you have absolutely nothing to worry about.
tell your dad to call the college and ask what your GPA / grades are; they won't give it to him.
You have to sign a form called a FERPA (Family Educational Rights and Privacy Act of 1974) in order for family or anyone really to get your grades besides you. Discussion of grades in college are a BIIIIG deal; most professors will not discuss your grades with you through email unless you give them written permission. No one is legally allowed to give your grades to your mom, dad, spouse, dog, whomever, and definitely not your insurance company.
The only way a public institution could give out your grades is through a federal subpeona (sp?), and no insurance company is going to go through the trouble, and they probably wouldn't be allowed to even if they tried.