Selective Insurance Group Inc. — 3q 2026 financial supplement (company IR deck)

Slide 8 — 6HOHFWLYH,QVXUDQFH*URXS,QF &RQVROLGDWHG6X

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Slide 9 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries STANDARD COMMERCIAL LINES STATEMENT OF OPERATIONS AND SUPPLEMENTAL DATA (Unaudited) Quarter ended Year-to-date Sept. 30, June 30, Mar. 31, Dec. 31, Sept. 30, Sept. 30, Sept. 30, ($ in millions) 2026 2026 2026 2025 2025 2026 2025 Underwriting results Net premiums written ................................................................................................................................................. $ 867.5 961.9 992.4 875.6 940.8 2,821.7 2,962.0 Change in net premiums written, from comparable prior year period ....................................................................... (8) % (6) (1) 5 4 (5) 6 Net premiums earned ................................................................................................................................................. $ 927.1 962.0 965.8 956.8 947.3 2,854.9 2,797.1 Losses and loss expenses incurred ............................................................................................................................. 600.3 652.2 656.8 586.9 658.0 1,909.3 1,906.4 Net underwriting expenses incurred ........................................................................................................................... 306.8 302.1 310.0 301.2 298.6 918.9 891.1 Dividends to policyholders ......................................................................................................................................... 0.9 0.5 0.7 0.6 0.9 2.1 3.0 GAAP underwriting income (loss) .......................................................................................................................... $ 19.2 7.2 (1.8) 68.0 (10.2) 24.6 (3.4) Net catastrophe losses ................................................................................................................................................ $ 42.4 48.7 57.2 12.8 15.0 148.3 85.7 (Favorable) unfavorable prior year casualty reserve development ............................................................................ — — — (15.0) 35.0 — 80.0 Underwriting ratios Loss and loss expense ratio ........................................................................................................................................ 64.7 % 67.8 68.0 61.3 69.5 66.8 68.1 Underwriting expense ratio ........................................................................................................................................ 33.1 31.4 32.1 31.5 31.5 32.2 31.9 Dividends to policyholders ratio ................................................................................................................................ 0.1 0.1 0.1 0.1 0.1 0.1 0.1 Combined ratio .................................................................................................................. 97.9 % 99.3 100.2 92.9 101.1 99.1 100.1 Net catastrophe losses ................................................................................................................................................ 4.6 pts 5.1 5.9 1.3 1.6 5.2 3.1 (Favorable) unfavorable prior year casualty reserve development ............................................................................ — — — (1.6) 3.7 — 2.9 Combined ratio before net catastrophe losses ................................................................ 93.3 % 94.2 94.3 91.6 99.5 93.9 97.0 Combined ratio before net catastrophe losses and prior year casualty development 93.3 % 94.2 94.3 93.2 95.8 93.9 94.1 Other Statistics Non-catastrophe property loss and loss expenses ...................................................................................................... $ 107.1 122.9 127.8 110.4 118.7 357.8 379.4 Non-catastrophe property loss and loss expenses ...................................................................................................... 11.6 pts 12.8 13.2 11.5 12.5 12.5 13.6 Direct new business .................................................................................................................................................... $ 121.7 124.0 132.0 137.0 146.6 377.7 477.0 Renewal pure price increases ..................................................................................................................................... 5.7 % 6.5 7.1 7.5 8.9 6.4 8.9 Retention .................................................................................................................................................................... 82 81 82 82 82 81 82 Note: Amounts may not foot due to rounding. Page 6

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Slide 10 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries STANDARD COMMERCIAL LINES GAAP LINE OF BUSINESS RESULTS (Unaudited) Quarter ended September 30, 2026 Quarter ended September 30, 2025 General Commercial Commercial Workers General Commercial Commercial Workers ($ in millions) Liability Auto Property(1) Compensation BOP Bonds Other Total Liability Auto Property(1) Compensation BOP Bonds Other Total Net premiums written ................................. $ 276.3 260.1 199.9 61.8 51.2 8.9 9.3 867.5 303.5 292.9 207.7 65.7 50.1 12.6 8.3 940.8 Net premiums earned .................................. 302.1 281.7 197.0 73.6 52.6 10.6 9.4 927.1 312.6 294.0 194.0 75.5 49.7 13.0 8.4 947.3 Underwriting income (loss) ........................ (20.1) (5.8) 33.3 0.3 5.7 0.9 4.7 19.2 (20.7) (51.8) 56.5 (3.5) 3.3 2.0 4.0 (10.2) Loss and loss expense ratio ......................... 73.8 % 71.0 46.5 71.8 54.7 35.2 0.6 64.7 76.3 88.1 35.5 77.3 59.6 29.8 1.0 69.5 Underwriting expense ratio ......................... 32.8 31.0 36.6 26.3 34.6 55.8 49.3 33.1 30.3 29.5 35.4 26.4 33.8 54.9 51.2 31.5 Dividend ratio ............................................. — — — 1.5 — — — 0.1 — — — 0.9 — — — 0.1 Combined ratio .......................................... 106.6 % 102.0 83.1 99.6 89.3 91.0 49.9 97.9 106.6 117.6 70.9 104.6 93.4 84.7 52.2 101.1 Net catastrophe losses ................................. — 0.7 18.5 — 8.0 — — 4.6 — 0.5 6.7 — 0.8 — — 1.6 (Favorable) unfavorable prior year casualty reserve development ..................... — — — — — — — — — 11.9 — — — — — 3.7 Combined ratio before net catastrophe losses and prior year casualty development ............................................... 106.6 % 101.3 64.6 99.6 81.3 91.0 49.9 93.3 106.6 105.2 64.2 104.6 92.6 84.7 52.2 95.8 Year-to-Date September 30, 2026 Year-to-Date September 30, 2025 General Commercial Commercial Workers General Commercial Commercial Workers ($ in millions) Liability Auto Property(1) Compensation BOP Bonds Other Total Liability Auto Property(1) Compensation BOP Bonds Other Total Net premiums written ................................. $ 938.5 851.5 597.7 221.1 155.2 28.9 28.8 2,821.7 979.1 918.5 611.9 234.9 151.3 40.6 25.9 2,962.0 Net premiums earned .................................. 935.9 869.5 597.1 235.3 156.8 32.6 27.6 2,854.9 913.1 866.4 571.6 236.6 145.0 39.6 25.0 2,797.1 Underwriting income (loss) ........................ (63.6) (5.5) 60.5 2.1 15.3 1.7 14.1 24.6 (68.0) (52.6) 94.0 (11.1) 15.9 5.8 12.6 (3.4) Loss and loss expense ratio ......................... 74.4 % 70.4 55.0 72.9 56.6 36.4 0.6 66.8 75.9 76.2 48.8 77.5 55.7 29.3 0.7 68.1 Underwriting expense ratio ......................... 32.4 30.3 34.9 24.9 33.6 58.4 48.4 32.2 31.5 29.9 34.8 26.2 33.4 56.2 48.9 31.9 Dividend ratio ............................................. — — — 1.3 — — — 0.1 — — — 1.0 — — — 0.1 Combined ratio .......................................... 106.8 % 100.6 89.9 99.1 90.2 94.8 49.0 99.1 107.4 106.1 83.6 104.7 89.1 85.5 49.6 100.1 Net catastrophe losses ................................. — 0.5 21.4 — 10.2 — — 5.2 — 0.8 11.1 — 10.5 — — 3.1 (Favorable) unfavorable prior year casualty reserve development ..................... — — — — — — — — 2.2 6.9 — — — — — 2.9 Combined ratio before net catastrophe losses and prior year casualty development ............................................... 106.8 % 100.1 68.5 99.1 80.0 94.8 49.0 93.9 105.2 98.4 72.5 104.7 78.6 85.5 49.6 94.1 (1) Includes Inland Marine. Note: Amounts may not foot due to rounding. Page 7

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Slide 11 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries STANDARD PERSONAL LINES STATEMENT OF OPERATIONS AND SUPPLEMENTAL DATA (Unaudited) Quarter ended Year-to-date Sept. 30, June 30, Mar. 31, Dec. 31, Sept. 30, Sept. 30, Sept. 30, ($ in millions) 2026 2026 2026 2025 2025 2026 2025 Underwriting results Net premiums written ................................................................................................................................................. $ 96.0 101.5 82.5 95.5 104.2 280.0 302.2 Change in net premiums written, from comparable prior year period ....................................................................... (8) % (8) (6) (8) (6) (7) (8) Net premiums earned ................................................................................................................................................. $ 95.3 97.6 100.0 100.6 101.5 293.0 307.6 Losses and loss expenses incurred ............................................................................................................................. 73.5 69.0 69.3 79.7 89.3 211.8 235.9 Net underwriting expenses incurred ........................................................................................................................... 24.9 24.2 23.6 23.9 22.5 72.6 71.3 GAAP underwriting income (loss) .......................................................................................................................... $ (3.0) 4.4 7.2 (3.0) (10.2) 8.5 0.3 Net catastrophe losses ................................................................................................................................................ $ 18.3 11.9 13.2 7.3 12.2 43.5 33.9 (Favorable) unfavorable prior year casualty reserve development ............................................................................ — — — 5.0 5.0 — 10.0 Underwriting ratios Loss and loss expense ratio ........................................................................................................................................ 77.1 % 70.7 69.2 79.3 88.0 72.3 76.7 Underwriting expense ratio ........................................................................................................................................ 26.1 24.8 23.6 23.7 22.1 24.8 23.2 Combined ratio .................................................................................................................. 103.2 % 95.5 92.8 103.0 110.1 97.1 99.9 Net catastrophe losses ................................................................................................................................................ 19.2 pts 12.2 13.2 7.2 12.0 14.8 11.0 (Favorable) unfavorable prior year casualty reserve development ............................................................................ — — — 5.0 4.9 — 3.3 Combined ratio before net catastrophe losses ................................................................ 84.0 % 83.3 79.6 95.8 98.1 82.3 88.9 Combined ratio before net catastrophe losses and prior year casualty development 84.0 % 83.3 79.6 90.8 93.2 82.3 85.6 Other Statistics Non-catastrophe property loss and loss expenses ...................................................................................................... $ 30.7 31.2 29.3 33.3 39.9 91.1 104.7 Non-catastrophe property loss and loss expenses ...................................................................................................... 32.2 pts 31.9 29.2 33.1 39.3 31.1 34.0 Direct new business .................................................................................................................................................... $ 8.2 8.3 7.6 10.9 12.8 24.1 34.6 Renewal pure price increases ..................................................................................................................................... 8.1 % 8.9 10.6 15.1 16.9 9.3 19.8 Retention .................................................................................................................................................................... 80 79 78 80 79 79 77 Note: Amounts may not foot due to rounding. Page 8

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Slide 12 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries STANDARD PERSONAL LINES GAAP LINE OF BUSINESS RESULTS (Unaudited) Quarter ended September 30, 2026 Quarter ended September 30, 2025 Personal Personal ($ in millions) Auto Homeowners Other Total Auto Homeowners Other Total Net premiums written ................................................................................................................. $ 39.3 53.7 3.0 96.0 47.9 53.3 3.0 104.2 Net premiums earned .................................................................................................................. 42.5 49.9 2.9 95.3 49.9 48.7 2.8 101.5 Underwriting income (loss) ........................................................................................................ (2.7) (4.6) 4.2 (3.0) (12.3) (4.4) 6.4 (10.2) Loss and loss expense ratio ........................................................................................................ 79.0 % 78.5 26.4 77.1 99.3 80.5 15.0 88.0 Underwriting expense ratio ........................................................................................................ 27.4 30.7 (71.4) 26.1 25.3 28.4 (140.4) 22.1 Combined ratio ......................................................................................................................... 106.5 % 109.2 (45.0) 103.2 124.6 108.9 (125.4) 110.1 Net catastrophe losses ................................................................................................................ 2.3 34.9 — 19.2 0.6 24.3 — 12.0 (Favorable) unfavorable prior year casualty reserve development ............................................ — — — — 10.0 — — 4.9 Combined ratio before net catastrophe losses and prior year casualty development ........ 104.2 % 74.3 (45.0) 84.0 114.0 84.6 (125.4) 93.2 Year-to-Date September 30, 2026 Year-to-Date September 30, 2025 Personal Personal ($ in millions) Auto Homeowners Other Total Auto Homeowners Other Total Net premiums written ................................................................................................................. $ 121.1 149.6 9.2 280.0 146.0 147.7 8.6 302.2 Net premiums earned .................................................................................................................. 133.9 149.9 9.3 293.0 154.2 145.0 8.4 307.6 Underwriting income (loss) ........................................................................................................ (5.1) 0.8 12.8 8.5 (17.8) 2.0 16.1 0.3 Loss and loss expense ratio ........................................................................................................ 77.1 % 70.3 36.2 72.3 86.0 70.6 11.6 76.7 Underwriting expense ratio ........................................................................................................ 26.7 29.2 (74.1) 24.8 25.5 28.0 (103.8) 23.2 Combined ratio ......................................................................................................................... 103.8 % 99.4 (37.9) 97.1 111.5 98.6 (92.2) 99.9 Net catastrophe losses ................................................................................................................ 1.2 27.9 — 14.8 0.5 22.8 — 11.0 (Favorable) unfavorable prior year casualty reserve development ............................................ — — — — 6.5 — — 3.3 Combined ratio before net catastrophe losses and prior year casualty development ........ 102.6 % 71.5 (37.9) 82.3 104.5 75.8 (92.2) 85.6 Note: Amounts may not foot due to rounding. Page 9

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Slide 13 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries EXCESS AND SURPLUS LINES STATEMENT OF OPERATIONS AND SUPPLEMENTAL DATA (Unaudited) Quarter ended Year-to-date Sept. 30, June 30, Mar. 31, Dec. 31, Sept. 30, Sept. 30, Sept. 30, ($ in millions) 2026 2026 2026 2025 2025 2026 2025 Underwriting results Net premiums written ................................................................................................................. $ 159.3 157.3 150.7 158.4 162.9 467.3 472.8 Change in net premiums written, from comparable prior year period ....................................... (2) % (2) 1 4 14 (1) 14 Net premiums earned ................................................................................................................. $ 157.8 155.8 151.4 159.3 155.9 465.0 446.8 Losses and loss expenses incurred ............................................................................................. 88.9 95.0 89.4 101.8 71.8 273.3 246.9 Net underwriting expenses incurred .......................................................................................... 47.5 48.1 46.1 46.5 47.0 141.8 136.9 GAAP underwriting income (loss) .......................................................................................... $ 21.3 12.8 15.9 11.0 37.1 49.9 63.0 Net catastrophe losses ................................................................................................................ $ 3.3 7.9 5.0 0.9 (2.3) 16.2 28.6 (Favorable) unfavorable prior year casualty reserve development ............................................ — — — 10.0 — — — Underwriting ratios Loss and loss expense ratio ........................................................................................................ 56.4 % 61.0 59.0 63.9 46.1 58.8 55.3 Underwriting expense ratio ........................................................................................................ 30.1 30.8 30.5 29.2 30.1 30.5 30.6 Combined ratio ..................................................................................................................... 86.5 % 91.8 89.5 93.1 76.2 89.3 85.9 Net catastrophe losses ................................................................................................................ 2.1 pts 5.1 3.3 0.6 (1.5) 3.5 6.5 (Favorable) unfavorable prior year casualty reserve development ............................................ — — — 6.3 — — — Combined ratio before net catastrophe losses ................................................................... 84.4 % 86.7 86.2 92.5 77.7 85.8 79.4 Combined ratio before net catastrophe losses and prior year casualty development .... 84.4 % 86.7 86.2 86.2 77.7 85.8 79.4 Other Statistics Non-catastrophe property loss and loss expenses ...................................................................... $ 16.7 16.4 21.0 15.9 11.0 54.1 37.5 Non-catastrophe property loss and loss expenses ...................................................................... 10.6 pts 10.5 13.9 10.0 7.0 11.6 8.4 Direct new business ................................................................................................................... $ 72.8 73.8 74.4 75.8 73.9 221.0 220.8 Renewal pure price increases ..................................................................................................... 1.5 % 3.4 4.1 7.8 8.3 2.7 8.7 Note: Amounts may not foot due to rounding. Page 10

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Slide 14 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries EXCESS & SURPLUS LINES GAAP LINE OF BUSINESS RESULTS (Unaudited) Quarter ended September 30, 2026 Quarter ended September 30, 2025 ($ in millions) Casualty Property Total Casualty Property Total Net premiums written .................................................................................................................. $ 92.9 66.4 159.3 97.2 65.7 162.9 Net premiums earned ................................................................................................................... 93.8 63.9 157.8 92.8 63.1 155.9 Underwriting income (loss) ......................................................................................................... (2.7) 23.9 21.3 1.3 35.9 37.1 Loss and loss expense ratio ......................................................................................................... 73.4 % 31.4 56.4 68.0 13.8 46.1 Underwriting expense ratio ......................................................................................................... 29.4 31.2 30.1 30.6 29.4 30.1 Combined ratio .......................................................................................................................... 102.8 % 62.6 86.5 98.6 43.2 76.2 Net catastrophe losses .................................................................................................................. — 5.2 2.1 — (3.6) (1.5) (Favorable) unfavorable prior year casualty reserve development ............................................. — — — — — — Combined ratio before net catastrophe losses and prior year casualty development ......... 102.8 % 57.4 84.4 98.6 46.8 77.7 Year-to-Date September 30, 2026 Year-to-Date September 30, 2025 ($ in millions) Casualty Property Total Casualty Property Total Net premiums written .................................................................................................................. $ 276.9 190.4 467.3 281.8 190.9 472.8 Net premiums earned ................................................................................................................... 276.0 189.0 465.0 265.3 181.5 446.8 Underwriting income (loss) ......................................................................................................... (10.9) 60.9 49.9 1.1 61.9 63.0 Loss and loss expense ratio ......................................................................................................... 73.5 % 37.2 58.8 68.2 36.4 55.3 Underwriting expense ratio ......................................................................................................... 30.4 30.6 30.5 31.4 29.5 30.6 Combined ratio .......................................................................................................................... 104.0 % 67.8 89.3 99.6 65.9 85.9 Net catastrophe losses .................................................................................................................. — 8.6 3.5 — 15.8 6.5 (Favorable) unfavorable prior year casualty reserve development ............................................. — — — — — — Combined ratio before net catastrophe losses and prior year casualty development ......... 104.0 % 59.2 85.8 99.6 50.1 79.4 Note: Amounts may not foot due to rounding. Page 11

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Slide 15 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries CONSOLIDATED INVESTMENT INCOME (Unaudited) Quarter ended Year-to-date Sept. 30, June 30, Mar. 31, Dec. 31, Sept. 30, Sept. 30, Sept. 30, ($ in millions) 2026 2026 2026 2025 2025 2026 2025 Net investment income ............................................................................................................... Fixed income securities ................................................................................................................ Taxable ...................................................................................................................................... $ 134.4 131.3 123.1 118.1 114.7 388.8 332.2 Tax-exempt ................................................................................................................................ 3.2 3.3 3.5 3.2 2.5 10.0 5.8 Total fixed income securities ........................................................................................................ 137.6 134.6 126.6 121.3 117.2 398.9 338.1 Commercial mortgage loans ......................................................................................................... 4.1 4.1 4.2 4.1 4.0 12.5 11.4 Equity securities ........................................................................................................................... 5.4 5.5 4.2 10.2 5.2 15.1 13.6 Alternative investments ................................................................................................................ 15.2 8.6 6.9 9.5 11.8 30.7 22.9 Other investments ......................................................................................................................... 0.1 0.4 — 0.2 0.2 0.6 0.6 Short-term investments ................................................................................................................. 3.4 3.2 5.5 5.1 5.7 12.1 17.2 Investment income ........................................................................................................................ 165.8 156.5 147.5 150.4 144.1 469.8 403.7 Investment expenses ..................................................................................................................... (5.3) (6.3) (5.1) (6.5) (5.4) (16.8) (16.4) Investment tax expense ................................................................................................................. (33.2) (31.0) (29.3) (29.7) (28.7) (93.5) (80.3) Total net investment income, after-tax ..................................................................................... $ 127.3 119.2 113.1 114.2 110.0 359.6 307.0 Net realized and unrealized investment gains (losses), pre-tax .............................................. $ (19.4) 12.0 (8.3) (4.1) 8.1 (15.8) 12.5 Change in unrealized gains (losses) recognized in other comprehensive income, pre-tax ... $ (338.4) (3.9) (90.6) 16.4 79.3 (433.0) 212.0 Average investment yields .......................................................................................................... Fixed income investments, pre-tax ............................................................................................ 5.6 % 5.5 5.3 5.2 5.2 5.5 5.2 Fixed income investments, after-tax .......................................................................................... 4.4 4.4 4.2 4.1 4.1 4.4 4.1 Total portfolio, pre-tax............................................................................................................... 5.6 % 5.2 5.0 5.1 5.1 5.3 5.0 Total portfolio, after-tax ............................................................................................................ 4.4 4.2 4.0 4.1 4.1 4.2 3.9 Effective tax rate on net investment income ............................................................................. 20.7 % 20.6 20.6 20.6 20.7 20.6 20.7 New money purchase rates for fixed income investments, pre-tax ........................................ 6.2 6.0 5.7 6.0 5.8 6.0 5.8 New money purchase rates for fixed income investments, after-tax ...................................... 4.9 4.7 4.5 4.7 4.6 4.7 4.7 Effective duration of fixed income investments including short-term (in years) .................. 4.5 4.3 4.3 4.1 4.1 4.5 4.1 Note: Amounts may not foot due to rounding. Page 12

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Slide 16 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries CONSOLIDATED COMPOSITION OF INVESTED ASSETS (Unaudited) Sept. 30, June 30, Mar. 31, Dec. 31, Sept. 30, 2026 2026 2026 2025 2025 ($ in millions) Amount Percent Amount Percent Amount Percent Amount Percent Amount Percent Fixed income securities, at fair value ................................................... $ 9,831.0 86 % 9,929.3 86 9,748.6 86 9,481.1 84 9,299.7 84 Commercial mortgage loans, at fair value ............................................ 279.1 2 267.4 2 268.3 2 274.9 2 269.1 2 Total fixed income investments ............................................................ 10,110.1 88 10,196.7 88 10,016.8 88 9,756.0 86 9,568.8 87 Short-term investments ......................................................................... 391.7 3 378.9 3 451.8 4 648.5 6 587.9 5 Total fixed income and short-term investments ................................... 10,501.8 92 10,575.6 91 10,468.6 92 10,404.6 92 10,156.7 92 Equity securities, at fair value .............................................................. 359.1 3 413.1 4 388.3 3 384.4 3 380.1 3 Alternative investments ........................................................................ 505.2 4 473.9 4 431.4 4 418.5 4 417.1 4 Other investments ................................................................................. 111.1 1 111.4 1 96.9 1 92.2 1 93.3 1 Total investments ................................................................................ $ 11,477.3 100 % 11,574.0 100 11,385.2 100 11,299.7 100 11,047.2 100 Fixed income investments, at carry value ........................................ U.S. government obligations ................................................................ $ 182.1 2 % 159.7 2 176.8 2 163.2 2 143.4 1 Foreign government obligations ........................................................... 15.4 — 16.2 — 8.8 — 10.0 — 10.0 — Obligations of state and political subdivisions ..................................... 491.9 5 542.7 5 565.1 6 550.0 6 561.0 6 Corporate securities .............................................................................. 3,775.7 37 3,662.1 36 3,554.7 35 3,428.1 35 3,383.5 35 Collateralized loan obligations and other asset-backed securities ........ 2,505.4 25 2,615.4 26 2,571.2 26 2,550.3 26 2,478.7 26 Residential mortgage-backed securities .............................................. 2,253.2 22 2,284.7 22 2,168.9 22 2,075.9 21 1,998.9 21 Commercial mortgage-backed securities ............................................. 608.2 6 649.2 6 703.6 7 703.6 7 724.1 8 Commercial mortgage loans ................................................................. 287.6 3 269.7 3 273.7 3 277.7 3 273.5 3 Total fixed income investments ......................................................... $ 10,119.5 100 % 10,199.6 100 10,022.8 100 9,758.8 100 9,573.1 100 Expected maturities of fixed income investments at carry value ... Due in one year or less ......................................................................... $ 506.2 5 % 601.0 6 587.9 6 646.0 7 603.5 6 Due after one year through five years .................................................. 3,581.5 35 3,775.6 37 4,093.5 41 3,963.9 41 3,811.7 40 Due after five years through 10 years ................................................... 3,918.8 39 4,160.1 41 3,835.4 38 3,932.9 40 3,959.3 41 Due after 10 years ................................................................................. 2,113.0 21 1,662.8 16 1,506.0 15 1,216.0 12 1,198.6 13 Total fixed income investments ......................................................... $ 10,119.5 100 % 10,199.6 100 10,022.8 100 9,758.8 100 9,573.1 100 Weighted average credit quality of fixed income and short-term investments .......................................................................................... Investment grade credit quality ............................................................ $ 10,125.3 96 % 10,220.8 97 10,105.6 97 10,047.3 97 9,809.6 97 Non-investment grade credit quality .................................................... 376.6 4 354.8 3 363.0 3 357.2 3 347.1 3 Total fixed income and short-term investments, at fair value ........ $ 10,501.8 100 % 10,575.6 100 10,468.6 100 10,404.6 100 10,156.7 100 Weighted average credit quality of fixed income and short-term investments .......................................................................................... A+ A+ A+ A+ A+ Alternative investments September 30, 2026 Current Number of Original Remaining Market Strategy ................................................................................................ Funds Commitment Commitment Value Private equity ........................................................................................ 74 $ 579.1 222.4 410.6 Private credit ......................................................................................... 24 148.3 89.4 45.3 Real assets ............................................................................................ 14 112.8 52.7 49.3 Total ..................................................................................................... 112 $ 840.2 364.5 505.2 Note: Amounts may not foot due to rounding. Page 13

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Slide 17 — CREDIT QUALITY OF INVESTED ASSETS

Selective Insurance Group, Inc. & Consolidated Subsidiaries CREDIT QUALITY OF INVESTED ASSETS (Unaudited) At September 30, 2026 Credit Rating ($ in millions) Amortized Cost Fair Value % of Invested Assets Yield to Worst Effective Duration in Years Average Life in Years AAA AA A BBB Non- Investment Grade Not Rated Fixed income investments: ........................................................ U.S. government obligations ..................................................... $ 208 $ 182 1.6 5.9 6.5 12.6 $ — $ 182 $ — $ — $ — $ — Foreign government obligations ................................................ 17 15 0.1 6.1 5.5 6.9 1 2 4 9 — — State and municipal obligations ................................................. 541 492 4.3 5.7 8.1 14.0 62 251 169 10 — — Corporate securities ................................................................... 3,981 3,775 32.9 6.3 5.1 7.2 28 474 1,722 1,386 165 — Mortgage-backed securities: ...................................................... Residential mortgage-backed securities ("RMBS"): ............... Agency RMBS ..................................................................... 1,821 1,666 14.5 6.1 6.2 8.9 — 1,666 — — — — Non-agency RMBS .............................................................. 627 588 5.1 6.2 4.3 6.3 492 63 27 4 2 1 Total RMBS ....................................................................... 2,448 2,253 19.6 6.1 5.7 8.2 492 1,728 27 4 2 1 Commercial mortgage-backed securities ("CMBS") ............... Agency CMBS ..................................................................... 121 111 1.0 5.6 5.5 7.7 2 109 — — — — Non-agency CMBS .............................................................. 512 497 4.3 6.1 2.3 3.2 418 56 17 — 6 — Total CMBS ....................................................................... 634 608 5.3 6.0 2.9 4.1 420 165 17 — 6 — Total mortgage-backed securities ............................................ 3,082 2,861 24.9 6.1 5.1 7.3 912 1,893 44 4 8 1 Collateralized loan obligations ("CLO") and other asset-backed securities ("ABS"): ..................................................................... CLOs ..................................................................................... 771 749 6.5 7.0 1.0 2.8 363 189 92 47 18 40 Commercial ABS .................................................................. 675 649 5.7 3.7 2.3 3.1 94 98 399 59 — — Consumer ABS ..................................................................... 397 387 3.4 2.9 1.2 1.8 222 104 56 5 — — Other ABS............................................................................. 733 720 6.3 0.8 0.5 0.7 13 64 354 166 55 69 Total CLOs and ABS ........................................................ 2,576 2,505 21.8 7.1 2.8 4.4 692 454 901 276 73 109 Total securitized assets ............................................................. 5,658 5,367 46.8 6.6 4.0 5.9 1,604 2,348 945 280 81 109 Commercial mortgage loans .................................................... 290 279 2.4 6.5 2.5 3.2 — 21 114 123 21 — Total fixed income investments ................................................ 10,695 10,110 88.1 6.4 4.6 6.8 1,694 3,277 2,954 1,809 267 109 Short-term investments ............................................................ 392 392 3.4 3.9 0.0 0.0 392 — — — — — Total fixed income and short-term investments .................. 11,087 10,502 91.5 6.3 4.5 6.6 2,086 3,277 2,954 1,809 267 109 Total fixed income securities and short-term investments by credit rating percentage ....................................................... 19.9 % 31.2 % 28.1 % 17.2 % 2.5 % 1.0 % Equity securities: ....................................................................... Common stock(1) ........................................................................ 339 358 3.1 — — — — — — — — 358 Preferred stock ............................................................................ 2 2 — — — — — — — 2 — — Total equity securities ............................................................ 341 359 3.1 — — — — — — 2 — 358 Alternative investments ............................................................. Private equity ........................................................................... 411 411 3.6 — — — — — — — — 411 Private credit ............................................................................ 45 45 0.4 — — — — — — — — 45 Real assets ................................................................................ 49 49 0.4 — — — — — — — — 49 Total alternative investments ............................................ 505 505 4.4 — — — — — — — — 505 Other investments ..................................................................... 111 111 1.0 — — — — — — — — 111 Total invested assets .................................................................. $ 12,045 $ 11,477 100.0 % — — — $ 2,086 $ 3,277 $ 2,954 $ 1,810 $ 267 $ 1,083 (1) Includes investments in exchange traded funds, mutual funds, business development corporations, and real estate investment trusts. Note: Amounts may not foot due to rounding. Page 14

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Slide 18 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries RECONCILIATION OF NET INCOME (LOSS) AVAILABLE TO COMMON STOCKHOLDERS TO NON-GAAP OPERATING INCOME (LOSS) AND CERTAIN OTHER NON-GAAP MEASURES (Unaudited) Quarter ended Year-to-date Sept. 30, June 30, Mar. 31, Dec. 31, Sept. 30, Sept. 30, Sept. 30, ($ in millions, except per share data) 2026 2026 2026 2025 2025 2026 2025 Reconciliation of net income (loss) available to common stockholders to non-GAAP operating income (loss) ....... Net income (loss) available to common stockholders ......................................................................................................... $ 126.4 127.1 95.4 152.9 113.0 348.8 304.3 Net realized and unrealized investment (gains) losses included in net income, before tax ................................................. 19.4 (12.0) 8.3 4.1 (8.1) 15.8 (12.5) Tax on reconciling items ..................................................................................................................................................... (4.1) 2.5 (1.7) (0.8) 1.7 (3.3) 2.6 Non-GAAP operating income (loss) ................................................................................................................................... $ 141.7 117.6 101.9 156.2 106.7 361.3 294.4 Reconciliation of net income (loss) available to common stockholders per diluted common share to non-GAAP operating income (loss) per diluted common share ........................................................................................................ Net income (loss) available to common stockholders per diluted common share .............................................................. $ 2.11 2.11 1.58 2.52 1.85 5.80 4.97 Net realized and unrealized investment (gains) losses included in net income, before tax ................................................. 0.32 (0.20) 0.14 0.07 (0.13) 0.26 (0.20) Tax on reconciling items ..................................................................................................................................................... (0.06) 0.04 (0.03) (0.02) 0.03 (0.05) 0.04 Non-GAAP operating income (loss) per diluted common share ........................................................................................ $ 2.37 1.95 1.69 2.57 1.75 6.01 4.81 Reconciliation of ROE to non-GAAP operating ROE ................................................................................................... ROE ..................................................................................................................................................................................... 15.1 % 14.8 11.2 18.3 14.0 13.8 13.0 Net realized and unrealized investment (gains) losses included in net income, before tax ................................................. 2.3 (1.4) 1.0 0.5 (1.0) 0.6 (0.5) Tax on reconciling items ..................................................................................................................................................... (0.5) 0.3 (0.2) (0.1) 0.2 (0.1) 0.1 Non-GAAP operating ROE ................................................................................................................................................. 16.9 % 13.7 12.0 18.7 13.2 14.3 12.6 Reconciliation of book value per common share to adjusted book value per common share .................................... Book value per common share ............................................................................................................................................ $ 55.02 58.13 56.58 56.74 54.46 55.02 54.46 Total unrealized investment (gains) losses included in accumulated other comprehensive income (loss), before tax ....... 8.84 3.07 2.99 1.47 1.73 8.84 1.73 Tax on reconciling items ..................................................................................................................................................... (1.86) (0.64) (0.63) (0.30) (0.36) (1.86) (0.36) Adjusted book value per common share .............................................................................................................................. $ 62.00 60.56 58.94 57.91 55.83 62.00 55.83 Non-GAAP operating income (loss), non-GAAP operating income (loss) per diluted common share, and non-GAAP operating return on common equity are measures comparable to net income (loss) available to common stockholders, net income (loss) available to common stockholders per diluted common share, and return on common equity, respectively, but excludes after-tax net realized and unrealized gains and losses on investments included in net income (loss). Adjusted book value per common share is a measure comparable to book value per common share, but excludes total after-tax unrealized gains and losses on investments included in accumulated other comprehensive income (loss). These non-GAAP measures are used as important financial measures by management, analysts, and investors because the timing of realized investment gains and losses on securities in any given period is largely discretionary. In addition, net realized and unrealized gains and losses on investments could distort the analysis of trends. These operating measurements are not intended as a substitute for net income (loss) available to common stockholders, net income (loss) available to common stockholders per diluted common share, return on common equity, and book value per common share prepared in accordance with U.S. generally accepted accounting principles (GAAP). Reconciliations of net income (loss) available to common stockholders, net income (loss) available to common stockholders per diluted common share, return on common equity, and book value per common share to non-GAAP operating income (loss), non-GAAP operating income (loss) per diluted common share, non-GAAP operating return on common equity, and adjusted book value per common share, respectively, are provided in the tables above. Note: Amounts may not foot due to rounding. Page 15

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Slide 19 — Selective Insurance Group, Inc. & Consolidated Subsidiaries

Selective Insurance Group, Inc. & Consolidated Subsidiaries RATINGS AND CONTACT INFORMATION Address: As of September 30, 2026 40 Wantage Avenue AM Best Standard & Poor's Moody's Fitch Branchville, NJ 07890 Financial Strength Ratings: A+ A A2 A+ Preferred Stock Rating: n/a BB+ Ba1 BBB- Corporate Website: Long-Term Debt Credit Rating: a- BBB Baa2 BBB+ www.Selective.com Investor Contact: REGISTRAR AND TRANSFER AGENT Brad B. Wilson EQ Shareowner Services Senior Vice President P.O. Box 64854 Phone: 973-948-1283 St. Paul, MN 55164 [email protected] 866-877-6351 Media Contact: Jamie M. Beal Vice President Director of Communications Phone: 973-948-1234 [email protected] Page 16

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Selective Insurance Group Inc. — 3q 2026 financial supplement (company IR deck)

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