NOTE 20—FAIR VALUE MEASUREMENTS

 

The carrying amounts of the Company’s financial instruments, including cash and cash equivalents, accounts receivable, inventories, prepaid expenses and other current assets, accounts payable, accrued expenses, and contract assets and liabilities, approximate fair value due to the short-term nature of these instruments.

 

The carrying amounts of lease liabilities and notes payable also approximate fair value as these instruments bear interest rates that are consistent with current market rates for similar instruments.

 

Recurring Fair Value Measurements

 

The Company measures certain financial instruments at fair value on a recurring basis. As of December 31, 2025, the Company’s financial instruments measured at fair value on a recurring basis consist of warrant liabilities. See Note 19—Warrants for additional information.

The fair value of financial instruments measured at fair value on a recurring basis as of December 31, 2025 consisted of the following:

 

   Fair Value Measurements as of
December 31, 2025
 
Description  Level 1   Level 2   Level 3   Total 
Warrant liabilities  $491,280   $
   $
   $491,280 

 

The following table presents changes in the Company’s warrant liabilities measured at fair value on a recurring basis:

 

   Amount 
Warrant Liabilities    
Balance as of December 31, 2023  $
 
Fair value of warrant liabilities upon issuance   1,518,000 
Gain on change in fair value of warrant liabilities   (69,000)
Extinguishment of warrant liabilities upon settlement   
 
Balance as of December 31, 2024  $1,449,000 
Gain on change in fair value of warrant liabilities   (957,720)
Extinguishment of warrant liabilities upon settlement   
 
Balance as of December 31, 2025  $491,280 

Historical Timeline

Fiscal YearFiled
2025Apr 1, 2026Showing above
2024May 28, 2025
2023Mar 25, 2024
2022Mar 31, 2023

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.