The Hartford 2014 Annual Report Download - page 163
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Table of Contents
Fixed maturities, AFS
ABS $ 2,365 $ — $ 2,218 $ 147
CDOs 2,387 — 1,723 664
CMBS 4,446 — 3,783 663
Corporate 28,490 — 27,216 1,274
Foreign government/government agencies 4,104 — 4,039 65
Municipal 12,173 — 12,104 69
RMBS 4,647 — 3,375 1,272
U.S. Treasuries 3,745 1,311 2,434 —
Total fixed maturities 62,357 1,311 56,892 4,154
Fixed maturities, FVO 844 — 651 193
Equity securities, trading 19,745 12 19,733 —
Equity securities, AFS 868 454 337 77
Derivative assets
Credit derivatives 25 — 20 5
Foreign exchange derivatives 14 — 14 —
Interest rate derivatives (21) — (63) 42
GMWB hedging instruments 26 — (42) 68
Macro hedge program 109 — — 109
International program hedging instruments 272 — 241 31
Other derivative contracts 17 — — 17
Total derivative assets [1] 442 — 170 272
Short-term investments 4,008 427 3,581 —
Limited partnerships and other alternative investments [2] 921 — 813 108
Reinsurance recoverable for GMWB 29 — — 29
Modified coinsurance reinsurance contracts 67 — 67 —
Separate account assets [3] 138,495 99,930 37,828 737
Other policyholder funds and benefits payable
U.S. GMWB $ (36) $ — $ — $ (36)
International GMWB 3 — — 3
International other guaranteed living benefits 3 — — 3
Equity linked notes (18) — — (18)
Total other policyholder funds and benefits payable (48) — — (48)
Derivative liabilities
Credit derivatives (12) — (9) (3)
Equity derivatives 19 — 16 3
Foreign exchange derivatives (388) — (388) —
Interest rate derivatives (582) — (558) (24)
GMWB hedging instruments 15 — (63) 78
Macro hedge program 30 — — 30
International program hedging instruments (305) — (245) (60)
Total derivative liabilities [4] (1,223) — (1,247) 24
Consumer notes [5] (2) — — (2)