Note 7. Fair Value of Financial Instruments

In connection with the Acquisition, the Company pays royalty on U.S. net sales of SUNOSI to Jazz. The discounted cash flow method used to value this contingent consideration includes inputs of not readily observable market data, which are Level 3 inputs. The fair value of the contingent consideration is reflected as current accrued contingent consideration of $10.0 million and non-current contingent consideration liability of $77.5 million in the consolidated balance sheet as of December 31, 2025.

The fair value of financial instruments measured on a recurring basis is as follows:

 

 

 

December 31, 2025

 

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Assets:

 

 

 

 

 

 

 

 

 

 

 

 

Cash and cash equivalents - money market funds

 

$

173,111

 

 

$

 

 

$

 

 

$

173,111

 

Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

Contingent consideration

 

$

 

 

$

 

 

$

87,552

 

 

$

87,552

 

 

 

 

December 31, 2024

 

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Assets:

 

 

 

 

 

 

 

 

 

 

 

 

Cash and cash equivalents - money market funds

 

$

244,097

 

 

$

 

 

$

 

 

$

244,097

 

Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

Contingent consideration

 

$

 

 

$

 

 

$

99,965

 

 

$

99,965

 

Contingent Consideration Liabilities

The fair value of the contingent consideration liabilities is marked-to-market at each reporting period and was remeasured at December 31, 2025. Changes in fair value of the contingent consideration liabilities as of December 31, 2025 are as follows:

 

 

 

Contingent consideration

 

Balance at December 31, 2024

 

$

99,965

 

Adjustment to fair value

 

 

(2,473

)

Payments

 

 

(9,940

)

Balance at December 31, 2025 (Level 3)

 

$

87,552

 

The recurring Level 3 fair value measurements of contingent consideration for which a liability is recorded include the following significant unobservable inputs:

 

 

 

 

 

 

 

As of December 31, 2025

 

As of December 31, 2024

 

 

Valuation methodology

 

Significant unobservable input

 

Weighted average (range, if applicable)

 

Weighted average (range, if applicable)

Contingent consideration

 

Probability weighted income approach

 

Discount rate

 

14.9%

 

12.0%

 

 

 

 

Revenue discount rate

 

17.2% - 20.2%

 

17.6% - 20.6%

The Company’s fair value measurement of contingent consideration liabilities has been classified as Level 3 as its valuation requires substantial judgment and estimation of factors which requires use of unobservable inputs. The fair value of contingent consideration liabilities is estimated by using the probability weighted income approach using significant assumptions including estimated future sales of SUNOSI in current and future indications, timing of regulatory and commercial milestone achievements, probability of technical and regulatory success rates, and discount rates. If significant changes are made to one or more of these assumptions, the estimated fair value of contingent consideration liabilities may result in a significantly higher or lower fair value measurement.

Historical Timeline

Fiscal YearFiled
2025Feb 23, 2026Showing above
2024Feb 18, 2025
2023Feb 23, 2024
2022Feb 28, 2023
2020Mar 1, 2021
2019Mar 12, 2020
2018Mar 15, 2019
2017Mar 7, 2018
2016Mar 7, 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.