Derivatives

9 Months Ended

Sep. 30, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

6. Derivatives

The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions or income generation covered call transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price, and currency exchange rate or volatility. Replication transactions may be used as an economical means to synthetically replicate the characteristics and performance of assets that are permissible investments under the Company’s investment policies.

Strategies that Qualify for Hedge Accounting

Some of the Company's derivatives satisfy hedge accounting requirements as outlined in Note 1 - Basis of Presentation and Significant Accounting Policies of Notes to Consolidated Financial Statements, included in The Hartford’s 2024 Form 10-K Annual Report. Typically, these hedging instruments include interest rate swaps and, to a lesser extent, foreign currency swaps where the terms or expected cash flows of the hedged item closely match the terms of the swap.

Cash Flow Hedges

Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives primarily convert interest receipts on variable-rate fixed maturity securities to fixed rates. The Company has also entered into interest rate swaps to convert the variable interest payments on the $500 junior subordinated debentures due 2067 to fixed interest payments. For further information, see the Junior Subordinated Debentures section within Note 13 - Debt of Notes to Consolidated Financial Statements, included in The Hartford's 2024 Form 10-K Annual Report.

Foreign currency swaps are used to convert foreign currency denominated cash flows related to certain investment receipts to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates.

Non-qualifying Strategies

Derivative relationships that do not qualify for hedge accounting (“non-qualifying strategies”) primarily include hedges of interest rate, foreign currency, and equity risk of certain fixed maturities and equities. In addition, hedging and replication strategies that utilize credit default swaps do not qualify for hedge accounting. The non-qualifying strategies include:

Credit Contracts

Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in the value of fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity or referenced index as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty or the Company should the referenced security issuers experience a credit event, as defined in the contract. The Company also enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward.

Interest Rate Swaps and Futures

The Company uses interest rate swaps and, to a lesser extent, futures to manage interest rate duration between assets and liabilities. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap going forward. As of September 30, 2025 and December 31, 2024, the notional amount of interest rate swaps in offsetting relationships was $333 and $344, respectively.

Foreign Currency Swaps

The Company enters into foreign currency swaps to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.

Equity Index Options

The Company enters into equity index options to hedge the impact of a decline in the equity markets on the investment portfolio.

Derivative Balance Sheet Classification

For reporting purposes, the Company has elected to offset within assets or liabilities based upon the net of the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty under a master netting agreement, which provides the Company with the legal right of offset. The following fair value amounts do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which payments or receipts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk.


Derivative Balance Sheet Presentation
	Net Derivatives								Asset Derivatives				Liability Derivatives
	Notional Amount				Fair Value				Fair Value				Fair Value
Hedge Designation/ Derivative Type	Sep 30, 2025		Dec. 31, 2024		Sep 30, 2025		Dec. 31, 2024		Sep 30, 2025		Dec. 31, 2024		Sep 30, 2025		Dec. 31, 2024
Cash flow hedges
Interest rate swaps	$	3,275	$	4,225	$	1	$	—	$	1	$	—	$	—	$	—
Foreign currency swaps	588		646		(1)		41		30		52		(31)		(11)
Total cash flow hedges	3,863		4,871		—		41		31		52		(31)		(11)
Non-qualifying strategies
Interest rate contracts
Interest rate swaps and futures	333		344		(2)		—		—		1		(2)		(1)
Foreign exchange contracts
Foreign currency swaps	588		647		—		—		—		—		—		—
Credit contracts


Credit derivatives in offsetting positions	985		986		—		—		29		31		(29)		(31)
Equity contracts
Equity index options	—		233		—		4		—		4		—		—


Total non-qualifying strategies	1,906		2,210		(2)		4		29		36		(31)		(32)
Total cash flow hedges and non-qualifying strategies	$	5,769	$	7,081	$	(2)	$	45	$	60	$	88	$	(62)	$	(43)
Balance Sheet Location
Fixed maturities, AFS	$	588	$	647	$	—	$	—	$	—	$	—	$	—	$	—
Other investments	3,540		3,011		30		57		30		66		—		(9)
Other liabilities	1,641		3,423		(32)		(12)		30		22		(62)		(34)
Total derivatives	$	5,769	$	7,081	$	(2)	$	45	$	60	$	88	$	(62)	$	(43)

Offsetting of Derivative Assets/Liabilities

The following tables present the gross fair value amounts, the offsetting amounts, and net position of derivative instruments eligible for offset in the Company's Condensed Consolidated Balance Sheets. Offsetting amounts include fair value amounts, income accruals and related cash collateral receivables and payables associated with derivative instruments that are traded under a common master netting agreement, as described in the preceding discussion. Also included in the tables are financial collateral receivables and payables, which are contractually permitted to be offset upon an event of default, although are disallowed for offsetting under U.S. GAAP.


Offsetting Derivative Assets and Liabilities
	(i)		(ii)		(iii) = (i) - (ii)				(iv)		(v) = (iii) - (iv)
					Net Amounts Presented in the Statement of Financial Position				Collateral Disallowed for Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets (Liabilities)		Gross Amounts Offset in the Statement of Financial Position		Derivative Assets [1] (Liabilities) [2]		Accrued Interest and Cash Collateral (Received) [3] Pledged [2]		Financial Collateral (Received) Pledged [4]		Net Amount
As of September 30, 2025
Other investments	$	60	$	58	$	30	$	(28)	$	—	$	2
Other liabilities	$	(62)	$	(40)	$	(32)	$	10	$	(20)	$	(2)

As of December 31, 2024
Other investments	$	88	$	86	$	57	$	(55)	$	—	$	2
Other liabilities	$	(43)	$	(42)	$	(12)	$	11	$	(1)	$	—

[1]Included in other investments in the Company's Condensed Consolidated Balance Sheets.

[2]Included in other liabilities in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty.

[3]Included in other investments in the Company's Condensed Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty.

[4] Excludes collateral associated with exchange-traded derivative instruments.

Cash Flow Hedges

For derivative instruments that are designated and qualify as cash flow hedges, the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.


Gains (Losses) Recognized in OCI
	Three Months Ended September 30,				Nine Months Ended September 30,
	2025		2024		2025		2024
Interest rate swaps	$	—	$	25	$	13	$	4
Foreign currency swaps	14		(23)		(35)		9
Total	$	14	$	2	$	(22)	$	13


Gains (Losses) Reclassified from AOCI into Income

	Three months ended September 30,								Nine Months Ended September 30,
	2025				2024				2025				2024
	Net Investment Income		Interest Expense		Net Investment Income		Interest Expense		Net Investment Income		Interest Expense		Net Investment Income		Interest Expense
Interest rate swaps	$	(3)	$	3	$	(9)	$	4	$	(7)	$	9	$	(24)	$	13
Foreign currency swaps	3		—		3		—		8		—		9		—
Total	$	—	$	3	$	(6)	$	4	$	1	$	9	$	(15)	$	13

Total amounts presented on the Condensed Consolidated Statement of Operations	$	759	$	50	$	659	$	49	$	2,079	$	150	$	1,854	$	149

As of September 30, 2025, the before tax deferred net losses on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months are $26. This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities and long-term debt that will occur over the next twelve months. At that time, the Company will recognize the deferred net gains (losses) as an adjustment to net investment income or interest expense, as applicable, over the term of the hedged instrument cash flows.

During the three and nine months ended September 30, 2025 and 2024, the Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring.

Non-qualifying Strategies

For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized gains (losses).


Non-Qualifying Strategies Recognized within Net Realized Gains (Losses)
	Three Months Ended September 30,				Nine Months Ended September 30,
	2025		2024		2025		2024





Interest rate contracts
Interest rate swaps and futures	$	—	$	12	$	(2)	$	9



Equity contracts
Equity index options	(5)		11		(14)		6


Total [1]	$	(5)	$	23	$	(16)	$	15

[1]Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 4 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

Credit Risk Assumed through Credit Derivatives

The Company enters into credit default swaps that assume credit risk of a single entity or referenced index in order to synthetically replicate investment transactions that are permissible under the Company's investment policies. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk may primarily reference investment grade single corporate issuers and baskets, which include standard diversified portfolios of corporate and CMBS issuers.


Credit Risk Assumed Derivatives by Type
						Underlying Referenced Credit Obligation(s) [1]
	Notional Amount [2]		Fair Value		Weighted Average Years to Maturity	Type	Average Credit Rating	Offsetting Notional Amount [3]		Offsetting Fair Value [3]
As of September 30, 2025


Basket credit default swaps [4]

Investment grade risk exposure	$	100	$	1	3 years	CMBS Credit	AAA	$	100	$	(1)
Below investment grade risk exposure	392		28		3 years	Corporate Credit	BB-	392		(28)
Below investment grade risk exposure	1		(1)		Less than 1 year	CMBS Credit	CCC+	1		1
Total [5]	$	493	$	28				$	493	$	(28)
As of December 31, 2024


Basket credit default swaps [4]

Investment grade risk exposure	$	100	$	—	4 years	CMBS Credit	AAA	$	100	$	—
Below investment grade risk exposure	392		30		3 years	Corporate Credit	B+	392		(30)
Below investment grade risk exposure	1		(1)		Less than 1 year	CMBS Credit	CCC	1		1
Total [5]	$	493	$	29				$	493	$	(29)

[1]The average credit ratings are based on availability and are generally the midpoint of the available ratings among Moody’s, S&P and Fitch. If no rating is available from a rating agency, then an internally developed rating is used.

[2]Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements and applicable law, which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses.

[3]The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.

[4] Comprised of swaps of standard market indices of diversified portfolios of corporate and CMBS issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.

[5] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 4 - Fair Value Measurements of Notes to Condensed Consolidated Financial Statements.

Derivative Collateral Arrangements

The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of September 30, 2025 and December 31, 2024, the Company has pledged cash collateral associated with derivative instruments of $29 and $31, respectively. In general, collateral receivable is recorded in other assets or other liabilities on the Company's Condensed Consolidated Balance Sheets as determined by the Company's election to offset on the balance sheet. As of September 30, 2025 and December 31, 2024, the Company pledged securities collateral associated with derivative instruments with a fair value of $21 and $1, respectively, which have been included in fixed maturities on the Company's Condensed Consolidated Balance Sheets. The counterparties generally have the right to sell or re-pledge these securities.

In addition, as of September 30, 2025 and December 31, 2024, the Company has pledged initial margin of cash related to OTC-cleared and exchange traded derivatives with a fair value of $7 and $10, respectively, which is recorded in other investments or other assets on the Company's Condensed Consolidated Balance Sheets. As of September 30, 2025 and December 31, 2024, the Company has pledged initial margin of securities related to OTC-cleared and exchange traded derivatives with a fair value of $89 and $103, respectively, which are included within fixed maturities on the Company's Condensed Consolidated Balance Sheets.

As of September 30, 2025 and December 31, 2024, the Company accepted cash collateral associated with derivative instruments of $49 and $78, respectively, which was invested and recorded in the Company's Condensed Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other investments or other liabilities as determined by the Company's election to offset on the balance sheet. Also, as of September 30, 2025 and December 31, 2024, the Company did not hold securities collateral.

Derivatives, Policy [Policy Text Block]

- Definition

The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts.

+ References

Reference 1: http://www.xbrl.org/2003/role/exampleRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 182
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480401/815-10-55-182

Reference 2: http://www.xbrl.org/2003/role/exampleRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 185
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480401/815-10-55-185

Reference 3: http://www.xbrl.org/2003/role/exampleRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 184
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480401/815-10-55-184

Reference 4: http://www.xbrl.org/2003/role/exampleRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 181
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480401/815-10-55-181

Reference 5: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4K
-Subparagraph (e)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K

Reference 6: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4K
-Subparagraph (a)(5)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K

Reference 7: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4K
-Subparagraph (d)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K

Reference 8: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4K
-Subparagraph (a)(3)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K

Reference 9: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4K
-Subparagraph (b)(2)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K

Reference 10: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4H
-Subparagraph (a)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4H

Reference 11: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4H
-Subparagraph (b)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4H

Reference 12: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 15
-Name Accounting Standards Codification
-Section 50
-Paragraph 3
-Subparagraph (a)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480960/815-15-50-3

Reference 13: http://www.xbrl.org/2003/role/exampleRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 55
-Paragraph 183
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480401/815-10-55-183

Reference 14: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4K
-Subparagraph (a)(4)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K

Reference 15: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4K
-Subparagraph (a)(2)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K

Reference 16: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4K
-Subparagraph (a)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K

Reference 17: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4I
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4I

Reference 18: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4F
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4F

Reference 19: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (b)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-2

Reference 20: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (a)(2)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-2

Reference 21: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (a)(1)(iii)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-2

Reference 22: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (a)(1)(ii)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-2

Reference 23: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (a)(1)(i)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-2

Reference 24: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1B
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-1B

Reference 25: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1A
-Subparagraph (d)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-1A

Reference 26: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1A
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-1A

Reference 27: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1A
-Subparagraph (b)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-1A

Reference 28: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1A
-Subparagraph (a)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-1A

Reference 29: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-Name Accounting Standards Codification
-Publisher FASB
-URI https://asc.fasb.org/815/tableOfContent

Reference 30: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 40
-Name Accounting Standards Codification
-Section 50
-Paragraph 5
-Subparagraph (f)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480237/815-40-50-5

Reference 31: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 5C
-Subparagraph (b)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-5C

+ Details

- Definition

Disclosure of accounting policy for its derivative instruments and hedging activities.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 8
-Subparagraph (a)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-8

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 8
-Subparagraph (b)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-8

Reference 3: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section S50
-Paragraph 1
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147479693/815-10-S50-1

Reference 4: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 8C
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-8C

Reference 5: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 8
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-8

Reference 6: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 7
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-7

Reference 7: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4F
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4F

Reference 8: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-Name Accounting Standards Codification
-Publisher FASB
-URI https://asc.fasb.org/815/tableOfContent

Reference 9: http://www.xbrl.org/2003/role/disclosureRef
-Topic 235
-SubTopic 10
-Name Accounting Standards Codification
-Section S50
-Paragraph 1
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480738/235-10-S50-1

Reference 10: http://www.xbrl.org/2003/role/disclosureRef
-Topic 250
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 9
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147483443/250-10-50-9

Reference 11: http://www.xbrl.org/2003/role/disclosureRef
-Topic 235
-SubTopic 10
-Name Accounting Standards Codification
-Section S99
-Paragraph 1
-Subparagraph (SX 210.4-08(n))
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480678/235-10-S99-1

+ Details

HARTFORD INSURANCE GROUP, INC. 10-Q