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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

____________________________________

FORM 10-Q

____________________________________

(Mark One)


☒			QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended June 30, 2025


☐			TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from ____________ to ______________

Commission file number 001-13958

____________________________________

The Hartford Insurance Group, Inc.

(Exact name of registrant as specified in its charter)


Delaware						13-3317783
(State or other jurisdiction of incorporation or organization)						(I.R.S. Employer Identification No.)

One Hartford Plaza, Hartford, Connecticut 06155

(Address of principal executive offices) (Zip Code)

(860) 547-5000

(Registrant’s telephone number, including area code)

Securities registered pursuant to Section 12(b) of the Act:


Title of each class	Trading Symbol(s)	Name of each exchange on which registered
Common Stock, par value $0.01 per share	HIG	The New York Stock Exchange
6.10% Senior Notes due October 1, 2041	HIG 41	The New York Stock Exchange

Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.000% Non-Cumulative Preferred Stock, Series G, par value $0.01 per share	HIG PR G	The New York Stock Exchange

Indicate by check mark:

• whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.

Yes

☑

☐

• whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to submit such files).

Yes

☑

☐

• whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company, or an emerging growth company. See definitions of “large accelerated filer,” “accelerated filer,” “smaller reporting company” and "emerging growth company" in Rule 12b-2 of the Exchange Act.

Large accelerated filer

☑

Accelerated filer

☐

Non-accelerated filer

☐

Smaller reporting company

☐

Emerging growth company

☐

•

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act.

☐

•

whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act).

Yes

☐

☑

As of July 25, 2025, there were outstanding 281,171,656 shares of Common Stock, $0.01 par value per share, of the registrant.

The Hartford Insurance Group, Inc.

Quarterly Report on Form 10-Q

For the Quarterly Period Ended June 30, 2025

Table of Contents


Item	Description	Page
	Part I. Financial Information
1.	Financial Statements
	Report of Independent Registered Public Accounting Firm	6
	Condensed Consolidated Statements of Operations - For the Three and Si x Months Ended June 3 0 , 2025 and 2024	7
	Condensed Consolidated Statements of Comprehensive Income (Loss) - For the Three and Six Months Ended June 3 0 , 2025 and 2024	8
	Condensed Consolidated Balance Sheets - As of June 3 0 , 2025 and December 31, 2024	9
	Condensed Consolidated Statements of Changes in Stockholders' Equity - For the Three and Six Months Ended June 3 0 , 2025 and 2024	10
	Condensed Consolidated Statements of Cash Flows - For the Six Months Ended June 3 0 , 2025 and 2024	11
	Notes to Condensed Consolidated Financial Statements	12
	Note 1 - Basis of Presentation and Significant Accounting Policies	12
	Note 2 - Earnings Per Common Share	13
	Note 3 - Segment Information	13
	Note 4 - Fair Value Measurements	18
	Note 5 - Investments	27
	Note 6 - Derivatives	34
	Note 7 - Premiums Receivable and Agents' Balances	39
	Note 8 - Reinsurance	40
	Note 9 - Reserve for Unpaid Losses and Loss Adjustment Expenses	42
	Note 10 - Reserve for Future Policy Benefits	45
	Note 11 - Other Policyholder Funds and Benefits Payable	46
	Note 12 - Income Taxes	47

	Note 13 - Commitments and Contingencies	47
	Note 14 - Equity	49
	Note 15 - Changes In and Reclassifications From Accumulated Other Comprehensive Income (Loss)	49
	Note 16 - Employee Benefit Plans	52

2.	Management's Discussion and Analysis of Financial Condition and Results of Operations	53
3.	Quantitative and Qualitative Disclosures About Market Risk	[a]
4.	Controls and Procedures	108
	Part II. Other Information
1.	Legal Proceedings	109
1A.	Risk Factors	109
2.	Unregistered Sales of Equity Securities and Use of Proceeds	109
5.	Other Information	110
6.	Exhibits	110

	Signature	111

[a] The information required by this item is set forth in the Enterprise Risk Management section of Item 2, Management's Discussion and Analysis of Financial Condition and Results of Operations and is incorporated herein by reference.

Forward-looking Statements

Certain of the statements contained herein are forward-looking statements made pursuant to the safe harbor provisions of the Private Securities Litigation Reform Act of 1995. Forward-looking statements can be identified by words such as “anticipates,” “intends,” “plans,” “seeks,” “believes,” “estimates,” “expects,” “projects,” and similar references to future periods.

Forward-looking statements are based on management's current expectations and assumptions regarding future economic, competitive, legislative and other developments and their potential effect upon The Hartford Insurance Group, Inc. and its subsidiaries (collectively, the "Company" or "The Hartford"). Because forward-looking statements relate to the future, they are subject to inherent uncertainties, risks and changes in circumstances that are difficult to predict. Actual results could differ materially from expectations depending on the evolution of various factors, including the risks and uncertainties identified below, as well as factors described in such forward-looking statements, the Risk Factors of The Hartford's 2024 Form 10-K Annual Report, and our other filings with the Securities and Exchange Commission.

•Risks Relating to Economic, Political and Global Market Conditions:

◦challenges related to the Company’s current operating environment, including global political, economic and market conditions, and the effect of financial market disruptions, economic downturns, changes in trade regulation including tariffs and other barriers or other potentially adverse macroeconomic developments on the demand for our products and returns in our investment portfolios;

◦market risks associated with our business, including changes in credit spreads, equity prices, interest rates, inflation rate, foreign currency exchange rates and market volatility;

◦the impact on our investment portfolio if our investment portfolio is concentrated in any particular segment of the economy;

◦the impacts of changing climate and weather patterns on our businesses, operations and investment portfolio including on claims, demand and pricing of our products, the availability and cost of reinsurance, our modeling data used to evaluate and manage risks of catastrophes and severe weather events, the value of our investment portfolios and credit risk with reinsurers and other counterparties;

•Insurance Industry and Product-Related Risks:

◦the possibility of unfavorable loss development, including with respect to long-tailed exposures;

◦the significant uncertainties that limit our ability to estimate the ultimate reserves necessary for asbestos and environmental claims;

◦the possibility of a pandemic, civil unrest, earthquake, or other natural or man-made disaster that may adversely affect our businesses;

◦weather and other natural physical events, including the intensity and frequency of thunderstorms, tornadoes, hail, wildfires, flooding, winter storms, hurricanes and tropical storms, as well as climate change and its potential impact on weather patterns;

◦the possible occurrence of terrorist attacks and the Company’s inability to contain its exposure as a result of, among other factors, the inability to exclude coverage for terrorist attacks from workers' compensation policies and limitations on reinsurance coverage from the federal government under applicable laws;

◦the Company’s ability to effectively price its products and policies, including its ability to obtain regulatory consents to pricing actions or to non-renewal or withdrawal of certain product lines;

◦actions by competitors that may be larger or have greater financial resources than we do;

◦technological changes, including usage-based methods of determining premiums, advancements in certain emerging technologies, including machine learning, predictive analytics, “big data” analysis or other artificial intelligence functions, advancements in automotive safety features, the development of autonomous vehicles, and platforms that facilitate ride sharing;

◦the Company's ability to market, distribute and provide insurance products and investment advisory services through current and future distribution channels and advisory firms;

◦the uncertain effects of emerging claim and coverage issues;

◦political instability, politically motivated violence or civil unrest, which may increase the frequency and severity of insured losses;

•Financial Strength, Credit and Counterparty Risks:

◦risks to our business, financial position, prospects and results associated with negative rating actions or downgrades in the Company’s financial strength and credit ratings or negative rating actions or downgrades relating to our investments;

◦capital requirements which are subject to many factors, including many that are outside the Company’s control, such as National Association of Insurance Commissioners ("NAIC") risk based capital formulas, rating agency capital models, Funds at Lloyd's and Solvency Capital Requirement, which can in turn affect our credit and financial strength ratings, cost of capital, regulatory compliance and other aspects of our business and results;

◦losses due to nonperformance or defaults by others, including credit risk with counterparties associated with investments, derivatives, premiums receivable, reinsurance recoverables and indemnifications provided by third parties in connection with previous dispositions;

◦the potential for losses due to our reinsurers' unwillingness or inability to meet their obligations under reinsurance contracts and the availability, pricing and adequacy of reinsurance to protect the Company against losses;

◦state and international regulatory limitations on the ability of the Company and certain of its subsidiaries to declare and pay dividends;

•Risks Relating to Estimates, Assumptions and Valuations:

◦risks associated with the use of analytical models in making decisions in key areas such as underwriting, pricing, capital management, reserving, investments, reinsurance and catastrophe risk management;

◦the potential for differing interpretations of the methodologies, estimations and assumptions that underlie the Company’s fair value estimates for its investments and the evaluation of intent-to-sell impairments and allowance for credit losses on available-for-sale securities and mortgage loans;

◦the potential for impairments of our goodwill;

•Strategic and Operational Risks:

◦the Company’s ability to maintain the availability of its systems and safeguard the security of its data in the event of a disaster, cyber breach or other information security incident, technology failure or other unanticipated event;

◦the potential for difficulties arising from outsourcing and similar third-party relationships;

◦the risks, challenges and uncertainties associated with capital management plans, expense reduction initiatives and other actions;

◦risks associated with acquisitions and divestitures, including the challenges of integrating acquired companies or businesses, which may result in our inability to achieve the anticipated benefits and synergies and may result in unintended consequences;

◦difficulty in attracting and retaining talented and qualified personnel, including key employees, such as executives, managers and employees with strong technological, analytical and other specialized skills;

◦the Company’s ability to protect its intellectual property and defend against claims of infringement;

•Regulatory and Legal Risks:

◦the cost and other potential effects of increased federal, state and international regulatory and legislative developments, including those that could adversely impact the demand for the Company’s products, operating costs and required capital levels;

◦unfavorable judicial or legislative developments;

◦the impact of changes in federal, state or foreign tax laws;

◦regulatory requirements that could delay, deter or prevent a takeover attempt that stockholders might consider in their best interests; and

◦the impact of potential changes in accounting principles and related financial reporting requirements.

Any forward-looking statement made by the Company in this document speaks only as of the date of the filing of this Form 10-Q. Factors or events that could cause the Company’s actual results to differ may emerge from time to time, and it is not possible for the Company to predict all of them. The Company undertakes no obligation to publicly update any forward-looking statement, whether as a result of new information, future developments or otherwise.


Table of Contents

Part I - Item 1. Financial Statements

Item 1.

Financial Statements

Report of Independent Registered Public Accounting Firm

To the Board of Directors and Stockholders of

The Hartford Insurance Group, Inc.

Hartford, Connecticut

Results of Review of Interim Financial Information

We have reviewed the accompanying condensed consolidated balance sheet of The Hartford Insurance Group, Inc. and subsidiaries (the "Company") as of June 30, 2025, the related condensed consolidated statements of operations, comprehensive income (loss), and changes in stockholders' equity for the three-month and six-month periods ended June 30, 2025 and 2024, and of cash flows for the six-month periods ended June 30, 2025 and 2024, and the related notes (collectively referred to as the "interim financial information"). Based on our reviews, we are not aware of any material modifications that should be made to the accompanying interim financial information for it to be in conformity with accounting principles generally accepted in the United States of America.

We have previously audited, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), the consolidated balance sheet of the Company as of December 31, 2024, and the related consolidated statements of operations, comprehensive income (loss), changes in stockholders' equity, and cash flows for the year then ended (not presented herein); and in our report dated February 21, 2025, we expressed an unqualified opinion on those consolidated financial statements. In our opinion, the information set forth in the accompanying condensed consolidated balance sheet as of December 31, 2024, is fairly stated, in all material respects, in relation to the consolidated balance sheet from which it has been derived.

Basis for Review Results

This interim financial information is the responsibility of the Company's management. We are a public accounting firm registered with the PCAOB and are required to be independent with respect to the Company in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our reviews in accordance with standards of the PCAOB. A review of interim financial information consists principally of applying analytical procedures and making inquiries of persons responsible for financial and accounting matters. It is substantially less in scope than an audit conducted in accordance with the standards of the PCAOB, the objective of which is the expression of an opinion regarding the financial statements taken as a whole. Accordingly, we do not express such an opinion.

/s/ Deloitte & Touche LLP

Hartford, Connecticut

July 28, 2025


Table of Contents

The Hartford Insurance Group, Inc.

Condensed Consolidated Statements of Operations


	Three Months Ended June 30,				Six Months Ended June 30,
(in millions, except for per share data)	2025		2024		2025		2024
	(Unaudited)
Revenues
Earned premiums	$	5,961	$	5,578	$	11,796	$	11,024
Fee income	342		339		688		672
Net investment income	664		602		1,320		1,195
Net realized losses	(10)		(59)		(59)		(31)
Other revenues	30		26		52		45
Total revenues	6,987		6,486		13,797		12,905
Benefits, losses and expenses
Benefits, losses and loss adjustment expenses	3,712		3,661		7,712		7,272
Amortization of deferred policy acquisition costs ("DAC")	625		561		1,232		1,106
Insurance operating costs and other expenses	1,337		1,285		2,689		2,568



Interest expense	50		50		100		100
Amortization of other intangible assets	17		17		35		35
Restructuring and other costs	—		—		—		1
Total benefits, losses and expenses	5,741		5,574		11,768		11,082
Income before income taxes	1,246		912		2,029		1,823
Income tax expense	251		174		404		332


Net income	995		738		1,625		1,491
Preferred stock dividends	5		5		10		10
Net income available to common stockholders	$	990	$	733	$	1,615	$	1,481




Net income available to common stockholders per common share
Basic	$	3.49	$	2.48	$	5.66	$	4.99
Diluted	$	3.44	$	2.44	$	5.58	$	4.92

See Notes to Condensed Consolidated Financial Statements.


Table of Contents

The Hartford Insurance Group, Inc.

Condensed Consolidated Statements of Comprehensive Income (Loss)


	Three Months Ended June 30,				Six Months Ended June 30,
(in millions)	2025		2024		2025		2024
	(Unaudited)
Net income	$	995	$	738	$	1,625	$	1,491
Other comprehensive income (loss) ("OCI"):
Change in net unrealized gain (loss) on fixed maturities, available-for-sale ("AFS")	208		(90)		510		(250)
Change in unrealized losses on fixed maturities with an allowance for credit losses ("ACL")	1		—		1		1

Change in net gain (loss) on cash flow hedging instruments	(34)		9		(34)		9
Change in foreign currency translation adjustments	16		(1)		16		(2)
Change in liability for future policy benefits adjustments	(1)		5		(4)		10
Change in pension and other postretirement plan adjustments	6		6		13		13
OCI, net of tax	196		(71)		502		(219)
Comprehensive income	$	1,191	$	667	$	2,127	$	1,272

See Notes to Condensed Consolidated Financial Statements.


Table of Contents

The Hartford Insurance Group, Inc.

Condensed Consolidated Balance Sheets


(in millions, except for share and per share data)	June 30, 2025		December 31, 2024
	(Unaudited)
Assets
Investments:
Fixed maturities, AFS, at fair value (amortized cost of $45,880 and $44,538, and ACL of $14 and $16)	$	44,558	$	42,567
Fixed maturities, at fair value using the fair value option ("FVO Securities")	181		308
Equity securities, at fair value	529		603
Mortgage loans (net of ACL of $43 and $44)	6,463		6,396
Limited partnerships and other alternative investments	5,325		5,042
Other investments	198		226
Short-term investments	3,649		4,068
Total investments	60,903		59,210
Cash	166		183
Restricted cash	53		51
Accrued investment income	465		450
Premiums receivable and agents' balances (net of ACL of $135 and $117)	6,698		5,998
Reinsurance recoverables (net of allowance for uncollectible reinsurance of $75 and $75)	7,100		7,140
Deferred policy acquisition costs	1,362		1,239
Deferred income taxes, net	1,094		1,229
Goodwill	1,911		1,911
Property and equipment, net	906		888
Other intangible assets, net	602		637
Other assets	2,379		1,981

Total assets	$	83,639	$	80,917
Liabilities
Unpaid losses and loss adjustment expenses	$	45,482	$	44,610
Reserve for future policy benefits	443		448
Other policyholder funds and benefits payable	612		614
Unearned premiums	10,337		9,408

Long-term debt	4,369		4,366
Other liabilities	4,878		5,024

Total liabilities	66,121		64,470
Commitments and Contingencies (Note 13)
Stockholders’ Equity
Preferred stock, $0.01 par value — 50,000,000 shares authorized, 13,800 shares issued at June 30, 2025 and December 31, 2024, aggregate liquidation preference of $345	334		334
Common stock, $0.01 par value —1,500,000,000 shares authorized, 326,960,228 shares issued at June 30, 2025 and December 31, 2024	3		3
Additional paid-in capital	527		578
Retained earnings	22,850		21,531
Treasury stock, at cost 44,685,067 and 39,404,003 shares	(3,812)		(3,113)
Accumulated other comprehensive income (loss) ("AOCI"), net of tax	(2,384)		(2,886)
Total stockholders’ equity	17,518		16,447
Total liabilities and stockholders’ equity	$	83,639	$	80,917

See Notes to Condensed Consolidated Financial Statements.


Table of Contents

The Hartford Insurance Group, Inc.

Condensed Consolidated Statements of Changes in Stockholders' Equity


	Three Months Ended June 30,				Six Months Ended June 30,
(in millions, except for share and per share data)	2025		2024		2025		2024
	(Unaudited)
Preferred Stock	$	334	$	334	$	334	$	334
Common Stock	3		3		3		3
Additional Paid-in Capital
Additional Paid-in Capital, beginning of period	524		551		578		648
Issuance of shares under incentive and stock compensation plans and other	(19)		(15)		(149)		(176)
Stock-based compensation plans expense	22		22		98		86

Additional Paid-in Capital, end of period	527		558		527		558
Retained Earnings
Retained Earnings, beginning of period	22,007		19,614		21,531		19,007


Net income	995		738		1,625		1,491
Dividends declared on preferred stock	(5)		(5)		(10)		(10)
Dividends declared on common stock	(147)		(138)		(296)		(279)
Retained Earnings, end of period	22,850		20,209		22,850		20,209
Treasury Stock, at cost
Treasury Stock, at cost, beginning of period	(3,444)		(2,037)		(3,113)		(1,816)
Treasury stock acquired	(404)		(354)		(808)		(707)

Issuance of shares under incentive and stock compensation plans from treasury stock and other	38		36		178		247
Net shares acquired related to employee incentive and stock compensation plans	(2)		(1)		(69)		(80)

Treasury Stock, at cost, end of period	(3,812)		(2,356)		(3,812)		(2,356)
Accumulated Other Comprehensive Income (Loss), net of tax
Accumulated Other Comprehensive Income (Loss), net of tax, beginning of period	(2,580)		(2,997)		(2,886)		(2,849)


Total other comprehensive income (loss)	196		(71)		502		(219)
Accumulated Other Comprehensive Income (Loss), net of tax, end of period	(2,384)		(3,068)		(2,384)		(3,068)
Total Stockholders’ Equity	$	17,518	$	15,680	$	17,518	$	15,680

Preferred Shares Outstanding	13,800		13,800		13,800		13,800



Common Shares Outstanding (in thousands)
Common Shares Outstanding, beginning of period	285,104		296,807		287,556		298,472
Treasury stock acquired	(3,240)		(3,500)		(6,755)		(7,347)
Issuance of shares under incentive and stock compensation plans and other	429		700		2,084		3,704
Return of shares under incentive and stock compensation plans to treasury stock	(18)		(18)		(610)		(840)

Common Shares Outstanding, at end of period	282,275		293,989		282,275		293,989
Cash dividends declared per common share	$	0.520	$	0.470	$	1.040	$	0.940
Cash dividends declared per preferred share	$	375.00	$	375.00	$	750.00	$	750.00

See Notes to Condensed Consolidated Financial Statements.


Table of Contents

The Hartford Insurance Group, Inc.

Condensed Consolidated Statements of Cash Flows


	Six Months Ended June 30,
(in millions)	2025		2024
Operating Activities	(Unaudited)
Net income	$	1,625	$	1,491
Adjustments to reconcile net income to net cash provided by operating activities:
Net realized losses	59		31
Amortization of deferred policy acquisition costs	1,232		1,106
Additions to deferred policy acquisition costs	(1,355)		(1,238)
Depreciation and amortization	186		187



Other operating activities, net	169		198
Change in assets and liabilities:
Decrease in reinsurance recoverables	32		37
Net change in accrued and deferred income taxes	(181)		(155)
Increase in insurance liabilities	1,784		1,907
Net change in premiums receivable and agents' balances	(752)		(761)
Net change in other assets and other liabilities	(523)		(446)
Net cash provided by operating activities	2,276		2,357
Investing Activities
Proceeds from the sale/maturity/prepayment of:
Fixed maturities, AFS	4,755		5,151
Fixed maturities, at fair value using the fair value option	109		50
Equity securities, at fair value	125		304
Mortgage loans	733		411
Limited partnership and other alternative investments	115		101
Payments for the purchase of:
Fixed maturities, AFS	(6,090)		(6,498)
Fixed maturities, at fair value using the fair value option	(8)		—
Equity securities, at fair value	(16)		(9)
Mortgage loans	(793)		(669)
Limited partnership and other alternative investments	(445)		(314)
Net proceeds from (payments for) derivatives	(22)		2
Net additions of property and equipment	(78)		(111)
Net proceeds from short-term investments	524		258
Other investing activities, net	(53)		1


Net cash used for investing activities	(1,144)		(1,323)
Financing Activities
Deposits and other additions to investment and universal life-type contracts	63		64
Withdrawals and other deductions from investment and universal life-type contracts	(57)		(73)






Net (issuance) return of shares under incentive and stock compensation plans, including related excise tax benefit	(33)		(9)
Treasury stock acquired, including related excise tax paid	(815)		(700)
Dividends paid on preferred stock	(10)		(10)
Dividends paid on common stock	(299)		(281)
Net cash used for financing activities	(1,151)		(1,009)
Foreign exchange rate effect on cash	4		(4)


Net increase (decrease) in cash and restricted cash	(15)		21
Cash and restricted cash – beginning of period	234		189
Cash and restricted cash– end of period	$	219	$	210
Supplemental Disclosure of Cash Flow Information
Income tax paid	$	524	$	457
Interest paid	$	103	$	106

See Notes to Condensed Consolidated Financial Statements.


Table of Contents						Note 1 - Basis of Presentation and Significant Accounting Policies

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements

(Dollar amounts in millions, except for per share data, unless otherwise stated)

(Unaudited)

1. Basis of Presentation and Significant Accounting Policies

Basis of Presentation

The Hartford Insurance Group, Inc. is a holding company for insurance and financial services subsidiaries that provide property and casualty insurance, employee group benefits insurance and services, and mutual funds and exchange-traded funds ("ETF") to individual and business customers in the United States as well as in the United Kingdom and other international locations (collectively, “The Hartford”, the “Company”, “we” or “our”).

The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information, which differ materially from the accounting practices prescribed by various insurance regulatory authorities. These Condensed Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes thereto included in the Company's 2024 Form 10-K Annual Report. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year.

The accompanying Condensed Consolidated Financial Statements and Notes are unaudited. These financial statements reflect all adjustments (generally consisting only of normal accruals) which are, in the opinion of management, necessary for the fair statement of the financial position, results of operations and cash flows for the interim periods.

Consolidation

The Condensed Consolidated Financial Statements include the accounts of The Hartford Insurance Group, Inc., and entities in which the Company directly or indirectly has a controlling financial interest. Entities in which the Company has significant influence over the operating and financing decisions but does not control are reported using the equity method. Intercompany transactions and balances between The Hartford and its subsidiaries and affiliates have been eliminated.

Use of Estimates

The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.

The most significant estimates include those used in determining property and casualty and group long-term disability ("LTD") insurance product reserves, net of reinsurance; evaluation of goodwill for impairment; valuation of investments and derivative instruments; and contingencies relating to corporate litigation and regulatory matters.


Table of Contents						Note 2 - Earnings Per Common Share

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)

2. Earnings Per Common Share


Computation of Basic and Diluted Earnings per Common Share
	Three Months Ended June 30,				Six Months Ended June 30,
(In millions, except for per share data)	2025		2024		2025		2024
Earnings

Net income	$	995	$	738	$	1,625	$	1,491
Less: Preferred stock dividends	5		5		10		10




Net income available to common stockholders	$	990	$	733	$	1,615	$	1,481
Shares
Weighted average common shares outstanding, basic	283.7		295.5		285.1		296.8

Dilutive effect of stock-based awards under compensation plans	4.0		4.4		4.1		4.5
Weighted average common shares outstanding and dilutive potential common shares	287.7		299.9		289.2		301.3
Net income available to common stockholders per common share



Basic	$	3.49	$	2.48	$	5.66	$	4.99






Diluted	$	3.44	$	2.44	$	5.58	$	4.92

3. Segment Information

The Company currently conducts business principally in five reportable segments including Business Insurance, Personal Insurance, Property & Casualty ("P&C") Other Operations, Employee Benefits and Hartford Funds, as well as a Corporate category.


Table of Contents						Note 3 - Segment Information

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)

Segment Revenues


	Three Months Ended June 30,				Six Months Ended June 30,
	2025		2024		2025		2024
Business Insurance
Workers’ compensation	$	917	$	926	$	1,835	$	1,843
General liability	609		540		1,193		1,066
Marine	68		67		137		134
Package business	659		572		1,278		1,121
Commercial property	355		306		694		596
Professional liability	208		200		414		403
Bond	83		80		168		158
Assumed reinsurance	222		180		442		361
Commercial automobile	314		261		609		509
Business Insurance earned premium and fee income	3,435		3,132		6,770		6,191
Net investment income	449		402		886		793
Net realized losses	(20)		(50)		(44)		(38)
Other revenue [1]	1		—		2		—
Total Business Insurance	3,865		3,484		7,614		6,946
Personal Insurance
Personal automobile	634		598		1,258		1,170
Homeowners	305		259		588		508
Personal Insurance earned premium and fee income [2]	939		857		1,846		1,678
Net investment income	58		50		115		100
Net realized losses	(4)		(8)		(6)		(7)
Other revenue	24		25		44		44
Total Personal Insurance	1,017		924		1,999		1,815
P&C Other Operations
Net investment income	19		19		37		37
Net realized losses	(2)		(3)		(2)		(3)
Total P&C Other Operations	17		16		35		34

Employee Benefits
Group disability	899		895		1,799		1,785
Group life	644		663		1,294		1,308
Other	120		107		238		211
Employee Benefits premium and other considerations	1,663		1,665		3,331		3,304
Net investment income	118		112		244		226
Net realized losses	(16)		(9)		(20)		(8)
Total Employee Benefits	1,765		1,768		3,555		3,522
Hartford Funds
Mutual fund and ETF	239		235		481		466
Third-party life and annuity separate accounts [3]	17		18		35		37
Hartford Funds fee income	256		253		516		503
Net investment income	6		5		10		9
Net realized gains	9		3		9		8
Total Hartford Funds	271		261		535		520
Total segment revenues	$	6,935	$	6,453	$	13,738	$	12,837

[1] Other revenues for Business Insurance includes revenues from equity method investments that are not considered revenues from contracts with customers in the table below.

[2] For the three months ended June 30, 2025 and 2024, AARP members accounted for earned premiums of $841 and $788, respectively. For the six months ended June 30, 2025 and 2024, AARP members accounted for earned premiums of $1.66 billion and $1.55 billion, respectively.

[3] Represents revenues earned for investment advisory services on third party life and annuity separate account assets under management ("AUM") by the Company's Hartford Funds segment.


Table of Contents						Note 3 - Segment Information

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)

Significant Segment Expenses


	Three Months Ended June 30,				Six Months Ended June 30,
	2025		2024		2025		2024
Business Insurance
Current accident year losses and loss adjustment expenses ("LAE") before catastrophes	$	1,952	$	1,750	$	3,843	$	3,475
Current accident year catastrophe losses and LAE	114		155		394		264
Prior accident year development of losses and LAE	(146)		(81)		(229)		(137)
Amortization of DAC	546		489		1,077		965
Insurance operating costs	507		484		1,019		971
Amortization of other intangible assets	7		7		14		14
Dividends to policyholders	11		9		21		19
Total Business Insurance	2,991		2,813		6,139		5,571
Personal Insurance
Current accident year losses and LAE before catastrophes	585		597		1,148		1,172
Current accident year catastrophe losses and LAE	98		125		285		177
Prior accident year development of losses and LAE	(41)		(34)		(80)		(41)
Amortization of DAC	70		63		138		123
Insurance operating costs	172		169		354		322
Amortization of other intangible assets	—		—		1		1
Total Personal Insurance	884		920		1,846		1,754
P&C Other Operations
Prior accident year development of losses and LAE	—		—		—		7
Insurance operating costs	2		2		4		4
Total P&C Other Operations	2		2		4		11
Employee Benefits
Group disability losses	617		601		1,238		1,225
Group life losses	478		497		997		1,030
Group losses - other	55		49		114		96
Amortization of DAC	9		9		17		18
Insurance operating costs and other expenses	407		387		813		784
Amortization of other intangible assets	10		10		20		20
Total Employee Benefits	1,576		1,553		3,199		3,173
Hartford Funds
Sub-advisory expense	72		71		145		140
Employee compensation and benefits	31		32		70		67
Distribution and service	70		74		143		147
General, administrative and other	30		26		54		52
Total Hartford Funds	203		203		412		406
Total significant segment expenses	$	5,656	$	5,491	$	11,600	$	10,915


Table of Contents						Note 3 - Segment Information

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)


Segment/Category Summary For the Three Months Ended June 30, 2025
	Reportable Segments
	Business Insurance		Personal Insurance		P&C Other Operations		Employee Benefits		Hartford Funds		Total Reportable Segments		Corporate		Consolidated


Earned premium and fee income from external customers	$	3,435	$	939	$	—	$	1,663	$	256	$	6,293	$	10	$	6,303
Net investment income	449		58		19		118		6		650		14		664
Net realized gains (losses)	(20)		(4)		(2)		(16)		9		(33)		23		(10)
Other revenue [1]	1		24		—		—		—		25		5		30
Total Revenues	3,865		1,017		17		1,765		271		6,935		52		6,987
Significant segment expenses	2,991		884		2		1,576		203		5,656				5,656
Other segment expenses [2]	2		19		—		—		—		21				21
Corporate expenses													64		64
Income tax expense (benefit)	176		23		2		39		14		254		(3)		251
Net income (loss)	$	696	$	91	$	13	$	150	$	54	$	1,004	$	(9)	$	995


Other segment disclosures:
Amortization of DAC	$	546	$	70	$	—	$	9	$	—	$	625	$	—	$	625
Amortization of other intangibles	$	7	$	—	$	—	$	10	$	—	$	17	$	—	$	17


Segment/Category Summary For the Six Months Ended June 30, 2025
	Reportable Segments
	Business Insurance		Personal Insurance		P&C Other Operations		Employee Benefits		Hartford Funds		Total Reportable Segments		Corporate		Consolidated


Earned premium and fee income from external customers	$	6,770	$	1,846	$	—	$	3,331	$	516	$	12,463	$	21	$	12,484
Net investment income	886		115		37		244		10		1,292		28		1,320
Net realized gains (losses)	(44)		(6)		(2)		(20)		9		(63)		4		(59)
Other revenue [1]	2		44		—		—		—		46		6		52
Total Revenues	7,614		1,999		35		3,555		535		13,738		59		13,797
Significant segment expenses	6,139		1,846		4		3,199		412		11,600				11,600
Other segment expenses [2]	4		34		—		—		—		38				38
Corporate expenses													130		130
Income tax expense (benefit)	298		23		5		73		26		425		(21)		404
Net income (loss)	$	1,173	$	96	$	26	$	283	$	97	$	1,675	$	(50)	$	1,625

Other segment disclosures:
Amortization of DAC	$	1,077	$	138	$	—	$	17	$	—	$	1,232	$	—	$	1,232
Amortization of other intangibles	$	14	$	1	$	—	$	20	$	—	$	35	$	—	$	35


Table of Contents						Note 3 - Segment Information

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)


Segment/Category Summary For the Three Months Ended June 30, 2024
	Reportable Segments
	Business Insurance		Personal Insurance		P&C Other Operations		Employee Benefits		Hartford Funds		Total Reportable Segments		Corporate		Consolidated


Earned premium and fee income from external customers	$	3,132	$	857	$	—	$	1,665	$	253	$	5,907	$	10	$	5,917
Net investment income	402		50		19		112		5		588		14		602
Net realized gains (losses)	(50)		(8)		(3)		(9)		3		(67)		8		(59)
Other revenue [1]	—		25		—		—		—		25		1		26
Total Revenues	3,484		924		16		1,768		261		6,453		33		6,486
Significant segment expenses	2,813		920		2		1,553		203		5,491				5,491
Other segment expenses [2]	1		19		—		—		—		20				20
Corporate expenses													63		63
Income tax expense (benefit)	130		(4)		3		44		14		187		(13)		174
Net income (loss)	$	540	$	(11)	$	11	$	171	$	44	$	755	$	(17)	$	738


Other segment disclosures:
Amortization of DAC	$	489	$	63	$	—	$	9	$	—	$	561	$	—	$	561
Amortization of other intangibles	$	7	$	—	$	—	$	10	$	—	$	17	$	—	$	17


Segment/Category Summary For the Six Months Ended June 30, 2024
	Reportable Segments
	Business Insurance		Personal Insurance		P&C Other Operations		Employee Benefits		Hartford Funds		Total Reportable Segments		Corporate		Consolidated


Earned premium and fee income from external customers	$	6,191	$	1,678	$	—	$	3,304	$	503	$	11,676	$	20	$	11,696
Net investment income	793		100		37		226		9		1,165		30		1,195
Net realized gains (losses)	(38)		(7)		(3)		(8)		8		(48)		17		(31)
Other revenue [1]	—		44		—		—		—		44		1		45
Total Revenues	6,946		1,815		34		3,522		520		12,837		68		12,905
Significant segment expenses	5,571		1,754		11		3,173		406		10,915				10,915
Other segment expenses [2]	3		34		—		—		—		37				37
Corporate expenses													130		130
Income tax expense (benefit)	259		4		4		70		25		362		(30)		332
Net income (loss)	$	1,113	$	23	$	19	$	279	$	89	$	1,523	$	(32)	$	1,491

Other segment disclosures:
Amortization of DAC	$	965	$	123	$	—	$	18	$	—	$	1,106	$	—	$	1,106
Amortization of other intangibles	$	14	$	1	$	—	$	20	$	—	$	35	$	—	$	35

[1] Other revenues for Business Insurance and Corporate includes revenues from equity method investments that are not considered revenues from contracts with customers in the table below.

[2] Other segment expenses primarily consists of integration costs associated with the 2019 acquisition of Navigators Group for Business Insurance and servicing expenses for Personal Insurance


Table of Contents						Note 3 - Segment Information

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)


Assets
	June 30, 2025		December 31, 2024
Business Insurance	$	55,682	$	53,296
Personal Insurance	6,453		6,034
Property & Casualty Other Operations	4,237		4,312
Employee Benefits	13,289		13,502
Hartford Funds	755		761
Total Reportable Segments	80,416		77,905
Corporate	3,223		3,012
Total assets	$	83,639	$	80,917

Non-Insurance Revenue from Contracts with Customers


		Three Months Ended June 30,				Six Months Ended June 30,
	Revenue Line Item	2025		2024		2025		2024
Business Insurance
Installment billing fees	Fee income	$	11	$	11	$	22	$	22
Personal Insurance
Installment billing fees	Fee income	8		8		16		16
Insurance servicing revenues	Other revenues	24		25		44		44
Employee Benefits
Administrative services	Fee income	57		57		113		111
Hartford Funds


Advisory, servicing and distribution fees	Fee income	256		253		516		503
Corporate
Investment management and other fees	Fee income	10		10		21		20

Total non-insurance revenues with customers		$	366	$	364	$	732	$	716

4. Fair Value Measurements

The Company carries certain financial assets and liabilities at estimated fair value. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants. Our fair value framework includes a hierarchy that gives the highest priority to the use of quoted prices in active markets, followed by the use of market observable inputs, followed by the use of unobservable inputs.

The fair value hierarchy levels are as follows:

Level 1 Fair values based on unadjusted quoted prices for identical assets or liabilities, in active markets that the Company has the ability to access at the measurement date.

Level 2 Fair values primarily based on observable inputs, other than quoted prices included in Level 1, or based on prices for similar assets and liabilities.

Level 3 Fair values derived when one or more of the significant inputs are unobservable (including assumptions about risk). With little or no observable market, the determination of fair values uses considerable judgment and represents the Company’s best estimate of an amount that could be realized in a market exchange for the asset or liability. Also included are securities that are traded within illiquid markets and/or priced by independent brokers.

The Company will classify the financial asset or liability by level based upon the lowest level input that is significant to the determination of the fair value. In most cases, both observable inputs (e.g., changes in interest rates) and unobservable inputs (e.g., changes in risk assumptions) are used to determine fair values that the Company has classified within Level 3.


Table of Contents						Note 4 - Fair Value Measurements

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)


Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of June 30, 2025
	Total		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
Asset-backed securities ("ABS")	$	4,376	$	—	$	4,284	$	92
Collateralized loan obligations ("CLOs")	3,393		—		3,323		70
Commercial mortgage-backed securities ("CMBS")	2,585		—		2,448		137
Corporate	22,525		—		19,791		2,734
Foreign government/government agencies	455		—		455		—
Municipal	4,650		—		4,650		—
Residential mortgage-backed securities ("RMBS")	5,513		—		5,501		12
U.S. Treasuries	1,061		115		946		—
Total fixed maturities, AFS	44,558		115		41,398		3,045
FVO securities	181		—		—		181
Equity securities, at fair value [1]	529		390		46		93
Derivative assets
Credit derivatives	27		—		27		—

Foreign exchange derivatives	3		—		3		—
Equity derivatives	5		—		5		—

Total derivative assets [2]	35		—		35		—
Short-term investments	3,649		604		2,929		116
Total assets accounted for at fair value on a recurring basis	$	48,952	$	1,109	$	44,408	$	3,435
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities
Credit derivatives	$	(27)	$	—	$	(27)	$	—

Foreign exchange derivatives	(15)		—		(15)		—
Interest rate derivatives	(1)		—		(1)		—

Total derivative liabilities [3]	(43)		—		(43)		—

Total liabilities accounted for at fair value on a recurring basis	$	(43)	$	—	$	(43)	$	—


Table of Contents						Note 4 - Fair Value Measurements

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)


Assets and (Liabilities) Carried at Fair Value by Hierarchy Level as of December 31, 2024
	Total		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
ABS	$	3,937	$	—	$	3,915	$	22
CLOs	3,250		—		3,134		116
CMBS	2,736		—		2,569		167
Corporate	20,636		—		18,355		2,281
Foreign government/government agencies	480		—		480		—
Municipal	5,304		—		5,304		—
RMBS	5,230		—		5,206		24
U.S. Treasuries	994		57		937		—
Total fixed maturities, AFS	42,567		57		39,900		2,610
FVO securities	308		—		111		197
Equity securities, at fair value [1]	603		372		144		87
Derivative assets
Credit derivatives	30		—		30		—
Equity derivatives	4		—		4		—
Foreign exchange derivatives	23		—		23		—

Total derivative assets [2]	57		—		57		—
Short-term investments	4,068		1,271		2,699		98
Total assets accounted for at fair value on a recurring basis	$	47,603	$	1,700	$	42,911	$	2,992
Liabilities accounted for at fair value on a recurring basis
Derivative liabilities
Credit derivatives	$	(30)	$	—	$	(30)	$	—

Foreign exchange derivatives	18		—		18		—

Total derivative liabilities [3]	(12)		—		(12)		—

Total liabilities accounted for at fair value on a recurring basis	$	(12)	$	—	$	(12)	$	—

[1]Level 3 includes investments that have contractual sales restrictions that require consent to sell and are in place for the duration that the securities are held by the Company.

[2]Includes derivative instruments in a net positive fair value position after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements and applicable law. See footnote 3 to this table for derivative liabilities.

[3]Includes derivative instruments in a net negative fair value position (derivative liability) after consideration of the accrued interest and impact of collateral posting requirements which may be imposed by agreements and applicable law.

The Company has overseas deposits included in other investments of $71 and $61 as of June 30, 2025 and December 31, 2024, respectively, which are measured at fair value using the net asset value as a practical expedient.

Fixed Maturities, Equity Securities, Short-term Investments, and Derivatives

Valuation Techniques

The Company generally determines fair values using valuation techniques that use prices, rates, and other relevant information evident from market transactions involving identical or similar

instruments. Valuation techniques also include, where appropriate, estimates of future cash flows that are converted into a single discounted amount using current market expectations. The Company uses a "waterfall" approach comprised of the following pricing sources and techniques, which are listed in priority order:

•Quoted prices, unadjusted, for identical assets or liabilities in active markets, which are classified as Level 1.

•Prices from third-party pricing services, which primarily utilize a combination of techniques. These services utilize recently reported trades of identical, similar, or benchmark securities making adjustments for market observable inputs available through the reporting date. If there are no recently reported trades, they may use a discounted cash flow


Table of Contents						Note 4 - Fair Value Measurements

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)

technique to develop a price using expected cash flows based upon the anticipated future performance of the underlying collateral discounted at an estimated market rate. Both techniques develop prices that consider the time value of future cash flows and provide a margin for risk, including liquidity and credit risk. Most prices provided by third-party pricing services are classified as Level 2 because the inputs used in pricing the securities are observable. However, some securities that are less liquid or trade less actively are classified as Level 3. Additionally, certain long-dated securities include benchmark interest rate or credit spread assumptions that are not observable in the marketplace and are thus classified as Level 3.

•Internal matrix pricing is a valuation process internally developed for private placement securities for which the Company is unable to obtain a price from a third-party pricing service. Internal pricing matrices determine credit spreads that, when combined with risk-free rates, are applied to contractual cash flows to develop a price. The Company develops credit spreads using market based data for public securities adjusted for credit spread differentials between public and private securities, which are obtained from a survey of multiple private placement brokers. The market-based reference credit spread considers the issuer’s sector, financial strength, and term to maturity, using an independent public security index, while the credit spread differential considers the non-public nature of the security. Securities priced using internal matrix pricing are classified as Level 2 because the significant inputs are observable or can be corroborated with observable data.

•Independent broker quotes, which are typically non-binding, use inputs that can be difficult to corroborate with observable market-based data. Brokers may use present value techniques using assumptions specific to the security types, or they may use recent transactions of similar securities. Due to the lack of transparency in the process that brokers use to develop prices, valuations that are based on independent broker quotes are classified as Level 3.

The fair value of derivative instruments is determined primarily using a discounted cash flow model or option model technique and incorporates counterparty credit risk. In some cases, quoted market prices for exchange-traded and over-the-counter ("OTC") cleared derivatives may be used and in other cases independent broker quotes may be used. The pricing valuation models primarily use inputs that are observable in the market or can be corroborated by observable market data. The valuation of certain derivatives may include significant inputs that are unobservable, such as volatility levels, and reflect the Company’s view of what other market participants would use when pricing such instruments.

Valuation Controls

The process for determining the fair value of investments is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company. The purpose of the Valuation Committee is to provide oversight of the pricing policy, procedures, and controls, including approval of valuation methodologies and pricing sources. The Valuation Committee reviews market data trends, pricing statistics and trading statistics to ensure that prices are reasonable and consistent with our fair value framework. Controls and procedures used to assess third-party pricing services are reviewed by the Valuation Committee, including the results of annual due-diligence reviews. Controls include, but are not limited to, reviewing daily and monthly price changes, stale prices, and missing prices and comparing new trade prices to third-party pricing services, weekly price changes to published bond index prices, and daily OTC derivative market valuations to counterparty valuations. The Company has a dedicated pricing group that works with trading and investment professionals to challenge prices received by a third-party pricing source if the Company believes that the valuation received does not accurately reflect the fair value. New valuation models and changes to current models require approval by the Valuation Committee. In addition, the Company’s enterprise-wide Operational Risk Management function provides an independent review of the suitability and reliability of model inputs, as well as an analysis of significant changes to current models.

Valuation Inputs

Quoted prices for identical assets in active markets are considered Level 1 and consist of on-the-run U.S. Treasuries, money market funds, exchange-traded equity securities, open-ended mutual funds, certain short-term investments, and exchange traded derivative instruments.


Table of Contents						Note 4 - Fair Value Measurements

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)


Valuation Inputs Used in Levels 2 and 3 Measurements for Securities and Derivatives
Level 2 Primary Observable Inputs		Level 3 Primary Unobservable Inputs
Fixed Maturity Investments
Structured securities (includes ABS, CLOs, CMBS 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 curve Other 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 severity
Corporates
	• Benchmark yields and spreads • Reported trades, bids, offers of the same or similar securities • Issuer spreads and credit default swap curves Other 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 curve Other 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 nature
U.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 curve
Equity 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 observable
Short-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 nature
Derivatives
Credit derivatives
	• Swap yield curve • Credit default swap curves	• Not applicable
Foreign exchange derivatives
	• Swap yield curve • Currency spot and forward rates • Cross currency basis curves	• Not applicable
Interest rate derivatives
	• Swap yield curve	• Not applicable
Equity derivatives
	• Equity index levels	• Not applicable


Table of Contents						Note 4 - Fair Value Measurements

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)

Significant Unobservable Inputs for Level 3 - Securities

Assets accounted for at fair value on a recurring basis

Fair
Value

Predominant
Valuation
Technique

Significant Unobservable Input

Minimum

Maximum

Weighted Average [1]

Impact of
Increase in
Input on Fair Value [2]

As of June 30, 2025

ABS [3]

Discounted cash flows

Spread

487 bps

752 bps

505 bps

Decrease

CLOs [3]

Discounted cash flows

Spread

450 bps

1,009 bps

851 bps

Decrease

CMBS [3]

136

Discounted cash flows

Spread (encompasses prepayment, default risk and loss severity)

200 bps

1,897 bps

563 bps

Decrease

Corporate [4]

2,620

Discounted cash flows

Spread

84 bps

737 bps

274 bps

Decrease

RMBS

Discounted cash flows

Spread [6]

61 bps

573 bps

183 bps

Decrease

Constant prepayment rate [6]

Decrease [5]

Constant default rate [6]

—%

Decrease

Loss severity [6]

35%

50%

44%

Decrease

Short-term investments

116

Discounted cash flows

Spread

156 bps

269 bps

220 bps

Decrease

As of December 31, 2024

CMBS [3]

166

Discounted cash flows

Spread (encompasses prepayment, default risk and loss severity)

200 bps

1,221 bps

418 bps

Decrease

Corporate [4]

2,166

Discounted cash flows

Spread

81 bps

794 bps

286 bps

Decrease

RMBS [3]

Discounted cash flows

Spread [6]

100 bps

372 bps

181 bps

Decrease

Constant prepayment rate [6]

Decrease [5]

Constant default rate [6]

Decrease

Loss severity [6]

30%

50%

41%

Decrease

Short-term investments

Discounted cash flows

Spread

266 bps

Decrease

[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 broker priced lower-rated private placement securities for which the Company receives spread and yield information to corroborate the fair value.

[5]Decrease for above market rate coupons and increase for below market rate coupons.

[6]Generally, a change in the assumption used for the constant default rate would have been accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumption used for constant prepayment rate and would have resulted in wider spreads.

As of June 30, 2025 and December 31, 2024, the fair values of the Company's level 3 derivatives were less than $1 for both periods.

The table above excludes certain securities for which fair values are predominately based on independent broker quotes. While the Company does not have access to the significant unobservable inputs that independent brokers may use in their pricing process, the Company believes brokers likely use inputs similar to those used by the Company and third-party pricing services to price similar instruments. As such, in their pricing models, brokers likely use estimated loss severity rates, prepayment rates, constant default rates and credit spreads. Therefore, similar to non-broker priced securities, increases in these inputs would generally cause fair values to decrease. As of June 30, 2025, no significant adjustments were made by the Company to broker prices received.

Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs

The Company uses derivative instruments to manage the risk associated with certain assets and liabilities. However, the derivative instrument may not be classified within the same fair value hierarchy level as the associated asset or liability.


Table of Contents						Note 4 - Fair Value Measurements

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)



Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Three Months Ended June 30, 2025
				Total realized/unrealized gains (losses)
		Fair value as of March 31, 2025		Included in net income [1]		Included in OCI [2]		Purchases		Settlements		Sales		Transfers into Level 3 [3]		Transfers out of Level 3 [3]		Fair value as of June 30, 2025
Assets
Fixed maturities, AFS
	ABS	$	56	$	—	$	—	$	39	$	(3)	$	—	$	—	$	—	$	92
	CLOs	233		—		—		20		(18)		—		—		(165)		70
	CMBS	150		(1)		1		—		(13)		(8)		8		—		137
	Corporate	2,401		2		47		460		(109)		(67)		—		—		2,734


	RMBS	39		—		—		—		(3)		—		—		(24)		12
Total fixed maturities, AFS		2,879		1		48		519		(146)		(75)		8		(189)		3,045
FVO securities		195		(13)		—		2		(3)		—		—		—		181
Equity securities, at fair value		91		—		—		2		—		—		—		—		93
Short-term investments		59		—		—		57		—		—		—		—		116
Total Assets		$	3,224	$	(12)	$	48	$	580	$	(149)	$	(75)	$	8	$	(189)	$	3,435



Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Six Months Ended June 30, 2025
				Total realized/unrealized gains (losses)
		Fair value as of January 1, 2025		Included in net income [1]		Included in OCI [2]		Purchases		Settlements		Sales		Transfers into Level 3 [3]		Transfers out of Level 3 [3]		Fair value as of June 30, 2025
Assets
Fixed maturities, AFS
	ABS	$	22	$	—	$	1	$	73	$	(4)	$	—	$	—	$	—	$	92
	CLOs	116		—		—		228		(19)		—		—		(255)		70
	CMBS	167		(1)		4		—		(13)		(10)		43		(53)		137
	Corporate	2,281		3		62		624		(198)		(76)		38		—		2,734


	RMBS	24		—		—		24		(7)		—		—		(29)		12
Total fixed maturities, AFS		2,610		2		67		949		(241)		(86)		81		(337)		3,045
FVO securities		197		(17)		—		8		(7)		—		—		—		181
Equity securities, at fair value		87		(1)		—		10		(3)		—		—		—		93
Short-term investments		98		—		—		67		(49)		—		—		—		116
Total Assets		$	2,992	$	(16)	$	67	$	1,034	$	(300)	$	(86)	$	81	$	(337)	$	3,435


Table of Contents						Note 4 - Fair Value Measurements

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)



Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Three Months Ended June 30, 2024
				Total realized/unrealized gains (losses)
		Fair value as of March 31, 2024		Included in net income [1]		Included in OCI [2]		Purchases		Settlements		Sales		Transfers into Level 3 [3]		Transfers out of Level 3 [3]		Fair value as of June 30, 2024
Assets
Fixed maturities, AFS
	ABS	$	16	$	—	$	—	$	—	$	—	$	—	$	—	$	(8)	$	8
	CLOs	184		—		—		460		(14)		—		—		(130)		500
	CMBS	241		(2)		2		—		(3)		(48)		—		—		190
	Corporate	1,923		—		(18)		206		(49)		(1)		—		—		2,061


	RMBS	69		—		—		14		(5)		—		—		(38)		40
Total fixed maturities, AFS		2,433		(2)		(16)		680		(71)		(49)		—		(176)		2,799
FVO securities		167		(2)		—		—		(5)		—		—		—		160
Equity securities, at fair value		58		—		—		—		—		—		—		—		58
Short-term investments		26		—		—		—		(1)		—		—		—		25
Total Assets		$	2,684	$	(4)	$	(16)	$	680	$	(77)	$	(49)	$	—	$	(176)	$	3,042


Fair Value Rollforwards for Financial Instruments Classified as Level 3 for the Six Months Ended June 30, 2024
				Total realized/unrealized gains (losses)
		Fair value as of January 1, 2024		Included in net income [1]		Included in OCI [2]		Purchases		Settlements		Sales		Transfers into Level 3 [3]		Transfers out of Level 3 [3]		Fair value as of June 30, 2024
Assets
Fixed maturities, AFS
	ABS	$	—	$	—	$	—	$	16	$	—	$	—	$	—	$	(8)	$	8
	CLOs	113		—		—		590		(26)		—		—		(177)		500
	CMBS	227		(2)		12		—		(5)		(48)		6		—		190
	Corporate	1,861		—		(33)		312		(76)		(3)		—		—		2,061


	RMBS	36		—		—		52		(10)		—		—		(38)		40
Total fixed maturities, AFS		2,237		(2)		(21)		970		(117)		(51)		6		(223)		2,799
FVO securities		167		1		—		—		(8)		—		—		—		160
Equity securities, at fair value		58		—		—		—		—		—		—		—		58
Short-term investments		25		—		—		1		(1)		—		—		—		25
Total Assets		$	2,487	$	(1)	$	(21)	$	971	$	(126)	$	(51)	$	6	$	(223)	$	3,042

[1]Amounts in these columns are generally reported in net realized gains (losses). All amounts are before income taxes.

[2]All amounts are before income taxes.

[3]Transfers into and/or (out of) Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.


Table of Contents						Note 4 - Fair Value Measurements

The Hartford Insurance Group, Inc.

Notes To Condensed Consolidated Financial Statements (continued)


Changes in Unrealized Gains (Losses) for Financial Instruments Classified as Level 3 Still Held at End of Period
		Three Months Ended June 30,								Six Months Ended June 30,
		2025		2024		2025		2024		2025		2024		2025		2024
		Changes in Unrealized Gain/(Loss) included in Net Income [1] [2]				Changes in Unrealized Gain/(Loss) included in OCI [3]				Changes in Unrealized Gain/(Loss) included in Net Income [1] [2]				Changes in Unrealized Gain/(Loss) included in OCI [3]
Assets
Fixed maturities, AFS
	ABS	$	—	$	—	$	—	$	—	$	—	$	—	$	1	$	—

	CMBS	—		—		1		1		—		—		3		10
	Corporate	—		—		45		(18)		3		—		58		(32)



Total fixed maturities, AFS		—		—		46		(17)		3		—		62		(22)
FVO securities		(13)		(2)		—		—		(17)		1		—		—






Total Assets		$	(13)	$	(2)	$	46	$	(17)	$	(14)	$	1	$	62	$	(22)

[1]All amounts in these rows are reported in net realized gains (losses). All amounts are before income taxes.

[2]Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.

[3]Changes in unrealized gains (losses) on fixed maturities, AFS are reported in changes in net unrealized gain (loss) on fixed maturities in the Condensed Consolidated Statements of Comprehensive Income (Loss).

Fair Value Option

The Company has elected the fair value option for certain investments in residual interests of securitizations and other securities that contain embedded credit derivatives with underlying credit risk related to residential real estate in order to reflect changes in fair value in earnings. These instruments are included within FVO securities on the Condensed Consolidated Balance Sheets and changes in the fair value of these investments are reported in net realized gains and losses.

As of June 30, 2025 and December 31, 2024, the fair value of assets using the fair value option was $181 and $308,

respectively, of which $181 and $197, respectively, were residual interests of securitizations.

For the three and six months ended June 30, 2025, net realized gains (losses) related to the change in fair value of assets using the fair value option were $(13) and $(17), respectively. For the three and six months ended June 30, 2024, net realized gains (losses) related to the change in fair value of assets using the fair value option were $(1) and $3, respectively.

Financial Instruments Not Carried at Fair Value

Financial Assets and Liabilities Not Carried at Fair Value

June 30, 2025

December 31, 2024

Fair Value Hierarchy Level

Carrying Amount [1]

Fair Value

Fair Value Hierarchy Level

Carrying Amount [1]

Fair Value

Assets

Mortgage loans

Level 3

6,463

6,166

Level 3

HARTFORD INSURANCE GROUP, INC. 10-Q