Note 8 - Recurring Fair Value Measurements

 

As of July 31, 2022, investment securities in the Company’s Trust Account consisted of a treasury securities fund in the amount of $86,472,912 which was held as money market funds. The following table presents information about the Company’s assets and liabilities that were measured at fair value on a recurring basis as of July 31, 2022, and indicates the fair value hierarchy of the valuation techniques the Company utilized to determine such fair value.

 

       Quoted   Significant   Significant 
       Prices   Other   Other 
   Value   in Active   Observable   Unobservable 
   Carrying   Markets   Inputs   Inputs 
   Value   (Level 1)   (Level 2)   (Level 3) 
Assets:                    
Investments held in Trust Account – Money Market Fund  $86,472,912   $86,472,912   $-   $- 
   $86,472,912   $86,472,912   $-   $- 

 

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.