Fair Value Measurements
The table below summarizes the carrying amounts and fair values of the Company’s financial instruments either recorded or disclosed on a recurring basis (in thousands):
 December 31,
 
2025(3)
2024(3)
 Carrying ValueFair ValueCarrying ValueFair Value
Loans receivable, net(2)
$606,020 $620,575 $655,917 $668,364 
Interest rate swap assets(2)
5,626 5,626 35,120 35,120 
Bank line of credit and commercial paper(2)
1,078,850 1,078,850 150,000 150,000 
Term loans(2)
1,647,113 1,647,113 1,646,043 1,646,043 
Senior unsecured notes(1)
6,772,722 6,813,448 6,563,256 6,373,528 
Mortgage debt(2)
349,209 347,291 356,750 350,292 
Interest rate swap liabilities(2)
9,635 9,635 — — 
_______________________________________
(1)Level 1: Fair value is calculated based on quoted prices in active markets.
(2)Level 2: For loans receivable, net, interest rate swap instruments, and mortgage debt, fair value is based on standardized pricing models in which significant inputs or value drivers are observable in active markets. For bank line of credit, commercial paper, and term loans, the carrying values are a reasonable estimate of fair value because the borrowings are primarily based on market interest rates and the Company’s credit rating.
(3)During the years ended December 31, 2025 and 2024, there were no material transfers of financial assets or liabilities within the fair value hierarchy.

Historical Timeline

Fiscal YearFiled
2025Feb 3, 2026Showing above
2024Feb 4, 2025
2023Feb 9, 2024
2022Feb 8, 2023
2021Feb 9, 2022
2020Feb 10, 2021
2019Feb 13, 2020
2018Feb 14, 2019
2017Feb 13, 2018
2016Feb 13, 2017
2015Feb 9, 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.