Assets of Consolidated VIEs.
In 2013, there were $159 million of transfers out of Level 3 to Level 2 related to bank loans.
In addition, in 2013, there were $117 million of transfers into Level 3 from Level 2 related to bank loans.
These transfers in and out of levels were primarily due to availability/ unavailability of observable market inputs, including inputs from pricing vendors and brokers.
In 2012, there were $113 million of transfers out of Level 3 to Level 2 related to bank loans.
In addition, in 2012, there were $101 million of transfers into Level 3 from Level 2 related to bank loans.
The transfers in and out of levels were primarily due to availability/ unavailability of observable market inputs, including inputs from pricing vendors and brokers.
Consolidated Sponsored Investment Funds.
In 2013, there were $12 million of transfers out of Level 1 to Level 2 related to consolidated private equity funds.
These transfers were due to a direct investment in a public company valued at a discount due to restrictions on sale.
Significant Other Settlements.
In 2013 and 2012, there were $105 million and $89 million, respectively, of distributions from equity method investees categorized in Level 3 In 2013, other settlements included $134 million related to a deconsolidation of a consolidated fund of hedge funds, which was previously classified as a VIE.
This fund was deconsolidated during the second quarter of 2013 due to the granting of additional substantive rights to unaffiliated investors of the fund.
In 2013, other settlements included $363 million of borrowings of consolidated VIEs related to a consolidation of one additional CLO.
In 2013, there was a $28 million reclassification of a Level 3 investment from a consolidated sponsored investment fund to an equity method investment due to a change in BlackRock’s ownership percentage.
In 2013, issuances and other settlements included $29 million of acquired Level 3 deferred compensation plan equity method investments.
During 2012, other settlements included $1,011 million of proceeds from borrowings of consolidated CLOs.
Disclosures of Fair Value for Financial Instruments Not Held at Fair Value.
At December 31, 2013 and 2012, the fair value of the Company’s financial instruments not held at fair value are categorized in the table below:
## Table 0 ##
(1) Cash and cash equivalents are carried at either cost or amortized cost, which approximates fair value due to their short-term maturities.
At December 31, 2013 and 2012, approximately $64 million and $98 million, respectively, of money market funds were recorded within cash and cash equivalents on the consolidated statements of financial condition.
Money market funds are valued based on quoted market prices, or $1.00 per share, which generally is the NAV of the fund.
At December 31, 2013 and 2012, approximately $114 million and $133 million, respectively, related to cash and cash equivalents held by consolidated sponsored investment funds.
(2) The carrying amounts of accounts receivable, accounts payable and accrued liabilities and short-term borrowings approximate fair value due to their short-term nature.
(3) Long-term borrowings are recorded at amortized cost.
The fair value of the long-term borrowings, including the current portion of long-term borrowings, is estimated using market prices at the end of December 2013 and 2012, respectively.
See Note 12, Borrowings, for the fair value of each of the Company’s long-term borrowings.
the second largest closed-end fund manager and a topten manager by AUM and 2013 net flows of long-term open-end mutual funds1.
In 2013, we were also the leading manager by net flows for long-dated fixed income mutual funds1.  ?
We have fully integrated our legacy retail and iShares retail distribution teams to create a unified client-facing presence.
As retail clients increasingly use BlackRock’s capabilities in combination — active, alternative and passive — it is a strategic priority for BlackRock to coherently deliver these capabilities through one integrated team.  ?
International retail long-term net inflows of $17.5 billion, representing 15% organic growth, were positive across major regions and diversified across asset classes.
Equity net inflows of $6.4 billion were driven by strong demand for our top-performing European Equities franchise as investor risk appetite for the sector improved.
Multi-asset class and fixed income products each generated net inflows of $4.8 billion, as investors looked to manage duration and volatility in their portfolios.
In 2013, we were ranked as the third largest cross border fund provider2.
In the United Kingdom, we ranked among the five largest fund managers2.
## Table 1 ##
(1) Amounts represent $16.0 billion of AUM acquired in the Credit Suisse ETF acquisition in July 2013.
(2) Amounts include commodity iShares.
iShares is the leading ETF provider in the world, with $914.4 billion of AUM at December 31, 2013, and was the top asset gatherer globally in 20133 with $64.0 billion of net inflows for an organic growth rate of 8%.
Equity net inflows of $74.1 billion were driven by flows into funds with broad developed market exposures, partially offset by outflows from emerging markets products.
iShares fixed income experienced net outflows of $7.5 billion, as the continued low interest rate environment led many liquidity-oriented investors to sell long-duration assets, which made up the majority of the iShares fixed income suite.
In 2013, we launched several funds to meet demand from clients seeking protection in a rising interest rate environment by offering an expanded product set that includes four new U. S.  funds, including short-duration versions of our flagship high yield and investment grade credit products, and short maturity and liquidity income funds.
iShares alternatives had $3.1 billion of net outflows predominantly out of commodities.
iShares represented 23% of long-term AUM at December 31, 2013 and 35% of long-term base fees for 2013.  iShares offers the most diverse product set in the industry with 703 ETFs at year-end 2013, and serves the broadest client base, covering more than 25 countries on five continents.
During 2013, iShares continued its dual commitment to innovation and responsible product structuring by introducing 42 new ETFs, acquiring Credit Suisse’s 58 ETFs in Europe and entering into a critical new strategic alliance with Fidelity Investments to deliver Fidelity’s more than 10 million clients increased access to iShares products, tools and support.
Our alliance with Fidelity Investments and a successful full first year for the Core Series have deeply expanded our presence and offerings among buy-and-hold investors.
Our broad product range offers investors a precise, transparent and low-cost way to tap market returns and gain access to a full range of asset classes and global markets that have been difficult or expensive for many investors to access until now, as well as the liquidity required to make adjustments to their exposures quickly and cost-efficiently.  ?
U. S.  iShares AUM ended at $655.6 billion with $41.4 billion of net inflows driven by strong demand for developed markets equities and short-duration fixed income.
During the fourth quarter of 2012, we debuted the Core Series in the United States, designed to provide the essential building blocks for buy-and-hold investors to use in constructing the core of their portfolio.
The Core Series demonstrated solid results in its first full year, raising $20.0 billion in net inflows, primarily in U. S.  equities.
In the United States, iShares maintained its position as the largest ETF provider, with 39% share of AUM3.  ?
International iShares AUM ended at $258.8 billion with robust net new business of $22.6 billion led by demand for European and Japanese equities, as well as a diverse range of fixed income products.
At year-end 2013, iShares was the largest European ETF provider with 48% of AUM3.1 Simfund 2 Lipper FERI 3 BlackRock; Bloomberg
Talcott Resolution Benefit (Charge) to Income, Net of Tax, as a Result of Unlock
## Table 2 ##
The Unlock charge, after-tax, for the year ended December 31, 2016 was primarily due to the reduction of the fixed annuity DAC balance to zero, updates to the macro hedging program cost to reflect 2016 activity, and the effect of assumption updates for variable annuities, including to mortality, largely offset by separate account returns being above our aggregated estimated returns during the period, largely due to an increase in equity markets, as well as the effect of reducing the assumption about expected futures lapses of variable annuities.
The Unlock benefit, after-tax, for the year ended December 31, 2015 was primarily due to assumption changes related to benefit utilization and lower assumed lapse rates, partially offset by a lower assumed general account spread and higher assumed withdrawal rates.
The Unlock charge for the year ended December 31, 2014 was primarily due to lower future estimated gross profits on the fixed annuity block driven by the continued low interest rate environment as well as higher variable annuity unit costs due to higher than expected surrenders, partially offset by actual separate account returns being above our aggregated estimated returns during the period.
Use of Estimated Gross Profits in Amortization and Reserving For most annuity contracts, the Company estimates gross profits over 20 years as EGPs emerging subsequent to that time frame are immaterial.
Products sold in a particular year are aggregated into cohorts.
Future gross profits for each cohort are projected over the estimated lives of the underlying contracts, based on future account value projections for variable annuity products.
The projection of future account values requires the use of certain assumptions including: separate account returns; separate account fund mix; fees assessed against the contract holder’s account balance; surrender and lapse rates; interest margin; mortality; and the extent and duration of hedging activities and hedging costs.
Changes in these assumptions and changes to other policyholder behavior assumptions such as resets, partial surrenders, reaction to price increases, and asset allocations cause EGPs to fluctuate, which impacts earnings.
The Company determines EGPs from a single deterministic reversion to mean (“RTM”) separate account return projection which is an estimation technique commonly used by insurance entities to project future separate account returns.
Through this estimation technique, the Company’s DAC model is adjusted to reflect actual account values at the end of each quarter.
Through consideration of recent market returns, the Company will unlock, or adjust, projected returns over a future period so that the account value returns to the long-term expected rate of return, providing that those projected returns do not exceed certain caps.
Annual Unlock of Assumptions In the fourth quarter of 2016, the Company completed a comprehensive policyholder behavior assumption study which resulted in a non-market related after-tax charge of $20 and incorporated the results of that study into its projection of future gross profits.
Additionally, throughout the year, the Company evaluates various aspects of policyholder behavior and will revise its policyholder assumptions if credible emerging data indicates that changes are warranted.
The Company will continue to evaluate its assumptions related to policyholder behavior as initiatives to reduce the size of the annuity business are implemented by management.
Upon completion of an annual assumption study or evaluation of credible new information, the Company will revise its assumptions to reflect its current best estimate.
These assumption revisions will change the projected account values and the related EGPs in the DAC and SIA amortization models, as well as the death and other insurance benefit reserving model.
All assumption changes that affect the estimate of future EGPs including the update of current account values, the use of the RTM estimation technique and policyholder behavior assumptions are considered an Unlock in the period of revision.
An Unlock adjusts DAC, SIA, and death and other insurance benefit reserve balances in the Consolidated Balance Sheets with an offsetting benefit or charge in the Consolidated Statements of Operations in the period of the revision.
An Unlock that results in an after-tax benefit generally occurs as a result of actual experience or future expectations of product profitability being favorable compared to previous estimates.
An Unlock that results in an after-tax charge generally occurs as a result of actual experience or future expectations of product profitability being unfavorable compared to previous estimates.
EGPs are also used to determine the expected excess benefits and assessments included in the measurement of death and other insurance benefit reserves.
These excess benefits and assessments are derived from a range of stochastic scenarios that have been calibrated to the Company’s RTM separate account returns.
The determination of death and other insurance benefit reserves is also impacted by discount rates, lapses, volatilities, mortality assumptions and benefit utilization, including assumptions around annuitization rates.
Market Unlocks In addition to updating assumptions in the fourth quarter of each year, an Unlock revises EGPs, on a quarterly basis, to reflect the Company’s current best estimate assumptions and market updates of policyholder account value.
The Unlock for future separate account returns is determined each quarter.
Under RTM, the expected long-term weighted average rate of return is 8.3%.
The annual return assumed over the next five years of approximately 1.5% was calculated based on the return needed over that period to produce an 8.3% return since March of 2009, the date the Company adopted the RTM estimation technique to project future separate account returns.
Based on the expected trend of policy lapses and annuitizations, the Company expects approximately 50% of its block of variable annuities to run-off in the next 5 years.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td colspan="2"> December 31, 2013</td><td colspan="2"> December 31, 2012</td><td colspan="2"></td><td></td></tr><tr><td> <i>(in millions)</i> </td><td> Carrying Amount</td><td> Estimated Fair Value</td><td> Carrying Amount</td><td> Estimated Fair Value</td><td colspan="2"> Fair Value Hierarchy</td><td></td></tr><tr><td><i>Financial Assets:</i></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Cash and cash equivalents</td><td>$4,390</td><td>$4,390</td><td>$4,606</td><td>$4,606</td><td><sup></sup></td><td>Level 1<sup></sup></td><td><sup>-1</sup></td></tr><tr><td>Accounts receivable</td><td>2,247</td><td>2,247</td><td>2,250</td><td>2,250</td><td><sup></sup></td><td>Level 1<sup></sup></td><td><sup>-2</sup></td></tr><tr><td>Cash and cash equivalents of consolidated VIEs</td><td>161</td><td>161</td><td>297</td><td>297</td><td><sup></sup></td><td>Level 1<sup></sup></td><td><sup>-1</sup></td></tr><tr><td><i>Financial Liabilities:</i></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Accounts payable and accrued liabilities</td><td>1,084</td><td>1,084</td><td>1,055</td><td>1,055</td><td><sup></sup></td><td>Level 1<sup></sup></td><td><sup>-2</sup></td></tr><tr><td>Short-term borrowings</td><td>—</td><td>—</td><td>100</td><td>100</td><td><sup></sup></td><td>Level 1<sup></sup></td><td><sup>-2</sup></td></tr><tr><td>Long-term borrowings</td><td>4,939</td><td>5,284</td><td>5,687</td><td>6,275</td><td><sup></sup></td><td>Level 2<sup></sup></td><td><sup>-3</sup></td></tr></table>
<table><tr><td></td><td>Component Changes in AUM — iShares</td></tr><tr><td><i>(in millions)</i></td><td>12/31/2012</td><td>Net New Business</td><td>Acquisition<sup>-1</sup></td><td>Market / FX</td><td>12/31/2013</td></tr><tr><td>Equity</td><td>$534,648</td><td>$74,119</td><td>$13,021</td><td>$96,347</td><td>$718,135</td></tr><tr><td>Fixed income</td><td>192,852</td><td>-7,450</td><td>1,294</td><td>-7,861</td><td>178,835</td></tr><tr><td>Multi-asset class</td><td>869</td><td>355</td><td>—</td><td>86</td><td>1,310</td></tr><tr><td>Alternatives<sup>-2</sup></td><td>24,337</td><td>-3,053</td><td>1,645</td><td>-6,837</td><td>16,092</td></tr><tr><td>Total <i>iShares</i></td><td>$752,706</td><td>$63,971</td><td>$15,960</td><td>$81,735</td><td>$914,372</td></tr></table>
<table><tr><td></td><td colspan="3">For the years ended December 31,</td></tr><tr><td></td><td>2016</td><td>2015</td><td>2014</td></tr><tr><td>DAC</td><td>$-21</td><td>$69</td><td>$-136</td></tr><tr><td>SIA</td><td>5</td><td>-17</td><td>-35</td></tr><tr><td>Unearned Revenue Reserve ("URR")</td><td>—</td><td>—</td><td>42</td></tr><tr><td>Death and Other Insurance Benefit Reserves</td><td>14</td><td>28</td><td>34</td></tr><tr><td>Total (before tax)</td><td>-2</td><td>80</td><td>-95</td></tr><tr><td>Income tax effect</td><td>-1</td><td>28</td><td>-33</td></tr><tr><td>Total (after-tax)</td><td>$-1</td><td>$52</td><td>$-62</td></tr></table>

Question: What's the total amount of the financial liabilities in carrying amount in the years where Cash and cash equivalents of consolidated VIEs is greater than 200? (in million)
Answer: 6842
Reasoning program: add(1055,100), add(#0,5687)