7 — Fair Value Measurements

The fair value of our assets and liabilities subject to recurring fair value measurements are as follows:

Fair Value at December 31, 2022

    

    

Quoted Prices

    

Significant

    

in Active

Other

Significant

Market for

Observable

Unobservable

Fair

Identical Assets

Inputs

Inputs

    

Value

    

(Level 1)

    

(Level 2)

    

(Level 3)

U.S. corporations

$

$

$

$

Fair Value at December 31, 2021

    

    

Quoted Prices

    

Significant

    

in Active

Other

Significant

Market for

Observable

Unobservable

Fair

Identical Assets

Inputs

Inputs

    

Value

    

(Level 1)

    

(Level 2)

    

(Level 3)

U.S. corporations

$

501,855

$

$

501,855

$

Our corporate bonds are valued by the third-party custodian at closing prices from national exchanges or pricing vendors on the valuation date.

Historical Timeline

Fiscal YearFiled
2022Mar 2, 2023Showing above
2021Mar 4, 2022
2020Mar 5, 2021
2019Mar 6, 2020
2018Mar 7, 2019
2017Mar 8, 2018
2016Mar 10, 2017
2015Mar 10, 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.