Company: HIG-PG
Filing Date: 2025-07-28
Form Type: 10-Q
Source: 0000874766-25-000084
Chunk: 258

Company: HARTFORD INSURANCE GROUP, INC.
Filing Date: 2025-07-28
Form: 10-Q
Item: Item 8
Chunk 258
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 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

22

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 June 30, 2025ABS [3]$84 Discounted cash flowsSpread487 bps752 bps505 bpsDecreaseCLOs [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 bpsDecre