(4) Fair Value Measurements

The following tables present the fair value hierarchy used to measure the Company’s financial assets and liabilities that are measured as of December 31, 2025 and December 31, 2024, respectively (in thousands):

  ​ ​ ​

December 31, 2025

  ​ ​ ​

Level 1

  ​ ​ ​

Level 2

  ​ ​ ​

Level 3

Assets:

Cash equivalents:

Money market funds

$

38,721

$

$

Short-term investments:

U.S. treasury securities

398,660

Long-term investments:

U.S. treasury securities

146,321

Total Assets

$

38,721

$

544,981

$

Liabilities:

  ​

  ​

  ​

Derivative warrant liability – Public Warrants

$

85,842

$

$

Derivative warrant liability – Private Warrants

16,751

Total Liabilities

$

85,842

$

$

16,751

  ​ ​ ​

December 31, 2024

  ​ ​ ​

Level 1

  ​ ​ ​

Level 2

  ​ ​ ​

Level 3

Assets:

Cash equivalents:

Money market funds

$

29,806

$

$

U.S. treasury security

24,835

Short-term investments:

U.S. treasury securities

124,420

Long-term investments:

U.S. treasury security

25,068

Total Assets

$

29,806

$

174,323

$

Liabilities:

  ​

  ​

  ​

Derivative warrant liability – Public Warrants

$

70,265

$

$

Derivative warrant liability – Private Warrants

22,830

Earn-out liabilities

45,897

Total Liabilities

$

70,265

$

$

68,727

As of December 31, 2025 and December 31, 2024, the Company has recorded the following financial instruments subject to fair value measurements: 1) Derivative warrant liabilities—Public Warrants and Private Warrants, 2) Money Market Funds, 3) U.S. treasury securities and 4) Earn-out liabilities.

The fair value of the Public Warrants and money market funds have been measured based on their observable listed prices, a Level 1 measurement. The fair value of the Company’s Level 2 financial assets are determined by using inputs based on quoted market prices for similar instruments. All other financial instruments are classified as Level 3 instruments as they all include unobservable inputs. The Private Warrants are measured at fair value using a Black Scholes model. The fair value of the Earn-out liabilities as of December 31, 2024 were estimated using a Monte Carlo simulation model. The Company estimated the volatility of its Private Warrants and Earn-out liabilities based on the historical volatility of the Company’s Common Stock.

As of December 31, 2025 and December 31, 2024, the Company used the historical volatility of its Common Stock for the applicable valuation models because the implied volatility of the Public Warrants was no longer meaningful due to the rapid increase in the price of the Public Warrants during the fourth quarter of 2024. There were no other changes in fair value measurement techniques during the years ended December 31, 2025 or December 31, 2024.

During the year ended December 31, 2025, the vesting conditions for the Sponsor Redemption-Based Vesting Shares and the Promote Sponsor Vesting Shares (collectively the “Sponsor Vesting Shares” as defined in Note 9 below) were satisfied, and the underlying earn-out liabilities (Refer to Note 9 for Earn-out liabilities) were adjusted to fair value using the closing market price of the Company’s Common Stock on their respective vesting dates.

The earn-out liability for the Sponsor Redemption-Based Vesting Shares as of their August 14, 2025 vesting date was $10.4 million. The earn-out liability for the Promote Sponsor Vesting Shares as of their February 6, 2025 vesting date was $32.9 million. The earn-out liabilities for the Sponsor Redemption-Based Vesting Shares and the Promote Sponsor Vesting Shares were recorded to additional paid-in capital on their respective vesting dates. As of December 31, 2025, all of the Sponsor Vesting Shares were vested and the earn-out liabilities balance was zero.

During the years ended December 31, 2025 and December 31, 2024, the number of Private Warrants (a Level 3 measurement) converted to Public Warrants (a Level 1 measurement) were 991,428 and 1,280,732, respectively. As of the date of conversion, the favorable impact of the transfer of the Private Warrants to Public Warrants on the Company’s net loss for the years ended December 31, 2025 and December 31, 2024, was $5.8 million and $2.4 million, respectively.

There were no transfers in or out of Level 3 of the fair value hierarchy during the years ended December 31, 2025 and December 31, 2024, other than conversion of Private Warrants to Public Warrants and the vesting of the Sponsor Vesting Shares as described above.

A summary of the changes in the fair value of the Company’s Level 3 financial instruments during the years ended December 31, 2025, and December 31, 2024, respectively, is as follows (in thousands):

  ​ ​ ​

Derivative

  ​ ​ ​

Warrant Liability -

Earn-out

  ​ ​ ​

Private Warrants

  ​ ​ ​

Liabilities

Balance – December 31, 2024

$

22,830

$

45,897

Change in fair value during the year

8,208

(2,518)

Vesting of Sponsor Vesting Shares

(43,379)

Transfer from Private Warrants to Public Warrants

(14,287)

Balance – December 31, 2025

$

16,751

$

Balance – December 31, 2023

$

1,604

$

2,155

Change in fair value during the year

26,828

43,742

Transfer from Private Warrants to Public Warrants

(5,602)

Balance – December 31, 2024

$

22,830

$

45,897

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Historical Timeline

Fiscal YearFiled
2025Mar 4, 2026Showing above
2024Mar 7, 2025
2023Mar 14, 2024
2022Mar 27, 2023
2021Feb 23, 2022

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.