The Hartford 2015 Annual Report Download - page 168

Download and view the complete annual report

Please find page 168 of the 2015 The Hartford annual report below. You can navigate through the pages in the report by either clicking on the pages listed below, or by using the keyword search tool below to find specific information within the annual report.

Page out of 255

  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • 25
  • 26
  • 27
  • 28
  • 29
  • 30
  • 31
  • 32
  • 33
  • 34
  • 35
  • 36
  • 37
  • 38
  • 39
  • 40
  • 41
  • 42
  • 43
  • 44
  • 45
  • 46
  • 47
  • 48
  • 49
  • 50
  • 51
  • 52
  • 53
  • 54
  • 55
  • 56
  • 57
  • 58
  • 59
  • 60
  • 61
  • 62
  • 63
  • 64
  • 65
  • 66
  • 67
  • 68
  • 69
  • 70
  • 71
  • 72
  • 73
  • 74
  • 75
  • 76
  • 77
  • 78
  • 79
  • 80
  • 81
  • 82
  • 83
  • 84
  • 85
  • 86
  • 87
  • 88
  • 89
  • 90
  • 91
  • 92
  • 93
  • 94
  • 95
  • 96
  • 97
  • 98
  • 99
  • 100
  • 101
  • 102
  • 103
  • 104
  • 105
  • 106
  • 107
  • 108
  • 109
  • 110
  • 111
  • 112
  • 113
  • 114
  • 115
  • 116
  • 117
  • 118
  • 119
  • 120
  • 121
  • 122
  • 123
  • 124
  • 125
  • 126
  • 127
  • 128
  • 129
  • 130
  • 131
  • 132
  • 133
  • 134
  • 135
  • 136
  • 137
  • 138
  • 139
  • 140
  • 141
  • 142
  • 143
  • 144
  • 145
  • 146
  • 147
  • 148
  • 149
  • 150
  • 151
  • 152
  • 153
  • 154
  • 155
  • 156
  • 157
  • 158
  • 159
  • 160
  • 161
  • 162
  • 163
  • 164
  • 165
  • 166
  • 167
  • 168
  • 169
  • 170
  • 171
  • 172
  • 173
  • 174
  • 175
  • 176
  • 177
  • 178
  • 179
  • 180
  • 181
  • 182
  • 183
  • 184
  • 185
  • 186
  • 187
  • 188
  • 189
  • 190
  • 191
  • 192
  • 193
  • 194
  • 195
  • 196
  • 197
  • 198
  • 199
  • 200
  • 201
  • 202
  • 203
  • 204
  • 205
  • 206
  • 207
  • 208
  • 209
  • 210
  • 211
  • 212
  • 213
  • 214
  • 215
  • 216
  • 217
  • 218
  • 219
  • 220
  • 221
  • 222
  • 223
  • 224
  • 225
  • 226
  • 227
  • 228
  • 229
  • 230
  • 231
  • 232
  • 233
  • 234
  • 235
  • 236
  • 237
  • 238
  • 239
  • 240
  • 241
  • 242
  • 243
  • 244
  • 245
  • 246
  • 247
  • 248
  • 249
  • 250
  • 251
  • 252
  • 253
  • 254
  • 255

Table of Contents THE HARTFORD FINANCIAL SERVICES GROUP, INC.
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued)
4. Fair Value Measurements (continued)
F-37
Freestanding Derivatives [5]
Assets (Liabilities)
Equity
Securities,
AFS Credit
Foreign
Exchange
contracts Equity Interest
Rate GMWB
Hedging
Macro
Hedge
Program
Intl.
Program
Hedging Other
Contracts
Total Free-
Standing
Derivatives [5]
Fair value as of January 1,
2014 $ 77 $ 2 $ — $ 3 $ 18 $ 146 $ 139 $ (29) $ 17 $ 296
Total realized/unrealized
gains (losses)
Included in net income
[1] [2] [6] 3 (4) 2 3 (42) 13 (12) 28 (5) (17)
Included in OCI [3] 2 — — — — — — — — —
Purchases 30 (7) — — 19 4 14 9 — 39
Settlements — — — — — 7 — (41) — (34)
Sales (14) — — — — — — — — —
Transfers into Level 3 [4] — — (2) — — — — — — (2)
Transfers out of Level 3 [4] — — — — (2) — — 33 — 31
Fair value as of December
31, 2014 $ 98 $ (9) $ — $ 6 $ (7) $ 170 $ 141 $ — $ 12 $ 313
Changes in unrealized gains
(losses) included in net
income related to financial
instruments still held at
December 31, 2014 [2] [7] $ (2) $ (4) $ — $ 1 $ (43) $ (1) $ (11) $ (18) $ (3) $ (79)
Assets
Limited Partnerships
and Other Alternative
Investments
Reinsurance
Recoverable
for GMWB Separate Accounts
Fair value as of January 1, 2014 $ 108 $ 29 $ 737
Total realized/unrealized gains (losses)
Included in net income [1] [2] [6] 1 4 13
Purchases 130 — 339
Settlements — 23 (3)
Sales (24) — (201)
Transfers into Level 3 [4] 53 — 37
Transfers out of Level 3 [4] (79) — (344)
Fair value as of December 31, 2014 $ 189 $ 56 $ 578
Changes in unrealized gains (losses) included in net income
related to financial instruments still held at December 31,
2014 [2] [7] $ 1 $ 4 $ 8