Note 5. Fair Value Measurements

The following tables show financial assets and liabilities measured at fair value on a recurring basis and the level of inputs used in such measurements as of December 31, 2025 and 2024 (in thousands):

 

 

 

December 31, 2025

 

 

Adjusted Cost

 

 

Unrealized Gains

 

 

Unrealized Losses

 

 

Fair Value

 

 

Fair Value Level

Assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Cash

 

$

4,919

 

 

$

 

 

$

 

 

$

4,919

 

 

 

Money market funds

 

 

45,349

 

 

 

 

 

 

 

 

 

45,349

 

 

Level 1

Commercial paper

 

 

498

 

 

 

 

 

 

 

 

 

498

 

 

Level 1

Commercial paper

 

 

73,491

 

 

 

 

 

 

(12

)

 

 

73,479

 

 

Level 2

Total cash and cash equivalents

 

 

124,257

 

 

 

 

 

 

(12

)

 

 

124,245

 

 

 

Short-term investments:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Commercial paper

 

 

498

 

 

 

 

 

 

 

 

 

498

 

 

Level 1

Commercial paper

 

 

12,734

 

 

 

 

 

 

(2

)

 

 

12,732

 

 

Level 2

Corporate debt securities

 

 

4,680

 

 

 

1

 

 

 

(2

)

 

 

4,679

 

 

Level 1

U.S. agency securities

 

 

14,138

 

 

 

1

 

 

 

(5

)

 

 

14,134

 

 

Level 2

U.S. government securities

 

 

83,573

 

 

 

92

 

 

 

 

 

 

83,665

 

 

Level 2

Total short-term investments

 

 

115,623

 

 

 

94

 

 

 

(9

)

 

 

115,708

 

 

 

Total assets measured at fair value

 

$

239,880

 

 

$

94

 

 

$

(21

)

 

$

239,953

 

 

 

 

 

 

 

December 31, 2024

 

 

Adjusted Cost

 

 

Unrealized Gains

 

 

Unrealized Losses

 

 

Fair Value

 

 

Fair Value Level

Assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Cash and cash equivalents:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Cash

 

$

1,152

 

 

$

 

 

$

 

 

$

1,152

 

 

 

Money market funds

 

 

44,524

 

 

 

 

 

 

 

 

 

44,524

 

 

Level 1

Commercial paper

 

 

39,291

 

 

 

 

 

 

(6

)

 

 

39,285

 

 

Level 2

U.S. agency securities

 

 

6,453

 

 

 

1

 

 

 

 

 

 

6,454

 

 

Level 2

Total cash and cash equivalents

 

 

91,420

 

 

 

1

 

 

 

(6

)

 

 

91,415

 

 

 

Short-term investments:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Commercial paper

 

 

8,697

 

 

 

1

 

 

 

(1

)

 

 

8,697

 

 

Level 2

Corporate debt securities

 

 

498

 

 

 

 

 

 

 

 

 

498

 

 

Level 2

U.S. agency securities

 

 

2,330

 

 

 

 

 

 

 

 

 

2,330

 

 

Level 2

U.S. government securities

 

 

82,042

 

 

 

33

 

 

 

(6

)

 

 

82,069

 

 

Level 2

Total short-term investments

 

 

93,567

 

 

 

34

 

 

 

(7

)

 

 

93,594

 

 

 

Total assets measured at fair value

 

$

184,987

 

 

$

35

 

 

$

(13

)

 

$

185,009

 

 

 

 

The amortized costs and fair value of marketable debt securities (excluding cash and money market funds), by contractual maturity, at December 31, 2025 are as follows (in thousands):

 

 

December 31, 2025

 

 

 

Amortized Cost

 

 

Fair Value

 

Less than 1 year

 

$

185,633

 

 

$

185,702

 

1 to 5 years

 

 

3,979

 

 

 

3,983

 

Total

 

$

189,612

 

 

$

189,685

 

Unrealized losses have not been recognized as losses in the consolidated statements of operations as the Company neither intends to sell, nor anticipates that it is more likely than not that the Company will be required to sell the securities before recovery of their amortized cost basis. The declines in fair value are due primarily to changes in market interest rates, rather than credit losses.

Tempus Warrants

The Black-Scholes option-pricing model was used to estimate fair value of the warrants issued to Tempus at the date of issuance, November 28, 2023, and at each subsequent balance sheet date prior to their exercises in full in August 2024. Assumptions used are listed below, which are Level 3 fair value inputs. Expected term is equal to the remaining contractual periods of each of the two warrants. Expected volatility was based on the Company's actual historical volatility over the expected terms of the warrants. The risk-free interest rate was based on the U.S. Treasury yield curve over the expected term of the warrants. Refer to Note 8, Related Party Transactions, for further information about the warrants issued to Tempus.

 

 

As of December 31,

 

 

 

2024

 

Expected term (in years)

 

0.50 - 1.75

 

Volatility

 

79.67% - 106.3%

 

Risk-free interest rate

 

4.70% - 5.33%

 

Dividend yield

 

%

 

Total fair value of Tempus Warrants (in thousands)

 

$

-

 

The following table sets forth a summary of the changes in fair value of the Company's Level 3 financial instruments (in thousands):

 

 

Year ended December 31,

 

Warrant Liabilities

 

2024

 

Beginning balance

 

$

10,027

 

Change in fair value—recognized as loss within Other income (expense), net in the consolidated statements of operations

 

 

18,274

 

Derecognition of warrant liabilities due to exercise in full

 

 

(28,301

)

Ending balance

 

$

-

 

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.