Losing WIF Claim with load balanced server - asp.net-mvc-4

Question

I have an MVC4 C# project that uses WIF authentication. I am having a problem on a server with load balancing.
I am getting an error accessing one of the claims when the server behind the load balancer changes.
This is strange because I do not lose that fact that I am authenticated. That indicates that my cookie is getting to the new server but the claim is missing for some reason.
I am adding a claim like this:
((ClaimsIdentity)HttpContext.User.Identity).AddClaim(new Claim("TheClaimName", "TheClaimValue"));
I think that perhaps the claim itself is not being persisted to the cookie. How do I 'save' this?
Here is my config file.
<system.identityModel>
<identityConfiguration>
<audienceUris>
<add value="uri:someValue" />
</audienceUris>
<certificateValidation certificateValidationMode="None" />
<issuerNameRegistry type="System.IdentityModel.Tokens.ConfigurationBasedIssuerNameRegistry, System.IdentityModel, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089">
<trustedIssuers>
<add thumbprint="AAAA3A088B9D2010333890138D64C2E66169DEEE" />
</trustedIssuers>
</issuerNameRegistry>
<securityTokenHandlers>
<add type="System.IdentityModel.Services.Tokens.MachineKeySessionSecurityTokenHandler, System.IdentityModel.Services, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089" />
<remove type="System.IdentityModel.Tokens.SessionSecurityTokenHandler, System.IdentityModel, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089" />
</securityTokenHandlers>
</identityConfiguration>
</system.identityModel>
<system.identityModel.services>
<federationConfiguration >
<cookieHandler requireSsl="true" name=".myCookieName" hideFromScript="true" path="/" domain="myDomain.com"/>
<wsFederation passiveRedirectEnabled="true" issuer="https://login.server.com/issue/wsfed" realm="uri:someValue" requireHttps="true" />
</federationConfiguration>
</system.identityModel.services>