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Basis of Presentation and Accounting Policies</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>Basis of Presentation</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The Hartford Financial Services Group, Inc. is a holding company for insurance and financial services subsidiaries that provide investment products and life and property and casualty insurance to both individual and business customers in the United States (collectively, &#8220;The Hartford&#8221; or the &#8220;Company&#8221;). Also, The Hartford continues to administer business previously sold in Japan and the U.K. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The Condensed Consolidated Financial Statements have been prepared on the basis of accounting principles generally accepted in the United States of America (&#8220;U.S. GAAP&#8221;), which differ materially from the accounting practices prescribed by various insurance regulatory authorities. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The accompanying Condensed Consolidated Financial Statements and Notes as of September&#160;30, 2011, and for the three and nine months ended September&#160;30, 2011 and 2010 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&#8217;s 2010 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. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>Consolidation</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">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 (&#8220;VIEs&#8221;) in which the Company is required to consolidate. Entities in which the Company has significant influence over the operating and financing decisions but are not required to consolidate are reported using the equity method. Material intercompany transactions and balances between The Hartford and its subsidiaries and affiliates have been eliminated. For further discussions on variable interest entities see Note 5 of the Notes to Condensed Consolidated Financial Statements. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>Discontinued Operations</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The Company is presenting the operations of certain businesses that meet the criteria for reporting as discontinued operations. Amounts for prior periods have been retrospectively reclassified. 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<!-- Folio --> <!-- /Folio --> </p> </div> <!-- PAGEBREAK --> <div style="font-family: 'Times New Roman',Times,serif; margin-left: 0in; "> <div align="center" style="font-size: 10pt; margin-top: 0pt"> <b> </b> </div> <div align="justify" style="font-size: 10pt; margin-top: 0pt"> <b> </b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The declaration of a quarterly common stock dividend of $0.10 during the first, second and third quarters of 2011 triggered a provision in The Hartford&#8217;s Warrant Agreement with The Bank of New York Mellon, relating to warrants to purchase common stock issued in connection with the Company&#8217;s participation in the Capital Purchase Program, resulting in an adjustment to the warrant exercise price. The warrant exercise price at September&#160;30, 2011, June&#160;30, 2011, March&#160;31, 2011 and December&#160;31, 2010 was $9.729, $9.754, $9.773 and $9.790, respectively. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">As a result of the losses available to common shareholders in the three months ended September&#160;30, 2011, the Company is required to use basic weighted average common shares outstanding in the calculation of the three months ended September&#160;30, 2011 diluted loss per share, since the inclusion of 27.4&#160;million shares for warrants, 0.7&#160;million shares for stock compensation plans and 20.7&#160;million shares for mandatory convertible preferred shares, along with the related dividend adjustment, 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 494.1&#160;million. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">For the nine months ended September&#160;30, 2011, 20.8&#160;million shares for mandatory convertible preferred shares, along with the related dividend adjustment, would have been antidilutive to the earnings per share calculations. Assuming the impact of the mandatory convertible preferred shares was not antidilutive, weighted average common shares outstanding and dilutive potential common shares would have totaled 501.8&#160;million. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">For the nine months ended September&#160;30, 2010, 14.9&#160;million shares for mandatory convertible preferred shares, along with the related dividend adjustment, would have been antidilutive to the earnings per share calculation. Assuming the impact of the mandatory convertible preferred shares was not antidilutive, weighted average common shares outstanding and dilutive potential common shares would have totaled 476.0&#160;million. </div> <p align="center" style="font-size: 10pt">&#160; <!-- Folio --> <!-- /Folio --> </p> </div> <!-- PAGEBREAK --> <div style="font-family: 'Times New Roman',Times,serif; margin-left: 0in; "> <div align="center" style="font-size: 10pt; margin-top: 0pt"> <b> </b> </div> </div> <!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 3 - us-gaap:SegmentReportingDisclosureTextBlock--> <div style="font-family: 'Times New Roman',Times,serif; margin-left: 0in; "> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>3. Segment Information</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The Hartford is organized into three customer-oriented divisions, Commercial Markets, Consumer Markets and Wealth Management, conducting business principally in seven reporting segments. The Company&#8217;s seven reporting segments, as well as the Corporate and Other category, are as follows: </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b><i>Commercial Markets</i></b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>Property &#038; Casualty Commercial</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">Property &#038; Casualty Commercial provides workers&#8217; compensation, property, automobile, marine, livestock, liability and umbrella coverages primarily throughout the United States (&#8220;U.S.&#8221;), along with a variety of customized insurance products and risk management services including professional liability, fidelity, surety and specialty casualty coverages. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>Group Benefits</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">Group Benefits provides employers, associations, affinity groups and financial institutions with group life, accident and disability coverage, along with other products and services, including voluntary benefits and group retiree health. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b><i>Consumer Markets</i></b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">Consumer Markets provides standard automobile, homeowners and home-based business coverages to individuals across the U.S., including a special program designed exclusively for members of AARP. Consumer Markets also operates a member contact center for health insurance products offered through the AARP Health program. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b><i>Wealth Management</i></b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>Global Annuity</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">Global Annuity offers individual variable, fixed market value adjusted (&#8220;fixed MVA&#8221;) and single premium immediate annuities in the U.S., a range of products to institutional investors, including but not limited to, stable value contracts, and administers investments, retirement savings and other insurance and savings products to individuals and groups outside the U.S., primarily in Japan and Europe. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>Life Insurance</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">Life Insurance sells a variety of life insurance products, including variable universal life, universal life, and term life, as well as private placement life insurance (&#8220;PPLI&#8221;) owned by corporations and high net worth individuals. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>Retirement Plans</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">Retirement Plans provides products and services to corporations pursuant to Section 401(k) of the Internal Revenue Code of 1986, as amended (the &#8220;Code&#8221;), and products and services to municipalities and not-for-profit organizations under Sections&#160;457 and 403(b) of the Code, collectively referred to as government plans. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b>Mutual Funds</b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">Mutual Funds offers retail mutual funds, investment-only mutual funds and college savings plans under Section&#160;529 of the Code (collectively referred to as non-proprietary) and proprietary mutual funds supporting insurance products issued by The Hartford. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b><i>Corporate and Other</i></b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The Hartford includes in Corporate and Other the Company&#8217;s debt financing and related interest expense, as well as other capital raising activities; banking operations; certain fee income and commission expenses associated with sales of non-proprietary products by broker-dealer subsidiaries; and certain purchase accounting adjustments and other charges not allocated to the segments. 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Because Level 3 fair values, by their nature, contain one or more significant unobservable inputs as there is little or no observable market for these assets and liabilities, considerable judgment is used to determine the Level 3 fair values. Level 3 fair values represent the Company&#8217;s best estimate of an amount that could be realized in a current market exchange absent actual market exchanges. </div></td> </tr> <!-- End Table Body --> </table> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">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. Transfers of securities among the levels occur at the beginning of the reporting period. Transfers between Level 1 and Level 2 were not material for the three and nine months ended September&#160;30, 2011 and 2010. 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. 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In the Level 3 roll-forward table included below in this Note 4, the derivative asset and liability are referred to as &#8220;freestanding derivatives&#8221; and are presented on a net basis.</i> </div></td> </tr> <tr style="font-size: 3pt"> <td>&#160;</td> </tr> <tr valign="top"> <td nowrap="nowrap" align="left"><i>&#091;4&#093;</i></td> <td>&#160;</td> <td> <div style="text-align: justify"><i>Represents embedded derivatives associated with non-funding agreement-backed consumer equity linked notes.</i> </div></td> </tr> </table> </div> <p align="center" style="font-size: 10pt">&#160; <!-- Folio --> <!-- /Folio --> </p> </div> <!-- PAGEBREAK --> <div style="font-family: 'Times New Roman',Times,serif; margin-left: 0in; "> <div align="center" style="font-size: 10pt; margin-top: 0pt"> <b> </b> </div> <div align="justify" style="font-size: 10pt; margin-top: 0pt"> <b> </b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b><i>Determination of Fair Values</i></b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The valuation methodologies used to determine the fair values of assets and liabilities under the &#8220;exit price&#8221; notion reflect market-participant objectives and are based on the application of the fair value hierarchy that prioritizes relevant observable market inputs over unobservable inputs. The Company determines the fair values of certain financial assets and financial liabilities based on quoted market prices where available and where prices represent a reasonable estimate of fair value. The Company also determines fair value based on future cash flows discounted at the appropriate current market rate. Fair values reflect adjustments for counterparty credit quality, the Company&#8217;s default spreads, liquidity and, where appropriate, risk margins on unobservable parameters. The following is a discussion of the methodologies used to determine fair values for the financial instruments listed in the above tables. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b><i>Available-for-Sale Securities, Fixed Maturities, FVO, Equity Securities, Trading, and Short-term Investments</i></b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The fair value of AFS securities, fixed maturities, FVO, equity securities, trading, and short-term investments in an active and orderly market (e.g. not distressed or forced liquidation) are determined by management after considering one of three primary sources of information: third-party pricing services, independent broker quotations or pricing matrices. Security pricing is applied using a &#8220;waterfall&#8221; approach whereby publicly available prices are first sought from third-party pricing services, the remaining unpriced securities are submitted to independent brokers for prices, or lastly, securities are priced using a pricing matrix. Based on the typical trading volumes and the lack of quoted market prices for fixed maturities, third-party pricing services will normally derive the security prices from recent reported trades for identical or similar securities making adjustments through the reporting date based upon available market observable information as outlined above. If there are no recently reported trades, the third-party pricing services and independent brokers may use matrix or model processes to develop a security price where future cash flow expectations are developed based upon collateral performance and discounted at an estimated market rate. Included in the pricing of ABS and RMBS are estimates of the rate of future prepayments of principal over the remaining life of the securities. Such estimates are derived based on the characteristics of the underlying structure and prepayment speeds previously experienced at the interest rate levels projected for the underlying collateral. Actual prepayment experience may vary from these estimates. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">Prices from third-party pricing services are often unavailable for securities that are rarely traded or are traded only in privately negotiated transactions. As a result, certain securities are priced via independent broker quotations which utilize inputs that may be difficult to corroborate with observable market based data. Additionally, the majority of these independent broker quotations are non-binding. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">A pricing matrix is used to price private placement securities for which the Company is unable to obtain a price from a third-party pricing service by discounting the expected future cash flows from the security by a developed market discount rate utilizing current credit spreads. Credit spreads are developed each month using market based data for public securities adjusted for credit spread differentials between public and private securities which are obtained from a survey of multiple private placement brokers. The appropriate credit spreads determined through this survey approach are based upon the issuer&#8217;s financial strength and term to maturity, utilizing an independent public security index and trade information and adjusting for the non-public nature of the securities. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">The Company performs a monthly analysis of the prices and credit spreads received from third parties to ensure that the prices represent a reasonable estimate of the fair value. As a part of this analysis, the Company considers trading volume and other factors to determine whether the decline in market activity is significant when compared to normal activity in an active market, and if so, whether transactions may not be orderly considering the weight of available evidence. If the available evidence indicates that pricing is based upon transactions that are stale or not orderly, the Company places little, if any, weight on the transaction price and will estimate fair value utilizing an internal pricing model. This process involves quantitative and qualitative analysis and is overseen by investment and accounting professionals. Examples of procedures performed include, but are not limited to, initial and on-going review of third-party pricing services&#8217; methodologies, review of pricing statistics and trends, back testing recent trades, and monitoring of trading volumes, new issuance activity and other market activities. In addition, the Company ensures that prices received from independent brokers represent a reasonable estimate of fair value through the use of internal and external cash flow models developed based on spreads, and when available, market indices. As a result of this analysis, if the Company determines that there is a more appropriate fair value based upon the available market data, the price received from the third party is adjusted accordingly. The Company&#8217;s internal pricing model utilizes the Company&#8217;s best estimate of expected future cash flows discounted at a rate of return that a market participant would require. 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Most prices provided by third-party pricing services are classified into Level 2 because the inputs used in pricing the securities are market observable. Due to a general lack of transparency in the process that brokers use to develop prices, most valuations that are based on brokers&#8217; prices are classified as Level 3. Some valuations may be classified as Level 2 if the price can be corroborated with observable market data. </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt"><b><i>Derivative Instruments, including embedded derivatives within investments</i></b> </div> <div align="justify" style="font-size: 10pt; margin-top: 10pt">Derivative instruments are fair valued using pricing valuation models that utilize independent market data inputs, quoted market prices for exchange-traded derivatives, or independent broker quotations. 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