{"id":488,"date":"2020-10-14T13:01:12","date_gmt":"2020-10-14T18:01:12","guid":{"rendered":"https:\/\/1reason.com\/re\/orchid-island-capital-announces-september-2020-monthly-dividend-and-august-31-2020-rmbs-portfolio-characteristics\/488\/"},"modified":"2020-10-15T08:01:12","modified_gmt":"2020-10-15T13:01:12","slug":"orchid-island-capital-announces-september-2020-monthly-dividend-and-august-31-2020-rmbs-portfolio-characteristics","status":"publish","type":"post","link":"https:\/\/1reason.com\/re\/orchid-island-capital-announces-september-2020-monthly-dividend-and-august-31-2020-rmbs-portfolio-characteristics\/488\/","title":{"rendered":"Orchid Island Capital Announces September 2020 Monthly Dividend and August 31, 2020 RMBS Portfolio Characteristics"},"content":{"rendered":"<div>, Sept.  16, 2020  (GLOBE NEWSWIRE) &#8212; Orchid Island Capital, Inc. (the \u201cCompany\u201d) (NYSE:ORC) announced today that the Board of Directors (the \u201cBoard\u201d) declared a monthly cash dividend for the month of September 2020. The dividend of $0.065 per share will be paid October 28, 2020, to holders of record of the Company\u2019s common stock on September 30, 2020, with an ex-dividend date of September 29, 2020. The Company plans on announcing its next common stock dividend after the Board\u2019s meeting on October 14, 2020.  <\/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 September 16, 2020, the Company had68,906,465 shares of common stock outstanding. As of August 31, 2020, the Company had 68,214,819 shares of common stock outstanding. As of June 30, 2020, the Company had 66,220,664 shares 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 of August 31, 2020 are 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 type=\"disc\">\n<li>RMBS Valuation Characteristics<\/li>\n<li>RMBS Assets by Agency<\/li>\n<li>Investment Company Act of 1940 (Whole Pool) Test Results<\/li>\n<li>Repurchase Agreement Exposure by Counterparty<\/li>\n<li>RMBS Risk Measures<\/li>\n<\/ul>\n<p align=\"justify\"><strong>About Orchid Island Capital, Inc.<\/strong><\/p>\n<p align=\"justify\">Orchid Island Capital, Inc. is a specialty finance company that invests on a leveraged basis in Agency RMBS. Our investment strategy focuses on, and our portfolio consists of, two categories of Agency RMBS: (i) traditional pass-through Agency RMBS, such as mortgage pass-through certificates and collateralized mortgage obligations issued by Fannie Mae, Freddie Mac or Ginnie Mae, and (ii) structured Agency RMBS. The Company is managed by Bimini Advisors, LLC, a registered investment adviser with the Securities and Exchange Commission.<\/p>\n<p align=\"justify\"><strong>Forward-Looking Statements<\/strong><\/p>\n<p align=\"justify\">This press release contains forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995 and other federal securities laws. These forward-looking statements include, but are not limited to, statements about the Company\u2019s distributions. These forward-looking statements are based upon Orchid Island Capital, Inc.\u2019s present expectations, but these statements are not guaranteed to occur. Investors should not place undue reliance upon forward-looking statements. For further discussion of the factors that could affect outcomes, please refer to the \u201cRisk Factors\u201d section of the Company\u2019s Annual Report on Form 10-K for the fiscal year ended December 31, 2019 and Quarterly Report on Form 10-Q for the three months ended March 31, 2020.<\/p>\n<table class=\"gnw_table_border_collapse hugin\" style=\"width:100%;border-collapse:collapse !important\">\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"25\" \/><\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"25\"><strong>RMBS Valuation Characteristics<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><em>($ in thousands)<\/em><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Realized<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Realized<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Aug 2020<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Jun &#8211; Aug<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Modeled<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Modeled<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Net<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Weighted<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>CPR<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>2020 CPR<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Interest<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Interest<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>%<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Weighted<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Average<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>(1-Month)<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>(3-Month)<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Rate<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Rate<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Current<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Fair<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>of<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Current<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Average<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Maturity<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>(Reported<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>(Reported<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Sensitivity<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Sensitivity<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong>Type<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Face<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Value<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Portfolio<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Price<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Coupon<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>GWAC<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Age<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>(Months)<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>in Sep)<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>in Sep)<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>(-50 BPS)<sup>(1)<\/sup><\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>(+50 BPS)<sup>(1)<\/sup><\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong><u>Pass Through RMBS<\/u><\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:28%;width:28%;min-width:28%\">Post Reset ARM<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">$<\/td>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">932<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">$<\/td>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">964<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">0.02<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">$<\/td>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">103.43<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">4.30<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">4.09<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">193<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">168<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">0.00<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">0.00<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">$<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">4<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">$<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">(3<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Fixed Rate CMO<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">145,144<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">155,431<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.02<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">107.09<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.00<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.40<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">38<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">317<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">20.53<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">19.18<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">324<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(302<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">15yr 4.0<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">1,228<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">1,319<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.03<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">107.39<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.00<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.49<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">28<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">138<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.58<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.59<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">17<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(17<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">15yr Total<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">1,228<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">1,319<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.03<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">107.39<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.00<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.49<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">28<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">138<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.58<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.59<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">17<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(17<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">20yr 2.5<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">149,402<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">157,549<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.08<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">105.45<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.50<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.34<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">2<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">238<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.45<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\">n\/a<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(211<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">30<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">20yr Total<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">149,402<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">157,549<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.08<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">105.45<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.50<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.34<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">2<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">238<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.45<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\">n\/a<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(211<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">30<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">30yr 2.5<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">250,000<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">264,317<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">6.84<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">105.73<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.50<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.36<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">1<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">359<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.00<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\">n\/a<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2,350<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(3,756<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">30yr 3.0<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">181,932<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">194,067<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">5.02<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">106.67<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.00<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.84<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">9<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">349<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">14.21<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">10.17<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">927<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(1,304<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">30yr 3.5<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">1,408,624<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">1,551,560<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">40.13<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">110.15<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.50<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.99<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">10<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">346<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">11.48<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">10.03<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">15,968<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(21,146<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">30yr 4.0<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">469,162<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">524,607<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">13.57<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">111.82<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.00<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.52<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">18<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">337<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">13.89<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">13.82<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">6,940<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(8,134<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">30yr 4.5<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">296,626<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">335,290<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">8.67<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">113.03<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.50<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">5.01<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">17<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">341<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">20.30<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">19.60<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3,054<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(3,399<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">30yr 5.0<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">152,723<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">173,899<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.50<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">113.87<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">5.00<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">5.56<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">26<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">329<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">19.98<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">20.88<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">1,916<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(2,012<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">30yr Total<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">2,759,067<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">3,043,740<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">78.73<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">110.32<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.65<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.21<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">12<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">345<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">12.39<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">12.97<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">31,155<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(39,751<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong>Total Pass Through RMBS<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">3,055,773<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">3,359,003<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">86.88<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">109.92<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.61<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.18<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">13<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">338<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">12.33<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">13.35<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">31,289<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(40,043<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong><u>Structured RMBS<\/u><\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/><\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">Interest-Only Securities<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">314,354<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">31,349<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.81<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">9.97<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.00<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.59<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">75<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">272<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">39.64<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">39.27<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(1,212<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2,400<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong>Total Structured RMBS<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">314,354<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">31,349<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.81<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">9.97<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.00<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.59<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">75<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">272<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">39.64<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">39.27<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(1,212<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2,400<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong><u>Long TBA Positions<\/u><\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/><\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">FNCI 2.0 TBA<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">175,000<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">181,918<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.71<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">103.95<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.00<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">1,856<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(2,301<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">FNCL 2.5 TBA<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">279,000<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">293,865<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">7.60<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">105.33<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.50<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2,912<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(4,196<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong>Total Long TBA<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">454,000<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">475,783<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">12.31<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">104.80<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.31<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4,768<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(6,497<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\"><strong>Total Mortgage Assets<\/strong><\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_align_right hugin gnw_vertical_align_bottom\">3,824,127<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_align_right hugin gnw_vertical_align_bottom\">3,866,135<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">100.00<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.49<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.22<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\">18<\/td>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\">332<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">14.88<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">16.48<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">34,845<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(44,140<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<\/table>\n<p><\/p>\n<table class=\"gnw_table_border_collapse hugin\" style=\"width:100%;border-collapse:collapse !important\">\n<tr>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_top_double hugin gnw_vertical_align_bottom\" colspan=\"2\" \/><\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Interest<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Interest<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Average<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Hedge<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Rate<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Rate<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Notional<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Period<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Sensitivity<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Sensitivity<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong>Hedge<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Balance<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>End<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>(-50 BPS)<sup>(1)<\/sup><\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>(+50 BPS)<sup>(1)<\/sup><\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:28%;width:28%;min-width:28%\">Eurodollar Futures<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">$<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">(50,000)<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">Dec-2021<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:20%;width:20%;min-width:20%\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:10%;width:10%;min-width:10%\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">(375<\/td>\n<td class=\"gnw_padding_right_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">)<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">375<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/><\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Swaps<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(820,000)<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">Apr-2025<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(10,824<\/td>\n<td class=\"gnw_padding_right_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">19,590<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">5-Year Treasury Futures<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(69,000)<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\">Dec-2020<sup>(2)<\/sup><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(2,263<\/td>\n<td class=\"gnw_padding_right_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2,188<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">Swaptions<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(667,300)<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">May-2021<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(3,278<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4,680<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\"><strong>Hedge Total<\/strong><\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(1,606,300)<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(16,740<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">26,833<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\"><strong>Rate Shock Grand Total<\/strong><\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">18,105<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">(17,307<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_left hugin gnw_vertical_align_bottom\">)<\/td>\n<\/tr>\n<\/table>\n<p>(1) Modeled results from Citigroup Global Markets Inc. Yield Book. Interest rate shocks assume instantaneous parallel shifts and horizon prices are calculated assuming constant LIBOR option-adjusted spreads. These results are for illustrative purposes only and actual results may differ materially.<\/p>\n<p>(2) Five year treasury futures contracts were valued at prices of $126.03 at August 31, 2020. The market value of the short position was $87.0 million.<\/p>\n<table class=\"gnw_table_border_collapse hugin\" style=\"width:100%;border-collapse:collapse !important\">\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong>RMBS Assets by Agency<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"5\"><strong>Investment Company Act of 1940 Whole Pool Test<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><em>($ in thousands)<\/em><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><em>($ in thousands)<\/em><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Percentage<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Percentage<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Fair<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>of<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Fair<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>of<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong>Asset Category<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Value<sup>(1)<\/sup><\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Portfolio<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong>Asset Category<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Value<sup>(1)<\/sup><\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Portfolio<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong>As of August 31, 2020<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong>As of August 31, 2020<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:37%;width:37%;min-width:37%\">Fannie Mae<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">$<\/td>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">1,984,995<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">58.5<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:38%;width:38%;min-width:38%\">Non-Whole Pool Assets<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">$<\/td>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">698,379<\/td>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:5%;width:5%;min-width:5%\">20.6<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">%<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">Freddie Mac<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">1,405,357<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">41.5<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">Whole Pool Assets<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">2,691,973<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">79.4<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">Total Mortgage Assets<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_align_right hugin gnw_vertical_align_bottom\">3,390,352<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">100.0<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">Total Mortgage Assets<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_align_right hugin gnw_vertical_align_bottom\">3,390,352<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">100.0<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<\/tr>\n<\/table>\n<p>(1) Amounts in the tables above exclude long TBA positions with a market value of approximately $475.8 million.<\/p>\n<p><\/p>\n<table class=\"gnw_table_border_collapse hugin\" style=\"width:100%;border-collapse:collapse !important\">\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><strong>Borrowings By Counterparty<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><em>($ in thousands)<\/em><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/><\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><em \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" colspan=\"2\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Weighted<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Weighted<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><em \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>% of<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Average<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Average<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\"><em \/><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Total<\/strong><\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Total<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Repo<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Maturity<\/strong><\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Longest<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\"><strong>As of August 31, 2020<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Borrowings<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Debt<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong \/><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\" colspan=\"2\"><strong>Rate<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>in Days<\/strong><\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\"><strong>Maturity<\/strong><\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:45%;width:45%;min-width:45%\">Mirae Asset Securities (USA) Inc.<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">$<\/td>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:10%;width:10%;min-width:10%\">373,441<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:10%;width:10%;min-width:10%\">11.6<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" style=\"max-width:10%;width:10%;min-width:10%\">0.25<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" style=\"max-width:1%;width:1%;min-width:1%\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:10%;width:10%;min-width:10%\">109<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" style=\"max-width:10%;width:10%;min-width:10%\">2\/11\/2021<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Wells Fargo Bank, N.A.<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">313,490<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">9.7<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.23<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">11<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">9\/18\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Mitsubishi UFJ Securities (USA), Inc<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">292,156<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">9.0<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.24<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">20<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">9\/28\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Merrill Lynch, Pierce, Fenner &amp; Smith<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">284,184<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">8.8<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.25<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">14<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">9\/30\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">J.P. Morgan Securities LLC<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">266,174<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">8.2<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.28<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">13<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">10\/1\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Cantor Fitzgerald &amp; Co<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">231,199<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">7.1<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.25<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">11<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">9\/15\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">RBC Capital Markets, LLC<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">214,643<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">6.6<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.23<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">40<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">11\/24\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">ASL Capital Markets Inc.<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">205,964<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">6.4<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.23<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">46<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">10\/28\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Citigroup Global Markets Inc<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">205,375<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">6.3<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.25<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">15<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">9\/21\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">ABN AMRO Bank N.V.<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">199,067<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">6.2<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.24<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">27<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">10\/23\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">ING Financial Markets LLC<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">140,669<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">4.3<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.26<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">38<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">10\/19\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Daiwa Securities America Inc.<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">127,730<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.9<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.24<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">35<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">11\/10\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">ED&amp;F Man Capital Markets Inc<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">112,371<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">3.5<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.21<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">58<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">11\/30\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">South Street Securities, LLC<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">77,304<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.4<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.28<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">185<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">5\/13\/2021<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Bank of Montreal<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">73,195<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">2.3<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.25<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">14<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">9\/14\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Lucid Cash Fund USG LLC<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">57,076<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">1.8<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.27<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">10<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">9\/10\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">J.V.B. Financial Group, LLC<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">26,270<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.8<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.30<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">45<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">10\/15\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\">Barclays Capital Inc<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\">25,142<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.8<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.29<\/td>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">71<\/td>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\">11\/10\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\">Austin Atlantic Asset Management Co.<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_align_right hugin gnw_vertical_align_bottom\">10,072<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.3<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_solid gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.30<\/td>\n<td class=\"gnw_border_bottom_solid gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">2<\/td>\n<td class=\"gnw_border_bottom_solid gnw_align_center hugin gnw_vertical_align_bottom\">9\/2\/2020<\/td>\n<\/tr>\n<tr>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">Total Borrowings<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\">$<\/td>\n<td class=\"gnw_border_bottom_double gnw_align_right hugin gnw_vertical_align_bottom\">3,235,522<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">100.0<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_double hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_border_bottom_double gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\">0.25<\/td>\n<td class=\"gnw_border_bottom_double gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\">%<\/td>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\">38<\/td>\n<td class=\"gnw_border_bottom_double gnw_align_center hugin gnw_vertical_align_bottom\">5\/13\/2021<\/td>\n<\/tr>\n<tr>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_right hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_right_none gnw_align_right hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_padding_left_none gnw_align_left hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/>\n<td class=\"gnw_align_center hugin gnw_vertical_align_bottom\" \/><\/tr>\n<\/table>\n<p align=\"justify\"><strong>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 loading=\"lazy\" src=\"data:image\/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==\" width=\"1\" height=\"1\" class=\"lazyload\" data-src=\"https:\/\/ml.globenewswire.com\/release\/track\/72dc5fb3-9134-4ddd-a6c1-5141ecd5958c\"><\/div>\n","protected":false},"excerpt":{"rendered":"<div>September 2020 Monthly Dividend of $0.065 Per Share of Common StockRMBS Portfolio Characteristics as of August 31, 2020Next Dividend Announcement Expected October 14, 2020 <\/p>\n<p align=\"justify\">VERO BEACH, Fla.<\/p>\n<\/div>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":[],"categories":[11],"tags":[],"acf":[],"_links":{"self":[{"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/posts\/488"}],"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=488"}],"version-history":[{"count":0,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/posts\/488\/revisions"}],"wp:attachment":[{"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/media?parent=488"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/categories?post=488"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/1reason.com\/re\/wp-json\/wp\/v2\/tags?post=488"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}