Quarterly report pursuant to Section 13 or 15(d)

HMBS Related Obligations, at Fair Value (Tables)

v3.21.2
HMBS Related Obligations, at Fair Value (Tables)
6 Months Ended
Jun. 30, 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):
 
    
June 30, 2021
         
December 31, 2020
 
    
Successor
         
Predecessor
 
GNMA loan pools—UPB
  
$
9,406,924
   
 
   $ 9,045,104  
Fair value adjustments
  
 
761,300
   
 
     743,564  
    
 
 
        
 
 
 
Total HMBS related obligations, at fair value
  
$
10,168,224
         $ 9,788,668  
    
 
 
        
 
 
 
Weighted average remaining life
  
 
4.4
           4.5  
Weighted average interest rate
  
 
2.6
         3.0