Annual report pursuant to Section 13 and 15(d)

HMBS Related Obligations, at Fair Value (Tables)

v3.22.0.1
HMBS Related Obligations, at Fair Value (Tables)
12 Months Ended
Dec. 31, 2021
Home Equity Conversion Mortgage Backed Security Related Obligations At Fair Value [Abstract]  
Summary of HMBS related obligations, at fair value
HMBS related obligations, at fair value, consisted of the following (in thousands):
                 
    
December 31, 2021
    
December 31, 2020
 
    
Successor
    
Predecessor
 
Ginnie Mae loan pools—UPB
  
$
9,849,835
 
   $ 9,045,104  
Fair value adjustments
  
 
572,523
 
     743,564  
    
 
 
    
 
 
 
Total HMBS related obligations, at fair value
  
$
10,422,358
 
   $ 9,788,668  
    
 
 
    
 
 
 
Weighted average remaining life
  
 
4.6
 
     4.5  
Weighted average interest rate
  
 
2.5
     3.0