Fair Value Measurements
The following tables present the Company's fair value hierarchy for financial assets and liabilities measured as of December 31, 2025 and 2024 ($ in millions):
December 31, 2025
Level 1 Level 2 Level 3 Total
Financial Assets:       
Corporate debt securities$— $501.2 $— $501.2 
U.S. Government obligations— 140.1 — 140.1 
Asset-backed securities— 45.5 — 45.5 
Non U.S. government obligations— 22.0 — 22.0 
Fixed maturities— 708.8 — 708.8 
Short term investments— 14.1 — 14.1 
Total$— $722.9 $— $722.9 
Financial Liabilities:
Warrant liability (1)
$— $— $— $— 
(1) Fair value of Public and Private warrant liability classified as Level 1 amounted to less than $0.1 million as of December 31, 2025.
December 31, 2024
Level 1Level 2Level 3Total
Financial Assets:    
Corporate debt securities$— $470.8 $— 470.8 
U.S. Government obligations— 107.7 — 107.7 
Asset-backed securities— 22.9 — 22.9 
Non U.S. government obligations— 6.0 — 6.0 
Fixed maturities— 607.4 — 607.4 
Short term investments— 27.5 — 27.5 
Total$— $634.9 $— $634.9 
Financial Liabilities:
Warrant liability (1)
$— $— $— $— 
(1) Fair value of Public and Private warrant liability classified as Level 1 amounted to less than $0.1 million as of December 31, 2024.
The fair value of all our different classes of Level 2 fixed maturities and short-term investments are estimated by using quoted prices from a third-party valuation service provider to gather, analyze and interpret market information and derive fair values based upon relevant methodologies and assumptions for individual instruments.
There were no transfers between Level 1, Level 2, or Level 3 during the years ended December 31, 2025 and 2024.

Historical Timeline

Fiscal YearFiled
2025Feb 25, 2026Showing above
2024Feb 26, 2025
2023Feb 28, 2024
2022Mar 3, 2023
2021Mar 1, 2022
2020Mar 8, 2021

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.