Company: HIG-PG
Filing Date: 2025-10-27
Form Type: 10-Q
Source: 0000874766-25-000107
Chunk: 106

Company: HARTFORD INSURANCE GROUP, INC.
Filing Date: 2025-10-27
Form: 10-Q
Item: Item 1
Chunk 106
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 trades, bids, offers• Issuer spreads and credit default swap curves• Material event notices and new issue money market rates • Independent broker quotes• For 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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Table of ContentsNote 4 - Fair Value MeasurementsThe Hartford Insurance Group, Inc.Notes To Condensed Consolidated Financial Statements (continued)

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%