FAIR VALUE MEASUREMENTS
The Company's financial instruments consisted of cash equivalents, short-term and long-term investments, accounts receivable, accounts payable, and revolving lines of credit.
The valuation techniques used to measure fair value are based upon observable and unobservable inputs. Observable inputs reflect market data obtained from independent sources, while unobservable inputs reflect internal market assumptions. These two types of inputs create the following fair value hierarchy: Level 1, defined as observable inputs such as quoted prices for identical instruments in active markets; Level 2, defined as inputs other than quoted prices in active markets that are either directly or indirectly observable; and Level 3, defined as unobservable inputs for which little or no market data exists, therefore requiring an entity to develop its own assumptions. The Company classifies its financial instruments according to the prescribed criteria.
The fair value of money market fund deposits, cash equivalent term deposits, accounts receivable, accounts payable and drawings on revolving lines of credit is reasonably close to their carrying amounts due to the short maturity of most of these instruments or as a result of the competitive market interest rates, which have been negotiated. The fair value of the Company's commercial paper, corporate bonds, U.S. Treasury and agency obligations and term deposits are based on Level 2 inputs.
The following table presents fair value information related to the Company's assets and liabilities measured at amortized cost on the Consolidated Balance Sheets:
 Fair Value Measurements at December 31, 2025
 TotalLevel 1Level 2Level 3
Assets
Cash equivalents:
Money market fund deposits$173,538 $173,538 $— $— 
Term deposits58,782 — 58,782 — 
Total cash equivalents232,320 173,538 58,782 — 
Short-term investments:
Corporate bonds264,431 — 264,431 — 
Commercial paper101,922 — 101,922 — 
U.S. Treasury and agency obligations66,469 — 66,469 — 
Term deposits3,104 — 3,104 — 
Total short-term investments435,926 — 435,926 — 
Long-term investments:
Corporate bonds52,294 — 52,294 — 
U.S. Treasury and agency obligations24,300 — 24,300 — 
Total long-term investments76,594 — 76,594 — 
Total$744,840 $173,538 $571,302 $— 
  Fair Value Measurements at December 31, 2024
 TotalLevel 1Level 2Level 3
Assets
Cash equivalents:
Money market fund deposits$77,855 $77,855 $— $— 
Commercial paper163,589 — 163,589 — 
U.S. Treasury and agency obligations47,770 — 47,770 — 
Term deposits45,079 — 45,079 — 
Corporate bonds15,777 — 15,777 — 
Total cash equivalents350,070 77,855 272,215 — 
Short-term investments:
Commercial paper219,355 — 219,355 — 
Corporate bonds60,306 — 60,306 — 
U.S. Treasury and agency obligations27,348 — 27,348 — 
Term deposits3,048 — 3,048 — 
Total short-term investments310,057 — 310,057 — 
Total$660,127 $77,855 $582,272 $— 
There were no impairments for the investments considered held-to-maturity at December 31, 2025 and December 31, 2024. There were no current expected credit loss allowances for the investments considered held-to-maturity at December 31, 2025 and 2024. The Company holds highly-rated held-to-maturity instruments that are within five years of maturity.    
The following table presents the effective maturity dates of debt investments, which are held-to-maturity:
December 31, 2025December 31, 2024
Book ValueFair ValueBook ValueFair Value
Investment maturity
Less than 1 year$435,538 $435,926 $310,152 $310,057 
1 through 5 years76,533 76,594 — — 
Total$512,071 $512,520 $310,152 $310,057 

Historical Timeline

Fiscal YearFiled
2025Feb 23, 2026Showing above
2024Feb 20, 2025
2023Feb 21, 2024
2022Feb 27, 2023
2021Feb 22, 2022
2020Feb 22, 2021
2019Feb 24, 2020
2018Feb 27, 2019

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.