{"id":18125,"date":"2026-04-07T07:36:32","date_gmt":"2026-04-07T12:36:32","guid":{"rendered":"https:\/\/1reason.com\/re\/orchid-island-capital-announces-march-2026-monthly-dividend-and-february-28-2026-rmbs-portfolio-characteristics\/18125\/"},"modified":"2026-04-08T02:36:32","modified_gmt":"2026-04-08T07:36:32","slug":"orchid-island-capital-announces-march-2026-monthly-dividend-and-february-28-2026-rmbs-portfolio-characteristics","status":"publish","type":"post","link":"https:\/\/1reason.com\/re\/orchid-island-capital-announces-march-2026-monthly-dividend-and-february-28-2026-rmbs-portfolio-characteristics\/18125\/","title":{"rendered":"Orchid Island Capital Announces March 2026 Monthly Dividend and February 28, 2026 RMBS Portfolio Characteristics"},"content":{"rendered":"<div> (the \u201cCompany\u201d) (NYSE: ORC) announced today that the Board of Directors of the Company declared a monthly cash dividend for the month of March 2026. The dividend of $0.12 per share will be paid April 29, 2026 to holders of record of the Company\u2019s common stock on March 31, 2026, with an ex-dividend date of March 31, 2026. The Company plans on announcing its next common stock dividend on April 15, 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 March 18, 2026, the Company had195,511,115shares of common stock outstanding. Asof February 28, 2026, the Company had193,621,550 shares of common stock outstanding. As ofDecember 31, 2025, the Company had181,985,900shares 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 ofFebruary 28, 2026are 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><br \/>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, 2025.<\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td colspan=\"48\" style=\"vertical-align: bottom\"><strong>RMBS Valuation Characteristics<\/strong><\/td>\n<\/tr>\n<tr>\n<td colspan=\"48\" style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><em>($ in thousands)<\/em><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Realized<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Realized<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Dec-25 &#8211;<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Feb-26<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Feb-26<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Net<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Weighted<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>CPR<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>CPR<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Weighted<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Average<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>(1-Month)<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>(3-Month)<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"7\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Modeled Interest<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Current<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Fair<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>% of<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Current<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Average<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Maturity<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>(Reported<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>(Reported<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"7\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Rate Sensitivity (1)<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><strong>Type<\/strong><\/td>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Face<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Value<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Portfolio<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Price<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Coupon<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>GWAC<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Age<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>(Months)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>in Mar)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>in Mar)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>(-50 BPS)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>(+50 BPS)<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"max-width:17%;width:17%;min-width:17%;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong><u>Fixed Rate RMBS<\/u><\/strong><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:4%;width:4%;min-width:4%;text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">30yr 3.0<\/td>\n<td style=\"vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">326,264<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">299,711<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2.69<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">91.86<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.00<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.52<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">58<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">295<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">7.0<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">6.6<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">8,732<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(8,810<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">30yr 3.5<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">37,847<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">35,791<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">0.32<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">94.57<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.50<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.30<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">77<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">264<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">0.7<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">0.9<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1,019<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(1,044<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">30yr 4.0<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">49,857<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">48,978<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">0.44<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">98.24<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.00<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.77<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">81<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">274<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">11.2<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">10.1<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1,150<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(1,207<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">30yr 4.5<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">265,635<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">263,886<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2.36<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">99.34<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.50<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5.44<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">44<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">311<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">7.6<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">6.6<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4,593<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(5,413<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">30yr 5.0<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1,712,485<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1,731,362<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">15.51<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">101.10<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5.00<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">6.00<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">12<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">346<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5.5<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5.5<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">23,967<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(32,392<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">30yr 5.5<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3,423,264<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3,524,995<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">31.58<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">102.97<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5.50<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">6.46<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">11<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">345<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">8.9<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">7.9<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">32,132<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(49,754<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">30yr 6.0<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3,220,440<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3,346,156<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">29.98<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">103.90<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">6.00<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">6.93<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">15<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">340<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">18.7<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">17.1<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">17,518<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(29,450<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">30yr 6.5<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1,602,011<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1,684,327<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">15.09<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">105.14<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">6.50<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">7.39<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">18<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">338<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">22.5<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">20.1<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5,701<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(8,992<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">30yr 7.0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">202,017<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">213,445<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1.91<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">105.66<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">7.00<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">7.95<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">28<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">323<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">22.5<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">33.4<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1,329<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(1,521<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">30yr Total<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">10,839,820<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,148,651<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">99.89<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">102.85<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.63<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">6.56<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">16<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">339<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">13.5<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12.7<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">96,141<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(138,583<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><strong>Total Pass-Through RMBS<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">10,839,820<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,148,651<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">99.89<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">102.85<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.63<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">6.56<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">16<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">339<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">13.5<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12.7<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">96,141<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(138,583<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong><u>Structured RMBS<\/u><\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">IO 20yr 4.0<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5,133<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">400<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">0.00<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">7.80<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.00<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.56<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">169<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">65<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">6.6<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">9.1<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(2<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">IO 30yr 4.0<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">62,040<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">11,336<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">0.10<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">18.27<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.00<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.60<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">137<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">213<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.2<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5.7<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(144<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">15<\/td>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">IO 30yr 4.5<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2,713<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">487<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">0.00<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">17.96<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.50<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.99<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">187<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">159<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">7.8<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">8.7<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(5<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1<\/td>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">IO 30yr 5.0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1,422<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">283<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.00<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">19.91<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.00<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.37<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">188<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">159<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.9<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1.8<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(5<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">&#8211;<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">IO Total<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">71,308<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12,506<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.11<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">17.54<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.04<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.62<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">143<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">199<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.5<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">6.0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(153<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">14<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">IIO 30yr 4.0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">15,796<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">174<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.00<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1.10<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.14<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.40<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">101<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">247<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11.6<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">16.7<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">616<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(172<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><strong>Total Structured RMBS<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">87,104<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12,680<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.11<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">14.56<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">3.33<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.58<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">135<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">208<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.8<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">8.0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">463<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(158<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">)<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\"><strong>Total Mortgage Assets<\/strong><\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">10,926,924<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,161,331<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">100.00<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.61<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">6.55<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">17<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">338<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">13.4<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12.7<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">96,604<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(138,741<\/td>\n<td style=\"border-bottom: double black 3pt;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=\"vertical-align: bottom\" \/>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Hedge<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td \/>\n<td colspan=\"7\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Modeled Interest<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Notional<\/strong><\/td>\n<td \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Period<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td \/>\n<td colspan=\"7\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Rate Sensitivity (1)<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><strong>Hedge<\/strong><\/td>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;border-bottom: solid black 1pt;vertical-align: bottom\"><strong>Balance<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt\" \/>\n<td style=\"text-align: center;vertical-align: middle;border-bottom: solid black 1pt;vertical-align: bottom\"><strong>End<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;border-bottom: solid black 1pt;vertical-align: bottom\"><strong>(-50 BPS)<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;border-bottom: solid black 1pt;vertical-align: bottom\"><strong>(+50 BPS)<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"max-width:36%;width:36%;min-width:36%;vertical-align: bottom\">3-Month SOFR Futures<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:9%;width:9%;min-width:9%;text-align: right;vertical-align: middle;vertical-align: bottom\">(390,000<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">)<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td style=\"max-width:9%;width:9%;min-width:9%;text-align: right;vertical-align: middle;vertical-align: bottom\">Oct-26<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:19%;width:19%;min-width:19%\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:9%;width:9%;min-width:9%;text-align: right;vertical-align: middle;vertical-align: bottom\">(2,584<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">)<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:9%;width:9%;min-width:9%;text-align: right;vertical-align: middle;vertical-align: bottom\">2,584<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">10-Year Treasury Future(2)<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(53,000<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">Jan-33<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(1,760<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1,727<\/td>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">10-Year Ultra Treasury Future(3)<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(60,000<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">Nov-35<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(2,775<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2,651<\/td>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">ERIS SOFR Swap Futures<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(10,000<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">Mar-31<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(228<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">221<\/td>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Swaps<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(6,409,800<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">May-30<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(126,338<\/td>\n<td style=\"vertical-align: bottom\">)<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">122,629<\/td>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">TBA Short<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: solid black 1pt;vertical-align: bottom\">(272,000<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: solid black 1pt\" \/>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: solid black 1pt;vertical-align: bottom\">Mar-26<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: solid black 1pt;vertical-align: bottom\">(1,171<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: solid black 1pt;vertical-align: bottom\">1,925<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\"><strong>Hedge Total<\/strong><\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: double black 3pt;vertical-align: bottom\">(7,194,800<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: double black 3pt\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: double black 3pt;vertical-align: bottom\">(134,856<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: double black 3pt;vertical-align: bottom\">131,737<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\"><strong>Rate Shock Grand Total<\/strong><\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: double black 3pt;vertical-align: bottom\">(38,252<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">)<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;border-bottom: double black 3pt;vertical-align: bottom\">(7,004<\/td>\n<td style=\"border-bottom: double black 3pt;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:3%;width:3%;min-width:3%;padding-right: 0;text-align: left;vertical-align: middle;vertical-align: top\">(1)<\/td>\n<td style=\"max-width:97%;width:97%;min-width:97%;text-align: left;vertical-align: middle;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=\"text-align: left;vertical-align: middle;vertical-align: top\">(2)<\/td>\n<td style=\"text-align: left;vertical-align: middle;vertical-align: top\">Ten-year Treasury futures contracts were valued at prices of$113.81atFebruary 28, 2026. The market value of the short position was$60.3 million.<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left;vertical-align: middle;vertical-align: top\">(3)<\/td>\n<td style=\"text-align: left;vertical-align: middle;vertical-align: top\">Ten-year Ultra Treasury futures contracts were valued at prices of$116.73atFebruary 28, 2026. The market value of the short position was$70.0 million.<\/td>\n<\/tr>\n<tr>\n<td style=\"text-align: left;vertical-align: middle;vertical-align: top\" \/>\n<td style=\"text-align: left;vertical-align: middle;vertical-align: top\" \/><\/tr>\n<\/table>\n<p><\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td colspan=\"8\" style=\"vertical-align: bottom\"><strong>RMBS Assets by Agency<\/strong><\/td>\n<\/tr>\n<tr>\n<td colspan=\"8\" style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><em>($ in thousands)<\/em><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Percentage<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Fair<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>of<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><strong>Asset Category<\/strong><\/td>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Value<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Portfolio<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"max-width:65%;width:65%;min-width:65%;vertical-align: bottom\"><strong>As of February 28, 2026<\/strong><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:15%;width:15%;min-width:15%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:14%;width:14%;min-width:14%;vertical-align: bottom\" \/>\n<td style=\"max-width:2%;width:2%;min-width:2%;vertical-align: bottom\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Fannie Mae<\/td>\n<td style=\"vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5,614,215<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">50.3<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">Freddie Mac<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5,547,116<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">49.7<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">Total Mortgage Assets<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,161,331<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">100.0<\/td>\n<td style=\"border-bottom: double black 3pt;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=\"vertical-align: bottom\"><strong>Investment Company Act of 1940 Whole Pool Test<\/strong><\/td>\n<\/tr>\n<tr>\n<td colspan=\"8\" style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><em>($ in thousands)<\/em><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Percentage<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Fair<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>of<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><strong>Asset Category<\/strong><\/td>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Value<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Portfolio<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"max-width:65%;width:65%;min-width:65%;vertical-align: bottom\"><strong>As of February 28, 2026<\/strong><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:15%;width:15%;min-width:15%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\"><strong \/><\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:14%;width:14%;min-width:14%;vertical-align: bottom\" \/>\n<td style=\"max-width:2%;width:2%;min-width:2%;vertical-align: bottom\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Non-Whole Pool Assets<\/td>\n<td style=\"vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">619,428<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5.5<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">Whole Pool Assets<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">10,541,903<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">94.5<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">Total Mortgage Assets<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,161,331<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">100.0<\/td>\n<td style=\"border-bottom: double black 3pt;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=\"18\" style=\"vertical-align: bottom\"><strong>Borrowings By Counterparty<\/strong><strong \/><\/td>\n<\/tr>\n<tr>\n<td colspan=\"18\" style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><em>($ in thousands)<\/em><\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Weighted<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Weighted<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\"><strong \/><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>% of<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Average<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Average<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/><\/tr>\n<tr>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Total<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Total<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Repo<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Maturity<\/strong><\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Longest<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\"><strong>As of February 28, 2026<\/strong><\/td>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Borrowings<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Debt<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Rate<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td colspan=\"3\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>in Days<\/strong><\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\"><strong>Maturity<\/strong><\/td>\n<\/tr>\n<tr>\n<td style=\"max-width:36%;width:36%;min-width:36%;vertical-align: bottom\">Citigroup Global Markets Inc<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;text-align: right;vertical-align: middle;vertical-align: bottom\">510,479<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:9%;width:9%;min-width:9%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.8<\/td>\n<td style=\"max-width:2%;width:2%;min-width:2%;vertical-align: bottom\">%<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:9%;width:9%;min-width:9%;text-align: right;vertical-align: middle;vertical-align: bottom\">3.80<\/td>\n<td style=\"max-width:2%;width:2%;min-width:2%;vertical-align: bottom\">%<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:10%;width:10%;min-width:10%;text-align: right;vertical-align: middle;vertical-align: bottom\">11<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\" \/>\n<td style=\"max-width:12%;width:12%;min-width:12%;text-align: center;vertical-align: middle;vertical-align: bottom\">3\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Hidden Road Partners Civ US LLC<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">504,581<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.8<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">78<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/28\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">ABN AMRO Bank N.V.<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">497,585<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.7<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.80<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">71<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">The Bank of Nova Scotia<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">492,553<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.6<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">20<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Marex Capital Markets Inc.<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">485,672<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.6<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">28<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">4\/14\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">South Street Securities, LLC<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">482,527<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.5<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.84<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">106<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">11\/13\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">J.P. Morgan Securities LLC<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">482,370<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.5<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">26<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Wells Fargo Securities, LLC<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">476,655<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.5<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.81<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">20<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/21\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">RBC Capital Markets, LLC<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">458,288<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.3<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.86<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">118<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">7\/27\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Merrill Lynch, Pierce, Fenner &amp; Smith<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">452,722<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.3<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.80<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">13<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Daiwa Securities America Inc.<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">451,139<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.3<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.94<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">49<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/18\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">ASL Capital Markets Inc.<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">450,335<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.2<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.85<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">55<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">9\/21\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Bank of Montreal<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">431,115<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.1<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">13<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/13\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">StoneX Financial Inc.<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">426,694<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.0<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">23<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Cantor Fitzgerald &amp; Co<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">419,038<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.9<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">25<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/27\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">DV Securities, LLC Repo<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">406,310<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.8<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">101<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">8\/21\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Clear Street LLC<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">399,651<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.8<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">16<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/19\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Goldman, Sachs &amp; Co<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">381,962<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.6<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">26<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">ING Financial Markets LLC<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">381,030<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.6<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">11<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/11\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Banco Santander SA<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">363,048<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.4<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">24<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/19\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Mirae Asset Securities (USA) Inc.<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">340,588<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.2<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">22<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">4\/8\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Brean Capital, LLC<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">288,543<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2.7<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">17<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Mitsubishi UFJ Securities (USA), Inc.<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">252,183<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2.4<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.81<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">23<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">MUFG Securities Canada, Ltd.<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">240,100<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2.3<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.80<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/2\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Nomura Securities International, Inc.<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">200,611<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1.9<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.92<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">16<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/16\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Mizuho Securities USA LLC<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">200,457<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1.9<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">45<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/19\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Natixis, New York Branch<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">100,664<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">0.9<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79<\/td>\n<td style=\"vertical-align: bottom\">%<\/td>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">27<\/td>\n<td \/>\n<td style=\"vertical-align: bottom\" \/>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">3\/27\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">Lucid Prime Fund, LLC<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">32,741<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.3<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">3.78<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12<\/td>\n<td style=\"border-bottom: solid black 1pt\" \/>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">3\/12\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">Total Borrowings<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">10,609,641<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">100.0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">3.81<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">39<\/td>\n<td style=\"border-bottom: double black 3pt\" \/>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\" \/>\n<td style=\"border-bottom: double black 3pt;text-align: center;vertical-align: middle;vertical-align: bottom\">11\/13\/2026<\/td>\n<\/tr>\n<\/table>\n<p align=\"justify\"><strong><br \/>Contact:<\/strong><\/p>\n<p align=\"justify\">Orchid Island Capital, Inc.<br \/>Robert E. Cauley<br \/>3305 Flamingo Drive, Vero Beach, Florida 32963<br \/>Telephone: (772) 231-1400<\/p>\n<p><img alt=\"\" src=\"data:image\/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==\" class=\"lazyload\" data-src=\"https:\/\/ml.globenewswire.com\/media\/NWYxZmFlYjctZTlkYy00MzU3LWJkNGEtMDFhMDE4NzFkN2MxLTEwMjA3ODAtMjAyNi0wMy0xOC1lbg==\/tiny\/Orchid-Island-Capital-Inc-.png\"><\/div>\n","protected":false},"excerpt":{"rendered":"<div>March 2026Monthly Dividend of $0.12Per Share of Common StockRMBS Portfolio Characteristics as ofFebruary 28, 2026Next Dividend Announcement Expected April 15, 2026 <\/p>\n<p align=\"justify\">VERO BEACH, Fla., March 18, 2026 (GLOBE NEWSWIRE) &#8212; Orchid Island Capital, Inc.<\/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\/18125"}],"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=18125"}],"version-history":[{"count":1,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/posts\/18125\/revisions"}],"predecessor-version":[{"id":18129,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/posts\/18125\/revisions\/18129"}],"wp:attachment":[{"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/media?parent=18125"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/categories?post=18125"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/tags?post=18125"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}