v3.26.1
Fair Value Measurements
6 Months Ended
Jun. 30, 2026
Fair Value Measurements  
Fair Value Measurements

(4)

Fair Value Measurements

The following tables show the Company’s cash equivalents and short-term investments’ carrying amounts, fair values, and fair value hierarchy (in thousands):

June 30, 2026

Amortized Cost

Gross Unrealized Gains

Gross Unrealized Losses

Fair Value

Level 1

  ​ ​ ​

Level 2

  ​ ​ ​

Level 3

  ​

  ​

  ​

Money market funds

$

84,299

$

$

$

84,299

$

84,299

$

$

Corporate securities

103,670

3

(106)

103,567

103,567

Government securities

115,035

4

(169)

114,870

114,870

Total assets measured at fair value

$

303,004

$

7

$

(275)

$

302,736

$

84,299

$

218,437

$

December 31, 2025

Amortized Cost

Gross Unrealized Gains

Gross Unrealized Losses

Fair Value

Level 1

  ​ ​ ​

Level 2

  ​ ​ ​

Level 3

  ​

  ​

  ​

Money market funds

$

40,494

$

$

$

40,494

$

40,494

$

$

Corporate securities

105,373

78

(25)

105,426

105,426

Government securities

161,882

116

(143)

161,855

161,855

Total assets measured at fair value

$

307,749

194

(168)

$

307,775

$

40,494

$

267,281

$

The December 31, 2025 disclosure was adjusted to reflect the classification of certain corporate securities as Level 2 of the fair value hierarchy.

Cash balances were $70.4 million and $5.0 million at June 30, 2026 and December 31, 2025, respectively. Money market funds are highly liquid investments. The pricing information on the Company’s money market fund is based on quoted prices in active markets. This approach results in a classification of these securities as Level 1 of the fair value hierarchy.

The Company’s investment portfolio includes many securities that do not always trade on a daily basis. As a result, the pricing services used by the Company applied other available information as applicable through processes such as benchmark yields, benchmarking of like securities, sector groupings and matrix pricing to prepare evaluations. In addition, model processes were used to assess interest rate impact and develop prepayment scenarios. These models take into consideration relevant credit information, perceived market movements, sector news and economic events. The inputs into these models may include benchmark yields, reported trades, broker-dealer quotes, issuer spreads and other relevant data.

All short-term investments held as of June 30, 2026 and December 31, 2025 had contractual maturities of less than one year and are considered available-for-sale. No available-for-sale securities held as of the periods presented have been in a continuous material unrealized loss position for more than 12 months. To date, the Company recorded no allowances for credit losses on its investments.