{"entity_type":"fund","name":"Columbia Mortgage Opportunities Fund","identifiers":{"lei":"549300WK44U8MSIPOD39","cik":"1352280","fund_id":"S000045258","fundkey":"columbia-mortgage-opportunities-fund"},"dates":{"reporting_period_start":"2025-11-30","reporting_period_end":"2026-05-31","filing_date":"2026-01-28"},"summary":{"total_positions":463,"total_value_usd":7501140032.82,"asset_categories":["STIV","DCR","ABS-O","ABS-CBDO","ABS-MBS"],"by_asset_category":{"ABS-CBDO":{"positions":242,"total_value_usd":980458455.98},"ABS-MBS":{"positions":177,"total_value_usd":6145708850.63},"ABS-O":{"positions":42,"total_value_usd":234803605.5},"DCR":{"positions":1,"total_value_usd":-80275.74},"STIV":{"positions":1,"total_value_usd":140249396.45}}},"holdings":[{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426C22","value_usd":619611847.44,"pct_val":24.61197413917,"balance":633000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0426993","value_usd":608760853.83,"pct_val":26.1365482779,"balance":633000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0406938","value_usd":529505176.98,"pct_val":22.7337837748,"balance":567500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0606C40","value_usd":484280647.95,"pct_val":19.23640232621,"balance":473000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0606917","value_usd":483199611.18,"pct_val":20.7456998689,"balance":473000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0406C67","value_usd":416646864.38,"pct_val":16.54988020912,"balance":437500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0326904","value_usd":364402667.37,"pct_val":15.6452699749,"balance":403420484,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0526982","value_usd":292135439.47,"pct_val":12.5425476513,"balance":290500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0506C58","value_usd":260445609.9,"pct_val":10.34531641382,"balance":261000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0506927","value_usd":257379272.28,"pct_val":11.0503258108,"balance":261000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0426C83","value_usd":234698436,"pct_val":9.322597463559,"balance":240000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0426955","value_usd":231114566.4,"pct_val":9.9226765066,"balance":240000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLUMBIA SHORT TERM CASH FUND","title":"COLUMBIA SHORT TERM CASH FUND","isin":null,"value_usd":140249396.45,"pct_val":5.570930466748,"balance":140291483.89,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0326C31","value_usd":138726862.5,"pct_val":5.510452981757,"balance":150000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526C13","value_usd":60756361.8,"pct_val":2.413339918514,"balance":60000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140XHYM37","value_usd":31471392.12,"pct_val":1.250094058371,"balance":32600709.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513","isin":"US3137HKF336","value_usd":30643466.74,"pct_val":1.217207537356,"balance":29544354.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HHKD21","value_usd":28972750.96,"pct_val":1.150844032944,"balance":28793225.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2021-DNA5","isin":"US35564KJB61","value_usd":27896721.86,"pct_val":1.108102435133,"balance":23300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140W1VH39","value_usd":27694816.36,"pct_val":1.100082425566,"balance":28539841.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Madison Park Funding Ltd","title":"Madison Park Funding XLII Ltd","isin":"US55822RAD26","value_usd":26990517.79,"pct_val":1.072106559283,"balance":26978000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_25-5563","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_25-5563","isin":"US3137HMER75","value_usd":25407523.27,"pct_val":1.009227483698,"balance":25240042.96,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86","isin":"US3136BXPP37","value_usd":24502388.47,"pct_val":0.973274080963,"balance":24618981.5,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12","isin":"US3136BVHZ45","value_usd":22255255.83,"pct_val":0.884014376438,"balance":21555885.89,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DPFF09","value_usd":21204420.6,"pct_val":0.842273519461,"balance":22091632.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132E0KZ44","value_usd":20878948.25,"pct_val":0.829345236869,"balance":20326761.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132E0B271","value_usd":19018932.6,"pct_val":0.755462438686,"balance":18652110.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HLJQ64","value_usd":18806129.61,"pct_val":0.747009563376,"balance":18723525.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASP WHCO PARTICIPATION LP ASPWP-29-1A","title":"ASP WHCO PARTICIPATION LP ASPWP-29-1A","isin":"US04524YAA29","value_usd":18000000,"pct_val":0.714988805226,"balance":18000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2020-DNA6","isin":"US35566CBE49","value_usd":17871664.3,"pct_val":0.709891105847,"balance":15500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HKPN86","value_usd":17804861.2,"pct_val":0.707237579811,"balance":17287518.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2020-HQA5","isin":"US35565TBE82","value_usd":17442609.76,"pct_val":0.692848372907,"balance":14200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HKF252","value_usd":17397971.56,"pct_val":0.691075272169,"balance":16815753.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Knock Issuer Trust 2025-1","title":"Knock Issuer Trust 2025-1","isin":"US49917PAA12","value_usd":17238260.4,"pct_val":0.684731289309,"balance":17040000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140QQD770","value_usd":16996755.38,"pct_val":0.675138323437,"balance":16796232.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-1","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-1","isin":"US3136BUE556","value_usd":16989937.26,"pct_val":0.674867496799,"balance":16895498.18,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Easy Street Mortgage Loan Trust","title":"Easy Street Mortgage Loan Trust 2025-RTL2","isin":"US27786YAA64","value_usd":16745039.9,"pct_val":0.665139781753,"balance":16700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCO Mortgage LLC","title":"RCO IX Mortgage LLC 2025-4","isin":"US74939VAA08","value_usd":16399008.75,"pct_val":0.651394870725,"balance":16464319.41,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley Residential Mortgage Loan Trust","title":"Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7","isin":"US61779KAA43","value_usd":16130665.03,"pct_val":0.640735828739,"balance":16131576.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFRA Trust","title":"MFA 2024-NPL1 Trust","isin":"US58004YAA73","value_usd":15706480.57,"pct_val":0.623886543169,"balance":15603709.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2021-DNA1","isin":"US35564KBE82","value_usd":15530082.4,"pct_val":0.616879725568,"balance":14000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GCAT","title":"GCAT 2025-NQM5 Trust","isin":"US36831KAC80","value_usd":14266922.77,"pct_val":0.566705003643,"balance":14275869.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED AGENCY CREDIT RISK STACR_20-CS01","title":"STRUCTURED AGENCY CREDIT RISK STACR_20-CS01","isin":"US3137G0WM72","value_usd":14098350.05,"pct_val":0.560009025439,"balance":16988156,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust 2025-VIS3","isin":"US46594EAC84","value_usd":13657432.26,"pct_val":0.542495065224,"balance":13628902.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New York Mortgage Trust","title":"NYMT 2024-RR1 Trust","isin":"US62956VAA35","value_usd":13559749.07,"pct_val":0.538614932595,"balance":13434053.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HTAP Trust","title":"HTAP Issuer Trust 2024-2","isin":"US40444WAA71","value_usd":13438834.93,"pct_val":0.533812029457,"balance":13424489.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BU2D12","value_usd":13154492.95,"pct_val":0.522517510981,"balance":13097085.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2025-NQM4 Trust","isin":"US69392VAA08","value_usd":13095452.84,"pct_val":0.520172343331,"balance":13098385.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_5551","title":"FREDDIE MAC FHLMC_5551","isin":"US3137HLWC22","value_usd":12940282.65,"pct_val":0.514008735067,"balance":12832050.72,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HLEG38","value_usd":12830658.89,"pct_val":0.50965430389,"balance":12798212.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UPSTART SECURITIZATION TRUST UPST_24-1","title":"UPSTART SECURITIZATION TRUST UPST_24-1","isin":"US91684NAC56","value_usd":12752013.39,"pct_val":0.506530378774,"balance":12250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HK4A92","value_usd":12525416.34,"pct_val":0.497529581327,"balance":12465526.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Saluda Grade Alternative Mortgage Trust","title":"Saluda Grade Alternative Mortgage Trust 2024-CES1","isin":"US79581VAE20","value_usd":12489891.49,"pct_val":0.496118477435,"balance":12120000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley Residential Mortgage Loan Trust","title":"Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3","isin":"US61779JAA79","value_usd":12349139.46,"pct_val":0.490527581559,"balance":12360396.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Stanwich Mortgage Loan Trust","title":"Stanwich Mortgage Loan Co 2021-NPL-B-1 LLC","isin":"US85501YAB65","value_usd":12078235.96,"pct_val":0.479766861015,"balance":12022461.36,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4","title":"SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4","isin":"US79581UAD63","value_usd":11934036.46,"pct_val":0.474039026114,"balance":6896054.72,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFRA Trust","title":"MFA 2025-NQM4 Trust","isin":"US55287RAC25","value_usd":11908253.93,"pct_val":0.473014902763,"balance":11849302.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae - CAS","title":"Fannie Mae Connecticut Avenue Securities","isin":"US20754KAJ07","value_usd":11799304.51,"pct_val":0.46868725745,"balance":11350000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGRE Trust 2025-PF2","isin":"US316918AA90","value_usd":11767125.79,"pct_val":0.467409067196,"balance":11826305.81,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT","title":"WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT","isin":"US95003EAJ55","value_usd":11620556.36,"pct_val":0.461587094883,"balance":11600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HLAE26","value_usd":11355602.35,"pct_val":0.451062697602,"balance":11091785.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Upstart Securitization Trust","title":"Upstart Securitization Trust 2025-1","isin":"US91684PAC05","value_usd":11347241.4,"pct_val":0.450730587288,"balance":10850000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPLITERO TRUST SPLTO_25-1","title":"SPLITERO TRUST SPLTO_25-1","isin":"US848948AB12","value_usd":11233034.4,"pct_val":0.446194102484,"balance":11500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Upgrade Master Pass-Thru Trust","title":"Upgrade Master Pass-Thru Trust Series 2025-ST6","isin":"US91533QAA58","value_usd":11174000.59,"pct_val":0.443849185079,"balance":11164593.3,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_23-6","title":"PAID_23-6","isin":"US69547UAD00","value_usd":11028030.04,"pct_val":0.4734776189,"balance":10909751.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CGMS_13-3A","title":"CGMS_13-3A","isin":"US14310GAU40","value_usd":11006897,"pct_val":0.4725702926,"balance":11000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pretium Mortgage Credit Partners LLC","title":"Pret 2024-NPL6 LLC","isin":"US69381QAB23","value_usd":10886403.53,"pct_val":0.432425369617,"balance":10875000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae - CAS","title":"Fannie Mae Connecticut Avenue Securities","isin":"US20754LAJ89","value_usd":10778860.53,"pct_val":0.428153589557,"balance":10350000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage-Backed Securities Trust","title":"GS Mortgage-Backed Securities Corp Trust 2025-NQM6","isin":"US362933AA12","value_usd":10287263.89,"pct_val":0.408626584319,"balance":10290000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM LLC PRPM_24-RCF2","isin":"US693987AE94","value_usd":10267622.45,"pct_val":0.407846394891,"balance":11150000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"A&D Mortgage Trust","title":"A&D Mortgage Trust 2025-NQM4","isin":"US002941AA06","value_usd":10185304.73,"pct_val":0.40457660332,"balance":10161333.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EASY MORTGAGE LOAN TRUST EASY_25-RTL1","title":"EASY MORTGAGE LOAN TRUST EASY_25-RTL1","isin":"US27786FAA75","value_usd":10132433,"pct_val":0.402476453594,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST IN","title":"CITIGROUP MORTGAGE LOAN TRUST IN","isin":"US17323TAK60","value_usd":10106978.57,"pct_val":0.4014653629,"balance":13217334.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pretium Mortgage Credit Partners LLC","title":"PRET 2024-NPL7 LLC","isin":"US74136TAB44","value_usd":10012079,"pct_val":0.397695800113,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Point Securitization Trust","title":"Point Securitization Trust 2025-2","isin":"US73071PAA30","value_usd":9961928,"pct_val":0.395703722137,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-HE1","title":"BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-HE1","isin":"US10568VAF13","value_usd":9951294.6,"pct_val":0.395281346472,"balance":10498000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39","isin":"US38385EZR88","value_usd":9724209.76,"pct_val":0.386261173226,"balance":9412339.42,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRET_24-NPL5","title":"PRET_24-NPL5","isin":"US74143QAA31","value_usd":9541565.42,"pct_val":0.409657723,"balance":9541464.28,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BU5N66","value_usd":9463893.43,"pct_val":0.375920992016,"balance":9263130.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Credit Suisse Mortgage Trust","title":"CSMC_14-USA","isin":"US12649AAS87","value_usd":9386375.46,"pct_val":0.372841854197,"balance":15400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10","isin":"US3136BUS689","value_usd":9202152.18,"pct_val":0.365524210704,"balance":9235931.68,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOMES Trust","title":"HOMES 2025-AFC4 Trust","isin":"US43762DAC39","value_usd":9120363.98,"pct_val":0.362275452515,"balance":9100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM LLC PRPM_24-RCF1","title":"PRPM LLC PRPM_24-RCF1","isin":"US693581AE03","value_usd":9094602.08,"pct_val":0.361252148621,"balance":9750000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDGEX Issuer Trust","title":"EDGEX 2025-2NN Issuer Trust","isin":"US28057AAB61","value_usd":9064983.12,"pct_val":0.360075636131,"balance":9023000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pretium Mortgage Credit Partners LLC","title":"PRET 2024-NPL9 LLC","isin":"US74143TAB52","value_usd":9058765.83,"pct_val":0.359828675423,"balance":9050000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Angel Oak Mortgage Trust","title":"Angel Oak Mortgage Trust 2019-6","isin":"US03464VAE48","value_usd":9042034.05,"pct_val":0.359164062345,"balance":9450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Saluda Grade Alternative Mortgage Trust","title":"Saluda Grade Alternative Mortgage Trust 2023-FIG3","isin":"US79582AAD90","value_usd":9008359.26,"pct_val":0.357826445797,"balance":5927359.36,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New York Mortgage Trust","title":"NYMT Loan Trust 2025-INV2","isin":"US62957JAC53","value_usd":9006777.42,"pct_val":0.357763612581,"balance":8992252.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FMC GMSR ISSUER TRUST","title":"FMC GMSR Issuer Trust","isin":"US30259RAE53","value_usd":9001484.67,"pct_val":0.357553376081,"balance":9050000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE MORTGAGE TRUST CHNGE_23-3","title":"CHNGE MORTGAGE TRUST CHNGE_23-3","isin":"US17030AAE55","value_usd":8969542.82,"pct_val":0.356284594683,"balance":8900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCO Mortgage LLC","title":"RCO 2025-Pr1 Trust","isin":"US74939AAA60","value_usd":8927016.48,"pct_val":0.354595380403,"balance":8970252.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE MORTGAGE TRUST CHNGE_23-1","title":"CHNGE MORTGAGE TRUST CHNGE_23-1","isin":"US12547QAD97","value_usd":8862034.07,"pct_val":0.352014175087,"balance":8894000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VISTA POINT SECURITIZATION TRUST VSTA_25-CES2","title":"VISTA POINT SECURITIZATION TRUST VSTA_25-CES2","isin":"US92842UAD46","value_usd":8842322.71,"pct_val":0.351231208324,"balance":8732000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HPAK99","value_usd":8822021.48,"pct_val":0.350424810981,"balance":62734375,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2025-NQM3 Trust","isin":"US69382NAA00","value_usd":8643806.02,"pct_val":0.343345807713,"balance":8567211.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2025-RPL1 LLC","isin":"US74390WAF95","value_usd":8458436.15,"pct_val":0.335982619831,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LHOME MORTGAGE TRUST LHOME_23-RTL3","title":"LHOME MORTGAGE TRUST LHOME_23-RTL3","isin":"US50205TAB08","value_usd":8437422.84,"pct_val":0.335147937531,"balance":8400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya Point of Sale Holdings Grantor Trust","title":"Pagaya Point of Sale Holdings Grantor Trust 2025-1","isin":"US694952AA06","value_usd":8289553.02,"pct_val":0.329274311646,"balance":8200000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage-Backed Securities Trust","title":"GS Mortgage-Backed Securities Trust 2025-NQM4","isin":"US36272UAA60","value_usd":8186916.58,"pct_val":0.325197428001,"balance":8191153.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGRE Trust 2024-HE2","isin":"US316927AF94","value_usd":8164240.31,"pct_val":0.324296690268,"balance":7575000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38383AZY36","value_usd":8071473.65,"pct_val":0.320611850079,"balance":58851430.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDGEX Issuer Trust","title":"EDGEX 2025-1NN Issuer Trust","isin":"US2805791033","value_usd":7916984.53,"pct_val":0.314475295005,"balance":8358000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Enva 2018-A, LLC","title":"NetCredit Combined Receivables A LLC","isin":"US64112RAA95","value_usd":7879007.67,"pct_val":0.312966793352,"balance":7720330.18,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142","isin":"US38382XSW64","value_usd":7873655.85,"pct_val":0.312754210497,"balance":55220321.83,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Enact Mortgage Insurance Corporation","title":"GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2","isin":"US89600GAD34","value_usd":7821044.54,"pct_val":0.31066440507,"balance":7687268.39,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2021-DNA6","isin":"US35564KLV97","value_usd":7812958.79,"pct_val":0.310343226141,"balance":7450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133","isin":"US38382JC468","value_usd":7750583.11,"pct_val":0.307865564312,"balance":53232319.34,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST CMLTI_18-RP3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI_18-RP3","isin":"US17327DAG60","value_usd":7666886.24,"pct_val":0.304540990696,"balance":10497650,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Enact Mortgage Insurance Corporation","title":"Triangle Re 2021-3 Ltd","isin":"US89600HAG48","value_usd":7663007.25,"pct_val":0.304386911006,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT Funding LLC","title":"COLT 2025-5 Mortgage Loan Trust","isin":"US19689AAA34","value_usd":7533199.28,"pct_val":0.299230730707,"balance":7466051.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122","isin":"US38382WAQ06","value_usd":7529436.64,"pct_val":0.299081272625,"balance":51943699.55,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCO Mortgage LLC","title":"RCO X Mortgage LLC 2025-1","isin":"US75523XAB38","value_usd":7514760.75,"pct_val":0.298498322789,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Point Securitization Trust","title":"Point Securitization Trust 2025-1","isin":"US73072DAA90","value_usd":7512483.98,"pct_val":0.298407885841,"balance":7491731.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES","title":"CGMS_15-4A","isin":"US14311NAS36","value_usd":7511302.5,"pct_val":0.3224903822,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - STACR","title":"Freddie Mac STACR REMIC Trust 2020-HQA5","isin":"US35565TBD00","value_usd":7429142.48,"pct_val":0.29509742809,"balance":6750000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1","title":"PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1","isin":"US69381AAE10","value_usd":7406967.58,"pct_val":0.294216605576,"balance":7802000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2024-7 LLC","isin":"US74448LAA61","value_usd":7373634.85,"pct_val":0.292892576198,"balance":7370146.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE_22-1","title":"CHNGE_22-1","isin":"US17030JAC09","value_usd":7341106.24,"pct_val":0.291600487754,"balance":8350000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae - CAS","title":"Fannie Mae Connecticut Avenue Securities","isin":"US20754AAJ25","value_usd":7318918.03,"pct_val":0.290719136545,"balance":7059000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Enact Mortgage Insurance Corporation","title":"Triangle Re 2021-2 Ltd","isin":"US89600GAE17","value_usd":7313632.61,"pct_val":0.290509191204,"balance":7100000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BDR422","value_usd":7274210.6,"pct_val":0.28894328588,"balance":42244495.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT MORTGAGE LOAN TRUST COLT_25-7","title":"COLT MORTGAGE LOAN TRUST COLT_25-7","isin":"US19689CAB72","value_usd":7166893.78,"pct_val":0.284680490052,"balance":7106879.73,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New Residential Mortgage Loan Trust","title":"New Residential Mortgage Loan Trust 2019-RPL3","isin":"US64830NAK72","value_usd":7165742.83,"pct_val":0.284634772476,"balance":9250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VCAT Asset Securitization, LLC","title":"VCAT 2025 NPL2 LLC","isin":"US92243PAA66","value_usd":7134862.36,"pct_val":0.28340815079,"balance":7047337.95,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HPAM55","value_usd":7074375,"pct_val":0.281005496053,"balance":77000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_24-9","title":"PAGAYA AI DEBT SELECTION TRUST PAID_24-9","isin":"US69546QAD07","value_usd":7065292.37,"pct_val":0.280644719455,"balance":7057553.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED AGENCY CREDIT RISK STACR_20-CS01","title":"STRUCTURED AGENCY CREDIT RISK STACR_20-CS01","isin":"US3137G0WP04","value_usd":7055970.27,"pct_val":0.280274430725,"balance":1927597396.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GITSIT Mortgage Loan Trust","title":"GITSIT Mortgage Loan Trust 2025-NPL1","isin":"US375926AB87","value_usd":7031036.6,"pct_val":0.279284025451,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MPOWR_25-1","title":"MPOWR_25-1","isin":"US62477DAB10","value_usd":7024000,"pct_val":0.279004520439,"balance":7024000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"HTAP Trust","title":"HTAP 2024-1","isin":"US40445NAA63","value_usd":7019407.95,"pct_val":0.278822116864,"balance":6969702.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCO Mortgage LLC","title":"RCO X Mortgage LLC 2025-1","isin":"US75523XAA54","value_usd":7000222.85,"pct_val":0.27806005399,"balance":6998387.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verus Securitization Trust","title":"Verus Securitization Trust 2023-1","isin":"US92539BAE20","value_usd":6974724.4,"pct_val":0.277047214752,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS","title":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS","isin":"US3137G0WF22","value_usd":6904594.09,"pct_val":0.27426152661,"balance":7345104.23,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya Ai Debt Grantor Trust 2025-6","isin":"US69549BAC28","value_usd":6869524.08,"pct_val":0.27286848969,"balance":6900000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New York Mortgage Trust","title":"NYMT Loan Trust Series 2024-BPL1","isin":"US62956MAA36","value_usd":6860899.72,"pct_val":0.272525916309,"balance":6850000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MPOWER Education Trust","title":"MPOWER Education Trust 2025-1","isin":"US62477DAA37","value_usd":6705442.32,"pct_val":0.266350899604,"balance":6606347.11,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"MPOWER EDUCATION TRUST MPOWR_25-A","title":"MPOWER EDUCATION TRUST MPOWR_25-A","isin":"US624930AB90","value_usd":6692457.82,"pct_val":0.265835134485,"balance":6480000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDGEX ISSUER TRUST EDGEX_25-1","title":"EDGEX ISSUER TRUST EDGEX_25-1","isin":"US280579AB97","value_usd":6581075.86,"pct_val":0.261410864791,"balance":6537298.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HTAP Trust","title":"HTAP Issuer Trust 2025-1","isin":"US40446AAA34","value_usd":6564789.67,"pct_val":0.260763951261,"balance":6552923.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Oaktown Re Ltd","title":"Oaktown Re VI Ltd","isin":"US67401FAE07","value_usd":6561573.2,"pct_val":0.260636187926,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46","isin":"US3136BQLL18","value_usd":6484055.65,"pct_val":0.257557066789,"balance":55473187.58,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COREVEST AMERICAN FINANCE LTD CAFL_25-RRTL2 ISSUER LP","title":"COREVEST AMERICAN FINANCE LTD CAFL_25-RRTL2 ISSUER LP","isin":"US12770JAC53","value_usd":6441165.9,"pct_val":0.255853417283,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Angel Oak Mortgage Trust","title":"Angel Oak Mortgage Trust 2025-8","isin":"US03466UAA25","value_usd":6356658.12,"pct_val":0.252496633024,"balance":6305235.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE Mortgage Trust 2022-1","title":"CHNGE Mortgage Trust 2022-1","isin":"US17030JAD81","value_usd":6246118.13,"pct_val":0.248105807726,"balance":7431000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAVO Residential Funding Trust","title":"BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2","isin":"US10569EAE14","value_usd":6228733.53,"pct_val":0.247415263593,"balance":6626000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7","isin":"US38382M5E52","value_usd":6216351.37,"pct_val":0.246923424383,"balance":26841382.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MPOWER EDUCATION TRUST MPOWR_24-1","title":"MPOWER EDUCATION TRUST MPOWR_24-1","isin":"US62476DAB29","value_usd":6174712.2,"pct_val":0.245269449916,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM3","title":"IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM3","isin":"US452762AE70","value_usd":6125801.84,"pct_val":0.243326652146,"balance":7384000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2024-8 LLC","isin":"US74448KAB61","value_usd":6105978.61,"pct_val":0.242539241727,"balance":6100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verus Securitization Trust","title":"Verus Securitization Trust 2021-4","isin":"US92538HAA86","value_usd":5978077.88,"pct_val":0.237458820053,"balance":7042247.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya AI Debt Trust 2024-3","isin":"US69547XAC65","value_usd":5889602.89,"pct_val":0.233944451865,"balance":5830910.69,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113","isin":"US38384CZJ16","value_usd":5820329.93,"pct_val":0.231192819037,"balance":47707309.53,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFRA Trust","title":"MFA 2020-NQM3 Trust","isin":"US552757AE66","value_usd":5799012.5,"pct_val":0.230346056603,"balance":6250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya Point of Sale Holdings Grantor Trust","title":"Pagaya Point Of Sale Holdings Grantor Trust 2025-2","isin":"US69549JAA97","value_usd":5764802.8,"pct_val":0.228987192574,"balance":5750000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Toorak Mortgage Corp.","title":"Toorak Mortgage Trust 2024-RRTL1","isin":"US89054YAE32","value_usd":5743908.81,"pct_val":0.228157249854,"balance":5700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"A&D MTG TR ADMT_24-NQM1","title":"A&D MTG TR ADMT_24-NQM1","isin":"US00039GAE98","value_usd":5676205.92,"pct_val":0.225467982719,"balance":5600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BXP TRUST BXP_21-601L","title":"BXP TRUST BXP_21-601L","isin":"US05607TAL61","value_usd":5655577.79,"pct_val":0.224648600385,"balance":7150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-156","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-156","isin":"US38383ANE00","value_usd":5613359.74,"pct_val":0.222971631878,"balance":40180753.39,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Onslow Bay Financial LLC","title":"OBX 2021-NQM2 Trust","isin":"US670857AA93","value_usd":5584929.78,"pct_val":0.22184234837,"balance":6672039.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OWS Structured Asset Trust","title":"OSAT 2021-RPL1 Trust","isin":"US67114HAB06","value_usd":5562493.2,"pct_val":0.220951131508,"balance":5539989.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCO Mortgage LLC","title":"RCO VIII Mortgage LLC 2025-3","isin":"US74939GAA31","value_usd":5550239.92,"pct_val":0.220464411617,"balance":5538334.72,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97","isin":"US38382VEF22","value_usd":5538847.92,"pct_val":0.220011903147,"balance":39037311.11,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105","isin":"US3137H06M50","value_usd":5466788.87,"pct_val":0.217149602365,"balance":33413680.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H4ZL74","value_usd":5461353.26,"pct_val":0.216933691238,"balance":33506838.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38383BDV18","value_usd":5428535.99,"pct_val":0.215630136756,"balance":49808566.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LHOME MORTGAGE TRUST LHOME_25-RTL1","title":"LHOME MORTGAGE TRUST LHOME_25-RTL1","isin":"US50205UAC53","value_usd":5422957.58,"pct_val":0.215408553384,"balance":5368000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ajax Mortgage Loan Trust","title":"Ajax Mortgage Loan Trust 2021-E","isin":"US009740AE18","value_usd":5410871.87,"pct_val":0.214928489642,"balance":8617660,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_5119","title":"FREDDIE MAC FHLMC_5119","isin":"US3137H0SU35","value_usd":5393130.29,"pct_val":0.214223765693,"balance":33423528.33,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1","title":"MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1","isin":"US58550DAE31","value_usd":5384833.88,"pct_val":0.213894219011,"balance":5802000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Upstart Securitization Trust","title":"Upstart Securitization Trust 2025-4","isin":"US91684AAE91","value_usd":5380874.34,"pct_val":0.213736939746,"balance":5375000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Toorak Mortgage Corp.","title":"TOORAK MORTGAGE TRUST TRK_24-RRTL2","isin":"US89055JAD72","value_usd":5374180.85,"pct_val":0.213471063611,"balance":5375000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE MORTGAGE TRUST CHNGE_23-1","title":"CHNGE MORTGAGE TRUST CHNGE_23-1","isin":"US12547QAC15","value_usd":5364294.67,"pct_val":0.213078368721,"balance":5373000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRKCM TRUST PRKCM_22-AFC1","title":"PRKCM TRUST PRKCM_22-AFC1","isin":"US69377CAE30","value_usd":5312624.98,"pct_val":0.211025965948,"balance":5542418.64,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64","isin":"US38384MC211","value_usd":5237254.94,"pct_val":0.208032147345,"balance":47595788.5,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LHOME MORTGAGE TRUST LHOME_24-RTL1","title":"LHOME MORTGAGE TRUST LHOME_24-RTL1","isin":"US50205DAB55","value_usd":5235624.68,"pct_val":0.207967390809,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GCAT","title":"GCAT 2019-NQM3 Trust","isin":"US36167VAD64","value_usd":5230970.01,"pct_val":0.207782499867,"balance":5650000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-168","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-168","isin":"US38383YZB19","value_usd":5219080.91,"pct_val":0.207310245789,"balance":51771922.47,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VELOCITY COMMERCIAL CAPITAL LOAN TRUST VCC_25-MC1","title":"VELOCITY COMMERCIAL CAPITAL LOAN TRUST VCC_25-MC1","isin":"US91825JAB61","value_usd":5190620.95,"pct_val":0.206179770634,"balance":5214000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42","isin":"US38382PZY14","value_usd":5188331.26,"pct_val":0.206088820483,"balance":34026329.08,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161","isin":"US38383A6U39","value_usd":5039551.1,"pct_val":0.200179034436,"balance":34042372.33,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRET_24-NPL5","title":"PRET_24-NPL5","isin":"US74143QAB14","value_usd":5002223,"pct_val":0.2147655226,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE MORTGAGE TRUST CHNGE_23-2","title":"CHNGE MORTGAGE TRUST CHNGE_23-2","isin":"US169926AF98","value_usd":4985695.19,"pct_val":0.198039791506,"balance":4942000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Deephaven Residential Mortgage Trust","title":"Deephaven Residential Mortgage Trust 2020-2","isin":"US24380NAG43","value_usd":4969770.92,"pct_val":0.197407254018,"balance":4911000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES CLO Ltd","title":"ARES LX CLO LTD","isin":"US04018JAA88","value_usd":4948075,"pct_val":0.196545457356,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3137HL3S91","value_usd":4932670.39,"pct_val":0.195933561595,"balance":54544905.96,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Imperial Fund LLC","title":"Imperial Fund Mortgage Trust 2022-NQM5","isin":"US45276QAF19","value_usd":4924105.84,"pct_val":0.195593363963,"balance":4944000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2025-2 LLC","isin":"US69382HAB15","value_usd":4921934.36,"pct_val":0.195507109303,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST AOMT_19-2","title":"AOMT_19-2","isin":"US03463WAF05","value_usd":4912990.56,"pct_val":0.2109344156,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UATSP_25-1GS","title":"UATSP_25-1GS","isin":"US91684D1037","value_usd":4896066.37,"pct_val":0.194479591344,"balance":18723,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS","title":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS","isin":"US3137G0WV71","value_usd":4807843.77,"pct_val":0.19097524849,"balance":5650000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1","title":"DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1","isin":"US24380WAG42","value_usd":4798872.96,"pct_val":0.190618913561,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT MORTGAGE LOAN TRUST COLT_21-4","title":"COLT MORTGAGE LOAN TRUST COLT_21-4","isin":"US19688GAE35","value_usd":4797535.4,"pct_val":0.190565783537,"balance":5969000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RADNOR REESSENT RMIR_21-1","title":"RADNOR REESSENT RMIR_21-1","isin":"US75279YAE14","value_usd":4796816.48,"pct_val":0.190537226884,"balance":4750000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ally Bank Auto Credit-Linked Notes","title":"Ally Bank Auto Credit-Linked Notes Series 2025-A","isin":"US02007G5K51","value_usd":4778108.86,"pct_val":0.18979413028,"balance":4732732.37,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-5","title":"PRPM_24-5","isin":"US69381KAA79","value_usd":4770803.4,"pct_val":0.2048297498,"balance":4771435.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT Funding LLC","title":"COLT MORTGAGE LOAN TRUST COLT_21-3","isin":"US19688FAC95","value_usd":4767068.4,"pct_val":0.189355585541,"balance":5455931.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VISTA POINT SECURITIZATION TRUST VSTA_24-CES3","title":"VISTA POINT SECURITIZATION TRUST VSTA_24-CES3","isin":"US92841WAE93","value_usd":4747281.53,"pct_val":0.1885696194,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1","isin":"US38383BXL16","value_usd":4711092.04,"pct_val":0.187132114943,"balance":43645712.73,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-101","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-101","isin":"US38384CAB54","value_usd":4695587.86,"pct_val":0.186516264103,"balance":72147021,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT MORTGAGE LOAN TRUST COLT_22-4","title":"COLT MORTGAGE LOAN TRUST COLT_22-4","isin":"US19685GAF37","value_usd":4667302.62,"pct_val":0.185392729105,"balance":4993000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HTAP TRUST HTAP_24-2","title":"HTAP TRUST HTAP_24-2","isin":"US40444WAB54","value_usd":4647228.87,"pct_val":0.184595367631,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RUN_22-NQM1","title":"RUN_22-NQM1","isin":"US74981CAD39","value_usd":4605892.96,"pct_val":0.182953439137,"balance":5595000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158","isin":"US38382X7G48","value_usd":4581704.05,"pct_val":0.181992616922,"balance":28770783.1,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-90","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-90","isin":"US3136BPRP84","value_usd":4574287.03,"pct_val":0.181698001018,"balance":36681833.78,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM LLC PRPM_22-NQM1","title":"PRPM LLC PRPM_22-NQM1","isin":"US69378KAE47","value_usd":4551745.54,"pct_val":0.180802616963,"balance":4608000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST5","title":"UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST5","isin":"US91535BAD01","value_usd":4548982.72,"pct_val":0.180692873331,"balance":5250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT MORTGAGE LOAN TRUST COLT_23-1","title":"COLT MORTGAGE LOAN TRUST COLT_23-1","isin":"US19688NAF50","value_usd":4536177.91,"pct_val":0.180184245786,"balance":4546000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DailyPay Securitization Trust","title":"DailyPay Securitization Trust 2025-1","isin":"US233824AA90","value_usd":4533183.9,"pct_val":0.180065318918,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Starwood Mortgage Residential Trust","title":"STAR_20-3","isin":"US85573MAE93","value_usd":4524680.9,"pct_val":0.179727566151,"balance":4750000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STARC_20-CS01","title":"STARC_20-CS01","isin":"US3137G0WN55","value_usd":4515782.42,"pct_val":0.179374104285,"balance":1927597396.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1","title":"NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1","isin":"US64832AAE73","value_usd":4512135.22,"pct_val":0.179229231664,"balance":6748000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2024-8 LLC","isin":"US74448KAA88","value_usd":4501359.84,"pct_val":0.178801216327,"balance":4499896.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Lendbuzz Securitization Trust","title":"Lendbuzz Securitization Trust 2025-2","isin":"US52611JAB61","value_usd":4451347.91,"pct_val":0.176814662434,"balance":4450000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1","title":"SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1","isin":"US79583VAE02","value_usd":4447165.53,"pct_val":0.176648531607,"balance":5198000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2024-RPL4 LLC","isin":"US74448MAD83","value_usd":4442238.84,"pct_val":0.176452835596,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS","title":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS","isin":"US3137G0WG05","value_usd":4417923.96,"pct_val":0.175487009652,"balance":601642897.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-173","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-173","isin":"US38384GBQ29","value_usd":4405621.33,"pct_val":0.1749983295,"balance":61173721.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160","isin":"US38382KE587","value_usd":4396264.04,"pct_val":0.174626642967,"balance":28627978.08,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LHOME MORTGAGE TRUST LHOME_24-RTL5","title":"LHOME MORTGAGE TRUST LHOME_24-RTL5","isin":"US50205WAC10","value_usd":4380896.06,"pct_val":0.174016202208,"balance":4358000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW YORK MORTGAGE TRUST NYMT_24-CP1","title":"NEW YORK MORTGAGE TRUST NYMT_24-CP1","isin":"US67118PAB85","value_usd":4340348.57,"pct_val":0.172405591018,"balance":5295000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_20-22","title":"FANNIE MAE FNMA_20-22","isin":"US3136B9HD27","value_usd":4232261.86,"pct_val":0.168112213926,"balance":27905642.69,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191","isin":"US38382MRS07","value_usd":4232200.25,"pct_val":0.168109766679,"balance":26908904.75,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verus Securitization Trust","title":"Verus Securitization Trust 2023-INV1","isin":"US92539FAE34","value_usd":4189865.54,"pct_val":0.16642816425,"balance":4198000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE Mortgage Trust 2022-2","title":"CHNGE MORTGAGE TRUST CHNGE_22-2","isin":"US12546YAC57","value_usd":4085809.06,"pct_val":0.162294874343,"balance":4569000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1","title":"SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1","isin":"US79583VAF76","value_usd":4083134.62,"pct_val":0.162188641307,"balance":4958000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE Mortgage Trust 2022-1","title":"CHNGE Mortgage Trust 2022-1","isin":"US17030JAB26","value_usd":4045934.78,"pct_val":0.160711004131,"balance":4650000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGURE LENDING FIGRE_24-HE5","isin":"US31684FAE43","value_usd":4010630.13,"pct_val":0.159308646936,"balance":3950000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155","isin":"US38383AJY10","value_usd":4006775.89,"pct_val":0.159155550355,"balance":27746717.82,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-34","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-34","isin":"US3136BAHY33","value_usd":4003167.29,"pct_val":0.159012210988,"balance":28387472.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117","isin":"US38382WEG87","value_usd":3999683.11,"pct_val":0.158873813783,"balance":28049980,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VISTA POINT SECURITIZATION TRUST VSTA_25-CES1","title":"VISTA POINT SECURITIZATION TRUST VSTA_25-CES1","isin":"US92842DAE04","value_usd":3997165.79,"pct_val":0.158773821804,"balance":3929000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP ADVISORS LLC PRPM_24-RPL4","title":"PRP ADVISORS LLC PRPM_24-RPL4","isin":"US74448MAE66","value_usd":3977304.02,"pct_val":0.157984880515,"balance":4408000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97","isin":"US38384PRM40","value_usd":3975279.49,"pct_val":0.157904462944,"balance":27510870.3,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya AI Debt Trust 2024-3","isin":"US69547XAB82","value_usd":3936455.61,"pct_val":0.156362316301,"balance":3889721,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Onslow Bay Financial LLC","title":"OBX 2021-NQM3 Trust","isin":"US67114JAA88","value_usd":3929273.99,"pct_val":0.156077050862,"balance":4748544.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141","isin":"US38384EE685","value_usd":3924806.49,"pct_val":0.155899594612,"balance":31095802.68,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191","isin":"US38382MRY74","value_usd":3917821.45,"pct_val":0.155622137645,"balance":17491898.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42","isin":"US38382PZX31","value_usd":3904078.78,"pct_val":0.155076256801,"balance":28740760.34,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_4606","title":"FREDDIE MAC FHLMC_4606","isin":"US3137BR5P68","value_usd":3886083.41,"pct_val":0.154361451906,"balance":35161429.78,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Toorak Mortgage Corp.","title":"Toorak Mortgage Trust 2025-RRTL1","isin":"US89053JAH05","value_usd":3854554.32,"pct_val":0.153109065996,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT MORTGAGE LOAN TRUST COLT_25-5","title":"COLT MORTGAGE LOAN TRUST COLT_25-5","isin":"US19689AAE55","value_usd":3814231.62,"pct_val":0.151507383824,"balance":3728000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BHMS Mortgage Trust","title":"BHMS Commercial Mortgage Trust 2025-ATLS","isin":"US088928AC00","value_usd":3802387.92,"pct_val":0.151036933107,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Residential Mortgage Loan Trust","title":"Residential Mortgage Loan Trust 2020-1","isin":"US76119CAE12","value_usd":3787413.64,"pct_val":0.150442130742,"balance":3938000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EASY MORTGAGE LOAN TRUST EASY_25-RTL1","title":"EASY MORTGAGE LOAN TRUST EASY_25-RTL1","isin":"US27786FAC32","value_usd":3766300.13,"pct_val":0.149603468337,"balance":3750000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Homeward Opportunities Fund I Trust","title":"Homeward Opportunities Fund I Trust 2020-2","isin":"US43789XAE40","value_usd":3765009.38,"pct_val":0.149552197681,"balance":3750000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM3","title":"IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM3","isin":"US45276KAE73","value_usd":3737635.22,"pct_val":0.148464852239,"balance":4489000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM LLC PRPM_24-RCF6","title":"PRPM LLC PRPM_24-RCF6","isin":"US74390FAE97","value_usd":3727352.96,"pct_val":0.148056424418,"balance":4088000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_22-5","title":"PAGAYA AI DEBT SELECTION TRUST PAID_22-5","isin":"US69548HAB24","value_usd":3725253.2,"pct_val":0.14797301859,"balance":3580311.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT FUNDING LLC COLT_20-2","title":"COLT_20-2","isin":"US19688JAE73","value_usd":3722799.54,"pct_val":0.1598347353,"balance":3716000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LHOME MORTGAGE TRUST LHOME_24-RTL1","title":"LHOME MORTGAGE TRUST LHOME_24-RTL1","isin":"US50205DAC39","value_usd":3722783.86,"pct_val":0.147874932454,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE MORTGAGE TRUST CHNGE_23-3","title":"CHNGE MORTGAGE TRUST CHNGE_23-3","isin":"US17030AAF21","value_usd":3716815.39,"pct_val":0.147637855274,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RR Ltd","title":"RR LTD RRAM_21-16A","isin":"US74971JAA60","value_usd":3692725.54,"pct_val":0.146680967881,"balance":3733333,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2","title":"BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2","isin":"US10569EAF88","value_usd":3684653.6,"pct_val":0.146360337507,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS MORTGAGE LOAN TRUST BARC_21-NPL1","title":"BARCLAYS MORTGAGE LOAN TRUST BARC_21-NPL1","isin":"US06744JAB26","value_usd":3652669.6,"pct_val":0.145089881843,"balance":3649223.64,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44","isin":"US38382PLL49","value_usd":3647992.87,"pct_val":0.144904114644,"balance":21402405.12,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119","isin":"US38382UM241","value_usd":3642770.08,"pct_val":0.144696657067,"balance":24123346.63,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B","title":"ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B","isin":"US02007G6U25","value_usd":3611635.69,"pct_val":0.143459949272,"balance":3610000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST VERUS_22-2","title":"VERUS SECURITIZATION TRUST VERUS_22-2","isin":"US92538XAF24","value_usd":3602433.88,"pct_val":0.143094438653,"balance":4493200,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verus Securitization Trust","title":"VERUS SECURITIZATION TRUST VERUS_21-R2","isin":"US92538DAE94","value_usd":3535905.37,"pct_val":0.140451819771,"balance":3781000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_24-74","title":"FANNIE MAE FNMA_24-74","isin":"US3136BS3Q69","value_usd":3526345.92,"pct_val":0.140072103119,"balance":27325847.1,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGRE Trust 2024-HE1","isin":"US31684HAF73","value_usd":3522507.3,"pct_val":0.13991962699,"balance":3250000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_24-5","title":"PAGAYA AI DEBT SELECTION TRUST PAID_24-5","isin":"US69544LAC54","value_usd":3511263.3,"pct_val":0.139472997316,"balance":3474816.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ally Bank Auto Credit-Linked Notes","title":"Ally Bank Auto Credit-Linked Notes Series 2025-B","isin":"US02007G6T51","value_usd":3502622.55,"pct_val":0.139129772899,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2","title":"PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2","isin":"US69380RAE53","value_usd":3457769.96,"pct_val":0.137348156247,"balance":3688000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90","isin":"US38383RH831","value_usd":3432404.62,"pct_val":0.13634060435,"balance":29839186.64,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Enact Mortgage Insurance Corporation","title":"GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3","isin":"US89600HAC34","value_usd":3383161,"pct_val":0.134384568959,"balance":3378543.54,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-29","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-29","isin":"US38382NV460","value_usd":3352311.23,"pct_val":0.133159166726,"balance":17651054.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21","isin":"US38381B6Y52","value_usd":3301593.91,"pct_val":0.131144593614,"balance":25764616.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117","isin":"US38382WEU71","value_usd":3252762.57,"pct_val":0.129204934644,"balance":22509860.06,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFRA Trust","title":"MFA 2020-NQM3 Trust","isin":"US552757AD83","value_usd":3236604.35,"pct_val":0.128563104288,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79","isin":"US38384PDH01","value_usd":3220795.37,"pct_val":0.127935146304,"balance":21409496.24,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"FANNIE MAE FNMA_19-5","isin":"US3136B3L406","value_usd":3197107.93,"pct_val":0.12699424328,"balance":28141722.53,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE Mortgage Trust","title":"CHNGE Mortgage Trust 2022-NQM1","isin":"US12569CAD39","value_usd":3139266.69,"pct_val":0.124696696664,"balance":3150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375AN914","value_usd":3115653.89,"pct_val":0.123758758461,"balance":25774085.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"A&D Mortgage Trust","title":"A&D Mortgage Trust 2024-NQM1","isin":"US00039GAA76","value_usd":3073412.14,"pct_val":0.122080848552,"balance":3049590.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ajax Mortgage Loan Trust","title":"Ajax Mortgage Loan Trust 2021-C","isin":"US009733AA45","value_usd":3068088.1,"pct_val":0.121869369163,"balance":3048569.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CoreVest American Finance Ltd","title":"CAFL 2025-RRTL1 Issuer LP","isin":"US124760AC38","value_usd":3062305.8,"pct_val":0.121639686954,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1","title":"NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1","isin":"US64832AAF49","value_usd":3056349.14,"pct_val":0.121403078886,"balance":5287000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138","isin":"US3137H2LM48","value_usd":3051874.61,"pct_val":0.121225343394,"balance":24374632.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"PAGAYA AI DEBT TRUST PAID_25-5","isin":"US69548XAA90","value_usd":3039398.1,"pct_val":0.120729756451,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGRE Trust 2024-HE5","isin":"US31684FAF18","value_usd":3033076.94,"pct_val":0.12047866986,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Angel Oak Mortgage Trust","title":"Angel Oak Mortgage Trust 2021-5","isin":"US03465HAC88","value_usd":3011327.43,"pct_val":0.119614744517,"balance":3402481.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GITSIT Mortgage Loan Trust","title":"GITSIT Mortgage Loan Trust 2025-NPL1","isin":"US375926AA05","value_usd":2990446.2,"pct_val":0.118785308646,"balance":2983718.21,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VISTA POINT SECURITIZATION TRUST VSTA_24-CES3","title":"VISTA POINT SECURITIZATION TRUST VSTA_24-CES3","isin":"US92841WAF68","value_usd":2980094.52,"pct_val":0.11837412335,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"FANNIE MAE FNMA_17-81","isin":"US3136AX4E23","value_usd":2973538.48,"pct_val":0.11811370695,"balance":21981336.46,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1","title":"DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1","isin":"US24380WAH25","value_usd":2964335.35,"pct_val":0.117748143899,"balance":2965200,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Starwood Mortgage Residential Trust 2020-INV1","title":"Starwood Mortgage Residential Trust 2020-INV","isin":"US85573EAE77","value_usd":2959824.96,"pct_val":0.11756898399,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Homeward Opportunities Fund I Trust","title":"Homeward Opportunities Fund Trust 2022-1","isin":"US43789KAD46","value_usd":2958744.9,"pct_val":0.117526082278,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175","isin":"US38382LMJ79","value_usd":2928645.69,"pct_val":0.11633049349,"balance":19896163.92,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3137HLPA49","value_usd":2899845.29,"pct_val":0.115186495513,"balance":21392909.81,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Starwood Mortgage Residential Trust","title":"Starwood Mortgage Residential Trust 2021-3","isin":"US85573JAA43","value_usd":2860450.51,"pct_val":0.113621671808,"balance":3220106.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STACR_19-CS02","title":"STACR_19-CS02","isin":"US3137G0WA35","value_usd":2849592.92,"pct_val":0.113190390958,"balance":2950000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verus Securitization Trust","title":"Verus Securitization Trust 2021-5","isin":"US92538KAE38","value_usd":2826832.92,"pct_val":0.112286327335,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1","title":"BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1","isin":"US105699AF97","value_usd":2820675.48,"pct_val":0.112041743965,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-5","title":"PRPM_24-5","isin":"US69381KAB52","value_usd":2802189.88,"pct_val":0.1203092653,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-83","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-83","isin":"US38383RZG54","value_usd":2801399.28,"pct_val":0.111276062453,"balance":21120543.17,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-78","isin":"US38382FW340","value_usd":2796866.05,"pct_val":0.111095995303,"balance":20964142.27,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGURE LENDING FIGRE_23-HE3","title":"FIGURE LENDING FIGRE_23-HE3","isin":"US31684CAD39","value_usd":2762274.79,"pct_val":0.1097219751,"balance":2653514.4,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOORAK MORTGAGE TRUST TRK_24-RRTL2","title":"TOORAK MORTGAGE TRUST TRK_24-RRTL2","isin":"US89055JAF21","value_usd":2749812.18,"pct_val":0.109226940287,"balance":2750000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST VERUS_21-5","title":"VERUS SECURITIZATION TRUST VERUS_21-5","isin":"US92538KAF03","value_usd":2746463.3,"pct_val":0.109093917414,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Elmwood CLO 16 Ltd","title":"Elmwood CLO 16 Ltd","isin":"US29003DAE76","value_usd":2714379.25,"pct_val":0.107819487604,"balance":2750000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-34","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-34","isin":"US38382DG942","value_usd":2693752.9,"pct_val":0.107000175974,"balance":18603394.35,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM LLC PRPM_23-NQM1","title":"PRPM LLC PRPM_23-NQM1","isin":"US693965AE58","value_usd":2687499.54,"pct_val":0.106751782508,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66","isin":"US38384AQY28","value_usd":2683701.91,"pct_val":0.106600934567,"balance":53841701.26,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_18-64","title":"FANNIE MAE FNMA_18-64","isin":"US3136B23K66","value_usd":2676164.26,"pct_val":0.106301527047,"balance":19858758.13,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_18-3","title":"FANNIE MAE FNMA_18-3","isin":"US3136B0VJ22","value_usd":2669906.08,"pct_val":0.106052942122,"balance":19485720.07,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2024-RCF2 LLC","isin":"US693987AD12","value_usd":2666896.12,"pct_val":0.105933381694,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Home Partners of America Trust","title":"HOME PARTNERS OF AMERICA TRUST HPA_19-2","isin":"US43732TAL52","value_usd":2664993.8,"pct_val":0.105857818499,"balance":2747553.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VISTA POINT SECURITIZATION TRUST VSTA_25-CES1","title":"VISTA POINT SECURITIZATION TRUST VSTA_25-CES1","isin":"US92842DAF78","value_usd":2621244.74,"pct_val":0.104120035825,"balance":2546000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_4993","title":"FREDDIE MAC FHLMC_4993","isin":"US3137FU6V15","value_usd":2576936.19,"pct_val":0.102360029312,"balance":16274886.25,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-148","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-148","isin":"US38382KZY27","value_usd":2572580.27,"pct_val":0.102187005199,"balance":17479843.74,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_20-54","title":"FANNIE MAE FNMA_20-54","isin":"US3136BBGH91","value_usd":2549504.88,"pct_val":0.101270413781,"balance":19750222.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Vista Point Securitization Trust","title":"Vista Point Securitization Trust Series 2024-CES2","isin":"US92841YAE59","value_usd":2522225,"pct_val":0.100186813292,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGURE LENDING FIGRE_24-HE1","title":"FIGURE LENDING FIGRE_24-HE1","isin":"US31684HAE09","value_usd":2510498.19,"pct_val":0.099721005632,"balance":2350000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115","isin":"US38384CL569","value_usd":2501118.25,"pct_val":0.099348419405,"balance":39459212.75,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Research-Driven Pagaya Motor Asset Trust I","title":"Research-Driven Pagaya Motor Asset Trust IV","isin":"US76088LAA61","value_usd":2499231.87,"pct_val":0.099273489373,"balance":2518808.55,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-161","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-161","isin":"US38383YSS27","value_usd":2473510.29,"pct_val":0.098251787053,"balance":36737120,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAIF SECURITIZATION TRUST SAIF_25-CES1","title":"SAIF SECURITIZATION TRUST SAIF_25-CES1","isin":"US78438CAD39","value_usd":2459273.32,"pct_val":0.097686271821,"balance":2453220,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Elmwood CLO VIII Ltd","title":"Elmwood CLO VIII Ltd","isin":"US290021AL80","value_usd":2451082.5,"pct_val":0.097360919343,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164","isin":"US38382LGD73","value_usd":2422237.97,"pct_val":0.096215168452,"balance":14224912.24,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Oaktown Re Ltd","title":"Oaktown Re VI Ltd","isin":"US67401FAG54","value_usd":2406462.38,"pct_val":0.095588536772,"balance":2373000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64","isin":"US38384MJC29","value_usd":2404577.24,"pct_val":0.095513655994,"balance":44417670.39,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FTYA91","value_usd":2396150.07,"pct_val":0.095178915316,"balance":18863357.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRET LLC PRET_21-RN2","title":"PRET_21-RN2","isin":"US74143FAA75","value_usd":2385857.07,"pct_val":0.1024344258,"balance":2387555.34,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44","isin":"US38382PSC76","value_usd":2328647.69,"pct_val":0.092497612759,"balance":14004696.33,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-187","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-187","isin":"US38382LD405","value_usd":2302075.3,"pct_val":0.091442114904,"balance":15577581.87,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24","isin":"US38382NPZ41","value_usd":2289387.09,"pct_val":0.090938118898,"balance":13928787.77,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCTAGON INVESTMENT PARTNERS 54 OCT54_21-1A","title":"OCTAGON INVESTMENT PARTNERS 54 OCT54_21-1A","isin":"US67577GAA40","value_usd":2285260,"pct_val":0.090774184279,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160","isin":"US38382KG806","value_usd":2270021.9,"pct_val":0.090168902562,"balance":15602844.12,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197","isin":"US38385BEL09","value_usd":2258101.03,"pct_val":0.089695386528,"balance":19575352,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1","title":"ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1","isin":"US26846FAD15","value_usd":2254328.33,"pct_val":0.089545528847,"balance":2250000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Upstart Securitization Trust","title":"Upstart Securitization Trust 2025-3","isin":"US91684FAE88","value_usd":2231923.05,"pct_val":0.08865555527,"balance":2250000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM LLC PRPM_24-RCF6","title":"PRPM LLC PRPM_24-RCF6","isin":"US74390FAD15","value_usd":2230622.82,"pct_val":0.088603908054,"balance":2350000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGRE Trust 2025-HE1","isin":"US30191LAF67","value_usd":2229099.16,"pct_val":0.088543385841,"balance":2110000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-85","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-85","isin":"US38382FWM21","value_usd":2215693.32,"pct_val":0.088010884423,"balance":10835528.64,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAVO Residential Funding Trust","title":"BRAVO Residential Funding Trust 2020-NQM1","isin":"US105699AE23","value_usd":2206788.76,"pct_val":0.087657181049,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2024-RCF4 LLC","isin":"US74448JAD54","value_usd":2198821.17,"pct_val":0.087340695624,"balance":2335000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2","title":"NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2","isin":"US64831MAE21","value_usd":2167532.75,"pct_val":0.086097869511,"balance":2887000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58","isin":"US38382RAZ10","value_usd":2151606.78,"pct_val":0.085465264497,"balance":11745629.94,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya AI Debt Trust 2024-2","isin":"US694961AC78","value_usd":2146641.74,"pct_val":0.085268045162,"balance":2117755.14,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"PAGAYA AI DEBT SELECTION TRUST PAID_24-1","isin":"US69548AAB70","value_usd":2143317.93,"pct_val":0.08513601811,"balance":2115977.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-67","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-67","isin":"US38382FQZ08","value_usd":2138294.85,"pct_val":0.084936493334,"balance":16423798.83,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2024-RCF3 LLC","isin":"US74390BAJ70","value_usd":2077423.65,"pct_val":0.082518591858,"balance":2250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-31","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-31","isin":"US38382DUY39","value_usd":2066445.55,"pct_val":0.082082524158,"balance":16087898.74,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New York Mortgage Trust","title":"NYMT Loan Trust Series 2025-R1","isin":"US67120XAA90","value_usd":2048567.03,"pct_val":0.081372360733,"balance":2045480.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2023-NQM3 Trust","isin":"US69380TAF84","value_usd":2043072.73,"pct_val":0.081154118345,"balance":2043000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66","isin":"US38384ARD71","value_usd":2016845.97,"pct_val":0.080112349467,"balance":21095854.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Vista Point Securitization Trust","title":"Vista Point Securitization Trust 2020-1","isin":"US92838WAE49","value_usd":2011764.2,"pct_val":0.07991049343,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Palmer Square CLO Ltd","title":"Palmer Square CLO 2023-2 Ltd","isin":"US69703CAE84","value_usd":2009608,"pct_val":0.079824845716,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1","title":"ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1","isin":"US26846FAC32","value_usd":2003972.2,"pct_val":0.079600982721,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HLW248","value_usd":2000465.94,"pct_val":0.079461708463,"balance":33478472.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOORAK MORTGAGE TRUST TRK_24-RRT1","title":"TOORAK MORTGAGE TRUST TRK_24-RRT1","isin":"US890938AE39","value_usd":1979947.73,"pct_val":0.078646692326,"balance":1968000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGURE LENDING FIGRE_24-HE3","isin":"US31684GAE26","value_usd":1942098.37,"pct_val":0.077143255177,"balance":1850000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGURE LENDING FIGRE_24-HE4","isin":"US31684UAE10","value_usd":1928562.89,"pct_val":0.076605604251,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47","isin":"US38383WJ316","value_usd":1914687.49,"pct_val":0.076054451158,"balance":23441153.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2025-RCF3 LLC","isin":"US69392PAF27","value_usd":1902962.8,"pct_val":0.075588727708,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Credit Suisse Mortgage Trust","title":"CSMC 2014-USA OA LLC","isin":"US12649AAQ22","value_usd":1890008.14,"pct_val":0.075074147882,"balance":2425000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2025-RCF4 LLC","isin":"US69382WAF95","value_usd":1850245,"pct_val":0.073494692329,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160","isin":"US38382KH226","value_usd":1842684.67,"pct_val":0.073194383922,"balance":12498505.54,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT MORTGAGE LOAN TRUST COLT_21-3","title":"COLT MORTGAGE LOAN TRUST COLT_21-3","isin":"US19688FAE51","value_usd":1838025.24,"pct_val":0.073009303906,"balance":2502000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LHOME Mortgage Trust","title":"LHOME MORTGAGE TRUST LHOME_25-RTL3","isin":"US50205YAC75","value_usd":1814544.54,"pct_val":0.072076612926,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPORTUN FUNDING LLC OPTN_24-3","title":"OPORTUN FUNDING LLC OPTN_24-3","isin":"US68377NAC56","value_usd":1809818.52,"pct_val":0.071888887849,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW YORK MORTGAGE TRUST NYMT_24-CP1","title":"NEW YORK MORTGAGE TRUST NYMT_24-CP1","isin":"US67118PAC68","value_usd":1796814,"pct_val":0.071372327504,"balance":2350000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Preston Ridge Partners Mortgage Trust","title":"PRPM LLC PRPM_24-RCF1","isin":"US693581AD20","value_usd":1778729.86,"pct_val":0.070653996523,"balance":1850000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-103","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-103","isin":"US38381XW444","value_usd":1768293.45,"pct_val":0.070239445616,"balance":11983165.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105","isin":"US3137H06Z63","value_usd":1760047.4,"pct_val":0.069911899314,"balance":20144549.25,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM_24-RCF4","isin":"US74448JAE38","value_usd":1754617.49,"pct_val":0.0696962146,"balance":1910000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Affirm Inc","title":"Affirm Asset Securitization Trust 2024-X2","isin":"US00833Q1058","value_usd":1716985.24,"pct_val":0.068201401407,"balance":70500,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MPOWR_25-1","title":"MPOWR_25-1","isin":"US62477DAC92","value_usd":1710000,"pct_val":0.067923936496,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-162","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-162","isin":"US38382KNS86","value_usd":1688110.41,"pct_val":0.067054446951,"balance":11544766.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_20-38","title":"FANNIE MAE FNMA_20-38","isin":"US3136BACZ52","value_usd":1681180.13,"pct_val":0.066779165139,"balance":19169998.66,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2023-RCF2 LLC","isin":"US69380RAD70","value_usd":1665439.86,"pct_val":0.066153936426,"balance":1724000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51","isin":"US38384KWT41","value_usd":1657287.69,"pct_val":0.065830119188,"balance":33469605.78,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGURE LENDING FIGRE_24-HE3","isin":"US31684GAF90","value_usd":1654287.1,"pct_val":0.065710930951,"balance":1550000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160","isin":"US38382KG491","value_usd":1650168.34,"pct_val":0.065547327213,"balance":11350552.79,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE TRUST FIGRE_25-HE3","title":"FIGRE TRUST FIGRE_25-HE3","isin":"US31684LAF85","value_usd":1608613.35,"pct_val":0.06389669651,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGRE TRUST FIGRE_25-HE3","isin":"US31684LAE11","value_usd":1604913.75,"pct_val":0.063749742477,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5040","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5040","isin":"US3137F6PD37","value_usd":1603663.16,"pct_val":0.063700067041,"balance":9723437.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STACR_19-CS02","title":"STACR_19-CS02","isin":"US3137G0WB18","value_usd":1579730,"pct_val":0.062749403626,"balance":245109387.04,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS","title":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS","isin":"US3137G0WW54","value_usd":1572021.86,"pct_val":0.06244322397,"balance":446521009.18,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_24-1","title":"PAGAYA AI DEBT SELECTION TRUST PAID_24-1","isin":"US69548AAC53","value_usd":1560064.7,"pct_val":0.06196826644,"balance":1538600.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1","title":"NZES_20-PLS1","isin":"US433674AA63","value_usd":1544929.26,"pct_val":0.0663300177,"balance":1554884.72,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Knock Issuer Trust 2025-1","title":"Knock Issuer Trust 2025-1","isin":"US49917PAB94","value_usd":1508702.1,"pct_val":0.059928061773,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAVO Residential Funding Trust","title":"BRAVO Residential Funding Trust 2025-HE1","isin":"US10568VAE48","value_usd":1475282.25,"pct_val":0.058600571849,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT FUNDING LLC COLT_20-2","title":"COLT_20-2","isin":"US19688JAD90","value_usd":1474044.04,"pct_val":0.0632866305,"balance":1463000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5083","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5083","isin":"US3137FFRN91","value_usd":1415798.39,"pct_val":0.056237777739,"balance":8083324.84,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Visio 2019-2 Trust","title":"Visio 2019-2 Trust","isin":"US92837DAD93","value_usd":1374546.74,"pct_val":0.054599196186,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGRE Trust 2024-HE4","isin":"US31684UAF84","value_usd":1369206.15,"pct_val":0.054387059405,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Starwood Mortgage Residential Trust 2020-INV1","title":"Starwood Mortgage Residential Trust 2020-INV","isin":"US85573EAF43","value_usd":1309644,"pct_val":0.05202115549,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163","isin":"US38380KLT06","value_usd":1307752.99,"pct_val":0.051946041547,"balance":7534662.74,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987","isin":"US3137FTRP44","value_usd":1290054.38,"pct_val":0.051243024435,"balance":8298106.78,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STARC_19-CS02","title":"STARC_19-CS02","isin":"US3137G0VZ94","value_usd":1275353.37,"pct_val":0.050659076792,"balance":1293148.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6","title":"VOLT_21-NPL6","isin":"US91835EAA73","value_usd":1261590.46,"pct_val":0.0541651451,"balance":1261993.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS","title":"FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS","isin":"US3137G0WX38","value_usd":1230254.68,"pct_val":0.048867684654,"balance":446521009.18,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Visio 2019-2 Trust","title":"Visio 2019-2 Trust","isin":"US92837DAE76","value_usd":1181986.56,"pct_val":0.046950397684,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS","title":"FANNIE MAE FNMA_13-101","isin":"US3136AGZK16","value_usd":1166161.57,"pct_val":0.046321803757,"balance":8545511.91,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104","isin":"US38382HGQ74","value_usd":1099471.9,"pct_val":0.043672783342,"balance":8340003.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2025-RCF3 LLC","isin":"US69392PAD78","value_usd":1085466.47,"pct_val":0.043116465249,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62","isin":"US38382FLJ11","value_usd":1056804.25,"pct_val":0.041977956003,"balance":8112576.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASS","title":"GOVERNMENT NATIONAL MORTGAGE ASS","isin":"US38379U7F74","value_usd":1014421.24,"pct_val":0.040294435021,"balance":39962073.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5","title":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5","isin":"US76089LAA52","value_usd":1006066.5,"pct_val":0.039962571378,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124","isin":"US38380YV776","value_usd":1000838.49,"pct_val":0.039754906454,"balance":7633153.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_4826","title":"FREDDIE MAC FHLMC_4826","isin":"US3137FH4N06","value_usd":989866.6,"pct_val":0.039319085425,"balance":7616573.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRP Advisors, LLC","title":"PRPM 2025-RCF3 LLC","isin":"US69392PAE51","value_usd":959024.8,"pct_val":0.038093999774,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113","isin":"US38384CVG13","value_usd":957820.67,"pct_val":0.038046169803,"balance":13962888.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63","isin":"US38380WWB17","value_usd":903908.16,"pct_val":0.03590467863,"balance":6688372.72,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST IN","title":"CITIGROUP MORTGAGE LOAN TRUST IN","isin":"US17323TAL44","value_usd":900066.71,"pct_val":0.035752090089,"balance":32577826.77,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-6","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-6","isin":"US38378PQ844","value_usd":865841.65,"pct_val":0.034392615936,"balance":7589982.29,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137F1HV30","value_usd":862661.7,"pct_val":0.034266303233,"balance":6930958.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78","isin":"US38380XFS18","value_usd":851739.24,"pct_val":0.033832445642,"balance":5628263.87,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Vericrest Opportunity Loan Transferee","title":"VOLT XCV LLC","isin":"US92873BAA44","value_usd":822743.58,"pct_val":0.032680691626,"balance":822667.89,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94","isin":"US38380XSN83","value_usd":822563.68,"pct_val":0.03267354571,"balance":5258891.21,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_17-90","title":"FANNIE MAE FNMA_17-90","isin":"US3136AYQT32","value_usd":819668.16,"pct_val":0.032558531022,"balance":6184671.78,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78","isin":"US38380XHW02","value_usd":815278.4,"pct_val":0.03238416273,"balance":4688728.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19","isin":"US38380N3D99","value_usd":781597.07,"pct_val":0.031046286402,"balance":17150403.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_17-50","title":"FANNIE MAE FNMA_17-50","isin":"US3136AXAQ83","value_usd":760127.58,"pct_val":0.030193483902,"balance":6149795.04,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63","isin":"US38380WWC99","value_usd":756858.69,"pct_val":0.03006363836,"balance":6120847.35,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA_18-155","title":"GNMA_18-155","isin":"US38381A2N51","value_usd":735957.47,"pct_val":0.029233408454,"balance":6393087,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALPHAFLOW TRANSITIONAL MORTGAGE TRUST AFLOW_21-WL1","title":"ALPHAFLOW TRANSITIONAL MORTGAGE TRUST AFLOW_21-WL1","isin":"US02079YAA55","value_usd":729202.84,"pct_val":0.028965103741,"balance":832465.91,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96","isin":"US38382UZE45","value_usd":700946.4,"pct_val":0.027842712725,"balance":39689391.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NetCredit Combined Receivables 2023 LLC","title":"NetCredit Combined Receivables 2023 LLC","isin":"US64110XAA81","value_usd":694061.31,"pct_val":0.027569225932,"balance":693125.8,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_15-29","title":"FANNIE MAE FNMA_15-29","isin":"US3136ANXF99","value_usd":693399.49,"pct_val":0.027542937383,"balance":7303639.42,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_17-72","title":"FANNIE MAE FNMA_17-72","isin":"US3136AXU525","value_usd":680431.1,"pct_val":0.027027812179,"balance":16114947.64,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-1","title":"LDPT_21-1","isin":"US52607DAD12","value_usd":673773.38,"pct_val":0.0289277971,"balance":674447.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40","isin":"US38380V6B26","value_usd":671485.02,"pct_val":0.026672459565,"balance":4977956.52,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193","isin":"US38383DTZ14","value_usd":648251.18,"pct_val":0.025749574259,"balance":239817683.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3","isin":"US38382BN660","value_usd":639802.81,"pct_val":0.025413991483,"balance":17339487.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_20-38","title":"FANNIE MAE FNMA_20-38","isin":"US3136BACA02","value_usd":580608.4,"pct_val":0.02306269479,"balance":4450914.13,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102","isin":"US38380NKM01","value_usd":558040.21,"pct_val":0.022166250167,"balance":11901252.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hilton USA Trust","title":"Hilton USA Trust 2016-SFP","isin":"US43289VAS25","value_usd":550964.68,"pct_val":0.021885198793,"balance":27400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST IN","title":"CITIGROUP MORTGAGE LOAN TRUST IN","isin":"US17323TAM27","value_usd":537714.63,"pct_val":0.021358885603,"balance":1320000.21,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_25-R1","title":"PAGAYA AI DEBT SELECTION TRUST PAID_25-R1","isin":"US69548DAA37","value_usd":507858.68,"pct_val":0.02017295949,"balance":504326.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4","title":"PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4","isin":"US69382WAE21","value_usd":444972.69,"pct_val":0.017675027332,"balance":477000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_24-1","title":"PMIT_24-1A","isin":"US74363CAA71","value_usd":430081.23,"pct_val":0.0184651144,"balance":429805.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160","isin":"US38383AUH57","value_usd":401101.24,"pct_val":0.015932383131,"balance":70504700.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46","isin":"US38383PRL75","value_usd":381755.34,"pct_val":0.015163933024,"balance":22378923.51,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASS","title":"GOVERNMENT NATIONAL MORTGAGE ASS","isin":"US38379HFE09","value_usd":362539.63,"pct_val":0.014400654272,"balance":3748900.03,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4926","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4926","isin":"US3137FPNZ40","value_usd":356111.01,"pct_val":0.014145299198,"balance":5173249.95,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"PAGAYA AI DEBT SELECTION TRUST PAID_21-5","isin":"US69547EAD67","value_usd":332018.63,"pct_val":0.013188311309,"balance":12321273,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122","isin":"US38382WAW73","value_usd":258748.87,"pct_val":0.010277919189,"balance":51107859.57,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_13-101","title":"FANNIE MAE FNMA_13-101","isin":"US3136AGA936","value_usd":185879.3,"pct_val":0.007383423256,"balance":1661942.54,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA_19-43","title":"GNMA_19-43","isin":"US38381TQ246","value_usd":185827.17,"pct_val":0.007381352569,"balance":12253041.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPO","title":"FEDERAL HOME LOAN MORTGAGE CORPO","isin":"US31325USF48","value_usd":165156.39,"pct_val":0.006560276108,"balance":1472669.9,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THEOREM FUNDING TRUST THRM_22-3","title":"THRM_22-3A","isin":"US882925AA84","value_usd":164264.36,"pct_val":0.0070525287,"balance":164152.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE_MAC FHLMC_304","title":"FREDDIE_MAC FHLMC_304","isin":"US31325UQQ21","value_usd":162113.38,"pct_val":0.006439402882,"balance":1184680.26,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137AFJS26","value_usd":153730.21,"pct_val":0.006106409954,"balance":1715306.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3","title":"VOLT_21-NPL3","isin":"US92873AAA60","value_usd":148775.85,"pct_val":0.0063875447,"balance":148761.05,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_16-31","title":"FANNIE MAE FNMA_16-31","isin":"US3136ASJN76","value_usd":128605.55,"pct_val":0.005108418252,"balance":1001021.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-128","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-128","isin":"US38382AEF84","value_usd":121599.59,"pct_val":0.004830130309,"balance":32389418.04,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_14-93","title":"FANNIE MAE FNMA_14-93","isin":"US3136AMDR74","value_usd":121113.95,"pct_val":0.004810839911,"balance":928405.66,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARLETTE FUNDING TRUST MFT_21-1A","title":"MFT_21-1A","isin":"US57110NAD84","value_usd":118597.79,"pct_val":0.0050918794,"balance":119289.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRZT_14-1A","title":"NRZT_14-1A","isin":"US64828AAB98","value_usd":118169.59,"pct_val":0.00469388522,"balance":2768974.5,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_20-3","title":"PAGAYA AI DEBT SELECTION TRUST PAID_20-3","isin":"US69546T1025","value_usd":103008.57,"pct_val":0.004091665244,"balance":23803550,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286","isin":"US3137B6UF60","value_usd":101200.68,"pct_val":0.00401985296,"balance":794832.35,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097","isin":"US3137ATPX41","value_usd":92608.24,"pct_val":0.003678547492,"balance":663800.76,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FHLMC_4620","title":"FANNIE MAE FHLMC_4620","isin":"US3137BSAF08","value_usd":82599.49,"pct_val":0.003280983925,"balance":791034.3,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya AI Debt Selection Trust 2021-2","isin":"US69546LAA70","value_usd":61972.65,"pct_val":0.002461652832,"balance":62035.24,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_21-3","title":"PAGAYA AI DEBT SELECTION TRUST PAID_21-3","isin":"US69546RAD89","value_usd":40456.62,"pct_val":0.001607001688,"balance":12925852,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"USASF Receivables LLC","title":"US Auto Funding 2021-1","isin":"US90355EAD31","value_usd":19700.39,"pct_val":0.000782531017,"balance":2375000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC_4215","title":"FHLMC_4215","isin":"US3137B34H83","value_usd":2044.08,"pct_val":0.000081194128,"balance":94996.43,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LENDING CLUB RECEIVABLES TRUST LCRT_20-2","title":"LENDING CLUB RECEIVABLES TRUST LCRT_20-2","isin":"US52605L1035","value_usd":0.87,"pct_val":3.4557e-8,"balance":865000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya AI Debt Selection Trust 2021-1","isin":"US69547JAD54","value_usd":0.02,"pct_val":7.94e-10,"balance":1901904,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley & Co. LLC","title":"CDS: (CMBX.NA.7.BBB-)","isin":null,"value_usd":-80275.74,"pct_val":-0.00318868085,"balance":-1024551.11,"units":"OU","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1352280&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/columbia-mortgage-opportunities-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/columbia-mortgage-opportunities-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: Columbia Mortgage Opportunities Fund | LEI: 549300WK44U8MSIPOD39 | 463 positions totaling $7,501,140,033 across STIV, DCR, ABS-O, ABS-CBDO, ABS-MBS | Filing: Tue Jan 27 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-01-28"}
