FAIR VALUE MEASUREMENTS
As of December 31, 2025 and December 31, 2024, the assets and liabilities measured at fair value on a recurring basis were as set forth in the table below:
 
 
 
(In millions)
December 31, 2025Quoted Prices in Active Markets for Identical Assets (Level 1)Significant Other Observable Inputs (Level 2)Significant Unobservable Inputs (Level 3)
Assets:
Cash equivalents$10.2 $10.2 $— $— 
Marketable securities$9.7 $9.7 $— $— 
Total assets$19.9 $19.9 $— $— 
Liabilities:
Total liabilities$— $— $— $— 
December 31, 2024Quoted Prices in Active Markets for Identical Assets (Level 1)Significant Other Observable Inputs (Level 2)Significant Unobservable Inputs (Level 3)
Assets:
Cash equivalents$5.0 $5.0 $— $— 
Total assets$5.0 $5.0 $— $— 
Liabilities:
Share swap transaction$2.5 $2.5 $— $— 
Contingent payments related to acquisition$5.0 — — $5.0 
Total liabilities$7.5 $2.5 $— $5.0 

The Company’s Level 1 cash equivalents assets are generally comprised of foreign bank guaranteed certificates of deposit and short term deposits. The Company’s Level 1 marketable securities assets are comprised of short term investment funds. The marketable securities asset is recorded within the "Other current assets" line of the condensed consolidated balance sheets. These marketable securities were excess plan assets from the pension settlement disclosed in Note 10 – Employee Benefit Plans. The excess plan assets were reclassified to “Other current assets” during the third quarter as a result of the pension settlement. The forward currency contracts asset and the share swap transaction asset are recorded within the "Receivables" line of the condensed consolidated balance sheets. The forward currency contracts liability and the share swap transaction liability are recorded within the "Accounts payable" line of the condensed consolidated balance sheets. The forward currency contracts and share swap transaction are further described in Note 13 - Financial Instruments.

The Company's Level 3 category includes contingent consideration related to acquisitions, which valuation inputs are unobservable and significant to the fair value measurement. Projections and estimated probabilities are used to estimate future contingent earn-out payments, which are discounted back to present value to compute contingent earn-out liabilities. The following table provides a roll-forward of the contingent consideration liability, which is included in "Accrued expenses and other liabilities" as of December 31, 2025 and "Other long-term liabilities" as of December 31, 2024 in the consolidated balance sheets:
(In millions)20252024
Fair value at beginning of period$5.0 $3.0 
Additions— — 
Adjustment to prior year acquisition— 1.3 
Change in fair value recognized in earnings— 0.7 
Payments(5.0)— 
Fair value at end of period$— 5.0 

Total debt, including current maturities, have carrying amounts of $167.0 million as of December 31, 2025 and $129.4 million at December 31, 2024. The estimated fair value of all debt was $160.6 million and $128.0 million as of December 31, 2025 and
December 31, 2024, respectively. In the absence of quoted prices in active markets, considerable judgment is required in developing estimates of fair value. Estimates are not necessarily indicative of the amounts the Company could realize in a current market transaction. In determining the fair value of its debt, the Company uses estimates based on rates currently available to the Company for debt with similar terms and remaining maturities. Accordingly, the fair value of debt is classified as Level 2 within the valuation hierarchy.

Historical Timeline

Fiscal YearFiled
2025Feb 20, 2026Showing above
2024Feb 21, 2025
2023Feb 23, 2024
2022Feb 22, 2023
2021Feb 25, 2022
2020Feb 24, 2021
2019Feb 25, 2020
2018Feb 28, 2019
2017Feb 27, 2018
2016Mar 1, 2017

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.