4.
FAIR VALUE MEASUREMENTS:

The following table provides the assets and liabilities carried at fair value measured on a recurring basis as of December 31, 2025 (in thousands):

 

 

 

 

 

Fair Value Measurements, Using

 

 

 

Total Carrying Value
as of December 31,
 2025

 

 

Quoted Prices in
Active Markets
(Level 1)

 

 

Significant Other
Observable Inputs
(Level 2)

 

 

Significant Unobservable
Inputs
(Level 3)

 

Short-term U.S. Government bonds

 

$

455,398

 

 

$

455,398

 

 

$

 

 

$

 

Long-term U.S. Government bonds

 

 

352,987

 

 

 

352,987

 

 

 

 

 

 

 

Cash equivalents

 

 

27,461

 

 

 

27,461

 

 

 

 

 

 

 

Short-term marketable equity securities

 

 

8,606

 

 

 

8,606

 

 

 

 

 

 

 

Convertible notes

 

 

2,000

 

 

 

 

 

 

 

 

 

2,000

 

 

The following table provides the assets and liabilities carried at fair value measured on a recurring basis as of December 31, 2024 (in thousands):

 

 

 

 

 

 

Fair Value Measurements, Using

 

 

 

Total Carrying Value
as of December 31,
 2024

 

 

Quoted Prices in
Active Markets
(Level 1)

 

 

Significant Other
Observable Inputs
(Level 2)

 

 

Significant Unobservable
Inputs
(Level 3)

 

Short-term U.S. Government bonds

 

$

393,536

 

 

 

393,536

 

 

 

 

 

 

 

Long-term U.S. Government bonds

 

 

435,473

 

 

 

435,473

 

 

 

 

 

 

 

Cash equivalents

 

 

2,662

 

 

 

2,662

 

 

 

 

 

 

 

Short-term marketable equity securities

 

 

154

 

 

 

154

 

 

 

 

 

 

 

Convertible notes

 

 

3,500

 

 

 

 

 

 

 

 

 

3,500

 

 

Level 1 inputs are quoted prices (unadjusted) in active markets for identical assets or liabilities. Level 2 inputs are quoted prices for similar assets and liabilities in active markets or inputs that are observable for the asset or liability, either directly or indirectly through market corroboration, for substantially the full term of the financial instrument. Level 3 inputs are unobservable inputs based on management’s own assumptions used to measure assets and liabilities at fair value. A financial asset’s or liability’s classification is determined based on the lowest level input that is significant to the fair value measurement.

Changes in fair value of the debt investments are recorded as unrealized gains and losses in accumulated other comprehensive income (loss) on the Consolidated Balance Sheets and any credit losses on debt investments are recorded as an allowance for credit losses with an offset recognized in other income (loss), net on the Consolidated Statements of Income. There were no credit losses on debt investments as of December 31, 2025 or 2024.

Historical Timeline

Fiscal YearFiled
2025Feb 19, 2026Showing above
2024Feb 20, 2025
2023Feb 22, 2024
2022Feb 23, 2023
2021Feb 23, 2022
2020Feb 18, 2021
2019Feb 20, 2020
2018Feb 21, 2019
2017Feb 22, 2018
2016Feb 23, 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.