Quarterly report pursuant to Section 13 or 15(d)

HMBS Related Obligations, at Fair Value (Tables)

v3.23.1
HMBS Related Obligations, at Fair Value (Tables)
3 Months Ended
Mar. 31, 2023
Debt Disclosure [Abstract]  
Summary of HMBS related obligations, at fair value
HMBS related obligations, at fair value, consisted of the following (in thousands):
March 31, 2023 December 31, 2022
Ginnie Mae loan pools - UPB $ 15,850,053  $ 10,719,000
Fair value adjustments 557,576  277,755
Total HMBS related obligations, at fair value $ 16,407,629  $ 10,996,755
Weighted average remaining life (in years) 4.4 4.0
Weighted average interest rate 5.7  % 5.0  %