Company: HIG-PG
Filing Date: 2025-10-27
Form Type: 10-Q
Source: 0000874766-25-000107
Chunk: 265

Company: HARTFORD INSURANCE GROUP, INC.
Filing Date: 2025-10-27
Form: 10-Q
Item: Item 8
Chunk 265
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Significant Unobservable Inputs for Level 3 - SecuritiesAssets accounted for at fair value on a recurring basisFairValuePredominantValuationTechniqueSignificant Unobservable InputMinimumMaximumWeighted Average [1]Impact ofIncrease inInput on Fair Value [2]As of September 30, 2025ABS$83 Discounted cash flowsSpread476 bps739 bps492 bpsDecreaseCLOs$164 Discounted cash flowsSpread274 bps1,013 bps634 bpsDecreaseCMBS [3]$132 Discounted cash flowsSpread (encompasses prepayment, default risk and loss severity)269 bps1,757 bps509 bpsDecreaseCorporate [4]$2,721 Discounted cash flowsSpread87 bps769 bps258 bpsDecreaseRMBS$23 Discounted cash flowsSpread [6]50 bps564 bps181 bpsDecreaseConstant prepayment rate [6]2%5%4%Decrease [5]Constant default rate [6]—%5%2%DecreaseLoss severity [6]35%80%49%DecreaseShort-term investments$207 Discounted cash flowsSpread164 bps175 bps171 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