Note 6. Fair Value of Financial Instruments

 

The estimated fair value amounts have been determined by the Company using the methods and assumptions described below. However, considerable judgment is required to interpret market data to develop estimates of fair value. Accordingly, the estimates presented herein are not necessarily indicative of the amounts the Company could realize in a current market exchange. The use of different market assumptions and/or estimation methodologies may have a material effect on the estimated fair value amounts.

 

Cash and Cash Equivalents

 

Cash and cash equivalents are, by definition, short-term. Thus, the carrying amount is a reasonable estimate of fair value.

 

Accounts Receivable

 

The fair value of accounts receivable approximates their carrying value due to their short-term nature.

 

Long-Term Debt

 

The Company's 2032 Notes bear interest at a rate of 7.625% per year. As of December 31, 2025, the fair value approximated $313.8 million, with a carrying value of $300.0 million.

 

The Company’s 2026 Notes were retired at par on February 20, 2025. As of December 31, 2024, the fair value of the 2026 Notes approximated $251.2 million, with a carrying value of $250.0 million.

 

See Note 14, “Notes Payable and Long-Term Debt” for further information regarding the Company’s long-term debt.

 

Foreign Currency

 

The fair value of the Company’s foreign currency contracts are based upon quoted market prices for similar instruments, thus leading to a Level 2 classification within the fair value hierarchy. See Note 5, "Derivative Instruments", for further information regarding the Company's foreign currency contracts.

 

Historical Timeline

Fiscal YearFiled
2025Mar 2, 2026Showing above
2024Mar 6, 2025
2023Feb 28, 2024
2022Mar 15, 2023
2021Mar 11, 2022
2020Feb 19, 2021
2019Mar 12, 2020
2018Mar 7, 2019
2017Mar 8, 2018
2016Mar 13, 2017

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.