The Hartford 2015 Annual Report Download - page 166

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Table of Contents THE HARTFORD FINANCIAL SERVICES GROUP, INC.
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued)
4. Fair Value Measurements (continued)
F-35
Freestanding Derivatives [5]
Assets (Liabilities)
Equity
Securities,
AFS Credit Commodity Equity Interest
Rate GMWB
Hedging
Macro
Hedge
Program Other
Contracts
Total Free-
Standing
Derivatives [5]
Fair value as of January 1, 2015 $ 98 $ (9) $ — $ 6 $ (7) $ 170 $ 141 $ 12 $ 313
Total realized/unrealized gains
(losses)
Included in net income [1] [2] [6] — (1) (4) 9 (10)(16)(41)(5) (68)
Included in OCI [3] — — — — — — — — —
Purchases 23 (13) — — — — 47 — 34
Settlements — — (6)(15)(5)(19) — — (45)
Sales (23) — — — — — — — —
Transfers into Level 3 [4] — — 10 — — — — — 10
Transfers out of Level 3 [4] (5) 23 — — — — — — 23
Fair value as of December 31, 2015 $ 93 $ — $ — $ — $ (22) $ 135 $ 147 $ 7 $ 267
Changes in unrealized gains (losses)
included in net income related to
financial instruments still held at
December 31, 2015 [2] [7] $ — $ — $ — $ — $ (3) $ (5) $ (34) $ (4) $ (46)
Assets
Limited Partnerships
and Other Alternative
Investments
Reinsurance
Recoverable
for GMWB Separate Accounts
Fair value as of January 1, 2015 $ 189 $ 56 $ 578
Total realized/unrealized gains (losses)
Included in net income [1] [2] [6] (19) 9 12
Included in OCI [3] — — (5)
Purchases 55 — 394
Settlements — 18 (19)
Sales (20) — (265)
Transfers into Level 3 [4] — — 12
Transfers out of Level 3 [4] (131) — (202)
Fair value as of December 31, 2015 $ 74 $ 83 $ 505
Changes in unrealized gains (losses) included in net income
related to financial instruments still held at December 31, 2015
[2] [7] $ (19) $ 9 $ 11