{"AsOfDate":"2026-04-23T00:00:00","Holdings":[{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":1,"LabelType":"Holdings","Label":"NLY","Weight":"17.12","HoldingName":"Annaly Capital Management Inc","Shares":"3075298","MV":"68,978,934","FIGI":"BBG000BJFJ98","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US0357108390","CUSIP":"035710839","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":2,"LabelType":"Holdings","Label":"AGNC","Weight":"13.75","HoldingName":"Agnc Investment Corp","Shares":"5102436","MV":"55,412,455","FIGI":"BBG000TJ8XZ7","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US00123Q1040","CUSIP":"00123Q104","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":3,"LabelType":"Holdings","Label":"STWD","Weight":"7.32","HoldingName":"Starwood Property Trust Inc","Shares":"1626058","MV":"29,496,692","FIGI":"BBG000M1J270","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US85571B1052","CUSIP":"85571B105","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":4,"LabelType":"Holdings","Label":"RITM","Weight":"6.80","HoldingName":"Rithm Capital Corp","Shares":"2706884","MV":"27,393,666","FIGI":"BBG003T1GM03","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US64828T2015","CUSIP":"64828T201","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":5,"LabelType":"Holdings","Label":"DX","Weight":"4.97","HoldingName":"Dynex Capital Inc","Shares":"1472083","MV":"20,020,329","FIGI":"BBG000FBJQM6","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US26817Q8868","CUSIP":"26817Q886","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":6,"LabelType":"Holdings","Label":"BXMT","Weight":"4.68","HoldingName":"Blackstone Mortgage Trust Inc","Shares":"945948","MV":"18,862,203","FIGI":"BBG000BGKJ70","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US09257W1009","CUSIP":"09257W100","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":7,"LabelType":"Holdings","Label":"ARR","Weight":"4.36","HoldingName":"Armour Residential REIT Inc","Shares":"1004799","MV":"17,583,983","FIGI":"BBG000PRZNN8","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US0423157058","CUSIP":"042315705","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":8,"LabelType":"Holdings","Label":"EFC","Weight":"4.23","HoldingName":"Ellington Financial Inc","Shares":"1305200","MV":"17,032,860","FIGI":"BBG000M1K955","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US28852N1090","CUSIP":"28852N109","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":9,"LabelType":"Holdings","Label":"ORC","Weight":"3.93","HoldingName":"Orchid Island Capital Inc","Shares":"2317217","MV":"15,849,764","FIGI":"BBG001P2KSC8","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US68571X3017","CUSIP":"68571X301","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":10,"LabelType":"Holdings","Label":"ABR","Weight":"3.72","HoldingName":"Arbor Realty Trust Inc","Shares":"1922246","MV":"14,974,296","FIGI":"BBG000KMVDV1","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US0389231087","CUSIP":"038923108","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":11,"LabelType":"Holdings","Label":"ARI","Weight":"3.26","HoldingName":"Apollo Commercial Real Estate Finance I","Shares":"1191050","MV":"13,149,192","FIGI":"BBG000NFPF36","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US03762U1051","CUSIP":"03762U105","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":12,"LabelType":"Holdings","Label":"LADR","Weight":"3.03","HoldingName":"Ladder Capital Corp","Shares":"1167790","MV":"12,203,406","FIGI":"BBG005RVGZ41","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US5057431042","CUSIP":"505743104","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":13,"LabelType":"Holdings","Label":"TWO","Weight":"2.74","HoldingName":"Two Harbors Investment Corp","Shares":"1004853","MV":"11,053,383","FIGI":"BBG000MG3Y65","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US90187B8046","CUSIP":"90187B804","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":14,"LabelType":"Holdings","Label":"CIM","Weight":"2.71","HoldingName":"Chimera Investment Corp","Shares":"819406","MV":"10,930,876","FIGI":"BBG000PFLGY2","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US16934Q8024","CUSIP":"16934Q802","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":15,"LabelType":"Holdings","Label":"MFA","Weight":"2.70","HoldingName":"Mfa Financial Inc","Shares":"1069024","MV":"10,871,974","FIGI":"BBG000BL6138","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US55272X6076","CUSIP":"55272X607","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":16,"LabelType":"Holdings","Label":"PMT","Weight":"2.20","HoldingName":"Pennymac Mortgage Investment Trust","Shares":"742412","MV":"8,871,823","FIGI":"BBG000DKDWS5","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US70931T1034","CUSIP":"70931T103","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":17,"LabelType":"Holdings","Label":"IVR","Weight":"1.87","HoldingName":"Invesco Mortgage Capital Inc","Shares":"914989","MV":"7,539,509","FIGI":"BBG000GGLZZ7","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US46131B7047","CUSIP":"46131B704","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":18,"LabelType":"Holdings","Label":"BRSP","Weight":"1.82","HoldingName":"Brightspire Capital Inc","Shares":"1213833","MV":"7,331,551","FIGI":"BBG00JVRRQF1","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US10949T1097","CUSIP":"10949T109","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":19,"LabelType":"Holdings","Label":"NYMT","Weight":"1.80","HoldingName":"New York Mortgage Trust Inc","Shares":"923966","MV":"7,234,654","FIGI":"BBG000GZ8014","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US6496048405","CUSIP":"649604840","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":20,"LabelType":"Holdings","Label":"FBRT","Weight":"1.72","HoldingName":"Franklin Bsp Realty Trust Inc","Shares":"764065","MV":"6,930,070","FIGI":"BBG0131739J2","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US35243J1016","CUSIP":"35243J101","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":21,"LabelType":"Holdings","Label":"TRTX","Weight":"1.55","HoldingName":"Tpg Re Finance Trust Inc","Shares":"749548","MV":"6,243,735","FIGI":"BBG00GKJ8C78","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US87266M1071","CUSIP":"87266M107","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":22,"LabelType":"Holdings","Label":"RWT","Weight":"1.37","HoldingName":"Redwood Trust Inc","Shares":"969456","MV":"5,525,899","FIGI":"BBG000JNJPB0","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US7580754023","CUSIP":"758075402","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":23,"LabelType":"Holdings","Label":"KREF","Weight":"0.82","HoldingName":"Kkr Real Estate Finance Trust Inc","Shares":"540091","MV":"3,289,154","FIGI":"BBG00GD4KVQ2","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US48251K1007","CUSIP":"48251K100","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":24,"LabelType":"Holdings","Label":"ACRE","Weight":"0.79","HoldingName":"Ares Commercial Real Estate Corp","Shares":"615535","MV":"3,200,782","FIGI":"BBG0022MMQB0","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US04013V1089","CUSIP":"04013V108","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":25,"LabelType":"Holdings","Label":"REFI","Weight":"0.70","HoldingName":"Chicago Atlantic Real Estate Finance In","Shares":"237075","MV":"2,821,193","FIGI":"BBG0136KJVY5","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Stock","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"Financials","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"US1672391026","CUSIP":"167239102","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":9998,"LabelType":"Holdings","Label":"-USD CASH-","Weight":"0.12","HoldingName":"","Shares":"475632","MV":"475,632","FIGI":" ","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Cash Bal","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"United States","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","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","MV":"0","FIGI":" ","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Cash Bal","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"MXN","Country":"Mexico","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"","CUSIP":" ","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""},{"Ticker":"MORT","PortfolioTicker":"MORT","HoldingTicker":"","LabelId":1,"LabelOrder":10000,"LabelType":"Holdings","Label":" -- ","Weight":"-0.07","HoldingName":"Other/Cash","Shares":"0","MV":"-291,970","FIGI":"","MaturityDate":"","CouponRate":"","BBCompositeRating":"","NotionalAmount":"","NotionalExposure":"","AssetClass":"Cash","AsOfDate":"04/23/2026 00:00:00","Updated":"04/24/2026 13:54:16","CurrencyCode":"USD","Country":"","DataDate":"04/23/2026 00:00:00","NetAssets":"0","NumberOfHoldings":0,"AverageWeightedMarketCap":"0","PE":"","PB":"","PEFwd":"","MasterNetAssets":"0","Sector":"","SecuritiesLendingReturn":"0","AverageOnLoan":"0","MaximumOnLoan":"0","Collaterization":"0","ColDate":"01/01/0001 00:00:00","Long":"0","Flat":"0","Total":"0","Allocation":"","HoldingDate":"01/01/0001 00:00:00","Period":"","Commodity":"","SectorCount":"0","ComponentCount":"0","AverageContractMaturity":"0","State":"","ISIN":"","CUSIP":"","SPRating":"","ETPSharesOutstanding":"","CoinEnt":"","SubAssetClass":"","Classification":""}]}