tax, in reinsurance recoverables. In International, death benefit reserves decreased $184 pre-tax, offset by an increase of $4, pre-tax, in reinsurance recoverables. [2]   Includes $(49) related to DAC recoverability impairment associated with the decision to suspend sales in the U.K. variable annuity business. 6.  Deferred Policy Acquisition Costs and Present Value of Future Profits (continued) In addition, during the first quarter of 2009, the Company failed its quarterly tests resulting in an Unlock of future estimated gross profits.  The policy related in-force or account values at March 31, 2009 were used to project future gross profits. The after-tax impact on the Company’s assets and liabilities as a result of the first quarter Unlock, based on our quantitative and qualitative tests and the second quarter Unlock using the RTM estimation technique, for the six months ended June 30, 2009 was: <div align="center"> <table class="MsoTableGrid" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-yfti-tbllook:480;mso-padding-alt:0in 5.4pt 0in 5.4pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="213" valign="top" style= "width:159.75pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt">     Segment After-tax (Charge) Benefit </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="67" valign="top" style= "width:50.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">       DAC </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="73" valign="top" style= "width:55.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   Unearned Revenue Reserves </td> <td width="23" valign="top" style= "width:17.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Death and Income Benefit Reserves [1] </td> <td width="24" valign="top" style= "width:18.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="83" valign="top" style= "width:62.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   Sales Inducement Assets </td> <td width="24" valign="top" style= "width:17.9pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">       Total [2] </td> </tr> <tr style="mso-yfti-irow:1"> <td width="213" valign="top" style= "width:159.75pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Retail </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="67" valign="top" style= "width:50.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (503) </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="73" valign="top" style= "width:55.1pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 31 </td> <td width="23" valign="top" style= "width:17.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="93" valign="top" style= "width:69.85pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (230) </td> <td width="24" valign="top" style= "width:18.2pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="83" valign="top" style= "width:62.2pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (30) </td> <td width="24" valign="top" style= "width:17.9pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="93" valign="top" style= "width:69.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (732) </td> </tr> <tr style="mso-yfti-irow:2"> <td width="213" valign="top" style= "width:159.75pt;padding:0in 5.4pt 0in 5.4pt"> Retirement Plans </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="67" valign="top" style= "width:50.5pt;padding:0in 5.4pt 0in 5.4pt"> (53) </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="73" valign="top" style= "width:55.1pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="23" valign="top" style= "width:17.6pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.85pt;padding:0in 5.4pt 0in 5.4pt"> (2) </td> <td width="24" valign="top" style= "width:18.2pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="83" valign="top" style= "width:62.2pt;padding:0in 5.4pt 0in 5.4pt"> (1) </td> <td width="24" valign="top" style= "width:17.9pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.6pt;padding:0in 5.4pt 0in 5.4pt"> (56) </td> </tr> <tr style="mso-yfti-irow:3"> <td width="213" valign="top" style= "width:159.75pt;padding:0in 5.4pt 0in 5.4pt"> Individual Life </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="67" valign="top" style= "width:50.5pt;padding:0in 5.4pt 0in 5.4pt"> (64) </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="73" valign="top" style= "width:55.1pt;padding:0in 5.4pt 0in 5.4pt"> 40 </td> <td width="23" valign="top" style= "width:17.6pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.85pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="24" valign="top" style= "width:18.2pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="83" valign="top" style= "width:62.2pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="24" valign="top" style= "width:17.9pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.6pt;padding:0in 5.4pt 0in 5.4pt"> (24) </td> </tr> <tr style="mso-yfti-irow:4"> <td width="213" valign="top" style= "width:159.75pt;padding:0in 5.4pt 0in 5.4pt"> International </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="67" valign="top" style= "width:50.5pt;padding:0in 5.4pt 0in 5.4pt"> (99) </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="73" valign="top" style= "width:55.1pt;padding:0in 5.4pt 0in 5.4pt"> 6 </td> <td width="23" valign="top" style= "width:17.6pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.85pt;padding:0in 5.4pt 0in 5.4pt"> (216) </td> <td width="24" valign="top" style= "width:18.2pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="83" valign="top" style= "width:62.2pt;padding:0in 5.4pt 0in 5.4pt"> (9) </td> <td width="24" valign="top" style= "width:17.9pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.6pt;padding:0in 5.4pt 0in 5.4pt"> (318) </td> </tr> <tr style="mso-yfti-irow:5"> <td width="213" valign="top" style= "width:159.75pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt"> Corporate </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="67" valign="top" style= "width:50.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (4) </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="73" valign="top" style= "width:55.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="23" valign="top" style= "width:17.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="24" valign="top" style= "width:18.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="83" valign="top" style= "width:62.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="24" valign="top" style= "width:17.9pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="93" valign="top" style= "width:69.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (4) </td> </tr> <tr style="mso-yfti-irow:6;mso-yfti-lastrow:yes"> <td width="213" valign="top" style= "width:159.75pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Total </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="67" valign="top" style= "width:50.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (723) </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="73" valign="top" style= "width:55.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 77 </td> <td width="23" valign="top" style= "width:17.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="93" valign="top" style= "width:69.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (448) </td> <td width="24" valign="top" style= "width:18.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="83" valign="top" style= "width:62.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (40) </td> <td width="24" valign="top" style= "width:17.9pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="93" valign="top" style= "width:69.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (1,134) </td> </tr> </table> </div> [1]   As a result of the Unlock, death benefit reserves, in Retail, increased $741, pre-tax, offset by an increase of $386, pre-tax, in reinsurance recoverables. In International, death benefit reserves increased $352, pre-tax, offset by a decrease of $20, pre-tax, in reinsurance recoverables. [2]   The most significant contributor to the Unlock amounts recorded during the first quarter of 2009 were as a result of actual separate account returns from the period ending October 1, 2008 to March 31, 2009 being significantly below our aggregated estimated return. Changes in deferred policy acquisition costs and present value of future profits were as follows: <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "margin-left:-12.05pt;border-collapse:collapse;mso-table-layout-alt: fixed;mso-padding-alt:0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;height:9.9pt"> <td width="529" valign="top" style= "width:396.45pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;height:9.9pt">   </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="77" valign="top" style= "width:57.95pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.9pt"> 2009 </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="89" valign="top" style= "width:66.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.9pt"> 2008 </td> </tr> <tr style="mso-yfti-irow:1;height:9.9pt"> <td width="529" valign="top" style= "width:396.45pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.9pt"> Balance, January 1 </td> <td width="16" valign="top" style= "width:11.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.9pt"> $ </td> <td width="77" valign="top" style= "width:57.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.9pt"> 11,988 </td> <td width="16" valign="top" style= "width:11.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.9pt"> $ </td> <td width="89" valign="top" style= "width:66.85pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.9pt"> 10,514 </td> </tr> <tr style="mso-yfti-irow:2;height:9.9pt"> <td width="529" valign="top" style= "width:396.45pt;padding:0in 0in 0in 0in; height:9.9pt"> Deferred costs </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="77" valign="top" style= "width:57.95pt;padding:0in 0in 0in 0in; height:9.9pt">  418 </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="89" valign="top" style= "width:66.85pt;padding:0in 0in 0in 0in; height:9.9pt"> 841 </td> </tr> <tr style="mso-yfti-irow:3;height:9.9pt"> <td width="529" valign="top" style= "width:396.45pt;padding:0in 0in 0in 0in; height:9.9pt"> Amortization – Deferred policy acquisition costs and present value of future profits [1] </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="77" valign="top" style= "width:57.95pt;padding:0in 0in 0in 0in; height:9.9pt">  (824) </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="89" valign="top" style= "width:66.85pt;padding:0in 0in 0in 0in; height:9.9pt"> (230) </td> </tr> <tr style="mso-yfti-irow:4;height:9.9pt"> <td width="529" valign="top" style= "width:396.45pt;padding:0in 0in 0in 0in; height:9.9pt"> Amortization – Unlock, pre-tax </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="77" valign="top" style= "width:57.95pt;padding:0in 0in 0in 0in; height:9.9pt">  (1,068) </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="89" valign="top" style= "width:66.85pt;padding:0in 0in 0in 0in; height:9.9pt"> — </td> </tr> <tr style="mso-yfti-irow:5;height:9.9pt"> <td width="529" valign="top" style= "width:396.45pt;padding:0in 0in 0in 0in; height:9.9pt"> Adjustments to unrealized gains and losses on securities, available-for-sale and other [2] </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="77" valign="top" style= "width:57.95pt;padding:0in 0in 0in 0in; height:9.9pt">  192 </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="89" valign="top" style= "width:66.85pt;padding:0in 0in 0in 0in; height:9.9pt"> 490 </td> </tr> <tr style="mso-yfti-irow:6;height:9.9pt"> <td width="529" valign="top" style= "width:396.45pt;padding:0in 0in 0in 0in; height:9.9pt"> Effect of currency translation adjustment </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="77" valign="top" style= "width:57.95pt;padding:0in 0in 0in 0in; height:9.9pt">  (99) </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="89" valign="top" style= "width:66.85pt;padding:0in 0in 0in 0in; height:9.9pt"> 91 </td> </tr> <tr style="mso-yfti-irow:7;height:9.9pt"> <td width="529" valign="top" style= "width:396.45pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;height:9.9pt"> Effect of FSP FAS 115-2 [2] </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="77" valign="top" style= "width:57.95pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.9pt">  (78) </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.9pt">   </td> <td width="89" valign="top" style= "width:66.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.9pt"> — </td> </tr> <tr style= "mso-yfti-irow:8;mso-yfti-lastrow:yes;height:9.9pt"> <td width="529" valign="top" style= "width:396.45pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.9pt"> Balance, June 30 </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.9pt"> $ </td> <td width="77" valign="top" style= "width:57.95pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.9pt">  10,529 </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.9pt"> $ </td> <td width="89" valign="top" style= "width:66.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.9pt"> 11,706 </td> </tr> </table> </div> [1]   The increase in amortization from the prior year period is due to lower actual gross profits in 2008 resulting from increased realized capital losses primarily from the adoption of SFAS 157 at the beginning of the first quarter of 2008. [2]   The effect of adopting FSP FAS 115-2 resulted in an increase to retained earnings and as a result a DAC charge of $78.  In addition, an offsetting amount was recorded in unrealized losses as unrealized losses increased upon adoption of FSP FAS 115-2.   Property & Casualty <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "margin-left:-13.55pt;border-collapse:collapse;mso-table-layout-alt: fixed;mso-padding-alt:0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;height:12.15pt"> <td width="539" valign="top" style= "width:404.15pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;height:12.15pt">   </td> <td width="12" valign="top" style= "width:9.15pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:12.15pt">   </td> <td width="78" valign="top" style= "width:58.35pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:12.15pt"> 2009 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:12.15pt">   </td> <td width="88" valign="top" style= "width:65.7pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:12.15pt"> 2008 </td> </tr> <tr style="mso-yfti-irow:1;height:11.25pt"> <td width="539" valign="top" style= "width:404.15pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:11.25pt"> <p class="MsoNormal" align="right" style= "margin-top:0in;margin-right:8.55pt; margin-bottom:0in;margin-left:13.5pt;margin-bottom:.0001pt;text-align:right; text-indent:-9.0pt;mso-pagination:widow-orphan lines-together;page-break-after: avoid"> Balance, January 1 </td> <td width="12" valign="top" style= "width:9.15pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:11.25pt"> $ </td> <td width="78" valign="top" style= "width:58.35pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:11.25pt"> 1,260 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:11.25pt"> $ </td> <td width="88" valign="top" style= "width:65.7pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:11.25pt"> 1,228 </td> </tr> <tr style="mso-yfti-irow:2;height:7.65pt"> <td width="539" valign="top" style= "width:404.15pt;padding:0in 0in 0in 0in; height:7.65pt"> <p class="MsoNormal" align="right" style= "margin-top:0in;margin-right:8.55pt; margin-bottom:0in;margin-left:13.5pt;margin-bottom:.0001pt;text-align:right; text-indent:-9.0pt;mso-pagination:widow-orphan lines-together;page-break-after: avoid"> Deferred costs </td> <td width="12" valign="top" style= "width:9.15pt;padding:0in 0in 0in 0in; height:7.65pt">   </td> <td width="78" valign="top" style= "width:58.35pt;padding:0in 0in 0in 0in; height:7.65pt"> 1,032 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in; height:7.65pt">   </td> <td width="88" valign="top" style= "width:65.7pt;padding:0in 0in 0in 0in; height:7.65pt"> 1,062 </td> </tr> <tr style="mso-yfti-irow:3;height:11.25pt"> <td width="539" valign="top" style= "width:404.15pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;height:11.25pt"> <p class="MsoNormal" align="right" style= "margin-top:0in;margin-right:8.55pt; margin-bottom:0in;margin-left:13.5pt;margin-bottom:.0001pt;text-align:right; text-indent:-9.0pt;mso-pagination:widow-orphan lines-together;page-break-after: avoid"> Amortization – Deferred policy acquisition costs </td> <td width="12" valign="top" style= "width:9.15pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:11.25pt">   </td> <td width="78" valign="top" style= "width:58.35pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:11.25pt"> (1,041) </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:11.25pt">   </td> <td width="88" valign="top" style= "width:65.7pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:11.25pt"> (1,044) </td> </tr> <tr style= "mso-yfti-irow:4;mso-yfti-lastrow:yes;height:11.25pt"> <td width="539" valign="top" style= "width:404.15pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:11.25pt"> Balance, June 30 </td> <td width="12" valign="top" style= "width:9.15pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:11.25pt"> $ </td> <td width="78" valign="top" style= "width:58.35pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:11.25pt"> 1,251 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:11.25pt"> $ </td> <td width="88" valign="top" style= "width:65.7pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:11.25pt"> 1,246 </td> </tr> </table> </div> <style> /*<![CDATA[*/ st1:*{behavior:url(#ieooui) }  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} table.MsoTableGrid {mso-style-name:"Table Grid"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; text-autospace:none; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div> <div> <a name="_AUCda028aed61904dd1822832a8b69929e8">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 13.  Equity Stockholders’ Equity Conversion of outstanding preferred to common stock On January 9, 2009, Allianz SE converted its 6,048,387 shares of Series D Preferred Stock into 24,193,548 shares of common stock. Conversion of preferred stock underlying Allianz warrants to common stock On March 26, 2009, the Company’s shareholders approved the conversion of the Series C Preferred Stock underlying certain warrants issued to Allianz in October 2008 into 34,308,872 shares of The Hartford’s common stock.  As a result of this shareholder approval, the Company is not obligated to pay Allianz any cash payment related to these warrants and therefore these warrants no longer provide for any form of net cash settlement outside the Company’s control.  As such, the warrants to purchase the Series C Preferred Stock were reclassified from other liabilities to equity at their fair value.  As of March 26, 2009, the fair value of thesewarrants was $93.  For the six months ended June 30, 2009, the Company recognized a gain of $70, representing the change in fair value of the warrants through March 26, 2009. Increase in authorized shares On May 27, 2009, at the Company's annual meeting of shareholders, shareholders approved an increase in the aggregate authorized number of shares of common stock from 750 million to 1.5 billion. Discretionary equity issuance program On June 12, 2009, the Company announced that it commenced a discretionary equity issuance program, and in accordance with that program entered into an equity distribution agreement pursuant to which it is offering up to 60 million shares of its common stock from time to time for aggregate sales proceeds of up to $750.  Through July 29, 2009, The Hartford has issued 1.3 million shares of common stock with net proceeds of $16 under this program. The Company’s participation in the Capital Purchase Program On June 26, 2009, as part of the Capital Purchase Program (“CPP”) established by the U.S. Department of the Treasury (“Treasury”) under the Emergency Economic Stabilization Act of 2008 (the “EESA”), the Company entered into a Private Placement Purchase Agreement with Treasury pursuant to which the Company issued and sold to Treasury 3,400,000 shares of the Company’s Fixed Rate Cumulative Perpetual Preferred Stock, Series E, having a liquidation preference of $1,000 per share (the “Series E Preferred Stock”), and a ten-year warrant to purchase up to 52,093,973 shares of the Company’s common stock, par value $0.01 per share, at an initial exercise price of $9.79 per share, for an aggregate purchase price of $3.4 billion. Cumulative dividends on the Series E Preferred Stock will accrue on the liquidation preference at a rate of 5% per annum for the first five years, and at a rate of 9% per annum thereafter. The Series E Preferred Stock has no maturity date and ranks senior to the Company’s common stock.  The Series E Preferred Stock is non-voting. The Company may redeem the Series E Preferred Stock with the consent of the Office of Thrift Supervisor, after consultation with the U.S. Treasury. Upon issuance, the fair values of the Series E Preferred Stock and the associated warrants were computed as if the instruments were issued on a stand alone basis. The fair value of the Series E Preferred Stock was estimated based on a five-year holding period and cash flows discounted at a rate of 13% resulting in a fair value estimate of approximately $2.5 billion. The Company used a Black-Scholes options pricing model including an adjustment for American-style options to estimate the fair value of the warrants, resulting in a stand alone fair value of approximately $400. The most significant and unobservable assumption in this valuation was the Company’s share price volatility.  The Company used a long-term realized volatility of the Company’s stock of 62%.  In addition, the Company assumed a dividend yield of 1.72%. The individual fair values were then used to record the Series E Preferred Stock and associated warrants on a relative fair value basis of $2.9 billion and $480, respectively, consistent with the guidance in APB Opinion No. 14, “Accounting for Convertible Debt and Debt Issued with Stock Purchase Warrants”.  The warrants of $480 were recorded to Additional Paid-in Capital as permanent equity. The Series E Preferred Stock amount was recorded at the liquidation value of $1,000 per share or $3.4 billion, net of discount of $480.  The discount is being amortized over a five-year period from the date of issuance, using the effective yield method and is recorded as a direct reduction to retained earnings and deducted from income available to common stockholders in the calculation of earnings per share.  The amortization of discount totaled $1 for the three months ended June 30, 2009. 13.  Equity (continued) Extension of Allianz warrants and contingent liability payment The Company also has an agreement that, for the one-year period following October 17, 2008, it will pay certain amounts to Allianz if the Company effects or agrees to effect any transaction (or series of transactions) pursuant to which any person or group (within the meaning of the U.S. federal securities laws) is issued common stock or certain equity-related instruments constituting more than 5% of the Company’s fully-diluted common stock outstanding at the time for an effective price per share (determined as provided in the Investment Agreement) of less than $25.32. Amounts so payable depend on the effective price for the applicable transaction (or the weighted average price for a series of transactions) and equal $50 if the effective price per share is between $25.31 and $23.00, $150 if the effective price per share is between $22.99 and $20.00, $200 if the effective price per share is between $19.99 and $15.00 and $300 if the effective price per share is $14.99 or less. The issuance of warrants to Treasury triggered the contingency payment in the Investment Agreement related to additional investors.  Upon receipt of preliminary approval to participate in the CPP, The Hartford reinitiated negotiations with Allianz to modify the form of the $300 contingency payment. The settlement of the contingency payment was renegotiated to, among other things, allow Allianz an extension of the exercise period of its outstanding warrants and to reduce the amount of the cash payment due to Allianz to $200, which will be paid on October 15, 2009.  The Hartford recorded a liability for the cash payment and an adjustment to additional paid-in capital for the warrant modification resulting in a net realized capital loss of approximately $300. Noncontrolling Interests The Company adopted SFAS 160 on January 1, 2009. The scope of this Statement applies to all entities that prepare consolidated financial statements and as such, includes VIEs in which the Company has concluded that it is the primary beneficiary.  See Note 5 for further discussion of the Company’s involvement in VIEs.  The Company also holds the majority interest in certain general account mutual funds, in which it has provided seed money.  The scope of SFAS 160 also applies to these mutual fund investments.  Upon adoption of SFAS 160, the Company reclassified $92 as of January 1, 2008 from liabilities to equity, representing the noncontrolling interest of other investors in these VIEs and mutual fund investments.  The noncontrolling interest within these entities is likely to change, as these entities represent investment vehicles whereby investors may frequently redeem or contribute to these investments.  As such, the change in noncontrolling ownership interest represented in the Company’s Condensed Consolidated Statement of Changes in Equity will primarily represent redemptions and additional subscriptions within these investment vehicles.  The following table represents the change in noncontrolling ownership interest recorded in the Company’s Condensed Statement of Changes in Equity for the VIEs and mutual fund seed investments as of June 30, 2009 and 2008: <table class="MsoTableGrid" border="0" cellspacing="0" cellpadding="0" style= "margin-left:5.4pt;border-collapse:collapse;mso-yfti-tbllook:480; mso-padding-alt:0in 5.4pt 0in 5.4pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="456" valign="top" style= "width:4.75in;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="276" colspan="4" valign="top" style= "width:207.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt"> Six Months Ended June 30, </td> </tr> <tr style="mso-yfti-irow:1"> <td width="456" valign="top" style= "width:4.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="120" colspan="2" valign="top" style= "width:1.25in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt"> 2009 </td> <td width="156" colspan="2" valign="top" style= "width:117.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt"> 2008 </td> </tr> <tr style="mso-yfti-irow:2"> <td width="456" valign="top" style= "width:4.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Redemptions of The Hartford’s interest in VIEs and mutual fund seed investments resulting in deconsolidation [1] </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   $ </td> <td width="96" valign="top" style= "width:1.0in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   (42) </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   $ </td> <td width="132" valign="top" style= "width:99.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   (12) </td> </tr> <tr style="mso-yfti-irow:3"> <td width="456" valign="top" style= "width:4.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Net (redemptions) and subscriptions from noncontrolling interests </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="96" valign="top" style= "width:1.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (23) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="132" valign="top" style= "width:99.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 69 </td> </tr> <tr style="mso-yfti-irow:4;mso-yfti-lastrow:yes"> <td width="456" valign="top" style= "width:4.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Total change in noncontrolling interest ownership </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="96" valign="top" style= "width:1.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (65) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="132" valign="top" style= "width:99.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 57 </td> </tr> </table> [1]   The redemptions of The Hartford’s interest in VIEs and mutual fund seed investments for the six months ended June 30,  2009 and 2008 resulted in a loss of $6 and gain of $1, respectively which were recognized in realized capital gains (losses). <style> /*<![CDATA[*/ st1:*{behavior:url(#ieooui) }  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} table.MsoTableGrid {mso-style-name:"Table Grid"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; text-autospace:none; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div> <div> <a name="_AUC63b59f1c94eb4f98a1b744410c0adad9">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 5.  Investments and Derivative Instruments Available-for-Sale Securities The following table presents the Company’s AFS securities by type on a consolidated basis. <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "margin-left:1.45pt;border-collapse:collapse;mso-table-layout-alt:fixed; mso-padding-alt:0in 0in 0in 0in;mso-prop-change:ms63773 20090714T1556; border-collapse:collapse !msorm;mso-padding-alt:0in 0in 0in 0in !msorm"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;mso-prop-change:ms63773 20090714T1556; mso-yfti-irow:0 !msorm;mso-yfti-firstrow:yes !msorm"> <td width="163" valign="top" style= "width:1.7in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in 0in 0in 0in 0in !msorm">   </td> <td width="302" colspan="10" valign="top" style= "width:226.55pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;border:none !msorm;border-bottom:solid windowtext 1.0pt !msorm; mso-border-bottom-alt:solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm"> June 30, 2009 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in 0in 0in 0in 0in !msorm">   </td> <td width="240" colspan="8" valign="top" style= "width:179.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;border:none !msorm;border-bottom:solid windowtext 1.0pt !msorm; mso-border-bottom-alt:solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm"> December 31, 2008 </td> </tr> <tr style= "mso-yfti-irow:1;mso-prop-change:ms63773 20090714T1556; mso-yfti-irow:1 !msorm"> <td width="163" valign="top" style= "width:1.7in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in 0in 0in 0in 0in !msorm">   </td> <td width="62" colspan="2" valign="top" style= "width:46.75pt;border:none; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;border:none !msorm; mso-border-top-alt:solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm"> Cost or Amortized Cost </td> <td width="62" colspan="2" valign="top" style= "width:46.7pt;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; border:none !msorm;border-top:solid windowtext 1.0pt !msorm;mso-border-top-alt: solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm"> Gross Unrealized Gains </td> <td width="62" colspan="2" valign="top" style= "width:46.7pt;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; border:none !msorm;border-top:solid windowtext 1.0pt !msorm;mso-border-top-alt: solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm"> Gross Unrealized Losses </td> <td width="53" colspan="2" valign="top" style= "width:.55in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; border:none !msorm;border-top:solid windowtext 1.0pt !msorm;mso-border-top-alt: solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm">   Fair Value </td> <td width="62" colspan="2" valign="top" style= "width:.65in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; border:none !msorm;border-top:solid windowtext 1.0pt !msorm;mso-border-top-alt: solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm"> Non-Credit OTTI [1] </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in 0in 0in 0in 0in !msorm">   </td> <td width="62" colspan="2" valign="top" style= "width:46.7pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;border:none !msorm;mso-border-top-alt: solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm"> Cost or Amortized Cost </td> <td width="62" colspan="2" valign="top" style= "width:46.7pt;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; border:none !msorm;border-top:solid windowtext 1.0pt !msorm;mso-border-top-alt: solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm"> Gross Unrealized Gains </td> <td width="62" colspan="2" valign="top" style= "width:.65in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; border:none !msorm;border-top:solid windowtext 1.0pt !msorm;mso-border-top-alt: solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm"> Gross Unrealized Losses </td> <td width="53" colspan="2" valign="top" style= "width:.55in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; border:none !msorm;border-top:solid windowtext 1.0pt !msorm;mso-border-top-alt: solid windowtext .5pt !msorm;padding:0in 0in 0in 0in !msorm">   Fair Value </td> </tr> <tr style="mso-yfti-irow:2"> <td width="163" valign="top" style= "width:1.7in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in"> AFS securities </td> <td width="10" valign="top" style= "width:7.15pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="24" valign="top" style= "width:.25in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:3;height:4.0pt"> <td width="163" valign="top" style= "width:1.7in;padding:0in 0in 0in 0in; height:4.0pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-3.95pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> ABS </td> <td width="10" valign="top" style= "width:7.15pt;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:4.0pt"> 3,272 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 4.0pt"> $ </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:4.0pt"> 13 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 4.0pt"> $ </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:4.0pt"> (835) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 4.0pt"> $ </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 2,450 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 4.0pt"> $ </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:4.0pt"> (66) </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 4.0pt"> $ </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:4.0pt"> 3,431 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 4.0pt"> $ </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:4.0pt"> 6 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 4.0pt"> $ </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:4.0pt"> (971) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 4.0pt"> $ </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 2,466 </td> </tr> <tr style="mso-yfti-irow:4;height:8.1pt"> <td width="163" valign="top" style= "width:1.7in;padding:0in 0in 0in 0in; height:8.1pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:.1in;margin-bottom:.0001pt;text-indent:-.05in;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> CDOs </td> <td width="10" valign="top" style= "width:7.15pt;padding:0in 0in 0in 0in; height:8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 4,547 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 3 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> (1,987) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in; height:8.1pt"> 2,563 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> (141) </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in; height:8.1pt">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 4,655 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 2 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> (2,045) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in; height:8.1pt"> 2,612 </td> </tr> <tr style="mso-yfti-irow:5;height:8.1pt"> <td width="163" valign="top" style= "width:1.7in;padding:0in 0in 0in 0in; height:8.1pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:.1in;margin-bottom:.0001pt;text-indent:-.05in;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> CMBS </td> <td width="10" valign="top" style= "width:7.15pt;padding:0in 0in 0in 0in; height:8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 12,361 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 51 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> (4,122) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in; height:8.1pt"> 8,290 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> (119) </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in; height:8.1pt">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 12,973 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 43 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> (4,703) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in; height:8.1pt"> 8,313 </td> </tr> <tr style="mso-yfti-irow:6;height:8.1pt"> <td width="163" valign="top" style= "width:1.7in;padding:0in 0in 0in 0in; height:8.1pt"> Corporate </td> <td width="10" valign="top" style= "width:7.15pt;padding:0in 0in 0in 0in; height:8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 33,454 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 707 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> (3,326) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in; height:8.1pt"> 30,835 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> (28) </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in; height:8.1pt">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 31,059 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> 623 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in; height:8.1pt"> (4,501) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in;height: 8.1pt">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in; height:8.1pt"> 27,181 </td> </tr> <tr style="mso-yfti-irow:7"> <td width="163" valign="top" style= "width:1.7in;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-3.95pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> Govt./govt. agencies </td> <td width="10" valign="top" style= "width:7.15pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:8"> <td width="163" valign="top" style= "width:1.7in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in"> Foreign </td> <td width="10" valign="top" style= "width:7.15pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 1,014 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 41 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (24) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 1,031 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> –– </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 2,786 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 100 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (65) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 2,821 </td> </tr> <tr style="mso-yfti-irow:9"> <td width="163" valign="top" style= "width:1.7in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in"> United States </td> <td width="10" valign="top" style= "width:7.15pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 4,471 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 23 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (254) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 4,240 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> –– </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 5,883 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 112 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (39) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 5,956 </td> </tr> <tr style="mso-yfti-irow:10"> <td width="163" valign="top" style= "width:1.7in;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:12.05pt;margin-bottom:.0001pt;text-indent:-8.45pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> RMBS </td> <td width="10" valign="top" style= "width:7.15pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 5,738 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 92 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (1,324) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 4,506 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (154) </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 6,045 </td> <td width="9" valign="top" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 96 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (1,033) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 5,108 </td> </tr> <tr style="mso-yfti-irow:11"> <td width="163" valign="bottom" style= "width:1.7in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="left" style= "margin-top:.5pt;margin-right:0in; margin-bottom:0in;margin-left:.1in;margin-bottom:.0001pt;text-align:left; text-indent:-.05in;mso-pagination:widow-orphan lines-together;page-break-after: avoid"> States, municipalities and political subdivisions </td> <td width="10" valign="bottom" style= "width:7.15pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 11,339 </td> <td width="9" valign="bottom" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 210 </td> <td width="9" valign="bottom" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (596) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 10,953 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (3) </td> <td width="24" valign="bottom" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 11,406 </td> <td width="9" valign="bottom" style= "width:7.1pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 202 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (953) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 10,655 </td> </tr> <tr style="mso-yfti-irow:12"> <td width="163" valign="top" style= "width:1.7in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in"> Fixed maturities </td> <td width="10" valign="top" style= "width:7.15pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 76,196 </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,140 </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (12,468) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 64,868 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (511) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 78,238 </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,184 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (14,310) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 65,112 </td> </tr> <tr style="mso-yfti-irow:13"> <td width="163" valign="bottom" style= "width:1.7in;border:none;border-bottom: solid #333333 1.0pt;mso-border-bottom-alt:solid #333333 .75pt;background: white;mso-shading:white;mso-pattern:solid white;padding:0in 0in 0in 0in"> Equity securities </td> <td width="10" valign="top" style= "width:7.15pt;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 1,518 </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 233 </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> (443) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 1,308 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> –– </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 1,554 </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 203 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> (299) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid #333333 1.0pt; mso-border-bottom-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 1,458 </td> </tr> <tr style="mso-yfti-irow:14;mso-yfti-lastrow:yes"> <td width="163" valign="bottom" style= "width:1.7in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid #333333 .75pt;background: white;mso-shading:white;mso-pattern:solid white;padding:0in 0in 0in 0in"> Total AFS securities </td> <td width="10" valign="top" style= "width:7.15pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 77,714 </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 1,373 </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> (12,911) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 66,176 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> (511) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 79,792 </td> <td width="9" valign="top" style= "width:7.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 1,387 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> (14,609) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid #333333 .75pt;padding:0in 0in 0in 0in"> 66,570 </td> </tr> </table> <![if !supportLists]>[1]     <![endif]>Represents the amount of cumulative non-credit other-than-temporary impairment (“OTTI”) losses transferred to other comprehensive loss in accordance with FSP FAS 115-2 for securities that also had a credit impairment, of which $248 was added for the three months ended June 30, 2009.  These losses are included in gross unrealized losses as of June 30, 2009.   The Company participates in securities lending programs to generate additional income.  Through these programs, certain domestic fixed income securities are loaned from the Company’s portfolio to qualifying third party borrowers in return for collateral in the form of cash or U.S. government securities.  As of June 30, 2009 and December 31, 2008, under terms of securities lending programs, the fair value of loaned securities was approximately $695 and $2.9 billion, respectively, which was included in fixed maturities in the Condensed Consolidated Balance Sheet.  As of June 30, 2009 and December 31, 2008, the Company held collateral associated with the loaned securities in the amount of $707 and $3.0 billion, respectively. The following table presents the Company’s fixed maturities by contractual maturity year. <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes;height:.1in"> <td width="480" valign="top" style= "width:5.0in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="247" colspan="5" valign="top" style= "width:185.4pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 0in 0in 0in; height:.1in"> June 30, 2009 </td> </tr> <tr style="mso-yfti-irow:1;height:.1in"> <td width="480" valign="top" style= "width:5.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> Maturity </td> <td width="120" colspan="2" valign="top" style= "width:1.25in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 0in 0in 0in; height:.1in"> Amortized Cost </td> <td width="12" valign="top" style= "width:9.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 0in 0in 0in; height:.1in">   </td> <td width="115" colspan="2" valign="top" style= "width:1.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 0in 0in 0in; height:.1in"> Fair Value </td> </tr> <tr style="mso-yfti-irow:2;height:.1in"> <td width="480" valign="top" style= "width:5.0in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in"> One year or less </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in"> $ </td> <td width="108" valign="top" style= "width:81.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in"> 1,992 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in">   </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in"> $ </td> <td width="96" valign="top" style= "width:1.0in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in"> 2,041 </td> </tr> <tr style="mso-yfti-irow:3;height:.1in"> <td width="480" valign="top" style= "width:5.0in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> Over one year through five years </td> <td width="12" valign="top" style= "width:9.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="108" valign="top" style= "width:81.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 12,061 </td> <td width="12" valign="top" style= "width:9.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="19" valign="top" style= "width:.2in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="96" valign="top" style= "width:1.0in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 11,980 </td> </tr> <tr style="mso-yfti-irow:4;height:.1in"> <td width="480" valign="top" style= "width:5.0in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> Over five years through ten years </td> <td width="12" valign="top" style= "width:9.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="108" valign="top" style= "width:81.0pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 13,975 </td> <td width="12" valign="top" style= "width:9.0pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="19" valign="top" style= "width:.2in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="96" valign="top" style= "width:1.0in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 12,997 </td> </tr> <tr style="mso-yfti-irow:5;height:.1in"> <td width="480" valign="top" style= "width:5.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> Over ten years </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="108" valign="top" style= "width:81.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 36,320 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="19" valign="top" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="96" valign="top" style= "width:1.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 28,694 </td> </tr> <tr style="mso-yfti-irow:6;height:.1in"> <td width="480" valign="top" style= "width:5.0in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in"> Subtotal </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in">   </td> <td width="108" valign="top" style= "width:81.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in"> 64,348 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in">   </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in">   </td> <td width="96" valign="top" style= "width:1.0in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in;height:.1in"> 55,712 </td> </tr> <tr style="mso-yfti-irow:7;height:.1in"> <td width="480" valign="top" style= "width:5.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> ABS, CDOs and RMBS [1] </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="108" valign="top" style= "width:81.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 11,848 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="19" valign="top" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="96" valign="top" style= "width:1.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 9,156 </td> </tr> <tr style="mso-yfti-irow:8;mso-yfti-lastrow:yes;height:.1in"> <td width="480" valign="top" style= "width:5.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> Total </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> $ </td> <td width="108" valign="top" style= "width:81.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 76,196 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in">   </td> <td width="19" valign="top" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> $ </td> <td width="96" valign="top" style= "width:1.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in;height:.1in"> 64,868 </td> </tr> </table> [1]  Excludes CRE CDOs.   Estimated maturities may differ from contractual maturities due to security call or prepayment provisions.  Due to the potential for prepayment on certain mortgage- and asset-backed securities, ABS, CDOs and RMBS are not categorized by contractual maturity.  CMBS and CRE CDOs are categorized by contractual maturity because they generally are not subject to prepayment risk as these securities are generally structured to include forms of call protections such as yield maintenance charges, prepayment penalties or lockouts and defeasance.  5.  Investments and Derivative Instruments (continued) Net Realized Capital Gains (Losses) The following table presents the Company’s net realized capital gains and losses. <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "margin-left:1.45pt;border-collapse:collapse;mso-table-layout-alt:fixed; mso-padding-alt:0in 1.45pt 0in 1.45pt"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid; height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:1.0pt">   </td> <td width="163" colspan="4" valign="top" style= "width:1.7in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> Three Months Ended June 30, </td> <td width="34" valign="top" style= "width:.35in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="163" colspan="4" valign="top" style= "width:1.7in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> Six Months Ended June 30, </td> </tr> <tr style= "mso-yfti-irow:1;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (Before-tax) </td> <td width="82" colspan="2" valign="top" style= "width:.85in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;padding: 0in 1.45pt 0in 1.45pt;height:1.0pt"> 2009 </td> <td width="82" colspan="2" valign="top" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> 2008 </td> <td width="34" valign="top" style= "width:.35in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="82" colspan="2" valign="top" style= "width:.85in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;padding: 0in 1.45pt 0in 1.45pt;height:1.0pt"> 2009 </td> <td width="82" colspan="2" valign="top" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> 2008 </td> </tr> <tr style= "mso-yfti-irow:2;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> Gross gains on sale </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> $ </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> 157 </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> $ </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> 73 </td> <td width="34" valign="top" style= "width:.35in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> $ </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> 365 </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> $ </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> 168 </td> </tr> <tr style= "mso-yfti-irow:3;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> Gross losses on sale </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (189) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (59) </td> <td width="34" valign="top" style= "width:.35in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (909) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (270) </td> </tr> <tr style= "mso-yfti-irow:4;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> Net other-than-temporary impairment losses recognized in earnings </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (314) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (164) </td> <td width="34" valign="top" style= "width:.35in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (538) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (468) </td> </tr> <tr style= "mso-yfti-irow:5;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> Japanese fixed annuity contract hedges, net [1] </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (6) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (9) </td> <td width="34" valign="top" style= "width:.35in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> 35 </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (23) </td> </tr> <tr style= "mso-yfti-irow:6;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> Periodic net coupon settlements on credit derivatives/Japan </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (13) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (10) </td> <td width="34" valign="top" style= "width:.35in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (32) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (15) </td> </tr> <tr style= "mso-yfti-irow:7;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> SFAS 157 transition impact </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> — </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> –– </td> <td width="34" valign="top" style= "width:.35in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> — </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (650) </td> </tr> <tr style= "mso-yfti-irow:8;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> Results of variable annuity hedge program </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="34" valign="top" style= "width:.35in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> </tr> <tr style= "mso-yfti-irow:9;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:1.0pt">   GMWB derivatives, net [2] </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> 671 </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (13) </td> <td width="34" valign="top" style= "width:.35in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> 1,260 </td> <td width="14" valign="top" style= "width:.15in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (123) </td> </tr> <tr style= "mso-yfti-irow:10;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   Macro hedge program </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (568) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (4) </td> <td width="34" valign="top" style= "width:.35in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (364) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> 5 </td> </tr> <tr style= "mso-yfti-irow:11;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> Total results of variable annuity hedge program </td> <td width="14" valign="top" style= "width:.15in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt;height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> 103 </td> <td width="14" valign="top" style= "width:.15in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt;height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> (17) </td> <td width="34" valign="top" style= "width:.35in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt;height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt;height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> 896 </td> <td width="14" valign="top" style= "width:.15in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt;height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt;height:1.0pt"> (118) </td> </tr> <tr style= "mso-yfti-irow:12;page-break-inside:avoid;height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> Other, net [3] </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (419) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (96) </td> <td width="34" valign="top" style= "width:.35in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (414) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (277) </td> </tr> <tr style= "mso-yfti-irow:13;mso-yfti-lastrow:yes;page-break-inside:avoid; height:1.0pt"> <td width="372" valign="top" style= "width:279.35pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;background: white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> Net realized capital gains (losses) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> $ </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (681) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> $ </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (282) </td> <td width="34" valign="top" style= "width:.35in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt">   </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> $ </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (597) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> $ </td> <td width="67" valign="top" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt; height:1.0pt"> (1,653) </td> </tr> </table> [1]  Relates to the Japanese fixed annuity product (product and related derivative hedging instruments excluding periodic net coupon settlements). [2]  The net gain on GMWB derivatives for the three and six months ended June 30, 2009 was primarily due to a decline in equity volatility levels, an increase in interest rates and liability model assumption updates for withdrawals, lapses, and credit standing. [3]  Primarily consists of changes in fair value on non-qualifying derivatives, hedge ineffectiveness on qualifying derivative instruments, foreign currency gains and losses, valuation allowances, a loss of approximately $300 related to a contingent obligation associated with the Allianz transaction, and other investment gains and losses. Net realized capital gains and losses from investment sales, after deducting the life and pension policyholders’ share for certain products, are reported as a component of revenues and are determined on a specific identification basis. Net realized capital losses reported for the three and six months ended June 30, 2009 related to AFS other-than-temporary impairments and net losses on sales were $346 and $1.1 billion, respectively, and were previously reported as unrealized losses in AOCI.  Proceeds from sales of AFS securities totaled $8.4 billion and $28.1 billion, respectively, for the three and six months ended June 30, 2009, and $3.6 billion and $8.7 billion, respectively, for the three and six months ended June 30, 2008. Other-Than-Temporary Impairment Losses The following table presents the Company’s credit other-than-temporary impairments (“credit impairments”) on debt securities held as of June 30, 2009. <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="600" valign="top" style= "width:6.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in">   </td> <td width="132" colspan="2" valign="bottom" style= "width:99.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Credit OTTI </td> </tr> <tr style="mso-yfti-irow:1"> <td width="600" valign="top" style= "width:6.25in;border:none;mso-border-top-alt: solid windowtext .5pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 0in 0in 0in"> Balance as of March 31, 2009 </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="108" valign="top" style= "width:81.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (1,320) </td> </tr> <tr style="mso-yfti-irow:2"> <td width="600" valign="top" style= "width:6.25in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in"> Additions for credit impairments recognized on [1]: </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="108" valign="top" style= "width:81.0pt;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:3"> <td width="600" valign="top" style= "width:6.25in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in"> Securities not previously impaired </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="108" valign="top" style= "width:81.0pt;padding:0in 0in 0in 0in"> (212) </td> </tr> <tr style="mso-yfti-irow:4"> <td width="600" valign="top" style= "width:6.25in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in"> Securities previously impaired </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="108" valign="top" style= "width:81.0pt;padding:0in 0in 0in 0in"> (49) </td> </tr> <tr style="mso-yfti-irow:5"> <td width="600" valign="top" style= "width:6.25in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in"> Reductions for credit impairments previously recognized on: </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="108" valign="top" style= "width:81.0pt;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:6;height:4.0pt"> <td width="600" valign="top" style= "width:6.25in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in;height:4.0pt"> Securities that matured or were sold during the period </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="108" valign="top" style= "width:81.0pt;padding:0in 0in 0in 0in; height:4.0pt"> — </td> </tr> <tr style="mso-yfti-irow:7"> <td width="600" valign="top" style= "width:6.25in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in"> Securities that the Company intends to sell or more likely than not will be required to sell before recovery </td> <td width="24" valign="top" style= "width:.25in;padding:0in 0in 0in 0in">   </td> <td width="108" valign="top" style= "width:81.0pt;padding:0in 0in 0in 0in"> 3 </td> </tr> <tr style="mso-yfti-irow:8"> <td width="600" valign="top" style= "width:6.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 0in 0in 0in"> Securities due to an increase in expected cash flows </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="108" valign="top" style= "width:81.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:9;mso-yfti-lastrow:yes"> <td width="600" valign="top" style= "width:6.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 0in 0in 0in"> Balance as of June 30, 2009 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="108" valign="top" style= "width:81.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (1,578) </td> </tr> </table> <![if !supportLists]>[1]     <![endif]>Total additions of $261 are included in the net other-than-temporary impairment losses recognized in earnings of $314 in the Condensed Consolidated Statements of Operations.  Also included in the $314 are impairments of $8 representing securities the Company intends to sell and $45 representing equity securities. 5.  Investments and Derivative Instruments (continued) Security Unrealized Loss Aging The following tables present the Company’s unrealized loss aging for AFS securities by type and length of time the security was in a continuous unrealized loss position. <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "margin-left:-3.0pt;border-collapse:collapse;mso-table-layout-alt:fixed; mso-padding-alt:0in 0in 0in 0in"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in">   </td> <td width="527" colspan="20" valign="top" style= "width:394.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> June 30, 2009 </td> </tr> <tr style="mso-yfti-irow:1"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in">   </td> <td width="166" colspan="6" valign="top" style= "width:124.65pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Less Than 12 Months </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="168" colspan="6" valign="top" style= "width:126.1pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 12 Months or More </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="163" colspan="6" valign="top" style= "width:122.55pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Total </td> </tr> <tr style="mso-yfti-irow:2"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in">   </td> <td width="56" colspan="2" valign="top" style= "width:41.85pt;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> Amortized Cost </td> <td width="53" colspan="2" valign="top" style= "width:.55in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;padding: 0in 0in 0in 0in"> Fair Value </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;padding: 0in 0in 0in 0in"> Unrealized Losses </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="58" colspan="2" valign="top" style= "width:43.25pt;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> Amortized Cost </td> <td width="53" colspan="2" valign="top" style= "width:39.65pt;border:none; border-top:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;padding: 0in 0in 0in 0in"> Unrealized Losses </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> Amortized Cost </td> <td width="47" colspan="2" valign="top" style= "width:35.25pt;border:none; border-top:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="59" colspan="2" valign="top" style= "width:44.1pt;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;padding: 0in 0in 0in 0in"> Unrealized Losses </td> </tr> <tr style="mso-yfti-irow:3;height:3.5pt"> <td width="205" valign="top" style= "width:154.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt"> AFS securities </td> <td width="8" valign="top" style= "width:5.85pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="14" valign="top" style= "width:.15in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="14" valign="top" style= "width:.15in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="37" valign="top" style= "width:28.0pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="47" valign="top" style= "width:35.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> </tr> <tr style="mso-yfti-irow:4"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-3.95pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> ABS </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 440 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 328 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (112) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 2,372 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 1,649 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (723) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 2,812 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in"> $ </td> <td width="37" valign="top" style= "width:28.0pt;padding:0in 0in 0in 0in"> 1,977 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> $ </td> <td width="47" valign="top" style= "width:35.1pt;padding:0in 0in 0in 0in"> (835) </td> </tr> <tr style="mso-yfti-irow:5"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-.05in;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> CDOs </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 2,022 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 1,506 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (516) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 2,516 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 1,045 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (1,471) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 4,538 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;padding:0in 0in 0in 0in"> 2,551 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;padding:0in 0in 0in 0in"> (1,987) </td> </tr> <tr style="mso-yfti-irow:6"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-.05in;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> CMBS </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 3,394 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 2,430 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (964) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 8,014 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 4,856 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (3,158) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 11,408 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;padding:0in 0in 0in 0in"> 7,286 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;padding:0in 0in 0in 0in"> (4,122) </td> </tr> <tr style="mso-yfti-irow:7"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-.05in;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> Corporate </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 7,859 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 6,621 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (1,238) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 11,712 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 9,624 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (2,088) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 19,571 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;padding:0in 0in 0in 0in"> 16,245 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;padding:0in 0in 0in 0in"> (3,326) </td> </tr> <tr style="mso-yfti-irow:8"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-3.95pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> Government/government agencies </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;padding:0in 0in 0in 0in">   </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:9"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in"> Foreign </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 150 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 136 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (14) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 117 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 107 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (10) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 267 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;padding:0in 0in 0in 0in"> 243 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;padding:0in 0in 0in 0in"> (24) </td> </tr> <tr style="mso-yfti-irow:10"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in"> United States </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 3,034 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 2,780 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (254) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> — </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 3,034 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;padding:0in 0in 0in 0in"> 2,780 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;padding:0in 0in 0in 0in"> (254) </td> </tr> <tr style="mso-yfti-irow:11"> <td width="205" valign="top" style= "width:154.1pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-3.95pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> RMBS </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 841 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 707 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (134) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 2,410 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 1,220 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (1,190) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 3,251 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;padding:0in 0in 0in 0in"> 1,927 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;padding:0in 0in 0in 0in"> (1,324) </td> </tr> <tr style="mso-yfti-irow:12"> <td width="205" valign="bottom" style= "width:154.1pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="left" style= "margin-top:.5pt;margin-right:0in; margin-bottom:0in;margin-left:7.55pt;margin-bottom:.0001pt;text-align:left; text-indent:-.05in;mso-pagination:widow-orphan lines-together;page-break-after: avoid"> States, municipalities and political subdivisions </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   1,797 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in">   1,708 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   (89) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   5,020 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in">   4,513 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   (507) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> 6,817 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;padding:0in 0in 0in 0in">   6,221 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;padding:0in 0in 0in 0in">   (596) </td> </tr> <tr style="mso-yfti-irow:13"> <td width="205" valign="top" style= "width:154.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Fixed maturities </td> <td width="8" valign="top" style= "width:5.85pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 19,537 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 16,216 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (3,321) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 32,161 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 23,014 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (9,147) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 51,698 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 39,230 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (12,468) </td> </tr> <tr style="mso-yfti-irow:14"> <td width="205" valign="top" style= "width:154.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Equity securities </td> <td width="8" valign="top" style= "width:5.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 892 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 577 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (315) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 364 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 236 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (128) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,256 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="37" valign="top" style= "width:28.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 813 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="47" valign="top" style= "width:35.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (443) </td> </tr> <tr style="mso-yfti-irow:15;mso-yfti-lastrow:yes"> <td width="205" valign="top" style= "width:154.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Total securities in an unrealized loss </td> <td width="8" valign="top" style= "width:5.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 20,429 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 16,793 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (3,636) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 32,525 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 23,250 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (9,275) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 52,954 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="37" valign="top" style= "width:28.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 40,043 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="47" valign="top" style= "width:35.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (12,911) </td> </tr> </table> </div>   <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "margin-left:1.15pt;border-collapse:collapse;mso-table-layout-alt:fixed; mso-padding-alt:0in 0in 0in 0in"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in">   </td> <td width="531" colspan="20" valign="top" style= "width:398.4pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> December 31, 2008 </td> </tr> <tr style="mso-yfti-irow:1"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in">   </td> <td width="166" colspan="6" valign="top" style= "width:124.65pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Less Than 12 Months </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="168" colspan="6" valign="top" style= "width:126.1pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 12 Months or More </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="168" colspan="6" valign="top" style= "width:126.05pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Total </td> </tr> <tr style="mso-yfti-irow:2"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in">   </td> <td width="56" colspan="2" valign="top" style= "width:41.85pt;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> Amortized Cost </td> <td width="53" colspan="2" valign="top" style= "width:.55in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;padding: 0in 0in 0in 0in"> Fair Value </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;padding: 0in 0in 0in 0in"> Unrealized Losses </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="58" colspan="2" valign="top" style= "width:43.25pt;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> Amortized Cost </td> <td width="53" colspan="2" valign="top" style= "width:39.65pt;border:none; border-top:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;padding: 0in 0in 0in 0in"> Unrealized Losses </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> Amortized Cost </td> <td width="53" colspan="2" valign="top" style= "width:39.65pt;border:none; border-top:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;padding: 0in 0in 0in 0in"> Unrealized Losses </td> </tr> <tr style="mso-yfti-irow:3;height:3.5pt"> <td width="200" valign="top" style= "width:149.95pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt"> AFS securities </td> <td width="8" valign="top" style= "width:5.85pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="14" valign="top" style= "width:.15in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="14" valign="top" style= "width:.15in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:3.5pt">   </td> </tr> <tr style="mso-yfti-irow:4"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-3.95pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> ABS </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 1,190 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 958 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (232) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 2,092 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 1,353 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (739) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 3,282 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 2,311 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (971) </td> </tr> <tr style="mso-yfti-irow:5"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-.05in;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> CDOs </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 688 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 440 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (248) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 3,941 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 2,144 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (1,797) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 4,629 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 2,584 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (2,045) </td> </tr> <tr style="mso-yfti-irow:6"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-.05in;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> CMBS </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 5,704 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 4,250 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (1,454) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 6,647 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 3,398 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (3,249) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 12,351 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 7,648 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (4,703) </td> </tr> <tr style="mso-yfti-irow:7"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-.05in;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> Corporate </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 16,604 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 14,145 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (2,459) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 7,028 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 4,986 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (2,042) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 23,632 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 19,131 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (4,501) </td> </tr> <tr style="mso-yfti-irow:8"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-3.95pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> Government/government agencies </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:9"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in"> Foreign </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 1,263 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 1,211 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (52) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 43 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 30 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (13) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 1,306 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 1,241 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (65) </td> </tr> <tr style="mso-yfti-irow:10"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in"> United States </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 4,120 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 4,083 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (37) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 66 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 64 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (2) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 4,186 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 4,147 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (39) </td> </tr> <tr style="mso-yfti-irow:11"> <td width="200" valign="top" style= "width:149.95pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:0in;margin-bottom: 0in;margin-left:7.55pt;margin-bottom:.0001pt;text-indent:-3.95pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> RMBS </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 731 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 546 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (185) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 2,607 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 1,759 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (848) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> 3,338 </td> <td width="10" valign="top" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;padding:0in 0in 0in 0in"> 2,305 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;padding:0in 0in 0in 0in"> (1,033) </td> </tr> <tr style="mso-yfti-irow:12"> <td width="200" valign="bottom" style= "width:149.95pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="left" style= "margin-top:.5pt;margin-right:0in; margin-bottom:0in;margin-left:7.55pt;margin-bottom:.0001pt;text-align:left; text-indent:-.05in;mso-pagination:widow-orphan lines-together;page-break-after: avoid"> States, municipalities and political subdivisions </td> <td width="8" valign="top" style= "width:5.85pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> 5,153 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 4,640 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> (513) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> 2,578 </td> <td width="10" valign="bottom" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 2,138 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> (440) </td> <td width="14" valign="top" style= "width:.15in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> 7,731 </td> <td width="10" valign="bottom" style= "width:7.25pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 6,778 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> (953) </td> </tr> <tr style="mso-yfti-irow:13"> <td width="200" valign="top" style= "width:149.95pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Fixed maturities </td> <td width="8" valign="top" style= "width:5.85pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 35,453 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 30,273 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (5,180) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 25,002 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 15,872 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (9,130) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 60,455 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 46,145 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (14,310) </td> </tr> <tr style="mso-yfti-irow:14"> <td width="200" valign="top" style= "width:149.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Equity securities </td> <td width="8" valign="top" style= "width:5.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,017 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 796 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (221) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 277 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 199 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (78) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,294 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 995 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (299) </td> </tr> <tr style="mso-yfti-irow:15;mso-yfti-lastrow:yes"> <td width="200" valign="top" style= "width:149.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Total securities in an unrealized loss </td> <td width="8" valign="top" style= "width:5.85pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 36,470 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 31,069 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (5,401) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 25,279 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 16,071 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (9,208) </td> <td width="14" valign="top" style= "width:.15in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 61,749 </td> <td width="10" valign="top" style= "width:7.25pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="top" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 47,140 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (14,609) </td> </tr> </table> </div>   As of June 30, 2009, AFS securities in an unrealized loss position, comprised of approximately 5,446 securities, primarily related to CMBS, corporate securities, most significantly within the financial services sector, CDOs and RMBS which have experienced significant price deterioration.  The Company does not intend to sell nor does it expect to be required to sell the securities outlined above.  In addition, the Company asserts its intent and ability to retain the above equity securities until price recovery.  Furthermore, based upon the Company’s cash flow modeling and the expected continuation of contractually required principal and interest payments, the Company has deemed these securities to be temporarily impaired as of June 30, 2009. 5.  Investments and Derivative Instruments (continued) Mortgage Loans The following table presents the Company’s mortgage loans on real estate by type on a consolidated basis. <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 1.45pt 0in 1.45pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="166" valign="top" style= "width:124.2pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="252" colspan="6" valign="top" style= "width:189.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> June 30, 2009 </td> <td width="36" valign="top" style= "width:27.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="271" colspan="6" valign="top" style= "width:203.4pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> December 31, 2008 </td> </tr> <tr style="mso-yfti-irow:1;height:19.95pt"> <td width="166" valign="top" style= "width:124.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:19.95pt">   </td> <td width="84" colspan="2" valign="bottom" style= "width:63.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:19.95pt"> Amortized Cost [1] </td> <td width="84" colspan="2" valign="top" style= "width:63.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:19.95pt">   Valuation Allowance </td> <td width="84" colspan="2" valign="bottom" style= "width:63.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:19.95pt"> Carrying Value </td> <td width="36" valign="top" style= "width:27.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt; height:19.95pt">   </td> <td width="84" colspan="2" valign="bottom" style= "width:63.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:19.95pt"> Amortized Cost [1] </td> <td width="96" colspan="2" valign="top" style= "width:1.0in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:19.95pt">   Valuation Allowance </td> <td width="91" colspan="2" valign="bottom" style= "width:.95in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:19.95pt"> Carrying Value </td> </tr> <tr style="mso-yfti-irow:2"> <td width="166" valign="bottom" style= "width:124.2pt;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt"> Agricultural </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="72" valign="bottom" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 629 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 629 </td> <td width="36" valign="top" style= "width:27.0pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="72" valign="bottom" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 646 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 11 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="79" valign="top" style= "width:59.4pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 635 </td> </tr> <tr style="mso-yfti-irow:3"> <td width="166" valign="bottom" style= "width:124.2pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt"> Commercial </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="72" valign="bottom" style= "width:.75in;padding:0in 1.45pt 0in 1.45pt"> 5,832 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 1.45pt 0in 1.45pt"> 163 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 1.45pt 0in 1.45pt"> 5,669 </td> <td width="36" valign="top" style= "width:27.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="72" valign="bottom" style= "width:.75in;padding:0in 1.45pt 0in 1.45pt"> 5,849 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 1.45pt 0in 1.45pt"> 15 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="79" valign="top" style= "width:59.4pt;padding:0in 1.45pt 0in 1.45pt"> 5,834 </td> </tr> <tr style="mso-yfti-irow:4"> <td width="166" valign="bottom" style= "width:124.2pt;padding:0in 1.45pt 0in 1.45pt"> Residential [2] </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="72" valign="bottom" style= "width:.75in;padding:0in 1.45pt 0in 1.45pt"> 224 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> 224 </td> <td width="36" valign="top" style= "width:27.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="72" valign="bottom" style= "width:.75in;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="79" valign="top" style= "width:59.4pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> — </td> </tr> <tr style="mso-yfti-irow:5;mso-yfti-lastrow:yes"> <td width="166" valign="top" style= "width:124.2pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> Total </td> <td width="12" valign="top" style= "width:9.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="72" valign="bottom" style= "width:.75in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 6,685 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> 163 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> 6,522 </td> <td width="36" valign="top" style= "width:27.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="12" valign="top" style= "width:9.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="72" valign="bottom" style= "width:.75in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 6,495 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> 26 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="79" valign="top" style= "width:59.4pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 1.45pt 0in 1.45pt"> 6,469 </td> </tr> </table> </div> <![if !supportLists]>[1]     <![endif]> Amortized cost represents carrying value prior to valuation allowances, if any. <![if !supportLists]>[2]     <![endif]>Relates to residential mortgage loans acquired through the purchase of Federal Trust Corporation.  For further information on the acquisition, see Note 16 of the Notes to the Condensed Consolidated Financial Statements.   The Company has a monitoring process that is overseen by a committee of investment and accounting professionals that identifies mortgage loans for impairment.  For those mortgage loans that, based upon current information and events, it is probable that the Company will not be able to collect all amounts due according to the contractual terms of the loan agreement, an impairment is recognized and a valuation allowance is established with an offsetting charge to net realized capital losses.   The following table presents the activity within the Company’s valuation allowance for mortgage loans for the six months ended June 30, 2009. <table class="MsoTitle" border="0" cellspacing="0" cellpadding= "0" style= "margin-left: 5.4pt;border-collapse:collapse;mso-table-layout-alt:fixed;mso-yfti-tbllook: 480;mso-padding-alt:0in 5.4pt 0in 5.4pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="595" valign="top" style= "width:6.2in;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="134" colspan="2" valign="top" style= "width:1.4in;padding:0in 5.4pt 0in 5.4pt"> Valuation Allowance </td> </tr> <tr style="mso-yfti-irow:1;height:4.0pt"> <td width="595" valign="top" style= "width:6.2in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:4.0pt"> Balance at December 31, 2008 </td> <td width="46" valign="top" style= "width:34.8pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:4.0pt"> $ </td> <td width="88" valign="top" style= "width:66.0pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:4.0pt"> 26 </td> </tr> <tr style="mso-yfti-irow:2"> <td width="595" valign="top" style= "width:6.2in;padding:0in 5.4pt 0in 5.4pt"> Additions </td> <td width="46" valign="top" style= "width:34.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="88" valign="top" style= "width:66.0pt;padding:0in 5.4pt 0in 5.4pt"> 153 </td> </tr> <tr style="mso-yfti-irow:3"> <td width="595" valign="top" style= "width:6.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Deductions </td> <td width="46" valign="top" style= "width:34.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="88" valign="top" style= "width:66.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (16) </td> </tr> <tr style="mso-yfti-irow:4;mso-yfti-lastrow:yes"> <td width="595" valign="top" style= "width:6.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Balance at June 30, 2009 </td> <td width="46" valign="top" style= "width:34.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="88" valign="top" style= "width:66.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 163 </td> </tr> </table>   The following tables present the Company’s commercial mortgage loans, including agricultural loans, by region and property type on a consolidated basis. <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 1.45pt 0in 1.45pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="725" colspan="10" valign="top" style= "width:7.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt"> Commercial Mortgage Loans on Real Estate by Region </td> </tr> <tr style="mso-yfti-irow:1"> <td width="322" valign="top" style= "width:3.35in;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="182" colspan="4" valign="top" style= "width:1.9in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> June 30, 2009 </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="182" colspan="4" valign="top" style= "width:1.9in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> December 31, 2008 </td> </tr> <tr style="mso-yfti-irow:2"> <td width="322" valign="top" style= "width:3.35in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" colspan="2" valign="bottom" style= "width:.85in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Carrying Value </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Percent of Total </td> <td width="38" valign="top" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" colspan="2" valign="bottom" style= "width:.85in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Carrying Value </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Percent of Total </td> </tr> <tr style="mso-yfti-irow:3"> <td width="322" valign="bottom" style= "width:3.35in;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt"> East North Central </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="62" valign="top" style= "width:.65in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 158 </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 2.5% </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="62" valign="top" style= "width:.65in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 162 </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 2.5% </td> </tr> <tr style="mso-yfti-irow:4"> <td width="322" valign="bottom" style= "width:3.35in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt"> East South Central </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> — </td> </tr> <tr style="mso-yfti-irow:5"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> Middle Atlantic </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 764 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 12.1% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 717 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 11.1% </td> </tr> <tr style="mso-yfti-irow:6"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> Mountain </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 187 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 3.0% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 223 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 3.4% </td> </tr> <tr style="mso-yfti-irow:7"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> New England </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 469 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 7.4% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 487 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 7.5% </td> </tr> <tr style="mso-yfti-irow:8"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> Pacific </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,516 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 24.1% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,495 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 23.1% </td> </tr> <tr style="mso-yfti-irow:9"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> South Atlantic </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,162 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 18.4% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,102 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 17.0% </td> </tr> <tr style="mso-yfti-irow:10"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> West North Central </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 63 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 1.0% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 64 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 1.0% </td> </tr> <tr style="mso-yfti-irow:11"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> West South Central </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 332 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 5.3% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 333 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 5.2% </td> </tr> <tr style="mso-yfti-irow:12"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> Other [1] </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,647 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 26.2% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,886 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 29.2% </td> </tr> <tr style="mso-yfti-irow:13;mso-yfti-lastrow:yes"> <td width="322" valign="top" style= "width:3.35in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> Total </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="62" valign="top" style= "width:.65in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 6,298 </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 100.0% </td> <td width="38" valign="top" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="62" valign="top" style= "width:.65in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 6,469 </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="top" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 100.0% </td> </tr> </table> </div> <![if !supportLists]>[1]     <![endif]>Includes multi-regional properties.   5.  Investments and Derivative Instruments (continued) <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 1.45pt 0in 1.45pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="725" colspan="10" valign="top" style= "width:7.55in;background:white; mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt"> Commercial Mortgage Loans on Real Estate by Property Type </td> </tr> <tr style="mso-yfti-irow:1"> <td width="322" valign="top" style= "width:3.35in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="182" colspan="4" valign="top" style= "width:1.9in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> June 30, 2009 </td> <td width="38" valign="top" style= "width:.4in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="182" colspan="4" valign="top" style= "width:1.9in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> December 31, 2008 </td> </tr> <tr style="mso-yfti-irow:2"> <td width="322" valign="top" style= "width:3.35in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" colspan="2" valign="bottom" style= "width:.85in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Carrying Value </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Percent of Total </td> <td width="38" valign="top" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" colspan="2" valign="bottom" style= "width:.85in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Carrying Value </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Percent of Total </td> </tr> <tr style="mso-yfti-irow:3"> <td width="322" valign="bottom" style= "width:3.35in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> Agricultural </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="62" valign="bottom" style= "width:.65in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 629 </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 10.0% </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="62" valign="bottom" style= "width:.65in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 635 </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 9.8% </td> </tr> <tr style="mso-yfti-irow:4"> <td width="322" valign="bottom" style= "width:3.35in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt"> Industrial </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,109 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 17.6% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,118 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 17.3% </td> </tr> <tr style="mso-yfti-irow:5"> <td width="322" valign="bottom" style= "width:3.35in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt"> Lodging </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 480 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 7.6% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 483 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 7.5% </td> </tr> <tr style="mso-yfti-irow:6"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> Multifamily </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 996 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 15.8% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,131 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 17.5% </td> </tr> <tr style="mso-yfti-irow:7"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> Office </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,872 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 29.7% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 1,885 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 29.1% </td> </tr> <tr style="mso-yfti-irow:8"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> Retail </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 824 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 13.1% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 884 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 13.7% </td> </tr> <tr style="mso-yfti-irow:9"> <td width="322" valign="bottom" style= "width:3.35in;padding:0in 1.45pt 0in 1.45pt"> Other </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 388 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 6.2% </td> <td width="38" valign="top" style= "width:.4in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt"> 333 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;padding:0in 1.45pt 0in 1.45pt"> 5.1% </td> </tr> <tr style="mso-yfti-irow:10;mso-yfti-lastrow:yes"> <td width="322" valign="top" style= "width:3.35in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> Total </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="62" valign="bottom" style= "width:.65in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 6,298 </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 100.0% </td> <td width="38" valign="top" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="62" valign="bottom" style= "width:.65in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 6,469 </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="82" valign="bottom" style= "width:.85in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 100.0% </td> </tr> </table> </div>   Variable Interest Entities The Company is involved with VIEs primarily as a collateral manager and as an investor through normal investment activities.  The Company’s involvement includes providing investment management and administrative services for a fee and holding ownership or other interests as an investor.  The Company also has involvement with VIEs as a means of accessing capital. The following table presents the carrying value of assets and liabilities and the maximum exposure to loss relating to VIEs for which the Company has concluded that it is the primary beneficiary and therefore are consolidated in the Company’s consolidated financial statements. <table class="MsoNormalTable" border="1" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;border:none; mso-border-alt:solid silver .75pt;mso-padding-alt:0in 0in 0in 0in;mso-border-insideh: .75pt solid silver;mso-border-insidev:.75pt solid silver"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid; height:4.25pt"> <td width="250" valign="bottom" style= "width:2.6in;border:none;padding:0in 0in 0in 0in; height:4.25pt"> <p class="MsoNormal" style= "margin-top:6.0pt;margin-right:0in;margin-bottom: 0in;margin-left:4.1pt;margin-bottom:.0001pt;text-indent:-4.1pt;mso-char-indent-count: -.41;mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="226" colspan="6" valign="bottom" style= "width:2.35in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> June 30, 2009 </td> <td width="29" valign="bottom" style= "width:.3in;border:none;padding:0in 0in 0in 0in; height:4.25pt">   </td> <td width="226" colspan="6" valign="bottom" style= "width:2.35in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> December 31, 2008 </td> </tr> <tr style= "mso-yfti-irow:1;page-break-inside:avoid;height:4.25pt"> <td width="250" valign="bottom" style= "width:2.6in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt">   </td> <td width="58" colspan="2" valign="bottom" style= "width:.6in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Total Assets </td> <td width="91" colspan="2" valign="bottom" style= "width:.95in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Total Liabilities [1] </td> <td width="77" colspan="2" valign="bottom" style= "width:.8in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Maximum Exposure to Loss [2] </td> <td width="29" valign="bottom" style= "width:.3in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:4.25pt">   </td> <td width="58" colspan="2" valign="bottom" style= "width:.6in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Total Assets </td> <td width="91" colspan="2" valign="bottom" style= "width:.95in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Total Liabilities [1] </td> <td width="77" colspan="2" valign="bottom" style= "width:.8in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Maximum Exposure to Loss </td> </tr> <tr style= "mso-yfti-irow:2;page-break-inside:avoid;height:3.25pt"> <td width="250" valign="bottom" style= "width:2.6in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> CLOs </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> $ </td> <td width="48" valign="bottom" style= "width:.5in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> 251 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> $ </td> <td width="82" valign="bottom" style= "width:.85in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> 37 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> 230 </td> <td width="29" valign="bottom" style= "width:.3in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> $ </td> <td width="48" valign="bottom" style= "width:.5in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> 339 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> $ </td> <td width="82" valign="bottom" style= "width:.85in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> 69 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:3.25pt"> 257 </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="250" valign="top" style= "width:2.6in;border:none;padding:0in 0in 0in 0in"> Limited partnerships  </td> <td width="10" valign="top" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;border:none;padding:0in 0in 0in 0in"> 35 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="82" valign="bottom" style= "width:.85in;border:none;padding:0in 0in 0in 0in"> 2 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;padding:0in 0in 0in 0in"> 33 </td> <td width="29" valign="top" style= "width:.3in;border:none;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;border:none;padding:0in 0in 0in 0in"> 151 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="82" valign="bottom" style= "width:.85in;border:none;padding:0in 0in 0in 0in"> 43 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;padding:0in 0in 0in 0in"> 108 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="250" valign="top" style= "width:2.6in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Other investments  </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 163 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="82" valign="bottom" style= "width:.85in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 19 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 147 </td> <td width="29" valign="top" style= "width:.3in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 249 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="82" valign="bottom" style= "width:.85in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 59 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 221 </td> </tr> <tr style= "mso-yfti-irow:5;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="250" valign="top" style= "width:2.6in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Total </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 449 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="82" valign="bottom" style= "width:.85in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 58 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 410 </td> <td width="29" valign="top" style= "width:.3in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 739 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="82" valign="bottom" style= "width:.85in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 171 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 586 </td> </tr> </table> [1]   Creditors have no recourse against the Company in the event of default by the VIE.  Includes noncontrolling interest in limited partnerships and other investments of $12 and $82 as of June 30, 2009 and December 31, 2008, respectively, that is reported as a separate component of equity in the Company’s Condensed Consolidated Balance Sheet pursuant to SFAS 160. [2]   The Company’s maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the consolidated assets at cost net of liabilities.  The Company has no implied or unfunded commitments to these VIEs. During the six months ended June 30, 2009, the Company liquidated or partially liquidated two investments for which the Company had been the primary beneficiary.  As a result of the liquidations, the Company is no longer deemed to be the primary beneficiary and accordingly, these VIEs were deconsolidated. The following table presents the carrying value of assets and liabilities and the maximum exposure to loss relating to VIEs for which the Company has a significant involvement with but has concluded that it is not the primary beneficiary and therefore are not consolidated.  Each of these investments has been held by the Company for over two years. <table class="MsoNormalTable" border="1" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;border:none; mso-border-alt:solid silver .75pt;mso-padding-alt:0in 0in 0in 0in;mso-border-insideh: .75pt solid silver;mso-border-insidev:.75pt solid silver"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid; height:4.25pt"> <td width="259" valign="bottom" style= "width:2.7in;border:none;padding:0in 0in 0in 0in; height:4.25pt"> <p class="MsoNormal" style= "margin-top:6.0pt;margin-right:0in;margin-bottom: 0in;margin-left:4.1pt;margin-bottom:.0001pt;text-indent:-4.1pt;mso-char-indent-count: -.41;mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="221" colspan="6" valign="bottom" style= "width:2.3in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> June 30, 2009 </td> <td width="29" valign="bottom" style= "width:.3in;border:none;padding:0in 0in 0in 0in; height:4.25pt">   </td> <td width="221" colspan="6" valign="bottom" style= "width:2.3in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> December 31, 2008 </td> </tr> <tr style= "mso-yfti-irow:1;page-break-inside:avoid;height:4.25pt"> <td width="259" valign="bottom" style= "width:2.7in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt">   </td> <td width="67" colspan="2" valign="bottom" style= "width:.7in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Assets </td> <td width="77" colspan="2" valign="bottom" style= "width:.8in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Liabilities </td> <td width="77" colspan="2" valign="bottom" style= "width:.8in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Maximum Exposure to Loss </td> <td width="29" valign="bottom" style= "width:.3in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:4.25pt">   </td> <td width="67" colspan="2" valign="bottom" style= "width:.7in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Assets </td> <td width="77" colspan="2" valign="bottom" style= "width:.8in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Liabilities </td> <td width="77" colspan="2" valign="bottom" style= "width:.8in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:4.25pt"> Maximum Exposure to Loss </td> </tr> <tr style= "mso-yfti-irow:2;page-break-inside:avoid;height:6.9pt"> <td width="259" valign="bottom" style= "width:2.7in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> CLOs [1] </td> <td width="11" valign="bottom" style= "width:8.1pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> $ </td> <td width="56" valign="bottom" style= "width:42.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> 279 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> — </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> 311 </td> <td width="29" valign="bottom" style= "width:.3in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> 308 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> — </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in;height:6.9pt"> 349 </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="259" valign="top" style= "width:2.7in;border:none;padding:0in 0in 0in 0in"> CDOs [1] </td> <td width="11" valign="top" style= "width:8.1pt;border:none;padding:0in 0in 0in 0in">   </td> <td width="56" valign="bottom" style= "width:42.3pt;border:none;padding:0in 0in 0in 0in"> 2 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;padding:0in 0in 0in 0in"> 31 </td> <td width="29" valign="top" style= "width:.3in;border:none;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="58" valign="bottom" style= "width:.6in;border:none;padding:0in 0in 0in 0in"> 3 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border:none;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;padding:0in 0in 0in 0in"> 15 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="259" valign="top" style= "width:2.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Other [2] </td> <td width="11" valign="top" style= "width:8.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="56" valign="bottom" style= "width:42.3pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> 38 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 38 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 5 </td> <td width="29" valign="top" style= "width:.3in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="58" valign="bottom" style= "width:.6in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 42 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 40 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 5 </td> </tr> <tr style= "mso-yfti-irow:5;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="259" valign="top" style= "width:2.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Total [3] </td> <td width="11" valign="top" style= "width:8.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="56" valign="bottom" style= "width:42.3pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 319 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 38 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 347 </td> <td width="29" valign="top" style= "width:.3in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 353 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 40 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="67" valign="bottom" style= "width:.7in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 369 </td> </tr> </table> [1]   Maximum exposure to loss represents the Company’s investment in securities issued by CLOs/CDOs at cost. [2]   Maximum exposure to loss represents issuance costs that were incurred to establish the contingent capital facility.  For further information on the contingent capital facility, see the Variable Interest Entities section of Note 5 in The Hartford’s 2008 Form 10-K Annual Report. [3]   The Company has no implied or unfunded commitments to these VIEs. 5.  Investments and Derivative Instruments (continued) Derivative instruments The Company utilizes a variety of over-the-counter and exchange traded derivative instruments, including swaps, caps, floors, forwards, futures and options, through one of four Company-approved objectives:  to manage risk associated with interest rate, equity market, credit spread and issuer default, price, or currency exchange rate risk or volatility; to manage liquidity; to control transaction costs; or to enter into replication transactions.  The Company also purchases and issues financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or may contain features that are deemed to be embedded derivative instruments, such as the GMWB rider included with certain variable annuity products. Derivative instruments are recorded in the Condensed Consolidated Balance Sheets at fair value.  Pursuant to FIN No. 39, “Offsetting of Amounts Related to Certain Contracts” and FIN No. 39-1 “Amendment of FASB Interpretation No. 39”, the Company offsets the fair value amounts, income accruals, and cash collateral held, related to derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement.  The following table summarizes the fair value of derivative instruments, excluding income accruals and cash collateral held, as they are presented in the Condensed Consolidated Balance Sheets: <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="312" valign="top" style= "width:3.25in;padding:0in 0in 0in 0in">   </td> <td width="125" colspan="4" valign="bottom" style= "width:1.3in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Net Derivatives </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="125" colspan="4" valign="top" style= "width:1.3in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Asset Derivatives </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="125" colspan="4" valign="top" style= "width:1.3in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Liability Derivatives </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="312" valign="top" style= "width:3.25in;padding:0in 0in 0in 0in">   </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; border-top:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; border-top:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; border-top:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="312" valign="top" style= "width:3.25in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Fixed maturities, available-for-sale </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (9) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (3) </td> <td width="19" valign="top" style= "width:.2in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="19" valign="top" style= "width:.2in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (9) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (3) </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="312" valign="top" style= "width:3.25in;padding:0in 0in 0in 0in"> Other investments </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 946 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 1,576 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 1,248 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 2,172 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (302) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (596) </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="312" valign="top" style= "width:3.25in;padding:0in 0in 0in 0in"> Reinsurance recoverables </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 632 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 1,302 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 632 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 1,302 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:5;page-break-inside:avoid"> <td width="312" valign="top" style= "width:3.25in;padding:0in 0in 0in 0in"> Other policyholder funds and benefits payable </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (3,350) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (6,628) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> 2 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> — </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (3,352) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (6,628) </td> </tr> <tr style="mso-yfti-irow:6;page-break-inside:avoid"> <td width="312" valign="top" style= "width:3.25in;padding:0in 0in 0in 0in"> Consumer notes </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (4) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (5) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> — </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (4) </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;padding:0in 0in 0in 0in"> (5) </td> </tr> <tr style="mso-yfti-irow:7;page-break-inside:avoid"> <td width="312" valign="top" style= "width:3.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Other liabilities [1] </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (188) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,862 </td> <td width="19" valign="top" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,490 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 3,460 </td> <td width="19" valign="top" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (1,678) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (1,598) </td> </tr> <tr style= "mso-yfti-irow:8;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="312" valign="top" style= "width:3.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Total </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (1,973) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (1,896) </td> <td width="19" valign="top" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 3,372 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 6,934 </td> <td width="19" valign="top" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (5,345) </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="top" style= "width:.55in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (8,830) </td> </tr> </table> </div> [1]   Included in Other liabilities in the Condensed Consolidated Balance Sheet is a liability value of $(660) and $(2,531) related to derivative collateral as of June 30, 2009 and December 31, 2008, respectively. The Company will designate each derivative instrument in accordance with SFAS 133 as either a cash flow hedging instrument (“cash flow hedge”), a fair value hedging instrument (“fair value hedge”), or not qualified as a hedging instrument (“non-qualifying strategies”).  See the related sections that follow for descriptions of the accounting treatment for each type of designation. The purpose of the table presented below is to summarize the balance sheet classification of the Company’s derivative fair value amounts, categorized by the accounting designation, type of derivative instrument, and risk that they are hedging as is noted in the strategy descriptions.  This table presents on a strategy level basis the balance sheet location of net fair value amounts of derivative instruments, as well as the gross asset and liability amounts.  Derivatives in the Company’s separate accounts are not included because the associated gains and losses accrue directly to policyholders.  The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the tables below.  The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity.  Notional amounts are not necessarily reflective of credit risk.  Below the table, the primary changes of notional amount and fair value are discussed in detail.  The most significant change in notional amount since December 31, 2008, is related to derivatives associated with the macro hedge program, which reflects the Company’s increased focus on the protection of statutory surplus.  The most significant contributors to the decrease in fair value are interest rate derivatives due to an increase in interest rates, Japan fixed annuity and 3Win hedging instruments due to strengthening of the U.S. dollar against the Japanese Yen, and credit derivatives that economically hedge fixed maturity securities due to credit spreads tightening.  These declines were partially offset by an increase in fair value of GMWB derivatives primarily due to market-based valuation changes as well as policyholder behavior and liability model assumption updates. 5.  Investments and Derivative Instruments (continued) <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;padding:0in 0in 0in 0in"> Asset </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;padding:0in 0in 0in 0in"> Liability </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Net Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Notional Amount </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="96" colspan="4" valign="bottom" style= "width:1.0in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Accounting Designation/Type/Hedging Strategy </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Cash flow hedges </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> </tr> <tr style= "mso-yfti-irow:5;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Interest rate swaps Interest rate swaps are primarily used to convert interest receipts on floating-rate fixed maturity securities or interest payments on floating-rate guaranteed investment contracts to fixed rates.  These derivatives are predominantly used to better match cash receipts from assets with cash disbursements required to fund liabilities.  <p class="MsoHeading9" style= "margin-top:2.0pt;margin-right:0in;margin-bottom: 0in;margin-left:3.0pt;margin-bottom:.0001pt;mso-para-margin-top:2.0pt; mso-para-margin-right:0in;mso-para-margin-bottom:0in;mso-para-margin-left: .3gd;mso-para-margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together"> The Company also enters into forward starting swap agreements to hedge the interest rate exposure related to the purchase of fixed-rate securities or the anticipated future cash flows of floating-rate fixed maturity securities due to changes in the benchmark interest rate, London-Interbank Offered Rate (“LIBOR”).  These derivatives are primarily structured to hedge interest rate risk inherent in the assumptions used to price certain liabilities. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style= "mso-yfti-irow:6;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 2,658 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 4,760 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> 141 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> 429 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 157 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 429 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> (16) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> </tr> <tr style="mso-yfti-irow:7;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 7,442 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 4,270 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (7) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 211 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 148 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 214 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (155) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (3) </td> </tr> <tr style="mso-yfti-irow:8;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Total interest rate swaps </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 10,100 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 9,030 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 134 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 640 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 305 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 643 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (171) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (3) </td> </tr> <tr style="mso-yfti-irow:9;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Foreign currency swaps Foreign currency swaps are used to convert foreign denominated cash flows related to certain investment receipts and liabilities payments to U.S. dollars in order to minimize cash flow fluctuations due to changes in currency rates. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:10;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 373 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 570 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 6 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 50 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 39 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 99 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (33) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (49) </td> </tr> <tr style="mso-yfti-irow:11;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 494 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 640 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (39) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (57) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 21 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 55 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (60) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (112) </td> </tr> <tr style="mso-yfti-irow:12;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;padding: 0in 0in 0in 0in"> Total foreign currencyswaps </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 867 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,210 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (33) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (7) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 60 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 154 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (93) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (161) </td> </tr> <tr style="mso-yfti-irow:13;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Total cash flow hedges </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 10,967 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 10,240 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 101 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 633 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 365 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 797 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (264) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (164) </td> </tr> <tr style="mso-yfti-irow:14;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   Fair value hedges </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext 1.0pt;padding:0in 0in 0in 0in">   </td> </tr> <tr style= "mso-yfti-irow:15;page-break-inside:avoid;height:27.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:27.0pt"> Interest rate swaps Interest rate swaps are used to hedge the changes in fair value of certain fixed rate liabilities and fixed maturity securities due to changes in the benchmark interest rate, LIBOR.  </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:27.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:27.0pt">   </td> </tr> <tr style="mso-yfti-irow:16;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 117 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 1,043 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (5) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (45) </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 1 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 16 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (6) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (61) </td> </tr> <tr style="mso-yfti-irow:17;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 1,669 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 1,095 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (42) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (41) </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 13 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 25 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (55) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (66) </td> </tr> <tr style="mso-yfti-irow:18;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Total interest rate swaps </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,786 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 2,138 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (47) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (86) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 14 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 41 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (61) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (127) </td> </tr> <tr style= "mso-yfti-irow:19;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Foreign currency swaps Foreign currency swaps are used to hedge the changes in fair value of certain foreign denominated fixed rate liabilities due to changes in foreign currency rates. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style="mso-yfti-irow:20;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 164 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 164 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 32 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 36 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 32 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 36 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:21;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 532 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 532 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (42) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (93) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 10 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 11 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (52) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (104) </td> </tr> <tr style="mso-yfti-irow:22;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Total foreign currencyswaps </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 696 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 696 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (10) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (57) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 42 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 47 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (52) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (104) </td> </tr> <tr style="mso-yfti-irow:23;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Total fair value hedges </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 2,482 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 2,834 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (57) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (143) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 56 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 88 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (113) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (231) </td> </tr> <tr style= "mso-yfti-irow:24;mso-yfti-lastrow:yes;page-break-inside:avoid; height:.3in"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in;height:.3in"> Total cash flow hedges and fair value hedges </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> 13,449 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> 13,074 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> 44 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> 490 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> 421 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> 885 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> (377) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in; height:.3in"> (395) </td> </tr> </table> 5.  Investments and Derivative Instruments (continued) <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;padding:0in 0in 0in 0in"> Asset </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;padding:0in 0in 0in 0in"> Liability </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Net Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Notional Amount </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="96" colspan="4" valign="bottom" style= "width:1.0in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:0in;margin-right:21.95pt;margin-bottom: 0in;margin-left:9.0pt;margin-bottom:.0001pt;text-indent:-9.0pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> Accounting Designation/Type/Hedging Strategy </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> </tr> <tr style= "mso-yfti-irow:4;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Non-qualifying strategies Interest rate swaps, caps, floors, and futures The Company uses interest rate swaps, caps, floors, and futures to manage duration risk between assets and liabilities in certain portfolios.  In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap.  As of June 30, 2009 and December 31, 2008, the notional amount of interest rate swaps in offsetting relationships was $7.0 billion and $6.8 billion, respectively. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style= "mso-yfti-irow:5;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 2,315 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 3,139 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> 21 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> 112 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 116 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 329 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> (95) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> (217) </td> </tr> <tr style="mso-yfti-irow:6;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 5,970 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 5,017 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (108) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (209) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 233 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 602 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (341) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (811) </td> </tr> <tr style="mso-yfti-irow:7;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total interest rate swaps, caps, floors, and forwards </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 8,285 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 8,156 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (87) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (97) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 349 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 931 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (436) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (1,028) </td> </tr> <tr style="mso-yfti-irow:8;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Foreign currency swaps and forwards The Company enters into foreign currency swaps and forwards to hedge the foreign currency exposures in certain of its foreign denominated fixed maturity investments. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:9;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Fixed maturities, available-for-sale </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 185 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 185 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:10;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 510 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 256 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 11 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 4 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 13 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (4) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (2) </td> </tr> <tr style="mso-yfti-irow:11;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 986 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 672 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (6) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 10 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 5 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 19 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (11) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (9) </td> </tr> <tr style="mso-yfti-irow:12;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total foreign currencyswaps and forwards </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,681 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,113 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (6) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 21 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 9 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 32 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (15) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (11) </td> </tr> <tr style= "mso-yfti-irow:13;page-break-inside:avoid;height:74.7pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:74.7pt"> Credit derivatives that purchase credit protection Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in value on fixed maturity securities.  These contracts require the Company to pay a periodic fee in exchange for compensation from the counterparty should a credit event occur, as defined in the contract, on the part of the referenced security issuers.  </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:74.7pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:74.7pt">   </td> </tr> <tr style="mso-yfti-irow:14;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 1,469 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 2,528 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 21 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 248 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 44 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 267 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (23) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (19) </td> </tr> <tr style="mso-yfti-irow:15;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 2,801 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,140 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (12) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 92 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 71 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 94 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (83) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (2) </td> </tr> <tr style="mso-yfti-irow:16;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total credit derivatives that purchase credit protection </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 4,270 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 3,668 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 9 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 340 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 115 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 361 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (106) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (21) </td> </tr> <tr style="mso-yfti-irow:17;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Credit derivatives that assume credit risk [1] Credit default swaps are used to assume credit risk related to an individual entity, referenced index, or asset pool, as a part of replication transactions.  Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that would otherwise be permissible investments under the Company’s investment policies.  These contracts entitle the Company to receive a periodic fee in exchange for an obligation to compensate the derivative counterparty should a credit event occur, as defined in the contract, on the part of the referenced security issuers.  The Company is also exposed to credit risk due to embedded derivatives associated with credit linked notes. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:18;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Fixed maturities, available-for-sale </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 87 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 117 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (9) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (3) </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (9) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (3) </td> </tr> <tr style="mso-yfti-irow:19;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 230 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 625 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (45) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (155) </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (45) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (155) </td> </tr> <tr style="mso-yfti-irow:20;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 845 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 457 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (271) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (245) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (271) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (245) </td> </tr> <tr style= "mso-yfti-irow:21;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Total credit derivatives that assume credit risk </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 1,162 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 1,199 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (325) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (403) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (325) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (403) </td> </tr> </table> 5.  Investments and Derivative Instruments (continued) <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;padding:0in 0in 0in 0in"> Asset </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;padding:0in 0in 0in 0in"> Liability </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Net Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Notional Amount </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="96" colspan="4" valign="bottom" style= "width:1.0in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:0in;margin-right:21.95pt;margin-bottom: 0in;margin-left:9.0pt;margin-bottom:.0001pt;text-indent:-9.0pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> Accounting Designation/Type/Hedging Strategy </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> </tr> <tr style= "mso-yfti-irow:4;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Credit derivatives in offsetting positions The Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward.  </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style="mso-yfti-irow:5;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 1,859 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 1,663 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 41 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 47 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 109 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 111 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (68) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (64) </td> </tr> <tr style="mso-yfti-irow:6;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 1,899 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 963 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (65) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (58) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 145 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 14 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (210) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (72) </td> </tr> <tr style="mso-yfti-irow:7;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total credit derivatives in offsetting positions </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 3,758 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 2,626 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (24) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (11) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 254 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 125 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (278) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (136) </td> </tr> <tr style= "mso-yfti-irow:8;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Contingent Capital Facility Put Option The Company entered into a put option agreement that provides the Company the right to require a third party trust to purchase, at any time, The Hartford’s junior subordinated notes in a maximum aggregate principal amount of $500.  Under the put option agreement, The Hartford will pay premiums on a periodic basis and will reimburse the trust for certain fees and ordinary expenses. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style="mso-yfti-irow:9;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 500 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 500 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 38 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 42 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 38 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 42 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:10;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total contingent capital facility </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 500 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 500 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 38 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 42 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 38 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 42 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style= "mso-yfti-irow:11;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Japanese fixed annuity hedging instruments The Company enters into currency rate swaps and forwards to mitigate the foreign currency exchange rate and Yen interest rate exposures associated with the Yen denominated individual fixed annuity product.  </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style= "mso-yfti-irow:12;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 718 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 922 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> 91 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> 165 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 91 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 165 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> </tr> <tr style="mso-yfti-irow:13;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,547 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,412 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 138 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 218 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 140 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 218 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (2) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:14;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total Japanese fixed annuity hedging instruments </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 2,265 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 2,334 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 229 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 383 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 231 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 383 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (2) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:15;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Guaranteed Minimum Accumulation Benefit (“GMAB”) product derivatives [1] The GMAB rider associated with certain of the Company’s Japanese variable annuity products is accounted for as a bifurcated embedded derivative.  The GMAB provides the policyholder with their initial deposit in a lump sum after a specified waiting period.  The notional amount of the embedded derivative is the Yen denominated GRB balance converted to U.S. dollars at the current foreign spot exchange rate as of the reporting period date. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:16;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other policyholder funds and benefits payable </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 222 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 206 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 2 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 2 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:17;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total GMAB product derivatives </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 222 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 206 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 2 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 2 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style= "mso-yfti-irow:18;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Japan 3Win hedging derivatives During the first quarter of 2009, the Company traded foreign currency swaps to hedge the foreign currency risk exposure related to Japan 3Win product GMIB fixed liability payments.  The Japan 3Win product offered both GMAB and GMIB riders attached to certain variable annuity contracts.  If the policyholder account value drops below 80% of the initial deposit, either a GMIB must be exercised or the policyholder can elect a lump sum payment.  During the fourth quarter of 2008, nearly all contract holder account values had dropped below 80% of the initial deposit, at which point the majority of policyholders had elected to exercise the GMIB.  </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style= "mso-yfti-irow:19;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 526 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> (5) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 4 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> (9) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> </tr> <tr style="mso-yfti-irow:20;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 2,214 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (107) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (107) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style= "mso-yfti-irow:21;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Total Japanese fixed annuity hedging instruments </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 2,740 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (112) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 4 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (116) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> — </td> </tr> </table> 5.  Investments and Derivative Instruments (continued) <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;padding:0in 0in 0in 0in"> Asset </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;padding:0in 0in 0in 0in"> Liability </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Net Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Notional Amount </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="96" colspan="4" valign="bottom" style= "width:1.0in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:0in;margin-right:21.95pt;margin-bottom: 0in;margin-left:9.0pt;margin-bottom:.0001pt;text-indent:-9.0pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> Accounting Designation/Type/Hedging Strategy </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> GMWB product derivatives [1] The Company offers certain variable annuity products with a GMWB rider, primarily in the U.S. and, to a lesser extent, the U.K. and Japan.  The GMWB is a bifurcated embedded derivative that provides the policyholder with a GRB if the account value is reduced to zero through a combination of market declines and withdrawals.  The GRB is generally equal to premiums less withdrawals.  Certain contract provisions can increase the GRB at contractholder election or after the passage of time.  The notional value of the embedded derivative is the GRB balance.  </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:5;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Other policyholder funds and benefits payable </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 48,466 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 48,767 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (3,346) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (6,620) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (3,346) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (6,620) </td> </tr> <tr style="mso-yfti-irow:6;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total GMWB product derivatives </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 48,466 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 48,767 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (3,346) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (6,620) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (3,346) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (6,620) </td> </tr> <tr style= "mso-yfti-irow:7;page-break-inside:avoid;height:59.1pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:59.1pt"> GMWB reinsurance contracts The Company has entered into reinsurance arrangements to offset a portion of its risk exposure to the GMWB for the remaining lives of covered variable annuity contracts.  Reinsurance contracts covering GMWB are accounted for as free-standing derivatives.  The notional amount of the reinsurance contracts is the GRB amount. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:59.1pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:59.1pt">   </td> </tr> <tr style="mso-yfti-irow:8;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Balance sheet location – Reinsurance recoverables </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 10,843 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 11,437 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 632 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,302 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 632 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,302 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:9;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total GMWB reinsurance contracts </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 10,843 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 11,437 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 632 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,302 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 632 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 1,302 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style= "mso-yfti-irow:10;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> GMWB hedging instruments The Company enters into derivative contracts to partially hedge exposure to the income volatility associated with the portion of the GMWB liabilities which are not reinsured.  These derivative contracts include customized swaps, interest rate swaps and futures, and equity swaps, put and call options, and futures, on certain indices including the S&P 500 index, EAFE index, and NASDAQ index. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style="mso-yfti-irow:11;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 6,157 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 2,265 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 514 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 599 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 514 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 627 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (28) </td> </tr> <tr style="mso-yfti-irow:12;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 9,920 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 16,355 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 341 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 2,065 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 565 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 2,070 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (224) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (5) </td> </tr> <tr style="mso-yfti-irow:13;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> Total GMWB hedging instruments </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 16,077 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 18,620 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 855 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 2,664 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 1,079 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 2,697 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> (224) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> (33) </td> </tr> <tr style= "mso-yfti-irow:14;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Equity index swaps, options, and futures The Company offers certain equity indexed products, which may contain an embedded derivative that requires bifurcation.  The Company enters into S&P index swaps and options to economically hedge the equity volatility risk associated with these embedded derivatives.  In addition, the Company is exposed to bifurcated options embedded in certain fixed maturity investments. <p class="MsoHeading9" style= "margin-top:2.0pt;margin-right:0in;margin-bottom: 0in;margin-left:3.0pt;margin-bottom:.0001pt;mso-para-margin-top:2.0pt; mso-para-margin-right:0in;mso-para-margin-bottom:0in;mso-para-margin-left: .3gd;mso-para-margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together"> The Company may also enter into equity indexed futures to hedge the equity volatility of certain liability contracts. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style= "mso-yfti-irow:15;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Balance sheet location – Fixed maturities, available-for-sale </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 2 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> </tr> <tr style= "mso-yfti-irow:16;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 21 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 25 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> 1 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt"> 1 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 1 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> 2 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt"> (1) </td> </tr> <tr style="mso-yfti-irow:17;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 82 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 101 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (11) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (4) </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 1 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (11) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (5) </td> </tr> <tr style="mso-yfti-irow:18;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Consumer notes </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 64 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 70 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (4) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (5) </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (4) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (5) </td> </tr> <tr style="mso-yfti-irow:19;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other policyholder funds and benefits payable </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 58 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 58 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (6) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (8) </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (6) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (8) </td> </tr> <tr style="mso-yfti-irow:20;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-top: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Total equity index swaps, options, and futures </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 225 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 256 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (20) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (16) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 3 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (21) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (19) </td> </tr> <tr style="mso-yfti-irow:21;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Japanese variable annuity hedging instruments The Company enters into foreign currency forward and option contracts that convert Euros to Yen in order to economically hedge the foreign currency risk associated with certain assumed Japanese variable annuity products.  </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:22;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 71 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 207 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 4 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 36 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 6 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 36 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (2) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> </tr> <tr style="mso-yfti-irow:23;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 173 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 52 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (7) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (1) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 3 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (10) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (1) </td> </tr> <tr style= "mso-yfti-irow:24;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Total Japanese variable annuity hedging instruments </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 244 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 259 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (3) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 35 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 9 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 36 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (12) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (1) </td> </tr> </table> 5.  Investments and Derivative Instruments (continued) <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;padding:0in 0in 0in 0in"> Asset </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;padding:0in 0in 0in 0in"> Liability </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="207" colspan="9" valign="bottom" style= "width:155.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Net Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Notional Amount </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="96" colspan="4" valign="bottom" style= "width:1.0in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="106" colspan="4" valign="bottom" style= "width:1.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="104" colspan="4" valign="bottom" style= "width:77.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Fair Value </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> <p class="MsoNormal" style= "margin-top:0in;margin-right:21.95pt;margin-bottom: 0in;margin-left:9.0pt;margin-bottom:.0001pt;text-indent:-9.0pt;mso-pagination: widow-orphan lines-together;page-break-after:avoid"> Accounting Designation/Type/Hedging Strategy </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="53" colspan="2" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Jun. 30, 2009 </td> <td width="52" colspan="2" valign="bottom" style= "width:38.9pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Dec. 31, 2008 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Macro hedge program The Company utilizes equity and currency option and equity futures contracts to partially hedge the statutory reserve impact of equity risk and foreign currency risk arising primarily from guaranteed minimum death benefit (“GMDB”) and GMWB obligations against a decline in the equity markets or changes in foreign currency exchange rates.  The notional amount as of June 30, 2009, includes approximately $1.1 billion of short put option contracts, therefore resulting in a net notional amount of approximately $8.3 billion. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:5;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other investments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 2,008 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 91 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 92 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (1) </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> </tr> <tr style= "mso-yfti-irow:6;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;height:4.0pt"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt"> 7,349 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt"> 2,188 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt"> 50 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt"> 137 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt"> 136 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt"> 137 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt"> (86) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:4.0pt"> — </td> </tr> <tr style="mso-yfti-irow:7;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> Total macro hedge program </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 9,357 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 2,188 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 141 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 137 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 228 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 137 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> (87) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style= "mso-yfti-irow:8;page-break-inside:avoid;height:4.0pt"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in; height:4.0pt"> Warrants [1] During the fourth quarter of 2008, the Company issued warrants to purchase the Company's Series C Non-Voting Contingent Convertible Preferred Stock, which were required under EITF 00-19 to be accounted for as a derivative liability at December 31, 2008.  See Note 21 of Notes to Consolidated Financial Statements in The Hartford’s 2008 Form 10-K Annual Report for a discussion of Allianz SE's investment in The Hartford.  As of March 31, 2009, the warrants were no longer required to be accounted for as derivatives and were reclassified to equity. </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in; height:4.0pt">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in; height:4.0pt">   </td> </tr> <tr style="mso-yfti-irow:9;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;padding:0in 0in 0in 0in"> Balance sheet location – Other liabilities </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> 869 </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (163) </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;padding:0in 0in 0in 0in"> (163) </td> </tr> <tr style="mso-yfti-irow:10;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Total warrants </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> 869 </td> <td width="6" valign="bottom" style= "width:4.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> (163) </td> <td width="6" valign="bottom" style= "width:4.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> — </td> <td width="6" valign="bottom" style= "width:4.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> — </td> <td width="9" valign="bottom" style= "width:6.5pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in">   </td> <td width="43" valign="bottom" style= "width:.45in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> (163) </td> </tr> <tr style="mso-yfti-irow:11;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Total non-qualifying strategies </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 110,095 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 102,198 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (2,017) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (2,386) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 2,951 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 6,049 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (4,968) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (8,435) </td> </tr> <tr style= "mso-yfti-irow:12;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="305" valign="bottom" style= "width:228.95pt;border:none;border-bottom: solid windowtext 1.5pt;mso-border-top-alt:solid windowtext .75pt;padding: 0in 0in 0in 0in"> Total cash flow hedges, fair value hedges, and non-qualifying strategies </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 123,544 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 115,272 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (1,973) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (1,896) </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 3,372 </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> 6,934 </td> <td width="6" valign="bottom" style= "width:4.3pt;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (5,345) </td> <td width="9" valign="bottom" style= "width:6.5pt;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="43" valign="bottom" style= "width:.45in;border:none;border-bottom:solid windowtext 1.5pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in"> (8,830) </td> </tr> </table> <p class="SECParagraphLead5" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;page-break-after: auto;mso-list:l45 level1 lfo26;tab-stops:list 0in"> <![if !supportLists]>[1]     <![endif]>The derivative instruments related to these hedging strategies are held for other investment purposes. Change in Notional Amount The notional amount of derivatives increased approximately $8.3 billion since December 31, 2008, primarily due to the macro hedge program and, to a lesser extent, derivatives hedging the Japan 3Win product, partially offset by a decrease in notional of GMWB related derivatives. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The Company increased the notional amount of derivatives associated with the macro hedge program by approximately $7.2 billion, while GMWB related derivatives decreased approximately $3.4 billion, as a result of the Company rebalancing its risk management strategy to place a greater relative emphasis on the protection of statutory surplus.  Approximately $1.1 billion of the $7.2 billion increase in notional amount represents short put option contracts therefore resulting in a net increase in notional of approximately $6.1 billion. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The Company added approximately $2.7 billion in notional related to foreign currency swaps used to hedge the GMIB fixed payments associated with the Japan 3Win product.   Change in Fair Value The decrease of $77 in the total fair value of derivative instruments since December 31, 2008, was primarily related to a decline in fair value of interest rate derivatives, credit derivatives, and Japan fixed annuity and 3Win hedging instruments, partially offset by an increase in fair value of GMWB related derivatives. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The fair value of interest rate derivatives used in cash flow hedge relationships declined due to rising interest rates. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The fair value related to credit derivatives that economically hedge fixed maturity securities decreased as a result of credit spreads tightening.  This decline was partially offset by an increase in the fair value related to credit derivatives that assume credit risk as a part of replication transactions. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The fair value of the Japanese fixed annuity and Japan 3Win hedging instruments decreased primarily due to the U.S. dollar strengthening against the Japanese Yen. <![if !supportLists]>·         <![endif]>The fair value related to GMWB derivatives increased primarily due to market-based valuation changes, including a decrease in equity volatility levels and an increase in interest rates, as well as policyholder behavior and liability model assumption updates.  For more information on the policyholder behavior and liability model assumption updates, refer to Note 4. 5.  Investments and Derivative Instruments (continued) Cash Flow Hedges For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of other comprehensive income (“OCI”) and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings.  Gains and losses on the derivative representing hedge ineffectiveness are recognized in current earnings.  All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. The following table presents the components of the gain or loss on derivatives that qualify as cash-flow hedges: <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="724" colspan="21" valign="top" style= "width:542.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Derivatives in Cash Flow Hedging Relationships </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="134" valign="top" style= "width:1.4in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="182" valign="top" style= "width:1.9in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="194" colspan="9" valign="top" style= "width:145.4pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in">       Gain (Loss) Recognized in OCI on Derivative (Effective Portion) </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="194" colspan="9" valign="top" style= "width:145.4pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Net Realized Capital Gains (Losses) Recognized in Net Income on Derivative (Ineffective Portion) </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="134" valign="top" style= "width:1.4in;padding:0in 0in 0in 0in">   </td> <td width="182" valign="top" style= "width:1.9in;padding:0in 0in 0in 0in">   </td> <td width="92" colspan="4" valign="top" style= "width:69.1pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Three Months Ended June 30, </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="92" colspan="4" valign="top" style= "width:69.1pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Six Months Ended June 30, </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="92" colspan="4" valign="top" style= "width:69.1pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Three Months Ended June 30, </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="92" colspan="4" valign="top" style= "width:69.1pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Six Months Ended June 30, </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="134" valign="top" style= "width:1.4in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="182" valign="top" style= "width:1.9in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="46" colspan="2" valign="top" style= "width:34.55pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2009 </td> <td width="46" colspan="2" valign="top" style= "width:34.55pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2008 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="46" colspan="2" valign="top" style= "width:34.55pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2009 </td> <td width="46" colspan="2" valign="top" style= "width:34.55pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2008 </td> <td width="19" valign="top" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="46" colspan="2" valign="top" style= "width:34.55pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2009 </td> <td width="46" colspan="2" valign="top" style= "width:34.55pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2008 </td> <td width="10" valign="top" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="46" colspan="2" valign="top" style= "width:34.55pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2009 </td> <td width="46" colspan="2" valign="top" style= "width:34.55pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2008 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="134" valign="top" style= "width:1.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> Interest rate swaps </td> <td width="182" valign="top" style= "width:1.9in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="8" valign="top" style= "width:5.75pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> (381) </td> <td width="8" valign="top" style= "width:5.75pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> (163) </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="8" valign="top" style= "width:5.75pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> (466) </td> <td width="8" valign="top" style= "width:5.75pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> (21) </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="8" valign="top" style= "width:5.75pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> (2) </td> <td width="8" valign="top" style= "width:5.75pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 2 </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="8" valign="top" style= "width:5.75pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> (3) </td> <td width="8" valign="top" style= "width:5.75pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="top" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 4 </td> </tr> <tr style="mso-yfti-irow:5;page-break-inside:avoid"> <td width="134" valign="bottom" style= "width:1.4in;padding:0in 0in 0in 0in"> Foreign currency swaps </td> <td width="182" valign="bottom" style= "width:1.9in;padding:0in 0in 0in 0in">   </td> <td width="8" valign="bottom" style= "width:5.75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (154) </td> <td width="8" valign="bottom" style= "width:5.75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 20 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="8" valign="top" style= "width:5.75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="top" style= "width:.4in;padding:0in 0in 0in 0in"> (139) </td> <td width="8" valign="top" style= "width:5.75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="top" style= "width:.4in;padding:0in 0in 0in 0in"> (44) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="8" valign="bottom" style= "width:5.75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 25 </td> <td width="8" valign="bottom" style= "width:5.75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="top" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="8" valign="top" style= "width:5.75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="top" style= "width:.4in;padding:0in 0in 0in 0in"> 39 </td> <td width="8" valign="top" style= "width:5.75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="top" style= "width:.4in;padding:0in 0in 0in 0in"> (1) </td> </tr> <tr style= "mso-yfti-irow:6;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="134" valign="bottom" style= "width:1.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> Total </td> <td width="182" valign="bottom" style= "width:1.9in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in">   </td> <td width="8" valign="bottom" style= "width:5.75pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> (535) </td> <td width="8" valign="bottom" style= "width:5.75pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> (143) </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in">   </td> <td width="8" valign="bottom" style= "width:5.75pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> (605) </td> <td width="8" valign="bottom" style= "width:5.75pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> (65) </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in">   </td> <td width="8" valign="bottom" style= "width:5.75pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> 23 </td> <td width="8" valign="bottom" style= "width:5.75pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> 2 </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in">   </td> <td width="8" valign="bottom" style= "width:5.75pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> 36 </td> <td width="8" valign="bottom" style= "width:5.75pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> 3 </td> </tr> </table>   <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="725" colspan="13" valign="top" style= "width:7.55in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Derivatives in Cash Flow Hedging Relationships </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="192" valign="top" style= "width:2.0in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="235" valign="top" style= "width:2.45in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="298" colspan="11" valign="top" style= "width:3.1in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Gain (Loss) Reclassified from AOCI into Income (Effective Portion) </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="192" valign="top" style= "width:2.0in;padding:0in 0in 0in 0in">   </td> <td width="235" valign="top" style= "width:2.45in;padding:0in 0in 0in 0in">   </td> <td width="134" colspan="5" valign="top" style= "width:1.4in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Three Months Ended June 30, </td> <td width="29" valign="top" style= "width:.3in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="134" colspan="5" valign="top" style= "width:1.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Six Months Ended June 30, </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="192" valign="top" style= "width:2.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="235" valign="top" style= "width:2.45in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2009 </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in">   </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2008 </td> <td width="29" valign="top" style= "width:.3in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2009 </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in">   </td> <td width="58" colspan="2" valign="top" style= "width:.6in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2008 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="192" valign="top" style= "width:2.0in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> Interest rate swaps </td> <td width="235" valign="top" style= "width:2.45in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> Net realized capital gains (losses) </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 1 </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 1 </td> <td width="29" valign="top" style= "width:.3in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 10 </td> <td width="19" valign="top" style= "width:.2in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="top" style= "width:.5in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> 1 </td> </tr> <tr style="mso-yfti-irow:5;page-break-inside:avoid"> <td width="192" valign="bottom" style= "width:2.0in;padding:0in 0in 0in 0in"> Interest rate swaps </td> <td width="235" valign="bottom" style= "width:2.45in;padding:0in 0in 0in 0in"> Net investment income (loss) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> 11 </td> <td width="19" valign="bottom" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> (5) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> 20 </td> <td width="19" valign="bottom" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> (13) </td> </tr> <tr style="mso-yfti-irow:6;page-break-inside:avoid"> <td width="192" valign="bottom" style= "width:2.0in;padding:0in 0in 0in 0in"> Foreign currency swaps </td> <td width="235" valign="bottom" style= "width:2.45in;padding:0in 0in 0in 0in"> Net realized capital gains (losses) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> (53) </td> <td width="19" valign="bottom" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> (23) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> (71) </td> <td width="19" valign="bottom" style= "width:.2in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;padding:0in 0in 0in 0in"> (65) </td> </tr> <tr style="mso-yfti-irow:7;page-break-inside:avoid"> <td width="192" valign="bottom" style= "width:2.0in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Foreign currency swaps </td> <td width="235" valign="bottom" style= "width:2.45in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Net investment income (loss) </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 1 </td> <td width="19" valign="bottom" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> <td width="29" valign="top" style= "width:.3in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> 2 </td> <td width="19" valign="bottom" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> — </td> </tr> <tr style= "mso-yfti-irow:8;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="192" valign="bottom" style= "width:2.0in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Total </td> <td width="235" valign="bottom" style= "width:2.45in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (40) </td> <td width="19" valign="bottom" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (27) </td> <td width="29" valign="top" style= "width:.3in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (39) </td> <td width="19" valign="bottom" style= "width:.2in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> $ </td> <td width="48" valign="bottom" style= "width:.5in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> (77) </td> </tr> </table> As of June 30, 2009, the before-tax deferred net gains on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months are $43.  This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities that will occur over the next twelve months, at which time the Company will recognize the deferred net gains (losses) as an adjustment to interest income over the term of the investment cash flows.  The maximum term over which the Company is hedging its exposure to the variability of future cash flows (for forecasted transactions, excluding interest payments on existing variable-rate financial instruments) is four years. For the three and six months ended June 30, 2009, the Company had $1, before-tax, of net reclassifications from AOCI to earnings resulting from the discontinuance of cash flow hedges due to forecasted transactions that were no longer probable of occurring.  For the three and six months ended June 30, 2008, the Company had $(4), before-tax, of net reclassifications from AOCI to earnings resulting from the discontinuance of cash flow hedges due to forecasted transactions that were no longer probable of occurring. 5.  Investments and Derivative Instruments (continued) Fair Value Hedges For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in current earnings.  The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item.  All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness. The Company recognized in income gains (losses) representing the ineffective portion of all fair value hedges as follows: <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="731" colspan="20" valign="bottom" style= "width:548.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Derivatives in Fair Value Hedging Relationships </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="471" colspan="19" valign="bottom" style= "width:353.6pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Gain (Loss) Recognized in Income [1] </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;padding:0in 0in 0in 0in">   </td> <td width="231" colspan="9" valign="bottom" style= "width:173.1pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Three Months Ended June 30, </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="231" colspan="9" valign="bottom" style= "width:173.3pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Six Months Ended June 30, </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;padding:0in 0in 0in 0in">   </td> <td width="110" colspan="4" valign="top" style= "width:1.15in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2009 </td> <td width="10" valign="top" style= "width:7.3pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="111" colspan="4" valign="top" style= "width:83.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2008 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="111" colspan="4" valign="top" style= "width:83.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2009 </td> <td width="10" valign="top" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="111" colspan="4" valign="top" style= "width:83.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> 2008 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in">   </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Derivative </td> <td width="48" colspan="2" valign="bottom" style= "width:.5in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Hedge Item </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="63" colspan="2" valign="bottom" style= "width:46.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Derivative </td> <td width="48" colspan="2" valign="bottom" style= "width:36.1pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Hedge Item </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="63" colspan="2" valign="bottom" style= "width:46.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Derivative </td> <td width="48" colspan="2" valign="bottom" style= "width:36.1pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Hedge Item </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="63" colspan="2" valign="bottom" style= "width:46.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Derivative </td> <td width="48" colspan="2" valign="bottom" style= "width:36.1pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 0in 0in 0in"> Hedge Item </td> </tr> <tr style="mso-yfti-irow:5;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in"> Interest rate swaps </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:6;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;padding:0in 0in 0in 0in"> Net realized capital gains (losses) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 49 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (45) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 84 </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (85) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 66 </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (62) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 1 </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (3) </td> </tr> <tr style="mso-yfti-irow:7;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;padding:0in 0in 0in 0in"> Benefits, losses and loss adjustment expenses </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (26) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 27 </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (29) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 29 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (42) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 44 </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (1) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 3 </td> </tr> <tr style="mso-yfti-irow:8;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;padding:0in 0in 0in 0in"> Foreign currency swaps </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in">   </td> </tr> <tr style="mso-yfti-irow:9;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;padding:0in 0in 0in 0in"> Net realized capital gains (losses) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 63 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (63) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (7) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 7 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 47 </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (47) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> 24 </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> (24) </td> </tr> <tr style="mso-yfti-irow:10;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;padding:0in 0in 0in 0in"> Benefits, losses and loss adjustment expenses </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (5) </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 5 </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (21) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 21 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> — </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="53" valign="bottom" style= "width:.55in;padding:0in 0in 0in 0in"> (20) </td> <td width="10" valign="bottom" style= "width:7.3pt;padding:0in 0in 0in 0in">   </td> <td width="38" valign="bottom" style= "width:.4in;padding:0in 0in 0in 0in"> 20 </td> </tr> <tr style= "mso-yfti-irow:11;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="259" valign="bottom" style= "width:2.7in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> Total </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> 81 </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> (76) </td> <td width="10" valign="bottom" style= "width:7.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> 27 </td> <td width="10" valign="bottom" style= "width:7.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> (28) </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> 71 </td> <td width="10" valign="bottom" style= "width:7.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> (65) </td> <td width="10" valign="bottom" style= "width:7.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in">   </td> <td width="10" valign="bottom" style= "width:7.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="53" valign="bottom" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> 4 </td> <td width="10" valign="bottom" style= "width:7.3pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> $ </td> <td width="38" valign="bottom" style= "width:.4in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 0in 0in 0in"> (4) </td> </tr> </table> <![if !supportLists]>[1]     <![endif]>The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense) related to the hedged item.  The net of the amounts presented represents the ineffective portion of the hedge. Non-qualifying Strategies For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains or losses.  The following table presents the gain or loss recognized in income on non-qualifying strategies: <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 1.45pt 0in 1.45pt"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="730" colspan="12" valign="bottom" style= "width:7.6in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Non-qualifying Strategies Gain (Loss) Recognized within Net Realized Capital Gains (Losses) </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="394" valign="bottom" style= "width:4.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="154" colspan="5" valign="bottom" style= "width:1.6in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Three Months Ended June 30, </td> <td width="29" valign="top" style= "width:.3in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="154" colspan="5" valign="bottom" style= "width:1.6in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> Six Months Ended June 30, </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="394" valign="bottom" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="67" colspan="2" valign="bottom" style= "width:.7in;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 2009 </td> <td width="19" valign="bottom" style= "width:.2in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="67" colspan="2" valign="bottom" style= "width:.7in;border:none; border-top:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> 2008 </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="67" colspan="2" valign="bottom" style= "width:.7in;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 2009 </td> <td width="19" valign="bottom" style= "width:.2in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="67" colspan="2" valign="bottom" style= "width:.7in;border:none; border-top:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt"> 2008 </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="394" valign="bottom" style= "width:4.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> Interest rate swaps, caps, floors, and forwards </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 5 </td> <td width="19" valign="top" style= "width:.2in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> (19) </td> <td width="29" valign="top" style= "width:.3in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 20 </td> <td width="19" valign="top" style= "width:.2in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt"> 22 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="394" valign="bottom" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Foreign currency swaps, forwards, and swaptions </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (32) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (12) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (22) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (18) </td> </tr> <tr style="mso-yfti-irow:5;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Credit derivatives that purchase credit protection </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (279) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (48) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (390) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 89 </td> </tr> <tr style="mso-yfti-irow:6;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Credit derivatives that assume credit risk </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 157 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (27) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 77 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (372) </td> </tr> <tr style="mso-yfti-irow:7;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Contingent capital facility put option </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (1) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (4) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (5) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (3) </td> </tr> <tr style="mso-yfti-irow:8;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Japanese fixed annuity hedging instruments [1] </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 50 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (141) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (118) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 41 </td> </tr> <tr style="mso-yfti-irow:9;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> GMAB product derivatives </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 6 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 5 </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 4 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (23) </td> </tr> <tr style="mso-yfti-irow:10;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Japan 3Win hedging derivatives [2] </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 119 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (110) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> — </td> </tr> <tr style="mso-yfti-irow:11;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> GMWB product derivatives </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 2,622 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 317 </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 3,345 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (906) </td> </tr> <tr style="mso-yfti-irow:12;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> GMWB reinsurance contracts </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (433) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (46) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (685) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 112 </td> </tr> <tr style="mso-yfti-irow:13;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> GMWB hedging instruments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (1,518) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (284) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (1,400) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 45 </td> </tr> <tr style="mso-yfti-irow:14;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Equity index swaps, options, and futures </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (2) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (3) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (5) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> — </td> </tr> <tr style="mso-yfti-irow:15;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Japanese variable annuity hedging instruments </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (8) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (13) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (19) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (10) </td> </tr> <tr style="mso-yfti-irow:16;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Macro hedge program </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (568) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (4) </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> (364) </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 5 </td> </tr> <tr style="mso-yfti-irow:17;page-break-inside:avoid"> <td width="394" valign="top" style= "width:4.1in;padding:0in 1.45pt 0in 1.45pt"> Warrants </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> — </td> <td width="29" valign="top" style= "width:.3in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> 70 </td> <td width="19" valign="top" style= "width:.2in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt">   </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt"> — </td> </tr> <tr style= "mso-yfti-irow:18;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="394" valign="bottom" style= "width:4.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> Total </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 118 </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> (279) </td> <td width="29" valign="top" style= "width:.3in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> 398 </td> <td width="19" valign="top" style= "width:.2in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt">   </td> <td width="10" valign="bottom" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> $ </td> <td width="58" valign="bottom" style= "width:.6in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt"> (1,018) </td> </tr> </table> [1]   The associated liability is adjusted for changes in spot rates through realized capital gains and losses and was $(54) and $121 for the three months ended June 30, 2009 and 2008, respectively, and $151 and $(82) for the six months ended June 30, 2009 and 2008, respectively. [2]   The associated liability is adjusted for changes in spot rates through realized capital gains and losses and was $(44) for the three months ended June 30, 2009 and $140 for the six months ended June 30, 2009. 5.  Investments and Derivative Instruments (continued) For the three and six months ended June 30, 2009, the net realized capital gain of $118 and $398, respectively, related to derivatives used in non-qualifying strategies was primarily due to the following: <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The net gain associated with GMWB related derivatives was primarily due to market-based valuation changes, including a decrease in equity volatility levels and an increase in interest rates, as well as policyholder behavior and liability model assumption updates.  For more information on the policyholder behavior and liability model assumption updates, refer to Note 4. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The net gain on the Japanese fixed annuity and Japan 3Win hedging instruments for the three months ended June 30, 2009, was primarily due to weakening of the U.S. dollar against the Japanese Yen and an increase in U.S. interest rates.  The net loss for the six months ended June 30, 2009, was primarily due to the Japanese Yen weakening against the U.S. dollar. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The net loss on the macro hedge program was primarily the result of an increase in the equity markets and the impact of trading activity. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The net loss on credit derivatives that purchase credit protection to economically hedge fixed maturity securities and the net gain on credit derivatives that assume credit risk as a part of replication transactions resulted from credit spreads tightening. For the three and six months ended June 30, 2008, the net realized capital loss related to derivatives used in non-qualifying strategies of $(279) and $(1,018), respectively, was primarily due to the following: <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The net losses on GMWB related derivatives for the six months ended June 30, 2008, were primarily due to the transition to SFAS 157 and liability model assumption updates for mortality. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The net losses on credit derivatives were comprised of losses in the first quarter on credit derivatives that assume credit risk as a part of replication transactions due to credit spreads widening and losses in the second quarter on credit derivatives that purchase credit protection to economically hedge fixed maturity securities due to credit spreads tightening significantly on certain referenced corporate entities. <p class="SECParagraph100" style= "margin-top:0in;margin-right:0in;margin-bottom: 0in;margin-left:.25in;margin-bottom:.0001pt;text-indent:-.25in;mso-list:l43 level1 lfo25; text-autospace:ideograph-numeric ideograph-other"> <![if !supportLists]>·         <![endif]>The net losses for three months ended June 30, 2008, on the Japanese fixed annuity hedging instruments were primarily due to a weakening of the Japanese yen in comparison to the U.S. dollar as well as an increase in Japanese interest rates.  Refer to Note 9 for additional disclosures regarding contingent credit related features in derivative agreements. Credit Risk Assumed through Credit Derivatives The Company enters into credit default swaps that assume credit risk from a single entity, referenced index, or asset pool in order to synthetically replicate investment transactions.  The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event.  A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation.  A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity.  The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include trades ranging from baskets of up to five corporate issuers to standard and customized diversified portfolios of corporate issuers.  The diversified portfolios of corporate issuers are established within sector concentration limits and are typically divided into tranches that possess different credit ratings. The following tables present the notional amount, fair value, weighted average years to maturity, underlying referenced credit obligation type and average credit ratings, and offsetting notional amounts and fair value for credit derivatives in which the Company is assuming credit risk as of June 30, 2009 and December 31, 2008. <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "margin-left:1.45pt;border-collapse:collapse;mso-table-layout-alt:fixed; mso-padding-alt:0in 1.45pt 0in 1.45pt"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;height:3.25pt"> <td width="729" colspan="12" valign="bottom" style= "width:546.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> As of June 30, 2009 </td> </tr> <tr style="mso-yfti-irow:1;height:3.25pt"> <td width="221" valign="bottom" style= "width:2.3in;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="71" colspan="2" valign="bottom" style= "width:53.3pt;border:none; mso-border-top-alt:solid windowtext .75pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; mso-border-top-alt:solid windowtext .75pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="62" valign="bottom" style= "width:.65in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="154" colspan="2" valign="bottom" style= "width:1.6in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Underlying Referenced Credit Obligation(s) [1] </td> <td width="72" colspan="2" valign="bottom" style= "width:.75in;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt; height:3.25pt">   </td> <td width="86" colspan="2" valign="bottom" style= "width:.9in;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt; height:3.25pt">   </td> </tr> <tr style="mso-yfti-irow:2;height:3.25pt"> <td width="221" valign="bottom" style= "width:2.3in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> Credit Derivative type by derivative   risk exposure </td> <td width="71" colspan="2" valign="bottom" style= "width:53.3pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> Notional Amount [2] </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> Fair Value </td> <td width="62" valign="bottom" style= "width:.65in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> Weighted Average Years to Maturity </td> <td width="99" valign="bottom" style= "width:74.5pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt: solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Type </td> <td width="54" valign="bottom" style= "width:40.7pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Average Credit Rating </td> <td width="72" colspan="2" valign="bottom" style= "width:.75in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Offsetting Notional Amount [3] </td> <td width="86" colspan="2" valign="bottom" style= "width:.9in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Offsetting Fair Value [3] </td> </tr> <tr style="mso-yfti-irow:3;height:.1in"> <td width="221" valign="bottom" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Single name credit default swaps Investment grade risk exposure </td> <td width="10" valign="bottom" style= "width:.1in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="61" valign="bottom" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 360 </td> <td width="10" valign="bottom" style= "width:.1in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="53" valign="bottom" style= "width:.55in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 3 </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 5 years </td> <td width="99" valign="bottom" style= "width:74.5pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit/ Foreign Gov. </td> <td width="54" valign="bottom" style= "width:40.7pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> AAA- </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 335 </td> <td width="10" valign="bottom" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="77" valign="bottom" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> (21) </td> </tr> <tr style="mso-yfti-irow:4;height:.1in"> <td width="221" valign="bottom" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Below investment grade risk exposure </td> <td width="10" valign="bottom" style= "width:.1in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="bottom" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 105 </td> <td width="10" valign="bottom" style= "width:.1in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="bottom" style= "width:.55in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> (11) </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 4 years </td> <td width="99" valign="bottom" style= "width:74.5pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit </td> <td width="54" valign="bottom" style= "width:40.7pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> B </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 30 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> (4) </td> </tr> <tr style="mso-yfti-irow:5;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Basket credit default swaps [4] </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="99" valign="top" style= "width:74.5pt;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="54" valign="top" style= "width:40.7pt;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> </tr> <tr style="mso-yfti-irow:6;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Investment grade risk exposure </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 1,764 </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> (170) </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 5 years </td> <td width="99" valign="top" style= "width:74.5pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit </td> <td width="54" valign="top" style= "width:40.7pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> BBB+ </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 989 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 12 </td> </tr> <tr style="mso-yfti-irow:7;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Investment grade risk exposure </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 525 </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> (225) </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 8 years </td> <td width="99" valign="top" style= "width:74.5pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> CMBS Credit </td> <td width="54" valign="top" style= "width:40.7pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> AA </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 525 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 225 </td> </tr> <tr style="mso-yfti-irow:8;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Below investment grade risk exposure </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 200 </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> (150) </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 5 years </td> <td width="99" valign="top" style= "width:74.5pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit </td> <td width="54" valign="top" style= "width:40.7pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> BBB+ </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> </tr> <tr style="mso-yfti-irow:9;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Credit linked notes </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="99" valign="top" style= "width:74.5pt;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="54" valign="top" style= "width:40.7pt;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> </tr> <tr style="mso-yfti-irow:10;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Investment grade risk exposure </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 87 </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 78 </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 2 years </td> <td width="99" valign="top" style= "width:74.5pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit </td> <td width="54" valign="top" style= "width:40.7pt;padding:0in 1.45pt 0in 1.45pt; height:.1in"> BBB+ </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> </tr> <tr style= "mso-yfti-irow:11;mso-yfti-lastrow:yes;height:.1in"> <td width="221" valign="top" style= "width:2.3in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Total </td> <td width="10" valign="top" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="61" valign="top" style= "width:46.1pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 3,041 </td> <td width="10" valign="top" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="53" valign="top" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> (475) </td> <td width="62" valign="top" style= "width:.65in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="99" valign="top" style= "width:74.5pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="54" valign="top" style= "width:40.7pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="62" valign="top" style= "width:.65in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 1,879 </td> <td width="10" valign="top" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="77" valign="top" style= "width:.8in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 212 </td> </tr> </table> 5.  Investments and Derivative Instruments (continued) <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "margin-left:1.45pt;border-collapse:collapse;mso-table-layout-alt:fixed; mso-padding-alt:0in 1.45pt 0in 1.45pt"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;height:3.25pt"> <td width="729" colspan="12" valign="bottom" style= "width:546.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> As of December 31, 2008 </td> </tr> <tr style="mso-yfti-irow:1;height:3.25pt"> <td width="221" valign="bottom" style= "width:2.3in;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="71" colspan="2" valign="bottom" style= "width:53.3pt;border:none; mso-border-top-alt:solid windowtext .75pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; mso-border-top-alt:solid windowtext .75pt;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="62" valign="bottom" style= "width:.65in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="154" colspan="2" valign="bottom" style= "width:1.6in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .75pt; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Underlying Referenced Credit Obligation(s) [1] </td> <td width="72" colspan="2" valign="bottom" style= "width:.75in;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt; height:3.25pt">   </td> <td width="86" colspan="2" valign="bottom" style= "width:.9in;border:none; mso-border-top-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt; height:3.25pt">   </td> </tr> <tr style="mso-yfti-irow:2;height:3.25pt"> <td width="221" valign="bottom" style= "width:2.3in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> Credit Derivative type by derivative risk exposure </td> <td width="71" colspan="2" valign="bottom" style= "width:53.3pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> Notional Amount [2] </td> <td width="62" colspan="2" valign="bottom" style= "width:.65in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> Fair Value </td> <td width="62" valign="bottom" style= "width:.65in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> Weighted Average Years to Maturity </td> <td width="96" valign="bottom" style= "width:1.0in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .75pt;mso-border-top-alt:solid windowtext .75pt; mso-border-bottom-alt:solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt; height:3.25pt"> Type </td> <td width="58" valign="bottom" style= "width:.6in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .75pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Average Credit Rating </td> <td width="72" colspan="2" valign="bottom" style= "width:.75in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Offsetting Notional Amount [3] </td> <td width="86" colspan="2" valign="bottom" style= "width:.9in;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .75pt; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Offsetting Fair Value [3] </td> </tr> <tr style="mso-yfti-irow:3;height:3.25pt"> <td width="221" valign="top" style= "width:2.3in;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:3.25pt"> Single name credit default swaps </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="61" valign="top" style= "width:46.1pt;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="53" valign="top" style= "width:.55in;border:none;mso-border-top-alt: solid windowtext .75pt;background:white;mso-shading:white;mso-pattern:solid white; padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="62" valign="top" style= "width:.65in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="96" valign="top" style= "width:1.0in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="58" valign="top" style= "width:.6in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="62" valign="top" style= "width:.65in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="10" valign="top" style= "width:.1in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> <td width="77" valign="top" style= "width:.8in;border:none;mso-border-top-alt: solid windowtext .75pt;padding:0in 1.45pt 0in 1.45pt;height:3.25pt">   </td> </tr> <tr style="mso-yfti-irow:4;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Investment grade risk exposure </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 60 </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> (1) </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 4 years </td> <td width="96" valign="top" style= "width:1.0in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit </td> <td width="58" valign="top" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> A- </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 35 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> (9) </td> </tr> <tr style="mso-yfti-irow:5;height:.1in"> <td width="221" valign="bottom" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Below investment grade risk exposure </td> <td width="10" valign="bottom" style= "width:.1in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="bottom" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 82 </td> <td width="10" valign="bottom" style= "width:.1in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="bottom" style= "width:.55in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> (19) </td> <td width="62" valign="bottom" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 4 years </td> <td width="96" valign="bottom" style= "width:1.0in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit </td> <td width="58" valign="bottom" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> B- </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> </tr> <tr style="mso-yfti-irow:6;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Basket credit default swaps [4] </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="96" valign="top" style= "width:1.0in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="58" valign="top" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> </tr> <tr style="mso-yfti-irow:7;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Investment grade risk exposure </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 1,778 </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> (235) </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 5 years </td> <td width="96" valign="top" style= "width:1.0in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit </td> <td width="58" valign="top" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> A- </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 1,003 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 21 </td> </tr> <tr style="mso-yfti-irow:8;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Investment grade risk exposure </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 275 </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> (92) </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 8 years </td> <td width="96" valign="top" style= "width:1.0in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> CMBS Credit </td> <td width="58" valign="top" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> AAA </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 275 </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 92 </td> </tr> <tr style="mso-yfti-irow:9;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Below investment grade risk exposure </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 200 </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> (166) </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 6 years </td> <td width="96" valign="top" style= "width:1.0in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit </td> <td width="58" valign="top" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> BB+ </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> </tr> <tr style="mso-yfti-irow:10;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Credit linked notes </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="96" valign="top" style= "width:1.0in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="58" valign="top" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> </tr> <tr style="mso-yfti-irow:11;height:.1in"> <td width="221" valign="top" style= "width:2.3in;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> Investment grade risk exposure </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="61" valign="top" style= "width:46.1pt;background:white;mso-shading: white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 117 </td> <td width="10" valign="top" style= "width:.1in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="53" valign="top" style= "width:.55in;background:white;mso-shading:white; mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt;height:.1in"> 106 </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 2 years </td> <td width="96" valign="top" style= "width:1.0in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Corporate Credit </td> <td width="58" valign="top" style= "width:.6in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> BBB+ </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="62" valign="top" style= "width:.65in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> <td width="10" valign="top" style= "width:.1in;padding:0in 1.45pt 0in 1.45pt; height:.1in">   </td> <td width="77" valign="top" style= "width:.8in;padding:0in 1.45pt 0in 1.45pt; height:.1in"> — </td> </tr> <tr style= "mso-yfti-irow:12;mso-yfti-lastrow:yes;height:.1in"> <td width="221" valign="top" style= "width:2.3in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> Total </td> <td width="10" valign="top" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="61" valign="top" style= "width:46.1pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> 2,512 </td> <td width="10" valign="top" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> $ </td> <td width="53" valign="top" style= "width:.55in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; background:white;mso-shading:white;mso-pattern:solid white;padding:0in 1.45pt 0in 1.45pt; height:.1in"> (407) </td> <td width="62" valign="top" style= "width:.65in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="96" valign="top" style= "width:1.0in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="58" valign="top" style= "width:.6in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in">   </td> <td width="10" valign="top" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="62" valign="top" style= "width:.65in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 1,313 </td> <td width="10" valign="top" style= "width:.1in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in"> $ </td> <td width="77" valign="top" style= "width:.8in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext 1.0pt; padding:0in 1.45pt 0in 1.45pt;height:.1in"> 104 </td> </tr> </table> [1]   The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, and Fitch. If no rating is available from a rating agency, then an internally developed rating is used. [2]   Notional amount is equal to the maximum potential future loss amount.  There is no specific collateral related to these contracts or recourse provisions included in the contracts to offset losses. [3]   The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap. [4]   Includes $2.2 billion and $1.9 billion as of June 30, 2009 and December 31, 2008, respectively, of standard market indices of diversified portfolios of corporate issuers referenced through credit default swaps.  These swaps are subsequently valued based upon the observable standard market index.  Also includes $325 as of June 30, 2009 and December 31, 2008, of customized diversified portfolios of corporate issuers referenced through credit default swaps. <style> /*<![CDATA[*/ st1:*{behavior:url(#ieooui) }  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} table.MsoTableGrid {mso-style-name:"Table Grid"; mso-tstyle-rowband-size:0; 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mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} table.SECTOCTable14 {mso-style-name:"SEC TOC Table14"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} table.SECTOCTable6 {mso-style-name:"SEC TOC Table6"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} table.SECTOCTable15 {mso-style-name:"SEC TOC Table15"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div> <div> <a name="_AUCe7ac2fc035a848acb9440f788b01be5d">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 15.  Sale of First State Management Group On March 31, 2009, the Company sold First State Management Group, Inc. (“FSMG”), its core excess and surplus lines property business, to Beazley Group PLC (“Beazley”) for $27, resulting in a gain on sale of $18, before-tax, and $12, after-tax.  Included in the sale were approximately $4 in net assets of FSMG and the sale price is adjustable subsequent to closing based on the value of the net assets at the closing date.  The net assets sold to Beazley did not include invested assets, unearned premium or deferred policy acquisition costs related to the in-force book of business.  Rather, the in-force book of business was ceded to Beazley under a separate reinsurance agreement, whereby the Company ceded $26 of unearned premium, net of $10 in ceding commission.  Under the terms of the purchase and sale agreement, the Company continues to be obligated for all losses and loss adjustment expenses incurred on or before March 31, 2009.  The retained net loss and loss adjustment expense reserves totaled $145 as of June 30, 2009. <style> /*<![CDATA[*/ st1:*{behavior:url(#ieooui) }  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div> <div> <a name="_AUC072f981c9703432886a74e73780ae53c">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 8.  Sales Inducements The Company currently offers enhanced crediting rates or bonus payments to contract holders on certain of its individual and group annuity products.  The expense associated with offering a bonus is deferred and amortized over the life of the related contract in a pattern consistent with the amortization of deferred policy acquisition costs.  Consistent with the Company’s Unlocks in the six months ended June 30, 2009, the Company unlocked the amortization of the sales inducement asset.  See Note 6 for more information concerning the Unlocks. Changes in deferred sales inducement activity were as follows for the six months ended June 30: <div align="center"> <table border="0" cellspacing="0" cellpadding="0" style= "margin-left:-102.45pt; border-collapse:collapse;mso-table-layout-alt:fixed;mso-yfti-tbllook:480; mso-padding-alt:0in 5.4pt 0in 5.4pt"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;height:14.8pt"> <td width="516" valign="top" style= "width:386.9pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:14.8pt">   </td> <td width="20" valign="top" style= "width:15.05pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:14.8pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:14.8pt"> <p class="MsoNormal" align="center" style= "margin-top:0in;margin-right:20.1pt; margin-bottom:0in;margin-left:6.55pt;margin-bottom:.0001pt;text-align:center; tab-stops:decimal 1.05in;mso-layout-grid-align:none"> 2009 </td> <td width="25" valign="top" style= "width:19.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:14.8pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:14.8pt"> <p class="MsoNormal" align="center" style= "margin-top:0in;margin-right:20.1pt; margin-bottom:0in;margin-left:14.55pt;margin-bottom:.0001pt;text-align:center; tab-stops:decimal 1.05in;mso-layout-grid-align:none"> 2008 </td> </tr> <tr style="mso-yfti-irow:1"> <td width="516" valign="top" style= "width:386.9pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Balance, January 1 </td> <td width="20" valign="top" style= "width:15.05pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 553 </td> <td width="25" valign="top" style= "width:19.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 467 </td> </tr> <tr style="mso-yfti-irow:2"> <td width="516" valign="top" style= "width:386.9pt;padding:0in 5.4pt 0in 5.4pt"> Sales inducements deferred </td> <td width="20" valign="top" style= "width:15.05pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt"> 34 </td> <td width="25" valign="top" style= "width:19.0pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt"> 83 </td> </tr> <tr style="mso-yfti-irow:3"> <td width="516" valign="top" style= "width:386.9pt;padding:0in 5.4pt 0in 5.4pt"> Amortization </td> <td width="20" valign="top" style= "width:15.05pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt"> (80) </td> <td width="25" valign="top" style= "width:19.0pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt"> (6) </td> </tr> <tr style="mso-yfti-irow:4"> <td width="516" valign="top" style= "width:386.9pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Amortization – Unlock </td> <td width="20" valign="top" style= "width:15.05pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> (57) </td> <td width="25" valign="top" style= "width:19.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> — </td> </tr> <tr style="mso-yfti-irow:5;mso-yfti-lastrow:yes"> <td width="516" valign="top" style= "width:386.9pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Balance, end of period, June 30 </td> <td width="20" valign="top" style= "width:15.05pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 450 </td> <td width="25" valign="top" style= "width:19.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 544 </td> </tr> </table> </div> <style> /*<![CDATA[*/  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div> <div> <a name="_AUC37551789f37145749c022e81c97480db">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 7.  Separate Accounts, Death Benefits and Other Insurance Benefit Features The Company records the variable portion of individual variable annuities, 401(k), institutional, 403(b)/457, private placement life and variable life insurance products within separate account assets and liabilities.  Separate account assets are reported at fair value.  Separate account liabilities are set equal to separate account assets.  Separate account assets are segregated from other investments. Investment income and gains and losses from those separate account assets, which accrue directly to, and whereby investment risk is borne by the policyholder, are offset by the related liability changes within the same line item in the condensed consolidated statements of operations.  The fees earned for administrative and contract holder maintenance services performed for these separate accounts are included in fee income.  For the three and six months ended June 30, 2009 and 2008, there were no gains or losses on transfers of assets from the general account to the separate account. Many of the variable annuity and universal life (“UL”) contracts issued by the Company offer various guaranteed minimum death, withdrawal, income, accumulation, and UL secondary guarantee benefits.  UL secondary guarantee benefits ensure that the policy will not terminate, and will continue to provide a death benefit, even if there is insufficient policy value to cover the monthly deductions and charges.  Guaranteed minimum death and income benefits are offered in various forms as described in further detail throughout this Note 7.  The Company reinsures a portion of the death benefit guarantees associated with its in-force block of business.  Changes in the gross U.S. GMDB, Japan GMDB/guaranteed minimum income benefits (“GMIB”), and UL secondary guarantee benefits sold with annuity and/or UL products accounted for and collectively known as “SOP 03-1 reserve liabilities” are as follows: <table class="MsoTableGrid" border="0" cellspacing="0" cellpadding="0" width="732" style= "width:549.0pt;margin-left:5.4pt;border-collapse:collapse;mso-yfti-tbllook: 480;mso-padding-alt:0in 5.4pt 0in 5.4pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="269" valign="top" style= "width:2.8in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="185" colspan="2" valign="top" style= "width:138.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt">   U.S. GMDB [1] </td> <td width="157" colspan="2" valign="top" style= "width:118.1pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt">   Japan GMDB/GMIB [1] </td> <td width="121" colspan="2" valign="top" style= "width:90.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt"> UL Secondary Guarantees [1] </td> </tr> <tr style="mso-yfti-irow:1"> <td width="269" valign="top" style= "width:2.8in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Liability balance as of January 1, 2009 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="164" valign="top" style= "width:123.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 870 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="136" valign="top" style= "width:102.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 229 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="100" valign="top" style= "width:74.7pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 40 </td> </tr> <tr style="mso-yfti-irow:2"> <td width="269" valign="top" style= "width:2.8in;padding:0in 5.4pt 0in 5.4pt"> Incurred </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="164" valign="top" style= "width:123.0pt;padding:0in 5.4pt 0in 5.4pt">  185 </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="136" valign="top" style= "width:102.3pt;padding:0in 5.4pt 0in 5.4pt">  60 </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="100" valign="top" style= "width:74.7pt;padding:0in 5.4pt 0in 5.4pt">  14 </td> </tr> <tr style="mso-yfti-irow:3"> <td width="269" valign="top" style= "width:2.8in;padding:0in 5.4pt 0in 5.4pt"> Paid </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="164" valign="top" style= "width:123.0pt;padding:0in 5.4pt 0in 5.4pt">  (293) </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="136" valign="top" style= "width:102.3pt;padding:0in 5.4pt 0in 5.4pt">  (66) </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="100" valign="top" style= "width:74.7pt;padding:0in 5.4pt 0in 5.4pt">  — </td> </tr> <tr style="mso-yfti-irow:4"> <td width="269" valign="top" style= "width:2.8in;padding:0in 5.4pt 0in 5.4pt"> Unlock </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="164" valign="top" style= "width:123.0pt;padding:0in 5.4pt 0in 5.4pt">  742 </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="136" valign="top" style= "width:102.3pt;padding:0in 5.4pt 0in 5.4pt">  350 </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="100" valign="top" style= "width:74.7pt;padding:0in 5.4pt 0in 5.4pt">  — </td> </tr> <tr style="mso-yfti-irow:5"> <td width="269" valign="top" style= "width:2.8in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Currency translation adjustment </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="164" valign="top" style= "width:123.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="SECParagraphLead7" align="right" style= "margin-top:0in;margin-right: 60.4pt;margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align: right;tab-stops:decimal 58.7pt;text-autospace:none"> –– </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="136" valign="top" style= "width:102.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">  (6) </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="100" valign="top" style= "width:74.7pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">  — </td> </tr> <tr style="mso-yfti-irow:6;mso-yfti-lastrow:yes"> <td width="269" valign="top" style= "width:2.8in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Liability balance as of June 30, 2009 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="164" valign="top" style= "width:123.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">  1,504 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="136" valign="top" style= "width:102.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">  567 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="100" valign="top" style= "width:74.7pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">  54 </td> </tr> </table> [1]   The reinsurance recoverable asset related to the U.S. GMDB was $927 as of June 30, 2009.  The reinsurance recoverable asset related to the Japan GMDB was  $41 as of June 30, 2009.  The reinsurance recoverable asset related to the UL secondary guarantees was $19 as of June 30, 2009. <table class="MsoTableGrid" border="0" cellspacing="0" cellpadding="0" width="732" style= "width:549.0pt;margin-left:5.4pt;border-collapse:collapse;mso-yfti-tbllook: 480;mso-padding-alt:0in 5.4pt 0in 5.4pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="269" valign="top" style= "width:2.8in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="185" colspan="2" valign="top" style= "width:138.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt">   U.S. GMDB [1] </td> <td width="157" colspan="2" valign="top" style= "width:118.1pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt">   Japan GMDB/GMIB [1] </td> <td width="121" colspan="2" valign="top" style= "width:90.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt"> UL Secondary Guarantees [1] </td> </tr> <tr style="mso-yfti-irow:1"> <td width="269" valign="top" style= "width:2.8in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Liability balance as of January 1, 2008 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="164" valign="top" style= "width:123.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 529 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="136" valign="top" style= "width:102.3pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 42 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="100" valign="top" style= "width:74.7pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 19 </td> </tr> <tr style="mso-yfti-irow:2"> <td width="269" valign="top" style= "width:2.8in;padding:0in 5.4pt 0in 5.4pt"> Incurred </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="164" valign="top" style= "width:123.0pt;padding:0in 5.4pt 0in 5.4pt"> 84 </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="136" valign="top" style= "width:102.3pt;padding:0in 5.4pt 0in 5.4pt"> 13 </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="100" valign="top" style= "width:74.7pt;padding:0in 5.4pt 0in 5.4pt"> 6 </td> </tr> <tr style="mso-yfti-irow:3"> <td width="269" valign="top" style= "width:2.8in;padding:0in 5.4pt 0in 5.4pt"> Paid </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="164" valign="top" style= "width:123.0pt;padding:0in 5.4pt 0in 5.4pt"> (67) </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="136" valign="top" style= "width:102.3pt;padding:0in 5.4pt 0in 5.4pt"> (13) </td> <td width="21" valign="top" style= "width:15.8pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="100" valign="top" style= "width:74.7pt;padding:0in 5.4pt 0in 5.4pt"> — </td> </tr> <tr style="mso-yfti-irow:4"> <td width="269" valign="top" style= "width:2.8in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Currency translation adjustment </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="164" valign="top" style= "width:123.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> — </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="136" valign="top" style= "width:102.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 2 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt">   </td> <td width="100" valign="top" style= "width:74.7pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> — </td> </tr> <tr style="mso-yfti-irow:5;mso-yfti-lastrow:yes"> <td width="269" valign="top" style= "width:2.8in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> Liability balance as of June 30, 2008 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="164" valign="top" style= "width:123.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 546 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="136" valign="top" style= "width:102.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 44 </td> <td width="21" valign="top" style= "width:15.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> $ </td> <td width="100" valign="top" style= "width:74.7pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> 25 </td> </tr> </table> [1]   The reinsurance recoverable asset related to the U.S. GMDB was $338 as of June 30, 2008.  The reinsurance recoverable asset related to the Japan GMDB was $7 as of June 30, 2008. The reinsurance recoverable asset related to the UL secondary guarantees was $12 as of June 30, 2008. The net SOP 03-1 reserve liabilities are established by estimating the expected value of net reinsurance costs and death and income benefits in excess of the projected account balance.  The excess death and income benefits and net reinsurance costs are recognized ratably over the accumulation period based on total expected assessments. The SOP 03-1 reserve liabilities are recorded in reserve for future policy benefits in the Company’s condensed consolidated balance sheets.  Changes in the SOP 03-1 reserve liabilities are recorded in benefits, losses and loss adjustment expenses in the Company’s condensed consolidated statements of operations.  In a manner consistent with the Company’s accounting policy for deferred acquisition costs, the Company regularly evaluates estimates used and adjusts the additional liability balances, with a related charge or credit to benefit expense if actual experience or other evidence suggests that earlier assumptions should be revised. 7.  Separate Accounts, Death Benefits and Other Insurance Benefit Features (continued) The following table provides details concerning GMDB and GMIB exposure as of June 30, 2009: <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 0in 0in 0in"> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;page-break-inside:avoid"> <td width="732" colspan="8" valign="top" style= "width:549.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> Breakdown of Individual Variable and Group Annuity Account Value by GMDB/GMIB Type </td> </tr> <tr style="mso-yfti-irow:1;page-break-inside:avoid"> <td width="360" valign="top" style= "width:3.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">     Maximum anniversary value ("MAV") [1] </td> <td width="84" colspan="2" valign="top" style= "width:63.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;padding: 0in 0in 0in 0in">   Account Value </td> <td width="84" colspan="2" valign="top" style= "width:63.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;padding: 0in 0in 0in 0in">   Net Amount at Risk [9] </td> <td width="96" colspan="2" valign="top" style= "width:1.0in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;padding: 0in 0in 0in 0in"> Retained Net Amount at Risk [9] </td> <td width="108" valign="top" style= "width:81.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> Weighted Average Attained Age of Annuitant </td> </tr> <tr style="mso-yfti-irow:2;page-break-inside:avoid"> <td width="360" valign="top" style= "width:3.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> MAV only </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">  25,259 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">  12,600 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in">  4,164 </td> <td width="108" valign="bottom" style= "width:81.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in"> 66 </td> </tr> <tr style="mso-yfti-irow:3;page-break-inside:avoid"> <td width="360" valign="top" style= "width:3.75in;padding:0in 0in 0in 0in"> With 5% rollup [2] </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  1,835 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  1,016 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 0in 0in 0in">  413 </td> <td width="108" valign="bottom" style= "width:81.0pt;padding:0in 0in 0in 0in"> 65 </td> </tr> <tr style="mso-yfti-irow:4;page-break-inside:avoid"> <td width="360" valign="top" style= "width:3.75in;padding:0in 0in 0in 0in"> With Earnings Protection Benefit Rider ("EPB") [3] </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  5,280 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  2,091 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 0in 0in 0in">  217 </td> <td width="108" valign="bottom" style= "width:81.0pt;padding:0in 0in 0in 0in"> 63 </td> </tr> <tr style="mso-yfti-irow:5;page-break-inside:avoid"> <td width="360" valign="top" style= "width:3.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> With 5% rollup & EPB </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">  729 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">  346 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in">  68 </td> <td width="108" valign="bottom" style= "width:81.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in"> 65 </td> </tr> <tr style= "mso-yfti-irow:6;page-break-inside:avoid;height:17.5pt"> <td width="360" valign="top" style= "width:3.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:17.5pt"> Total MAV </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:17.5pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:17.5pt">  33,103 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:17.5pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:17.5pt">  16,053 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:17.5pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:17.5pt">  4,862 </td> <td width="108" valign="bottom" style= "width:81.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:17.5pt">   </td> </tr> <tr style="mso-yfti-irow:7;page-break-inside:avoid"> <td width="360" valign="top" style= "width:3.75in;padding:0in 0in 0in 0in"> Asset Protection Benefit ("APB") [4] </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  25,761 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  8,334 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 0in 0in 0in">  5,432 </td> <td width="108" valign="bottom" style= "width:81.0pt;padding:0in 0in 0in 0in"> 64 </td> </tr> <tr style="mso-yfti-irow:8;page-break-inside:avoid"> <td width="360" valign="top" style= "width:3.75in;padding:0in 0in 0in 0in"> Lifetime Income Benefit ("LIB") [5] </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  1,164 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  407 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 0in 0in 0in">  407 </td> <td width="108" valign="bottom" style= "width:81.0pt;padding:0in 0in 0in 0in"> 62 </td> </tr> <tr style="mso-yfti-irow:9;page-break-inside:avoid"> <td width="360" valign="top" style= "width:3.75in;padding:0in 0in 0in 0in"> Reset [6] (5-7 years) </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  3,402 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 0in 0in 0in">  943 </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 0in 0in 0in">  942 </td> <td width="108" valign="bottom" style= "width:81.0pt;padding:0in 0in 0in 0in"> 70 </td> </tr> <tr style= "mso-yfti-irow:10;page-break-inside:avoid;height:9.45pt"> <td width="360" valign="top" style= "width:3.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt"> Return of Premium [7]/Other </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt">  18,434 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt">  3,124 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt">  2,915 </td> <td width="108" valign="bottom" style= "width:81.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;height:9.45pt"> 63 </td> </tr> <tr style= "mso-yfti-irow:11;page-break-inside:avoid;height:9.45pt"> <td width="360" valign="top" style= "width:3.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> Subtotal U.S. Guaranteed Minimum Death Benefits [10] </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt">  81,864 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt">  28,861 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt:solid windowtext .5pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt">  14,558 </td> <td width="108" valign="bottom" style= "width:81.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;padding: 0in 0in 0in 0in;height:9.45pt"> 65 </td> </tr> <tr style= "mso-yfti-irow:12;page-break-inside:avoid;height:9.45pt"> <td width="360" valign="top" style= "width:3.75in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="left" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:.5in;margin-bottom:.0001pt;text-align:left; text-indent:-22.5pt;mso-pagination:widow-orphan lines-together;page-break-after: avoid"> Less: General Account Value Subject to U.S. Guaranteed Minimum Death Benefits </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="bottom" style= "width:.75in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt">  6,961 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:#A6A6A6;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;background:#A6A6A6;padding:0in 0in 0in 0in;height:9.45pt">   </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:#A6A6A6;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:#A6A6A6;padding:0in 0in 0in 0in;height:9.45pt">   </td> <td width="108" valign="bottom" style= "width:81.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;background:#A6A6A6;padding:0in 0in 0in 0in;height:9.45pt">   </td> </tr> <tr style= "mso-yfti-irow:13;page-break-inside:avoid;height:9.45pt"> <td width="360" valign="top" style= "width:3.75in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="left" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:13.5pt;margin-bottom:.0001pt;text-align:left; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> Subtotal Separate Account Liabilities Subject to U.S. Guaranteed Minimum Death Benefits </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="bottom" style= "width:.75in;border:none;border-top:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt">  74,903 </td> <td width="12" valign="top" style= "width:9.0pt;background:#A6A6A6;padding:0in 0in 0in 0in; height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;background:#A6A6A6;padding:0in 0in 0in 0in; height:9.45pt">   </td> <td width="12" valign="top" style= "width:9.0pt;background:#A6A6A6;padding:0in 0in 0in 0in; height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;background:#A6A6A6;padding:0in 0in 0in 0in; height:9.45pt">   </td> <td width="108" valign="bottom" style= "width:81.0pt;background:#A6A6A6; padding:0in 0in 0in 0in;height:9.45pt">   </td> </tr> <tr style= "mso-yfti-irow:14;page-break-inside:avoid;height:9.45pt"> <td width="360" valign="top" style= "width:3.75in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="left" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:.5in;margin-bottom:.0001pt;text-align:left; text-indent:-22.5pt;mso-pagination:widow-orphan lines-together;page-break-after: avoid"> Separate Account Liabilities Not Subject to U.S. Guaranteed Minimum Death Benefits </td> <td width="12" valign="top" style= "width:9.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="bottom" style= "width:.75in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 0in 0in 0in;height:9.45pt">  59,043 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:#A6A6A6;padding:0in 0in 0in 0in; height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:#A6A6A6;padding:0in 0in 0in 0in; height:9.45pt">   </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:#A6A6A6;padding:0in 0in 0in 0in; height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;background:#A6A6A6;padding:0in 0in 0in 0in; height:9.45pt">   </td> <td width="108" valign="bottom" style= "width:81.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; background:#A6A6A6;padding:0in 0in 0in 0in;height:9.45pt">   </td> </tr> <tr style= "mso-yfti-irow:15;page-break-inside:avoid;height:9.45pt"> <td width="360" valign="top" style= "width:3.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> Total Separate Account Liabilities </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt">  133,946 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt">   </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;tab-stops: decimal 34.2pt">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in;height:9.45pt">   </td> <td width="108" valign="bottom" style= "width:81.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding:0in 0in 0in 0in; height:9.45pt">   </td> </tr> <tr style= "mso-yfti-irow:16;mso-yfti-lastrow:yes;page-break-inside:avoid"> <td width="360" valign="top" style= "width:3.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext 1.0pt;padding:0in 0in 0in 0in"> Japan Guaranteed Minimum Death and Income Benefit [8] </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext 1.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:4.0pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> $ </td> <td width="72" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext 1.0pt;padding:0in 0in 0in 0in">  29,272 </td> <td width="12" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext 1.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> $ </td> <td width="72" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext 1.0pt;padding:0in 0in 0in 0in">  6,904 </td> <td width="12" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext 1.0pt;padding:0in 0in 0in 0in"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:0in;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid"> $ </td> <td width="84" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext 1.0pt;padding:0in 0in 0in 0in">  5,765 </td> <td width="108" style= "width:81.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext 1.0pt;padding:0in 0in 0in 0in">  67 </td> </tr> </table> [1]   MAV:  the death benefit is the greatest of current account value, net premiums paid and the highest account value on any anniversary before age 80 (adjusted for withdrawals). [2]   Rollup:  the death benefit is the greatest of the MAV, current account value, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 or 100% of adjusted premiums. [3]   EPB:  the death benefit is the greatest of the MAV, current account value, or contract value plus a percentage of the contract’s growth.  The contract’s growth is account value less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals. [4]   APB:  the death benefit is the greater of current account value or MAV, not to exceed current account value plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months). [5]   LIB:  the death benefit is the greatest of current account value, net premiums paid, or for certain contracts a benefit amount that ratchets over time, generally based on market performance. [6]   Reset:  the death benefit is the greatest of current account value, net premiums paid and the most recent five to seven year anniversary account value before age 80 (adjusted for withdrawals). [7]   Return of premium:  the death benefit is the greater of current account value and net premiums paid. [8]   Death benefits include a Return of Premium and MAV (before age 80) paid in a single lump sum.  The income benefit is a guarantee to return initial investment, adjusted for earnings liquidity, paid through a fixed annuity, after a minimum deferral period of 10, 15 or 20 years.  The guaranteed remaining balance related to the Japan GMIB was $28.1 billion and $30.6 billion as of June 30, 2009 and December 31, 2008, respectively. [9]   Net amount at risk is defined as the guaranteed benefit in excess of the current account value.  Retained net amount at risk is net amount at risk reduced by that amount which has been reinsured to third parties. Net amount at risk and retained net amount at risk are highly sensitive to equity markets movements for example, as equity market declines, net amount at risk and retained net amount at risk will generally increase. [10] Account value includes the contractholder’s investment in the separate account and the general account. Account balances of contracts with guarantees were invested in variable separate accounts as follows: <div align="center"> <table class="MsoTableGrid" border="1" cellspacing="0" cellpadding="0" width="725" style= "width:7.55in;margin-left:-.15in;border-collapse:collapse;border:none; mso-border-bottom-alt:solid silver 1.5pt;mso-yfti-tbllook:480;mso-padding-alt: 0in 5.4pt 0in 5.4pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes"> <td width="389" valign="top" style= "width:4.05in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> Asset type </td> <td width="167" colspan="2" valign="top" style= "width:125.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> As of June 30, 2009 </td> <td width="169" colspan="2" valign="top" style= "width:126.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:0in;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> As of December 31, 2008 </td> </tr> <tr style="mso-yfti-irow:1"> <td width="389" valign="top" style= "width:4.05in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> Equity securities (including mutual funds) </td> <td width="38" valign="top" style= "width:28.4pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> $ </td> <td width="129" valign="top" style= "width:97.1pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;tab-stops:decimal 63.9pt;text-autospace:ideograph-numeric ideograph-other"> 65,476 </td> <td width="38" valign="top" style= "width:28.4pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> $ </td> <td width="131" valign="top" style= "width:98.1pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:13.5pt;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;text-autospace: ideograph-numeric ideograph-other"> 63,114 </td> </tr> <tr style="mso-yfti-irow:2"> <td width="389" valign="top" style= "width:4.05in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> Cash and cash equivalents </td> <td width="38" valign="top" style= "width:28.4pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other">   </td> <td width="129" valign="top" style= "width:97.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;tab-stops:decimal 63.9pt;text-autospace:ideograph-numeric ideograph-other"> 9,427 </td> <td width="38" valign="top" style= "width:28.4pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other">   </td> <td width="131" valign="top" style= "width:98.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:13.5pt;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;text-autospace: ideograph-numeric ideograph-other"> 10,174 </td> </tr> <tr style="mso-yfti-irow:3;mso-yfti-lastrow:yes"> <td width="389" valign="top" style= "width:4.05in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> Total </td> <td width="38" valign="top" style= "width:28.4pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> $ </td> <td width="129" valign="top" style= "width:97.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:13.5pt;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;text-autospace: ideograph-numeric ideograph-other"> 74,903 </td> <td width="38" valign="top" style= "width:28.4pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" style= "margin-top:.5pt;margin-right:-.9pt;margin-bottom: 0in;margin-left:13.5pt;margin-bottom:.0001pt;mso-pagination:widow-orphan lines-together; page-break-after:avoid;text-autospace:ideograph-numeric ideograph-other"> $ </td> <td width="131" valign="top" style= "width:98.1pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt"> <p class="MsoNormal" align="center" style= "margin-top:.5pt;margin-right:-.9pt; margin-bottom:0in;margin-left:13.5pt;margin-bottom:.0001pt;text-align:center; mso-pagination:widow-orphan lines-together;page-break-after:avoid;text-autospace: ideograph-numeric ideograph-other"> 73,288 </td> </tr> </table> </div> As of June 30, 2009, approximately 16% of the equity securities above were invested in fixed income securities through these funds and approximately 84% were invested in equity securities. See Note 4 for a description of the Company’s guaranteed living benefits that are accounted for at fair value. <style> /*<![CDATA[*/ st1:*{behavior:url(#ieooui) }  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} table.MsoTableGrid {mso-style-name:"Table Grid"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; text-autospace:none; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div>

<div> <a name="_AUCf73f96b1bb49497785d2fbfb9120af05">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 9.  Commitments and Contingencies Litigation The Hartford is involved in claims litigation arising in the ordinary course of business, both as a liability insurer defending or providing indemnity for third-party claims brought against insureds and as an insurer defending coverage claims brought against it. The Hartford accounts for such activity through the establishment of unpaid loss and loss adjustment expense reserves.  Subject to the uncertainties discussed below under the caption “Asbestos and Environmental Claims,” management expects that the ultimate liability, if any, with respect to such ordinary-course claims litigation, after consideration of provisions made for potential losses and costs of defense, will not be material to the consolidated financial condition, results of operations or cash flows of The Hartford. The Hartford is also involved in other kinds of legal actions, some of which assert claims for substantial amounts.  These actions include, among others, putative state and federal class actions seeking certification of a state or national class. Such putative class actions have alleged, for example, underpayment of claims or improper underwriting practices in connection with various kinds of insurance policies, such as personal and commercial automobile, property, life and inland marine; improper sales practices in connection with the sale of life insurance and other investment products; and improper fee arrangements in connection with investment products and structured settlements.  The Hartford also is involved in individual actions in which punitive damages are sought, such as claims alleging bad faith in the handling of insurance claims.  Like many other insurers, The Hartford also has been joined in actions by asbestos plaintiffs asserting, among other things, that insurers had a duty to protect the public from the dangers of asbestos and that insurers committed unfair trade practices by asserting defenses on behalf of their policyholders in the underlying asbestos cases.  Management expects that the ultimate liability, if any, with respect to such lawsuits, after consideration of provisions made for estimated losses, will not be material to the consolidated financial condition of The Hartford.  Nonetheless, given the large or indeterminate amounts sought in certain of these actions, and the inherent unpredictability of litigation, an adverse outcome in certain matters could, from time to time, have a material adverse effect on the Company’s consolidated results of operations or cash flows in particular quarterly or annual periods. Broker Compensation Litigation – Following the New York Attorney General’s filing of a civil complaint against Marsh & McLennan Companies, Inc., and Marsh, Inc. (collectively, “Marsh”) in October 2004 alleging that certain insurance companies, including The Hartford, participated with Marsh in arrangements to submit inflated bids for business insurance and paid contingent commissions to ensure that Marsh would direct business to them, private plaintiffs brought several lawsuits against the Company predicated on the allegations in the Marsh complaint, to which the Company was not party.  Among these is a multidistrict litigation in the United States District Court for the District of New Jersey.  There are two consolidated amended complaints filed in the multidistrict litigation, one related to conduct in connection with the sale of property-casualty insurance and the other related to alleged conduct in connection with the sale of group benefits products.  The Company and various of its subsidiaries are named in both complaints.  The complaints assert, on behalf of a putative class of persons who purchased insurance through broker defendants, claims under the Sherman Act, the Racketeer Influenced and Corrupt Organizations Act (“RICO”), state law, and in the case of the group benefits complaint, claims under the Employee Retirement Income Security Act of 1974 (“ERISA”).  The claims are predicated upon allegedly undisclosed or otherwise improper payments of contingent commissions to the broker defendants to steer business to the insurance company defendants.  The district court has dismissed the Sherman Act and RICO claims in both complaints for failure to state a claim and has granted the defendants’ motions for summary judgment on the ERISA claims in the group-benefits products complaint.  The district court further has declined to exercise supplemental jurisdiction over the state law claims, has dismissed those state law claims without prejudice, and has closed both cases.  The plaintiffs have appealed the dismissal of the claims in both consolidated amended complaints, except the ERISA claims. 9.  Commitments and Contingencies (continued) The Company is also a defendant in two consolidated securities actions and two consolidated derivative actions filed in the United States District Court for the District of Connecticut.  The consolidated securities actions assert claims on behalf of a putative class of shareholders alleging that the Company and certain of its executive officers violated Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 by failing to disclose to the investing public that The Hartford’s business and growth was predicated on the unlawful activity alleged in the New York Attorney General’s complaint against Marsh.  The consolidated derivative actions, brought by shareholders on behalf of the Company against its directors and an additional executive officer, allege that the defendants knew adverse non-public information about the activities alleged in the Marsh complaint and concealed and misappropriated that information to make profitable stock trades in violation of their duties to the Company.  In July 2006, the district court granted defendants’ motion to dismiss the consolidated securities actions, and the plaintiffs appealed.  In November 2008, the United States Court of Appeals for the Second Circuit vacated the decision and remanded the case to the district court.  In May 2009, the parties reached an agreement in principle to settle the consolidated securities actions for an immaterial amount.  The settlement is subject to certain contingencies, including the execution of a stipulation of settlement and the preliminary and final approval of the court.  Defendants filed a motion to dismiss the consolidated derivative actions in May 2005.  In July 2009, the parties reached an agreement in principle to settle the consolidated derivative actions for an immaterial amount, subject to the execution of a written settlement agreement and approval of the court. In September 2007, the Ohio Attorney General filed a civil action in Ohio state court alleging that certain insurance companies, including The Hartford, conspired with Marsh in violation of Ohio’s antitrust statute.  The trial court denied defendants’ motion to dismiss the complaint in July 2008.  The Company disputes the allegations and intends to defend this action vigorously. Investment and Savings Plan ERISA Class Action Litigation – In November and December 2008, following a decline in the share price of the Company’s common stock, seven putative class action lawsuits were filed in the United States District Court for the District of Connecticut on behalf of certain participants in the Company’s Investment and Savings Plan (the “Plan”), which offers the Company’s common stock as one of many investment options.  These lawsuits have been consolidated, and a consolidated amended class-action complaint was filed in March 2009, alleging that the Company and certain of its officers and employees violated ERISA by allowing the Plan’s participants to invest in the Company’s common stock and by failing to disclose to the Plan’s participants information about the Company’s financial condition.  The lawsuit seeks restitution or damages for losses arising from the investment of the Plan’s assets in the Company’s common stock during the period from December 10, 2007 to the present.  The Company disputes the allegations and intends to defend the actions vigorously. Structured Settlement Class Action – In October 2005, a putative nationwide class action was filed in the United States District Court for the District of Connecticut against the Company and several of its subsidiaries on behalf of persons who had asserted claims against an insured of a Hartford property & casualty insurance company that resulted in a settlement in which some or all of the settlement amount was structured to afford a schedule of future payments of specified amounts funded by an annuity from a Hartford life insurance company (“Structured Settlements”).  The operative complaint alleges that since 1997 the Company has systematically deprived the settling claimants of the value of their damages recoveries by secretly deducting 15% of the annuity premium of every Structured Settlement to cover brokers’ commissions, other fees and costs, taxes, and a profit for the annuity provider, and asserts claims under the Racketeer Influenced and Corrupt Organizations Act (“RICO”) and state law.  The plaintiffs seek compensatory damages, punitive damages, pre-judgment interest, attorney’s fees and costs, and injunctive or other equitable relief.  The Company vigorously denies that any claimant was misled or otherwise received less than the amount specified in the structured-settlement agreements.  In March 2009, the district court certified a class for the RICO and fraud claims composed of all persons, other than those represented by a plaintiffs’ broker, who entered into a Structured Settlement since 1997 and received certain written representations about the cost or value of the settlement.  The district court declined to certify a class for the breach-of-contract and unjust-enrichment claims.  The Company has petitioned the United States Court of Appeals for the Second Circuit for permission to file an interlocutory appeal of the class-certification ruling.  Proceedings in the district court are stayed until proceedings in the Second Circuit conclude. Fair Credit Reporting Act Class Action – In February 2007, the United States District Court for the District of Oregon gave final approval of the Company’s settlement of a lawsuit brought on behalf of a class of homeowners and automobile policy holders alleging that the Company willfully violated the Fair Credit Reporting Act by failing to send appropriate notices to new customers whose initial rates were higher than they would have been had the customer had a more favorable credit report.  The Company paid approximately $84.3 to eligible claimants and their counsel in connection with the settlement, and sought reimbursement from the Company’s Excess Professional Liability Insurance Program for the portion of the settlement in excess of the Company’s $10 self-insured retention.  Certain insurance carriers participating in that program disputed coverage for the settlement, and one of the excess insurers commenced an arbitration that resulted in an award in the Company’s favor and payments to the Company of approximately $30.1, thereby exhausting the primary and first-layer excess policies.  In June 2009, the second-layer excess carriers commenced an arbitration to resolve the dispute over coverage for the remainder of the amounts paid by the Company.  Management believes it is probable that the Company’s coverage position ultimately will be sustained. 9.  Commitments and Contingencies (continued) Asbestos and Environmental Claims – As discussed in Note 12, Commitments and Contingencies, of the Notes to Consolidated Financial Statements under the caption “Asbestos and Environmental Claims”, included in the Company’s 2008 Form 10-K Annual Report, The Hartford continues to receive asbestos and environmental claims that involve significant uncertainty regarding policy coverage issues. Regarding these claims, The Hartford continually reviews its overall reserve levels and reinsurance coverages, as well as the methodologies it uses to estimate its exposures. Because of the significant uncertainties that limit the ability of insurers and reinsurers to estimate the ultimate reserves necessary for unpaid losses and related expenses, particularly those related to asbestos, the ultimate liabilities may exceed the currently recorded reserves. Any such additional liability cannot be reasonably estimated now but could be material to The Hartford’s consolidated operating results, financial condition and liquidity. Shareholder Demand - Like the boards of directors of many other companies, The Hartford’s board of directors (the “Board”) has received a demand from SEIU Pension Plans Master Trust, which purports to be a current holder of the Company’s common stock.  The demand requests the Board to bring suit to recover alleged excessive compensation paid to senior executives of the Company from 2005 through the present and to change the Company’s executive compensation structure.  The Board is conducting an investigation of the allegations in the demand. Derivative Commitments Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings of the individual legal entity that entered into the derivative agreement as set by nationally recognized statistical rating agencies.  If the insurance operating entity’s financial strength were to fall below certain ratings, the counterparties to the derivative agreements could demand immediate and ongoing full collateralization and in certain instances demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement.  The settlement amount is determined by netting the derivative positions transacted under each agreement.  If the termination rights were to be exercised by the counterparties, it could impact the insurance operating entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the insurance operating entity.  The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of June 30, 2009, is $695.  Of this $695, the insurance operating entities have posted collateral of $594 in the normal course of business.  Based on derivative market values as of June 30, 2009, a downgrade of one level below the current financial strength ratings by either Moody’s or S&P could require approximately an additional $45 to be posted as collateral.  Based on derivative market values as of June 30, 2009, a downgrade by either Moody’s or S&P of two levels below the insurance operating entities’ current financial strength ratings could require approximately an additional $80 of assets to be posted as collateral.  These collateral amounts could change as derivative market values change, as a result of changes in our hedging activities or to the extent changes in contractual terms are negotiated.  The nature of the collateral that we may be required to post is primarily in the form of U.S. Treasury bills and U.S. Treasury notes. <style> /*<![CDATA[*/ st1:*{behavior:url(#ieooui) }  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div>

<div> <a name="_AUC88144510b3854ac48e1d4803b00e10f6">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 12.  Debt Commercial Paper The Federal Reserve Board authorized the Commercial Paper Funding Facility (“CPFF”) on October 7, 2008 under <a href= "../../../../aboutthefed/section13.htm">Section 13(3) of the Federal Reserve Act</a>to provide a liquidity backstop to U.S. issuers of commercial paper.  As a result of ratings downgrades in the first quarter of 2009, the Company was required to pay the commercial paper issued under the CPFF program from existing sources of liquidity.  As of April 30, 2009, the Company has repaid commercial paper of $375, representing the full amount issued under the CPFF, at their maturity dates.  As of June 30, 2009, the Company has no outstanding commercial paper. <style> /*<![CDATA[*/ st1:*{behavior:url(#ieooui) }  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div>

<div> <a name="_AUC7c83252b2ed543f193345011e4b7bb9c">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 11.  Stock Compensation Plans The Company has two primary stock-based compensation plans, The Hartford 2005 Incentive Stock Plan and The Hartford Employee Stock Purchase Plan.  For a description of these plans, see Note 18 of Notes to Consolidated Financial Statements included in The Hartford’s 2008 Form 10-K Annual Report. Shares issued in satisfaction of stock-based compensation may be made available from authorized but unissued shares, shares held by the Company in treasury or from shares purchased in the open market.  The Company typically issues shares from treasury in satisfaction of stock-based compensation.  The compensation expense recognized for the stock-based compensation plans was $8 and $21 for the three months ended June 30, 2009 and 2008, respectively.  The compensation expense recognized for the stock-based compensation plans was $21 and $39 for the six months ended June 30, 2009 and 2008, respectively.  The income tax benefit recognized for stock-based compensation plans was $3 and $6 for the three months ended June 30, 2009 and 2008, respectively.  The income tax benefit recognized for stock-based compensation plans was $7 and $12 for the six months ended June 30, 2009 and 2008, respectively.  The Company did not capitalize any cost of stock-based compensation.  As of June 30, 2009, the total compensation cost related to non-vested awards not yet recognized was $92, which is expected to be recognized over a weighted average period of 2.2 years. <style> /*<![CDATA[*/  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div>

<div> <a name="_AUCe8ed64661e994d4390e8cb8a7341a270">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 2.  Earnings (Loss) Per Share The following tables present a reconciliation of net income (loss) and shares used in calculating basic earnings (loss) per common share to those used in calculating diluted earnings (loss) per common share. <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 3.25pt 0in 3.25pt"> <thead> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;height:.1in"> <td width="296" valign="top" style= "width:222.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">     </td> <td width="218" colspan="5" valign="top" style= "width:163.3pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Three Months Ended June 30, 2009 </td> <td width="14" valign="top" style= "width:10.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="215" colspan="5" valign="top" style= "width:161.6pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Six Months Ended June 30, 2009 </td> </tr> <tr style="mso-yfti-irow:1;height:.1in"> <td width="296" valign="top" style= "width:222.2pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">       (Shares in millions) </td> <td width="74" colspan="2" valign="top" style= "width:55.3pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">     Net Loss </td> <td width="72" valign="top" style= "width:.75in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">       Shares </td> <td width="72" colspan="2" valign="top" style= "width:.75in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Per Common Share Amount </td> <td width="14" valign="top" style= "width:10.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="72" colspan="2" valign="top" style= "width:53.9pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">     Net Loss </td> <td width="72" valign="top" style= "width:.75in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">       Shares </td> <td width="72" colspan="2" valign="top" style= "width:53.7pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Per Common Share Amount </td> </tr> <tr style="mso-yfti-irow:2;height:.1in"> <td width="296" valign="top" style= "width:222.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> Basic Loss per Common Share </td> <td width="14" valign="top" style= "width:10.3pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="14" valign="top" style= "width:10.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.7pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="54" valign="top" style= "width:40.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="10" valign="top" style= "width:7.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="62" valign="top" style= "width:46.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> </tr> <tr style="mso-yfti-irow:3;height:.1in"> <td width="296" valign="top" style= "width:222.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> Net loss </td> <td width="14" valign="top" style= "width:10.3pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> $ </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> (15) </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="14" valign="top" style= "width:10.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.7pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> $ </td> <td width="54" valign="top" style= "width:40.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> (1,224) </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="10" valign="top" style= "width:7.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="62" valign="top" style= "width:46.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> </tr> <tr style="mso-yfti-irow:4;height:.1in"> <td width="296" valign="top" style= "width:222.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> <a name="OLE_LINK18" id= "OLE_LINK18"></a><a name="OLE_LINK17" id= "OLE_LINK17">Less: Preferred stock dividends</a> </td> <td width="14" valign="top" style= "width:10.3pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> 3 </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="14" valign="top" style= "width:10.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.7pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="54" valign="top" style= "width:40.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> 3 </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="10" valign="top" style= "width:7.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="62" valign="top" style= "width:46.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> </tr> <tr style="mso-yfti-irow:5;height:.1in"> <td width="296" valign="top" style= "width:222.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> Net loss available to common shareholders </td> <td width="14" valign="top" style= "width:10.3pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt;height:.1in"> (18) </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in"> 325.4 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> $ </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> (0.06) </td> <td width="14" valign="top" style= "width:10.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.7pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="54" valign="top" style= "width:40.2pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt;height:.1in"> (1,227) </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in"> 323.1 </td> <td width="10" valign="top" style= "width:7.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> $ </td> <td width="62" valign="top" style= "width:46.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> (3.80) </td> </tr> <tr style="mso-yfti-irow:6;height:.1in"> <td width="296" valign="top" style= "width:222.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> Diluted Loss per Common Share [1] </td> <td width="14" valign="top" style= "width:10.3pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> <td width="14" valign="top" style= "width:10.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.7pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="54" valign="top" style= "width:40.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="10" valign="top" style= "width:7.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> <td width="62" valign="top" style= "width:46.2pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> </tr> <tr style="mso-yfti-irow:7;height:.1in"> <td width="296" valign="top" style= "width:222.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> Warrants </td> <td width="14" valign="top" style= "width:10.3pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> — </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in"> — </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="14" valign="top" style= "width:10.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.7pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="54" valign="top" style= "width:40.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> — </td> <td width="72" valign="top" style= "width:.75in;padding:0in 3.25pt 0in 3.25pt; height:.1in"> — </td> <td width="10" valign="top" style= "width:7.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="62" valign="top" style= "width:46.2pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> </tr> <tr style="mso-yfti-irow:8;height:.1in"> <td width="296" valign="top" style= "width:222.2pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Stock compensation plans </td> <td width="14" valign="top" style= "width:10.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> — </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> — </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="14" valign="top" style= "width:10.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.7pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="54" valign="top" style= "width:40.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> — </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> — </td> <td width="10" valign="top" style= "width:7.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="62" valign="top" style= "width:46.2pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> </tr> <tr style= "mso-yfti-irow:9;mso-yfti-lastrow:yes;height:9.3pt"> <td width="296" valign="top" style= "width:222.2pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding: 0in 3.25pt 0in 3.25pt;height:9.3pt"> Net loss available to common shareholders plus assumed conversions </td> <td width="14" valign="top" style= "width:10.3pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   $ </td> <td width="60" valign="bottom" style= "width:45.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding: 0in 3.25pt 0in 3.25pt;height:9.3pt"> (18) </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   325.4 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   $ </td> <td width="60" valign="bottom" style= "width:45.0pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding: 0in 3.25pt 0in 3.25pt;height:9.3pt"> (0.06) </td> <td width="14" valign="top" style= "width:10.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">     </td> <td width="18" valign="top" style= "width:13.7pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   $ </td> <td width="54" valign="bottom" style= "width:40.2pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding: 0in 3.25pt 0in 3.25pt;height:9.3pt"> (1,227) </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   323.1 </td> <td width="10" valign="top" style= "width:7.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   $ </td> <td width="62" valign="bottom" style= "width:46.2pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding: 0in 3.25pt 0in 3.25pt;height:9.3pt"> (3.80) </td> </tr> </thead> </table> </div> [1]   As a result of the net loss in the three months ended June 30, 2009, the Company is required to use basic weighted average common shares outstanding in the calculation of the three months ended June 30, 2009 diluted loss per share, since the inclusion of 0.5 million shares for warrants and 0.7 million shares for stock compensation plans would have been antidilutive to the earnings per share calculation.  In the absence of the net loss, weighted average common shares outstanding and dilutive potential common shares would have totaled 326.6 million. As a result of the net loss in the six months ended June 30, 2009, the Company is required to use basic weighted average common shares outstanding in the calculation of the six months ended June 30, 2009 diluted loss per share, since the inclusion of 0.2 million shares for warrants and 0.7 million shares for stock compensation plans would have been antidilutive to the earnings per share calculation.  In the absence of the net loss, weighted average common shares outstanding and dilutive potential common shares would have totaled 324.0 million. <div align="center"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" style= "border-collapse:collapse;mso-table-layout-alt:fixed;mso-padding-alt: 0in 3.25pt 0in 3.25pt"> <thead> <tr style= "mso-yfti-irow:0;mso-yfti-firstrow:yes;height:.1in;mso-row-margin-right: 1.2pt"> <td width="279" colspan="2" valign="top" style= "width:209.55pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">     </td> <td width="210" colspan="8" valign="top" style= "width:157.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Three Months Ended June 30, 2008 </td> <td width="24" colspan="2" valign="top" style= "width:.25in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="211" colspan="8" valign="top" style= "width:158.25pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Six Months Ended June 30, 2008 </td> <td style= "mso-cell-special:placeholder;border:none;padding:0in 0in 0in 0in" width="2">   </td> </tr> <tr style= "mso-yfti-irow:1;height:.1in;mso-row-margin-right:1.2pt"> <td width="279" colspan="2" valign="top" style= "width:209.55pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">       (Shares in millions) </td> <td width="72" colspan="3" valign="top" style= "width:.75in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">     Net Income </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">       Shares </td> <td width="72" colspan="3" valign="top" style= "width:.75in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Per Common Share Amount </td> <td width="24" colspan="2" valign="top" style= "width:.25in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> <td width="72" colspan="3" valign="top" style= "width:.75in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">     Net Income </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">       Shares </td> <td width="73" colspan="3" valign="top" style= "width:54.75pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Per Common Share Amount </td> <td style= "mso-cell-special:placeholder;border:none;padding:0in 0in 0in 0in" width="2">   </td> </tr> <tr style= "mso-yfti-irow:2;height:.1in;mso-row-margin-left:1.05pt"> <td style= "mso-cell-special:placeholder;border:none;padding:0in 0in 0in 0in" width="1">   </td> <td width="279" colspan="2" valign="top" style= "width:209.55pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> Basic Earnings per Common Share </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" colspan="2" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" colspan="2" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="24" colspan="2" valign="top" style= "width:.25in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="54" colspan="2" valign="top" style= "width:40.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="15" valign="top" style= "width:11.55pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="58" colspan="2" valign="top" style= "width:43.35pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> </tr> <tr style= "mso-yfti-irow:3;height:.1in;mso-row-margin-left:1.05pt"> <td style= "mso-cell-special:placeholder;border:none;padding:0in 0in 0in 0in" width="1">   </td> <td width="279" colspan="2" valign="top" style= "width:209.55pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> Net income available to common shareholders </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> $ </td> <td width="60" colspan="2" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> 543 </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> 311.7 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> $ </td> <td width="60" colspan="2" valign="top" style= "width:45.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> 1.74 </td> <td width="24" colspan="2" valign="top" style= "width:.25in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> $ </td> <td width="54" colspan="2" valign="top" style= "width:40.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> 688 </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> 312.7 </td> <td width="15" valign="top" style= "width:11.55pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> $ </td> <td width="58" colspan="2" valign="top" style= "width:43.35pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> 2.20 </td> </tr> <tr style= "mso-yfti-irow:4;height:.1in;mso-row-margin-left:1.05pt"> <td style= "mso-cell-special:placeholder;border:none;padding:0in 0in 0in 0in" width="1">   </td> <td width="279" colspan="2" valign="top" style= "width:209.55pt;padding:0in 3.25pt 0in 3.25pt; height:.1in"> Diluted Earnings per Common Share </td> <td width="12" valign="top" style= "width:9.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" colspan="2" valign="top" style= "width:45.0pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="12" valign="top" style= "width:9.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> <td width="60" colspan="2" valign="top" style= "width:45.0pt;border:none; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="24" colspan="2" valign="top" style= "width:.25in;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="54" colspan="2" valign="top" style= "width:40.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="15" valign="top" style= "width:11.55pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> <td width="58" colspan="2" valign="top" style= "width:43.35pt;border:none; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> </tr> <tr style= "mso-yfti-irow:5;height:.1in;mso-row-margin-left:1.05pt"> <td style= "mso-cell-special:placeholder;border:none;padding:0in 0in 0in 0in" width="1">   </td> <td width="279" colspan="2" valign="top" style= "width:209.55pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> Stock compensation plans </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" colspan="2" valign="top" style= "width:45.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> — </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> 1.4 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="60" colspan="2" valign="top" style= "width:45.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> <td width="24" colspan="2" valign="top" style= "width:.25in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="54" colspan="2" valign="top" style= "width:40.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> — </td> <td width="66" colspan="2" valign="top" style= "width:49.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in"> 1.7 </td> <td width="15" valign="top" style= "width:11.55pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:.1in">   </td> <td width="58" colspan="2" valign="top" style= "width:43.35pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:.1in">   </td> </tr> <tr style= "mso-yfti-irow:6;mso-yfti-lastrow:yes;height:9.3pt;mso-row-margin-left: 1.05pt"> <td style= "mso-cell-special:placeholder;border:none;padding:0in 0in 0in 0in" width="1">   </td> <td width="279" colspan="2" valign="top" style= "width:209.55pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:9.3pt"> Net income available to common shareholders plus assumed conversions </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   $ </td> <td width="60" colspan="2" valign="bottom" style= "width:45.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:9.3pt"> 543 </td> <td width="66" colspan="2" valign="bottom" style= "width:49.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:9.3pt"> 313.1 </td> <td width="12" valign="top" style= "width:9.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   $ </td> <td width="60" colspan="2" valign="bottom" style= "width:45.0pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:9.3pt"> 1.73 </td> <td width="24" colspan="2" valign="top" style= "width:.25in;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;padding: 0in 3.25pt 0in 3.25pt;height:9.3pt">     </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   $ </td> <td width="54" colspan="2" valign="bottom" style= "width:40.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:9.3pt"> 688 </td> <td width="66" colspan="2" valign="bottom" style= "width:49.5pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:9.3pt"> 314.4 </td> <td width="15" valign="top" style= "width:11.55pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 3.25pt 0in 3.25pt; height:9.3pt">   $ </td> <td width="58" colspan="2" valign="bottom" style= "width:43.35pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt; padding:0in 3.25pt 0in 3.25pt;height:9.3pt"> 2.19 </td> </tr> </thead> </table> </div> <style> /*<![CDATA[*/  /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} /*]]>*/ </style> </div>

<div> <a name="_AUCade4bf7064fb4ee7b59a3a28af564436">(Dollar amounts in millions, except for per share data, unless otherwise stated)</a> 4.  Fair Value Measurements The following financial instruments are carried at fair value in the Company’s condensed consolidated financial statements: fixed maturities and equity securities, available-for-sale (“AFS”), short-term investments, freestanding and embedded derivatives, and separate account assets.  These fair value disclosures include the fair value measurement and disclosure requirements of SFAS 157 and related FSPs including FSP FAS 157-4 and FSP FAS 107-1. The following section applies the SFAS 157 fair value hierarchy and disclosure requirements for the Company’s financial instruments that are carried at fair value.  SFAS 157 establishes a fair value hierarchy that prioritizes the inputs in the valuation techniques used to measure fair value into three broad Levels (Level 1, 2 or 3). Level 1       Observable inputs that reflect quoted prices for identical assets or liabilities in active markets that the Company has the ability to access at the measurement date.  Level 1 securities include highly liquid U.S. Treasury securities, money market funds, certain mortgage backed securities, and exchange traded equity and derivative securities. Level 2       Observable inputs, other than quoted prices included in Level 1, for the asset or liability or prices for similar assets and liabilities.  Most debt securities and preferred stocks are model priced by vendors using observable inputs and are classified within Level 2.  Also included in the Level 2 category are derivative instruments that are priced using models with significant observable market inputs, including interest rate, foreign currency and certain credit swap contracts and no or insignificant unobservable market inputs. Level 3       Valuations that are derived from techniques in which one or more of the significant inputs are unobservable (including assumptions about risk).  Level 3 securities include less liquid securities such as highly structured and/or lower quality asset-backed securities (“ABS”), commercial mortgage-backed securities (“CMBS”), residential mortgage-backed securities (“RMBS”) primarily backed by sub-prime loans, and private placement debt and equity securities.  Collateralized debt obligations (“CDOs”) included in Level 3 primarily represent commercial real estate (“CRE”) CDOs and collateralized loan obligations (“CLOs”) which are primarily priced by independent brokers due to the illiquidity of this sector. Embedded derivatives and complex derivatives securities, including equity derivatives, longer dated interest rate swaps and certain complex credit derivatives are also included in Level 3.  Because Level 3 fair values, by their nature, contain unobservable market inputs as there is little or no observable market for these assets and liabilities, considerable judgment is used to determine the SFAS 157 Level 3 fair values.  Level 3 fair values represent the Company’s best estimate of an amount that could be realized in a current market exchange absent actual market exchanges. In many situations, inputs used to measure the fair value of an asset or liability position may fall into different levels of the fair value hierarchy.  In these situations, the Company will determine the level in which the fair value falls based upon the lowest level input that is significant to the determination of the fair value.  In most cases, both observable (e.g., changes in interest rates) and unobservable (e.g., changes in risk assumptions) inputs are used in the determination of fair values that the Company has classified within Level 3.  Consequently, these values and the related gains and losses are based upon both observable and unobservable inputs. The Company’s fixed maturities included in Level 3 are classified as such as they are primarily priced by independent brokers and/or within illiquid markets.  Corporate securities included in Level 3 primarily relate to private placement securities which are thinly traded and priced using a pricing matrix which includes significant non-observable inputs.  RMBS included in Level 3 primarily represent sub-prime and Alt-A securities which are classified as Level 3 due to the lack of liquidity in the market. 4.  Fair Value Measurements (continued) These disclosures provide information as to the extent to which the Company uses fair value to measure financial instruments and information about the inputs used to value those financial instruments to allow users to assess the relative reliability of the measurements.  The following tables present assets and (liabilities) carried at fair value by SFAS 157 Hierarchy Level. <table class="CharChar3" border="0" cellspacing="0" cellpadding="0" style= "border-collapse: collapse;mso-table-layout-alt:fixed;mso-yfti-tbllook:480;mso-padding-alt:0in 5.4pt 0in 5.4pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="364" colspan="8" valign="top" style= "width:272.8pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt;height:.15in"> June 30, 2009 </td> </tr> <tr style="mso-yfti-irow:1;height:54.85pt"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:54.85pt">           </td> <td width="76" colspan="2" valign="top" style= "width:56.8pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;padding: 0in 5.4pt 0in 5.4pt;height:54.85pt">         Total </td> <td width="108" colspan="2" valign="top" style= "width:81.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt;height:54.85pt"> Quoted Prices in Active Markets for Identical Assets (Level 1) </td> <td width="84" colspan="2" valign="top" style= "width:63.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt;height:54.85pt">   Significant Observable Inputs (Level 2) </td> <td width="96" colspan="2" valign="top" style= "width:1.0in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt;height:54.85pt">   Significant Unobservable Inputs (Level 3) </td> </tr> <tr style="mso-yfti-irow:2;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> Assets accounted for at fair value on a recurring basis </td> <td width="16" valign="top" style= "width:11.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="18" valign="top" style= "width:13.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> </tr> <tr style="mso-yfti-irow:3;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Fixed maturities, AFS </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> </tr> <tr style="mso-yfti-irow:4;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> ABS </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 2,450 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 1,948 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 502 </td> </tr> <tr style="mso-yfti-irow:5;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> CDOs </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 2,563 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 1 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 2,562 </td> </tr> <tr style="mso-yfti-irow:6;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> CMBS </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 8,290 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 8,092 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 198 </td> </tr> <tr style="mso-yfti-irow:7;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Corporate </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 30,835 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 24,305 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 6,530 </td> </tr> <tr style="mso-yfti-irow:8;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Government/government agencies </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> </tr> <tr style="mso-yfti-irow:9;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Foreign </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 1,031 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 963 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 68 </td> </tr> <tr style="mso-yfti-irow:10;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> United States </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 4,240 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 271 </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 3,969 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> </tr> <tr style="mso-yfti-irow:11;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> RMBS </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 4,506 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 3,153 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 1,353 </td> </tr> <tr style="mso-yfti-irow:12;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> States, municipalities and political subdivisions </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 10,953 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 10,739 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 214 </td> </tr> <tr style="mso-yfti-irow:13;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> Total fixed maturities, AFS </td> <td width="16" valign="top" style= "width:11.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 64,868 </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 271 </td> <td width="18" valign="top" style= "width:13.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 53,170 </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 11,427 </td> </tr> <tr style="mso-yfti-irow:14;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Equity securities, trading </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 30,813 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 2,285 </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 28,528 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> </tr> <tr style="mso-yfti-irow:15;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Equity securities, AFS </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 1,308 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 241 </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 839 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 228 </td> </tr> <tr style="mso-yfti-irow:16;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Other investments </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> </tr> <tr style="mso-yfti-irow:17;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Variable annuity hedging derivatives </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 604 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 3 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 601 </td> </tr> <tr style="mso-yfti-irow:18;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Other derivatives[1] </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 342 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 305 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 37 </td> </tr> <tr style="mso-yfti-irow:19;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> Total other investments </td> <td width="16" valign="top" style= "width:11.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 946 </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 308 </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 638 </td> </tr> <tr style="mso-yfti-irow:20;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Short-term investments </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 12,701 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 10,478 </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 2,223 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> </tr> <tr style="mso-yfti-irow:21;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Reinsurance recoverable for U.S. Guaranteed Minimum Withdrawal Benefit (“GMWB”) </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   632 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   — </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   632 </td> </tr> <tr style="mso-yfti-irow:22;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Separate account assets [2] </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 131,069 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 98,229 </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 32,167 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 673 </td> </tr> <tr style="mso-yfti-irow:23;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Total assets accounted for at fair value on a recurring basis </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 242,337 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 111,504 </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="66" valign="top" style= "width:49.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 117,235 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 13,598 </td> </tr> <tr style="mso-yfti-irow:24;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Liabilities accounted for at fair value on a recurring basis </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> </tr> <tr style="mso-yfti-irow:25;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Other policyholder funds and benefits payable </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> </tr> <tr style="mso-yfti-irow:26;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Guaranteed living benefits </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (3,344) </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (3,344) </td> </tr> <tr style="mso-yfti-irow:27;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Institutional notes </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 2 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 2 </td> </tr> <tr style="mso-yfti-irow:28;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Equity linked notes </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (6) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (6) </td> </tr> <tr style="mso-yfti-irow:29;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> Total other policyholder funds and benefits payable </td> <td width="16" valign="top" style= "width:11.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> (3,348) </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> — </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> (3,348) </td> </tr> <tr style="mso-yfti-irow:30;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Other liabilities [3] </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> </tr> <tr style="mso-yfti-irow:31;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Variable annuity hedging derivatives </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 391 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (143) </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 534 </td> </tr> <tr style="mso-yfti-irow:32;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Other liabilities </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (579) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (260) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (319) </td> </tr> <tr style="mso-yfti-irow:33;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> Total other liabilities </td> <td width="16" valign="top" style= "width:11.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> (188) </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> (403) </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 215 </td> </tr> <tr style="mso-yfti-irow:34;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Consumer notes [4] </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (4) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (4) </td> </tr> <tr style= "mso-yfti-irow:35;mso-yfti-lastrow:yes;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Total liabilities accounted for at fair value on a recurring basis </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (3,540) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="66" valign="top" style= "width:49.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (403) </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-top-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (3,137) </td> </tr> </table> [1]   Includes over-the-counter derivative instruments in a net asset value position which may require the counterparty to pledge collateral to the Company.  As of June 30, 2009, $580 of cash collateral liability was netted against the derivative asset value in the condensed consolidated balance sheet and is excluded from the table above.  See footnote 3 below for derivative liabilities. [2]   Excludes approximately $3 billion of investment sales receivable net of investment purchases payable that are not subject to SFAS 157. [3]   Includes over-the-counter derivative instruments in a net negative market value position (derivative liability).  In the SFAS 157 Level 3 roll-forward table included below in this Note 4, the derivative asset and liability are referred to as “freestanding derivatives” and are presented on a net basis. [4]   Represents embedded derivatives associated with non-funding agreement-backed consumer equity linked notes. 4.  Fair Value Measurements (continued) <table class="CharChar3" border="0" cellspacing="0" cellpadding="0" style= "border-collapse: collapse;mso-table-layout-alt:fixed;mso-yfti-tbllook:480;mso-padding-alt:0in 5.4pt 0in 5.4pt"> <tr style="mso-yfti-irow:0;mso-yfti-firstrow:yes;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="370" colspan="8" valign="top" style= "width:277.3pt;border:none; border-bottom:solid windowtext 1.0pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt;height:.15in"> December 31, 2008 </td> </tr> <tr style="mso-yfti-irow:1;height:54.85pt"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:54.85pt">           </td> <td width="76" colspan="2" valign="top" style= "width:56.8pt;border:none;border-bottom: solid windowtext 1.0pt;mso-border-top-alt:solid windowtext .5pt;mso-border-top-alt: solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt;padding: 0in 5.4pt 0in 5.4pt;height:54.85pt">         Total </td> <td width="114" colspan="2" valign="top" style= "width:85.5pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt;height:54.85pt"> Quoted Prices in Active Markets for Identical Assets (Level 1) </td> <td width="84" colspan="2" valign="top" style= "width:63.0pt;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt;height:54.85pt">   Significant Observable Inputs (Level 2) </td> <td width="96" colspan="2" valign="top" style= "width:1.0in;border-top:solid windowtext 1.0pt; border-left:none;border-bottom:solid windowtext 1.0pt;border-right:none; mso-border-top-alt:solid windowtext .5pt;mso-border-bottom-alt:solid windowtext .5pt; padding:0in 5.4pt 0in 5.4pt;height:54.85pt">   Significant Unobservable Inputs (Level 3) </td> </tr> <tr style="mso-yfti-irow:2;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> Assets accounted for at fair value on a recurring basis </td> <td width="16" valign="top" style= "width:11.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="30" valign="top" style= "width:22.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="18" valign="top" style= "width:13.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> </tr> <tr style="mso-yfti-irow:3;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Fixed maturities, AFS </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 65,112 </td> <td width="30" valign="top" style= "width:22.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 3,541 </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 49,761 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> $ </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 11,810 </td> </tr> <tr style="mso-yfti-irow:4;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Equity securities, trading </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 30,820 </td> <td width="30" valign="top" style= "width:22.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 1,634 </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 29,186 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> </tr> <tr style="mso-yfti-irow:5;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Equity securities, AFS </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 1,458 </td> <td width="30" valign="top" style= "width:22.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 246 </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 671 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 541 </td> </tr> <tr style="mso-yfti-irow:6;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Other investments </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="30" valign="top" style= "width:22.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> </tr> <tr style="mso-yfti-irow:7;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Variable annuity hedging derivatives </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 600 </td> <td width="30" valign="top" style= "width:22.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 13 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 587 </td> </tr> <tr style="mso-yfti-irow:8;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Other investments [1] </td> <td width="16" valign="top" style= "width:11.8pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 976 </td> <td width="30" valign="top" style= "width:22.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 1,005 </td> <td width="24" valign="top" style= "width:.25in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;border-bottom:solid windowtext 1.0pt; mso-border-bottom-alt:solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> (29) </td> </tr> <tr style="mso-yfti-irow:9;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> Total other investments </td> <td width="16" valign="top" style= "width:11.8pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 1,576 </td> <td width="30" valign="top" style= "width:22.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> — </td> <td width="18" valign="top" style= "width:13.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 1,018 </td> <td width="24" valign="top" style= "width:.25in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;border:none;mso-border-top-alt: solid windowtext .5pt;padding:0in 5.4pt 0in 5.4pt;height:.15in"> 558 </td> </tr> <tr style="mso-yfti-irow:10;height:.15in"> <td width="375" valign="top" style= "width:281.6pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> Short-term investments </td> <td width="16" valign="top" style= "width:11.8pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="60" valign="top" style= "width:45.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 10,022 </td> <td width="30" valign="top" style= "width:22.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="84" valign="top" style= "width:63.0pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 7,025 </td> <td width="18" valign="top" style= "width:13.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="66" valign="top" style= "width:49.5pt;padding:0in 5.4pt 0in 5.4pt; height:.15in"> 2,997 </td> <td width="24" valign="top" style= "width:.25in;padding:0in 5.4pt 0in 5.4pt; height:.15in">   </td> <td width="72" valign="top" style= "width:.75in;padding:0in 5.4pt 0in 5.4pt; height:.15in"> — </p