Annual report pursuant to Section 13 and 15(d)

HMBS Related Obligations, at Fair Value (Tables)

v3.22.4
HMBS Related Obligations, at Fair Value (Tables)
12 Months Ended
Dec. 31, 2022
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, 2022 December 31, 2021
Ginnie Mae loan pools - UPB $ 10,719,000  $ 9,849,835 
Fair value adjustments 277,755  572,523 
Total HMBS related obligations, at fair value $ 10,996,755  $ 10,422,358 
Weighted average remaining life (in years) 4.0 4.6
Weighted average interest rate 5.0  % 2.5  %