{"AsOfDate":"2026-07-23T00:00:00","Holdings":[{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":1,"LabelType":"Holdings","Label":"NLY","Weight":"18.46","HoldingName":"Annaly Capital Management Inc","Shares":"2970197.00","MV":"66,265,095","FIGI":"BBG000BJFJ98","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US0357108390","CUSIP":"035710839","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":2,"LabelType":"Holdings","Label":"AGNC","Weight":"14.72","HoldingName":"Agnc Investment Corp","Shares":"5001936.00","MV":"52,820,444","FIGI":"BBG000TJ8XZ7","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US00123Q1040","CUSIP":"00123Q104","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":3,"LabelType":"Holdings","Label":"STWD","Weight":"7.01","HoldingName":"Starwood Property Trust Inc","Shares":"1540348.00","MV":"25,153,883","FIGI":"BBG000M1J270","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US85571B1052","CUSIP":"85571B105","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":4,"LabelType":"Holdings","Label":"RITM","Weight":"6.44","HoldingName":"Rithm Capital Corp","Shares":"2574195.00","MV":"23,116,271","FIGI":"BBG003T1GM03","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US64828T2015","CUSIP":"64828T201","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":5,"LabelType":"Holdings","Label":"DX","Weight":"5.02","HoldingName":"Dynex Capital Inc","Shares":"1431169.00","MV":"18,032,729","FIGI":"BBG000FBJQM6","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US26817Q8868","CUSIP":"26817Q886","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":6,"LabelType":"Holdings","Label":"EFC","Weight":"4.47","HoldingName":"Ellington Financial Inc","Shares":"1207605.00","MV":"16,036,994","FIGI":"BBG000M1K955","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US28852N1090","CUSIP":"28852N109","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":7,"LabelType":"Holdings","Label":"ARR","Weight":"4.39","HoldingName":"Armour Residential REIT Inc","Shares":"976537.00","MV":"15,751,542","FIGI":"BBG000PRZNN8","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US0423157058","CUSIP":"042315705","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":8,"LabelType":"Holdings","Label":"ORC","Weight":"4.21","HoldingName":"Orchid Island Capital Inc","Shares":"2284778.00","MV":"15,102,383","FIGI":"BBG001P2KSC8","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US68571X3017","CUSIP":"68571X301","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":9,"LabelType":"Holdings","Label":"BXMT","Weight":"4.14","HoldingName":"Blackstone Mortgage Trust Inc","Shares":"901556.00","MV":"14,866,658","FIGI":"BBG000BGKJ70","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US09257W1009","CUSIP":"09257W100","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":10,"LabelType":"Holdings","Label":"TWO","Weight":"3.17","HoldingName":"Two Harbors Investment Corp","Shares":"941392.00","MV":"11,381,429","FIGI":"BBG000MG3Y65","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US90187B8046","CUSIP":"90187B804","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":11,"LabelType":"Holdings","Label":"LADR","Weight":"2.88","HoldingName":"Ladder Capital Corp","Shares":"1082299.00","MV":"10,325,132","FIGI":"BBG005RVGZ41","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US5057431042","CUSIP":"505743104","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":12,"LabelType":"Holdings","Label":"CIM","Weight":"2.64","HoldingName":"Chimera Investment Corp","Shares":"769896.00","MV":"9,492,818","FIGI":"BBG000PFLGY2","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US16934Q8024","CUSIP":"16934Q802","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":13,"LabelType":"Holdings","Label":"MFA","Weight":"2.52","HoldingName":"Mfa Financial Inc","Shares":"996627.00","MV":"9,039,407","FIGI":"BBG000BL6138","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US55272X6076","CUSIP":"55272X607","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":14,"LabelType":"Holdings","Label":"ABR","Weight":"2.48","HoldingName":"Arbor Realty Trust Inc","Shares":"1770513.00","MV":"8,887,975","FIGI":"BBG000KMVDV1","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US0389231087","CUSIP":"038923108","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":15,"LabelType":"Holdings","Label":"IVR","Weight":"2.20","HoldingName":"Invesco Mortgage Capital Inc","Shares":"1034216.00","MV":"7,901,410","FIGI":"BBG000GGLZZ7","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US46131B7047","CUSIP":"46131B704","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":16,"LabelType":"Holdings","Label":"NYMT","Weight":"2.03","HoldingName":"New York Mortgage Trust Inc","Shares":"848858.00","MV":"7,291,690","FIGI":"BBG000GZ8014","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US6496048405","CUSIP":"649604840","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":17,"LabelType":"Holdings","Label":"ARI","Weight":"1.97","HoldingName":"Apollo Commercial Real Estate Finance I","Shares":"1046664.00","MV":"7,075,449","FIGI":"BBG000NFPF36","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US03762U1051","CUSIP":"03762U105","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":18,"LabelType":"Holdings","Label":"PMT","Weight":"1.89","HoldingName":"Pennymac Mortgage Investment Trust","Shares":"707575.00","MV":"6,778,569","FIGI":"BBG000DKDWS5","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US70931T1034","CUSIP":"70931T103","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":19,"LabelType":"Holdings","Label":"TRTX","Weight":"1.86","HoldingName":"Tpg Re Finance Trust Inc","Shares":"786455.00","MV":"6,684,868","FIGI":"BBG00GKJ8C78","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US87266M1071","CUSIP":"87266M107","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":20,"LabelType":"Holdings","Label":"BRSP","Weight":"1.67","HoldingName":"Brightspire Capital Inc","Shares":"1151755.00","MV":"6,000,644","FIGI":"BBG00JVRRQF1","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US10949T1097","CUSIP":"10949T109","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":21,"LabelType":"Holdings","Label":"FBRT","Weight":"1.44","HoldingName":"Franklin Bsp Realty Trust Inc","Shares":"680410.00","MV":"5,177,920","FIGI":"BBG0131739J2","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US35243J1016","CUSIP":"35243J101","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":22,"LabelType":"Holdings","Label":"RWT","Weight":"1.28","HoldingName":"Redwood Trust Inc","Shares":"940191.00","MV":"4,606,936","FIGI":"BBG000JNJPB0","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US7580754023","CUSIP":"758075402","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":23,"LabelType":"Holdings","Label":"KREF","Weight":"0.99","HoldingName":"Kkr Real Estate Finance Trust Inc","Shares":"498389.00","MV":"3,558,497","FIGI":"BBG00GD4KVQ2","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US48251K1007","CUSIP":"48251K100","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":24,"LabelType":"Holdings","Label":"ACRE","Weight":"0.73","HoldingName":"Ares Commercial Real Estate Corp","Shares":"577822.00","MV":"2,611,755","FIGI":"BBG0022MMQB0","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US04013V1089","CUSIP":"04013V108","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":25,"LabelType":"Holdings","Label":"CMTG","Weight":"0.66","HoldingName":"Claros Mortgage Trust Inc","Shares":"1069833.00","MV":"2,353,633","FIGI":"BBG00PT33805","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"Financials","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"US18270D1063","CUSIP":"18270D106","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":9998,"LabelType":"Holdings","Label":"-USD CASH-","Weight":"0.12","HoldingName":"","Shares":"444527.00","MV":"444,527","FIGI":" ","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Cash Bal","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"United States","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"","CUSIP":" ","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":9999,"LabelType":"Holdings","Label":"-MXN CASH-","Weight":"0.00","HoldingName":"","Shares":"-1.00","MV":"0","FIGI":" ","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Cash Bal","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"MXN","Country":"Mexico","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"","CUSIP":" ","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":10000,"LabelType":"Holdings","Label":" -- ","Weight":"0.61","HoldingName":"Other/Cash","Shares":"0.00","MV":"2,171,494","FIGI":"","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Cash","AsOfDate":"2026-07-23T00:00:00","Updated":"2026-07-24T13:19:09","CurrencyCode":"USD","Country":"","DataDate":"2026-07-23T00:00:00","NetAssets":"0.00","NumberOfHoldings":0,"AverageWeightedMarketCap":"0.00","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0.00","Sector":"","SecuritiesLendingReturn":"0.00","AverageOnLoan":"0.00","MaximumOnLoan":"0.00","Collaterization":"0.00","ColDate":"0001-01-01T00:00:00","Long":"0.00","Flat":"0.00","Total":"0.00","Allocation":"","HoldingDate":"0001-01-01T00:00:00","Period":"","Commodity":"","SectorCount":"0.00","ComponentCount":"0.00","AverageContractMaturity":"0.00","State":"","ISIN":"","CUSIP":"","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""}]}