v3.25.0.1
FAIR VALUE MEASUREMENTS
12 Months Ended
Dec. 31, 2024
FAIR VALUE MEASUREMENTS  
FAIR VALUE MEASUREMENTS

NOTE 12—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 inputs that are corroborated by market data.

Level 3:

Unobservable inputs that are not corroborated by market data.

Recurring Fair Value Measurements. The following tables summarize the fair value hierarchy of the Company’s financial assets carried at fair value on a recurring basis:

Fair Value Measurements at December 31, 2024 Using

Significant

    

Total Carrying

    

Quoted prices in

    

Significant other

    

unobservable

Value at

active market

observable inputs

inputs

(In millions)

December 31, 2024

(Level 1)

(Level 2)

(Level 3)

Other long-term assets:

Investment in Hycroft warrants

$

0.8

$

$

$

0.8

Marketable equity securities:

Investment in Hycroft

5.3

5.3

Total assets at fair value

$

6.1

$

5.3

$

$

0.8

Corporate Borrowings:

Derivative liability

$

157.6

$

$

$

157.6

Total liabilities at fair value

$

157.6

$

$

$

157.6

Fair Value Measurements at December 31, 2023 Using

Significant

    

Total Carrying

    

Quoted prices in

    

Significant other

    

unobservable

Value at

active market

observable inputs

inputs

(In millions)

December 31, 2023

(Level 1)

(Level 2)

(Level 3)

Other long-term assets:

Investment in Hycroft warrants

$

3.3

$

$

$

3.3

Marketable equity securities:

Investment in Hycroft

5.8

5.8

Total assets at fair value

$

9.1

$

5.8

$

$

3.3

Derivative liability valuation. On July 22, 2024, the Company issued Exchangeable Notes with conversion features that required bifurcation from the host instrument pursuant to ASC 815—Derivatives and Hedging. These conversion features were combined into a single derivative that comprises all features requiring bifurcation, see Note 8—Corporate Borrowings and Finance Lease Liabilities for further information. The derivative features have been valued using a Binomial Lattice approach. The Binomial Lattice approach consists of simulated Common Stock prices from the valuation date to the maturity of the Exchangeable Notes. The significant inputs used to value the derivative include the initial share price of the Common Stock, the volatility of the share price, time to maturity, risk-free interest rate, credit spread, and the discount yield. The estimated fair value of the derivative liability on July 22, 2024 was $233.4 million. The Company measures the derivative at fair value at the end of each reporting period with any changes in fair value recorded to other expense (income) in the consolidated statements of operations.

Nonrecurring Fair Value Measurements. The following fair value hierarchy tables summarize the Company’s assets that were written down to their fair value on a nonrecurring basis as part of the Company’s impairment evaluation and the nonrecurring fair value measurements of the bond component of the Company’s Exchangeable Notes:

Fair Value Measurements at December 31, 2024 Using

    

    

Significant other

    

Significant

 

    

Total Carrying

Quoted prices in

observable

unobservable

Total

Value at

active market

inputs

inputs

Impairment

(In millions)

    

December 31, 2024

    

(Level 1)

    

(Level 2)

    

(Level 3)

    

Losses

Property, net:

Property, net

$

16.5

$

$

$

16.5

$

18.1

Operating lease right-of-use assets

Operating lease right-of-use assets

45.6

45.6

54.2

Total

$

62.1

$

$

$

62.1

$

72.3

Fair Value Measurements at December 31, 2023 Using

    

    

Significant other

    

Significant

 

    

Total Carrying

Quoted prices in

observable

unobservable

Total

Value at

active market

inputs

inputs

Impairment

(In millions)

    

December 31, 2023

    

(Level 1)

    

(Level 2)

    

(Level 3)

    

Losses

Property, net:

Property, net

$

34.4

$

$

$

34.4

$

30.3

Operating lease right-of-use assets:

Operating lease right-of-use assets

93.5

93.5

76.6

Other long-term assets:

Cost method investments (1)

10.3

10.3

1.0

Total

$

138.2

$

$

$

138.2

$

107.9

(1)Impairment losses for cost method investments are recorded in investment expense (income).

Valuation Techniques. There is considerable management judgment with respect to cash flow estimates and appropriate discount rates to be used in determining fair value, and, accordingly, actual results could vary significantly from such estimates, which fall under Level 3 within the fair value measurement hierarchy. Such judgments and estimates include estimates of future attendance, revenues, cash flows, rent relief, cost savings, capital expenditures, and the cost of capital, among others. At December 31, 2024, related cash flows were discounted at 9.0% for the Domestic Theatres and 10.5% for the International Theatres, at December 31, 2023, related cash flows were discounted at 9.0% for Domestic Theatres and 11.0% for International Theatres.

Fair Value Measurements at July 22, 2024 Using

    

    

Significant other

    

Significant

 

    

Total Carrying

Quoted prices in

observable

unobservable

Value at

active market

inputs

inputs

Total

(In millions)

    

July 22, 2024

    

(Level 1)

    

(Level 2)

    

(Level 3)

    

Losses

Corporate Borrowings:

Exchangeable Notes

$

293.6

$

$

293.6

$

$

Valuation Technique. The bond component of the Exchangeable Notes issued on July 22, 2024 was recorded at fair value. The Company estimated the fair value using a discounted cash flow analysis utilizing a discount yield based on the risk-free rate plus an assumed credit spread built using observable recovery rates of similarly secured debt. See Note 8—Corporate Borrowings and Finance Lease Liabilities for further information.

Other Fair Value Measurement Disclosures. The following tables summarize 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 December 31, 2024 Using

    

    

Significant other

    

Significant

Total Carrying

Quoted prices in

observable

unobservable

Value at

active market

inputs

inputs

(In millions)

December 31, 2024

(Level 1)

(Level 2)

(Level 3)

Current maturities of corporate borrowings

$

64.2

$

$

65.0

$

Corporate borrowings

 

3,853.3

 

 

3,866.3

    

Fair Value Measurements at December 31, 2023 Using

    

    

Significant other

    

Significant

Total Carrying

Quoted prices in

observable

unobservable

Value at

active market

inputs

inputs

(In millions)

December 31, 2023

(Level 1)

(Level 2)

(Level 3)

Current maturities of corporate borrowings

$

25.1

$

$

21.5

$

Corporate borrowings

 

4,552.3

 

 

3,674.7

 

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 8Corporate 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.