Quarterly report pursuant to Section 13 or 15(d)

HMBS Related Obligations, at Fair Value (Tables)

v3.23.2
HMBS Related Obligations, at Fair Value (Tables)
6 Months Ended
Jun. 30, 2023
Debt Disclosure [Abstract]  
Summary of HMBS related obligations, at fair value
HMBS related obligations, at fair value, consisted of the following for the dates indicated (in thousands):
June 30, 2023 December 31, 2022
Ginnie Mae loan pools - UPB $ 16,194,586  $ 10,719,000
Fair value adjustments 470,949  277,755
Total HMBS related obligations, at fair value $ 16,665,535  $ 10,996,755
Weighted average remaining life (in years) 4.2 4.0
Weighted average interest rate 5.9  % 5.0  %