XML 28 R15.htm IDEA: XBRL DOCUMENT
v3.26.1

Fair Value Measurements | 12 Months Ended
--- | ---
Dec. 28, 2025
Fair Value Measurements [Abstract] |
Fair Value Measurements | (5) Fair Value Measurements The following tables set forth the Company’s financial assets and liabilities that are measured at fair value, on a recurring basis (in thousands):
|  | As of December 28, 2025 |
|  | Level 1 |  |  | Level 2 |  |  | Level 3 |  |  | Total |
Financial Assets |  |  |  |  |  |  |  |  |  |  |  |
Restricted cash |  | $ | 3,841 |  |  | $ | — |  |  | $ | — |  |  | $ | 3,841 |
Total |  | $ | 3,841 |  |  | $ | — |  |  | $ | — |  |  | $ | 3,841 |
Financial Liabilities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
July 2024 Notes derivative liability (1) |  | $ | — |  |  | $ | — |  |  | $ | 19,604 |  |  | $ | 19,604 |
July 2024 Notes derivative liability – related parties (1) |  |  | — |  |  |  | — |  |  |  | 12,615 |  |  |  | 12,615 |
September 2024 Notes derivative liability (1) |  |  | — |  |  |  | — |  |  |  | 37,930 |  |  |  | 37,930 |
September 2024 Notes derivative liability – related parties (1) |  |  | — |  |  |  | — |  |  |  | 5,870 |  |  |  | 5,870 |
July 2025 Note derivative liability– related party (1) |  |  | — |  |  |  | — |  |  |  | 3,246 |  |  |  | 3,246 |
September 2025 Notes derivative liability (1) |  |  | — |  |  |  | — |  |  |  | 14,756 |  |  |  | 14,756 |
November 2025 Note derivative liability – related party (1) |  |  | — |  |  |  | — |  |  |  | 1,488 |  |  |  | 1,488 |
Forward purchase agreement liabilities |  |  | — |  |  |  | — |  |  |  | 3,965 |  |  |  | 3,965 |
SAFE Agreement with related party |  |  | — |  |  |  | — |  |  |  | 535 |  |  |  | 535 |
Private placement warrants |  |  | — |  |  |  | — |  |  |  | 1,692 |  |  |  | 1,692 |
Working capital warrants |  |  | — |  |  |  | — |  |  |  | 194 |  |  |  | 194 |
Public warrants |  |  | 2,475 |  |  |  | — |  |  |  | — |  |  |  | 2,475 |
Deferred Sunder Consideration Shares |  |  | 10,840 |  |  |  | — |  |  |  | — |  |  |  | 10,840 |
Deferred Ambia Consideration Shares |  |  | — |  |  |  | — |  |  |  | 16,879 |  |  |  | 16,879 |
Total |  | $ | 13,315 |  |  | $ | — |  |  | $ | 118,774 |  |  | $ | 132,089 |
|  | As of December 29, 2024 |
|  | Level 1 |  |  | Level 2 |  |  | Level 3 |  |  | Total |
Financial Assets |  |  |  |  |  |  |  |  |  |  |  |
Restricted cash |  | $ | 3,841 |  |  | $ | — |  |  | $ | — |  |  | $ | 3,841 |
Total |  | $ | 3,841 |  |  | $ | — |  |  | $ | — |  |  | $ | 3,841 |
Financial Liabilities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
July 2024 Notes derivative liability (1) |  | $ | — |  |  | $ | — |  |  | $ | 13,563 |  |  | $ | 13,563 |
July 2024 Notes derivative liability – related parties (1) |  |  | — |  |  |  | — |  |  |  | 21,127 |  |  |  | 21,127 |
September 2024 Notes derivative liability (1) |  |  | — |  |  |  | — |  |  |  | 55,474 |  |  |  | 55,474 |
September 2024 Notes derivative liability – related parties (1) |  |  | — |  |  |  | — |  |  |  | 6,958 |  |  |  | 6,958 |
Forward purchase agreement liabilities (2) |  |  | — |  |  |  | — |  |  |  | 3,494 |  |  |  | 3,494 |
SAFE Agreement with related party |  |  | — |  |  |  | — |  |  |  | 384 |  |  |  | 384 |
Private placement warrants |  |  | — |  |  |  | — |  |  |  | 627 |  |  |  | 627 |
Working capital warrants |  |  | — |  |  |  | — |  |  |  | 72 |  |  |  | 72 |
Public warrants |  |  | 862 |  |  |  | — |  |  |  | — |  |  |  | 862 |
Total |  | $ | 862 |  |  | $ | — |  |  | $ | 101,699 |  |  | $ | 102,561 |
(1) | The derivative liabilities are associated with the Company’s outstanding senior unsecured convertible notes with stated interest rates of 7.0% (the “September 2024 Notes” and “September 2025 Notes”) and 12.0% (the “July 2024 Notes”, “July 2025 Note”, and “November 2025 Note”) all of which are defined in Note 10 – Borrowings and Derivative Liabilities.
(2) | Includes $1.3 million due to related parties as of and December 29, 2024.
The reconciliation of liabilities by class and categorized within Level 3 under the fair value hierarchy is as follows for the fiscal years ended December 28, 2025 and December 29, 2024 (in thousands):
|  | Fiscal Year Ended December 28, 2025 |
|  | Derivative liabilities |  |  | Forward Purchase Agreements |  |  | SAFE Agreements |  |  | Warrant liabilities |  |  | Deferred Ambia Consideration Shares |  |  | Total |
Balance as of December 29, 2024 |  | $ | 97,122 |  |  | $ | 3,494 |  |  | $ | 384 |  |  | $ | 699 |  |  | $ | — |  |  | $ | 101,699 |
Additions |  |  | 20,808 |  |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 16,879 |  |  |  | 37,687 |
Conversions |  |  | (10,931 | ) |  |  | — |  |  |  | — |  |  |  | — |  |  |  | — |  |  |  | (10,931 | )
Net (gain)/loss recognized within Other non-operating income, net in the consolidated statement of operations |  |  | (11,490 | ) |  |  | 471 |  |  |  | 151 |  |  |  | 1,187 |  |  |  | — |  |  |  | (9,681 | )
Balance as of December 28, 2025 |  | $ | 95,509 |  |  | $ | 3,965 |  |  | $ | 535 |  |  | $ | 1,886 |  |  | $ | 16,879 |  |  | $ | 118,774 |
|  | Fiscal Year Ended December 29, 2024 |
|  | Derivative liabilities |  |  | Forward Purchase Agreements |  |  | SAFE Agreements |  |  | Warrant liabilities |  |  | Total |
Balance as of December 31, 2023 |  | $ | — |  |  | $ | 3,831 |  |  | $ | — |  |  | $ | 10,960 |  |  | $ | 14,791 |
Additions |  |  | 131,108 |  |  |  | — |  |  |  | 6,000 |  |  |  | — |  |  |  | 137,108 |
Conversions |  |  | — |  |  |  | — |  |  |  | (6,250 | ) |  |  | (7,306 | ) |  |  | (13,556 | )
Net (gain)/loss recognized within Other non-operating income, net in the consolidated statement of operations |  |  | (33,986 | ) |  |  | (337 | ) |  |  | 634 |  |  |  | (2,955 | ) |  |  | (36,644 | )
Balance as of December 29, 2024 |  | $ | 97,122 |  |  | $ | 3,494 |  |  | $ | 384 |  |  | $ | 699 |  |  | $ | 101,699 |
Subsequent to issuance, changes in the fair value of derivative liabilities, FPAs, SAFEs and liability classified warrants, are recorded within Other non-operating income, net on the Company’s consolidated statements of operations and comprehensive loss. Refer to Note 11 – Other Non-Operating Income, Net for details. Derivative liabilities The Company recognized derivative liabilities arising from the conversion features of its senior unsecured convertible notes issued in the years ended December 28, 2025 and December 29, 2024 (refer to Note 10 – Borrowings and Derivative Liabilities). Derivative liabilities are measured at fair value in accordance with ASC 820, Fair Value Measurement. The fair value of each respective derivative liability is measured using a Monte Carlo simulation that incorporates a binomial lattice model. Significant inputs to the binomial lattice model include the terms of the senior unsecured convertible notes (including the interest rate, conversion rate and conversion price), the underlying price of the Company’s common stock, risk-free rate and volatility. Certain of these inputs are unobservable. Thus, these derivative liabilities are classified within Level 3 of the fair value hierarchy. The binomial lattice model produces an estimated fair value based on changes in the price of the underlying shares of the Company’s common stock over successive periods of time. As a result of these interrelationships and inherent unobservable assumptions, the fair value of a derivative liability is subject to significant measurement uncertainty, and alternative reasonable assumptions could have produced materially different results as of December 28, 2025 and December 29, 2024. The assumptions used to value the derivative liabilities as of December 28, 2025 were as follows:
|  | 12.0% Senior Unsecured Convertible Notes |  |  | 7.0% Senior Unsecured Convertible Notes |
|  | July 2024 Notes |  |  | July 2025 Note |  |  | November 2025 Note |  |  | September 2024 Notes |  |  | September 2025 Notes |
Coupon rate |  |  | 12.0 | % |  |  | 12.0 | % |  |  | 12.0 | % |  |  | 7.0 | % |  |  | 7.0 | %
Conversion rate |  |  | 595.24 |  |  |  | 558.66 |  |  |  | 626.96 |  |  |  | 467.84 |  |  |  | 467.84 |
Conversion price |  | $ | 1.68 |  |  | $ | 1.79 |  |  | $ | 1.60 |  |  | $ | 2.14 |  |  | $ | 2.14 |
Common stock price |  | $ | 1.62 |  |  | $ | 1.62 |  |  | $ | 1.62 |  |  | $ | 1.62 |  |  | $ | 1.62 |
Risk-free interest rate |  |  | 3.6 | % |  |  | 3.6 | % |  |  | 3.6 | % |  |  | 3.58 | % |  |  | 3.58 | %
Volatility |  |  | 82.2 | % |  |  | 83.2 | % |  |  | 81.3 | % |  |  | 85.6 | % |  |  | 85.6 | %
Dividend yield |  |  | 0.00 | % |  |  | 0.00 | % |  |  | 0.00 | % |  |  | 0.00 | % |  |  | 0.00 | %
The assumptions used to value the derivative liabilities as of December 29, 2024 were as follows:
|  | Senior Unsecured Convertible Notes |
|  | 12.0% Notes |  |  | 7.0% Notes |
|  | July 2024 Notes |  |  | September 2024 Notes |
Coupon rate |  |  | 12.0 | % |  |  | 7.0 | %
Conversion rate |  |  | 595.24 |  |  |  | 467.84 |
Conversion price |  | $ | 1.68 |  |  | $ | 2.14 |
Common stock price |  | $ | 1.81 |  |  | $ | 1.81 |
Risk-free interest rate |  |  | 4.43 | % |  |  | 4.43 | %
Volatility |  |  | 62.0 | % |  |  | 66.6 | %
Dividend yield |  |  | 0.00 | % |  |  | 0.00 | %
Forward purchase agreement liabilities FPAs are measured at fair value on a recurring basis using a Monte Carlo simulation analysis based upon the following inputs:
|  | As of |
|  | December 28, |  |  | December 29, |
|  | 2025 |  |  | 2024 |
VWAP stock price |  | $ | 1.66 |  |  | $ | 1.78 |
Simulation period |  |  | 0.55 years |  |  |  | 0.55 years |
Risk-free rate |  |  | 3.57 | % |  |  | 4.28 | %
Volatility |  |  | 77.3 | % |  |  | 117.0 | %
The volume-weighted average price (“VWAP”) reflects management’s judgment regarding expected future trading activity and price behavior as an active forward market does not exist for the Company’s common stock. Reasonably possible alternative VWAP outcomes at the reporting date could have resulted in a materially different fair value. The risk-free rate is derived from the applicable tenor of the U.S. Treasury yield curve. Changes in the risk-free rate would alter the present value of the simulated settlement amounts and could significantly impact the fair value estimate. The expected volatility is determined based on the historical equity volatility of comparable companies over a period that matches the simulation period. Because expected volatility drives the dispersion of simulated price paths, reasonably higher or lower volatility assumptions could materially increase or decrease the estimated fair value. These inputs are interrelated, and changes in one may affect the others. As a result of these interrelationships and inherent unobservable assumptions, the fair value of FPAs is subject to significant measurement uncertainty, and alternative reasonable assumptions could have produced materially different results as of December 28, 2025 and December 29, 2024. Thus, FPAs are classified within Level 3 of the fair value hierarchy. Private placement and working capital warrants The Company valued the private placement and working capital warrants, based on a binomial lattice model, which included the following inputs:
|  | As of |
|  | December 28, |  |  | December 29, |
|  | 2025 |  |  | 2024 |
Expected term |  |  | 2.56 years |  |  |  | 3.56 years |
Stock price |  | $ | 1.62 |  |  | $ | 1.81 |
Exercise price |  | $ | 11.50 |  |  | $ | 11.50 |
Expected volatility |  |  | 179.0 | % |  |  | 68.1 | %
Risk-free rate |  |  | 3.50 | % |  |  | 4.39 | %
Expected dividend yield |  |  | 0.00 | % |  |  | 0.00 | %
The expected term is the time period to the expiration date of the warrants. The risk-free rate is interpolated from the U.S. Constant Maturity Treasury curve for a term matching the corresponding remaining life. Volatility was calibrated based on the public warrants closing price as of the valuation date. As the private and working capital warrants have terms nearly identical to the publicly traded warrants, the volatility was calibrated until the model price equaled the public warrants closing price. These inherent unobservable assumptions are subject to significant measurement uncertainty, and alternative reasonable assumptions could have produced materially different results as of December 28, 2025 and December 29, 2024. Thus, the private placement and working capital warrant liabilities are classified within Level 3 of the fair value hierarchy. Public warrants The public warrants are measured at fair value on a recurring basis. The public warrants were valued based on the closing price of the publicly traded instrument and therefore are considered a Level 1 instrument in the fair value hierarchy. SAFE agreement with related party The Company measured the fair value of its SAFE using a valuation technique that incorporates significant unobservable inputs and is therefore classified within Level 3 of the fair value hierarchy. The fair value of the SAFE is subject to estimation uncertainty because it depends on management’s judgments about future events that are not directly observable in active markets. Management assigned a 50% probability that the SAFE will convert into shares of the Company’s stock in connection with a qualifying financing or other specified event. If the SAFE does not convert, management expects cash repayment in fiscal 2026 or fiscal 2027, with a 50% probability assigned to each repayment year. The SAFE valuation also considers assumptions such as discount rates implied by the Company’s convertible notes as of the valuation date, the timing and likelihood of financing or liquidity events, and, for the conversion path, the expected equity valuation and any applicable conversion economics (e.g., discounts or valuation caps). Settlement of the SAFE is contingent on future financing or liquidity events and the Company’s funding plans. Accordingly, the measurement requires judgment about the likelihood and timing of conversion versus repayment and, where relevant, assumptions about the Company’s equity value at conversion. Because these factors are not directly observable, reasonably possible alternative assumptions at the reporting date could produce a materially different fair value. Increasing the probability of conversion would generally increase the fair value if the conversion terms imply a beneficial outcome to the holder relative to repayment; decreasing that probability would place more weight on the repayment scenarios and could increase or decrease the fair value depending on the applicable discount rate and timing of cash flows. Within the non-conversion path, shifting probability weight toward repayment in fiscal year 2026 would generally increase fair value (lower discounting), while shifting weight toward fiscal 2027 would generally decrease fair value (greater discounting), holding other inputs constant. A higher discount rate would decrease the present value of expected cash flows (and thus fair value), while a lower rate would increase fair value. Higher expected equity values or more favorable conversion economics would increase the fair value under the conversion path; lower expected equity values or less favorable terms would decrease it. These inputs are interrelated and unobservable. Because the valuation depends on significant unobservable inputs—including a 50% probability of conversion to equity and an even allocation between fiscal years 2026 and 2027 of repayment if conversion does not occur—there is significant measurement uncertainty, and alternative reasonable assumptions at the reporting date could have resulted in a materially different fair value of the SAFE liability as of December 28, 2025 and December 29, 2024. Thus, the SAFE liability is classified within Level 3 of the fair value hierarchy. Financial liabilities not measured at fair value The Company’s senior unsecured convertible notes were fair valued using a binomial lattice model, which includes Level 3, unobservable inputs. The key inputs used are consistent with those used to fair value the derivative liabilities as discussed under Derivative Liabilities above. The following table sets forth the Company’s financial liabilities that were not measured at fair value and are considered a Level 3 instrument in the fair value hierarchy (in thousands):
|  | As of December 28, 2025 |
|  | Principal amount (1) |  |  | Unamortized debt discount and debt issuance costs |  |  | Net carrying amount excluding capitalized interest (1) |  |  | Fair value |
12.0% senior unsecured convertible notes |  |  |  |  |  |  |  |  |  |  |  |
July 2024 Notes |  | $ | 27,973 |  |  | $ | (5,832 | ) |  | $ | 22,141 |  |  | $ | 33,165 |
July 2024 Notes – related parties |  |  | 18,000 |  |  |  | (10,369 | ) |  |  | 7,631 |  |  |  | 21,204 |
Subtotal July 2024 Notes |  |  | 45,973 |  |  |  | (16,201 | ) |  |  | 29,772 |  |  |  | 54,369 |
July 2025 Note – related party |  |  | 5,000 |  |  |  | (3,557 | ) |  |  | 1,443 |  |  |  | 5,641 |
November 2025 Note – related party |  |  | 2,000 |  |  |  | (1,509 | ) |  |  | 491 |  |  |  | 2,360 |
7.0% senior unsecured convertible notes |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
September 2024 Notes |  |  | 56,543 |  |  |  | (42,211 | ) |  |  | 14,332 |  |  |  | 59,425 |
September 2024 Notes – related parties |  |  | 8,750 |  |  |  | (6,404 | ) |  |  | 2,346 |  |  |  | 8,880 |
Subtotal September 2024 Notes |  |  | 65,293 |  |  |  | (48,615 | ) |  |  | 16,678 |  |  |  | 68,305 |
September 2025 Notes |  |  | 22,000 |  |  |  | (18,646 | ) |  |  | 3,354 |  |  |  | 24,227 |
Total |  | $ | 140,266 |  |  | $ | (88,528 | ) |  | $ | 51,738 |  |  | $ | 154,902 |
|  | As of December 29, 2024 |
|  | Principal amount (1) |  |  | Unamortized debt discount and debt issuance costs |  |  | Net carrying amount excluding capitalized interest (1) |  |  | Fair value |
12.0% senior unsecured convertible notes |  |  |  |  |  |  |  |  |  |  |  |
July 2024 Notes |  | $ | 17,973 |  |  | $ | (6,205 | ) |  | $ | 11,768 |  |  | $ | 21,390 |
July 2024 Notes – related parties |  |  | 28,000 |  |  |  | (10,785 | ) |  |  | 17,215 |  |  |  | 33,323 |
Subtotal July 2024 Notes |  |  | 45,973 |  |  |  | (16,990 | ) |  |  | 28,983 |  |  |  | 54,713 |
7.0% senior unsecured convertible notes |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
September 2024 Notes |  |  | 71,800 |  |  |  | (66,164 | ) |  |  | 5,636 |  |  |  | 77,245 |
September 2024 Notes – related parties |  |  | 8,000 |  |  |  | (7,524 | ) |  |  | 476 |  |  |  | 8,583 |
Subtotal September 2024 Notes |  |  | 79,800 |  |  |  | (73,688 | ) |  |  | 6,112 |  |  |  | 85,828 |
Total |  | $ | 125,773 |  |  | $ | (90,678 | ) |  | $ | 35,095 |  |  | $ | 140,541 |
(1) | Excludes capitalized interest (coupon interest, default interest and failure to file interest) of $10.8 million and $13.6 million as of December 28, 2025 and December 29, 2024, respectively, included in the July 2024 Notes.

X
- References No definition available. + Details
Name: | us-gaap_FairValueDisclosuresAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition The entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (bbb)(1) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 2: http://www.xbrl.org/2003/role/exampleRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 107 -Publisher FASB -URI https://asc.fasb.org/1943274/2147482078/820-10-55-107 Reference 3: http://www.xbrl.org/2003/role/exampleRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 100 -Publisher FASB -URI https://asc.fasb.org/1943274/2147482078/820-10-55-100 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (c)(3) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 5: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 6: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2E -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2E Reference 7: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (h) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 8: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 9: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (e) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 10: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 11: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (h) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 12: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (g) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 13: http://www.xbrl.org/2003/role/disclosureRef -Topic 940 -SubTopic 820 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org/1943274/2147478119/940-820-50-1 + Details
Name: | us-gaap_FairValueDisclosuresTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration