NOTE 16 - FINANCIAL INSTRUMENTS

The net carrying amount of cash and cash equivalents, restricted cash, contractual receivables, other assets and accrued expenses and other liabilities reported in the Consolidated Balance Sheets approximates fair value because of the short maturity of these instruments (Level 1).

At December 31, 2025 and 2024, the net carrying amounts and fair values of other financial instruments were as follows:

December 31, 2025

December 31, 2024

Carrying

  ​ ​ ​

Fair

  ​ ​ ​

Carrying

  ​ ​ ​

Fair

Amount

  ​ ​ ​

Value

  ​ ​ ​

Amount

  ​ ​ ​

Value

(in thousands)

Assets:

Investments in direct financing leases – net

$

$

  ​ ​ ​

$

9,453

$

9,453

Real estate loans receivable – net

 

1,380,949

1,412,106

1,428,298

1,447,262

Non-real estate loans receivable – net

 

330,322

331,970

332,274

340,025

Total

$

1,711,271

$

1,744,076

$

1,770,025

$

1,796,740

Liabilities:

 

  ​

 

  ​

 

  ​

 

  ​

Revolving Credit Facility

$

242,000

$

242,000

  ​ ​ ​

$

$

2026 Mortgage Loan

 

243,310

247,063

2026 Term Loan

427,044

428,500

OP Term Loan

 

49,966

50,000

2028 Term Loan

 

298,118

300,000

4.50% notes due 2025 – net

 

399,968

399,856

5.25% notes due 2026 – net

 

599,259

600,714

4.50% notes due 2027 – net

 

698,231

702,303

696,766

691,040

4.75% notes due 2028 – net

 

547,941

554,307

546,933

542,553

3.63% notes due 2029 – net

495,517

484,105

494,308

461,180

5.20% notes due 2030 – net

590,190

610,608

3.38% notes due 2031 – net

690,752

653,527

688,962

620,809

3.25% notes due 2033 – net

693,262

622,272

692,343

585,389

Total

$

4,256,011

$

4,169,122

$

4,838,859

$

4,627,104

Fair value estimates are subjective in nature and are dependent on a number of important assumptions, including estimates of future cash flows, risks, discount rates and relevant comparable market information associated with each financial instrument (see Note 2 – Summary of Significant Accounting Policies). The use of different market assumptions and estimation methodologies may have a material effect on the reported estimated fair value amounts.

The following methods and assumptions were used in estimating fair value disclosures for financial instruments.

Real estate loans receivable: The fair value of the real estate loans receivable are estimated using a discounted cash flow analysis, using current interest rates being offered for similar loans to borrowers with similar credit ratings (Level 3).
Non-real estate loans receivable: Non-real estate loans receivable are primarily comprised of notes receivable. The fair values of notes receivable are estimated using a discounted cash flow analysis, using current interest rates being offered for similar loans to borrowers with similar credit ratings (Level 3).
Revolving Credit Facility, OP Term Loan, 2026 Term Loan and 2028 Term Loan: The carrying amount of these approximate fair value because the borrowings are interest rate adjusted. Differences between carrying value and the fair value in the table above are due to the inclusion of deferred financing costs in the carrying value.
2026 Mortgage Loan: The 2026 Mortgage Loan was recorded at fair market value in July 2024, as of the date we assumed it as part of our acquisition of the remaining 51% interest in the Cindat Joint Venture. The fair market value was determined by discounting the remaining contractual cash flows using a current market interest rate of comparable debt instruments. Differences between carrying value and the fair value in the table above are due to the inclusion of deferred financing costs in the carrying value.
Senior notes: The fair value of the senior unsecured notes payable was estimated based on publicly available trading prices (Level 1).

Historical Timeline

Fiscal YearFiled
2025Feb 9, 2026Showing above
2024Feb 13, 2025
2023Feb 12, 2024
2022Feb 14, 2023

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.