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  <xsd:element id="jmi_EffectiveTaxableIncomeReconciliationNetCapitalLossesCarriedForward" name="EffectiveTaxableIncomeReconciliationNetCapitalLossesCarriedForward" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="jmi_EffectiveTaxableIncomeReconciliationNetPremiumAmortizationDifferences" name="EffectiveTaxableIncomeReconciliationNetPremiumAmortizationDifferences" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="jmi_EffectiveTaxableIncomeReconciliationOtherAdjustments" name="EffectiveTaxableIncomeReconciliationOtherAdjustments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_EffectiveTaxableIncomeReconciliationOtherthanTemporaryImpairmentLossesAmount" name="EffectiveTaxableIncomeReconciliationOtherthanTemporaryImpairmentLossesAmount" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_EquityDistributionAgreementMember" name="EquityDistributionAgreementMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_EstimatedREITTaxableIncome" name="EstimatedREITTaxableIncome" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_FairValueInputsDelinquency" name="FairValueInputsDelinquency" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetNetChangeinDiscount" name="FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetNetChangeinDiscount" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="jmi_FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetNonCashTransferBetweenInvestmentCategories" name="FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetNonCashTransferBetweenInvestmentCategories" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="jmi_FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetTransfersBetweenInvestmentCategories" name="FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetTransfersBetweenInvestmentCategories" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_FollowOnPublicOfferingMember" name="FollowOnPublicOfferingMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_GainLossonAvailableforsaleSecuritiesandShortSales" name="GainLossonAvailableforsaleSecuritiesandShortSales" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_GainLossonSaleofLinkedTransactions" name="GainLossonSaleofLinkedTransactions" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_GainLossonShortSaleofUSTreasurySecurities" name="GainLossonShortSaleofUSTreasurySecurities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_HaircutonRepurchaseAgreements" name="HaircutonRepurchaseAgreements" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="jmi_InterestIncomeAbstract" name="InterestIncomeAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_InterestRateRiskAbstract" name="InterestRateRiskAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_InterestRateRiskDisclosureTextBlock" name="InterestRateRiskDisclosureTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_InterestRateSwapContract121132MonthsMember" name="InterestRateSwapContract121132MonthsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_InterestRateSwapContract1324MonthsMember" name="InterestRateSwapContract1324MonthsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_InterestRateSwapContract2536MonthsMember" name="InterestRateSwapContract2536MonthsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_InterestRateSwapContract3748MonthsMember" name="InterestRateSwapContract3748MonthsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_InterestRateSwapContract4960MonthsMember" name="InterestRateSwapContract4960MonthsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_InterestRateSwapContract6172MonthsMember" name="InterestRateSwapContract6172MonthsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_InterestRateSwapContract8596MonthsMember" name="InterestRateSwapContract8596MonthsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_InterestRateSwapContract97108MonthsMember" name="InterestRateSwapContract97108MonthsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_InterestandDividendIncomeSecuritiesOperatingLinkedTransactions" name="InterestandDividendIncomeSecuritiesOperatingLinkedTransactions" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_JMIAcquisitionCorp.Member" name="JMIAcquisitionCorp.Member" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_JavelinMortgageInvestmentCorp.Member" name="JavelinMortgageInvestmentCorp.Member" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_LinkedTransactionValueofTradingSecuritiesPurchased" name="LinkedTransactionValueofTradingSecuritiesPurchased" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_LinkedTransactionsDisclosureTextBlock" name="LinkedTransactionsDisclosureTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_LinkedTransactionsDisclosureTextBlockAbstract" name="LinkedTransactionsDisclosureTextBlockAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_LinkedTransactionsForwardContractsMember" name="LinkedTransactionsForwardContractsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_LinkedTransactionsMember" name="LinkedTransactionsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_LinkedTransactionsNetAtFairValue" name="LinkedTransactionsNetAtFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_LinkedTransactionsPolicyPolicyTextBlock" name="LinkedTransactionsPolicyPolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_LongTermCollateralExchangeAgreementUSTreasurySecuritiesReceivedinYearOneandTwo" name="LongTermCollateralExchangeAgreementUSTreasurySecuritiesReceivedinYearOneandTwo" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="jmi_LongTermCollateralExchangeAgreementUSTreasurySecuritiesReceivedinYearThree" name="LongTermCollateralExchangeAgreementUSTreasurySecuritiesReceivedinYearThree" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_ManagementFeeMember" name="ManagementFeeMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MarketBasedSecuritiesIncludingTradingSecuritiesUnderlyingLinkedTransactionsMember" name="MarketBasedSecuritiesIncludingTradingSecuritiesUnderlyingLinkedTransactionsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MarketBasedSecuritiesInclusiveofLinkedTransactionsForwardContractsMember" name="MarketBasedSecuritiesInclusiveofLinkedTransactionsForwardContractsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MarketBasedSecuritiesMember" name="MarketBasedSecuritiesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_Maturity31To60DaysMember" name="Maturity31To60DaysMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_Maturity61To90DaysMember" name="Maturity61To90DaysMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MortgageBackedSecuritiesAltAFixedMember" name="MortgageBackedSecuritiesAltAFixedMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MortgageBackedSecuritiesAltAHybridMember" name="MortgageBackedSecuritiesAltAHybridMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MortgageBackedSecuritiesNonPerformingMember" name="MortgageBackedSecuritiesNonPerformingMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MortgageBackedSecuritiesPrimeFixedMember" name="MortgageBackedSecuritiesPrimeFixedMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MortgageBackedSecuritiesPrimeFloaterMember" name="MortgageBackedSecuritiesPrimeFloaterMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MortgageBackedSecuritiesPrimeHybridMember" name="MortgageBackedSecuritiesPrimeHybridMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_MultiFamilyResidentialMortgageBackedSecuritiesMember" name="MultiFamilyResidentialMortgageBackedSecuritiesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_NetAmortizationofPremiumonAvailableforsaleSecurities" name="NetAmortizationofPremiumonAvailableforsaleSecurities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_OtherOperatingIncomeLoss" name="OtherOperatingIncomeLoss" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_PaymentsForSecuritiesSoldUnderAgreementsToRepurchase" name="PaymentsForSecuritiesSoldUnderAgreementsToRepurchase" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_PaymentstoAcquireUSTreasurySecuritiesFinancingActivities" name="PaymentstoAcquireUSTreasurySecuritiesFinancingActivities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_PledgedFinancialInstrumentsNotSeparatelyReportedMortgageRelatedSecuritiesLinkedTransactions" name="PledgedFinancialInstrumentsNotSeparatelyReportedMortgageRelatedSecuritiesLinkedTransactions" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_PledgedFinancialInstrumentsNotSeparatelyReportedMortgageRelatedSecuritiesTrading" name="PledgedFinancialInstrumentsNotSeparatelyReportedMortgageRelatedSecuritiesTrading" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="jmi_PortfolioConcentrationRiskMember" name="PortfolioConcentrationRiskMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_ProceedsFromPaymentsForLinkedTransactions" name="ProceedsFromPaymentsForLinkedTransactions" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="jmi_ProceedsFromSecuritiesSoldUnderAgreementsToRepurchase" name="ProceedsFromSecuritiesSoldUnderAgreementsToRepurchase" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="jmi_ProceedsfromShortSalesofU.S.TreasurySecuritiesFinancingActivities" name="ProceedsfromShortSalesofU.S.TreasurySecuritiesFinancingActivities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_RealizedLossonDerivativesMember" name="RealizedLossonDerivativesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_ReceivablesandPayableforUnsettledSalesandPurchasesPolicyPolicyTextBlock" name="ReceivablesandPayableforUnsettledSalesandPurchasesPolicyPolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_ReimbursementMember" name="ReimbursementMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_RelatedPartyTransactionManagementAgreementAutomaticRenewalPeriod" name="RelatedPartyTransactionManagementAgreementAutomaticRenewalPeriod" nillable="true" substitutionGroup="xbrli:item" type="xbrli:durationItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_RelatedPartyTransactionManagementAgreementGrossEquityRaised" name="RelatedPartyTransactionManagementAgreementGrossEquityRaised" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_RelatedPartyTransactionManagementAgreementMonthlyPercentageofEffectiveManagementFeePercentage" name="RelatedPartyTransactionManagementAgreementMonthlyPercentageofEffectiveManagementFeePercentage" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="instant" />
  <xsd:element id="jmi_RelatedPartyTransactionManagementAgreementPercentageofGrossEquityRaisedUsedinCalculationofManagementFeeinExcessofOneBillion" name="RelatedPartyTransactionManagementAgreementPercentageofGrossEquityRaisedUsedinCalculationofManagementFeeinExcessofOneBillion" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="instant" />
  <xsd:element id="jmi_RelatedPartyTransactionManagementAgreementPercentageofGrossEquityRaisedUsedinCalculationofManagementFeeuptoOneBillion" name="RelatedPartyTransactionManagementAgreementPercentageofGrossEquityRaisedUsedinCalculationofManagementFeeuptoOneBillion" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="instant" />
  <xsd:element id="jmi_RelatedPartyTransactionManagementAgreementPeriodofWrittenNoticeofTermination" name="RelatedPartyTransactionManagementAgreementPeriodofWrittenNoticeofTermination" nillable="true" substitutionGroup="xbrli:item" type="xbrli:durationItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_RepaymentatMaturityofLinkedTransactionsTransferredtoTradingSecurities" name="RepaymentatMaturityofLinkedTransactionsTransferredtoTradingSecurities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_RepurchaseAgreementsInterestExpenseFromLinkedTransactions" name="RepurchaseAgreementsInterestExpenseFromLinkedTransactions" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="jmi_RepurchaseAgreementsNumberOfCounterparties" name="RepurchaseAgreementsNumberOfCounterparties" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="instant" />
  <xsd:element id="jmi_RepurchaseAgreementsNumberOfCounterpartieswithOutstandingBorrowings" name="RepurchaseAgreementsNumberOfCounterpartieswithOutstandingBorrowings" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="instant" />
  <xsd:element id="jmi_RepurchaseAgreementsNumberofCounterpartieswithMasterRepurchaseAgreements" name="RepurchaseAgreementsNumberofCounterpartieswithMasterRepurchaseAgreements" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="instant" />
  <xsd:element id="jmi_RepurchaseofCommonStockAmountsPayable" name="RepurchaseofCommonStockAmountsPayable" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_RoyalBankofCanadaMember" name="RoyalBankofCanadaMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_SaleofStockLineItems" name="SaleofStockLineItems" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_SaleofStockTable" name="SaleofStockTable" nillable="true" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_ScheduleofLinkedTransactionsForwardContractsTableTextBlock" name="ScheduleofLinkedTransactionsForwardContractsTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_ScheduleofRepurchaseAgreementCounterpartieswithWhomRepurchaseAgreementsExceed5PercentofStockholdersEquityTableTextBlock" name="ScheduleofRepurchaseAgreementCounterpartieswithWhomRepurchaseAgreementsExceed5PercentofStockholdersEquityTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_ScheduleofUnrealizedNetLossandNetInterestIncomeFromLinkedTransactionsTableTextBlock" name="ScheduleofUnrealizedNetLossandNetInterestIncomeFromLinkedTransactionsTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_SharesIssuedDividendReinvestmentPlanPricePerShare" name="SharesIssuedDividendReinvestmentPlanPricePerShare" nillable="true" substitutionGroup="xbrli:item" type="num:perShareItemType" xbrli:periodType="instant" />
  <xsd:element id="jmi_ShortSaleofUSTreasurySecuritiesNetRealizedGainLoss" name="ShortSaleofUSTreasurySecuritiesNetRealizedGainLoss" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_TobeAnnouncedAgencySecuritiesMember" name="TobeAnnouncedAgencySecuritiesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_TradingSecuritiesContinuousUnrealizedLossPosition12MonthsorLongerAccumulatedLoss" name="TradingSecuritiesContinuousUnrealizedLossPosition12MonthsorLongerAccumulatedLoss" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesContinuousUnrealizedLossPositionAccumulatedLoss" name="TradingSecuritiesContinuousUnrealizedLossPositionAccumulatedLoss" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="jmi_TradingSecuritiesContinuousUnrealizedLossPositionAggregateLossAbstract" name="TradingSecuritiesContinuousUnrealizedLossPositionAggregateLossAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_TradingSecuritiesContinuousUnrealizedLossPositionFairValue" name="TradingSecuritiesContinuousUnrealizedLossPositionFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="jmi_TradingSecuritiesContinuousUnrealizedLossPositionFairValueAbstract" name="TradingSecuritiesContinuousUnrealizedLossPositionFairValueAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_TradingSecuritiesContinuousUnrealizedLossPositionFairValueTableTextBlock" name="TradingSecuritiesContinuousUnrealizedLossPositionFairValueTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_TradingSecuritiesContinuousUnrealizedLossPositionLessthan12MonthsAccumulatedLoss" name="TradingSecuritiesContinuousUnrealizedLossPositionLessthan12MonthsAccumulatedLoss" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesContinuousUnrealizedLossPositionLessthanTwelveMonthsFairValue" name="TradingSecuritiesContinuousUnrealizedLossPositionLessthanTwelveMonthsFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesContinuousUnrealizedLossPositionTwelveMonthsorLongerFairValue" name="TradingSecuritiesContinuousUnrealizedLossPositionTwelveMonthsorLongerFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="jmi_TradingSecuritiesDebtMaturitiesAmortizedCostBasisRollingMaturityAbstract" name="TradingSecuritiesDebtMaturitiesAmortizedCostBasisRollingMaturityAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_TradingSecuritiesDebtMaturitiesFairValueRollingMaturityAbstract" name="TradingSecuritiesDebtMaturitiesFairValueRollingMaturityAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_TradingSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis" name="TradingSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue" name="TradingSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesDebtMaturitiesRollingAfterYearFiveAmortizedCostBasis" name="TradingSecuritiesDebtMaturitiesRollingAfterYearFiveAmortizedCostBasis" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesDebtMaturitiesRollingAfterYearFiveFairValue" name="TradingSecuritiesDebtMaturitiesRollingAfterYearFiveFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesDebtMaturitiesRollingYearFourThroughFiveAmortizedCostBasis" name="TradingSecuritiesDebtMaturitiesRollingYearFourThroughFiveAmortizedCostBasis" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesDebtMaturitiesRollingYearFourandFiveFairValue" name="TradingSecuritiesDebtMaturitiesRollingYearFourandFiveFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesDebtMaturitiesRollingYearTwoandThreeAmortizedCostBasis" name="TradingSecuritiesDebtMaturitiesRollingYearTwoandThreeAmortizedCostBasis" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesDebtMaturitiesRollingYearTwoandThreeFairValue" name="TradingSecuritiesDebtMaturitiesRollingYearTwoandThreeFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesDebtPrincipalAmount" name="TradingSecuritiesDebtPrincipalAmount" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="jmi_TradingSecuritiesDebtWeightedAverageCouponRate" name="TradingSecuritiesDebtWeightedAverageCouponRate" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_TradingSecuritiesPurchasedPreviouslyTreatedasLinkedTransactions" name="TradingSecuritiesPurchasedPreviouslyTreatedasLinkedTransactions" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_UBSAGMember" name="UBSAGMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_UnrealizedGainLossonDerivativesMember" name="UnrealizedGainLossonDerivativesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="jmi_UnrealizedNetGainLossandNetInterestIncomeFromLinkedTransactions" name="UnrealizedNetGainLossandNetInterestIncomeFromLinkedTransactions" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="jmi_UnrealizedNetGainLossonLinkedTransactions" name="UnrealizedNetGainLossonLinkedTransactions" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="jmi_WellsFargoSecuritiesMember" name="WellsFargoSecuritiesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
</xsd:schema>


