FAIR VALUE MEASUREMENTS, CASH EQUIVALENTS AND MARKETABLE SECURITIES
The following tables represent the fair value hierarchy for the Company’s financial assets measured at fair value on a recurring basis as of December 31, 2025 and December 31, 2024:
December 31, 2025
(in thousands)
Fair Value
Level 1
Level 2
Level 3
Financial Assets:
Money market funds$63,195 $63,195 $— $— 
U.S. government treasury bills184,041 184,041 — — 
Total cash equivalents
247,236 247,236 — — 
U.S. government treasury bills654,703 654,703 — — 
Total short-term marketable securities
654,703 654,703 — — 
Total
$901,939 $901,939 $— $— 
December 31, 2024
(in thousands)
Fair Value
Level 1
Level 2
Level 3
Financial Assets:
Money market funds$94,697 $94,697 $— $— 
U.S. government treasury bills117,442 117,442 — — 
Total cash equivalents
212,139 212,139 — — 
U.S. government treasury bills549,236 549,236 — — 
Total short-term marketable securities
549,236 549,236 — — 
Total
$761,375 $761,375 $— $— 
The following tables summarize the Company’s cash equivalents and marketable securities’ amortized costs, gross unrealized gains, gross unrealized losses and estimated fair values by significant investment category:
December 31, 2025
(in thousands)
Amortized Cost
Gross Unrealized Gains
Estimated Fair Value
Money market funds$63,195 $— $63,195 
U.S. government treasury bills838,368 376 838,744 
Total$901,563 $376 $901,939 
December 31, 2024
(in thousands)
Amortized Cost
Gross Unrealized Gains
Estimated Fair Value
Money market funds$94,697 $— $94,697 
U.S. government treasury bills666,412 266 666,678 
Total$761,109 $266 $761,375 
All of the Company’s marketable securities had maturities of less than one year.
There were no marketable securities in an unrealized loss position as of December 31, 2025 and December 31, 2024. Accordingly, no credit loss impairment was recognized as of December 31, 2025 and December 31, 2024

Historical Timeline

Fiscal YearFiled
2025Mar 12, 2026Showing above
2024Mar 5, 2025

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.