{"id":17057,"date":"2026-01-06T22:09:33","date_gmt":"2026-01-07T04:09:33","guid":{"rendered":"https:\/\/1reason.com\/re\/orchid-island-capital-announces-december-2025-monthly-dividend-and-november-30-2025-rmbs-portfolio-characteristics\/17057\/"},"modified":"2026-01-07T16:09:33","modified_gmt":"2026-01-07T22:09:33","slug":"orchid-island-capital-announces-december-2025-monthly-dividend-and-november-30-2025-rmbs-portfolio-characteristics","status":"publish","type":"post","link":"https:\/\/1reason.com\/re\/orchid-island-capital-announces-december-2025-monthly-dividend-and-november-30-2025-rmbs-portfolio-characteristics\/17057\/","title":{"rendered":"Orchid Island Capital Announces December 2025 Monthly Dividend and November 30, 2025 RMBS Portfolio Characteristics"},"content":{"rendered":"<div>, Dec.  09, 2025  (GLOBE NEWSWIRE) &#8212; Orchid Island Capital, Inc. (the \u201cCompany\u201d) (NYSE: ORC) announced today that the Board of Directors of the Company declared a monthly cash dividend for the month of December 2025. The dividend of $0.12 per share will be paid January 29, 2026 to holders of record of the Company\u2019s common stock on December 31, 2025, with an ex-dividend date of December 31, 2025. The Company plans on announcing its next common stock dividend on January 7, 2026.  <\/p>\n<p align=\"justify\">The Company intends to make regular monthly cash distributions to its holders of common stock. In order to qualify as a real estate investment trust (\u201cREIT\u201d), the Company must distribute annually to its stockholders an amount at least equal to 90% of its REIT taxable income, determined without regard to the deduction for dividends paid and excluding any net capital gain. The Company will be subject to income tax on taxable income that is not distributed and to an excise tax to the extent that a certain percentage of its taxable income is not distributed by specified dates. The Company has not established a minimum distribution payment level and is not assured of its ability to make distributions to stockholders in the future.<\/p>\n<p align=\"justify\">As of December 9, 2025, the Company had179,058,553shares of common stock outstanding. Asof November 30, 2025, the Company had174,548,004 shares of common stock outstanding. As ofSeptember 30, 2025, the Company had148,239,401shares of common stock outstanding.<\/p>\n<p align=\"justify\"><strong>RMBS Portfolio Characteristics<\/strong><\/p>\n<p align=\"justify\">Details of the RMBS portfolio as ofNovember 30, 2025are presented below.These figures are preliminary and subject to change.The information contained herein is an intra-quarter update created by the Company based upon information that the Company believes is accurate:<\/p>\n<ul>\n<li>RMBS Valuation Characteristics<\/li>\n<li>RMBS Assets by Agency<\/li>\n<li>Investment Company Act of 1940 (Whole Pool) Test Results<\/li>\n<li>Repurchase Agreement Exposure by Counterparty<\/li>\n<li>RMBS Risk Measures<\/li>\n<\/ul>\n<p align=\"justify\"><strong>About Orchid Island Capital, Inc.<\/strong><\/p>\n<p align=\"justify\">Orchid Island Capital, Inc. is a specialty finance company that invests on a leveraged basis in Agency RMBS. Our investment strategy focuses on, and our portfolio consists of, two categories of Agency RMBS: (i) traditional pass-through Agency RMBS, such as mortgage pass-through certificates and collateralized mortgage obligations issued by Fannie Mae, Freddie Mac or Ginnie Mae, and (ii) structured Agency RMBS. The Company is managed by Bimini Advisors, LLC, a registered investment adviser with the Securities and Exchange Commission.<\/p>\n<p align=\"justify\"><strong>Forward-Looking Statements<\/strong><\/p>\n<p align=\"justify\">This press release contains forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995 and other federal securities laws. These forward-looking statements include, but are not limited to, statements about the Company\u2019s distributions. These forward-looking statements are based upon Orchid Island Capital, Inc.\u2019s present expectations, but these statements are not guaranteed to occur. Investors should not place undue reliance upon forward-looking statements. For further discussion of the factors that could affect outcomes, please refer to the \u201cRisk Factors\u201d section of the Company\u2019s Annual Report on Form 10-K for the fiscal year ended December 31, 2024.<\/p>\n<table style=\"border-collapse: collapse;width:99%;border-collapse:collapse\">\n<tr>\n<td colspan=\"36\" style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>RMBS Valuation Characteristics<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"max-width:12%;width:12%;min-width:12%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><em>($ in thousands)<\/em><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:5%;width:5%;min-width:5%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:5%;width:5%;min-width:5%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:5%;width:5%;min-width:5%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:5%;width:5%;min-width:5%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:6%;width:6%;min-width:6%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:6%;width:6%;min-width:6%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:6%;width:6%;min-width:6%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:6%;width:6%;min-width:6%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:5%;width:5%;min-width:5%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:5%;width:5%;min-width:5%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:5%;width:5%;min-width:5%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:5%;width:5%;min-width:5%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Realized<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Realized<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Sep-25 &#8211;<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Nov-25<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Nov-25<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Net<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Weighted<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>CPR<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>CPR<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Weighted<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Average<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>(1-Month)<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>(3-Month)<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Modeled Interest<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Current<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Fair<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>% of<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Current<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Average<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Maturity<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>(Reported<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>(Reported<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Rate Sensitivity (1)<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Type<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Face<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Value<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Portfolio<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Price<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Coupon<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>GWAC<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Age<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>(Months)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>in Dec)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>in Dec)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>(-50 BPS)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>(+50 BPS)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong><u>Fixed Rate RMBS<\/u><\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">15yr 4.5 TBA<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">250,000<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">250,098<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2.53<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">100.04<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.50<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.41<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">174<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">n\/a<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">n\/a<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3,124<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(3,804<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">15yr Total<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">250,000<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">250,098<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2.53<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">100.04<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.50<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.41<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">174<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">n\/a<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">n\/a<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3,124<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(3,804<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr 3.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">820,289<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">742,864<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">7.51<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">90.56<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.48<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">57<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">295<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.4<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">7.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">21,460<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(21,533<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr 3.5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">159,755<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">150,291<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1.52<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">94.08<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.50<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.04<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">69<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">277<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.4<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.6<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4,078<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(4,105<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr 4.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">153,143<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">147,527<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1.49<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">96.33<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.70<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">55<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">299<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">8.3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9.3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3,633<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(3,821<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr 4.5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">272,878<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">269,110<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2.72<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">98.62<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.50<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.44<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">41<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">314<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13.1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11.3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5,123<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(5,844<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr 5.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">758,505<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">762,519<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">7.71<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">100.53<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.98<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">20<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">336<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">7.8<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13,353<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(16,297<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr 5.5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2,630,409<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2,691,634<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">27.23<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">102.33<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.50<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.46<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">346<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9.1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">32,806<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(45,296<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr 6.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2,978,967<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3,084,196<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">31.20<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">103.53<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.93<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">343<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">16.9<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">15.3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">22,752<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(35,370<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr 6.5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1,462,319<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1,530,870<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">15.49<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">104.69<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.50<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">7.39<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">17<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">338<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">21.6<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">21.3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6,989<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(11,266<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr 7.0<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">230,369<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">242,648<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2.45<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">105.33<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">7.00<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">7.95<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">25<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">326<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">38.8<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">34.4<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1,528<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(1,797<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">30yr Total<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,466,634<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,621,659<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">97.33<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">101.64<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.50<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.39<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">20<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">335<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13.8<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13.8<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">111,722<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(145,329<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Total Pass-Through RMBS<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,716,634<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,871,757<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">99.86<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">101.60<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.48<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.37<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">20<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">331<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13.8<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13.8<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">114,846<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(149,133<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong><u>Structured RMBS<\/u><\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">IO 20yr 4.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5,481<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">442<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">8.07<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.57<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">166<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">68<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">10.4<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11.2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">IO 30yr 3.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2,371<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">285<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.64<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">130<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">220<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">26.1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">10.4<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">IO 30yr 4.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">63,973<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11,863<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.12<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">18.54<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.00<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.60<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">134<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">216<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.7<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9.7<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(286<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">176<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">IO 30yr 4.5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2,799<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">508<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.01<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">18.16<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.50<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.99<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">185<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">162<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.4<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">7.9<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">IO 30yr 5.0<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1,448<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">300<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.00<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">20.72<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.00<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.37<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">185<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">162<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1.1<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11.4<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(5<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">IO Total<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">76,072<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13,398<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.14<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">17.61<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.01<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.59<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">139<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">202<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.6<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9.8<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(295<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">178<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">IIO 30yr 4.0<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">17,923<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">200<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.00<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1.12<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.00<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.40<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">98<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">250<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.7<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.9<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">117<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(82<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Total Structured RMBS<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">93,995<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13,598<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.14<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">14.47<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.24<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.56<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">132<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">212<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.5<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">8.1<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(178<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">96<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Total Mortgage Assets<\/strong><\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,810,629<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,885,355<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">100.00<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.46<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.35<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">21<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">330<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13.7<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">13.8<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">114,668<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(149,037<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<\/table>\n<p><\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Hedge<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Modeled Interest<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Notional<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Period<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Rate Sensitivity (1)<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Hedge<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Balance<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>End<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>(-50 BPS)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>(+50 BPS)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"max-width:42%;width:42%;min-width:42%;padding-left: 0;padding-right: 0;vertical-align: bottom\">3-Month SOFR Futures<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:11%;width:11%;min-width:11%;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(390,000<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"max-width:12%;width:12%;min-width:12%;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">Sep-26<\/td>\n<td style=\"max-width:5%;width:5%;min-width:5%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:11%;width:11%;min-width:11%;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(3,087<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:11%;width:11%;min-width:11%;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3,087<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">5-Year Treasury Future(2)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(562,500<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">May-30<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(11,896<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11,631<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">10-Year Treasury Future(3)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(90,000<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">Nov-32<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(2,989<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2,905<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">10-Year Ultra Treasury Future(4)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(60,000<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">Aug-35<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(2,737<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2,624<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">5-Year ERIS SOFR Swap Futures<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(10,000<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">Dec-30<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(228<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">221<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Swaps<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(4,433,300<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">Feb-31<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(106,796<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">103,367<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">TBA Short<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(644,900<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">Dec-25<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(5,994<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,442<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Hedge Total<\/strong><\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(6,190,700<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(133,727<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">133,277<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Rate Shock Grand Total<\/strong><\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(19,059<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">(15,760<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">)<\/td>\n<\/tr>\n<\/table>\n<p><\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td style=\"max-width:4%;width:4%;min-width:4%;padding-left: 0;padding-right: 0;text-align: right;vertical-align: middle;vertical-align: top\">(1<\/td>\n<td style=\"max-width:3%;width:3%;min-width:3%;text-align: left;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: top\">)<\/td>\n<td style=\"max-width:93%;width:93%;min-width:93%;padding-left: 0;padding-right: 0;vertical-align: top\">Modeled results from Citigroup Global Markets Inc. Yield Book. Interest rate shocks assume instantaneous parallel shifts and horizon prices are calculated assuming constant SOFRoption-adjusted spreads. These results are for illustrative purposes only and actual results may differ materially.<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;text-align: right;vertical-align: middle;vertical-align: top\">(2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: top\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: top\">Five-year Treasury futures contracts were valued at prices of$109.77atNovember 30, 2025. The market value of the short position was$617.4 million.<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;text-align: right;vertical-align: middle;vertical-align: top\">(3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: top\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: top\">Ten-year Treasury futures contracts were valued at prices of$113.34atNovember 30, 2025. The market value of the short position was$102.0 million.<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;text-align: right;vertical-align: middle;vertical-align: top\">(4<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: top\">)<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: top\">Ten-year Ultra futures contracts were valued at prices of$116.20atNovember 30, 2025. The market value of the short position was$69.7 million.<\/td>\n<\/tr>\n<\/table>\n<p><\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td style=\"max-width:56%;width:56%;min-width:56%;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>RMBS Assets by Agency<\/strong><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:19%;width:19%;min-width:19%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:19%;width:19%;min-width:19%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><em>($ in thousands)<\/em><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Percentage<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Fair<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>of<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Asset Category<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Value<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Portfolio<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>As of November 30, 2025<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Fannie Mae<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5,428,964<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">56.3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">Freddie Mac<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4,206,293<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">43.7<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">Total Mortgage Assets<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,635,257<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">100.0<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<\/tr>\n<\/table>\n<p><\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td colspan=\"8\" style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Investment Company Act of 1940 Whole Pool Test<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"max-width:56%;width:56%;min-width:56%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><em>($ in thousands)<\/em><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:19%;width:19%;min-width:19%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:19%;width:19%;min-width:19%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Percentage<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Fair<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>of<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Asset Category<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Value<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Portfolio<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>As of November 30, 2025<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Non-Whole Pool Assets<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">644,016<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">6.7<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">Whole Pool Assets<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">8,991,241<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">93.3<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">Total Mortgage Assets<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,635,257<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">100.0<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<\/tr>\n<\/table>\n<p><\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td style=\"max-width:28%;width:28%;min-width:28%;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Borrowings By Counterparty<\/strong><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:12%;width:12%;min-width:12%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:12%;width:12%;min-width:12%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:12%;width:12%;min-width:12%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:12%;width:12%;min-width:12%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"max-width:12%;width:12%;min-width:12%;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><em>($ in thousands)<\/em><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Weighted<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Weighted<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>% of<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Average<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Average<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Total<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Total<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Repo<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Maturity<\/strong><\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Longest<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>As of November 30, 2025<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Borrowings<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Debt<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Rate<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>in Days<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\"><strong>Maturity<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Citigroup Global Markets Inc<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">529,451<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.8<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.08<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">48<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2\/25\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">J.P. Morgan Securities LLC<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">502,011<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.14<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">21<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/24\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Merrill Lynch, Pierce, Fenner &amp; Smith<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">465,998<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5.1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.17<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">48<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2\/13\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">South Street Securities, LLC<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">423,391<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.7<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.04<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">147<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11\/13\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Wells Fargo Securities, LLC<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">387,082<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.14<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">10<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/29\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">DV Securities, LLC Repo<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">381,437<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.09<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">43<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2\/20\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Hidden Road Partners Civ US LLC<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">379,212<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.11<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">30<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2\/24\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Daiwa Securities America Inc.<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">377,886<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.10<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">86<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">ASL Capital Markets Inc.<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">377,675<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.16<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">63<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9\/21\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">ABN AMRO Bank N.V.<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">368,418<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.14<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">41<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Marex Capital Markets Inc.<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">367,575<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.13<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">41<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">StoneX Financial Inc.<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">365,735<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.13<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">21<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/22\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">The Bank of Nova Scotia<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">362,385<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.0<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.13<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">23<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/23\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Clear Street LLC<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">350,740<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.9<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.12<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">14<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/18\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Bank of Montreal<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">346,435<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.8<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.10<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">31<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1\/14\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Goldman, Sachs &amp; Co<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">327,932<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.6<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.12<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">28<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/29\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Mirae Asset Securities (USA) Inc.<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">327,016<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.6<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.12<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">22<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1\/15\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">RBC Capital Markets, LLC<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">322,041<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.6<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.09<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">57<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Banco Santander SA<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">315,820<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.13<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">27<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2\/13\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Cantor Fitzgerald &amp; Co<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">308,472<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.4<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.09<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">51<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">ING Financial Markets LLC<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">284,938<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">3.1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.07<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">79<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2\/17\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">MUFG Securities Canada, Ltd.<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">251,521<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2.8<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.13<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">5<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/5\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Mitsubishi UFJ Securities (USA), Inc.<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">239,322<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2.6<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.13<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">15<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/15\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Nomura Securities International, Inc.<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">207,915<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2.3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.16<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">15<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/15\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Mizuho Securities USA LLC<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">206,505<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">2.3<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.09<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">43<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Brean Capital, LLC<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">149,905<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1.7<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.14<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/11\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">Natixis, New York Branch<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">105,592<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1.2<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.20<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">1<\/td>\n<td style=\"padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/1\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">Lucid Prime Fund, LLC<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">33,925<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">0.4<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.12<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11<\/td>\n<td style=\"border-bottom: solid black 1pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">12\/11\/2025<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">Total Borrowings<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">9,066,335<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">100.0<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">4.12<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">41<\/td>\n<td style=\"border-bottom: double black 3pt;padding-left: 0;padding-right: 0;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: center;vertical-align: middle;padding-left: 0;padding-right: 0;vertical-align: bottom\">11\/13\/2026<\/td>\n<\/tr>\n<\/table>\n<pre>CONTACT: Contact:&#013;\n&#013;\nOrchid Island Capital, Inc.&#013;\nRobert E. Cauley&#013;\n3305 Flamingo Drive, Vero Beach, Florida 32963&#013;\nTelephone: (772) 231-1400<\/pre>\n<p><img alt=\"\" src=\"data:image\/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==\" class=\"lazyload\" data-src=\"https:\/\/ml.globenewswire.com\/media\/MzdlODM2Y2UtOWJkOC00NDk3LTllMDgtNzkwMTRkZDFkMTM0LTEwMjA3ODAtMjAyNS0xMi0wOS1lbg==\/tiny\/Orchid-Island-Capital-Inc-.png\"><\/div>\n","protected":false},"excerpt":{"rendered":"<div>December 2025 Monthly Dividend of $0.12 Per Share of Common StockRMBS Portfolio Characteristics as of November 30, 2025Next Dividend Announcement Expected January 7, 2026 <\/p>\n<p align=\"justify\">VERO BEACH, Fla.<\/p>\n<\/div>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":[],"categories":[11],"tags":[],"acf":[],"_links":{"self":[{"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/posts\/17057"}],"collection":[{"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/comments?post=17057"}],"version-history":[{"count":1,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/posts\/17057\/revisions"}],"predecessor-version":[{"id":17070,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/posts\/17057\/revisions\/17070"}],"wp:attachment":[{"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/media?parent=17057"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/categories?post=17057"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/tags?post=17057"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}