Quarterly report pursuant to Section 13 or 15(d)

HMBS Related Obligations, at Fair Value (Tables)

v3.24.3
HMBS Related Obligations, at Fair Value (Tables)
9 Months Ended
Sep. 30, 2024
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, 2024 December 31, 2023
Ginnie Mae loan pools - UPB $ 17,493,824  $ 16,875,437 
Fair value adjustments 798,219  478,283 
Total HMBS related obligations, at fair value $ 18,292,043  $ 17,353,720 
WAL (in years) 4.1 4.1
Weighted average interest rate 6.6  % 6.6  %