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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, 2026

☐ 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 001-11294

Unum Group

(Exact name of registrant as specified in its charter)


Delaware			62-1598430
(State or other jurisdiction of incorporation or organization)			(I.R.S. Employer Identification No.)

1 Fountain Square Chattanooga, Tennessee			37402
(Address of principal executive offices)			(Zip Code)

(423) 294-1011
(Registrant's telephone number, including area code)

Not Applicable
(Former name, former address and former fiscal year, if changed since last report)

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, $0.10 par value	UNM	New York Stock Exchange
6.250% Junior Subordinated Notes due 2058	UNMA	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 [X] No [ ]

Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit such files). Yes [X] No [ ]

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

(Check one):

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.

☐

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Act). Yes ☐ No ☒

158,306,798 shares of the registrant's common stock were outstanding as of July 27, 2026.

TABLE OF CONTENTS


		Page
	Cautionary Statement Regarding Forward-Looking Statements	1

	PART I - FINANCIAL INFORMATION

Item 1.	Financial Statements (Unaudited):	3

	Consolidated Balance Sheets at June 30, 2026 and December 31, 2025	3

	Consolidated Statements of Income for the three and six months ended June 30, 202 6 and 202 5	5

	Consolidated Statements of Comprehensive Income for the three and six months ended June 30, 2026 and 2025	6

	Consolidated Statements of Stockholders' Equity for the three and six months ended June 30, 2026 and 2025	7

	Consolidated Statements of Cash Flows for the six months ended June 30, 2026 and 2025	8

	Notes to Consolidated Financial Statements	9

	Note 1 - Basis of Presentation	9

	Note 2 - Accounting Developments	9

	Note 3 - Fair Value of Financial Instruments	10

	Note 4 - Investments	28

	Note 5 - Derivative Financial Instruments	44

	Note 6 - Accumulated Other Comprehensive Loss	53

	Note 7 - Liability for Future Policy Benefits	55

	Note 8 - Policyholders' Account Balances	71

	Note 9 - Deferred Acquisition Costs	74

	Note 10 - Segment Information	76

	Note 11 - Employee Benefit Plans	83

	Note 12 - Stockholders' Equity and Earnings Per Common Share	84

	N ote 13 - Commitments and Contingent Liabilities	86

	N ote 14 - Debt and Other	87

Item 2.	Management's Discussion and Analysis of Financial Condition and Results of Operations	89

Item 3.	Quantitative and Qualitative Disclosures About Market Risk	126

Item 4.	Controls and Procedures	126

	PART II - OTHER INFORMATION

Item 1.	Legal Proceedings	127

Item 1A.	Risk Factors	127

Item 2.	Unregistered Sales of Equity Securities and Use of Proceeds	127

Item 5.	Other Information	127

Item 6.	Exhibits	128

	Signatures	129

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Cautionary Statement Regarding Forward-Looking Statements

The Private Securities Litigation Reform Act of 1995 (the Act) provides a "safe harbor" to encourage companies to provide prospective information, as long as those statements are identified as forward-looking and are accompanied by meaningful cautionary statements identifying important factors that could cause actual results to differ materially from those included in the forward-looking statements. Certain information contained in this quarterly report on Form 10-Q (including certain statements in the consolidated financial statements and related notes and Management's Discussion and Analysis), or in any other written or oral statements made by us in communications with the financial community or contained in documents filed with the Securities and Exchange Commission (SEC), may be considered forward-looking statements within the meaning of the Act. Forward-looking statements are those not based on historical information, but rather relate to our outlook, future operations, strategies, financial results, or other developments. Forward-looking statements speak only as of the date made. We undertake no obligation to update these statements, even if made available on our website or otherwise. These statements may be made directly in this document or may be made part of this document by reference to other documents filed by us with the SEC, a practice which is known as "incorporation by reference." You can find many of these statements by looking for words such as "will," "may," "should," "could," "believes," "expects," "anticipates," "estimates," "plans," "assumes," "intends," "projects," "goals,” "objectives," or similar expressions in this document or in documents incorporated herein.

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Cautionary Statement Regarding Forward-Looking Statements - Continued

These forward-looking statements are subject to numerous assumptions, risks, and uncertainties, many of which are beyond our control. We caution readers that the following factors, in addition to other factors mentioned from time to time, may cause actual results to differ materially from those contemplated by the forward-looking statements:

•Fluctuation in insurance reserve liabilities, claim payments, and pricing due to changes in claim incidence, recovery rates, mortality and morbidity rates, and policy benefit offsets due to, among other factors, the rate of unemployment and consumer confidence, the emergence of new diseases, epidemics, or pandemics, new trends and developments in medical treatments, the effectiveness of our claims operational processes, and changes in governmental programs.

•Sustained periods of low interest rates.

•Unfavorable economic or business conditions, both domestic and foreign, that may result in decreases in sales, premiums, or persistency, as well as unfavorable claims activity or unfavorable returns on our investment portfolio.

•Changes in, or interpretations or enforcement of, laws and regulations.

•A cybersecurity attack or other security breach resulting in compromised data or the unauthorized acquisition of confidential data.

•The failure of our business recovery and incident management processes to resume our business operations in the event of a natural catastrophe, cybersecurity attack, or other event.

•Increased competition from other insurers and financial services companies due to industry consolidation, new entrants to our markets, or other factors.

•Investment results, including, but not limited to, changes in interest rates, defaults, changes in credit spreads, impairments, and the lack of appropriate investments in the market which can be acquired to match our liabilities.

•Ineffectiveness of our derivatives hedging programs due to changes in forecasted cash flows, the economic environment, counterparty risk, ratings downgrades, capital market volatility, collateral requirements, changes in interest rates, and/or regulation.

•Our ability to develop digital capabilities or execute on our technology systems upgrades or replacements.

•Our use of artificial intelligence technology, as well as changes in artificial intelligence laws and regulations.

•The impact of pandemics and other public health issues on our business, financial position, results of operations, liquidity and capital resources, and overall business operations.

•Changes in our financial strength and credit ratings.

•The ability of our reinsurers to meet their obligations to us and availability of reinsurance in the market.

•Our ability to hire and retain qualified employees.

•Disruptions to our business or our ability to access data caused by the use and reliance on third-party vendors, including vendors providing web and cloud-based applications.

•Ability to generate sufficient internal liquidity and/or obtain external financing.

•Damage to our reputation due to, among other factors, regulatory investigations, legal proceedings, social issues, third-party vendors, external events, and/or cyber or other information security incidents.

•Recoverability and/or realization of the carrying value of our intangible assets, long-lived assets, and deferred tax assets.

•Effectiveness of our risk management program.

•Contingencies and the level and results of litigation.

•Fluctuation in foreign currency exchange rates.

•Our ability to meet sustainability standards and expectations of investors, regulators, customers, and other stakeholders.

For further discussion of risks and uncertainties which could cause actual results to differ from those contained in the forward-looking statements, see Part 1, Item 1A of our annual report on Form 10-K for the year ended December 31, 2025.

All subsequent written and oral forward-looking statements attributable to us or any person acting on our behalf are expressly qualified in their entirety by the cautionary statements contained or referred to in this section.

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PART I - FINANCIAL INFORMATION

ITEM 1. FINANCIAL STATEMENTS

CONSOLIDATED BALANCE SHEETS (UNAUDITED)

Unum Group and Subsidiaries


	June 30		December 31
	2026		2025
	(in millions of dollars)

Assets

Investments
Fixed Maturity Securities - at fair value (amortized cost of $36,495.5; $34,747.2; allowance for credit losses of $—; $5.9)	$	34,443.6	$	33,056.6
Mortgage Loans (net of allowance for credit losses of $16.0; $15.9)	2,071.7		2,109.5
Policy Loans	3,681.7		3,668.1
Other Long-term Investments	1,628.8		1,670.4
Short-term Investments	1,875.2		3,016.2
Total Investments	43,701.0		43,520.8

Other Assets
Cash and Bank Deposits	199.2		158.2
Accounts and Premiums Receivable (net of allowance for credit losses of $26.9; $26.1)	1,630.0		1,429.8
Reinsurance Recoverable (net of allowance for credit losses of $0.5; $1.4)	11,091.3		11,574.6
Accrued Investment Income	681.1		596.0
Deferred Acquisition Costs	3,025.4		2,920.3
Goodwill	353.0		353.9
Property and Equipment	506.1		503.7
Deferred Income Tax	48.4		79.5

Other Assets	2,249.7		2,382.6

Total Assets	$	63,485.2	$	63,519.4

See notes to consolidated financial statements.

T able of Conten ts

CONSOLIDATED BALANCE SHEETS (UNAUDITED) - Continued

Unum Group and Subsidiaries


	June 30		December 31
	2026		2025
	(in millions of dollars)

Liabilities and Stockholders' Equity

Liabilities
Future Policy Benefits	$	37,610.7	$	38,017.0
Policyholders' Account Balances	5,980.5		5,636.4
Unearned Premiums	572.0		412.8
Other Policyholders’ Funds	1,469.5		1,479.7
Income Tax Payable	101.8		52.2
Deferred Income Tax	37.4		38.8


Long-term Debt	3,763.8		3,767.6

Other Liabilities	3,140.0		2,995.8

Total Liabilities	52,675.7		52,400.3

Commitments and Contingent Liabilities - Note 13

Stockholders' Equity
Common Stock, $0.10 par
Authorized: 725,000,000 shares
Issued: 196,693,609 and 196,194,941 shares	19.6		19.6
Additional Paid-in Capital	1,612.4		1,593.0
Accumulated Other Comprehensive Loss	(1,870.0)		(1,808.5)
Retained Earnings	13,682.3		13,345.3
Treasury Stock - at cost: 38,389,539 and 30,500,524 shares	(2,634.8)		(2,030.3)

Total Stockholders' Equity	10,809.5		11,119.1

Total Liabilities and Stockholders' Equity	$	63,485.2	$	63,519.4

See notes to consolidated financial statements.

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CONSOLIDATED STATEMENTS OF INCOME (UNAUDITED)

Unum Group and Subsidiaries


	Three Months Ended June 30				Six Months Ended June 30
	2026		2025		2026		2025
	(in millions of dollars, except share data)

Revenue
Premium Income	$	2,817.8	$	2,748.0	$	5,611.8	$	5,450.9
Net Investment Income	478.4		560.7		961.8		1,073.9
Net Investment Loss	(5.2)		(17.7)		(10.2)		(224.5)
Other Income	79.0		70.4		161.8		152.7
Total Revenue	3,370.0		3,361.4		6,725.2		6,453.0

Benefits and Expenses
Policy Benefits	1,991.2		1,944.9		3,947.0		3,905.2
Policy Benefits - Remeasurement Loss (Gain)	10.0		31.2		58.2		(58.1)
Commissions	364.3		343.5		732.8		686.7
Interest and Debt Expense	53.3		52.0		106.4		104.0

Deferral of Acquisition Costs	(187.4)		(174.9)		(378.0)		(347.5)
Amortization of Deferred Acquisition Costs	135.4		132.2		269.6		257.6

Compensation Expense	307.0		292.0		632.5		602.4
Other Expenses	366.7		323.5		724.5		642.1
Total Benefits and Expenses	3,040.5		2,944.4		6,093.0		5,792.4

Income Before Income Tax	329.5		417.0		632.2		660.6

Income Tax Expense (Benefit)
Current	71.7		89.1		109.5		169.5
Deferred	0.9		(7.7)		33.8		(33.6)
Total Income Tax Expense	72.6		81.4		143.3		135.9

Net Income	$	256.9	$	335.6	$	488.9	$	524.7

Net Income Per Common Share
Basic	$	1.61	$	1.93	$	3.02	$	2.98
Assuming Dilution	$	1.61	$	1.92	$	3.01	$	2.97

See notes to consolidated financial statements.

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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED)

Unum Group and Subsidiaries


	Three Months Ended June 30				Six Months Ended June 30
	2026		2025		2026		2025
	(in millions of dollars)

Net Income	$	256.9	$	335.6	$	488.9	$	524.7

Other Comprehensive Income (Loss)
Change in Net Unrealized Loss on Securities (net of tax expense (benefit) of $38.6; $22.0; $(77.5); $132.2)	139.5		79.5		(289.7)		501.5
Change in the Effect of Discount Rate Assumptions on the Liability for Future Policy Benefits, Net of Reinsurance (net of tax expense (benefit) of $(59.9); $10.9; $66.0; $(31.7))	(220.6)		39.8		244.6		(126.5)
Change in Net Loss on Derivatives (net of tax expense (benefit) of $0.8; $(15.9); $(0.2); $(4.2))	2.9		(59.8)		(0.4)		(14.3)
Change in Foreign Currency Translation Adjustment (net of tax expense of $0.3; $0.4; $0.4; $0.2)	1.9		80.0		(21.1)		122.3
Change in Unrecognized Pension and Postretirement Benefit Costs (net of tax expense (benefit) of $0.5; $(0.5); $1.5; $(0.7))	1.8		(1.4)		5.1		—
Total Other Comprehensive Income (Loss)	(74.5)		138.1		(61.5)		483.0

Comprehensive Income	$	182.4	$	473.7	$	427.4	$	1,007.7

See notes to consolidated financial statements.

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CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY (UNAUDITED)

Unum Group and Subsidiaries


	Three Months Ended June 30				Six Months Ended June 30
	2026		2025		2026		2025
	(in millions of dollars)
Common Stock
Balance at Beginning of Period	$	19.6	$	19.5	$	19.6	$	19.5
Common Stock Activity	—		0.1		—		0.1
Balance at End of Period	19.6		19.6		19.6		19.6

Additional Paid-in Capital
Balance at Beginning of Period	1,602.1		1,568.7		1,593.0		1,489.6

Repurchase of Common Stock	—		—		—		80.3
Other Common Stock Activity	10.3		9.7		19.4		8.5
Balance at End of Period	1,612.4		1,578.4		1,612.4		1,578.4

Accumulated Other Comprehensive Loss


Balance at Beginning of Period	(1,795.5)		(2,178.8)		(1,808.5)		(2,523.7)
Other Comprehensive Income (Loss)	(74.5)		138.1		(61.5)		483.0
Balance at End of Period	(1,870.0)		(2,040.7)		(1,870.0)		(2,040.7)

Retained Earnings


Balance at Beginning of Period	13,498.9		13,025.8		13,345.3		12,914.0
Net Income	256.9		335.6		488.9		524.7
Dividends to Stockholders (per common share: $0.46; $0.42; $0.92; $0.84)	(73.5)		(74.2)		(151.9)		(151.5)

Balance at End of Period	13,682.3		13,287.2		13,682.3		13,287.2

Treasury Stock
Balance at Beginning of Period	(2,432.7)		(1,221.2)		(2,030.3)		(938.3)
Repurchases of Common Stock	(202.1)		(303.3)		(604.5)		(586.2)
Balance at End of Period	(2,634.8)		(1,524.5)		(2,634.8)		(1,524.5)

Total Stockholders' Equity at End of Period	$	10,809.5	$	11,320.0	$	10,809.5	$	11,320.0

See notes to consolidated financial statements.

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CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED)

Unum Group and Subsidiaries


	Six Months Ended June 30
	2026		2025
	(in millions of dollars)
Cash Flows from Operating Activities
Net Income	$	488.9	$	524.7
Adjustments to Reconcile Net Income to Net Cash Provided by Operating Activities
Change in Receivables	151.8		360.2
Change in Deferred Acquisition Costs	(108.4)		(89.9)
Change in Insurance Liabilities	195.4		55.0
Change in Income Taxes	91.2		10.3
Change in Other Accrued Liabilities	(49.1)		(266.3)
Non-cash Components of Net Investment Income	(177.1)		(176.8)
Net Investment Loss	10.2		224.5
Depreciation	82.4		60.2

Amortization of the Cost of Reinsurance	91.5		19.3

Other, Net	67.5		(19.6)
Net Cash Provided by Operating Activities	844.3		701.6

Cash Flows from Investing Activities
Proceeds from Sales of Fixed Maturity Securities	176.4		470.9
Proceeds from Maturities of Fixed Maturity Securities	1,310.5		923.3
Proceeds from Sales and Maturities of Other Investments	418.5		246.9
Purchases of Fixed Maturity Securities	(2,748.4)		(904.3)
Purchases of Other Investments	(352.8)		(202.6)
Net Sales and Maturities of Short-term Investments	1,172.9		328.1
Net Increase (Decrease) in Payables for Collateral on Investments	(325.0)		162.1

Net Purchases of Property and Equipment	(68.8)		(63.7)

Net Cash Provided (Used) by Investing Activities	(416.7)		960.7

Cash Flows from Financing Activities


Repayment of Long-term Debt	(7.2)		—

Issuances of Common Stock	3.0		2.8
Repurchases of Common Stock	(608.7)		(500.9)
Dividends Paid to Stockholders	(151.8)		(150.5)
Proceeds from Policyholders' Account Deposits	654.0		63.3
Payments for Policyholders' Account Withdrawals	(264.0)		(43.2)

Other, Net	(11.9)		(1.8)
Net Cash Used by Financing Activities	(386.6)		(630.3)

Net Increase in Cash and Bank Deposits	41.0		1,032.0

Cash and Bank Deposits at Beginning of Year	158.2		162.8

Cash and Bank Deposits at End of Period	$	199.2	$	1,194.8

See notes to consolidated financial statements.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED)

Unum Group and Subsidiaries

June 30, 2026

Note 1 - Basis of Presentation

The accompanying consolidated financial statements of Unum Group and its subsidiaries (the Company) have been prepared in accordance with U.S. generally accepted accounting principles (GAAP) for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X. Accordingly, they do not include all of the information and footnotes required by GAAP for complete financial statements. For further information, refer to the consolidated financial statements and footnotes included in our annual report on Form 10-K for the year ended December 31, 2025.

In our opinion, all adjustments (consisting of normal recurring accruals) considered necessary for a fair presentation have been included. Interim results are not necessarily indicative of full-year performance.

Note 2 - Accounting Developments

Accounting Updates Adopted in 2025:

ASU 2023-09, Income Taxes (Topic 740): Improvements to Income Tax Disclosures

The amendments in this update required greater disaggregation of income tax disclosures related to the income tax rate reconciliation and income taxes paid. Specifically, the guidance required additional information that met a quantitative threshold in specified categories with respect to the reconciliation of the effective tax rate to the statutory tax rate for federal, state, and foreign income taxes. The specified categories were the following: state and local income taxes, foreign tax effects, effect of cross-border tax laws, enactment of new tax laws, nontaxable or nondeductible items, tax credits, changes in valuation allowances, and changes in unrecognized tax benefits. The quantitative threshold for each category is five percent of the amount computed by multiplying income (or loss) from continuing operations before income taxes by the statutory federal income tax rate. In addition, the amendments required additional information pertaining to income taxes paid, net of refunds, to be disaggregated by federal, state and foreign jurisdictions, and further disaggregated for specific jurisdictions to the extent the related amounts exceeded a quantitative threshold of five percent of total income taxes paid. The amendments also required disclosures of income (or loss) before income tax expense (or benefit) as domestic or foreign for each annual reporting period.

The amendments eliminated the historic requirement to disclose information regarding unrecognized tax benefits having a reasonable possibility of significantly increasing or decreasing in the twelve months following the reporting date, as well as the requirement to disclose the cumulative temporary differences when a deferred tax liability was not recognized due to certain exceptions under ASC 740.

The amendments in this update were applied retrospectively for the annual period ended December 31, 2025. The adoption of this update modified our disclosures, but did not have an impact on our financial position or results of operations.

Accounting Updates Outstanding:

ASU 2024-03, Disaggregation of Income Statement Expenses: Income Statement - Reporting Comprehensive Income – Expense Disaggregation Disclosures (Subtopic 220-40): Disaggregation of Income Statement Expenses and related amendment

The amendments in this update require the disclosure of disaggregation of certain income statement expense line items. Specifically, the guidance requires the disclosure of additional information related to certain expenses, including employee compensation, depreciation and amortization, and certain other expenses included in each income statement line item. The amendments also require the disclosure of both the total amount of selling expenses and a definition of selling expenses.

We will adopt this update effective for the annual period beginning January 1, 2027, and interim periods beginning January 1, 2028. The adoption of this update is permitted on a prospective basis or a retrospective basis. The adoption of this update will expand our disclosures but will not have an impact on our financial position or results of operations.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 2 - Accounting Developments - Continued

ASU 2025-06, Targeted Improvements to the Accounting for Internal-Use Software: Intangibles - Goodwill and Other Internal-Use Software (Subtopic 350-40)

The amendments in this update modernize the recognition framework for the capitalization of internal-use software and remove all references to software development project stages. The guidance requires software development costs to be capitalized when both of the following criteria are met: (i) management has authorized and committed to funding the project, and (ii) it is probable that the project will be completed and the software will be used to perform its intended function. Additionally, the update aligns disclosure requirements for capitalized software costs with those under ASC 360-10, Property, Plant, and Equipment.

We will adopt this update effective for the interim and annual periods beginning January 1, 2028. The adoption of this update is permitted on a prospective, retrospective, or modified retrospective basis. We are currently evaluating the impact the adoption of this update will have on our financial position, results of operations, and disclosures.

Note 3 - Fair Value of Financial Instruments

Fair Value Measurements for Financial Instruments Carried at Fair Value

We report fixed maturity securities, which are classified as available-for-sale securities, derivative financial instruments, and unrestricted equity securities at fair value in our consolidated balance sheets. We report our investments in private equity partnerships at our share of the partnerships' net asset value (NAV) per share or its equivalent as a practical expedient for fair value.

The degree of judgment utilized in measuring the fair value of financial instruments generally correlates to the level of pricing observability. Financial instruments with readily available active quoted prices or for which fair value can be measured from actively quoted prices in active markets generally have more pricing observability and less judgment utilized in measuring fair value. An active market for a financial instrument is a market in which transactions for an asset or a similar asset occur with sufficient frequency and volume to provide pricing information on an ongoing basis. A quoted price in an active market provides the most reliable evidence of fair value and should be used to measure fair value whenever available. Conversely, financial instruments rarely traded or not quoted have less observability and are measured at fair value using valuation techniques that require more judgment. Pricing observability is generally impacted by a number of factors, including the type of financial instrument, whether the financial instrument is new to the market and not yet established, the characteristics specific to the transaction, and overall market conditions.

We classify financial instruments in accordance with a fair value hierarchy consisting of three levels based on the observability of valuation inputs:

•Level 1 - the highest category of the fair value hierarchy classification wherein inputs are unadjusted and represent quoted prices in active markets for identical assets or liabilities at the measurement date.

•Level 2 - valued using inputs (other than prices included in Level 1) that are either directly or indirectly observable for the asset or liability through correlation with market data at the measurement date and for the duration of the instrument's anticipated life.

•Level 3 - the lowest category of the fair value hierarchy and reflects the judgment of management regarding what market participants would use in pricing assets or liabilities at the measurement date. Financial assets and liabilities categorized as Level 3 are generally those that are valued using unobservable inputs to extrapolate an estimated fair value.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

Valuation Methodologies of Financial Instruments Measured at Fair Value

Valuation techniques used for assets and liabilities accounted for at fair value are generally categorized into three types. The market approach uses prices and other relevant information from market transactions involving identical or comparable assets or liabilities. The income approach converts future amounts, such as cash flows or earnings, to a single present amount, or a discounted amount. The cost approach is based upon the amount that currently would be required to replace the service capacity of an asset, or the current replacement cost.

We use valuation techniques that are appropriate in the circumstances and for which sufficient data are available that can be obtained without undue cost and effort. In some cases, a single valuation technique will be appropriate (for example, when valuing an asset or liability using quoted prices in an active market for identical assets or liabilities). In other cases, multiple valuation techniques will be appropriate. If we use multiple valuation techniques to measure fair value, we evaluate and weigh the results, as appropriate, considering the reasonableness of the range indicated by those results. A fair value measurement is the point within that range that is most representative of fair value in the circumstances.

The selection of the valuation method(s) to apply considers the definition of an exit price and depends on the nature of the asset or liability being valued. For assets and liabilities accounted for at fair value, we generally use valuation techniques consistent with the market approach, and to a lesser extent, the income approach. We believe the market approach provides more observable data than the income approach, considering the type of investments we hold. Our fair value measurements could differ significantly based on the valuation technique and available inputs. When using a pricing service, we obtain the vendor's pricing documentation to ensure we understand their methodologies. We periodically review and approve the selection of our pricing vendors to ensure we are in agreement with their current methodologies. When markets are less active, brokers may rely more on models with inputs based on the information available only to the broker. Our internal investment management professionals, which include portfolio managers and analysts, monitor securities priced by brokers and evaluate their prices for reasonableness based on benchmarking to available primary and secondary market information. In weighing a broker quote as an input to fair value, we place less reliance on quotes that do not reflect the result of market transactions. We also consider the nature of the quote, particularly whether it is a bid or market quote. If prices in an inactive market do not reflect current prices for the same or similar assets, adjustments may be necessary to arrive at fair value. When relevant market data is unavailable, which may be the case during periods of market uncertainty, the income approach can, in suitable circumstances, provide a more appropriate fair value. During 2026, we have applied valuation approaches and techniques on a consistent basis to similar assets and liabilities and consistent with those approaches and techniques used at year end 2025.

Fixed Maturity and Equity Securities

We use observable and unobservable inputs in measuring the fair value of our fixed maturity and equity securities. For securities categorized as Level 1, fair values equal active Trade Reporting and Compliance Engine (TRACE) pricing or unadjusted market maker prices. For securities categorized as Level 2 or Level 3, inputs that may be used in valuing each class of securities at any given time period are disclosed below. Actual inputs used to determine fair values will vary for each reporting period depending on the availability of inputs which may, at times, be affected by the lack of market liquidity.

Level 2

Level 3

Instrument

Observable Inputs

Unobservable Inputs

United States Government and Government Agencies and Authorities

Valuation Method

Principally the market approach

Not applicable

Valuation Techniques / Inputs

Prices obtained from external pricing services

States, Municipalities, and Political Subdivisions

Valuation Method

Principally the market approach

Valuation Techniques / Inputs

Prices obtained from external pricing services

Analysis of similar bonds, adjusted for comparability

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

Level 2

Level 3

Instrument

Observable Inputs

Unobservable Inputs

States, Municipalities, and Political Subdivisions - Continued

Relevant reports issued by analysts and rating agencies

Audited financial statements

Foreign Governments

Valuation Method

Principally the market approach

Valuation Techniques / Inputs

Prices obtained from external pricing services

Analysis of similar bonds, adjusted for comparability

Non-binding broker quotes

Call provisions

Public Utilities

Valuation Method

Principally the market and income approaches

Valuation Techniques / Inputs

Prices obtained from external pricing services

Change in benchmark reference

Non-binding broker quotes

Analysis of similar bonds, adjusted for comparability

Benchmark yields

Discount for size - illiquidity

Transactional data for new issuances and secondary trades

Volatility of credit

Security cash flows and structures

Lack of marketability

Recent issuance / supply

Audited financial statements

Security and issuer level spreads

Security creditor ratings/maturity/capital structure/optionality

Public covenants

Comparative bond analysis

Relevant reports issued by analysts and rating agencies

Mortgage/Asset-Backed Securities1

Valuation Method

Principally the market and income approaches

Principally the market approach

Valuation Techniques / Inputs

Prices obtained from external pricing services

Analysis of similar bonds, adjusted for comparability

Non-binding broker quotes

Prices obtained from external pricing services

Security cash flows and structures

Underlying collateral

Prepayment speeds/loan performance/delinquencies

Relevant reports issued by analysts and rating agencies

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

Level 2

Level 3

Instrument

Observable Inputs

Unobservable Inputs

Mortgage/Asset-Backed Securities1 - Continued

Audited financial statements

All Other Corporate Bonds

Valuation Method

Principally the market and income approaches

Valuation Techniques / Inputs

Prices obtained from external pricing services

Change in benchmark reference

Non-binding broker quotes

Discount for size - illiquidity

Benchmark yields

Volatility of credit

Transactional data for new issuances and secondary trades

Lack of marketability

Security cash flows and structures

Prices obtained from external pricing services

Recent issuance / supply

Security and issuer level spreads

Security creditor ratings/maturity/capital structure/optionality

Public covenants

Comparative bond analysis

Relevant reports issued by analysts and rating agencies

Audited financial statements

Redeemable Preferred Stocks

Valuation Method

Principally the market approach

Valuation Techniques / Inputs

Non-binding broker quotes

Financial statement analysis

Benchmark yields

Comparative bond analysis

Call provisions

Relevant reports issued by analysts and rating agencies

Audited financial statements

Perpetual Preferred and Equity Securities

Valuation Method

Principally the market approach

Principally the market and income approaches

Valuation Techniques / Inputs

Prices obtained from external pricing services

Financial statement analysis

Non-binding broker quotes

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types.

The management of our investment portfolio includes establishing pricing policy and reviewing the reasonableness of sources and inputs used in developing pricing. We review all prices that vary between multiple pricing vendors by a threshold that is outside a normal market range for the asset type. In the event we receive a vendor's market price that does not appear

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

reasonable based on our market analysis, we may challenge the price and request further information about the assumptions and methodologies used by the vendor to price the security. We may change the selected price based on a better data source such as an actual trade. We also review all prices that did not change from the prior month to ensure that these prices are within our expectations. The overall valuation process for determining fair values may include adjustments to valuations obtained from our pricing sources when they do not represent a valid exit price. These adjustments may be made when, in our judgment and considering our knowledge of the financial conditions and industry in which the issuer operates, certain features of the financial instrument require that an adjustment be made to the value originally obtained from our pricing sources. These features may include the complexity of the financial instrument, the market in which the financial instrument is traded, counterparty credit risk, credit structure, concentration, or liquidity. Additionally, an adjustment to the price derived from a model typically reflects our judgment of the inputs that other participants in the market for the financial instrument being measured at fair value would consider in pricing that same financial instrument. In the event an asset is sold, we test the validity of the fair value determined by our valuation techniques by comparing the selling price to the fair value determined for the asset in the immediately preceding month end reporting period.

Certain of our investments do not have readily determinable market prices and/or observable inputs or may at times be affected by the lack of market liquidity. For these securities, we use internally prepared valuations, including valuations based on estimates of future profitability, to estimate the fair value. Additionally, we may obtain prices from independent third-party brokers to aid in establishing valuations for certain of these securities. Key assumptions used by us to determine fair value for these securities include risk free interest rates, risk premiums, performance of underlying collateral (if any), and other factors involving significant assumptions which may or may not reflect those of an active market.

The parameters and inputs used to validate a price on a security may be adjusted for assumptions about risk and current market conditions on a quarter to quarter basis, as certain features may be more significant drivers of valuation at the time of pricing. Changes to inputs in valuations are not changes to valuation methodologies; rather, the inputs are modified to reflect direct or indirect impacts on asset classes from changes in market conditions.

At June 30, 2026, approximately 23.3 percent of our fixed maturity securities were valued using active trades from TRACE pricing or market maker prices for which there was current market activity in that specific security (comparable to receiving one binding quote). The prices obtained were not adjusted, and the assets were classified as Level 1.

The remaining 76.7 percent of our fixed maturity securities were valued based on non-binding quotes or other observable and unobservable inputs, as discussed below:

•58.1 percent of our fixed maturity securities were valued based on prices from pricing services that generally use observable inputs such as prices for securities or comparable securities in active markets in their valuation techniques. These assets were classified as Level 2.

•17.1 percent of our fixed maturity securities were valued based on one or more non-binding broker quotes, if validated by observable market data. When only one price is available, it is used if observable inputs and analysis confirms that it is appropriate. These assets, for which we were able to validate the price using other observable market data, were classified as Level 2.

•1.5 percent of our fixed maturity securities were valued based on prices of comparable securities, internal models, or pricing services or other non-binding quotes with no other observable market data. These assets were classified as either Level 2 or Level 3, with the categorization dependent on whether there was other observable market data.

Derivatives

Fair values for derivatives other than embedded derivatives in modified coinsurance arrangements are based on market quotes or pricing models and represent the net amount of cash we would have paid or received if the contracts had been settled or closed as of the last day of the period. Credit risk related to the counterparty and the Company is considered in determining the fair values of these derivatives. However, since we have collateralization agreements in place with each counterparty which limits our exposure, any credit risk is immaterial. Therefore, we determined that no adjustments for credit risk were required as of June 30, 2026 or December 31, 2025.

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

Fair values for our embedded derivative in a modified coinsurance arrangement are estimated using internal pricing models and represent the hypothetical value of the duration mismatch of assets and liabilities, interest rate risk, and third party credit risk embedded in the modified coinsurance arrangement.

We consider transactions in inactive markets to be less representative of fair value. We use all available observable inputs when measuring fair value, but when significant unobservable inputs are used, we classify these assets or liabilities as Level 3.

Private Equity Partnerships

Our private equity partnerships represent funds that are primarily invested in private credit, private equity, and real assets, as described below. Distributions received from the funds arise from income generated by the underlying investments as well as the liquidation of the underlying investments. There is generally not a public market for these investments.

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June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

The following tables present additional information about our private equity partnerships, including commitments for additional investments which may or may not be funded.


		June 30, 2026
Investment Category		Fair Value		Redemption Term / Redemption Notice	Unfunded Commitments
		(in millions of dollars)			(in millions of dollars)
Private Credit	(a)	$	181.5	Not redeemable	$	111.4
		45.1		Quarterly / 90 days notice	12.7
Total Private Credit		226.6			124.1

Private Equity	(b)	621.5		Not redeemable	429.0
		36.2		Initial 5.5 year lock on each new investment / Quarterly after 5.5 year lock with 90 days notice	15.9
Total Private Equity		657.7			444.9

Real Assets	(c)	501.6		Not redeemable	193.8
		39.2		Quarterly / 90 days notice	—
Total Real Assets		540.8			193.8

Total Partnerships		$	1,425.1		$	762.8


		December 31, 2025
Investment Category		Fair Value		Redemption Term / Redemption Notice	Unfunded Commitments
		(in millions of dollars)			(in millions of dollars)
Private Credit	(a)	$	205.9	Not redeemable	$	108.3

		49.9		Quarterly / 90 days notice	12.7
Total Private Credit		255.8			121.0

Private Equity	(b)	618.9		Not redeemable	406.8
		32.5		Initial 5.5 year lock on each new investment / Quarterly after 5.5 year lock with 90 days notice	15.5
Total Private Equity		651.4			422.3

Real Assets	(c)	511.4		Not redeemable	213.4
		37.7		Quarterly / 90 days notice	—
Total Real Assets		549.1			213.4

Total Partnerships		$	1,456.3		$	756.7

(a)Private Credit - The limited partnerships described in this category employ various investment strategies, generally providing direct lending or other forms of debt financing including first-lien, second-lien, mezzanine, and subordinated loans. The limited partnerships have credit exposure to corporates, physical assets, and/or financial assets within a variety of industries (including manufacturing, healthcare, energy, business services, technology, materials, and retail) in North

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Note 3 - Fair Value of Financial Instruments - Continued

America and, to a lesser extent, outside of North America. As of June 30, 2026, the estimated remaining life of the investments that do not allow for redemptions is approximately 57 percent in the next 3 years, 20 percent during the period from 3 to 5 years, and 23 percent during the period from 5 to 10 years.

(b)Private Equity - The limited partnerships described in this category employ various strategies generally investing in controlling or minority control equity positions directly in companies and/or assets across various industries (including manufacturing, healthcare, energy, business services, technology, materials, and retail), primarily in private markets within North America and, to a lesser extent, outside of North America. As of June 30, 2026, the estimated remaining life of the investments that do not allow for redemptions is approximately 39 percent in the next 3 years, 8 percent during the period from 3 to 5 years, 52 percent during the period from 5 to 10 years, and 1 percent during the period from 10 to 15 years.

(c)Real Assets - The limited partnerships described in this category employ various strategies, which include investing in the equity and/or debt financing of physical assets, including infrastructure (energy, power, water/wastewater, communications), transportation (including airports, ports, toll roads, aircraft, railcars) and real estate in North America, Europe, South America, and Asia. As of June 30, 2026, the estimated remaining life of the investments that do not allow for redemptions is approximately 38 percent in the next 3 years, 23 percent during the period from 3 to 5 years, and 39 percent during the period from 5 to 10 years.

We record changes in our share of NAV of the partnerships in net investment income. We receive financial information related to our investments in partnerships and generally record investment income on a one-quarter lag in accordance with our accounting policy. Our partnerships are subject to transfer restrictions which extend over the life of the investment. There are no circumstances in which the transfer restrictions would lapse.

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

The following tables present information about financial instruments measured at fair value on a recurring basis by fair value level, based on the observability of the inputs used.


	June 30, 2026
	Level 1		Level 2		Level 3		NAV		Total
	(in millions of dollars)
Assets
Fixed Maturity Securities
United States Government and Government Agencies and Authorities	$	77.5	$	549.2	$	—	$	—	$	626.7
States, Municipalities, and Political Subdivisions	—		2,958.5		—		—		2,958.5
Foreign Governments	—		856.9		7.9		—		864.8
Public Utilities	566.4		4,474.4		—		—		5,040.8
Mortgage/Asset-Backed Securities1	—		1,376.0		103.5		—		1,479.5
All Other Corporate Bonds	7,392.6		15,998.0		74.9		—		23,465.5
Redeemable Preferred Stocks	—		7.8		—		—		7.8
Total Fixed Maturity Securities	8,036.5		26,220.8		186.3		—		34,443.6

Other Long-term Investments
Derivatives

Forwards	—		3.9		—		—		3.9
Foreign Currency Interest Rate Swaps	—		54.0		—		—		54.0
Embedded Derivative in Modified Coinsurance Arrangement	—		—		15.1		—		15.1

Total Derivatives	—		57.9		15.1		—		73.0
Perpetual Preferred and Equity Securities	—		0.1		20.9		—		21.0
Private Equity Partnerships	—		—		—		1,425.1		1,425.1
Total Other Long-term Investments	—		58.0		36.0		1,425.1		1,519.1
Total Financial Instrument Assets Carried at Fair Value	$	8,036.5	$	26,278.8	$	222.3	$	1,425.1	$	35,962.7

Liabilities
Other Liabilities
Derivatives
Forwards	$	—	$	183.2	$	—	$	—	$	183.2
Foreign Currency Interest Rate Swaps	—		39.8		—		—		39.8


Total Derivatives	—		223.0		—		—		223.0
Total Financial Instrument Liabilities Carried at Fair Value	$	—	$	223.0	$	—	$	—	$	223.0

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types.

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued


	December 31, 2025
	Level 1		Level 2		Level 3		NAV		Total
	(in millions of dollars)
Assets
Fixed Maturity Securities
United States Government and Government Agencies and Authorities	$	79.3	$	465.7	$	—	$	—	$	545.0
States, Municipalities, and Political Subdivisions	—		3,058.1		—		—		3,058.1
Foreign Governments	—		870.3		—		—		870.3
Public Utilities	223.7		4,710.2		—		—		4,933.9
Mortgage/Asset-Backed Securities1	—		1,076.2		103.1		—		1,179.3
All Other Corporate Bonds	3,656.0		18,742.2		63.9		—		22,462.1
Redeemable Preferred Stocks	—		7.9		—		—		7.9
Total Fixed Maturity Securities	3,959.0		28,930.6		167.0		—		33,056.6

Other Long-term Investments
Derivatives

Forwards	—		2.4		—		—		2.4
Foreign Currency Interest Rate Swaps	—		49.5		—		—		49.5
Embedded Derivative in Modified Coinsurance Arrangement	—		—		17.8		—		17.8
Total Derivatives	—		51.9		17.8		—		69.7
Perpetual Preferred and Equity Securities	—		0.2		19.8		—		20.0
Private Equity Partnerships	—		—		—		1,456.3		1,456.3
Total Other Long-term Investments	—		52.1		37.6		1,456.3		1,546.0
Total Financial Instrument Assets Carried at Fair Value	$	3,959.0	$	28,982.7	$	204.6	$	1,456.3	$	34,602.6

Liabilities
Other Liabilities
Derivatives
Forwards	$	—	$	223.9	$	—	$	—	$	223.9
Foreign Currency Interest Rate Swaps	—		45.8		—		—		45.8


Total Derivatives	—		269.7		—		—		269.7
Total Financial Instrument Liabilities Carried at Fair Value	$	—	$	269.7	$	—	$	—	$	269.7

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types.

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

Changes in assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) are as follows:


	Three Months Ended June 30, 2026
	Fair Value Beginning of Period		Total Realized and Unrealized Investment Gains (Losses) in								Level 3 Transfers				Fair Value End of Period		Change in Unrealized Gain (Loss) on Securities Held at the End of Period included in
			Earnings		OCI		Purchases		Sales/Maturities		Into		Out of				OCI		Earnings
	(in millions of dollars)
Fixed Maturity Securities

Foreign Governments	$	—	$	—	$	0.2	$	—	$	—	$	7.7	$	—	$	7.9	$	0.2	$	—
Public Utilities	—		—		0.7		—		(31.0)		30.3		—		—		—		—
Mortgage/Asset-Backed Securities1	197.7		—		0.2		6.7		(6.8)		—		(94.3)		103.5		0.2		—
All Other Corporate Bonds	60.4		—		(0.5)		7.5		(140.1)		153.4		(5.8)		74.9		(1.0)		—

Total Fixed Maturity Securities	258.1		—		0.6		14.2		(177.9)		191.4		(100.1)		186.3		(0.6)		—

Perpetual Preferred and Equity Securities	19.8		—		—		1.1		—		—		—		20.9		—		—
Embedded Derivative in Modified Coinsurance Arrangement	14.8		0.3		—		—		—		—		—		15.1		—		0.3

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types.

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued


	Three Months Ended June 30, 2025
	Fair Value Beginning of Period		Total Realized and Unrealized Investment Gains (Losses) in								Level 3 Transfers				Fair Value End of Period		Change in Unrealized Gain (Loss) on Securities Held at the End of Period included in
			Earnings		OCI		Purchases		Sales/Maturities		Into		Out of				OCI		Earnings
	(in millions of dollars)
Fixed Maturity Securities


Public Utilities	$	—	$	—	$	—	$	—	$	(9.0)	$	9.0	$	—	$	—	$	—	$	—
Mortgage/Asset-Backed Securities1	77.2		—		0.9		7.1		(3.7)		—		(0.1)		81.4		0.9		—
All Other Corporate Bonds	32.3		—		(0.1)		1.0		(29.3)		16.0		—		19.9		(0.1)		—

Total Fixed Maturity Securities	109.5		—		0.8		8.1		(42.0)		25.0		(0.1)		101.3		0.8		—

Perpetual Preferred and Equity Securities	26.8		6.9		—		3.0		(12.9)		—		—		23.8		—		—
Embedded Derivative in Modified Coinsurance Arrangement	9.6		1.0		—		—		—		—		—		10.6		—		1.0

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types.

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued


	Six Months Ended June 30, 2026
	Fair Value Beginning of Year		Total Realized and Unrealized Investment Gains (Losses) in								Level 3 Transfers				Fair Value End of Period		Change in Unrealized Gain (Loss) on Securities Held at the End of Period included in
			Earnings		OCI		Purchases		Sales/Maturities		Into		Out of				OCI		Earnings
	(in millions of dollars)
Fixed Maturity Securities

Foreign Governments	$	—	$	—	$	(0.3)	$	—	$	—	$	8.2	$	—	$	7.9	$	(0.3)	$	—
Public Utilities	—		—		0.4		—		(41.0)		40.6		—		—		—		—
Mortgage/Asset-Backed Securities1	103.1		—		1.2		15.6		(16.4)		—		—		103.5		1.2		—
All Other Corporate Bonds	63.9		—		(0.6)		7.5		(179.1)		230.6		(47.4)		74.9		(1.7)		—

Total Fixed Maturity Securities	167.0		—		0.7		23.1		(236.5)		279.4		(47.4)		186.3		(0.8)		—

Perpetual Preferred and Equity Securities	19.8		—		—		1.1		—		—		—		20.9		—		—
Embedded Derivative in Modified Coinsurance Arrangement	17.8		(2.7)		—		—		—		—		—		15.1		—		(2.7)

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types.

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued


	Six Months Ended June 30, 2025
	Fair Value Beginning of Year		Total Realized and Unrealized Investment Gains (Losses) in								Level 3 Transfers				Fair Value End of Period		Change in Unrealized Gain (Loss) on Securities Held at the End of Period included in
			Earnings		OCI		Purchases		Sales/Maturities		Into		Out of				OCI		Earnings
	(in millions of dollars)
Fixed Maturity Securities


Public Utilities	$	—	$	(1.5)	$	1.7	$	—	$	(21.3)	$	21.1	$	—	$	—	$	—	$	—
Mortgage/Asset-Backed Securities1	73.5		—		0.3		11.9		(4.2)		—		(0.1)		81.4		0.3		—
All Other Corporate Bonds	71.5		(6.2)		(8.3)		1.0		(99.6)		99.7		(38.2)		19.9		(8.3)		—

Total Fixed Maturity Securities	145.0		(7.7)		(6.3)		12.9		(125.1)		120.8		(38.3)		101.3		(8.0)		—

Perpetual Preferred and Equity Securities	24.4		7.6		—		4.7		(12.9)		—		—		23.8		—		0.7
Embedded Derivative in Modified Coinsurance Arrangement	11.5		(0.9)		—		—		—		—		—		10.6		—		(0.9)

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types.

Realized and unrealized investment gains and losses presented in the preceding tables represent gains and losses only for the time during which the applicable financial instruments were classified as Level 3. The transfers between levels resulted primarily from a change in observability of three inputs used to determine fair values of the securities transferred: (1) transactional data for new issuance and secondary trades, (2) broker/dealer quotes and pricing, primarily related to changes in the level of activity in the market and whether the market was considered orderly, and (3) comparable bond metrics from which to perform an analysis. For fair value measurements of financial instruments that were transferred either into or out of Level 3, we reflect the transfers using the fair value at the beginning of the period. We believe this allows for greater transparency, as all changes in fair value that arise during the reporting period of the transfer are disclosed as a component of our Level 3 reconciliation.

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Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

The table below provides quantitative information regarding the significant unobservable inputs used in Level 3 fair value measurements derived from internal models. Unobservable inputs for fixed maturity securities are weighted by the fair value of the securities. Certain securities classified as Level 3 are excluded from the table below due to limitations in our ability to obtain the underlying inputs used by external pricing sources.

June 30, 2026

Fair Value

Valuation Method

Unobservable Input

Range/Weighted Average

(in millions of dollars)

Fixed Maturity Securities

All Other Corporate Bonds - Private

4.7

Market Approach

Market Convention

(a)

Priced at Par Value

Mortgage-Backed Securities/

Asset-Backed Securities1

3.9

Market Approach

Market Convention

(a)

Priced at Par Value

Perpetual Preferred and Equity Securities

20.9

Market Approach

Market Convention

(a)

Priced at Cost, Owner's Equity, or Most Recent Round

Embedded Derivative in Modified Coinsurance Arrangement

15.1

Discounted Cash Flows

Projected Liability Cash Flows

Weighted Spread of Swap Curve

(b)

Actuarial Assumptions

(0.52)%

December 31, 2025

Fair Value

Valuation Method

Unobservable Input

Range/Weighted Average

(in millions of dollars)

Fixed Maturity Securities

All Other Corporate Bonds - Private

8.3

Market Approach

Market Convention

(a)

Priced at Par Value

Perpetual Preferred and Equity Securities

19.8

Market Approach

Market Convention

(a)

Priced at Cost, Owner's Equity, or Most Recent Round

Embedded Derivative in Modified Coinsurance Arrangement

17.8

Discounted Cash Flows

Projected Liability Cash Flows

Weighted Spread of Swap Curve

(b)

Actuarial Assumptions

(0.41)%

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types.

(a)Represents a decision to price based on par value, cost, owner's equity, or the price of the most recent capital funding round when limited data is available

(b)Represents various actuarial assumptions required to derive the liability cash flows. Fair value of embedded derivative is most often driven by the change in the weighted average credit spread to the swap curve for the assets backing the hypothetical loan

Other than market convention, the impact of isolated decreases in unobservable inputs will result in a higher estimated fair value, whereas isolated increases in unobservable inputs will result in a lower estimated fair value. The unobservable input for market convention is not sensitive to input movements. The projected liability cash flows used in the fair value measurement of our Level 3 embedded derivative are based on expected claim payments. If claim payments increase, the projected liability cash flows will increase, resulting in a decrease in the fair value of the embedded derivative. Decreases in projected liability cash flows will result in an increase in the fair value of the embedded derivative.

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June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

Fair Value Measurements for Financial Instruments Not Carried at Fair Value

The methods and assumptions used to estimate fair values of financial instruments not carried at fair value are discussed as follows:

Mortgage Loans: Fair value of newly originated, seasoned performing, or sub-performing but likely to continue cash flowing loans are calculated using a discounted cash flow analysis. Loans’ cash flows are modeled and appropriately discounted by a rate based on current yields and credit spreads. For sub and non-performing loans where there is some probability the loan will not continue to pay, a price based approach would be used to estimate the loan’s value in the open market utilizing current transaction information from similar loans.

Policy Loans: Fair values for policy loans, net of reinsurance ceded, are estimated using discounted cash flow analyses and interest rates currently being offered to policyholders with similar policies. Carrying amounts for ceded policy loans, which equal $3,360.3 million and $3,353.8 million as of June 30, 2026 and December 31, 2025, respectively, approximate fair value and are reported on a gross basis in our consolidated balance sheets. A change in interest rates for ceded policy loans will not impact our financial position because the benefits and risks are fully ceded to reinsuring counterparties.

Miscellaneous Long-term Investments: Our shares of Federal Home Loan Bank (FHLB) common stock are carried at cost, which approximates fair value.

Policyholders' Account Balances: Funding agreements which represent cash advances used for the purpose of investing in either short-term investments, matched fixed maturity securities, or matched commercial mortgage loans. Carrying amounts approximate fair value.

Long-term Debt: Fair values for long-term debt are obtained from independent pricing services or discounted cash flow analyses based on current incremental borrowing rates for similar types of borrowing arrangements.

Other Liabilities: Funding agreements that represent cash advances used for the purpose of investing in either short-term investments, matched fixed maturity securities, or matched commercial mortgage loans. Unfunded equity commitments represent amounts that we have committed to fund investment partnerships. These commitments are legally binding, subject to the partnerships meeting specified conditions. Carrying amounts approximate fair value.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued

The following tables present the carrying amounts and estimated fair values of our financial instruments not measured at fair value and indicates the level in the fair value hierarchy of the estimated fair value measurement based on the observability of the inputs used.


	June 30, 2026
	Estimated Fair Value
	Level 1		Level 2		Level 3		Total		Carrying Value
	(in millions of dollars)
Assets
Mortgage Loans	$	—	$	1,912.1	$	—	$	1,912.1	$	2,071.7
Policy Loans	—		—		3,746.0		3,746.0		3,681.7
Other Long-term Investments
Miscellaneous Long-term Investments	—		45.3		0.1		45.4		45.4
Total Financial Instrument Assets Not Carried at Fair Value	$	—	$	1,957.4	$	3,746.1	$	5,703.5	$	5,798.8

Liabilities
Policyholders' Account Balances	$	—	$	377.0	$	—	$	377.0	$	377.0
Long-term Debt	3,017.3		563.4		—		3,580.7		3,763.8


Other Liabilities	—		322.4		—		322.4		322.4


Total Financial Instrument Liabilities Not Carried at Fair Value	$	3,017.3	$	1,262.8	$	—	$	4,280.1	$	4,463.2

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 3 - Fair Value of Financial Instruments - Continued


	December 31, 2025
	Estimated Fair Value
	Level 1		Level 2		Level 3		Total		Carrying Value
	(in millions of dollars)
Assets
Mortgage Loans	$	—	$	1,965.1	$	—	$	1,965.1	$	2,109.5
Policy Loans	—		—		3,739.5		3,739.5		3,668.1
Other Long-term Investments
Miscellaneous Long-term Investments	—		40.7		0.2		40.9		40.9

Total Financial Instrument Assets Not Carried at Fair Value	$	—	$	2,005.8	$	3,739.7	$	5,745.5	$	5,818.5

Liabilities
Long-term Debt	$	2,548.2	$	1,093.2	$	—	$	3,641.4	$	3,767.6
Other Liabilities	—		644.0		—		644.0		644.0


Total Financial Instrument Liabilities Not Carried at Fair Value	$	2,548.2	$	1,737.2	$	—	$	4,285.4	$	4,411.6

The carrying values of financial instruments such as short-term investments, cash and bank deposits, accounts and premiums receivable, accrued investment income, securities lending agreements, and short-term debt approximate fair value due to the short-term nature of the instruments. As such, these financial instruments are not included in the above chart.

Fair values for insurance contracts other than investment contracts are not required to be disclosed. However, the fair values of liabilities under all insurance contracts are taken into consideration in our overall management of interest rate risk, which seeks to minimize exposure to changing interest rates through the matching of investment maturities with amounts due under insurance contracts.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments

Fixed Maturity Securities

At June 30, 2026 and December 31, 2025, all fixed maturity securities were classified as available-for-sale. The amortized cost and fair values of securities by security type are shown as follows:


	June 30, 2026
	Amortized Cost, Gross of ACL1		ACL1		Gross Unrealized Gain		Gross Unrealized Loss		Fair Value
	(in millions of dollars)
United States Government and Government Agencies and Authorities	$	635.2	$	—	$	10.8	$	19.3	$	626.7
States, Municipalities, and Political Subdivisions	3,365.3		—		59.9		466.7		2,958.5
Foreign Governments	1,014.8		—		13.4		163.4		864.8
Public Utilities	5,222.1		—		129.8		311.1		5,040.8
Mortgage/Asset-Backed Securities2	1,497.3		—		7.1		24.9		1,479.5
All Other Corporate Bonds	24,752.8		—		392.4		1,679.7		23,465.5
Redeemable Preferred Stocks	8.0		—		—		0.2		7.8
Total Fixed Maturity Securities	$	36,495.5	$	—	$	613.4	$	2,665.3	$	34,443.6


	December 31, 2025
	Amortized Cost, Gross of ACL1		ACL1		Gross Unrealized Gain		Gross Unrealized Loss		Fair Value
	(in millions of dollars)
United States Government and Government Agencies and Authorities	$	543.8	$	—	$	17.2	$	16.0	$	545.0
States, Municipalities, and Political Subdivisions	3,450.7		—		73.8		466.4		3,058.1
Foreign Governments	1,008.8		—		18.8		157.3		870.3
Public Utilities	5,048.6		—		175.4		290.1		4,933.9
Mortgage/Asset-Backed Securities2	1,187.3		—		9.3		17.3		1,179.3
All Other Corporate Bonds	23,500.0		5.9		527.5		1,559.5		22,462.1
Redeemable Preferred Stocks	8.0		—		—		0.1		7.9
Total Fixed Maturity Securities	$	34,747.2	$	5.9	$	822.0	$	2,506.7	$	33,056.6

1Allowance for Credit Losses

2Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued

The following charts indicate the length of time our fixed maturity securities have been in a gross unrealized loss position.


	June 30, 2026
	Less Than 12 Months				12 Months or Greater
	Fair Value		Gross Unrealized Loss		Fair Value		Gross Unrealized Loss
	(in millions of dollars)
United States Government and Government Agencies and Authorities	$	87.0	$	1.3	$	229.6	$	18.0
States, Municipalities, and Political Subdivisions	197.9		3.6		1,909.5		463.1
Foreign Governments	256.3		2.9		342.9		160.5
Public Utilities	992.7		26.5		1,655.4		284.6
Mortgage/Asset-Backed Securities1	584.1		4.5		251.7		20.4
All Other Corporate Bonds	4,913.9		83.9		10,230.0		1,595.8
Redeemable Preferred Stocks	4.0		—		3.8		0.2
Total Fixed Maturity Securities	$	7,035.9	$	122.7	$	14,622.9	$	2,542.6


	December 31, 2025
	Less Than 12 Months				12 Months or Greater
	Fair Value		Gross Unrealized Loss		Fair Value		Gross Unrealized Loss
	(in millions of dollars)
United States Government and Government Agencies and Authorities	$	21.8	$	0.4	$	235.6	$	15.6
States, Municipalities, and Political Subdivisions	138.2		3.6		1,922.2		462.8
Foreign Governments	264.6		5.5		318.2		151.8
Public Utilities	642.1		19.4		1,710.3		270.7
Mortgage/Asset-Backed Securities1	206.6		0.4		275.3		16.9
All Other Corporate Bonds	2,060.0		40.6		11,087.9		1,518.9
Redeemable Preferred Stocks	—		—		3.9		0.1
Total Fixed Maturity Securities	$	3,333.3	$	69.9	$	15,553.4	$	2,436.8

1Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued

The following is a distribution of the maturity dates for fixed maturity securities. The maturity dates have not been adjusted for possible calls or prepayments.


	June 30, 2026
	Amortized Cost, Net of ACL1		Unrealized Gain Position				Unrealized Loss Position
			Gross Gain		Fair Value		Gross Loss		Fair Value
	(in millions of dollars)
1 year or less	$	1,133.2	$	3.7	$	404.0	$	4.2	$	728.7
Over 1 year through 5 years	6,859.3		136.1		2,751.7		154.3		4,089.4
Over 5 years through 10 years	7,958.0		185.3		3,863.2		341.9		3,938.2
Over 10 years	19,047.7		281.2		5,122.2		2,140.0		12,066.7
	34,998.2		606.3		12,141.1		2,640.4		20,823.0
Mortgage/Asset-Backed Securities2	1,497.3		7.1		643.7		24.9		835.8
Total Fixed Maturity Securities	$	36,495.5	$	613.4	$	12,784.8	$	2,665.3	$	21,658.8


	December 31, 2025
	Amortized Cost, Net of ACL1		Unrealized Gain Position				Unrealized Loss Position
			Gross Gain		Fair Value		Gross Loss		Fair Value
	(in millions of dollars)
1 year or less	$	1,379.9	$	3.4	$	430.5	$	5.1	$	947.7
Over 1 year through 5 years	6,484.9		159.7		3,512.5		88.9		3,043.2
Over 5 years through 10 years	7,476.9		260.3		3,873.6		336.5		3,527.1
Over 10 years	18,212.3		389.3		5,655.9		2,058.9		10,886.8
	33,554.0		812.7		13,472.5		2,489.4		18,404.8
Mortgage/Asset-Backed Securities2	1,187.3		9.3		697.4		17.3		481.9
Total Fixed Maturity Securities	$	34,741.3	$	822.0	$	14,169.9	$	2,506.7	$	18,886.7

1Allowance for Credit Losses

2Includes credit-tranched securities collateralized by loan obligations, auto loans, and other asset types

The following chart depicts an analysis of our fixed maturity security portfolio between investment-grade and below-investment-grade categories as of June 30, 2026.


					Gross Unrealized Loss
	Fair Value		Gross Unrealized Gain		Amount		Percent of Total Gross Unrealized Loss
	(in millions of dollars)
Investment-Grade	$	33,159.5	$	592.7	$	2,610.6	97.9	%
Below-Investment-Grade	1,284.1		20.7		54.7		2.1
Total Fixed Maturity Securities	$	34,443.6	$	613.4	$	2,665.3	100.0	%

The unrealized losses on investment-grade fixed maturity securities principally relate to changes in interest rates or changes in market or sector credit spreads which occurred subsequent to the acquisition of the securities. Below-investment-grade fixed maturity securities are generally more likely to develop credit concerns than investment-grade securities. At June 30, 2026, the unrealized losses in our below-investment-grade fixed maturity securities were generally due to credit spreads in certain industries or sectors and, to a lesser extent, credit concerns related to specific securities. For each specific security in an unrealized loss position, we believe that there are positive factors which mitigate credit concerns and that the securities for

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued

which we have not recorded a credit loss will recover in value. We have the ability and intent to continue to hold these securities to recovery of amortized cost less allowance for credit losses.

As of June 30, 2026, we held 921 individual investment-grade fixed maturity securities and 55 individual below-investment-grade fixed maturity securities that were in an unrealized loss position, of which 744 investment-grade fixed maturity securities and 24 below-investment-grade fixed maturity securities had been in an unrealized loss position continuously for over one year.

In determining when a decline in fair value below amortized cost of a fixed maturity security represents a credit loss, we evaluate the following factors:

•Whether we expect to recover the entire amortized cost basis of the security

•Whether we intend to sell the security or will be required to sell the security before the recovery of its amortized cost basis

•Whether the security is current as to principal and interest payments

•The significance of the decline in value

•Current and future business prospects and trends of earnings

•The valuation of the security's underlying collateral

•Relevant industry conditions and trends relative to their historical cycles

•Market conditions

•Rating agency and governmental actions

•Bid and offering prices and the level of trading activity

•Adverse changes in estimated cash flows for securitized investments

•Changes in fair value subsequent to the balance sheet date

•Any other key measures for the related security

While determining whether a credit loss exists is a judgmental area, we utilize a formal, well-defined, and disciplined process to monitor and evaluate our fixed income investment portfolio, supported by issuer specific research and documentation as of the end of each period. The process results in a thorough evaluation of investments and the recording of credit losses on a timely basis for investments determined to have a credit loss. We calculate the allowance for credit losses of fixed maturity securities based on the present value of our best estimate of cash flows expected to be collected, discounted using the effective interest rate implicit in the security at the date of acquisition. When estimating future cash flows, we analyze the strength of the issuer’s balance sheet, its debt obligations and near-term funding arrangements, cash flow and liquidity, the profitability of its core businesses, the availability of marketable assets which could be sold to increase liquidity, its industry fundamentals and regulatory environment, and its access to capital markets.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued

The following tables present a rollforward of the allowance for credit losses on available-for-sale fixed maturity securities, which were classified as all other corporate bonds during the three and six months ended June 30, 2026.


	Three Months Ended June 30
	2026		2025
	(in millions of dollars)
Balance, beginning of period	$	—	$	3.8

Credit losses on securities for which credit losses were not previously recorded	—		9.6

Change in allowance on securities with allowance recorded in previous period	—		1.0



Balance, end of period	$	—	$	14.4


	Six Months Ended June 30
	2026		2025
	(in millions of dollars)
Balance, beginning of period	$	5.9	$	2.8

Credit losses on securities for which credit losses were not previously recorded	—		10.5
Change in allowance due to change in intent to sell impaired security	(5.9)		—
Change in allowance on securities with allowance recorded in previous period	—		1.1



Balance, end of period	$	—	$	14.4

At June 30, 2026, we had commitments of $92.4 million to fund private placement fixed maturity securities, the amount of which may or may not be funded.

Variable Interest Entities

We invest in variable interests issued by variable interest entities. These investments, which are passive in nature, include minority ownership interests in private equity partnerships and special purpose entities. Our maximum exposure to loss is limited to the carrying value of these investments in private equity partnerships and special purpose entities. For those variable interests that are not consolidated in our financial statements, we are not the primary beneficiary because we have neither the power to direct the activities that are most significant to economic performance nor the responsibility to absorb a majority of the expected losses. The determination of whether we are the primary beneficiary is performed at the time of our initial investment and at the date of each subsequent reporting period.

As of June 30, 2026, the carrying amount of our variable interest entity investments not consolidated in our financial statements, which are primarily private equity partnerships, totaled $1,425.1 million. At December 31, 2025, the carrying amount of our variable interest entity investments not consolidated in our financial statements, which are primarily private equity partnerships, totaled $1,456.3 million. These variable interest entity investments are reported as other long-term investments in our consolidated balance sheets.

Mortgage Loans

Our mortgage loan portfolio is well diversified by both geographic region and property type to reduce risk of concentration. All of our mortgage loans are collateralized by commercial real estate. When issuing a new loan, our general policy is not to exceed a loan-to-value ratio, or the ratio of the loan balance to the estimated fair value of the underlying collateral, of 75 percent. We update the loan-to-value ratios based on internal valuation of the collateral at least every three years for each loan, and properties undergo a general inspection at least every two years. Our general policy for newly issued loans is to have a debt service coverage ratio greater than 1.25 times on a normalized 25 year amortization period. We update our debt service coverage ratios annually.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued

We carry our mortgage loans at amortized cost less an allowance for expected credit losses. The amortized cost of our mortgage loans was $2,087.7 million and $2,125.4 million at June 30, 2026 and December 31, 2025, respectively. The allowance for expected credit losses was $16.0 million and $15.9 million at June 30, 2026 and December 31, 2025, respectively. Interest income is accrued on the principal amount of the loan based on the loan's contractual interest rate. We report accrued interest income for our mortgage loans as accrued investment income on our consolidated balance sheets, and the amount of the accrued income was $6.7 million at both June 30, 2026 and December 31, 2025.

The carrying amount of mortgage loans by property type and geographic region are presented below.



	June 30, 2026				December 31, 2025
	(in millions of dollars)

	Carrying Amount		Percent of Total		Carrying Amount		Percent of Total
Property Type
Apartment	$	636.9	30.7	%	$	642.5	30.5	%
Industrial	644.7		31.2		659.0		31.2
Office	278.5		13.4		313.3		14.9
Retail	484.2		23.4		467.0		22.1
Other	27.4		1.3		27.7		1.3
Total	$	2,071.7	100.0	%	$	2,109.5	100.0	%

Region
New England	$	48.6	2.3	%	$	49.9	2.4	%
Mid-Atlantic	156.1		7.5		159.9		7.6
East North Central	268.1		12.9		275.3		13.1
West North Central	120.9		5.8		135.9		6.4
South Atlantic	540.2		26.2		497.2		23.5
East South Central	87.8		4.2		96.7		4.6
West South Central	183.9		8.9		190.5		9.0
Mountain	239.7		11.6		255.3		12.1
Pacific	426.4		20.6		448.8		21.3
Total	$	2,071.7	100.0	%	$	2,109.5	100.0	%

The risk in our mortgage loan portfolio is primarily related to vacancy rates. Events or developments, such as economic conditions that impact the ability of the borrowers to ensure occupancy of the property, may have a negative effect on our mortgage loan portfolio, particularly to the extent that our portfolio is concentrated in an affected region or property type. An increase in vacancies increases the probability of default, which would negatively affect our expected losses in our mortgage loan portfolio.

We evaluate each of our mortgage loans individually for impairment and assign an internal quality rating based on a comprehensive rating system used to evaluate the risk of the loan. The factors we use to derive our internal quality ratings may include the following:

•Loan-to-value ratio based on internal valuation of the property

•Debt service coverage ratio based on current operating income

•Property location, including regional economics, trends, and demographics

•Age, condition, and construction quality of property

•Current and historical occupancy of property

•Lease terms relative to market

•Tenant size and financial strength

•Borrower's financial strength

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued

•Borrower's equity in collateral

•Additional collateral, if any

Although all available and applicable factors are considered in our analysis, loan-to-value and debt service coverage ratios are the most critical factors in determining whether we will initially issue the loan and also in assigning values and determining impairment. We assign an overall rating to each loan using an internal rating scale of AA (highest quality) to B (lowest quality). We review and adjust, as needed, our internal quality ratings on an annual basis. This review process is performed more frequently for mortgage loans deemed to have a higher risk of delinquency.

We estimate an allowance for credit losses that we expect to incur over the life of our mortgage loans using a probability of default method. For each loan, we estimate the probability that the loan will default before its maturity (probability of default) and the amount of the loss if the loan defaults (loss given default). These two factors result in an expected loss percentage that is applied to the amortized cost of each loan to determine the expected credit loss. As we are the original underwriter of the mortgage loans, the amortized cost generally equals the principal amount of the loan. We measure losses on defaults of our mortgage loans as the excess amortized cost of the mortgage loan over the fair value of the underlying collateral in the event that we foreclose on the loan or over the expected future cash flows of the loan if we retain the mortgage loan until payoff. We do not purchase mortgage loans with existing credit impairments.

In estimating the probability of default, we consider historical experience, current market conditions, and reasonable and supportable forecasts about the future market conditions. We utilize our historical loan experience in combination with a large third-party industry database for a period of time that aligns with the average life of our loans based on the maturity dates of the loans and prepayment experience. Our model utilizes an industry database of the historical loss experience based on our actual portfolio characteristics such as loan-to-value, debt service coverage, collateral type, geography, and late payment history. In addition, because we actively manage our portfolio, we may extend the term of a loan in certain situations and will accordingly extend the maturity date in the estimate of probability of default. In estimating the loss given default, we primarily consider the type and value of collateral and secondarily the expected liquidation costs and time to recovery.

The primary market factors that we consider in our forecast of future market conditions are gross domestic product, unemployment rates, interest rates, inflation, commercial real estate values, household formation, and retail sales. We also forecast certain loan specific factors such as growth in the fair value and net operating income of collateral by property type. We include our estimate of these factors over a two-year period and for the remainder of the loans’ estimated lives, adjusted for estimated prepayments. Past the two-year forecast period, we revert to the historical assumptions ratably by the end of the fifth year of the loan after which we utilize only historical assumptions.

We utilize various scenarios to estimate our allowance for expected losses ranging from a base case scenario that reflects normal market conditions to a severe case scenario that reflects adverse market conditions. We will adjust our allowance each period to utilize the scenario or weighting of the scenarios that best reflects our view of current market conditions.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued

The following tables present information about mortgage loans by the applicable internal quality indicators.


	June 30, 2026				December 31, 2025
	(in millions of dollars)
	Carrying Amount		Percent of Total		Carrying Amount		Percent of Total
Internal Mortgage Rating
AA	$	112.2	5.4	%	$	125.6	6.0	%
A	1,027.2		49.6		1,053.4		49.9
BBB	831.1		40.1		804.0		38.1
BB	95.6		4.6		120.5		5.7
B	5.6		0.3		6.0		0.3
Total	$	2,071.7	100.0	%	$	2,109.5	100.0	%

Loan-to-Value Ratio1
<= 65%	$	1,706.6	82.4	%	$	1,701.2	80.6	%
> 65% <= 75%	186.1		9.0		164.3		7.8
> 75% <= 85%	99.6		4.8		162.6		7.7
> 85%	79.4		3.8		81.4		3.9
Total	$	2,071.7	100.0	%	$	2,109.5	100.0	%

1Loan-to-Value Ratio utilizes the most recent internal valuation of the property

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued

The following tables present the amortized cost of our mortgage loans by year of origination and internal quality indicators at June 30, 2026 and December 31, 2025, respectively.


	June 30, 2026
	Prior to 2022		2022		2023		2024		2025		2026		Total
	(in millions of dollars)
Internal Mortgage Rating
AA	$	112.3	$	—	$	—	$	—	$	—	$	—	$	112.3
A	876.4		23.0		9.4		6.4		76.5		37.2		1,028.9
BBB	592.1		61.3		56.3		39.2		36.2		49.6		834.7
BB	77.2		—		—		—		20.4		—		97.6
B	14.2		—		—		—		—		—		14.2
Total Amortized Cost	1,672.2		84.3		65.7		45.6		133.1		86.8		2,087.7
Allowance for credit losses	(14.3)		(0.2)		(0.3)		(0.2)		(0.6)		(0.4)		(16.0)
Carrying Amount	$	1,657.9	$	84.1	$	65.4	$	45.4	$	132.5	$	86.4	$	2,071.7

Loan-to-Value Ratio1
<=65%	$	1,428.3	$	62.1	$	53.4	$	11.6	$	95.3	$	60.0	$	1,710.7
>65%<=75%	88.1		8.3		12.3		34.0		17.4		26.8		186.9
>75%<=85%	86.7		13.9		—		—		—		—		100.6
>85%	69.1		—		—		—		20.4		—		89.5
Total Amortized Cost	1,672.2		84.3		65.7		45.6		133.1		86.8		2,087.7
Allowance for credit losses	(14.3)		(0.2)		(0.3)		(0.2)		(0.6)		(0.4)		(16.0)
Carrying Amount	$	1,657.9	$	84.1	$	65.4	$	45.4	$	132.5	$	86.4	$	2,071.7

1Loan-to-Value Ratio utilizes the most recent internal valuation of the property

Table of Contents

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued


	December 31, 2025
	Prior to 2021		2021		2022		2023		2024		2025		Total
	(in millions of dollars)
Internal Mortgage Rating
AA	$	100.1	$	25.6	$	—	$	—	$	—	$	—	$	125.7
A	794.0		144.9		23.6		9.5		6.4		77.2		1,055.6
BBB	482.4		131.2		61.8		56.7		39.4		36.4		807.9
BB	81.7		19.9		—		—		—		20.4		122.0
B	14.2		—		—		—		—		—		14.2
Total Amortized Cost	1,472.4		321.6		85.4		66.2		45.8		134.0		2,125.4
Allowance for credit losses	(13.5)		(0.9)		(0.3)		(0.4)		(0.2)		(0.6)		(15.9)
Carrying Amount	$	1,458.9	$	320.7	$	85.1	$	65.8	$	45.6	$	133.4	$	2,109.5

Loan-to-Value Ratio1
<=65%	$	1,264.1	$	238.9	$	63.0	$	38.5	$	11.6	$	89.4	$	1,705.5
>65%<=75%	59.8		10.7		8.4		27.7		34.2		24.2		165.0
>75%<=85%	115.5		35.0		14.0		—		—		—		164.5
>85%	33.0		37.0		—		—		—		20.4		90.4
Total Amortized Cost	1,472.4		321.6		85.4		66.2		45.8		134.0		2,125.4
Allowance for credit losses	(13.5)		(0.9)		(0.3)		(0.4)		(0.2)		(0.6)		(15.9)
Carrying Amount	$	1,458.9	$	320.7	$	85.1	$	65.8	$	45.6	$	133.4	$	2,109.5

1Loan-to-Value Ratio utilizes the most recent internal valuation of the property

Table of Contents

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) - Continued

Unum Group and Subsidiaries

June 30, 2026

Note 4 - Investments - Continued

The following tables present a roll-forward of the allowance for expected credit losses by loan-to-value ratio for the three and six months ended June 30, 2026 and 2025.

Three Months Ended June 30, 2026

Beginning of Period

Current Period Provisions

Write-Offs

Recoveries

End of Period

(in millions of dollars)

Loan-to-Value Ratio1

<=65%

4.1

Unum Group 10-Q