Company: WLTH
Filing Date: 2025-09-23
Form Type: DRS/A
Source: 0001524566-25-000011
Chunk: 191

Company: WEALTHFRONT CORP
Filing Date: 2025-09-23
Form: DRS/A
Chunk 191
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 significant non-cash cumulative stock-based compensation charge for RSUs for which the service-based vesting condition has been satisfied. Based on the RSUs outstanding as of , we expect to recognize approximately $ million of stock-based compensation expense upon the consummation of this offering. We expect to recognize the remaining unrecognized non-cash compensation expense for RSUs that were outstanding as of the closing of this offering ratably as the service-based vesting condition is satisfied. Based on the stock-based awards granted as of , we expect to recognize approximately $ million and $ million of stock-based compensation expense for the remainder of the years ending January 31, 2026 and 2027, respectively. For RSUs and other stock-based awards granted after the closing of this offering, we expect to record stock-based compensation expense ratably over the requisite service period.

Based upon an assumed initial public offering price of $ per share, the midpoint of the price range set forth on the cover page of this prospectus, the aggregate intrinsic value of stock options outstanding as of July 31, 2025 was $ million, of which $ million related to vested stock options and $ million related to unvested stock options, and the aggregate intrinsic value of RSUs outstanding as of July 31, 2025 was $ million. In addition, we granted RSUs settleable for shares of our common stock subsequent to July 31, 2025.

#### Quantitative

#### and Qualitative Discussions of Market Risk
Market risk generally represents the risk of loss that may result from the potential change in the value of a financial instrument as a result of fluctuations in interest rates and market prices. Information relating to quantitative and qualitative disclosures about these market risks is described below.

#### Interest Rate Risk
Our cash and cash equivalents as of the fiscal year ended July 31, 2025, were held primarily in cash deposits and money market funds. The fair value of our cash and cash equivalents would not be significantly affected by either an increase or decrease in interest rates due mainly to the short-term nature of these instruments. A hypothetical 100 basis point increase or decrease in interest rates would not have a material effect on our financial results.

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Future borrowings under our credit facility will bear interest based on an applicable margin over underlying index rates. Because the interest rates applicable to borrowings under the credit facility are variable, we are exposed to market risk from changes in the underlying index rates, which affect our cost of borrowing.

#### Market-Related