4.
Fair Value of Financial Assets

The Company did not have assets measured at fair value on a recurring basis as of December 31, 2022.

The following table presents the Company’s fair value hierarchy for its assets that were measured at fair value on a recurring basis as of December 31, 2021 (in thousands):

 

 

 

Fair Value Measurements at December 31, 2021 Using:

 

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Assets:

 

 

 

 

 

 

 

 

 

 

 

 

Cash equivalents:

 

 

 

 

 

 

 

 

 

 

 

 

Money market funds

 

$

11,169

 

 

$

 

 

$

 

 

$

11,169

 

Marketable securities:

 

 

 

 

 

 

 

 

 

 

 

 

U.S. Treasury securities

 

 

 

 

 

63,874

 

 

 

 

 

 

63,874

 

U.S. government agency bonds

 

 

 

 

 

2,998

 

 

 

 

 

 

2,998

 

 

 

$

11,169

 

 

$

66,872

 

 

$

 

 

$

78,041

 

Money market funds were valued by the Company based on quoted market prices, which represent a Level 1 measurement within the fair value hierarchy. U.S. Treasury securities and U.S. government agency bonds were valued by the Company using quoted prices in active markets for similar securities, which represent a Level 2 measurement within the fair value hierarchy.

Historical Timeline

Fiscal YearFiled
2022Feb 27, 2023Showing above
2021Mar 1, 2022
2020Mar 11, 2021
2019Mar 17, 2020

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.