{"id":962519,"date":"2026-05-13T22:44:26","date_gmt":"2026-05-14T02:44:26","guid":{"rendered":"https:\/\/www.marketnewsdesk.com\/index.php\/orchid-island-capital-announces-may-2026-monthly-dividend-and-april-30-2026-rmbs-portfolio-characteristics\/"},"modified":"2026-05-13T22:44:26","modified_gmt":"2026-05-14T02:44:26","slug":"orchid-island-capital-announces-may-2026-monthly-dividend-and-april-30-2026-rmbs-portfolio-characteristics","status":"publish","type":"post","link":"https:\/\/www.marketnewsdesk.com\/index.php\/orchid-island-capital-announces-may-2026-monthly-dividend-and-april-30-2026-rmbs-portfolio-characteristics\/","title":{"rendered":"Orchid Island Capital Announces May 2026 Monthly Dividend and April 30, 2026 RMBS Portfolio Characteristics"},"content":{"rendered":"<div class=\"mw_release\">\n<ul>\n<li style=\"text-align:left\">May 2026 Monthly Dividend of $0.10 Per Share of Common Stock<\/li>\n<li style=\"text-align:left\">RMBS Portfolio Characteristics as of April 30, 2026<\/li>\n<li style=\"text-align:left\">Next Dividend Announcement Expected June 9, 2026<\/li>\n<\/ul>\n<p align=\"justify\">VERO BEACH, Fla., May  13, 2026  (GLOBE NEWSWIRE) &#8212; Orchid Island Capital, Inc. (the \u201cCompany\u201d) (NYSE: ORC) announced today that the Board of Directors of the Company declared a monthly cash dividend for the month of May 2026. The dividend of $0.10 per share will be paid June 29, 2026 to holders of record of the Company\u2019s common stock on May 29, 2026, with an ex-dividend date of May 29, 2026. The Company plans on announcing its next common stock dividend on June 9, 2026.<\/p>\n<p align=\"justify\">The Company intends to make regular monthly cash distributions to its holders of common stock. In order to qualify as a real estate investment trust (\u201cREIT\u201d), the Company must distribute annually to its stockholders an amount at least equal to 90% of its REIT taxable income, determined without regard to the deduction for dividends paid and excluding any net capital gain. The Company will be subject to income tax on taxable income that is not distributed and to an excise tax to the extent that a certain percentage of its taxable income is not distributed by specified dates. The Company has not established a minimum distribution payment level and is not assured of its ability to make distributions to stockholders in the future.<\/p>\n<p align=\"justify\">As of May 13, 2026\u00a0and\u00a0April 30, 2026, the Company had\u00a0200,700,226 shares of common stock outstanding. As of\u00a0March 31, 2026, the Company had\u00a0196,700,226\u00a0shares of common stock outstanding.<\/p>\n<p align=\"justify\">\n        <strong>RMBS Portfolio Characteristics<\/strong>\n      <\/p>\n<p align=\"justify\">Details of the RMBS portfolio as of\u00a0April 30, 2026\u00a0are presented below.\u00a0These figures are preliminary and subject to change.\u00a0The information contained herein is an intra-quarter update created by the Company based upon information that the Company believes is accurate:<\/p>\n<ul>\n<li>RMBS Valuation Characteristics<\/li>\n<li>RMBS Assets by Agency<\/li>\n<li>Investment Company Act of 1940 (Whole Pool) Test Results<\/li>\n<li>Repurchase Agreement Exposure by Counterparty<\/li>\n<li>RMBS Risk Measures<\/li>\n<\/ul>\n<p align=\"justify\">\n        <strong>About Orchid Island Capital, Inc.<\/strong>\n      <\/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\">\n        <strong>Forward-Looking Statements<\/strong>\n      <\/p>\n<p align=\"justify\">This press release contains forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995 and other federal securities laws. These forward-looking statements include, but are not limited to, statements about the Company\u2019s distributions. These forward-looking statements are based upon Orchid Island Capital, Inc.\u2019s present expectations, but these statements are not guaranteed to occur. Investors should not place undue reliance upon forward-looking statements. For further discussion of the factors that could affect outcomes, please refer to the \u201cRisk Factors\u201d section of the Company\u2019s Annual Report on Form 10-K for the fiscal year ended December 31, 2025.<\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td colspan=\"48\" style=\"width:98.5907%;vertical-align: bottom\">\n            <strong>RMBS Valuation Characteristics<\/strong>\n          <\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td colspan=\"4\" style=\"max-width:5%;width:11.9485%;min-width:5%;border-bottom: solid black 1pt;vertical-align: bottom\">\n            <em>($ in thousands)<\/em><br \/>\n            \n          <\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:5%;width:5.08578%;min-width:5%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:5%;width:5.02451%;min-width:5%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:5%;width:5.02451%;min-width:5%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:6%;width:6.0049%;min-width:6%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:6%;width:6.0049%;min-width:6%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:2%;width:2.02206%;min-width:2%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:5%;width:5.02451%;min-width:5%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:5%;width:5.02451%;min-width:5%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:5%;width:5.02451%;min-width:5%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:5%;width:5.02451%;min-width:5%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:0.980392%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:5%;width:5.02451%;min-width:5%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1.04167%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Realized<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"6\" style=\"width:13.9706%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Realized<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Feb-26 &#8211;<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"6\" style=\"width:13.9706%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Apr-26<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Apr-26<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"6\" style=\"width:13.9706%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.98529%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Net<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Weighted<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>CPR<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>CPR<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"6\" style=\"width:13.9706%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.98529%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Weighted<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Average<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>(1-Month)<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>(3-Month)<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"6\" style=\"width:13.9706%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Modeled Interest<\/strong>\n          <\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:5.82108%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Current<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.06618%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Fair<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>% of<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Current<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.98529%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Average<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Maturity<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>(Reported<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>(Reported<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"6\" style=\"width:13.9706%;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Rate Sensitivity (1)<\/strong>\n          <\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">\n            <strong>Type<\/strong>\n          <\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:5.82108%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Face<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.06618%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Value<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Portfolio<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Price<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.98529%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Coupon<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.98529%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>GWAC<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:3.00245%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Age<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>(Months)<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>in May)<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>in May)<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>(-50 BPS)<\/strong>\n          <\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>(+50 BPS)<\/strong>\n          <\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td colspan=\"4\" style=\"width:11.9485%;vertical-align: middle;text-align: left;padding-left: 10.0px;vertical-align: bottom\">\n            <strong><br \/>\n              <u>Fixed Rate RMBS<\/u><br \/>\n            <\/strong><br \/>\n            \n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;border-left: solid black 1pt;vertical-align: bottom\">15yr 4.5 TBA<\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">$<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">250,000<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">$<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">248,076<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">2.14%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">99.23<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.50%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.41%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">8<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">170<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">n\/a<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">n\/a<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">$<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">3,518<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">$<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(4,113)<\/td>\n<td style=\"width:1.04167%;border-right: solid black 1pt;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">15yr Total<\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">250,000<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">248,076<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">2.14%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">99.23<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.50%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.41%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">8<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">170<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">n\/a<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">n\/a<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">3,518<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(4,113)<\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">30yr 3.0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">320,298<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">285,121<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">2.46%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">89.02<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">3.00%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">3.52%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">60<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">293<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">3.9%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">6.7%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">8,532<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(8,672)<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">30yr 3.5<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">37,630<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">34,449<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">0.30%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">91.55<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">3.50%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.30%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">79<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">262<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">1.1%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">0.8%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">1,012<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(1,032)<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">30yr 4.0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">48,820<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">46,472<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">0.40%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">95.19<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.00%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.77%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">83<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">272<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">12.9%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">10.6%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">1,187<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(1,228)<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">30yr 4.5<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">442,020<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">428,330<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">3.70%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">96.90<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.50%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">5.46%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">28<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">328<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">3.5%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">7.7%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">9,350<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(10,333)<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">30yr 5.0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">1,908,999<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">1,893,235<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">16.35%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">99.17<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">5.00%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">6.00%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">13<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">344<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">5.2%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">5.6%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">35,770<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(42,269)<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">30yr 5.5<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">3,519,332<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">3,577,448<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">30.90%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">101.65<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">5.50%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">6.46%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">13<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">343<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">5.9%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">8.6%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">53,782<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(67,626)<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">30yr 6.0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">3,155,624<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">3,259,141<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">28.15%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">103.28<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">6.00%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">6.92%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">16<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">339<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">18.5%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">21.7%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">32,555<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(45,492)<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">30yr 6.5<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">1,518,506<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">1,590,370<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">13.74%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">104.73<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">6.50%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">7.39%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">20<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">335<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">27.3%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">26.7%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">10,135<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(15,677)<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">30yr 7.0<\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">190,888<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">202,488<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1.75%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">106.08<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">7.00%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">7.95%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">30<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">321<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">42.9%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">33.1%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1,303<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(1,742)<\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">30yr Total<\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,142,117<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,317,054<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">97.75%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">101.57<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.59%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">6.53%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">18<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">338<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12.7%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">14.9%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">153,626<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(194,071)<\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">\n            <strong>Total Pass-Through RMBS<\/strong>\n          <\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,392,117<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,565,130<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">99.89%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">101.52<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.57%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">6.50%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">17<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">334<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12.7%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">14.9%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">157,144<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(198,184)<\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td colspan=\"4\" style=\"width:11.9485%;vertical-align: middle;text-align: left;padding-left: 10.0px;vertical-align: bottom\">\n            <strong><br \/>\n              <u>Structured RMBS<\/u><br \/>\n            <\/strong><br \/>\n            \n          <\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">IO 20yr 4.0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">4,902<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">373<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">0.00%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">7.60<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.00%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.56%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">171<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">63<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">14.4%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">11.7%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">1<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(1)<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">IO 30yr 4.0<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">61,029<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">11,063<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">0.10%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">18.13<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.00%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.60%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">139<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">211<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">5.3%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.6%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(70)<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">102<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;vertical-align: bottom\">IO 30yr 4.5<\/td>\n<td style=\"width:0.183824%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">2,656<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;text-align: right;vertical-align: middle;vertical-align: bottom\">497<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">0.00%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">18.70<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.50%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;text-align: right;vertical-align: middle;vertical-align: bottom\">4.99%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;text-align: right;vertical-align: middle;vertical-align: bottom\">189<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">157<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">11.0%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">8.7%<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">(2)<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;text-align: right;vertical-align: middle;vertical-align: bottom\">&#8211;<\/td>\n<td style=\"width:1.04167%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">IO 30yr 5.0<\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1,396<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">274<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.00%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">19.63<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.00%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.37%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">190<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">157<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1.8%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.4%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(2)<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1<\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">IO Total<\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">69,983<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12,207<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.11%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">17.44<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.04%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.62%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">145<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">197<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">6.1%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.2%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(73)<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">102<\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">IIO 30yr 4.0<\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">14,954<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">97<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.00%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.65<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.16%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.40%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">103<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">245<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12.8%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">8.6%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">69<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(44)<\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">\n            <strong>Total Structured RMBS<\/strong>\n          <\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">84,937<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12,304<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.11%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">14.49<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">3.36%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">4.58%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">137<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">206<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">7.3%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.8%<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(4)<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">58<\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.183824%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.08578%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:1.04167%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"width:5.94363%;border-bottom: double black 3pt;vertical-align: bottom\">\n            <strong>Total Mortgage Assets<\/strong>\n          <\/td>\n<td style=\"width:0.183824%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.735294%;border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"width:5.08578%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,477,054<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"width:5.08578%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,577,434<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">100.00%<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5.55%<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:6.0049%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">6.49%<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:2.02206%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">18<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">333<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">12.7%<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:5.02451%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">14.8%<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"width:5.02451%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">157,140<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"width:0.980392%;border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"width:5.02451%;border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(198,126)<\/td>\n<td style=\"width:1.04167%;border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<\/table>\n<p>\n        \n      <\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Hedge<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Modeled Interest<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Notional<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Period<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"6\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Rate Sensitivity (1)<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\n            <strong>Hedge<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Balance<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>End<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>(-50 BPS)<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>(+50 BPS)<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"max-width:51%;width:51%;min-width:51%;vertical-align: bottom\">3-Month SOFR Futures<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;text-align: right;vertical-align: middle;vertical-align: bottom\">(390,000)<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;text-align: right;vertical-align: middle;vertical-align: bottom\">Dec-26<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;text-align: right;vertical-align: middle;vertical-align: bottom\">(2,113)<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">$<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;text-align: right;vertical-align: middle;vertical-align: bottom\">2,113<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">5-Year Treasury Future(2)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(180,000)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">Aug-30<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(3,747)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3,662<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">10-Year Treasury Future(3)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(123,600)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">Jan-33<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(3,967)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3,909<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">10-Year Ultra Treasury Future(4)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(60,000)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">Nov-35<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(2,669)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2,556<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">ERIS SOFR Swap Futures<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(10,000)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">Jun-31<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(195)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">190<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Swaps<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(7,014,200)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">Nov-30<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">(143,920)<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">139,285<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">TBA Short<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(155,000)<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">May-26<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(688)<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">1,310<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\n            <strong>Hedge Total<\/strong>\n          <\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(7,932,800)<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(157,299)<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">153,025<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\n            <strong>Rate Shock Grand Total<\/strong>\n          <\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(159)<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">(45,101)<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/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 SOFR option-adjusted spreads. These results are for illustrative purposes only and actual results may differ materially.<br \/>(2) Five-year Treasury futures contracts were valued at prices of $107.84 at April 30, 2026. The market value of the short position was $194.1 million.<br \/>(3) Ten-year Treasury futures contracts were valued at prices of $110.59 at April 30, 2026. The market value of the short position was $136.7 million.<br \/>(4) Ten-year Ultra Treasury futures contracts were valued at prices of $112.86 at April 30, 2026. The market value of the short position was $67.7 million.<\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td style=\"max-width:63%;width:63%;min-width:63%;vertical-align: bottom\">\n            <strong>RMBS Assets by Agency<\/strong>\n          <\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:15%;width:15%;min-width:15%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:2%;width:2%;min-width:2%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:15%;width:15%;min-width:15%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\n            <em>($ in thousands)<\/em>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Percentage<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Fair<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>of<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\n            <strong>Asset Category<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Value<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Portfolio<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\n            <strong>As of April 30, 2026<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Fannie Mae<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5,910,702<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">52.2%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">Freddie Mac<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">5,418,656<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">47.8%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">Total Mortgage Assets<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,329,358<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">100.0%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<\/table>\n<p>\n        \n      <\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td colspan=\"8\" style=\"vertical-align: bottom\">\n            <strong>Investment Company Act of 1940 Whole Pool Test<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"max-width:64%;width:64%;min-width:64%;border-bottom: solid black 1pt;vertical-align: bottom\">\n            <em>($ in thousands)<\/em>\n          <\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:15%;width:15%;min-width:15%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:15%;width:15%;min-width:15%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Percentage<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Fair<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>of<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\n            <strong>Asset Category<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Value<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Portfolio<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\n            <strong>As of April 30, 2026<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Non-Whole Pool Assets<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">590,190<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">5.2%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">Whole Pool Assets<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">10,739,167<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">94.8%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">Total Mortgage Assets<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">11,329,357<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">100.0%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<\/table>\n<p>\n        \n      <\/p>\n<table style=\"border-collapse: collapse;width:100%;border-collapse:collapse\">\n<tr>\n<td style=\"max-width:38%;width:38%;min-width:38%;vertical-align: bottom\">\n            <strong>Borrowings By Counterparty<\/strong>\n          <\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:1%;width:1%;min-width:1%;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"max-width:10%;width:10%;min-width:10%;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\n            <em>($ in thousands)<\/em>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Weighted<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Weighted<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>% of<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Average<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Average<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Total<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Total<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Repo<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Maturity<\/strong>\n          <\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Longest<\/strong>\n          <\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\n            <strong>As of April 30, 2026<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Borrowings<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Debt<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Rate<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td colspan=\"2\" style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>in Days<\/strong>\n          <\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">\n            <strong>Maturity<\/strong>\n          <\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Wells Fargo Securities, LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">$<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">540,272<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.9%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">9<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/21\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Hidden Road Partners Civ US LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">500,781<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.6%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">27<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/28\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Marex Capital Markets Inc.<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">498,421<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.6%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">80<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">7\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">ABN AMRO Bank N.V.<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">497,665<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.6%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.77%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">22<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Citigroup Global Markets Inc<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">494,590<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.5%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">13<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">StoneX Financial Inc.<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">488,036<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.5%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">125<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">9\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">ASL Capital Markets Inc.<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">481,407<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.4%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">61<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">9\/21\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">South Street Securities, LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">477,914<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.4%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.83%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">76<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">11\/13\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">The Bank of Nova Scotia<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">472,247<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.3%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">20<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/22\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">J.P. Morgan Securities LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">461,915<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.2%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">26<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">RBC Capital Markets, LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">451,723<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.1%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.83%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">73<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">7\/27\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">DV Securities, LLC Repo<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">450,381<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.1%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">43<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">8\/21\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Cantor Fitzgerald &amp; Co<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">440,165<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.0%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.77%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">22<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/28\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Clear Street LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">437,924<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.0%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">39<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">6\/22\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Daiwa Securities America Inc.<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">432,054<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4.0%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">36<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">6\/23\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Banco Santander SA<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">426,957<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.9%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">14<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/19\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Bank of Montreal<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">416,360<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.8%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">13<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/13\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Goldman, Sachs &amp; Co<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">406,319<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.7%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">27<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/27\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Merrill Lynch, Pierce, Fenner &amp; Smith<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">379,970<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.5%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">18<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">ING Financial Markets LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">370,344<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.4%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.80%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">74<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">7\/13\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Mirae Asset Securities (USA) Inc.<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">328,612<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.0%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">29<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">6\/17\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Brean Capital, LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">283,485<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2.6%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">19<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/26\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Mitsubishi UFJ Securities (USA), Inc.<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">244,377<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2.2%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">22<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/22\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">MUFG Securities Canada, Ltd.<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">227,431<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2.1%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">4<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/4\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Nomura Securities International, Inc.<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">222,189<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">2.0%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">41<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">6\/15\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Mizuho Securities USA LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">194,681<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1.8%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">21<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/22\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">TD Securities (USA) LLC<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">172,885<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">1.6%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.80%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">43<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">6\/12\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"vertical-align: bottom\">Natixis, New York Branch<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">96,572<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">0.9%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: right;vertical-align: middle;vertical-align: bottom\">27<\/td>\n<td style=\"vertical-align: bottom\">\u00a0<\/td>\n<td style=\"text-align: center;vertical-align: middle;vertical-align: bottom\">5\/27\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">Lucid Prime Fund, LLC<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">31,400<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">0.3%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">3.78%<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: right;vertical-align: middle;vertical-align: bottom\">14<\/td>\n<td style=\"border-bottom: solid black 1pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: solid black 1pt;text-align: center;vertical-align: middle;vertical-align: bottom\">5\/14\/2026<\/td>\n<\/tr>\n<tr>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">Total Borrowings<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">$<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">10,927,077<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">100.0%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">3.79%<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: right;vertical-align: middle;vertical-align: bottom\">38<\/td>\n<td style=\"border-bottom: double black 3pt;vertical-align: bottom\">\u00a0<\/td>\n<td style=\"border-bottom: double black 3pt;text-align: center;vertical-align: middle;vertical-align: bottom\">11\/13\/2026<\/td>\n<\/tr>\n<\/table>\n<p align=\"justify\">\n        <strong>Contact:<\/strong>\n      <\/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 decoding=\"async\" alt=\"\" class=\"__GNW8366DE3E__IMG\" src=\"https:\/\/www.globenewswire.com\/newsroom\/ti?nf=OTcxOTgzNSM3NjAxMzYyIzIwMDkyMDc=\" \/><br \/>\n      <br \/>\n      <img decoding=\"async\" alt=\"\" src=\"https:\/\/ml.globenewswire.com\/media\/MTZkMTMyNGEtNDU2OS00MTA4LTk1YWYtN2VmMWQ2YmE0NjBjLTEwMjA3ODAtMjAyNi0wNS0xMy1lbg==\/tiny\/Orchid-Island-Capital-Inc-.png\" \/>\n    <\/div>\n<div class=\"mw_contactinfo\"><\/div>\n","protected":false},"excerpt":{"rendered":"<p>May 2026 Monthly Dividend of $0.10 Per Share of Common Stock RMBS Portfolio Characteristics as of April 30, 2026 Next Dividend Announcement Expected June 9, 2026 VERO BEACH, Fla., May 13, 2026 (GLOBE NEWSWIRE) &#8212; Orchid Island Capital, Inc. (the \u201cCompany\u201d) (NYSE: ORC) announced today that the Board of Directors of the Company declared a monthly cash dividend for the month of May 2026. The dividend of $0.10 per share will be paid June 29, 2026 to holders of record of the Company\u2019s common stock on May 29, 2026, with an ex-dividend date of May 29, 2026. The Company plans on announcing its next common stock dividend on June 9, 2026. The Company intends to make regular monthly cash distributions &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/www.marketnewsdesk.com\/index.php\/orchid-island-capital-announces-may-2026-monthly-dividend-and-april-30-2026-rmbs-portfolio-characteristics\/\" class=\"more-link\">Continue reading<span class=\"screen-reader-text\"> &#8220;Orchid Island Capital Announces May 2026 Monthly Dividend and April 30, 2026 RMBS Portfolio Characteristics&#8221;<\/span><\/a><\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[],"tags":[],"class_list":["post-962519","post","type-post","status-publish","format-standard","hentry"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.8 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Orchid Island Capital Announces May 2026 Monthly Dividend and April 30, 2026 RMBS Portfolio Characteristics - Market Newsdesk<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.marketnewsdesk.com\/index.php\/orchid-island-capital-announces-may-2026-monthly-dividend-and-april-30-2026-rmbs-portfolio-characteristics\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Orchid Island Capital Announces May 2026 Monthly Dividend and April 30, 2026 RMBS Portfolio Characteristics - Market Newsdesk\" \/>\n<meta property=\"og:description\" content=\"May 2026 Monthly Dividend of $0.10 Per Share of Common Stock RMBS Portfolio Characteristics as of April 30, 2026 Next Dividend Announcement Expected June 9, 2026 VERO BEACH, Fla., May 13, 2026 (GLOBE NEWSWIRE) &#8212; Orchid Island Capital, Inc. (the \u201cCompany\u201d) (NYSE: ORC) announced today that the Board of Directors of the Company declared a monthly cash dividend for the month of May 2026. The dividend of $0.10 per share will be paid June 29, 2026 to holders of record of the Company\u2019s common stock on May 29, 2026, with an ex-dividend date of May 29, 2026. The Company plans on announcing its next common stock dividend on June 9, 2026. 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Market Newsdesk","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/www.marketnewsdesk.com\/index.php\/orchid-island-capital-announces-may-2026-monthly-dividend-and-april-30-2026-rmbs-portfolio-characteristics\/","og_locale":"en_US","og_type":"article","og_title":"Orchid Island Capital Announces May 2026 Monthly Dividend and April 30, 2026 RMBS Portfolio Characteristics - Market Newsdesk","og_description":"May 2026 Monthly Dividend of $0.10 Per Share of Common Stock RMBS Portfolio Characteristics as of April 30, 2026 Next Dividend Announcement Expected June 9, 2026 VERO BEACH, Fla., May 13, 2026 (GLOBE NEWSWIRE) &#8212; Orchid Island Capital, Inc. (the \u201cCompany\u201d) (NYSE: ORC) announced today that the Board of Directors of the Company declared a monthly cash dividend for the month of May 2026. The dividend of $0.10 per share will be paid June 29, 2026 to holders of record of the Company\u2019s common stock on May 29, 2026, with an ex-dividend date of May 29, 2026. The Company plans on announcing its next common stock dividend on June 9, 2026. 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