6. Fair Value Measurements

Financial instruments, including cash, cash equivalents, accounts receivable, net, other current assets, other assets, restricted cash, accounts payable, and accrued expenses, are presented at amounts that approximate fair value as of December 31, 2025 and 2024.

Items classified as Level 2 consist of corporate debt securities, commercial paper, and U.S. government and agency securities. We estimate the fair values of these marketable securities by taking into consideration valuations obtained from third-party pricing sources. These pricing sources utilize industry standard valuation models, including both income and market-based approaches, for which all significant inputs are observable, either directly or indirectly, to estimate fair value. These inputs include market pricing based on real-time trade data for the same or similar securities, issuer credit spreads, benchmark yields, and other observable inputs. We validate the prices provided by our third-party pricing sources by understanding the models used, obtaining market values from other pricing sources and analyzing pricing data in certain instances.

The following tables present information about our financial assets that have been measured at fair value and indicate the fair value hierarchy of the valuation inputs utilized to determine such fair value (in thousands):

 

 

As of December 31, 2025

 

 

Quoted
Prices
in Active
Markets for Identical Assets
(Level 1)

 

 

Significant
Other
Observable
Inputs
(Level 2)

 

 

Significant
Unobservable
Inputs
(Level 3)

 

Cash equivalents:

 

 

 

 

 

 

 

 

 

 

 

 

Money market funds

 

$

37,224

 

 

$

37,224

 

 

$

 

 

$

 

U.S. government and agency securities

 

 

7,306

 

 

 

 

 

 

7,306

 

 

 

 

Investments:

 

 

 

 

 

 

 

 

 

 

 

 

Corporate debt securities

 

 

3,204

 

 

 

 

 

 

3,204

 

 

 

 

 

$

47,734

 

 

$

37,224

 

 

$

10,510

 

 

$

 

 

 

 

 

As of December 31, 2024

 

 

Quoted
Prices
in Active
Markets for Identical Assets
(Level 1)

 

 

Significant
Other
Observable
Inputs
(Level 2)

 

 

Significant
Unobservable
Inputs
(Level 3)

 

Cash equivalents:

 

 

 

 

 

 

 

 

 

 

 

 

Money market funds

 

$

46,990

 

 

$

46,990

 

 

$

 

 

$

 

Commercial paper

 

 

5,072

 

 

 

 

 

 

5,072

 

 

 

 

Investments:

 

 

 

 

 

 

 

 

 

 

 

 

Corporate debt securities

 

 

39,091

 

 

 

 

 

 

39,091

 

 

 

 

Commercial paper

 

 

3,166

 

 

 

 

 

 

3,166

 

 

 

 

U.S. government and agency securities

 

 

3,979

 

 

 

 

 

 

3,979

 

 

 

 

 

$

98,298

 

 

$

46,990

 

 

$

51,308

 

 

$

 

In certain cases where there is limited activity or less transparency around inputs to valuation, the related assets or liabilities are classified as Level 3. The following liabilities are measured at fair value at the end of each reporting period, with changes in fair value recognized as a component of other income (expense), net on our consolidated statements of operations. See Note 10, “Long-Term Obligations”, to our consolidated financial statements for further discussion of the following Level 3 liabilities:

(1)
An embedded derivative liability (the “HCRx Derivative”) which is included as a component of the deferred royalty obligation on our consolidated balance sheets. The valuation method for the HCRx Derivative incorporates certain unobservable Level 3 key inputs including: (i) the probability-weighted net sales of XPOVIO and any of our other future products, including worldwide net product sales, upfront payments, milestones and royalties; (ii) our risk-adjusted discount rate; and (iii) the probability of a change in control occurring during the term of the instrument. The HCRx Derivative was deemed to have a de-minimus value as of December 31, 2025 and 2024 primarily due to a $56.2 million decrease in the deferred royalty obligation during the year ended December 31, 2024.
(2)
The embedded derivative liabilities (the “Convertible Notes Derivatives”) associated with the 2029 Notes, New 2029 Notes, and 2028 Notes are included as components of these debt instruments on our consolidated balance sheets. The valuation method for the Convertible Notes Derivatives incorporates certain unobservable Level 3 key inputs including: (i) the volatility of our common stock price and (ii) our estimated credit spread.
(3)
The warrants to purchase up to 3,051,750 shares of our common stock issued in May 2024 (the “2024 Warrants”) are classified as a long-term liability on our consolidated balance sheets. The valuation method for the 2024 Warrants incorporates certain unobservable Level 3 key inputs including: (i) the volatility of our common stock price and (ii) an estimate of when the 2024 Warrants will be exercised based on an option pricing model.

The following table sets forth a summary of the changes in the estimated fair value of the liabilities described above, which are all classified as Level 3 (in thousands):

 

 

HCRx Derivative

 

 

Convertible Notes Derivatives

 

 

May 2024 Warrants

 

Balance as of December 31, 2023

 

$

2,800

 

 

$

 

 

$

 

Initial recognition

 

 

 

 

 

28,877

 

 

 

23,284

 

Change in fair value

 

 

(2,800

)

 

 

(15,189

)

 

 

(10,702

)

Balance as of December 31, 2024

 

 

 

 

 

13,688

 

 

 

12,582

 

De-recognition of derivative in 2029 Notes

 

 

 

 

 

(7,377

)

 

 

 

Initial recognition of derivative in New 2029 Notes

 

 

 

 

 

14,697

 

 

 

 

Initial recognition of derivative in 2028 Notes

 

 

 

 

 

8,793

 

 

 

 

Change in fair value

 

 

 

 

 

(2,346

)

 

 

1,639

 

Balance as of December 31, 2025

 

$

 

 

$

27,455

 

 

$

14,221

 

Historical Timeline

Fiscal YearFiled
2025Feb 13, 2026Showing above
2024Feb 19, 2025
2023Feb 29, 2024
2022Feb 17, 2023

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.