v3.26.1
FAIR VALUE MEASUREMENTS (Tables)
6 Months Ended
Jun. 30, 2026
Fair Value Disclosures [Abstract]  
Schedule of Fair Value, Assets and Liabilities Measured on a Recurring Basis
In accordance with the fair value hierarchy described above, the following tables show the fair value of the Company’s assets and liabilities that are measured at fair value on a recurring basis as of June 30, 2026 and December 31, 2025 (in thousands):
Balance as of June 30, 2026
Quoted Prices in Active Markets for Identical Assets (Level 1)
Significant Other Observable Inputs (Level 2)
Significant Unobservable Inputs (Level 3)
Net Asset Value (NAV)
Assets:
Investments in managed funds — at fair value
$
397,323 
$
— 
$
— 
$
— 
$
397,323 
Investments in unconsolidated joint ventures — at fair value
196,861 
— 
41,857 
14,694 
140,310 
First mortgage loans
2,646,427 
— 
— 
2,646,427 
— 
Corporate senior loans and liquid corporate senior loans
440,746 
— 
12,247 
428,499 
— 
CMBS and CLO subordinated note
114,474 
— 
62,554 
51,920 
— 
Equity securities
39,510 
28,485 
10,273 
752 
— 
Total assets
$
3,835,341 
$
28,485 
$
126,931 
$
3,142,292 
$
537,633 
Liabilities:
Earnout liability(1)
$
407,500 
$
— 
$
— 
$
407,500 
$
— 
Total liabilities
$
407,500 
$
— 
$
— 
$
407,500 
$
— 

Balance as of December 31, 2025
Quoted Prices in Active Markets for Identical Assets (Level 1)
Significant Other Observable Inputs (Level 2)
Significant Unobservable Inputs (Level 3)
Net Asset Value (NAV)
Assets:
Investments in managed funds — at fair value
$
447,262 
$
— 
$
— 
$
— 
$
447,262 
Investments in unconsolidated joint ventures — at fair value
56,556 
— 
41,856 
14,700 
— 
Equity securities
5,078 
— 
5,078 
— 
— 
Total assets
$
508,896 
$
— 
$
46,934 
$
14,700 
$
447,262 
Schedule of Valuation Techniques and Significant Unobservable Inputs
The following table summarizes the valuation techniques and significant unobservable inputs used for the Company’s financial assets and liabilities that are categorized within Level 3 of the fair value hierarchy as of June 30, 2026:
Investment
Fair Value as of June 30, 2026
(in thousands)
Valuation
Techniques
Unobservable
Input
Range/Amount
(Weighted Average)
First mortgage loans
$
2,646,427 
Discounted cash flow
Market yield / discount rate
6.17% - 11.50%
(7.76%)
Credit spread
2.55% - 12.00%
(4.38%)
Corporate senior loans and liquid corporate senior loans
$
428,499 
Discounted cash flow
Discount rate
3.50% - 19.15%
(9.19%)
CMBS
$
36,134 
Discounted cash flow; market comparable transactions
Discount margin (discount rate)
8.03% - 35.15%
(14.96%)
Yield assumption
12.00% - 40.00%
(19.55%)
CLO subordinated note
$
15,786 
Discounted cash flow
Discount rate
16.50% - 22.50%
Constant default rate
2.00%
Recovery rate
65.00%
The following table summarizes the valuation techniques and significant unobservable inputs used for the Company’s real estate assets and debt that are categorized within Level 3 of the fair value hierarchy as of June 30, 2026.
Investment
Fair Value as of June 30, 2026
(in thousands)
Valuation
Techniques
Unobservable
Input
Range/Amount
(Weighted Average)
Real Estate
$
1,389,588 
Discounted cash flow;
direct capitalization
Discount rate
6.75% - 12.00%
(10.10%)
Terminal capitalization rate
5.75% - 10.50%
(8.60%)
Market capitalization rate
4.50% - 8.50%
(6.50%)
Credit facilities, notes payable and repurchase facilities
$
2,645,081 
Discounted cash flow
Market borrowing rate
4.67% - 7.92%
(6.21%)
Credit spread
1.05% - 7.21%
(3.56%)
Schedule of Reconciliation of the Changes in Financial Assets and Liabilities With Level 3 Inputs
The following are reconciliations of the changes in assets and liabilities measured at fair value with Level 3 inputs in the fair value hierarchy for the six months ended June 30, 2026 (in thousands):
Level 3
Assets
Liabilities
Beginning balance, January 1, 2026
$
14,700 
$
— 
Assets acquired in the Transactions
3,127,592 
— 
Initial recognition of earnout liability in connection with the Transactions
— 
407,500 
Ending balance June 30, 2026
$
3,142,292 
$
407,500