Fair Value of Financial Assets
The following table presents information about the Company's financial assets measured at fair value on a recurring basis and indicates the level of the fair value hierarchy utilized to determine such fair values as of December 31, 2025 and 2024 (in thousands).
As of December 31, 2025
Level 1Level 2Level 3Total
Assets:
Money market funds$195,296 $— $— $195,296 
Debt securities issued by U.S. government agencies190,999 — — 190,999 
Corporate debt securities— 198,318 — 198,318 
Asset backed securities— 61,352 — 61,352 
Commercial paper— 7,718 — 7,718 
Other debt securities— 117,374 — 117,374 
$386,295 $384,762 $— $771,057 
As of December 31, 2024
Level 1Level 2Level 3Total
Assets:
Money market funds$128,652 $— $— $128,652 
Debt securities issued by US. government agencies144,644 — — 144,644 
Corporate debt securities— 107,852 — 107,852 
Commercial paper— 8,794 — 8,794 
Other debt securities— 8,821 — 8,821 
$273,296 $125,467 $— $398,763 
The Company estimates the fair value of its marketable securities classified as Level 2 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. The Company validates the prices provided by its third-party pricing sources by understanding the models used, obtaining market values from other pricing sources and analyzing pricing data in certain instances.

Historical Timeline

Fiscal YearFiled
2025Feb 19, 2026Showing above
2024Feb 28, 2025
2023Mar 5, 2024
2022Feb 7, 2023
2021Feb 28, 2022
2020Mar 17, 2021

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.