Quarterly report pursuant to Section 13 or 15(d)

HMBS Related Obligations, at Fair Value (Tables)

v3.22.2.2
HMBS Related Obligations, at Fair Value (Tables)
9 Months Ended
Sep. 30, 2022
Debt Disclosure [Abstract]  
Summary of HMBS related obligations, at fair value
HMBS related obligations, at fair value, consisted of the following (in thousands):
September 30, 2022 December 31, 2021
Ginnie Mae loan pools - UPB $ 10,587,475  $ 9,849,835 
Fair value adjustments 197,366  572,523 
Total HMBS related obligations, at fair value $ 10,784,841  $ 10,422,358 
Weighted average remaining life (in years) 3.9 4.6
Weighted average interest rate 4.1  % 2.5  %