Net Income (Loss) Per Common Share Basic net income (loss) per common share is computed by dividing net income (loss) attributable to common shareholders, less dividends on share-based awards expected to vest, by the weighted average number of common shares outstanding for the period.
Diluted net income (loss) per common share is computed by dividing the sum of basic net income (loss) attributable to common shareholders and the noncontrolling interest in earnings allocable to Units not owned by us (to the extent the Units are dilutive), by the sum of the weighted average number of common shares outstanding and, to the extent they are dilutive, limited partnership Units outstanding, as well as any potential dilutive securities for the period.
During the first quarter of 2009, we adopted a new accounting standard (FASB ASC 260-10) on participating securities, which we have applied retrospectively to prior period calculations of basic and diluted earnings per common share.
Pursuant to this new standard, certain of our share-based awards are considered participating securities because they earn dividend equivalents that are not forfeited even if the underlying award does not vest.
The following table reconciles the components of basic and diluted net income (loss) per common share (in thousands):
## Table 0 ##
(1) The partnership Units are anti-dilutive for the year ended December 31, 2009, as a result of the net loss for that period.
Therefore, 6,687 Units (in thousands) are excluded from the weighted average number of common shares and potential dilutive securities for the year ended December 31, 2009 and $11,099 noncontrolling interest in earnings of common unitholders (in thousands) is excluded from diluted net loss attributable to common shareholders for the year ended December 31, 2009.
(2) Excludes (in thousands of shares) 7,872; 8,219 and 1,144 of anti-dilutive shares for the years ended December 31, 2009, 2008 and 2007, respectively related to stock-based compensation plans.
Also excludes (in thousands of shares) the Exchangeable Notes that have 8,089; 11,771 and 11,751 of anti-dilutive shares for the years ended December 31, 2009, 2008 and 2007, respectively.
Federal Income Taxes We have elected to be taxed as a real estate investment trust (“REIT”) under the Internal Revenue Code of 1986, as amended.
To qualify as a REIT, we must meet a number of organizational and operational requirements, including a requirement to distribute at least 90% of our adjusted taxable income to our stockholders.
Management intends to continue to adhere to these requirements and to maintain our REIT status.
As a REIT, we are entitled to a tax deduction for some or all of the dividends we pay to shareholders.
Accordingly, we generally will not be subject to federal income taxes as long as we distribute an amount equal to or in excess of our taxable income currently to shareholders.
We are also generally subject to federal income taxes on any taxable income that is not currently distributed to our shareholders.
If we fail to qualify as a REIT in any taxable year, we will be subject to federal income taxes and may not be able to qualify as a REIT for four subsequent taxable years.
REIT qualification reduces, but does not eliminate, the amount of state and local taxes we pay.
In addition, our financial statements include the operations of taxable corporate subsidiaries that are not entitled to a dividends paid deduction and are subject to corporate federal, state and local income taxes.
As a REIT, we may also be subject to certain federal excise taxes if we engage in certain types of transactions.
Financial Statements, Note 4, Variable Interest Entities.
’’ We do not have a direct or contingent obligation related to our unconsolidated variable interest entities (‘‘VIE’’) other than described below.
Guarantees and Indemnifications.
For guarantee and indemnification information, see Item 8.
‘‘Financial Statements and Supplementary Data, Notes to Consolidated Financial Statements, Note 13, Contingencies, Guarantees and Indemnifications’’ under the caption, ‘‘Guarantees and Indemnifications.
’’ Financial Strength Rating and Credit Ratings Our ratings are influenced by the relative ratings of our peers/competitors as well as many other factors including our operating and financial performance, asset quality, liquidity, asset/liability management, overall portfolio mix, financial leverage (i. e. , debt), risk exposures, operating leverage, ratings and other factors.
NRSROs publish financial strength ratings on U. S.  life insurance companies that are indicators of an insurance company’s ability to meet contractholder and policyholder obligations.
NRSROs also assign credit ratings on non-life insurance entities, such as PFG and PFS.
Credit ratings are indicators of a debt issuer’s ability to meet the terms of debt obligations in a timely manner, and are important factors in overall funding profile and ability to access external capital.
Such ratings are not a recommendation to buy, sell or hold securities.
Ratings are subject to revision or withdrawal at any time by the assigning NRSRO.
Each of A. M.  Best Company, Inc. , Fitch Ratings Ltd. , Moody’s Investors Service, and Standard & Poor’s revised its outlook for the U. S.  life insurance sector to negative from stable in mid-to-late 2008.
This negative outlook is still in place as of year end 2009.
Of the many issues cited, the negative outlook was primarily based on expectations for higher-than-normal credit losses, negative impact of the volatile equity market on earnings and reduced financial flexibility.
These outlook revisions resulted in an increased review of the U. S.  life insurance sector by the major independent rating organizations.
As a result, there have been and will continue to be changes in the benchmarks for capital, liquidity, earnings and other factors used by these NRSROs that are critical to a ratings assignment at a particular rating level.
As a reflection of the change by the rating agencies of their view of the market and the impact on life insurance companies, Principal Life experienced negative rating actions by the agencies in the first quarter of 2009.
In the second quarter of 2009, there were positive actions taken on Principal Life’s rating outlook subsequent to the issuance of equity and debt.
On May 13, 2009, S&P affirmed Principal Life’s insurance financial strength rating of A+ and changed the outlook to positive from stable.
Similarly, on May 13, 2009, Fitch affirmed Principal Life’s insurance financial strength rating of AA , and changed the outlook to negative from rating watch negative.
This rating was reaffirmed on February 16, 2010.
Fitch maintains the negative outlook on the rating.
Further, on May 20, 2009, Moody’s affirmed Principal Life’s insurance financial strength rating of Aa3 and changed the outlook to stable from negative.
This rating was reaffirmed on November 25, 2009.
AM Best maintains the negative outlook on Principal Life’s insurance financial strength rating of A+.
The changes in the outlook on Principal Life’s ratings indicate the positive view that the agencies have on our debt and equity issuances; however, the agencies still have concerns about the potential impact of the economic turmoil on Principal Life’s financial flexibility.
In July 2009, PNLIC financial strength ratings were publicly announced.
PNLIC has been established to write individual life insurance products in 49 states.
Initially only fixed products will be sold, with variable products being added at a later date.
The following table summarizes our significant financial strength and debt ratings from the major independent rating organizations.
The debt ratings shown are indicative ratings.
Outstanding issuances are rated the same as indicative ratings unless otherwise noted.
Actual ratings can differ from indicative ratings based on contractual terms.
## Table 1 ##
(1) Moody’s has rated Principal Financial Group’s senior debt issuance ‘‘A3’’ (2) S&P has rated Principal Financial Group’s preferred stock issuance ‘‘BB+’’ Impacts of Income Taxes For income tax information, see Item 8.
‘‘Financial Statements and Supplementary Data, Notes to Consolidated Financial Statements, Note 11, Income Taxes.
’’
The following table presents credit quality and year of issuance (‘‘vintage’’) for our CMBS:
## Table 2 ##
(1) As of December 31, 2009, 41% of the 2006 vintage are rated AAA and 3% are rated AA, and 23% of the 2007 vintage are rated AAA and 3% are rated AA.
(2) Consists of agency multi-family mortgage-backed securities.
The following table presents our exposure to ABS home equity portfolio supported by subprime first lien mortgages by credit quality and vintage:
## Table 3 ##
Fixed Maturity Securities Watch List.
We monitor any decline in the credit quality of fixed maturity securities through the designation of ‘‘problem securities,’’ ‘‘potential problem securities’’ and ‘‘restructured securities’’.
We define problem securities in our fixed maturity portfolio as securities: (i) as to which principal and/or interest payments are in default or where default is perceived to be imminent in the near term, or (ii) issued by a company that went into bankruptcy subsequent to the acquisition of such securities.
We define potential problem securities in our fixed maturity portfolio as securities included on an internal ‘‘watch list’’ for which management has concerns as to the ability of the issuer to comply with the present debt payment terms and which may result in the security becoming a problem or being restructured.
The decision whether to classify a performing fixed maturity security as a potential problem involves significant subjective judgments by our management as to the likely future industry conditions and developments with respect to the issuer.
We define restructured securities in our fixed maturity portfolio as securities where a concession has been granted to the borrower related to the borrower’s financial difficulties that would not have otherwise been considered.
We determine that restructures should occur in those instances where greater economic value will be realized under the new terms than through liquidation or other disposition and may involve a change in contractual cash flows.
If, at the time of restructure, the present value of the new future cash flows is less than the current cost of the asset being restructured, a realized capital loss is recorded in net income and a new cost basis is established.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td>2009</td><td>2008</td><td>2007</td></tr><tr><td>Net income (loss) attributable to common shareholders</td><td>$-333,601</td><td>$50,408</td><td>$211,942</td></tr><tr><td>Less: Dividends on share-based awards expected to vest</td><td>-1,759</td><td>-1,631</td><td>-1,149</td></tr><tr><td>Basic net income (loss) attributable to common shareholders</td><td>-335,360</td><td>48,777</td><td>210,793</td></tr><tr><td>Noncontrolling interest in earnings of common unitholders -1</td><td>-</td><td>2,640</td><td>13,998</td></tr><tr><td>Diluted net income (loss) attributable to common shareholders</td><td>$-335,360</td><td>$51,417</td><td>$224,791</td></tr><tr><td>Weighted average number of common shares outstanding</td><td>201,206</td><td>146,915</td><td>139,255</td></tr><tr><td>Weighted average partnership Units outstanding</td><td>-</td><td>7,619</td><td>9,204</td></tr><tr><td>Other potential dilutive shares -2</td><td>-</td><td>19</td><td>791</td></tr><tr><td>Weighted average number of common shares and potential dilutive securities</td><td>201,206</td><td>154,553</td><td>149,250</td></tr></table>
<table><tr><td> </td><td> A.M. Best</td><td> Fitch</td><td> Standard & Poor's</td><td> Moody's</td></tr><tr><td> Principal Financial Group</td><td></td><td></td><td></td><td></td></tr><tr><td>Senior Unsecured Debt -1</td><td></td><td></td><td>BBB+</td><td>Baa1</td></tr><tr><td>Preferred Stock -2</td><td></td><td></td><td>BBB-</td><td>Baa3</td></tr><tr><td> Principal Financial Services</td><td></td><td></td><td></td><td></td></tr><tr><td>Senior Unsecured Debt</td><td></td><td></td><td>BBB+</td><td></td></tr><tr><td>Commercial Paper</td><td></td><td>F-1</td><td>A-2</td><td>P-2</td></tr><tr><td> Principal Life Insurance Company</td><td></td><td></td><td></td><td></td></tr><tr><td>Insurer Financial Strength</td><td>A+</td><td>AA-</td><td>A+</td><td>Aa3</td></tr><tr><td>Enterprise Risk Management Rating</td><td></td><td></td><td>Strong</td><td></td></tr><tr><td> Principal National Life Insurance Company</td><td></td><td></td><td></td><td></td></tr><tr><td>Insurer Financial Strength</td><td>A+</td><td>AA-</td><td>A+</td><td>Aa3</td></tr></table>
<table><tr><td> </td><td colspan="2"> December 31, 2009</td><td colspan="2"> December 31, 2008</td></tr><tr><td> </td><td> Amortized cost</td><td> Carrying amount</td><td> Amortized cost</td><td> Carrying amount</td></tr><tr><td> </td><td colspan="4"><i>(in millions)</i> </td></tr><tr><td> Lowest agency rating</td><td></td><td></td><td></td><td></td></tr><tr><td>AAA</td><td>$2,085.7</td><td>$2,019.9</td><td>$3,558.3</td><td>$2,757.0</td></tr><tr><td>AA</td><td>377.0</td><td>331.9</td><td>812.7</td><td>373.4</td></tr><tr><td>A</td><td>615.7</td><td>471.0</td><td>673.0</td><td>270.8</td></tr><tr><td>BBB</td><td>684.1</td><td>443.4</td><td>555.3</td><td>179.7</td></tr><tr><td>BB and below</td><td>1,138.7</td><td>336.7</td><td>86.0</td><td>26.2</td></tr><tr><td> Total by lowest agency rating</td><td>$4,901.2</td><td>$3,602.9</td><td>$5,685.3</td><td>$3,607.1</td></tr><tr><td>  Vintage</td><td></td><td></td><td></td><td></td></tr><tr><td>2003 and prior</td><td>$1,340.6</td><td>$1,216.6</td><td>$1,888.6</td><td>$1,587.2</td></tr><tr><td>2004</td><td>533.3</td><td>431.2</td><td>586.3</td><td>393.5</td></tr><tr><td>2005</td><td>833.4</td><td>624.4</td><td>913.6</td><td>547.9</td></tr><tr><td>2006 -1</td><td>525.7</td><td>336.2</td><td>563.4</td><td>282.8</td></tr><tr><td>2007 -1</td><td>1,543.4</td><td>903.7</td><td>1,642.3</td><td>750.4</td></tr><tr><td>2008</td><td>90.8</td><td>57.2</td><td>91.1</td><td>45.3</td></tr><tr><td>2009 -2</td><td>34.0</td><td>33.6</td><td>—</td><td>—</td></tr><tr><td> Total by vintage</td><td>$4,901.2</td><td>$3,602.9</td><td>$5,685.3</td><td>$3,607.1</td></tr></table>
<table><tr><td> </td><td colspan="2"> December 31, 2009</td><td colspan="2"> December 31, 2008</td></tr><tr><td> </td><td> Amortized cost</td><td> Carrying amount</td><td> Amortized cost</td><td> Carrying amount</td></tr><tr><td> </td><td colspan="4"><i>(in millions)</i> </td></tr><tr><td> Lowest agency rating</td><td></td><td></td><td></td><td></td></tr><tr><td>AAA</td><td>$130.2</td><td>$104.7</td><td>$281.8</td><td>$201.5</td></tr><tr><td>AA</td><td>98.5</td><td>68.1</td><td>94.0</td><td>56.0</td></tr><tr><td>A</td><td>16.4</td><td>12.3</td><td>47.6</td><td>28.2</td></tr><tr><td>BBB</td><td>51.5</td><td>33.5</td><td>89.3</td><td>43.8</td></tr><tr><td>BB and below</td><td>190.5</td><td>95.4</td><td>32.4</td><td>17.2</td></tr><tr><td>Total by lowest agency rating</td><td>$487.1</td><td>$314.0</td><td>$545.1</td><td>$346.7</td></tr><tr><td> Vintage</td><td></td><td></td><td></td><td></td></tr><tr><td>2003 and prior</td><td>$238.6</td><td>$169.9</td><td>$270.2</td><td>$197.9</td></tr><tr><td>2004</td><td>82.7</td><td>61.5</td><td>91.1</td><td>53.7</td></tr><tr><td>2005</td><td>95.3</td><td>44.2</td><td>101.8</td><td>54.9</td></tr><tr><td>2006</td><td>16.7</td><td>7.8</td><td>18.8</td><td>10.3</td></tr><tr><td>2007</td><td>53.8</td><td>30.6</td><td>63.2</td><td>29.9</td></tr><tr><td>Total by vintage</td><td>$487.1</td><td>$314.0</td><td>$545.1</td><td>$346.7</td></tr></table>

Question: What was the total amount of elements for Amortized cost in the range of 100 and 200 in 2009? (in million)
Answer: 320.7
Reasoning program: add(130.2,190.5)