Orchid Island Capital Announces June 2024 Monthly Dividend and May 31, 2024 RMBS Portfolio Characteristics
Orchid Island Capital Announces June 2024 Monthly Dividend and May 31, 2024 RMBS Portfolio Characteristics
The Company also announced that it and Bimini Advisors, LLC ("Bimini") entered into an equity distribution agreement (the "Equity Distribution Agreement") with J.P. Morgan Securities LLC, Citizens JMP Securities, LLC and JonesTrading Institutional Services LLC (collectively, the "Sales Agents") on June 11, 2024, pursuant to which the Company may offer and sell, from time to time, up to an aggregate amount of $250,000,000 of shares of common stock (the "Shares"). - June 2024 Monthly Dividend of $0.12 Per Share of Common Stock
- RMBS Portfolio Characteristics as of May 31, 2024
- Next Dividend Announcement Expected July 10, 2024
- 每股普通股的2024年6月月度股息爲0.12美元。
- 截至2024年5月31日的RMBS投資組合特徵。
- 下一個分紅公告將於2024年7月10日公佈。
VERO BEACH, Fla.--(BUSINESS WIRE)-- Orchid Island Capital, Inc. (the "Company") (NYSE: ORC) announced today that the Board of Directors of the Company declared a monthly cash dividend for the month of June 2024. The dividend of $0.12 per share will be paid July 30, 2024 to holders of record of the Company's common stock on June 28, 2024, with an ex-dividend date of June 28, 2024. The Company plans on announcing its next common stock dividend on July 10, 2024.
佛羅里達州維羅海灘--(美國商業資訊)-- Orchid Island Capital，Inc.（"公司"）（紐約證券交易所：ORC）今天宣佈董事會宣佈2024年6月份現金分紅。每股股息爲0.12美元，將於2024年7月30日支付給2024年6月28日公司普通股股東記錄的持有人，在2024年6月28日（不含分紅日期）前具有分紅資格。公司計劃於2024年7月10日宣佈下一筆普通股分紅。
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 ("REIT"), 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.
公司打算向持有普通股股票的股東定期支付現金分配。爲了符合房地產投資信託（"REIT"）的資格，公司必須每年向股東分配等於至少90％的REIT應稅收入，不考慮支付的股息扣除並排除任何淨資本利得。對於未分配的應稅收入，公司將受到所得稅的影響，並受到某一特定百分比的應稅收入不在指定日期內分配而徵收的消費稅的影響。公司尚未確定最低分配支付水平，並不能保證其今後有能力向股東分配股息。
As of June 11, 2024, the Company had 62,821,552 shares of common stock outstanding. As of May 31, 2024, the Company had 62,269,788 shares of common stock outstanding. As of March 31, 2024, the Company had 52,826,169 shares of common stock outstanding.
截至2024年6月11日，公司擁有62,821,552股普通股。截至2024年5月31日，公司擁有62,269,788股普通股。截至2024年3月31日，公司擁有52,826,169股普通股。
The Company also announced that it and Bimini Advisors, LLC ("Bimini") entered into an equity distribution agreement (the "Equity Distribution Agreement") with J.P. Morgan Securities LLC, Citizens JMP Securities, LLC and JonesTrading Institutional Services LLC (collectively, the "Sales Agents") on June 11, 2024, pursuant to which the Company may offer and sell, from time to time, up to an aggregate amount of $250,000,000 of shares of common stock (the "Shares").
公司還宣佈，公司和Bimini Advisors，LLC（"Bimini"）於2024年6月11日與J.P. Morgan Securities LLC，Citizens JMP Securities，LLC和JonesTrading Institutional Services LLC（統稱“銷售代理”）簽訂了股權分配協議（"Equity Distribution Agreement"）。根據協議，公司可以不時地提供和出售多達2.5億美元的普通股（ "股份"）。
Pursuant to the Equity Distribution Agreement, the Shares may be offered and sold through the Sales Agents in transactions that are deemed to be "at the market" offerings as defined in Rule 415 under the Securities Act of 1933, as amended, including sales made directly on the New York Stock Exchange or sales made to or through a market maker other than on an exchange or in negotiated transactions (which may include block trades). Under the Equity Distribution Agreement, the Sales Agents will be entitled to compensation of up to 2.0% of the gross proceeds from the sale of the Shares sold through the Sales Agents. The Company has no obligation to sell any of the Shares under the Equity Distribution Agreement and may at any time suspend solicitations and offers under the Equity Distribution Agreement.
根據權益分配協議，股票可以通過銷售代理在被視爲1933年證券法的規定（經修改的“規則415”）下的“在市場上”發行中提供和出售，包括直接在紐約證券交易所銷售或經由市場製造商銷售或通過協商交易的其他方式（可能包括大宗交易）。根據權益分配協議，銷售代理將有權從通過銷售代理出售的股票的總收益中獲得高達2.0％的報酬。公司沒有義務根據權益分配協議出售任何股票，並且可以隨時暫停權益分配協議下的徵招和報價。
The Company has used "at the market" offering programs in the past as a low-cost and effective method to raise equity capital to be strategically deployed into Agency RMBS in conjunction with the Company's core investment strategy. The Company generally prefers such programs over more costly follow-on offerings absent extenuating circumstances and market conditions.
公司過去曾使用“在市場上”提供計劃作爲籌集股本資金以便在公司的核心投資策略中用於策略性部署機構RMBS的低成本和有效的方法。除非存在非常情況和市場情況，否則公司通常更喜歡這樣的計劃而不是更昂貴的跟進性配售。
RMBS Portfolio Characteristics
RMBS投資組合特徵
Details of the RMBS portfolio as of May 31, 2024 are presented below. These figures are preliminary and subject to change. The information contained herein is an intra-quarter update created by the Company based upon information that the Company believes is accurate:
截至2024年5月31日的RMBS投資組合特徵如下所示。這些數字是初步的，可能會更改。本文所包含的信息是公司基於其認爲準確的信息而製作的季度內更新:
- RMBS Valuation Characteristics
- RMBS Assets by Agency
- Investment Company Act of 1940 (Whole Pool) Test Results
- Repurchase Agreement Exposure by Counterparty
- RMBS Risk Measures
- RMBS評估特徵
- 按機構劃分的RMBS資產
- 1940年投資公司（整個池）測試結果
- 通過交易對手方回購協議暴露風險
- RMBS風險措施
About Orchid Island Capital, Inc.
關於Orchid Island Capital，Inc. Orchid Island Capital，Inc.是一家專門從事代理RMBS利潤槓桿操作的金融公司。我們的投資策略重點是代理RMBS的兩個類別：（i）傳統的代理RMBS通過，如由Fannie Mae，Freddie Mac或Ginnie Mae發行的抵押貸款通過證書和抵押質押證券，以及（ii）結構化代理RMBS。該公司由證券交易委員會註冊的投資顧問Bimini Advisors，LLC管理。
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.
本新聞稿包含根據1995年私人證券訴訟改革法案和其他聯邦證券法作出的前瞻性聲明。這些前瞻性聲明包括但不限於有關公司分配、在權益分配協議下出售普通股股票或後續發行的聲明。這些前瞻性聲明基於Orchid Island Capital，Inc.目前的期望，但這些聲明並不保證會發生。投資者不應過度依賴前瞻性聲明。有關可能影響結果的因素的進一步討論，請參閱公司於2023財年結束的報告書上的“風險因素”部分10-K。
Forward-Looking Statements
前瞻性聲明
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's distributions, the offer and sale of shares of common stock under the Equity Distribution Agreement or follow-on offerings. These forward-looking statements are based upon Orchid Island Capital, Inc.'s 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 "Risk Factors" section of the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2023.
RMBS評估特徵
| RMBS Valuation Characteristics | ||||||||||||||||||||||||||||||||||||||||||||||||
| ($ in thousands) | ||||||||||||||||||||||||||||||||||||||||||||||||
| Realized | ||||||||||||||||||||||||||||||||||||||||||||||||
| Realized | Mar-24 - | |||||||||||||||||||||||||||||||||||||||||||||||
| May-24 | May-24 | |||||||||||||||||||||||||||||||||||||||||||||||
| Net | Weighted | CPR | CPR | |||||||||||||||||||||||||||||||||||||||||||||
| Weighted | Average | (1-Month) | (3-Month) | Modeled Interest | ||||||||||||||||||||||||||||||||||||||||||||
| Current | Fair | % of | Current | Average | Maturity | (Reported | (Reported | Rate Sensitivity (1) | ||||||||||||||||||||||||||||||||||||||||
| Type | Face | Value | Portfolio | Price | Coupon | GWAC | Age | (Months) | in June) | in June) | (-50 BPS) | (+50 BPS) | ||||||||||||||||||||||||||||||||||||
| Fixed Rate RMBS | ||||||||||||||||||||||||||||||||||||||||||||||||
| 30yr 3.0 | $ | 1,353,113 | $ | 1,153,213 | 26.12% | 85.23 | 3.00% | 3.46% | 38 | 316 | 5.5% | 5.3% | $ | 36,254 | $ | (36,597) | ||||||||||||||||||||||||||||||||
| 30yr 3.5 | 187,768 | 167,711 | 3.80% | 89.32 | 3.50% | 4.04% | 51 | 297 | 9.3% | 7.0% | 4,748 | (4,794) | ||||||||||||||||||||||||||||||||||||
| 30yr 4.0 | 548,681 | 499,290 | 11.31% | 91.00 | 4.00% | 4.78% | 28 | 329 | 4.9% | 6.3% | 13,391 | (14,162) | ||||||||||||||||||||||||||||||||||||
| 30yr 4.5 | 325,706 | 305,911 | 6.93% | 93.92 | 4.50% | 5.45% | 23 | 334 | 10.2% | 9.9% | 6,692 | (7,305) | ||||||||||||||||||||||||||||||||||||
| 30yr 5.0 | 537,372 | 517,844 | 11.73% | 96.37 | 5.00% | 5.93% | 21 | 335 | 7.3% | 5.9% | 10,775 | (11,967) | ||||||||||||||||||||||||||||||||||||
| 30yr 5.5 | 267,218 | 264,504 | 5.99% | 98.98 | 5.50% | 6.43% | 14 | 344 | 13.3% | 6.0% | 4,840 | (5,550) | ||||||||||||||||||||||||||||||||||||
| 30yr 6.0 | 622,308 | 625,714 | 14.17% | 100.55 | 6.00% | 6.98% | 10 | 345 | 8.5% | 9.5% | 8,586 | (10,361) | ||||||||||||||||||||||||||||||||||||
| 30yr 6.5 | 514,683 | 524,928 | 11.89% | 101.99 | 6.50% | 7.41% | 8 | 349 | 8.1% | 9.8% | 5,505 | (6,907) | ||||||||||||||||||||||||||||||||||||
| 30yr 7.0 | 328,309 | 339,004 | 7.68% | 103.26 | 7.00% | 7.95% | 7 | 349 | 23.5% | 19.3% | 2,513 | (3,391) | ||||||||||||||||||||||||||||||||||||
| 30yr Total | 4,685,158 | 4,398,119 | 99.63% | 93.87 | 4.68% | 5.45% | 24 | 332 | 7.9% | 7.1% | 93,304 | (101,034) | ||||||||||||||||||||||||||||||||||||
| Total Pass Through RMBS | 4,685,158 | 4,398,119 | 99.63% | 93.87 | 4.68% | 5.45% | 24 | 332 | 7.9% | 7.1% | 93,304 | (101,034) | ||||||||||||||||||||||||||||||||||||
| Structured RMBS | ||||||||||||||||||||||||||||||||||||||||||||||||
| IO 20yr 4.0 | 8,044 | 759 | 0.02% | 9.43 | 4.00% | 4.57% | 149 | 85 | 10.9% | 8.9% | 4 | (4) | ||||||||||||||||||||||||||||||||||||
| IO 30yr 3.0 | 2,731 | 323 | 0.01% | 11.82 | 3.00% | 3.64% | 112 | 238 | 0.8% | 7.4% | 1 | (1) | ||||||||||||||||||||||||||||||||||||
| IO 30yr 4.0 | 77,188 | 14,159 | 0.32% | 18.34 | 4.00% | 4.60% | 117 | 234 | 8.1% | 6.6% | (146) | 107 | ||||||||||||||||||||||||||||||||||||
| IO 30yr 4.5 | 3,327 | 612 | 0.01% | 18.40 | 4.50% | 4.99% | 167 | 179 | 5.5% | 6.1% | (1) | (1) | ||||||||||||||||||||||||||||||||||||
| IO 30yr 5.0 | 1,835 | 364 | 0.01% | 19.82 | 5.00% | 5.36% | 167 | 181 | 0.9% | 1.0% | (3) | 1 | ||||||||||||||||||||||||||||||||||||
| IO Total | 93,125 | 16,217 | 0.37% | 17.41 | 4.01% | 4.60% | 122 | 218 | 7.9% | 6.7% | (144) | 102 | ||||||||||||||||||||||||||||||||||||
| IIO 30yr 4.0 | 25,268 | 188 | 0.00% | 0.75 | 0.00% | 4.40% | 80 | 268 | 0.7% | 1.2% | 72 | (57) | ||||||||||||||||||||||||||||||||||||
| Total Structured RMBS | 118,393 | 16,405 | 0.37% | 13.86 | 3.15% | 4.55% | 113 | 229 | 6.4% | 5.5% | (72) | 45 | ||||||||||||||||||||||||||||||||||||
| Total Mortgage Assets | $ | 4,803,551 | $ | 4,414,524 | 100.00% | 4.64% | 5.42% | 26 | 329 | 7.8% | 7.0% | $ | 93,232 | $ | (100,989) | |||||||||||||||||||||||||||||||||
| RMBS估值特徵 | ||||||||||||||||||||||||||||||||||||||||||||||||
| （以千美元計） | ||||||||||||||||||||||||||||||||||||||||||||||||
| 實現 | ||||||||||||||||||||||||||||||||||||||||||||||||
| 實現 | 3月24日 - | |||||||||||||||||||||||||||||||||||||||||||||||
| 5月24日 | 5月24日 | |||||||||||||||||||||||||||||||||||||||||||||||
| 淨利 | 已授予和預期於2021年1月2日授予股份 | CPR | CPR | |||||||||||||||||||||||||||||||||||||||||||||
| 已授予和預期於2021年1月2日授予股份 | 平均值 | (1個月) | (3個月) | 建模利率 | ||||||||||||||||||||||||||||||||||||||||||||
| 當前 | 一般 | 佔比 | 當前 | 平均值 | 到期日 | (報告 | (報告 | 利率敏感度 (1) | ||||||||||||||||||||||||||||||||||||||||
| 類型 | 面值 | 數值 | 投資組合 | 價格 | 存續期間利率2 | 平均加權資金成本率 (GWAC) | 年齡 | (月) | 6月份) | 6月份) | (-50 BPS) | (+50 BPS) | ||||||||||||||||||||||||||||||||||||
| 固定利率RMBS | ||||||||||||||||||||||||||||||||||||||||||||||||
| 30年期3.0 | $ | 1,353,113 | $ | 1,153,213 | 26.12% | 85.23 | 3.00% | 3.46% | 38 | 316 | 5.5% | 5.3% | $ | 36,254 | $ | (36,597) | ||||||||||||||||||||||||||||||||
| 30年期 3.5 | 187,768 | 167,711 | 3.80% | 89.32 | 3.50% | 4.04% | 51 | 297 | 9.3% | 7.0% | 4,748 | （4,794） | ||||||||||||||||||||||||||||||||||||
| 30年期 4.0 | 548,681 | 499,290 | 11.31% | 91.00 | 4.00% | 4.78% | 28 | 329 | 4.9% | 6.3% | 13,391 | (14,162) | ||||||||||||||||||||||||||||||||||||
| 30年期 4.5 | 325,706 | 305,911 | 6.93% | 93.92 | 4.50% | 5.45% | 23 | 334 | 10.2% | 9.9% | 6,692 | (7,305) | ||||||||||||||||||||||||||||||||||||
| 30年期 5.0 | 537,372 | 517,844 | 11.73% | 96.37 | 5.00% | 5.93% | 21 | 335 | 7.3% | 5.9% | 10,775 | （11,967） | ||||||||||||||||||||||||||||||||||||
| 30年期 5.5 | 267,218 | 264,504 | 5.99% | 98.98 | 5.50% | 6.43% | 14 | 344 | 13.3% | 6.0% | 其他非流動資產和固定資產的變動 | （5,550） | ||||||||||||||||||||||||||||||||||||
| 30年期 6.0 | 622,308 | 625,714 | 14.17% | 100.55 | 6.00% | 6.98% | 10 | 345 | 8.5% | 9.5% | 8,586 | （10,361） | ||||||||||||||||||||||||||||||||||||
| 30年期 6.5 | 514,683 | 524,928 | 11.89% | 101.99 | 6.50% | 7.41% | 8 | 349 | 8.1% | 9.8% | 5,505 | （6,907） | ||||||||||||||||||||||||||||||||||||
| 30年期 7.0 | 328,309 | 339,004 | 7.68% | 103.26 | 7.00% | 7.95% | 7 | 349 | 23.5% | 19.3% | 2,513 | (3,391) | ||||||||||||||||||||||||||||||||||||
| 30年期總計 | 4,685,158 | 4,398,119 | 99.63% | 93.87 | 4.68% | 5.45% | 24 | 332 | 7.9% | 7.1% | 93,304 | (101,034) | ||||||||||||||||||||||||||||||||||||
| 總計通過RMBS | 4,685,158 | 4,398,119 | 99.63% | 93.87 | 4.68% | 5.45% | 24 | 332 | 7.9% | 7.1% | 93,304 | (101,034) | ||||||||||||||||||||||||||||||||||||
| 結構化RMBS | ||||||||||||||||||||||||||||||||||||||||||||||||
| IO 20年期 4.0 | 8,044 | 759 | 0.02% | 9.43 | 4.00% | 4.57% | 149 | 85 | 10.9% | 8.9% | 4 | (4) | ||||||||||||||||||||||||||||||||||||
| IO 30年期 3.0 | 2,731 | 323 | 0.01% | 11.82 | 3.00% | 3.64% | 112 | 238 | 0.8% | 7.4% | 1 | (1) | ||||||||||||||||||||||||||||||||||||
| IO 30年期 4.0 | 77,188 | 14,159 | 0.32% | 18.34 | 4.00% | 4.60% | 117 | 234 | 8.1% | 6.6% | (146) | 107 | ||||||||||||||||||||||||||||||||||||
| IO 30年期4.5 | 3,327 | 612 | 0.01% | 18.40 | 4.50% | 4.99% | 167 | 179 | 5.5% | 6.1% | (1) | (1) | ||||||||||||||||||||||||||||||||||||
| IO 30年期5.0 | 1,835 | 364 | 0.01% | 19.82 | 5.00% | 5.36% | 167 | 181 | 0.9% | 1.0% | (3) | 1 | ||||||||||||||||||||||||||||||||||||
| IO合計 | 93,125 | 16,217 | 0.37% | 17.41 | 4.01% | 4.60% | 122 | 218 | 7.9% | 6.7% | （144） | 102 | ||||||||||||||||||||||||||||||||||||
| IIO 30年期4.0 | 25,268 | 188 | 0.00% | 固定費用覆蓋率 | 0.00% | 4.40% | 80 | 268 | 0.7% | 1.2% | 72 | (57) | ||||||||||||||||||||||||||||||||||||
| RMBS結構化資產合計 | 118,393 | 16,405 | 0.37% | 13.86 | 3.15% | 4.55% | 113 | 229 | 6.4% | 5.5% | (72) | 45 | ||||||||||||||||||||||||||||||||||||
| 按揭資產合計 | $ | 4,803,551 | $ | 4,414,524 | 100.00% | 4.64% | 5.42% | 26 | 329 | 7.8% | 7.0% | $ | 93,232 | $ | （100,989） | |||||||||||||||||||||||||||||||||
| Average | Hedge | Modeled Interest | |||||||||||
| Notional | Period | Rate Sensitivity (1) | |||||||||||
| Hedge | Balance | End | (-50 BPS) | (+50 BPS) | |||||||||
| 3-Month SOFR Futures | $ | (100,000) | Mar-26 | $ | (750) | $ | 750 | ||||||
| 5-Year Treasury Future(2) | (421,500) | Sep-24 | (8,480) | 8,282 | |||||||||
| 10-Year Treasury Future(3) | (62,500) | Sep-24 | (1,945) | 1,906 | |||||||||
| Swaps | (2,936,800) | Jun-30 | (75,255) | 72,523 | |||||||||
| TBA | (500,000) | Jun-24 | (13,860) | 14,216 | |||||||||
| Swaptions | (9,400) | Sep-24 | 508 | 86 | |||||||||
| Hedge Total | $ | (4,030,200) | $ | (99,782) | $ | 97,763 | |||||||
| Rate Shock Grand Total | $ | (6,550) | $ | (3,226) | |||||||||
| 平均值 | 套期保值 | 建模利息 | |||||||||||
| 名義本金 | 時期 | 利率敏感度（1） | |||||||||||
| 對沖 | 平衡 | 結束 | （-50個點子） | （+50個點子） | |||||||||
| 3個月SOFR期貨 | $ | （100,000） | 2026年3月 | $ | (750) | $ | 750 | ||||||
| 5年期國債期貨(2) | （421,500） | 2024年9月 | （8,480） | 8,282 | |||||||||
| 10年期國債期貨（3） | （62,500） | 2024年9月 | (1,945) | 1,906 | |||||||||
| 互換 | （2,936,800） | 2022年6月30日 | （75,255） | 72,523 | |||||||||
| 待定交割 | (500,000) | 2024年6月 | （13,860） | 14,216 | |||||||||
| Swaptions | (9,400) | 9月24日 | 508 | 86 | |||||||||
| 對沖總數 | $ | (4,030,200) | $ | (99,782) | $ | 97,763 | |||||||
| 利率衝擊總數 | $ | (6,550) | $ | (3,226) | |||||||||
| (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. |
| (2) | Five-year Treasury futures contracts were valued at prices of $105.80 at May 31, 2024. The market value of the short position was $446.0 million. |
| (3) | Ten-year Treasury futures contracts were valued at prices of $108.80 at May 31, 2024. The market value of the short position was $68.0 million. |
| （1） | Citigroup全球貨幣市場公司提供建模結果。利率衝擊假定瞬時平行移動，地平線價格根據恒定SOFR期權調整點差計算。此結果僅供說明，實際結果可能存在實質性差異。 |
| (2) | 五年期國債期貨合約於2024年5月31日的價格爲105.80美元。空頭頭寸的市場價值爲4.46億美元。 |
| （3） | 十年期國債期貨合約於2024年5月31日的價格爲108.80美元。空頭頭寸的市場價值爲0.68億美元。 |
| RMBS Assets by Agency | ||||||||
| ($ in thousands) | ||||||||
| Percentage | ||||||||
| Fair | of | |||||||
| Asset Category | Value | Portfolio | ||||||
| As of May 31, 2024 | ||||||||
| Fannie Mae | $ | 2,792,509 | 63.3% | |||||
| Freddie Mac | 1,622,015 | 36.7% | ||||||
| Total Mortgage Assets | $ | 4,414,524 | 100.0% | |||||
| 按機構分的住房抵押貸款支持證券資產 | ||||||||
| （以千美元計） | ||||||||
| 百分比 | ||||||||
| 一般 | 1995年。 | |||||||
| 資產類別 | 數值 | 投資組合 | ||||||
| 截至2024年5月31日 | ||||||||
| 房利美 | $ | 2,792,509資產 | 63.3% | |||||
| 房利美 | 1,622,015 | 36.7% | ||||||
| 按揭貸款資產總額 | $ | 4,414,524 | 100.0% | |||||
| Investment Company Act of 1940 Whole Pool Test | ||||||||
| ($ in thousands) | ||||||||
| Percentage | ||||||||
| Fair | of | |||||||
| Asset Category | Value | Portfolio | ||||||
| As of May 31, 2024 | ||||||||
| Non-Whole Pool Assets | $ | 133,198 | 3.0% | |||||
| Whole Pool Assets | 4,281,326 | 97.0% | ||||||
| Total Mortgage Assets | $ | 4,414,524 | 100.0% | |||||
| 1940年投資公司法案整體池檢驗 | ||||||||
| （以千美元計） | ||||||||
| 百分比 | ||||||||
| 一般 | 1995年。 | |||||||
| 資產分類 | 數值 | 投資組合 | ||||||
| 截至2024年5月31日 | ||||||||
| 非整體池資產 | $ | 133,198 | 3.0% | |||||
| 整體池資產 | 4,281,326 | 97.0% | ||||||
| 按揭貸款資產總額 | $ | 4,414,524 | 100.0% | |||||
| Borrowings By Counterparty | |||||||||||||||||
| ($ in thousands) | |||||||||||||||||
| Weighted | Weighted | ||||||||||||||||
| % of | Average | Average | |||||||||||||||
| Total | Total | Repo | Maturity | Longest | |||||||||||||
| As of May 31, 2024 | Borrowings | Debt | Rate | in Days | Maturity | ||||||||||||
| RBC Capital Markets, LLC | $ | 269,405 | 6.8% | 5.46% | 13 | 6/13/2024 | |||||||||||
| J.P. Morgan Securities LLC | 246,914 | 6.2% | 5.46% | 6 | 6/24/2024 | ||||||||||||
| Banco Santander SA | 244,038 | 6.1% | 5.46% | 30 | 7/22/2024 | ||||||||||||
| Cantor Fitzgerald & Co | 240,022 | 6.0% | 5.45% | 45 | 7/15/2024 | ||||||||||||
| DV Securities, LLC Repo | 226,883 | 5.7% | 5.45% | 43 | 7/15/2024 | ||||||||||||
| Marex Capital Markets Inc. | 219,708 | 5.5% | 5.45% | 15 | 6/17/2024 | ||||||||||||
| ABN AMRO Bank N.V. | 218,149 | 5.5% | 5.46% | 30 | 8/29/2024 | ||||||||||||
| ASL Capital Markets Inc. | 213,654 | 5.4% | 5.44% | 47 | 7/29/2024 | ||||||||||||
| Bank of Montreal | 206,351 | 5.2% | 5.45% | 13 | 6/13/2024 | ||||||||||||
| Mitsubishi UFJ Securities (USA), Inc | 206,193 | 5.2% | 5.47% | 61 | 8/29/2024 | ||||||||||||
| Wells Fargo Bank, N.A. | 200,100 | 5.0% | 5.46% | 45 | 7/15/2024 | ||||||||||||
| Citigroup Global Markets Inc | 197,910 | 5.0% | 5.45% | 24 | 6/24/2024 | ||||||||||||
| Mirae Asset Securities (USA) Inc. | 189,441 | 4.8% | 5.46% | 20 | 6/24/2024 | ||||||||||||
| Merrill Lynch, Pierce, Fenner & Smith | 185,916 | 4.7% | 5.48% | 14 | 6/27/2024 | ||||||||||||
| Daiwa Securities America Inc. | 165,971 | 4.2% | 5.45% | 24 | 6/24/2024 | ||||||||||||
| StoneX Financial Inc. | 159,516 | 4.0% | 5.46% | 46 | 7/16/2024 | ||||||||||||
| Goldman, Sachs & Co | 150,734 | 3.8% | 5.44% | 20 | 6/20/2024 | ||||||||||||
| South Street Securities, LLC | 150,292 | 3.8% | 5.45% | 48 | 8/13/2024 | ||||||||||||
| Clear Street LLC | 149,939 | 3.8% | 5.45% | 37 | 7/15/2024 | ||||||||||||
| ING Financial Markets LLC | 124,310 | 3.1% | 5.46% | 13 | 6/13/2024 | ||||||||||||
| Lucid Cash Fund USG LLC | 16,896 | 0.4% | 5.46% | 13 | 6/13/2024 | ||||||||||||
| Total Borrowings | $ | 3,982,342 | 100.0% | 5.46% | 29 | 8/29/2024 | |||||||||||
| 對手方的借款 | |||||||||||||||||
| （以千美元計） | |||||||||||||||||
| 已授予和預期於2021年1月2日授予股份 | 已授予和預期於2021年1月2日授予股份 | ||||||||||||||||
| 佔比 | 平均值 | 平均值 | |||||||||||||||
| 總費用 | 總費用 | 回購協議 | 到期日 | 最長 | |||||||||||||
| 截至2024年5月31日 | 借款 | 債務 | 利率 | 天 | 到期日 | ||||||||||||
| RBC資本市場有限責任公司 | $ | 269,405 | 6.8% | 5.46% | 13 | 2024年6月13日 | |||||||||||
| J.P.摩根證券有限責任公司 | 246,914 | 6.2% | 5.46% | 6 | 2024年6月24日 | ||||||||||||
| 桑坦德銀行 | 244,038 | 6.1% | 5.46% | 30 | 2024年7月22日 | ||||||||||||
| 康達菲茲傑拉德有限公司 | 240,022 | 6.0% | 5.45% | 45 | 2024年7月15日 | ||||||||||||
| DV證券有限責任公司回購 | 226,883 | 5.7% | 5.45% | 43 | 2024年7月15日 | ||||||||||||
| Marex資本市場有限公司 | 219,708 | 5.5% | 5.45% | 15 | 2024年6月17日 | ||||||||||||
| 荷蘭國際銀行有限公司 | 218,149 | 5.5% | 5.46% | 30 | 2024年8月29日 | ||||||||||||
| ASL資本市場有限公司 | 213,654 | 5.4% | 5.44% | 47 | 2024年7月29日 | ||||||||||||
| 蒙特利爾銀行 | 206,351 | 5.2% | 5.45% | 13 | 2024年6月13日 | ||||||||||||
| 三菱日聯證券（美國）股份有限公司 | 206,193 | 5.2% | 5.47% | 61 | 2024年8月29日 | ||||||||||||
| 富國銀行股份有限公司 | 200,100 | 5.0% | 5.46% | 45 | 2024年7月15日 | ||||||||||||
| 花旗集團全球市場股份有限公司 | 197,910 | 5.0% | 5.45% | 24 | 2024年6月24日 | ||||||||||||
| 美盛證券（美國）股份有限公司 | 189,441 | 4.8% | 5.46% | 20 | 2024年6月24日 | ||||||||||||
| 美林證券有限公司 | 185,916 | 4.7% | 5.48% | 14 | 2024年6月27日 | ||||||||||||
| 大和證券美國股份有限公司 | 165,971 | 4.2% | 5.45% | 24 | 2024年6月24日 | ||||||||||||
| stonex金融公司 | 159,516 | 4.0% | 5.46% | 46 | 2024年7月16日 | ||||||||||||
| 高盛 | 150,734 | 3.8% | 5.44% | 20 | 2024年6月20日 | ||||||||||||
| 南街證券有限責任公司 | 150,292 | 3.8% | 5.45% | 48 | 2024年8月13日 | ||||||||||||
| Clear Street LLC | 149,939 | 3.8% | 5.45% | 37 | 2024年7月15日 | ||||||||||||
| ING金融市場有限責任公司 | 124,310 | 3.1% | 5.46% | 13 | 2024年6月13日 | ||||||||||||
| Lucid Cash基金USG LLC | 16,896 | 0.4% | 5.46% | 13 | 2024年6月13日 | ||||||||||||
| 總借款 | $ | 3,982,342 | 100.0% | 5.46% | 29 | 2024年8月29日 | |||||||||||
Orchid Island Capital, Inc.
Robert E. Cauley
Telephone: (772) 231-1400
蘭嶼島資本股份有限公司
羅伯特·E·考利
電話：(772) 231-1400
Source: Orchid Island Capital, Inc.
來源：蘭嶼島資本股份有限公司。