Redwire Corporation General form of registration statement for all companies including face-amount certificate companies

General form of registration statement for all companies including face-amount certificate companies

Recurring Fair Value Measurements (Tables)

Recurring Fair Value Measurements (Tables) - CIK_0001819810_Genesis Park Acquisition Corp [Member]

5 Months Ended

6 Months Ended

Dec. 31, 2020

Jun. 30, 2021

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Summary of Held To Maturity Securities


											Fair Value
		Carrying			Gross			Gross			as of
		Value/Amortized			Unrealized			Unrealized			December 31,
		Cost			Gains			Losses			2020
U.S. Money Market		$	95		$	—		$	—		$	95
U.S. Treasury Securities			166,243,519			10,751			(12,968)			166,230,551
		$	166,243,614		$	10,751		$	(12,968)		$	166,230,646


		Carrying									Fair Value
		Value/			Gross			Gross			as of
		Amortized			Unrealized			Unrealized			December 31,
		Cost			Gains			Losses			2020
U.S. Money Market		$	95		$	—		$	—		$	95
U.S. Treasury Securities			166,243,519			10,751			(12,968)			166,230,551

		$	166,243,614		$	10,751		$	(12,968)		$	166,230,646

Summary of Financial Assets and Liabilities at Fair Value on Recurring Basis


								Significant
					Significant Other			Other
		Quoted Prices in			Observable			Unobservable
		Active Markets			Inputs			Inputs
		(Level 1)			(Level 2)			(Level 3)
Assets
Investments held in Trust Account—U.S. Money Market		$	95		$	—		$	—
Investments held in Trust Account—U.S. Treasury		$	166,230,551		$	—		$	—
Liabilities
Public Warrants		$	—		$	—		$	17,605,944
Private Warrants		$	—		$	—		$	18,943,809

Summary of Key Inputs in Monte Carlo simulation model


		November 27, 2020
Input		(Initial Measurement)			December 31, 2020
Risk-free interest rate			0.44	%		0.43	%
Expected term (years)			5.0			5.0
Expected volatility			40.0	%		40.0	%
Exercise price		$	11.50		$	11.50
Probability of completing a Business Combination			80	%		80	%
Dividend yield			0	%		0	%
Expected stock price at De-SPAC		$	10.00		$	10.00


Input		December 31, 2020			June 30, 2021
Risk-free interest rate			0.43	%		0.90	%
Expected term (years)			5.0			5.17
Expected volatility			40.0	%		32.5	%
Exercise price		$	11.50		$	11.50
Probability of completing a Business Combination			80	%		N/A
Dividend yield			0	%		0	%
Expected stock price at De-SPAC		$	10.00		$	10.31

Summary of Change in Fair Value of Warrant Liabilities


Fair value at issuance November 27, 2020		$	36,549,753
Change in fair value			—
Fair Value at December 31, 2020		$	36,549,753


Fair value at December 31, 2020		$	36,549,753
Public Warrants reclassified to level 2⁽¹⁾			(17,933,496)
Change in fair value			2,569,881
Fair Value at June 30, 2021		$	21,186,138

(1)	Assumes the Public Warrants were reclassified on March 31, 2021.

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Summary of Financial Assets and Liabilities at Fair Value on Recurring Basis

June 30, 2021


		(Level 1)			(Level 2)			(Level 3)
Assets
Investments held in Trust Account—U.S. Money Market		$	166,290,257		$	—		$	—
Invest Liabilities
Public Warrants		$	—		$	19,980,699		$	—
Private Warrants		$	—		$	—		$	21,186,138

December 31, 2020


		(Level 1)			(Level 2)			(Level 3)
Assets
Investments held in Trust Account—T-Bills		$	166,232,864		$	—		$	—
Invest Liabilities
Public Warrants		$	—		$	17,605,944		$	—
Private Warrants		$	—		$	—		$	18,943,809