6.
Fair Value of Financial Assets and Liabilities

Valuation Hierarchy

The FASB established a valuation hierarchy for disclosure of the inputs used to measure estimated fair value. This hierarchy categorizes the inputs into three broad levels as follows:

Level 1 inputs to the valuation methodology are unadjusted quoted prices in active markets for identical assets or liabilities.
Level 2 inputs to the valuation methodology are quoted prices for similar assets or liabilities in active markets or inputs that are observable for the asset or liability, either directly or indirectly through market corroboration, for substantially the full term of the financial instrument.
Level 3 inputs are unobservable inputs that are supported by little or no market activity and are significant to the determination of estimated fair value of the assets or liabilities. Unobservable inputs reflect the entity’s assumptions about the assumptions that market participants would use in pricing the asset or liability.

The following tables present by level the financial assets carried at estimated fair value measured on a recurring basis as of December 31. The tables do not include assets which are measured at historical cost or any basis other than estimated fair value.

 

 

December 31, 2025

 

 

Carrying
Value

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Estimated
Fair Value

 

Assets:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Cash and cash equivalents

 

$

1,201,210

 

 

$

1,201,210

 

 

$

 

 

$

 

 

$

1,201,210

 

Restricted cash

 

 

786

 

 

 

786

 

 

 

 

 

 

 

 

$

786

 

Restricted cash - variable interest
   entity

 

 

480,972

 

 

 

480,972

 

 

 

 

 

 

 

 

$

480,972

 

Fixed-maturity securities

 

 

580,122

 

 

 

317,620

 

 

 

272,100

 

 

 

 

 

$

589,720

 

 

$

2,263,090

 

 

$

2,000,588

 

 

$

272,100

 

 

$

 

 

$

2,272,688

 

Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Interest rate swap

 

$

62

 

 

$

 

 

$

 

 

$

62

 

 

$

62

 

 

 

December 31, 2024

 

 

Carrying
Value

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Estimated
Fair Value

 

Assets:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Cash and cash equivalents

 

$

493,409

 

 

$

493,409

 

 

$

 

 

$

 

 

$

493,409

 

Restricted cash

 

 

631

 

 

 

631

 

 

 

 

 

 

 

 

 

631

 

Restricted cash - variable interest
   entity

 

 

295,802

 

 

 

295,802

 

 

 

 

 

 

 

 

 

295,802

 

Fixed-maturity securities

 

 

464,585

 

 

 

323,749

 

 

 

141,217

 

 

 

 

 

 

464,966

 

 

$

1,254,427

 

 

$

1,113,591

 

 

$

141,217

 

 

$

 

 

$

1,254,808

 

Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Interest rate swap

 

$

117

 

 

$

 

 

$

 

 

$

117

 

 

$

117

 

 

A financial instrument’s classification within the valuation hierarchy is based upon the lowest level of input that is significant to the estimated fair value measurement; consequently, if there are multiple significant valuation inputs that are categorized in different levels of the hierarchy, the instrument’s hierarchy level is the lowest level within which any significant input falls.

The Level 1 category includes cash and cash equivalents, restricted cash, money market securities, certificates of deposit, U.S. treasury bonds, and corporate bonds.

The Level 2 category generally includes municipal bonds and asset-backed securities. The estimated fair value of fixed-maturity investments included in the Level 2 category was based on the market values obtained from pricing services.

When observable inputs are not available, the market standard valuation methodologies for determining the estimated fair value of certain types of securities that trade infrequently, and therefore have little or no price transparency, rely on inputs that are significant to the estimated fair value that are not observable in the market, or which cannot be derived principally from or corroborated by observable market data. These unobservable inputs can be based in large part on management’s judgment or estimation and cannot be supported by reference or market activity. Generally, these investments are classified as Level 3.

Other Financial Instruments

The Company uses various financial instruments in the normal course of its business. In the measurement of the estimated fair value of certain financial instruments, other valuation techniques were utilized if quoted market prices were not available. These derived fair value estimates are significantly affected by the assumptions used. Additionally, excluded from the scope of financial instruments are certain financial instruments, including those related to insurance contracts, pension and other postretirement benefits, and equity method investments.

In estimating the fair value of the financial instruments presented, the Company used the following methods and assumptions:

Cash and Cash equivalents

The carrying amount is a reasonable estimate of fair value, due to the short-term maturity of these investments. These assets are considered to be Level 1 assets.

Restricted cash

Restricted cash represents cash held by state authorities and the carrying value approximates fair value. Restricted cash also includes cash held in trust by the VIE where the Company is the primary beneficiary and the carrying value approximates fair value.

Fixed-Maturity Securities

Fixed-Maturity securities represent investments held at fair value in U.S. government and agencies, municipalities and political subdivisions, corporate bonds, states, and asset-backed securities. U.S. government and agencies bonds and corporate bonds are considered to be Level 1 assets due to readily available pricing. Municipalities and political subdivisions, corporate bonds, states, and asset-backed securities are considered to be Level 2 assets due to valuations based on observable inputs.

Long-Term Debt

The following table summarizes components of the Company’s long-term debt and methods used in estimating their fair values:

 

 

Maturity Date

 

Valuation Methodology

Promissory Notes, 0.00%

 

2027

 

Discounted cash flow method, Level 3 inputs

Commercial Loan, variable rate of interest

 

2029

 

Discounted cash flow method, Level 3 inputs

 

The following tables present fair value information for liabilities that are carried on the consolidated balance sheets at amounts other than fair value as of December 31, 2025 and 2024:

 

 

Fair Value Measurements Using

 

As of December 31, 2025

 

Carrying
Value

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Estimated
Fair Value

 

Financial Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Long-Term debt:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0.00% Promissory notes

 

$

2,500

 

 

$

 

 

$

 

 

$

2,775

 

 

$

2,775

 

Commercial Loan

 

 

34,000

 

 

 

 

 

 

 

 

 

30,088

 

 

 

30,088

 

Less: unamortized issuance costs

 

 

(2,813

)

 

 

 

 

 

 

 

 

(2,813

)

 

 

(2,813

)

 

$

33,687

 

 

$

 

 

$

 

 

$

30,050

 

 

$

30,050

 

 

 

Fair Value Measurements Using

 

As of December 31, 2024

 

Carrying
Value

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Estimated
Fair Value

 

Financial Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Long-Term debt:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0.00% Promissory notes

 

$

4,500

 

 

$

 

 

$

 

 

$

3,992

 

 

$

3,992

 

Commercial Loan

 

 

38,000

 

 

 

 

 

 

 

 

 

37,192

 

 

 

37,192

 

Less: unamortized issuance costs

 

 

(3,310

)

 

 

 

 

 

 

 

 

(3,310

)

 

 

(3,310

)

 

$

39,190

 

 

$

 

 

$

 

 

$

37,874

 

 

$

37,874

 

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.