Company: HIG-PG
Filing Date: 2025-07-28
Form Type: 10-Q
Source: 0000874766-25-000084
Chunk: 104

Company: HARTFORD INSURANCE GROUP, INC.
Filing Date: 2025-07-28
Form: 10-Q
Item: Item 1
Chunk 104
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CLOs [3]$55 Discounted cash flowsSpread450 bps1,009 bps851 bpsDecreaseCMBS [3]$136 Discounted cash flowsSpread (encompasses prepayment, default risk and loss severity)200 bps1,897 bps563 bpsDecreaseCorporate [4]$2,620 Discounted cash flowsSpread84 bps737 bps274 bpsDecreaseRMBS$12 Discounted cash flowsSpread [6]61 bps573 bps183 bpsDecreaseConstant prepayment rate [6]2%5%3%Decrease [5]Constant default rate [6]—%5%2%DecreaseLoss severity [6]35%50%44%DecreaseShort-term investments$116 Discounted cash flowsSpread156 bps269 bps220 bpsDecreaseAs 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 bpsDecrease[1]The weighted average is determined based on the fair value of the securities.[2]Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.[3]Excludes securities for which the Company bases fair value on broker quotations.[4]Excludes securities for which the Company bases fair value on broker quotations; however, included are broker priced lower-rated private placement securities for which the Company receives spread and yield information to corroborate the fair value.[5]Decrease for above market rate coupons and increase for below market rate coupons.[6]Generally, a change in the assumption used for the constant default rate would have been accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumption used for constant