v3.26.1
FAIR VALUE MEASUREMENTS
3 Months Ended
Mar. 31, 2026
FAIR VALUE MEASUREMENTS  
FAIR VALUE MEASUREMENTS

NOTE 8—FAIR VALUE MEASUREMENTS

Fair value refers to the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants in the market in which the entity transacts business. The inputs used to develop these fair value measurements are established in a hierarchy, which ranks the quality and reliability of the information used to determine the fair values. The fair value classification is based on levels of inputs. Assets and liabilities that are carried at fair value are classified and disclosed in one of the following categories:

Level 1:

Quoted market prices in active markets for identical assets or liabilities.

Level 2:

Observable market-based inputs or unobservable inputs that are corroborated by market data.

Level 3:

Unobservable inputs that are not corroborated by market data.

Recurring Fair Value Measurements. The following table summarizes the Company’s financial instruments carried at fair value on a recurring basis as of March 31, 2026:

Fair Value Measurements at March 31, 2026 Using

Significant

  ​ ​ ​

Total Carrying

  ​ ​ ​

Quoted prices in

  ​ ​ ​

Significant other

  ​ ​ ​

unobservable

Value at

active market

observable inputs

inputs

(In millions)

March 31, 2026

(Level 1)

(Level 2)

(Level 3)

Corporate Borrowings:

Bifurcated embedded derivative - 6.00%/8.00% Cash/PIK Toggle Senior Secured Exchangeable Notes due 2030

$

5.5

$

$

$

5.5

Bifurcated embedded derivative - Senior Secured Exchangeable Notes due 2030

62.2

62.2

Total liabilities at fair value

$

67.7

$

$

$

67.7

Senior Secured Notes due 2030 and 6.00%/8.00% Cash/PIK Toggle Senior Secured Exchangeable Notes due 2030 embedded derivatives. The New Exchangeable Notes and Existing Exchangeable Notes each have conversion features that required bifurcation from their respective host instruments pursuant to ASC 815—Derivatives and Hedging. The conversion features embedded within each note were combined into derivatives that comprise all features

requiring bifurcation. These embedded derivatives have been valued using binomial lattice models. The binomial lattice models consist of simulated Common Stock prices from the valuation date to the maturity of the notes. The significant inputs used to value the derivatives include the share price of the Common Stock, the volatility of the share price, time to maturity, risk-free interest rate, credit spread, and discount yield. The Company measures the derivatives at fair value at the end of each reporting period with any changes in fair value recorded to other expense (income) in the condensed consolidated statements of operations.

Other Fair Value Measurement Disclosures. The Company is required to disclose the fair value of financial instruments that are not recognized at fair value in the statement of financial position for which it is practicable to estimate that value:

  ​ ​ ​

Fair Value Measurements at March 31, 2026 Using

  ​ ​ ​

  ​ ​ ​

Significant other

  ​ ​ ​

Significant

Total Carrying

Quoted prices in

observable

unobservable

Value at

active market

inputs

inputs

(In millions)

March 31, 2026

(Level 1)

(Level 2)

(Level 3)

Current maturities of corporate borrowings

$

19.8

$

$

19.4

$

Corporate borrowings (excluding derivatives)

 

3,876.4

 

 

3,674.1

Valuation Technique. Quoted market prices and observable market-based inputs were used to estimate fair value for Level 2 inputs. The Company valued these notes at principal value less an estimated discount reflecting a market yield to maturity. See Note 5Corporate Borrowings and Finance Lease Liabilities for further information.

The carrying amounts of cash and cash equivalents, accounts receivable, accounts payable, and accrued liabilities approximate fair value because of the short maturity of these instruments.