Company: HIG-PG
Filing Date: 2025-04-24
Form Type: 10-Q
Source: 0000874766-25-000052
Chunk: 88

Company: HARTFORD INSURANCE GROUP, INC.
Filing Date: 2025-04-24
Form: 10-Q
Item: Item 1
Chunk 88
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 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

21

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 March 31, 2025ABS [3]$48 Discounted cash flowsSpread481 bps808 bps503 bpsDecreaseCLOs [3]$98 Discounted cash flowsSpread458 bps1,023 bps788 bpsDecreaseCMBS [3]$149 Discounted cash flowsSpread (encompasses prepayment, default risk and loss severity)200 bps1,874 bps567 bpsDecreaseCorporate [4]$2,287 Discounted cash flowsSpread10 bps700 bps281 bpsDecreaseRMBS$39 Discounted cash flowsSpread [6]63 bps568 bps178 bpsDecreaseConstant prepayment rate [6]2%5%3%Decrease [5]Constant default rate [6]1%5%2%DecreaseLoss severity [6]33%50%42%DecreaseShort-term investments$59 Discounted cash flowsSpread278 bps278 bps278 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