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Equitable Financial Life Insurance Co. – ‘POS AM’ on 9/15/22

On:  Thursday, 9/15/22, at 9:10am ET   ·   Accession #:  1193125-22-245267   ·   File #:  333-258708

Previous ‘POS AM’:  ‘POS AM’ on 9/15/22   ·   Next:  ‘POS AM’ on 12/13/22   ·   Latest:  ‘POS AM’ on 10/30/23   ·   19 References:   To:  Equitable Financial Life Insurance Co. – ‘S-3/A’ on 4/20/22 To:  Equitable Financial Life Insurance Co. – ‘S-3/A’ on 11/10/21 To:  Equitable Financial Life Insurance Co. – ‘S-3/A’ on 6/10/21 To:  Separate Account A – ‘485BPOS’ on 4/20/21 To:  Equitable Financial Life Insurance Co. – ‘S-3/A’ on 4/16/19 To:  Separate Account A – ‘485BPOS’ on 4/17/18 To:  Separate Account A – ‘485BPOS’ on 4/18/17 To:  Separate Account A – ‘485BPOS’ on 4/19/16 To:  Separate Account No. 70 – ‘485BPOS’ on 9/9/15 To:  Separate Account No. 70 – ‘485APOS’ on 10/16/14 To:  Separate Account No. 49 – ‘485BPOS’ on 4/24/12 To:  Separate Account No. 49 – ‘485BPOS’ on 8/5/11 To:  Separate Account A – ‘485BPOS’ on 4/20/09 To:  Separate Account No. 49 – ‘N-4’ on 8/11/05 To:  Separate Account No. 49 – ‘485BPOS’ on 4/20/05 To:  Separate Account A – ‘485BPOS’ on 4/19/04 To:  Separate Account No. 45 – ‘485BPOS’ on 4/25/01 To:  Separate Account A – ‘485BPOS’ on 7/10/98 To:  Separate Account No. 45 – ‘485BPOS’ on 5/1/98 

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 9/15/22  Equitable Financial Life Ins Co.  POS AM                 3:389K                                   Donnelley … Solutions/FA

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                Associate General Counsel                                        

Filed with the Securities and Exchange Commission on September 15, 2022.

Registration No. 333-258708

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

POST-EFFECTIVE AMENDMENT NO. 1

FORM S-3

REGISTRATION STATEMENT

UNDER

THE SECURITIES ACT OF 1933

EQUITABLE FINANCIAL LIFE INSURANCE COMPANY

(Exact name of registrant as specified in its charter)

NEW YORK

(State or other jurisdiction of incorporation or organization)

13-5570651

(I.R.S. Employer Identification No.)

1290 AVENUE OF THE AMERICAS, NEW YORK, NEW YORK 10104

(212) 554-1234

(Address, including zip code, and telephone number,

including area code, of registrant’s principal executive offices)

SHANE DALY

VICE PRESIDENT AND ASSOCIATE GENERAL COUNSEL

EQUITABLE FINANCIAL LIFE INSURANCE COMPANY

1290 AVENUE OF THE AMERICAS, NEW YORK, NEW YORK 10104

(212) 554-1234

(Name, address, including zip code, and telephone number,

including area code, of agent for service)

Approximate date of commencement of proposed sale to the public: As soon after the effective date of this Registration Statement as is practicable.

If the only securities being registered on this Form are being offered pursuant to dividend or interest reinvestment plans, please check the following box.    ☐

If any of the securities being registered on this Form are to be offered on a delayed or continuous basis pursuant to Rule 415 under the Securities Act of 1933, other than securities offered only in connection with dividend or interest reinvestment plans, check the following box:    ☒

If this Form is filed to register additional securities for an offering pursuant to Rule 462(b) under the Securities Act, please check the following box and list the Securities Act Registration statement number of the earlier effective registration statement for the same offering.    ☐

If this Form is a post-effective amendment filed pursuant to Rule 462(c) under the Securities Act, check the following box and list the Securities Act registration statement number of the earlier effective registration statement for the same offering.    ☐

If this Form is a registration statement pursuant to General Instruction I.D. or a post-effective amendment thereto that shall become effective upon filing with the commission pursuant to Rule 462(e) under the Securities Act, check the following box.    ☐

If this Form is a post-effective amendment to a registration statement filed pursuant to General Instruction I.D. filed to register additional securities or additional classes of securities pursuant to Rule 413(b) under the Securities Act, check the following box.    ☐

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, or a smaller reporting company. See the definitions of “large accelerated filer,” “accelerated filer” and “smaller reporting company” in Rule 12b-2 of the Exchange Act.

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 7(a)(2)(B) of Securities Act. [_]

The Registrant hereby amends this Registration Statement on such date or dates may be necessary to delay its effective date until the Registrant shall file a further amendment which specifically states that this Registration Statement shall thereafter become effective in accordance with Section 8(a) of the Securities Act of 1933 or until this Registration Statement shall become effective on such date as the Commission, acting pursuant to said Section 8(a), may determine.

This Post-Effective Amendment No. 1 (“PEA”) to the Form S-3 Registration Statement No. 333-258708 (“Registration Statement”) of Equitable Financial Life Insurance Company (“Equitable Financial”) is being filed for the purpose of including in the Registration Statement the additions/modifications reflected in the Supplement. Part II has also been updated pursuant to the requirements of Form S-3. The PEA does not amend any other part of the Registration Statement except as specifically noted herein.

Equitable Financial Life Insurance Company

Equitable Financial Life Insurance Company of America

Supplement dated                 , 2022 to the current prospectus for Structured Capital Strategies^® Income

This Supplement modifies certain information in the above-referenced prospectus (the “Prospectus”) offered by Equitable Financial Life Insurance Company (the “Company”). You should read this Supplement in conjunction with your Prospectus and retain it for future reference. This Supplement incorporates the Prospectus by reference. Unless otherwise indicated, all other information included in your Prospectus remains unchanged. The terms we use in this Supplement have the same meaning as in your Prospectus. We will send you another copy of any prospectus or supplement without charge upon request. Please contact the customer service center at 877-899-3743.

The purpose of this Supplement is to provide you with information regarding (1) a new Dual Step Up Segment Option; (2) a new Loss Limiter Segment Option; (3) additional Standard Segment Types; (4) additional Dual Direction Segment Types; (5) additional Step Up Segment Types; (6) an additional Enhanced Upside Segment Type; and (7) terminating certain Enhanced Upside Segment Types.

The following chart lists the current Segment Types (including any new Segment Types added herein):

We are adding a new Segment Option – Dual Step Up. A Dual Step Up Segment is any Segment belonging to a Segment Type whose name includes “Dual Step Up”. For Dual Step Up Segments the Segment Rate of Return is equal to the Performance Cap Rate if the Index Performance Rate is greater than or equal to the Segment Buffer.

Dual Step Up Segment example: For the S&P 500 Price Return Index/Dual Step Up/1 year/-10% Segment Type, a Segment could be established as S&P 500 Price Return Index Dual Step Up/1 year/-10% with a 10% Performance Cap Rate. This means that you will participate in the performance of the S&P 500 Price Return Index for one year starting from the Segment Start Date. If the Index performs equal to or better than the Segment Buffer, your Segment Rate of Return will be 10% for that Segment Duration. If the Index performs more negatively than the Segment Buffer, your Segment Rate of Return will be negative equal to the percentage loss in the Index which exceeds the Segment Buffer.

Dual Step Up Segments will generally have lower Performance Cap Rates than Standard Segments with the same Index, Segment Duration and Segment Buffer. This is because the Segment Rate of Return for Dual Step Up Segments is equal to the Performance Cap Rate for certain lower and negative returns. Please note that the Performance Cap Rate and Segment Rate of Return for Dual Step Up Segments are cumulative rates of return from the Segment Start Date to the Segment Maturity Date. They are NOT annual rates, even if the Segment Duration is longer than one year.

The following Dual Step Up Segment Types are being added:

Dual Step Up Segments. For Dual Step Up Segments, the Segment Rate of Return is equal to the Performance Cap Rate unless the Index Performance Rate is less than the Segment Buffer in which case it is equal to the Index Performance Rate subject to the Segment Buffer, as follows:

These values are based on the value of the relevant Index on the Segment Start Date and the Segment Maturity Date. Any fluctuations in the value of the Index between those dates is ignored in calculating the Segment Rate of Return.

Please note: Because of the way Segment Rate of Return is calculated for Dual Step Up Segments, when the Index Performance Rate is near the Segment Buffer, a very small difference in the Index Performance Rate on the Segment Maturity Date can result in a very different Segment Rate of Return. For example, if the Performance Cap Rate is 10.00%, the Segment Buffer is -10% and the Index Performance Rate is -10.00% on the Segment Maturity Date, the Segment Rate of Return would be 10.00% whereas, if the Index Performance Rate is -10.01% on the Segment Maturity Date the Segment Rate of Return is -0.01%.

Dual Step Up Segment Examples

Assume that you invest $1,000 in an S&P 500 Price Return Index Dual Step Up, 1-year Segment with a -10% Segment Buffer, we set the Performance Cap Rate for that Segment at 10%, and you make no withdrawal from the Segment.

If the S&P 500 Price Return Index is 20% higher on the Segment Maturity Date than on the Segment Start Date, you will receive a 10% Segment Rate of Return, and your Segment Maturity Value would be $1,100. We reach that amount as follows:

If the S&P 500 Price Return Index is 5% higher on the Segment Maturity Date than on the Segment Start Date, you will receive a 10% Segment Rate of Return, and your Segment Maturity Value would be $1,100. We reach that amount as follows:

If the S&P 500 Price Return Index is 5% lower on the Segment Maturity Date than on the Segment Start Date, then you will receive a 10% Segment Rate of Return, and your Segment Maturity Value would be $1,100. We reach that amount as follows:

If the S&P 500 Price Return Index is 15% lower on the Segment Maturity Date than on the Segment Start Date, then you will receive a -5% Segment Rate of Return, and your Segment Maturity Value would be $950. We reach that amount as follows:

Risk Factors unique to Dual Step Up Segment Types

We are adding a new Segment Option – Loss Limiter. A Loss Limiter Segment is any Segment belonging to a Segment Type whose name includes “Loss Limiter”. For Loss Limiter Segments, the Segment Rate of Return is equal to the greater of (a) the Index Performance Rate subject to the Performance Cap Rate and Segment Buffer and (b) the Segment Investment Protection Level minus 1. We currently offer a Segment Investment Protection Level of 90% (Loss Limiter 90) for 1-year Segments and a Segment Investment Protection Level of 95% (Loss Limiter 95) for 3-year Segments.

Loss Limiter Segment example: For the S&P 500 Price Return Index/ Loss Limiter 90 /1 year/-10% Segment Type, a Segment could be established as S&P 500 Price Return Index Loss Limiter 90 /1 year/-10% with a 9% Performance Cap Rate [and 90% Segment Investment Protection]. This means that you will participate in the performance of the S&P 500 Price Return Index for 1 year starting from the Segment Start Date. If the Index performs equal to or better than the Segment Buffer, your Segment Rate of Return could be as much as 9% for that Segment Duration. If the Index performs more negatively than the Segment Buffer, your Segment Rate of Return will be negative equal to the percentage loss in the Index which exceeds the Segment Buffer to Segment Investment Protection Level minus 1, in this example, -10%.

Loss Limiter Segments will generally have lower Performance Cap Rates than Standard Segments with the same Index, Segment Duration and Segment Buffer. This is because the Segment Rate of Return for Loss Limiter Segments limits the aggregate loss for certain negative returns. Please note that the Performance Cap Rate and Segment Rate of Return for Loss Limiter Segments are cumulative rates of return from the Segment Start Date to the Segment Maturity Date. They are NOT annual rates, even if the Segment Duration is longer than one year.

The following Loss Limiter Segment Types are being added:

Loss Limiter Segments. For Loss Limiter Segments, the Segment Rate of Return is equal to the greater of (a) Index Performance Rate (the percentage change in the value of the related Index from the Segment Start Date to the Segment Maturity Date), subject to the Performance Cap Rate and Segment Buffer and (b) the Segment Investment Protection Level minus 1, as follows:

where (a) is equal to:

and (b) is equal to:

This means each Loss Limiter Segment is protected from negative Index performance in two coordinated ways at Segment maturity:

Accordingly, if the Index Performance Rate is more negative than the Segment Buffer (which absorbs the first 10% of the loss), the Segment Investment Protection guarantees your Segment Rate of Return on the Segment Maturity Date will never be less than:

even if the Index Performance Rate is more negative than -15% or -20%, respectively.

Segment Investment Protection does not apply to amounts withdrawn from or transferred out of a Segment, or to free looks, death claims, or surrenders before the Segment Maturity Date.

Loss Limiter Segment Examples

Assume that you invest $1,000 in an S&P 500 Price Return Index Loss Limiter 90, 1-year Segment with a -10% Segment Buffer and 90% Segment Investment Protection Level, we set the Performance Cap Rate for that Segment at 9%, and you make no withdrawal from the Segment.

If the S&P 500 Price Return Index is 20% higher on the Segment Maturity Date than on the Segment Start Date, you will receive a 9% Segment Rate of Return, and your Segment Maturity Value would be $1,090. We reach that amount as follows:

If the S&P 500 Price Return Index is 5% higher on the Segment Maturity Date than on the Segment Start Date, you will receive a 5% Segment Rate of Return, and your Segment Maturity Value would be $1,050. We reach that amount as follows:

If the S&P 500 Price Return Index is 5% lower on the Segment Maturity Date than on the Segment Start Date, then you will receive a 0% Segment Rate of Return, and your Segment Maturity Value would be $1,000. We reach that amount as follows:

If the S&P 500 Price Return Index is 15% lower on the Segment Maturity Date than on the Segment Start Date, then you will receive a -5% Segment Rate of Return, and your Segment Maturity Value would be $950. We reach that amount as follows:

If the S&P 500 Price Return Index is 25% lower on the Segment Maturity Date than on the Segment Start Date, then you will receive a -10% Segment Rate of Return, and your Segment Maturity Value would be $900. We reach that amount as follows:

Risk Factors Unique to Loss Limiter Segments

(3) Adding new Standard Segment Types.

We are adding the following new Standard Segment Types:

(4) Adding new Dual Direction Segment Types.

We are adding the following new Dual Direction Segment Types:

(5) Adding new Step Up Segment Types.

We are adding the following new Step Up Segment Types:

(6) Adding new Enhanced Upside Segment Types.

We are adding the following new Enhanced Upside Segment Type:

(7) Terminating certain Enhanced Upside Segment Types.

We are terminating the following Enhanced Upside Segment Types:

Effective on or about February             , 2023, the above listed Segment Types will be terminated (the “Terminated Segment Types”). This means no new Segments of the Terminated Segment Types will be offered after that date.

If you have any amount in an active Segment of one of the Terminated Segment Types, you may do the following (subject to the terms and conditions contained in the prospectus):

Absent instructions to the contrary, some or all of the Segment Maturity Value in a maturing Segment of one of the Terminated Segment Types will be transferred to the EQ/Money Market variable investment option.

Please note: If you have given us maturity instructions and/or allocation instructions for contributions or other purposes (for example, dollar cap averaging) directing us to invest in the Terminated Segment Types, you should consider providing us with new instructions for amounts that would have otherwise gone into new Segments of the Terminated Segment Types.

As always, the availability of any Segment or Segment Type, including the Terminated Segment Types, is subject to change. See “Segment Participation Requirements”, “Segment Maturity Instructions” and “Suspension, Termination and Changes to Segment Types and Indices” in “Structured Investment Option” for more information concerning the termination of Segment Types.

Please also note the following changes to the Prospectus:

Enhanced Upside Segment example: For the S&P 500 Price Return Index/Enhanced Upside 110%/3 year/-10% Enhanced Upside Rate Segment Type, a Segment could be established as S&P 500 Price Return Index Enhanced Upside 110%/3 year/-10% Enhanced Upside Rate with a 30% Performance Cap Rate. This means that you will participate in the performance of the S&P 500 Price Return Index for three years starting from the Segment Start Date. If the Index performs positively during this period, your Index Performance Rate will be increased by an Enhanced Upside rate of 110% (for this example although a 125% Enhanced Upside Rate may also be available) subject to the Performance Cap Rate and your Segment Rate of Return could be as much as 30% for that Segment Duration. If the Index Performance Rate is flat (0%), the

Enhanced Upside Rate will not apply and the Segment Rate of Return will be 0%. If the Index performs negatively during this period, the Enhanced Upside Rate will not apply and at maturity you will be protected from the first 10% of the Index’s decline. If the Index performance is between -10% and 0% (or equal to either), your Segment Maturity Value on the Segment Maturity Date will be equal to your Segment Investment. If the Index Performance Rate is more negative than the Segment Buffer, the Segment Rate of Return will be negative to the extent of the percentage exceeding the Segment Buffer.

Enhanced Upside Segments will generally have lower Performance Cap Rates than Standard Segments with the same Index, Segment Duration and Segment Buffer and Enhanced Upside Segments with a 125% Enhanced Upside Rate will generally have lower Performance Cap Rates than Enhanced Upside Segments with a 110% Enhanced Upside Rate. This is because the Index Performance Rate may be increased by an Enhanced Upside Rate for certain positive Index returns.

The maximum current number of Segments that may be active in your contract at any time is 84.

Equitable Financial Life Insurance Company’s Annual Report on Form 10-K for the period ended December 31, 2021, Equitable Financial’s Quarterly Reports on Form 10-Q for the quarterly periods ended March 31, 2022, June 30, 2022, and September 30, 2022, and Equitable Financial’s current report on Form 8-K dated August 16, 2022, are considered to be part of this Prospectus because they are incorporated by reference. Equitable Financial Life Insurance Company of America’s Annual Report on Form 10-K for the period ended December 31, 2021, and Equitable America’s Quarterly Reports on Form 10-Q for the quarterly periods ended March 31, 2022, June 30, 2022, and September 30, 2022, are considered to be part of this Prospectus because they are incorporated by reference.

For Dual Step Up Segments, we use hypothetical put and binary call options to estimate the market value, at the time the Segment Interim Value is calculated, of the risk of loss and the possibility of gain at the end of the Segment. This calculation reflects the downside protection that would be provided at maturity by the Segment Buffer as well as the potential payout at maturity equal to the Performance Cap Rate.

For Loss Limiter Segments, we use hypothetical put and call options to estimate the market value, at the time the Segment Interim Value is calculated, of the risk of loss and the possibility of gain at the end of the Segment. This calculation reflects the downside protection that would be provided at maturity by the Segment Buffer and Segment Investment Protection as well as the upper limit that would be placed on gains at maturity due to the Performance Cap Rate.

At the time the Segment Interim Value is determined, the Fair Value of Hypothetical Derivatives for Dual Step Up Segments is calculated using two different hypothetical options. These hypothetical options are designated for each Dual Step Up Segment and are described in more detail below.

In-the-Money Binary Call Option (strike price equals the index decreased by the Segment Buffer). For Dual Step Up Segments, the potential gain is estimated using the value of this hypothetical option.

Out-of-the-Money Put Option (strike price equals the index decreased by the Segment Buffer). The risk of loss is estimated using the value of this hypothetical option.

At the time the Segment Interim Value is determined, the Fair Value of Hypothetical Derivatives for Loss Limiter Segments is calculated using several different hypothetical options. These hypothetical options are designated for each Loss Limiter Segment and are described in more detail below.

At-the-Money Call Option (strike price equals the index value at Segment inception). For Loss Limiter Segments, the potential for gain in an up market is estimated using the value of this hypothetical option.

Out-of-the-Money Call Option (strike price equals the index increased by the Performance Cap Rate). The potential for gain in excess of the Performance Cap Rate is estimated using the value of this hypothetical option.

Out-of-the-Money Put Option (strike equals index decreased by the Segment Buffer). The risk of loss in a down market in excess of the Buffer is estimated using the value of this hypothetical option.

Further Out-of-the-Money Put Option (strike equals index decreased by the (Segment Investment Protection Level – 1) less Segment Buffer). For Loss Limiter Segments, the risk of loss in a down market in excess of the (Segment Investment Protection Level – 1) less Segment Buffer is estimated using the value of this hypothetical option.

For each Dual Step Up Segment, we designate and value two hypothetical options, each of which is tied to the performance of the Index underlying the Segment in which you are invested. For Dual Step Up Segments, these are: (1) the In-the-Money Binary Call Option and (2) the Out-of-the-Money Put Option. At Segment maturity, the binary call option is designed to provide gains equal to the Performance Cap Rate while the put option is designed to value the loss below the buffer.

For each Loss Limiter Segment, we designate and value several hypothetical options, each of which is tied to the performance of the Index underlying the Segment in which you are invested. For Loss Limiter Segments, these are: (1) the At-the-Money Call Option, (2) Out-of-the-Money Call Option, (3) Out-of-the-Money Put Option, and (4) Further Out-of-the-Money Put Option. At Segment maturity, these hypothetical options are designated to value gains up to the Performance Cap Rate in an up market and downside protection (Segment Buffer and then Segment Investment Protection) in a down market.

For Dual Step Up Segments, the Fair Value of Derivative is equal to (1) minus (2), as defined above.

For Loss Limiter Segments, the Fair Value of Derivatives is equal to (1) minus (2) minus (3) plus (4), as defined above.

We determine the fair value of each of the applicable designated hypothetical options for a Dual Step Up or Loss Limiter Segment using a market standard model for valuing a European option on the Index, assuming a continuous dividend yield or net convenience value, with inputs that are consistent with market prices that reflect the estimated cost of exiting the hypothetical Derivatives prior to Segment maturity (e.g., the estimated ask price).

For Dual Step Up and Loss Limiter Segments, prior to the Segment Maturity Date, your Segment Interim Value will be limited by the portion of the Performance Cap Rate corresponding to the portion of the Segment Duration that has elapsed.

Examples: Segment Interim Value — Dual Step Up Segments

The input values to the market standard model that have been utilized to generate the hypothetical examples above are as follows:

Examples: Effect of Withdrawals on Segment Interim Value — Dual Step Up Segments

Examples: Segment Interim Value — Loss Limiter Segments

The input values to the market standard model that have been utilized to generate the hypothetical examples above are as follows:

Examples: Effect of Withdrawals on Segment Interim Value — Loss Limiter Segments

PART II

INFORMATION NOT REQUIRED IN PROSPECTUS

The by-laws of Equitable Financial Life Insurance Company (“Equitable Financial”) provide, in Article VII, as follows:

(b) To the extent permitted by the law of the State of New York, the Company may provide for further indemnification or advancement of expenses by resolution of shareholders of the Company or the Board of Directors, by amendment of these By-Laws, or by agreement. {Business Corporation Law ss.ss. 721-726; Insurance Law ss.1216}

The directors and officers of Equitable Financial are insured under policies issued by X.L. Insurance Company, Arch Insurance Company, Sompo (Endurance Specialty Insurance Company), U.S. Specialty Insurance, ACE (Chubb), Chubb Insurance Company, AXIS Insurance Company, Zurich Insurance Company, AWAC (Allied World Assurance Company Ltd.), Aspen Bermuda XS, CNA, AIG, One Beacon, Nationwide, Berkley, Berkshire, SOMPO, CODA, Chubb, Markel and ARGO Re Ltd. The annual limit on such policies is $300 million, and the policies insure the officers and directors against certain liabilities arising out of their conduct in such capacities.

Exhibits No.

II-2

II-3

II-4

provided, however, that paragraphs (a)(1)(i), (a)(1)(ii) and (a)(1)(iii) do not apply if the information required to be included in a post-effective amendment by those paragraphs is contained in periodic reports filed with or furnished to the Commission by the registrant pursuant to Section 13 or 15(d) of the Securities Act of 1934 that are incorporated by reference in the registration statement, or is contained in a form of prospectus filed pursuant to Rule 424(b) that is part of this Registration Statement.

II-5

pursuant to Rule 424(b) as part of a registration statement relating to an offering, other than registration statements relying on Rule 430B or other than prospectuses filed in reliance on Rule 430A, shall be deemed to be part of and included in the registration statement as of the date it is first used after effectiveness. Provided, however, that no statement made in a registration statement or prospectus that is part of the registration statement or made in a document incorporated or deemed incorporated by reference into the registration statement or prospectus that is part of the registration statement will, as to a purchaser with a time of contract of sale prior to such first use, supersede or modify any statement that was made in the registration statement or prospectus that was part of the registration statement or made in any such document immediately prior to such date of first use.

(b) The undersigned registrant hereby undertakes that, for purposes of determining any liability under the Securities Act of 1933, each filing of the registrant’s annual report pursuant to Section 13(a) or Section 15(d) of the Securities Exchange Act of 1934 that is incorporated by reference in the registration statement shall be deemed to be a new registration statement relating to the securities offered therein, and the offering of such securities at that time shall be deemed to be the initial bona fide offering thereof.

II-6

(c) Insofar as indemnification for liabilities arising under the Securities Act of 1933 may be permitted to directors, officers and controlling persons of the registrant pursuant to the foregoing provisions, or otherwise, the registrant has been advised that in the opinion of the Securities and Exchange Commission such indemnification is against public policy as expressed in the Act and is, therefore, unenforceable. In the event that a claim for indemnification against such liabilities (other than the payment by the registrant of expenses incurred or paid by a director, officer or controlling person of the registrant in the successful defense of any action, suit or proceeding) is asserted by such director, officer or controlling person in connection with the securities being registered, the registrant will, unless in the opinion of its counsel the matter has been settled by controlling precedent, submit to a court of appropriate jurisdiction the question whether such indemnification by it is against public policy as expressed in the Act and will be governed by the final adjudication of such issue.

II-7

SIGNATURES

Pursuant to the requirements of the Securities Act of 1933, the Registrant certifies that it has reasonable grounds to believe that it meets all of the requirements for filing on Form S-3 and has duly caused this Registration Statement to be signed on its behalf by the undersigned, thereunto duly authorized, in the City and State of New York, on this 15th day of September, 2022.

As required by the Securities Act of 1933, this Registration Statement has been signed by the following persons in the capacities and on the date indicated:

September 15, 2022

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Dates Referenced Herein   and   Documents Incorporated by Reference

This ‘POS AM’ Filing		Date		Other Filings
		9/30/22
Filed on:		9/15/22		POS AM
		8/16/22		8-K
		6/30/22		10-Q
		3/31/22		10-Q
		12/31/21		10-K
				List all Filings

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19 Previous Filings that this Filing References

As Of Filer Filing For·On·As Docs:Size Issuer Filing Agent 4/20/22 Equitable Financial Life Ins Co. S-3/A 7:1.7M Donnelley … Solutions/FA 11/10/21 Equitable Financial Life Ins Co. S-3/A 20:13M Donnelley … Solutions/FA 6/10/21 Equitable Financial Life Ins Co. S-3/A 35:33M Donnelley … Solutions/FA 4/20/21 Separate Account A 485BPOS 5/01/21 10:3.9M Donnelley … Solutions/FA 4/16/19 Equitable Financial Life Ins Co. S-3/A 6:3M Donnelley … Solutions/FA 4/17/18 Separate Account A 485BPOS 5/01/18 7:4.6M Donnelley … Solutions/FA 4/18/17 Separate Account A 485BPOS 5/01/17 12:5M Donnelley … Solutions/FA 4/19/16 Separate Account A 485BPOS 4/29/16 7:4.4M Donnelley … Solutions/FA 9/09/15 Separate Account No. 70 485BPOS 9/09/15 5:550K Donnelley … Solutions/FA 10/16/14 Separate Account No. 70 485APOS¶ 10:1.4M Donnelley … Solutions/FA 4/24/12 Separate Account No. 49 485BPOS 4/30/12 12:8M Donnelley … Solutions/FA 8/05/11 Separate Account No. 49 485BPOS 8/05/11 28:8.6M Separate Account A 4/20/09 Separate Account A 485BPOS 5/01/09 8:16M 8/11/05 Separate Account No. 49 N-4 5:391K Separate Account FP 4/20/05 Separate Account No. 49 485BPOS 5/02/05 13:12M Separate Account FP 4/19/04 Separate Account A 485BPOS 4/19/04 15:2.9M Separate Account FP 4/25/01 Separate Account No. 45 485BPOS 4/25/01 13:1.1M Separate Account FP 7/10/98 Separate Account A 485BPOS 7/10/98 26:3.6M 5/01/98 Separate Account No. 45 485BPOS 5/01/98 5:2.4M Separate Account FP

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Filing Submission 0001193125-22-245267   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

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