EXHIBIT 99.1 NATIONWIDE LIFE INSURANCE COMPANY CONDENSED CONSOLIDATED BALANCE SHEETS AS OF AS OF MARCH 31, DECEMBER 31, (IN U.S.$ MILLIONS) 2002 2001 ----------- ----------- (UNAUDITED) ASSETS Invested assets ............................ $ 27,917.5 $ 27,477.3 Deferred policy acquisition costs .......... 3,301.8 3,189.0 Other assets ............................... 1,052.8 975.3 Assets held in separate accounts ........... 59,997.8 59,513.0 ----------- ----------- $ 92,269.9 $ 91,154.6 =========== =========== LIABILITIES AND SHAREHOLDER'S EQUITY Future policy benefits and claims .......... $ 26,092.1 $ 25,216.0 Short-term borrowings ...................... 279.9 100.0 Other liabilities .......................... 2,250.2 2,607.9 Liabilities related to separate accounts.... 59,997.8 59,513.0 ----------- ----------- 88,620.0 87,436.9 Shareholder's equity ....................... 3,649.9 3,717.7 ----------- ----------- $ 92,269.9 $ 91,154.6 =========== =========== 1 NATIONWIDE LIFE INSURANCE COMPANY CONDENSED CONSOLIDATED STATEMENTS OF INCOME THREE MONTHS ENDED MARCH 31, ------------------------- (IN U.S.$ MILLIONS) 2002 2001 -------- -------- (UNAUDITED) (UNAUDITED) REVENUES Policy charges ......................................... $ 256.5 $ 267.7 Life insurance premiums ................................ 60.7 63.9 Net investment income .................................. 439.2 422.9 Net realized losses on investments: Unrelated parties ................................... (4.1) (3.9) Related party ................................... -- -- Other .................................................. 5.2 5.9 -------- -------- 757.5 756.5 -------- -------- BENEFITS AND EXPENSES Interest credited to policyholder account balances ..... 293.9 301.2 Other benefits and claims .............................. 72.5 65.0 Policyholder dividends on participating policies ....... 11.7 10.5 Amortization of deferred policy acquisition costs ...... 83.5 92.9 Interest expense on short-term borrowings .............. 5.7 2.3 Other operating expenses ............................... 138.2 115.6 -------- -------- 605.5 587.5 -------- -------- Income before federal income tax expense and cumulative effect of adoption of accounting principles .......................................... 152.0 169.0 Federal income tax expense ............................. 40.4 44.6 -------- -------- Income before cumulative effect of adoption of accounting principles ............................... 111.6 124.4 Cumulative effect of adoption of accounting principles, net of tax .............................. -- (4.8) -------- -------- Net income ........................................ $ 111.6 $ 119.6 ======== ======== 2