Company: RAIN
Filing Date: 2025-02-12
Form Type: 424B3
Source: 0001213900-25-012904
Chunk: 281

Company: Rain Enhancement Technologies Holdco, Inc.
Filing Date: 2025-02-12
Form: 424B3
Chunk 281
---
     | Significant  
 Other        
 Unobservable 
 Inputs       
 (Level 3)    |         |
|:----------------------------|:----|:---------------|------------:|:----|:------------|:--|:----|:-------------|--------:|
| Money market                
 instruments                 |     | $              | 152,348,309 |     | $           | — |     | $            |       — |
| Liabilities:                |     |                |             |     |             |   |     |              |         |
| Warrant liability – Public  
 Warrants                    |     | $              |     200,000 |     | $           | — |     | $            |       — |
| Warrant liability – Private 
 Placement Warrants          |     | $              |           — |     | $           | — |     | $            | 129,000 |

| (1) | As                                                                                         
 of December 31, 2022, the cost basis of the money market instruments held in Trust Account 
 was $151,739,777 and as of December 31, 2023, all investments held in Trust Account        
 reside in demand deposit account.                                                          |

<div align='center'>F-53

COLISEUM ACQUISITION CORP.

NOTES TO FINANCIAL STATEMENTS
DECEMBER 31, 2023</div>

The Company initially utilized a Monte Carlo simulation model for the initial valuation of the Public Warrants. The subsequent measurement of the Public Warrants as of December 31, 2023 and 2022 is classified as Level 1 due to the use of an observable market quote in an active market under the ticker MITAW. The quoted price of the Public Warrants was $0.04 per warrant as of December 31, 2023 and 2022, respectively. As of December 31, 2023, the fair value measurements for Public Warrants were transferred to Level 2 due to low trading volume.

The Company utilizes a modified Black-Scholes method to value the Private Placement Warrants at each reporting period, with changes in fair value recognized in the Company’s statements of operations. The estimated fair value of the Private Placement Warrants are determined using Level 3 inputs. Inherent in a binomial options pricing model are assumptions related to expected share-price volatility, expected life, risk-free interest rate and dividend yield. The Company estimates the volatility of its ordinary shares