FAIR VALUE MEASUREMENTS
Financial instruments that are measured at fair value on a recurring basis and their corresponding placement in the fair value hierarchy consist of the following as of the dates indicated in the tables below (in thousands):
December 31, 2025
Level 1Level 2Level 3Fair Value
Assets:
Money market funds
$8,383 $— $— $8,383 
Total assets
$8,383 $— $— $8,383 
Liabilities:
Warrant liability - Public Warrants
$— $13 $— $13 
Warrant liability - Private Warrants
— — 
Revolving Equipment Notes
— — 180,676 180,676 
Term Loan
— — 350,860 350,860 
Total liabilities
$— $20 $531,536 $531,556 
December 31, 2024
Level 1Level 2Level 3Fair Value
Assets:
Money market funds
$80,812 $— $— $80,812 
Total assets
$80,812 $— $— $80,812 
Liabilities:
Warrant liability - Public Warrants
$— $13 $— $13 
Warrant liability - Private Warrants
— — 
Revolving Equipment Notes
— — 317,484 317,484 
Term Loan
— — 284,845 284,845 
Total liabilities
$— $20 $602,329 $602,349 
The carrying amount of money market funds approximates fair value and is classified within Level 1, because we determined the fair value through quoted market prices.
The Warrants were accounted for as a liability in accordance with ASC 815-40. The Warrant liability was measured at fair value upon assumption and on a recurring basis, with changes in fair value presented in the consolidated statements of operations. As of December 31, 2025 and 2024, we used Level 2 inputs for the Warrants. See Note 12 for additional information about the Warrants.
The estimated fair values of the Revolving Equipment Notes are categorized as Level 3 valuations. We considered the appraised value of aircraft subject to first-priority liens under the Revolving Equipment Notes, as sourced during the fourth quarter of 2025 and as required under the Revolving Equipment Notes, to determine the fair value of the Revolving Equipment Notes as of December 31, 2025. We considered the appraised value of aircraft subject to first-priority liens under the Revolving Equipment Notes, as sourced during the fourth quarter of 2024 and as required under the Revolving Equipment Notes, to determine their fair value as of December 31, 2024.
The estimated fair value of the Term Loan, which includes amounts outstanding in connection with the Credit Support Premium, is categorized as a Level 3 valuation. The estimated fair value as of December 31, 2025 was estimated using a discounted cash flows analysis, based on our current estimated incremental borrowing rate for a similar type of borrowing arrangement.
The following table presents the changes in the fair value of the Warrant liability (in thousands):
Public WarrantsPrivate WarrantsTotal
Warrant Liability
Fair value as of December 31, 2023$$$12 
Change in fair value of warrant liability
Fair value as of December 31, 202413 20 
Change in fair value of warrant liability— — — 
Fair value as of December 31, 2025$13 $$20 

Historical Timeline

Fiscal YearFiled
2025Mar 10, 2026Showing above
2024Mar 11, 2025
2023Mar 7, 2024
2022Mar 31, 2023
2021Mar 10, 2022
2020Mar 15, 2021

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.