Note 8. Fair Value Measurements

ASC 820, “Fair Value Measurements and Disclosures” establishes a framework for measuring fair value as well as disclosures about fair value measurements. It emphasizes that fair value is a market-based measurement, not an entity-specific measurement. Therefore, a fair value measurement should be determined based on the assumptions that market participants would use when pricing an asset or liability. As a basis for considering market participant assumptions in fair value measurements, the standards establish a fair

value hierarchy that distinguishes between market participant assumptions based on market data obtained from sources independent of the reporting entity (observable inputs that are classified within Levels 1 and 2 of the hierarchy) and the reporting entity’s own assumptions about market participant assumptions (unobservable inputs classified within Level 3 of the hierarchy).

Level 1 inputs utilize unadjusted quoted prices in active markets for identical assets or liabilities that we have the ability to access. Level 2 inputs are inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. Level 2 inputs may include quoted prices for similar assets and liabilities in active markets, as well as inputs that are observable for the asset or liability other than quoted prices, such as interest rates, foreign exchange rates, and yield curves that are observable at commonly quoted intervals. Level 3 inputs are unobservable inputs for the asset or liability which are typically based on an entity’s own assumptions, as there is little, if any, related market activity. In instances where the determination of the fair value measurement is based on inputs from different levels of the fair value hierarchy, the level in the fair value hierarchy within which the entire fair value measurement falls is based on the lowest level input that is significant to the fair value measurement in its entirety. Our assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment and considers factors specific to the asset or liability.

Financial Instruments Reported at Fair Value

The fair value of our interest rate caps are determined by using the market standard methodology of discounting the future expected cash receipts that would occur if variable interest rates rise above the strike rate of the interest rate caps. The variable interest rates used in the calculation of projected receipts on the interest rate caps are based on a third-party expert’s expectation of future interest rates derived from observable market interest rate curves and volatilities. Our interest rate caps are classified as Level 2 in the fair value hierarchy. As of December 31, 2025 and 2024, the fair values of our interest rate caps were de minimis.

Financial Instruments Not Reported at Fair Value

The carrying value and estimated fair value of financial instruments not recorded at fair value on a recurring basis but required to be disclosed at fair value were as follows ($ in thousands):

 

 

 

December 31, 2025

 

 

Carrying

 

 

Unpaid Principal

 

 

 

 

 

Fair Value Hierarchy Level

 

 

Value

 

 

Balance

 

 

Fair Value

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

Loans receivable held-for-investment, net

 

$

3,615,401

 

 

$

4,057,357

 

 

$

3,636,499

 

 

$

-

 

 

$

-

 

 

$

3,636,499

 

Repurchase agreements

 

 

1,857,614

 

 

 

1,857,614

 

 

 

1,857,614

 

 

 

-

 

 

 

-

 

 

 

1,857,614

 

Term participation facility

 

 

329,452

 

 

 

329,452

 

 

 

325,837

 

 

 

-

 

 

 

-

 

 

 

325,837

 

Notes payable, net

 

 

177,522

 

 

 

178,000

 

 

 

177,861

 

 

 

-

 

 

 

-

 

 

 

177,861

 

Secured term loan, net

 

 

549,447

 

 

 

556,188

 

 

 

538,112

 

 

 

-

 

 

 

-

 

 

 

538,112

 

Debt related to real estate owned hotel
  portfolio, net

 

 

230,992

 

 

 

235,000

 

 

 

235,216

 

 

 

-

 

 

 

-

 

 

 

235,216

 

 

 

December 31, 2024

 

 

Carrying

 

 

Unpaid Principal

 

 

 

 

 

Fair Value Hierarchy Level

 

 

Value

 

 

Balance

 

 

Fair Value

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

Loans receivable held-for-investment, net

 

$

5,947,262

 

 

$

6,200,290

 

 

$

5,934,590

 

 

$

-

 

 

$

-

 

 

$

5,934,590

 

Loans receivable held-for-sale

 

 

277,062

 

 

 

312,471

 

 

 

277,062

 

 

 

-

 

 

 

-

 

 

 

277,062

 

Repurchase agreements

 

 

3,190,339

 

 

 

3,190,339

 

 

 

3,190,339

 

 

 

-

 

 

 

-

 

 

 

3,190,339

 

Term participation facility

 

 

477,584

 

 

 

477,584

 

 

 

476,099

 

 

 

-

 

 

 

-

 

 

 

476,099

 

Notes payable, net

 

 

236,845

 

 

 

238,938

 

 

 

236,939

 

 

 

-

 

 

 

-

 

 

 

236,939

 

Secured term loan, net

 

 

709,777

 

 

 

717,825

 

 

 

685,522

 

 

 

-

 

 

 

-

 

 

 

685,522

 

Debt related to real estate owned hotel
  portfolio, net

 

 

274,604

 

 

 

275,000

 

 

 

274,680

 

 

 

-

 

 

 

-

 

 

 

274,680

 

 

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.