FAIR VALUE OF FINANCIAL INSTRUMENTS
The following methods and assumptions were used to estimate the fair value of each class of financial instruments for which it is practical to estimate the fair value.

Cash and cash equivalents - The carrying amount approximates the fair value.

Notes and mortgage notes receivable - The fair value of these notes was estimated using cash flow analyses which are based on an assumed market rate of interest and are classified as Level 2 in the hierarchy.

Notes receivable, net of credit loss - The fair value of these notes, net of credit loss was estimated based on its estimated value of the underlying collateral on the notes and are classified as Level 3 in the hierarchy.

Borrowings under our Credit Facility - The carrying amount approximates the fair value because the borrowings are based on variable market interest rates, which are classified as Level 2 in the hierarchy.

Derivative financial instruments (Interest Rate Swaps) - The fair value was estimated using discounted cash flow techniques. These techniques incorporate primarily Level 2 inputs. The market inputs are utilized in the discounted cash flow calculation considering the instrument’s term, notional amount, discount rate and credit risk. Significant
inputs to the derivative valuation model for interest rate swaps are observable in active markets and are classified as Level 2 in the hierarchy.

The table below details the fair values and carrying values for our mortgage note and notes receivable, mortgage note payable, and interest rate swaps at December 31, 2025 and 2024.
December 31, 2025December 31, 2024
(Dollars in thousands)Carrying ValueFair ValueCarrying ValueFair Value
Notes and mortgage note receivable, level 2 (1)
$3,830 $3,964 $7,180 $7,248 
Notes receivable, net of credit loss (1)(2)
$— $— $10,547 $10,547 
Interest rate swap asset$6,691 $6,691 $17,631 $17,631 
_______________
(1) During 2025 and 2024, the Company recorded $8.7 million and $11.0 million, respectively, in credit loss reserves related to the notes receivable with one borrower/tenant and in 2024 moved from measuring fair value utilizing Level 2 inputs to Level 3 inputs, based on its estimated value of the underlying collateral. The table below summaries change in Level 3 classification for the years ended December 31, 2025 and 2024.
(2) Calculated utilizing Level 3 inputs at December 31, 2025 and 2024. See the table below for Level 3 activity for the years ended December 31, 2025 and 2024.
Level 3 Input Activity
For the Year Ended December 31,
Notes Receivable:20252024
Beginning fair value$10,547 $— 
Payments(1,875)— 
Transfers from Level 2 to Level 3— 21,547 
Credit loss reserve(8,672)(11,000)
Ending fair value$— $10,547 

Historical Timeline

Fiscal YearFiled
2025Feb 17, 2026Showing above
2024Feb 18, 2025
2023Feb 13, 2024
2022Feb 14, 2023
2021Feb 15, 2022
2020Feb 16, 2021
2019Feb 25, 2020
2018Feb 26, 2019
2017Feb 22, 2018
2016Feb 23, 2017
2015Feb 26, 2016

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.