Company: HIG-PG
Filing Date: 2025-10-27
Form Type: 10-Q
Source: 0000874766-25-000107
Chunk: 264

Company: HARTFORD INSURANCE GROUP, INC.
Filing Date: 2025-10-27
Form: 10-Q
Item: Item 8
Chunk 264
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 and RMBS)• Benchmark yields and spreads• Monthly payment information• Collateral performance, which varies by vintage year and includes delinquency rates, loss severity rates and refinancing assumptions• Credit default swap indices Other inputs for ABS, CLOs, and RMBS:• Estimate of future principal prepayments, derived from the characteristics of the underlying structure• Prepayment speeds previously experienced at the interest rate levels projected for the collateral• Independent broker quotes• Credit spreads beyond observable curve• Interest rates beyond observable curveOther inputs for less liquid securities or those that trade less actively, including subprime RMBS:• Estimated cash flows• Credit spreads, which include illiquidity premium• Constant prepayment rates• Constant default rates• Loss severityCorporates• Benchmark yields and spreads• Reported trades, bids, offers of the same or similar securities• Issuer spreads and credit default swap curvesOther inputs for investment grade privately placed securities that utilize internal matrix pricing:• Credit spreads for public securities of similar quality, maturity, and sector, adjusted for non-public nature• Independent broker quotes• Credit spreads beyond observable curve• Interest rates beyond observable curveOther inputs for below investment grade privately placed securities and private bank loans:• Credit spreads for public securities of similar quality, maturity, and sector, adjusted for non-public natureU.S. Treasuries, Municipals, and Foreign government/government agencies• Benchmark yields and spreads• Issuer credit default swap curves• Political events in emerging market economies• Municipal Securities Rulemaking Board reported trades and material event notices • Issuer financial statements • Credit spreads beyond observable curve• Interest rates beyond observable curveEquity Securities• Quoted prices in markets that are not active• For privately traded equity securities, internal discounted cash flow models utilizing earnings multiples or other cash flow assumptions that are not observableShort-term Investments• Benchmark yields and spreads• Reported 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 (