Fair value measurement
The following tables set forth the Company’s financial assets and liabilities measured at fair value on a recurring basis as of December 31, 2025 and 2024, based on the three-tier fair value hierarchy:
December 31, 2025
(In thousands)Level 1Level 2Level 3Total
Assets:
Cash equivalents:
Money market accounts$31,241 $— $— $31,241 
Available-for-sale securities:
U.S. government securities20,749 — — 20,749 
Corporate debt securities6,700 45,180 — 51,880 
Other debt securities— 14,510 — 14,510 
Convertible promissory note— — 2,983 2,983 
Total$58,690 $59,690 $2,983 $121,363 
December 31, 2024
(In thousands)Level 1Level 2Total
Assets:
Cash equivalents:
Money market accounts$89,119 $— $89,119 
Available-for-sale securities:
U.S. government securities1,494 — 1,494 
Corporate debt securities398 8,602 9,000 
Other debt securities— 3,332 3,332 
Total$91,011 $11,934 $102,945 
In July 2025, the Company invested $2.0 million cash in a convertible promissory note issued by an unrelated third-party company. The convertible promissory note accrues interest at an annual rate of 10%. The principal and accrued paid in
kind ("PIK") interest are payable at maturity on October 1, 2028. The carrying value of the convertible promissory note is approximately $3.0 million as of December 31, 2025. There have been no transfers of assets or liabilities between the fair value measurement levels. We had no financial assets that utilize Level 3 inputs of measurement as of December 31, 2024.

Historical Timeline

Fiscal YearFiled
2025Feb 26, 2026Showing above
2024Mar 3, 2025
2023Feb 29, 2024
2021Mar 31, 2022
2019May 15, 2020
2018Mar 15, 2019
2017Mar 9, 2018

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.