v3.25.4
Fair Value
12 Months Ended
Dec. 31, 2025
Fair Value Disclosures [Abstract]  
Fair Value Fair Value
GAAP assigns a fair value hierarchy to the inputs used to measure fair value. Level 1 inputs are quoted prices in active markets for identical assets and liabilities. Level 2 inputs are inputs other than quoted market prices that are observable for the asset or liability, either directly or indirectly. Level 3 inputs are unobservable inputs.
Financial Instruments
The estimated fair values of our Senior Notes as of December 31, 2025 and 2024 were $852,930 and $811,161, respectively. The estimated fair value is based on recent market prices of similar transactions, which is classified as Level 2 within the fair value hierarchy. The carrying values as of December 31, 2025 and 2024 were $909,160 and $911,118, respectively.
Due to the short term nature of our cash equivalents, we believe that differences between their carrying value and fair value are insignificant.
Derivative Instruments and Mortgage Loans Held for Sale
In the normal course of business, NVRM enters into contractual commitments to extend credit to homebuyers with fixed expiration dates. The commitments become effective when the borrowers “lock-in” a specified interest rate within time frames established by NVRM, and some of these commitments include a float down option. All borrowers are evaluated for credit worthiness prior to the extension of the commitment. Market risk arises if interest rates move adversely between the time of the “lock-in” of rates by the borrower and the sale date of the loan to an investor. To mitigate the effect of the interest rate risk inherent in providing rate lock commitments to borrowers, NVRM enters into optional or mandatory delivery forward sales contracts to sell whole loans and mortgage-backed securities to investors. The forward sales contracts lock-in a range of interest rates and prices for the sale of loans similar to the specific rate lock commitments. NVRM does not engage in speculative or trading derivative activities. Both the rate lock commitments to borrowers and the forward sales contracts to investors are undesignated derivatives and, accordingly, are marked to fair value through earnings.

To calculate the fair value of rate lock commitments, NVRM utilizes applicable published mortgage-backed security prices, and multiplies the price movement between the rate lock date and the balance sheet date by the notional loan commitment amount. NVRM sells its loans primarily on a servicing released basis, and receives a servicing released premium upon sale. Thus, the value of the servicing rights is included in the fair value measurement and is based upon contractual terms with investors and varies depending on the loan type. NVRM assumes a fallout rate when measuring the fair value of rate lock commitments. Fallout is defined as locked loan commitments for which NVRM does not close a mortgage loan and is based on historical experience and market conditions.

The fair value of NVRM’s forward sales contracts to investors solely considers the market price movement of the same type of security between the trade date and the balance sheet date. The market price changes are multiplied by the notional amount of the forward sales contracts to measure the fair value.

Mortgage loans held for sale are recorded at fair value using observable market information including pricing from actual market transactions and investor commitment prices. This approach reduces earnings volatility by matching changes in fair value in mortgage loans held for sale with the offsetting change in fair value of the forward delivery contracts used to economically hedge them.
The fair value measurement of NVRM's undesignated derivative instruments was as follows:
As of December 31,
 20252024
Rate lock commitments:
Gross assets$37,437 $34,935 
Gross liabilities158 25,739 
Net rate lock commitments$37,279 $9,196 
Forward sales contracts:
Gross assets$1,348 $6,822 
Gross liabilities1,236 1,122 
Net forward sales contracts$112 $5,700 

As of December 31, 2025 and 2024, the net rate lock commitments and the net forward sales contracts are reported in mortgage banking "Other assets" on the accompanying consolidated balance sheets.
The fair value measurement as of December 31, 2025 and 2024 was as follows:
As of December 31,
20252024
Fair
Value
Hierarchy
Notional or
Principal
Amount
Fair
Value
Measurement
Notional or
Principal
Amount
Fair
Value
Measurement
Rate lock commitments
Level 2
$1,707,835$37,279$2,006,907$9,196
Forward sales contracts
Level 2
$1,430,400$112$2,140,042$5,700
Mortgage loans held for sale
Level 2
$557,540$571,596$352,489$355,209
The net gain on sale of loans was $187,750, $188,554, and $162,658 for the periods ended December 31, 2025, 2024 and 2023, respectively, and is included in mortgage banking fees in the accompanying consolidated statements of income. These amounts include realized and unrealized gains and losses associated with fair value measurements, rate lock commitments, forward sale contracts and mortgage loans held for sale.