American International Group, Inc.  and Subsidiaries Management’s Discussion and Analysis of Financial Condition and Results of Operations Continued Domestic Retirement Services Results Domestic Retirement Services results, presented on a sub-product basis for 2007, 2006 and 2005 were as follows:
## Table 0 ##
* Primarily represents runoff annuity business sold through discontinued distribution relationships.2007 and 2006 Comparison Total revenues and operating income for Domestic Retirement Services declined in 2007 compared to 2006 primarily due to increased net realized capital losses.
Net realized capital losses for Domestic Retirement Services increased due to higher other- than-temporary impairmentcharges of$1.2 billion in 2007 compared to $368 million in 2006 and sales to reposition assets in certain investment portfolios for both group retirement products and individual ?xed annuities, as well as from changes in the value of certain individual variable annuity product guarantees and related hedges associated with living bene?t features.
Changes in actuarial estimates, including DAC unlockingsand re?nements to estimates resulting from actuarial valuation system enhance- ments, resulted in a net decrease to operating income of $112 million in 2007.
Group retirement products operating income in 2007 de- creased compared to 2006 primarily as a result of increased net realized capital losses due to higher other-than-temporary impair- mentcharges and an increase in DAC amortization related to both an increase in surrenders and to policy changes adding guaran- teed minimum withdrawal bene?t riders to existing contracts.
Operating income was also negatively affected in 2007 by an $18 million adjustment,primarily re?ecting changes in actuarial estimates from the conversion to a new valuation system.
These were partially offset by higher variable annuity fees which resulted from an increase in separate account assets compared to 2006.
Individual ?xed annuities operating income in 2007 decreased compared to 2006 as a result of net realized capital losses due to higher other-than-temporary impairmentcharges partially offset by increases in partnership income.
The decline in operating income also re?ected higher DAC amortization and sales induce-ment costs related to increased surrenders and a $33 million charge re?ecting changes in actuarial estimates from the conver-
American International Group, Inc. , and Subsidiaries Expected Loss Models — Under this mechanism, the amount of collateral to be posted is determined based on the amount of expected credit losses, generally determined using a rating-agency model.
Negotiated Amount — Under this mechanism, the amount of collateral to be posted is determined based on terms negotiated between AIGFP and the counterparty, which could be a fixed percentage of the notional amount or present value of premiums to be earned by AIGFP.
The following table presents the amount of collateral postings by underlying mechanism as described above with respect to the regulatory capital relief portfolio (prior to consideration of transactions other than the Capital Markets super senior credit default swaps subject to the same Master Agreements) as of the periods ended:
## Table 1 ##
Arbitrage Portfolio — Multi-Sector CDOs In the CDS transactions with physical settlement provisions, in respect of multi-sector CDOs, the standard CSA provisions for the calculation of exposure have been modified, with the exposure amount determined pursuant to an agreed formula that is based on the difference between the net notional amount of such transaction and the market value of the relevant underlying CDO security, rather than the replacement value of the transaction.
As of any date, the ‘‘market value’’ of the relevant CDO security is the price at which a marketplace participant would be willing to purchase such CDO security in a market transaction on such date, while the ‘‘replacement value of the transaction’’ is the cost on such date of entering into a credit default swap transaction with substantially the same terms on the same referenced obligation (e. g. , the CDO security).
In cases where a formula is utilized, a transaction-specific threshold is generally factored into the calculation of exposure, which reduces the amount of collateral required to be posted.
These thresholds typically vary based on the credit ratings of AIG and/or the reference obligations, with greater posting obligations arising in the context of lower ratings.
For the large majority of counterparties to these transactions, the Master Agreement and CSA cover non-CDS transactions (e. g. , interest rate and cross currency swap transactions) as well as CDS transactions.
As a result, the amount of collateral to be posted by AIGFP in relation to the CDS transactions will be added to or offset by the amount, if any, of the exposure AIG has to the counterparty on the non-CDS transactions.
Arbitrage Portfolio — Corporate Debt/CLOs All of the Capital Markets corporate arbitrage-CLO transactions are subject to CSAs.
These transactions are treated the same as other transactions subject to the same Master Agreement and CSA, with the calculation of collateral in accordance with the standard CSA procedures outlined above.
The vast majority of corporate debt transactions are no longer subject to future collateral postings.
In exchange for an upfront payment to an intermediary counterparty, AIGFP has eliminated all future obligations to post collateral on corporate debt transactions that mature after 2011.
Collateral Calls AIGFP has received collateral calls from counterparties in respect of certain super senior credit default swaps, of which a large majority relate to multi-sector CDOs.
To a lesser extent, AIGFP has also received collateral calls in respect of certain super senior credit default swaps entered into by counterparties for regulatory capital relief purposes and in respect of corporate arbitrage.
From time to time, valuation methodologies used and estimates made by counterparties with respect to certain super senior credit default swaps or the underlying reference CDO securities, for purposes of determining the
ITEM 7 / LIQUIDITY AND CAPITAL RESOURCES The following table presents a summary of AIG’s Consolidated Statement of Cash Flows:
## Table 2 ##
Operating Cash Flow Activities Interest payments totaled $4.0 billion in 2012 compared to $9.0 billion in 2011.
Cash paid for interest in 2011 includes the payment of FRBNY Credit Facility accrued compounded interest totaling $6.4 billion.
Excluding interest payments, AIG generated positive operating cash flow of $7.7 billion and $8.9 billion in 2012 and 2011, respectively.
Insurance companies generally receive most premiums in advance of the payment of claims or policy benefits.
The ability of insurance companies to generate positive cash flow is affected by the frequency and severity of losses under their insurance policies, policy retention rates and operating expenses.
Cash provided by AIG Property Casualty operating activities was $1.1 billion in 2012 compared to $1.9 billion in 2011, primarily reflecting the decrease in net premiums written as a result of the continued execution of strategic initiatives to improve business mix and the timing of the cash flows used to pay claims and claims adjustment expenses and the related reinsurance recoveries.
Cash provided by operating activities by AIG Life and Retirement was $2.9 billion in 2012 compared to $2.4 billion in 2011, primarily reflecting efforts to actively manage spread income.
Cash provided by operating activities of discontinued operations of $2.9 billion in 2012 compared to $6.2 billion in 2011, includes ILFC, and in 2011 and 2010, foreign life insurance subsidiaries that were divested in 2011, including Nan Shan, AIG Star and AIG Edison.
Net cash provided by operating activities declined in 2011 compared to 2010, principally due to the following: ?
the cash payment by AIG Parent of $6.4 billion in accrued compounded interest and fees under the FRBNY Credit Facility.
In prior periods, these payments were paid in-kind and did not affect operating cash flows; ?
cash provided by operating activities of foreign life subsidiaries declined by $10.4 billion due to the sale of those subsidiaries (AIA, ALICO, AIG Star, AIG Edison and Nan Shan).
The subsidiaries generated operational cash inflows of $3.4 billion and $13.8 billion in 2011 and 2010, respectively; and ?
the effect of catastrophes and the cession of a large portion of AIG Property Casualty’s net asbestos liabilities in the U. S.  to NICO.
Excluding the impact of the NICO cession and catastrophes, cash provided by AIG’s reportable segments in 2011 is consistent with 2010, as increases in claims paid were offset by increases in premiums collected at the insurance subsidiaries.
Investing Cash Flow Activities Net cash provided by investing activities for 2012 includes the following items: ?
payments received relating to the sale of the underlying assets held by ML II of approximately $1.6 billion; ?
payments of approximately $8.5 billion received in connection with the dispositions of ML III assets by the FRBNY;
ITEM 7 / RESULTS OF OPERATIONS / COMMERCIAL INSURANCE low interest rate environment, partially offset by growth in average assets.
See MD&A – Investments – Life Insurance Companies for additional information on the investment strategy, asset-liability management process and invested assets of our Life Insurance Companies, which include the invested assets of the Institutional Markets business.
General operating expenses in 2014 increased slightly compared to 2013, primarily due to investments in technology.2013 and 2012 Comparison Pre-tax operating income for 2013 increased compared to 2012, due in part to higher net investment income from alternative investments, partially offset by lower base net investment income.
Interest credited to policyholder account balances in 2012 included $110 million of expense resulting from a comprehensive review of reserves for the GIC portfolio.
Results for 2013 included a full year of the growing stable value wrap business, which contributed $31 million to the increase in pre-tax operating income compared to 2012.
Stable value wrap notional assets under management grew to $24.6 billion at December 31, 2013 from $10.4 billion at December 31, 2012, including the notional amount of contracts transferred from an AIG affiliate.
Net investment income for 2013 increased slightly compared to 2012, primarily due to higher net investment income from alternative investments, largely offset by lower income from the base portfolio.
The increase in alternative investment income in 2013 compared to 2012 reflected higher hedge fund income due to favorable equity market conditions.
The decrease in base net income was primarily due to investment of available cash, including proceeds from sales of securities made during 2013 to utilize capital loss carryforwards, at rates below the weighted average yield of the overall portfolio.
General operating expenses in 2013 increased compared to 2012, primarily to support increased volume in the stable value wrap business.
Institutional Markets Premiums, Deposits and Net Flows For Institutional Markets, premiums represent amounts received on traditional life insurance policies and life-contingent payout annuities or structured settlements.
Premiums and deposits is a non-GAAP financial measure that includes direct and assumed premiums as well as deposits received on universal life insurance and investment-type annuity contracts, including GICs and stable value wrap funding agreements.
The following table presents a reconciliation of Institutional Markets premiums and deposits to GAAP premiums:
## Table 3 ##
The decrease in premiums in 2014 compared to 2013 was primarily due to a high volume of single-premium products sold in 2013, including life-contingent payout annuities.
Sales of these products decreased in 2014 compared to 2013 due to a more competitive environment as well as continued low interest rates.
The increase in deposits in 2014 compared to 2013 included a $2.5 billion deposit to the separate accounts of one of the Life Insurance Companies for a stable value wrap funding agreement.
The majority of stable value wrap sales are measured based on the notional amount included in assets under management, but do not include the receipt of funds that would be included in premiums and deposits.
The increase in deposits in 2014 compared to 2013 also reflected a $450 million GIC issued in 2014.
The increase in premiums in 2013 compared to 2012 reflected a high volume of single-premium product sales in 2013, including structured settlements with life contingencies and terminal funding annuities.
The increase in deposits in 2013 compared to 2012 reflected strong sales of high net worth products, primarily private placement variable annuities.

Tables referenced above, in order (Table 0 first):
<table><tr><td><i>(in millions)</i></td><td>Premiums and Other Considerations</td><td>Net Investment Income</td><td>Net Realized Capital Gains (Losses)</td><td>Total Revenues</td><td>Operating Income</td></tr><tr><td> 2007</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Group retirement products</td><td>$446</td><td>$2,280</td><td>$-451</td><td>2,275</td><td>$696</td></tr><tr><td>Individual fixed annuities</td><td>96</td><td>3,664</td><td>-829</td><td>2,931</td><td>530</td></tr><tr><td>Individual variable annuities</td><td>627</td><td>166</td><td>-45</td><td>748</td><td>122</td></tr><tr><td>Individual annuities — runoff*</td><td>21</td><td>387</td><td>-83</td><td>325</td><td>-1</td></tr><tr><td>Total</td><td>$1,190</td><td>$6,497</td><td>$-1,408</td><td>$6,279</td><td>$1,347</td></tr><tr><td>2006</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Group retirement products</td><td>$386</td><td>$2,279</td><td>$-144</td><td>$2,521</td><td>$1,017</td></tr><tr><td>Individual fixed annuities</td><td>122</td><td>3,581</td><td>-257</td><td>3,446</td><td>1,036</td></tr><tr><td>Individual variable annuities</td><td>531</td><td>202</td><td>5</td><td>738</td><td>193</td></tr><tr><td>Individual annuities — runoff*</td><td>18</td><td>426</td><td>-8</td><td>436</td><td>77</td></tr><tr><td>Total</td><td>$1,057</td><td>$6,488</td><td>$-404</td><td>$7,141</td><td>$2,323</td></tr><tr><td>2005</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Group retirement products</td><td>$351</td><td>$2,233</td><td>$-67</td><td>$2,517</td><td>$1,055</td></tr><tr><td>Individual fixed annuities</td><td>97</td><td>3,346</td><td>-214</td><td>3,229</td><td>858</td></tr><tr><td>Individual variable annuities</td><td>467</td><td>217</td><td>4</td><td>688</td><td>189</td></tr><tr><td>Individual annuities — runoff*</td><td>22</td><td>430</td><td>—</td><td>452</td><td>62</td></tr><tr><td>Total</td><td>$937</td><td>$6,226</td><td>$-277</td><td>$6,886</td><td>$2,164</td></tr><tr><td> Percentage Increase/(Decrease) 2007 vs. 2006:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Group retirement products</td><td>16%</td><td>—%</td><td>—%</td><td>-10%</td><td>-32%</td></tr><tr><td>Individual fixed annuities</td><td>-21</td><td>2</td><td>—</td><td>-15</td><td>-49</td></tr><tr><td>Individual variable annuities</td><td>18</td><td>-18</td><td>—</td><td>1</td><td>-37</td></tr><tr><td>Individual annuities — runoff</td><td>17</td><td>-9</td><td>—</td><td>-25</td><td>—</td></tr><tr><td>Total</td><td>13%</td><td>—%</td><td>—%</td><td>-12%</td><td>-42%</td></tr><tr><td>Percentage Increase/(Decrease) 2006 vs. 2005:</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Group retirement products</td><td>10%</td><td>2%</td><td>—%</td><td>—%</td><td>-4%</td></tr><tr><td>Individual fixed annuities</td><td>26</td><td>7</td><td>—</td><td>7</td><td>21</td></tr><tr><td>Individual variable annuities</td><td>14</td><td>-7</td><td>25</td><td>7</td><td>2</td></tr><tr><td>Individual annuities — runoff</td><td>-18</td><td>-1</td><td>—</td><td>-4</td><td>24</td></tr><tr><td>Total</td><td>13%</td><td>4%</td><td>—%</td><td>4%</td><td>7%</td></tr></table>
<table><tr><td><i>(in millions)</i></td><td>December 31, 2009</td><td>December 31, 2010</td><td>February 16, 2011</td></tr><tr><td>Reference to market indices</td><td>$60</td><td>$19</td><td>$10</td></tr><tr><td>Expected loss models</td><td>20</td><td>-</td><td>-</td></tr><tr><td>Negotiated amount</td><td>230</td><td>217</td><td>216</td></tr><tr><td>Total</td><td>$310</td><td>$236</td><td>$226</td></tr></table>
<table><tr><td>  Years Ended December 31, <i>(in millions)</i> </td><td>2012</td><td>2011</td><td>2010</td></tr><tr><td>Summary:</td><td></td><td></td><td></td></tr><tr><td>Net cash provided by (used in) operating activities</td><td>$3,676</td><td>$-81</td><td>$16,597</td></tr><tr><td>Net cash provided by (used in) investing activities</td><td>16,612</td><td>36,448</td><td>-9,912</td></tr><tr><td>Net cash used in financing activities</td><td>-20,564</td><td>-36,926</td><td>-9,261</td></tr><tr><td>Effect of exchange rate changes on cash</td><td>16</td><td>29</td><td>39</td></tr><tr><td>Decrease in cash</td><td>-260</td><td>-530</td><td>-2,537</td></tr><tr><td>Cash at beginning of year</td><td>1,474</td><td>1,558</td><td>4,400</td></tr><tr><td>Change in cash of businesses held for sale</td><td>-63</td><td>446</td><td>-305</td></tr><tr><td>Cash at end of year</td><td>$1,151</td><td>$1,474</td><td>$1,558</td></tr></table>
<table><tr><td><i>(in millions)</i></td><td>2014</td><td>2013</td><td>2012</td></tr><tr><td>Premiums and deposits</td><td>$3,797</td><td>$991</td><td>$774</td></tr><tr><td>Deposits</td><td>-3,344</td><td>-354</td><td>-289</td></tr><tr><td>Other</td><td>-21</td><td>-27</td><td>-27</td></tr><tr><td>Premiums</td><td>$432</td><td>$610</td><td>$458</td></tr></table>

Question: What is the sum of Premiums in 2012 and Negotiated amount in 2011? (in million)
Answer: 674
Reasoning program: add(458,216)