3. Fair Value Measurements

The following tables present information about the Company’s financial assets and liabilities measured at fair value on a recurring basis and indicate the level of fair value hierarchy utilized to determine such fair values:

 

 

Fair Value Measurements as of
December 31, 2025

 

(in thousands)

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Assets:

 

 

 

 

 

 

 

 

 

 

 

 

Cash equivalents—money market funds

 

$

35,829

 

 

$

 

 

$

 

 

$

35,829

 

 

$

35,829

 

 

$

 

 

$

 

 

$

35,829

 

Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

Warrant liabilities, long-term

 

$

 

 

$

 

 

$

36,410

 

 

$

36,410

 

Notes payable, long-term

 

 

 

 

 

 

 

 

30,586

 

 

 

30,586

 

 

$

 

 

$

 

 

$

66,996

 

 

$

66,996

 

 

 

Fair Value measurements as of
December 31, 2024

 

(in thousands)

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Assets:

 

 

 

 

 

 

 

 

 

 

 

 

Cash equivalents—money market funds

 

$

38,295

 

 

$

 

 

$

 

 

$

38,295

 

 

$

38,295

 

 

$

 

 

$

 

 

$

38,295

 

Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

Warrant liabilities, long-term

 

$

 

 

$

 

 

$

1,336

 

 

$

1,336

 

Notes payable, long-term

 

 

 

 

 

 

 

 

30,162

 

 

 

30,162

 

 

$

 

 

$

 

 

$

31,498

 

 

$

31,498

 

During the years ended December 31, 2025 and 2024, there were no transfers between Level 1, Level 2 and Level 3.

See Note 6—“Notes Payable” for the discussion of the fair value methodology of the notes payable and a rollforward of the fair value. See Note 8—“Warrant Liabilities” for the discussion of the fair value methodology of the common stock warrants and a rollforward of the fair value.

Historical Timeline

Fiscal YearFiled
2025Mar 24, 2026Showing above
2024Mar 3, 2025

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.