Annual report pursuant to Section 13 and 15(d)

HMBS Related Obligations, at Fair Value (Tables)

v3.24.0.1
HMBS Related Obligations, at Fair Value (Tables)
12 Months Ended
Dec. 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):
December 31, 2023 December 31, 2022
Ginnie Mae loan pools - UPB $ 16,875,437  $ 10,719,000
Fair value adjustments 478,283  277,755
Total HMBS related obligations, at fair value $ 17,353,720  $ 10,996,755
Weighted average remaining life (in years) 4.1 4.0
Weighted average interest rate 6.6  % 5.0  %