Fair Value Measurements
The following tables present the Company’s fair value hierarchy for its assets and liabilities that are measured at fair value on a recurring basis and indicate the level within the fair value hierarchy of the valuation techniques the Company utilized to determine such fair value (in thousands):
Fair Value Measurements at
December 31, 2025
Level 1Level 2Level 3Total
Cash equivalents:(1)
Money market funds$89,894 $— $— $89,894 
Marketable securities:
U.S. government agency securities and treasuries — 188,570 — 188,570 
Corporate debt securities— 16,734 — 16,734 
Total$89,894 $205,304 $— $295,198 
Fair Value Measurements at
December 31, 2024
Level 1Level 2Level 3Total
Cash equivalents: (1)
Money market funds$100,711 $— $— $100,711 
Marketable securities:
U.S. government agency securities and treasuries$— $253,628 $— $253,628 
Corporate debt securities
— 65,159 — 65,159 
Total$100,711 $318,787 $— $419,498 
(1)The cash equivalent amounts above do not include $0.5 million of cash related to checking accounts included in cash and cash equivalents as of December 31, 2025 and December 31, 2024. These amounts are excluded as no valuation is needed for cash in checking accounts.
Money market funds are classified within Level 1 of the fair value hierarchy because they are valued using quoted market prices in active markets. The Company measures its debt securities at fair value on a recurring basis using inputs that are observable or can be corroborated by observable market data and classifies those instruments within Level 2 of the fair value hierarchy.

Historical Timeline

Fiscal YearFiled
2025Feb 26, 2026Showing above
2024Feb 27, 2025
2023Mar 13, 2024
2022Mar 6, 2023
2021Mar 15, 2022

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.