Note 7. Fair Value of Financial Assets and Liabilities

 

The following table presents the Company’s assets and liabilities that are measured at fair value as of December 31, 2025 and 2024 ($ in thousands):

 

   Fair value measured as of December 31, 2025 
   Total at
December 31,
   Quoted
prices in
active
markets
   Significant other
observable
inputs
   Significant
unobservable
inputs
 
   2025   (Level 1)   (Level 2)   (Level 3) 
Assets                
                 
Securities owned  $9,756   $
   $8,014   $1,742 
Marketable securities  $46,516   $45,049   $1,467   $
 

 

   Fair value measured as of December 31, 2024 
   Total at
December 31,
   Quoted
prices in
active markets
   Significant other
observable
inputs
   Significant
unobservable
inputs
 
   2024   (Level 1)   (Level 2)   (Level 3) 
Assets                
                 
Securities owned  $1,616   $
   $1,616   $
 
Marketable securities  $4,157   $4,157   $
   $
 
                     
Notes receivable at fair value, non-current portion  $902   $
   $
   $902 

 

The fair value of level 3 securities owned totaling $1.7 million shown above at December 31, 2025 are subject to an initial lock-up period until June 5, 2026, and further restrictions to which the Company cannot liquidate its investment until such restrictions are met. Additionally, approximately $ 6.6 million of fair value of level 2 securities owned shown above at December 31, 2025 represents warrants that are subject to lock-up periods that will end by March 31, 2026 and another $1.2 million of fair value of warrant securities with lock-up periods that will end by June 30, 2026 as well.

 

Level 3 Measurement

 

The following table sets forth a summary of the changes in the fair value of the Company’s Level 3 financial assets that are measured at fair value on a recurring basis ($ in thousands):

  

Securities owned at fair value as of December 31, 2024  $
 
Securities received included in underwriting services   1,650 
Unrealized gain included in principal transactions   91 
Securities owned at fair value as of December 31, 2025  $1,741 
      
Notes receivable at fair value, non-current portion at December 31, 2024  $902 
Realized gain on note receivable   221 
Change in interest receivable   20 
    Collection of principal and interest outstanding   (1,143)
Notes receivable at fair value, non-current portion at December 31, 2025  $
 

December 31, 2024

 

Notes receivable at fair value, current portion at December 31, 2023  $3,177 
Collection of principal outstanding   (1,000)
Realized and unrealized loss on note receivable   (2,121)
Change in interest receivable   (56)
Notes receivable at fair value, current portion at December 31, 2024  $
 
      
Notes receivable at fair value, non-current portion at December 31, 2023  $1,129 
Unrealized gain (loss) on notes receivable   (227)
Notes receivable at fair value, non-current portion at December 31, 2024  $902 

 

The Company’s Level 3 fair value measurements at December 31, 2025, were determined by the following quantitative inputs:

 

The underlying stock price of $10.00 per share as of the measurement date.

 

Success rates of similar type instruments from other comparable entities’ recent historical results of 15% of the underlying value of the stock price.

 

Notes Receivable at fair value

  

As of December 31, 2025, the fair value of the notes receivable was measured taking into consideration cost basis, market participant inputs, market conditions, liquidity, operating results and other qualitative and quantitative factors. For the year ended December 31, 2025, the Company had realized gains on notes receivable of $0.2 million.

 

The following table provides quantitative information regarding the Company’s Level 3 fair value measurements at December 31, 2025, and 2024:

 

   2025   2024 
Valuation technique  Discounted
cash flow
   Discounted
cash flow
 
Unobservable input and range:                         
Probability of default       20%
Discount rate        8%

Historical Timeline

Fiscal YearFiled
2025Mar 31, 2026Showing above
2024Apr 15, 2025
2023Apr 1, 2024
2022Mar 31, 2023
2021Mar 28, 2022
2020Mar 25, 2021
2019Feb 3, 2020
2018Mar 12, 2019
2017Mar 30, 2018
2016Mar 31, 2017
2015Mar 29, 2016

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.