Quarterly report pursuant to Section 13 or 15(d)

HMBS Related Obligations, at Fair Value (Tables)

v3.22.1
HMBS Related Obligations, at Fair Value (Tables)
3 Months Ended
Mar. 31, 2022
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):
 
    
March 31, 2022
   
December 31, 2021
 
Ginnie Mae loan pools - UPB
  
$
10,109,820
 
  $ 9,849,835  
Fair value adjustments
  
 
438,311
 
    572,523  
    
 
 
   
 
 
 
Total HMBS related obligations, at fair value
  
$
10,548,131
 
  $ 10,422,358  
    
 
 
   
 
 
 
Weighted average remaining life (in years)
  
 
4.4
 
    4.6  
Weighted average interest rate
  
 
2.6
    2.5