Company: HIG-PG
Filing Date: 2025-02-21
Form Type: 10-K
Source: 0000874766-25-000023
Chunk: 497

Company: HARTFORD INSURANCE GROUP, INC.
Filing Date: 2025-02-21
Form: 10-K
Item: Item 1
Chunk 497
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 privately traded investments, credit spreads for public securities of similar quality, maturity, and sector, adjusted for non-public natureDerivativesCredit derivatives• Swap yield curve • Credit default swap curves • Not applicableForeign exchange derivatives• Swap yield curve• Currency spot and forward rates• Cross currency basis curves• Not applicableInterest rate derivatives• Swap yield curve• Not applicableEquity derivatives• Equity index levels• Not applicable

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|Index to Consolidated Financial Statements and SchedulesTable of ContentsNote 4 - Fair Value MeasurementsTHE HARTFORD INSURANCE GROUP, INC.NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued)

Significant Unobservable Inputs for Level 3 - SecuritiesAssets accounted for at fair value on a recurring basisFair ValuePredominant Valuation TechniqueSignificant Unobservable InputMinimumMaximumWeighted Average [1]Impact of Increase in Input on Fair Value [2]As of December 31, 2024CMBS [3]$166 Discounted cash flowsSpread (encompasses prepayment, default risk and loss severity)200 bps1,221 bps418 bpsDecreaseCorporate [4]$2,166 Discounted cash flowsSpread81 bps794 bps286 bpsDecreaseRMBS [3]$19 Discounted cash flowsSpread [6]100 bps372 bps181 bpsDecreaseConstant prepayment rate [6]1%6%4%Decrease [5]Constant default rate [6]1%4%2%DecreaseLoss severity [6]30%50%41%DecreaseShort-term investments$98 Discounted cash flowsSpread266 bps266 bps266 bpsDecreaseAs of December 31, 2023CLOs [3]$98 Discounted cash flowsSpread268 bps270 bps269 bpsDecreaseCMBS [3]$226 Discounted cash flowsSpread (encompasses prepayment, default risk and loss severity)365 bps1,315 bps509 bpsDecreaseCorporate [4]$1,741 Discounted cash flowsSpread49 bps743 bps323 bpsDecreaseRMBS$36 Discounted cash flowsSpread [6]32 bps298 bps161 bpsDecreaseConstant prepayment rate [6]1%5%4%Decrease [5]Constant default rate [6]1%5%2%DecreaseLoss severity [6]10%70%41