v3.26.1
Debt (Tables)
3 Months Ended
Mar. 31, 2026
Debt Disclosure [Abstract]  
Schedule of Senior Unsecured Notes
The following tables present a summary of the Company's CDOs as of March 31, 2026 and December 31, 2025, respectively (dollar amounts in thousands):
March 31, 2026
Outstanding Face AmountCarrying Value
Weighted Average Interest Rate (1) (2)
Stated Maturity (3)
Consolidated SLST at fair value (4)
$1,037,455 $983,717 3.29 %2059 - 2065
Residential loan securitizations at fair value (4)
2,106,560 2,068,484 5.09 %2039 - 2069
Residential loan securitizations at amortized cost, net
353,108 353,041 3.75 %2035 - 2061
Non-Agency RMBS re-securitization at fair value (4)
63,901 63,702 7.38 %2064
Total collateralized debt obligations$3,561,024 $3,468,944 

December 31, 2025
Outstanding Face AmountCarrying Value
Weighted Average Interest Rate (1) (2)
Stated Maturity (3)
Consolidated SLST at fair value (4)
$1,055,791 $1,006,919 3.30 %2059 - 2065
Residential loan securitizations at fair value (4)
2,103,164 2,075,962 5.35 %2029 - 2069
Residential loan securitizations at amortized cost, net
363,712 363,645 3.74 %2035 - 2061
Non-Agency RMBS re-securitization at fair value (4)
65,331 65,276 7.38 %2064
Total collateralized debt obligations$3,587,998 $3,511,802 

(1)Weighted average interest rate is calculated using the outstanding face amount and stated interest rate of notes issued by the securitization and not owned by the Company.
(2)Certain of the Company's CDOs contain interest rate step-up features whereby the interest rate increases if the outstanding notes are not redeemed by expected redemption dates, as defined in the respective governing documents. As of March 31, 2026, CDOs with an aggregate outstanding face amount of $1.9 billion contain an interest rate step-up feature whereby the interest rate increases by either 1.00% or 3.00% on defined dates ranging between 24 months and 48 months after issuance, if the notes are not redeemed before such dates.
(3)The actual maturity of the Company's CDOs are primarily determined by the rate of principal prepayments on the assets of the issuing entity. The CDOs are also subject to redemption prior to the stated maturity according to the terms of the respective governing documents. As a result, the actual maturity of the CDOs may occur earlier than the stated maturity.
(4)The Company has elected the fair value option for CDOs issued by Consolidated SLST, residential loan securitizations completed after January 1, 2024 and a non-Agency RMBS re-securitization (see Note 16). See Note 7 for unrealized gains or losses recognized on CDOs issued by Consolidated SLST. For the three months ended March 31, 2026 and 2025, the Company recognized $11.0 million in net unrealized gains and $4.7 million in net unrealized losses, respectively, on residential loan securitizations and a non-Agency RMBS re-securitization at fair value, which are included in unrealized gains (losses), net on the accompanying condensed consolidated statements of operations.
The following table presents a summary of the Senior Unsecured Notes as of March 31, 2026 and December 31, 2025, respectively (dollar amounts in thousands):

March 31, 2026December 31, 2025
Outstanding Face Amount
Carrying Value
Outstanding Face Amount
Carrying Value
2031 Senior Notes at fair value
$90,000 $87,566 $— $— 
9.875% 2030 Senior Notes at fair value
115,000 113,744 115,000 118,496 
9.125% 2030 Senior Notes at fair value
82,500 79,814 82,500 82,431 
2029 Senior Notes at fair value
60,000 58,524 60,000 59,925 
2026 Senior Notes at amortized cost, net
— — 100,000 99,585 
Total Senior Unsecured Notes
$347,500 $339,648 $357,500 $360,437 
Schedule of Key Term and Mortgage Payable in Consolidated VIE The following table presents a summary of the key terms of the notes carried at fair value as of March 31, 2026:
Interest Rate
First Interest Payment Date
Maturity Date
Optional Redemption Date
2031 Senior Notes at fair value
9.250 %April 1, 2026April 1, 2031April 1, 2028
9.875% 2030 Senior Notes at fair value
9.875 %October 1, 2025October 1, 2030October 1, 2027
9.125% 2030 Senior Notes at fair value
9.125 %April 1, 2025April 1, 2030April 1, 2027
2029 Senior Notes at fair value
9.125 %October 1, 2024July 1, 2029July 1, 2026
The following table presents detailed information for these mortgages payable on real estate as of March 31, 2026 and December 31, 2025, respectively (dollar amounts in thousands):
Maximum Committed Mortgage Principal AmountOutstanding Mortgage BalanceNet Deferred Finance Cost
Mortgage Payable, Net
Stated Maturity
Weighted Average Interest Rate (1) (2)
March 31, 2026$276,987 $276,987 $(955)$276,032 2026 - 20324.53 %
December 31, 2025333,332 333,332 (1,201)332,131 2026 - 20324.46 %

(1)Weighted average interest rate is calculated using the outstanding mortgage balance and interest rate as of the date indicated.
(2)For variable-rate mortgages payable, the applicable entity, as required by its loan agreement, entered into an interest rate cap contract with a counterparty that limits the indexed portion of the interest rate to a fixed rate. See Note 9 for additional information.
Schedule of Debt Instrument Redemption
Schedule of Subordinated Debentures
The following table summarizes the key details of the Company’s subordinated debentures as of March 31, 2026 and December 31, 2025 (dollar amounts in thousands):
NYM Preferred Trust INYM Preferred Trust II
Principal value of trust preferred securities$25,000 $20,000 
Interest rate
Three-month CME Term SOFR plus tenor spread adjustment of 0.26161% plus 3.75%, resetting quarterly
Three-month CME Term SOFR plus tenor spread adjustment of 0.26161% plus 3.95%, resetting quarterly
Scheduled maturityMarch 30, 2035October 30, 2035
Schedule of Maturities of Long-term Debt
The Company's CDOs as of March 31, 2026 had stated maturities as follows:

Year ending December 31, Total
2026 - 2030
$— 
Thereafter3,561,024 
Total$3,561,024 
As of March 31, 2026, maturities for debt on the Company's condensed consolidated balance sheet are as follows (dollar amounts in thousands):

Year Ending December 31,Outstanding Balance
2026$25,295 
2027— 
2028— 
2029223,099 
2030197,500 
2031112,957 
Thereafter110,636 
$669,487