The agencies consider many factors in determining the final rating of an insurance company.
One consideration is the relative level of statutory surplus necessary to support the business written.
Statutory surplus represents the capital of the insurance company reported in accordance with accounting practices prescribed by the applicable state insurance department.
See Part I, Item 1A.
Risk Factors — “Downgrades in our financial strength or credit ratings, which may make our products less attractive, could increase our cost of capital and inhibit our ability to refinance our debt, which would have a material adverse effect on our business, financial condition, results of operations and liquidity.
” Statutory Surplus The table below sets forth statutory surplus for the Company’s insurance companies as of December 31, 2014 and 2013:
## Table 0 ##
Statutory capital and surplus for the U. S.  life insurance subsidiaries, including domestic captive insurance subsidiaries in 2013, increased by $518, primarily due to variable annuity surplus impacts of $788, net income from non-variable annuity business of $187, increases in unrealized gains from other invested assets carrying values of $138, partially offset by returns of capital of $500, and changes in reserves on account of change in valuation basis of $100.
Effective April 30, 2014 the last domestic captive ceased operations.
Statutory capital and surplus for the property and casualty insurance increased by $47, primarily due to statutory net income of $1.1 billion, and unrealized gains on investments of $1.4 billion, largely offset by dividends to the HFSG Holding Company of $2.5 billion.
The Company also held regulatory capital and surplus for its former operations in Japan until the sale of those operations on June 30, 2014.
Under the accounting practices and procedures governed by Japanese regulatory authorities, the Company’s statutory capital and surplus was $1.2 billion as of December 31, 2013.
Management’s Discussion and Analysis of Financial Condition and Results of Operations 91 2016 Annual Report Exposure to CMBS Bonds as of December 31, 2016
## Table 1 ##
Exposure to CMBS Bonds as of December 31, 2015
## Table 2 ##
[1]	The vintage year represents the year the pool of loans was originated.
The Company also has exposure to CRE CDOs with an amortized cost and fair value of $18 and $48, respectively, as of December 31, 2016, and $91 and $132, respectively, as of December 31, 2015.
These securities are comprised of pools of commercial mortgage loans or equity positions of other CMBS securitizations.
In addition to CMBS bonds and CRE CDOs, the Company has exposure to commercial mortgage loans as presented in the following table.
These loans are collateralized by a variety of commercial properties and are diversified both geographically throughout the United States and by property type.
These loans are primarily in the form of whole loans, where the Company is the sole lender, but may include participations.
Loan participations are loans where the Company has purchased or retained a portion of an outstanding loan or package of loans and participates on a prorata basis in collecting interest and principal pursuant to the terms of the participation agreement.
In general, A-Note participations have senior payment priority, followed by B-Note participations.
As of December 31, 2016, loans within the Company’s mortgage loan portfolio that have had extensions or restructurings, other than what is allowable under the original terms of the contract, are immaterial.
THE HARTFORD FINANCIAL SERVICES GROUP, INC.  Notes to Consolidated Financial Statements6.
Investments (CONTINUED) Most of the securities depressed for twelve months or more relate to corporate securities concentrated in the financial services and energy sectors, student loan ABS, and structured securities with exposure to commercial real estate.
Corporate financial services securities and student loan ABS were primarily depressed because the securities have floating-rate coupons and have long-dated maturities, and current credit spreads are wider than when these securities were purchased.
Corporate securities within the energy sector are primarily depressed due to a lower level of oil prices.
For certain commercial real estate securities, current market spreads are wider than spreads at the securities’ respective purchase dates.
The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined in the preceding discussion.
Mortgage Loans Mortgage Loan Valuation Allowances Commercial mortgage loans are considered to be impaired when management estimates that, based upon current information and events, it is probable that the Company will be unable to collect amounts due according to the contractual terms of the loan agreement.
The Company reviews mortgage loans on a quarterly basis to identify potential credit losses.
Among other factors, management reviews current and projected macroeconomic trends, such as unemployment rates, and property-specific factors such as rental rates, occupancy levels, LTV ratios and debt service coverage ratios (“DSCR”).
In addition, the Company considers historical, current and projected delinquency rates and property values.
Estimates of collectibility require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates.
In addition, cash flow projections may change based upon new information about the borrower’s ability to pay and/or the value of underlying collateral such as changes in projected property value estimates.
For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and estimated value.
The mortgage loan’s estimated value is most frequently the Company’s share of the fair value of the collateral but may also be the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate or (b) the loan’s observable market price.
A valuation allowance may be recorded for an individual loan or for a group of loans that have an LTV ratio of 90% or greater, a low DSCR or have other lower credit quality characteristics.
Changes in valuation allowances are recorded in net realized capital gains and losses.
Interest income on impaired loans is accrued to the extent it is deemed collectible and the borrowers continue to make payments under the original or restructured loan terms.
The Company stops accruing interest income on loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement.
The company resumes accruing interest income when it determines that sufficient collateral exists to satisfy the full amount (continued) of the loan principal and interest payments and when it is probable cash will be received in the foreseeable future.
Interest income on defaulted loans is recognized when received.
As of December 31, 2016, commercial mortgage loans had an amortized cost of $5.7 billion, with a valuation allowance of $19 and a carrying value of $5.7 billion.
As of December 31, 2015, commercial mortgage loans had an amortized cost of $5.6 billion, with a valuation allowance of $23 and a carrying value of $5.6 billion.
Amortized cost represents carrying value prior to valuation allowances, if any.
As of December 31, 2016 and 2015, the carrying value of mortgage loans that had a valuation allowance was $31 and $82, respectively.
There were no mortgage loans held-for-sale as of December 31, 2016 or December 31, 2015.
As of December 31, 2016, the Company had an immaterial amount of mortgage loans that have had extensions or restructurings other than what is allowable under the original terms of the contract.
The following table presents the activity within the Company’s valuation allowance for mortgage loans.
These loans have been evaluated both individually and collectively for impairment.
Loans evaluated collectively for impairment are immaterial.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td>2014</td><td>2013</td></tr><tr><td>U.S. life insurance subsidiaries, includes domestic captive insurance subsidiaries in 2013</td><td>$7,157</td><td>$6,639</td></tr><tr><td>Property and casualty insurance subsidiaries</td><td>8,069</td><td>8,022</td></tr><tr><td>Total</td><td>$15,226</td><td>$14,661</td></tr></table>
<table><tr><td></td><td colspan="2">AAA</td><td colspan="2">AA</td><td colspan="2">A</td><td colspan="2">BBB</td><td colspan="2">BB and Below</td><td colspan="2">Total</td></tr><tr><td>Vintage Year [1]</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td></tr><tr><td>2005 & Prior</td><td>$111</td><td>$120</td><td>$49</td><td>$55</td><td>$3</td><td>$3</td><td>$5</td><td>$5</td><td>$1</td><td>$1</td><td>$169</td><td>$184</td></tr><tr><td>2006</td><td>10</td><td>11</td><td>5</td><td>5</td><td>2</td><td>2</td><td>4</td><td>4</td><td>—</td><td>—</td><td>21</td><td>22</td></tr><tr><td>2007</td><td>122</td><td>127</td><td>83</td><td>83</td><td>97</td><td>97</td><td>5</td><td>5</td><td>21</td><td>21</td><td>328</td><td>333</td></tr><tr><td>2008</td><td>35</td><td>36</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>35</td><td>36</td></tr><tr><td>2009</td><td>11</td><td>11</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>11</td><td>11</td></tr><tr><td>2010</td><td>18</td><td>19</td><td>8</td><td>8</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>26</td><td>27</td></tr><tr><td>2011</td><td>55</td><td>59</td><td>—</td><td>—</td><td>13</td><td>13</td><td>2</td><td>2</td><td>—</td><td>—</td><td>70</td><td>74</td></tr><tr><td>2012</td><td>40</td><td>41</td><td>6</td><td>6</td><td>30</td><td>30</td><td>20</td><td>18</td><td>—</td><td>—</td><td>96</td><td>95</td></tr><tr><td>2013</td><td>16</td><td>17</td><td>95</td><td>99</td><td>110</td><td>113</td><td>4</td><td>4</td><td>—</td><td>—</td><td>225</td><td>233</td></tr><tr><td>2014</td><td>301</td><td>309</td><td>64</td><td>65</td><td>72</td><td>70</td><td>1</td><td>1</td><td>—</td><td>—</td><td>438</td><td>445</td></tr><tr><td>2015</td><td>210</td><td>210</td><td>200</td><td>198</td><td>207</td><td>206</td><td>87</td><td>87</td><td>—</td><td>—</td><td>704</td><td>701</td></tr><tr><td>2016</td><td>132</td><td>130</td><td>249</td><td>242</td><td>113</td><td>113</td><td>64</td><td>64</td><td>—</td><td>—</td><td>558</td><td>549</td></tr><tr><td>Total</td><td>$1,061</td><td>$1,090</td><td>$759</td><td>$761</td><td>$647</td><td>$647</td><td>$192</td><td>$190</td><td>$22</td><td>$22</td><td>$2,681</td><td>$2,710</td></tr><tr><td>Credit protection</td><td colspan="2">33.3%</td><td colspan="2">22.4%</td><td colspan="2">18.0%</td><td colspan="2">16.2%</td><td colspan="2">32.5%</td><td colspan="2">25.3%</td></tr></table>
<table><tr><td></td><td colspan="2">AAA</td><td colspan="2">AA</td><td colspan="2">A</td><td colspan="2">BBB</td><td colspan="2">BB and Below</td><td colspan="2">Total</td></tr><tr><td>Vintage Year [1]</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td><td>Amortized Cost</td><td>Fair Value</td></tr><tr><td>2005 & Prior</td><td>$110</td><td>$119</td><td>$77</td><td>$83</td><td>$5</td><td>$5</td><td>$5</td><td>$5</td><td>$2</td><td>$2</td><td>$199</td><td>$214</td></tr><tr><td>2006</td><td>149</td><td>151</td><td>102</td><td>104</td><td>140</td><td>141</td><td>61</td><td>62</td><td>22</td><td>22</td><td>474</td><td>480</td></tr><tr><td>2007</td><td>202</td><td>206</td><td>170</td><td>178</td><td>81</td><td>83</td><td>20</td><td>20</td><td>51</td><td>52</td><td>524</td><td>539</td></tr><tr><td>2008</td><td>37</td><td>38</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>37</td><td>38</td></tr><tr><td>2009</td><td>11</td><td>11</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>11</td><td>11</td></tr><tr><td>2010</td><td>18</td><td>19</td><td>8</td><td>8</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>—</td><td>26</td><td>27</td></tr><tr><td>2011</td><td>55</td><td>59</td><td>—</td><td>—</td><td>—</td><td>—</td><td>23</td><td>23</td><td>—</td><td>—</td><td>78</td><td>82</td></tr><tr><td>2012</td><td>40</td><td>40</td><td>6</td><td>6</td><td>26</td><td>26</td><td>33</td><td>32</td><td>—</td><td>—</td><td>105</td><td>104</td></tr><tr><td>2013</td><td>16</td><td>16</td><td>95</td><td>97</td><td>79</td><td>80</td><td>9</td><td>10</td><td>1</td><td>1</td><td>200</td><td>204</td></tr><tr><td>2014</td><td>329</td><td>335</td><td>58</td><td>58</td><td>69</td><td>68</td><td>6</td><td>6</td><td>2</td><td>2</td><td>464</td><td>469</td></tr><tr><td>2015</td><td>201</td><td>197</td><td>163</td><td>158</td><td>172</td><td>165</td><td>71</td><td>66</td><td>—</td><td>—</td><td>607</td><td>586</td></tr><tr><td>Total</td><td>$1,168</td><td>$1,191</td><td>$679</td><td>$692</td><td>$572</td><td>$568</td><td>$228</td><td>$224</td><td>$78</td><td>$79</td><td>$2,725</td><td>$2,754</td></tr><tr><td>Credit protection</td><td colspan="2">32.9%</td><td colspan="2">25.8%</td><td colspan="2">18.4%</td><td colspan="2">16.6%</td><td colspan="2">18.7%</td><td colspan="2">26.3%</td></tr></table>

Question: what was the average statutory surplus for the company 2019s insurance companies for u.s . life insurance subsidiaries including domestic captive insurance subsidiaries from 2012 to 2013
Answer: 6898
Reasoning program: add(7157,6639), divide(#0,const_2)