Western Asset Mortgage Opportunity Fund Inc.

Fund Profile

Fund profile

Fund manager

Total assets

$257.93 mm

Liabilities

$120.94 mm

Net assets

$136.99 mm

Number of holdings

391.00

Top 200 of 391 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
STACR Trust 2018-HRP1	6.59 mm	5.38 mm principal	4.81	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp II	4.42 mm	4.42 mm principal	3.22	ABS-mortgage backed security	Long	USA
STACR Trust 2018-HRP2	4.33 mm	3.53 mm principal	3.16	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	3.93 mm	3.49 mm principal	2.87	ABS-mortgage backed security	Long	USA
280 Park Avenue 2017-280P Mortgage Trust	3.24 mm	3.43 mm principal	2.36	ABS-mortgage backed security	Long	USA
Conseco Finance Corp	3.20 mm	10.58 mm principal	2.34	ABS-other	Long	USA
Fannie Mae Connecticut Avenue Securities	2.92 mm	2.60 mm principal	2.13	ABS-mortgage backed security	Long	USA
Aegis Asset Backed Securities Trust 2005-3	2.87 mm	3.46 mm principal	2.10	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI4	2.67 mm	3.69 mm principal	1.95	ABS-mortgage backed security	Long	USA
Natixis Commercial Mortgage Securities Trust 2022-JERI	2.59 mm	3.50 mm principal	1.89	ABS-mortgage backed security	Long	USA
Multifamily Connecticut Avenue Securities Trust 2019-01	2.55 mm	2.50 mm principal	1.86	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp Trust 2018-LUAU	2.50 mm	2.50 mm principal	1.82	ABS-mortgage backed security	Long	USA
CSMC Series 2015-2R	2.49 mm	2.98 mm principal	1.82	ABS-mortgage backed security	Long	USA
BANK 2022-BNK44	2.46 mm	3.20 mm principal	1.79	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2008-3	2.42 mm	5.25 mm principal	1.77	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Trust 2018-HQA2	2.40 mm	1.87 mm principal	1.75	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1	2.39 mm	20.10 mm principal	1.75	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Trust 2018-DNA3	2.36 mm	2.00 mm principal	1.72	ABS-mortgage backed security	Long	USA
Hawaii Hotel Trust 2019-MAUI	2.22 mm	2.22 mm principal	1.62	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	2.17 mm	1.92 mm principal	1.58	ABS-mortgage backed security	Long	USA
Banc of America Funding 2014-R5 Trust	2.16 mm	3.03 mm principal	1.58	ABS-mortgage backed security	Long	USA
Banc of America Funding Corp	2.15 mm	2.38 mm principal	1.57	ABS-mortgage backed security	Long	USA
Western Asset Premier Institutional Government Reserves	2.13 mm	2.13 mm shares	1.56	Short-term investment vehicle	Long	USA
NCMF Trust 2022-MFP	2.13 mm	2.20 mm principal	1.56	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	2.04 mm	1.85 mm principal	1.49	ABS-mortgage backed security	Long	USA
BX Trust 2024-VLT4	2.01 mm	2.00 mm principal	1.47	ABS-mortgage backed security	Long	USA
CSMC Series 2014-11R	2.00 mm	2.62 mm principal	1.46	ABS-mortgage backed security	Long	USA
HIT Trust 2022-HI32	1.97 mm	1.94 mm principal	1.43	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2019-IMC	1.96 mm	2.00 mm principal	1.43	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Trust 2019-HQA3	1.92 mm	1.68 mm principal	1.40	ABS-mortgage backed security	Long	USA
TWO Two Harbors Investment Corp.	1.81 mm	1.84 mm principal	1.32	Debt	Long	USA
CAFL 2023-RTL1 Issuer LLC	1.80 mm	1.77 mm principal	1.31	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2021-DNA6	1.77 mm	1.64 mm principal	1.29	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2021-HQA4	1.76 mm	1.65 mm principal	1.29	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust 2024-RTL4	1.75 mm	1.77 mm principal	1.28	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2024-8	1.74 mm	1.75 mm principal	1.27	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Debt Notes 2016-DNA4	1.73 mm	1.56 mm principal	1.26	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2021-XL2	1.72 mm	1.75 mm principal	1.25	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1	1.72 mm	4.01 mm principal	1.25	ABS-mortgage backed security	Long	USA
MFA MFA Financial, Inc.	1.70 mm	69.90 k shares	1.24	Preferred equity	Long	USA
Legacy Mortgage Asset Trust 2021-GS3	1.70 mm	1.70 mm principal	1.24	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2021-4	1.69 mm	2.70 mm principal	1.24	ABS-mortgage backed security	Long	USA
Hawaii Hotel Trust 2019-MAUI	1.67 mm	1.70 mm principal	1.22	ABS-mortgage backed security	Long	USA
Citicorp Mortgage Securities Trust Series 2007-8	1.66 mm	2.49 mm principal	1.21	ABS-mortgage backed security	Long	USA
Freddie Mac Whole Loan Securities Trust 2015-SC01	1.64 mm	2.45 mm principal	1.20	ABS-mortgage backed security	Long	USA
NYMT Loan Trust Series 2024-BPL1	1.64 mm	1.62 mm principal	1.20	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1	1.60 mm	12.00 mm principal	1.17	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2019-HQA4	1.59 mm	1.42 mm principal	1.16	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	1.59 mm	1.50 mm principal	1.16	ABS-mortgage backed security	Long	USA
CSMC Trust 2017-CHOP	1.59 mm	1.62 mm principal	1.16	ABS-mortgage backed security	Long	USA
SMR 2022-IND Mortgage Trust	1.57 mm	1.83 mm principal	1.15	ABS-mortgage backed security	Long	USA
Popular ABS Mortgage Pass-Through Trust 2005-5	1.57 mm	1.77 mm principal	1.14	ABS-other	Long	USA
AMSR 2023-SFR2 Trust	1.56 mm	1.69 mm principal	1.14	ABS-other	Long	USA
Connecticut Avenue Securities Trust 2020-R01	1.55 mm	1.50 mm principal	1.13	ABS-mortgage backed security	Long	USA
Conseco Finance Corp	1.55 mm	4.76 mm principal	1.13	ABS-other	Long	USA
Multifamily Connecticut Avenue Securities Trust 2020-01	1.54 mm	1.50 mm principal	1.12	ABS-mortgage backed security	Long	USA
CSMC 2017-RPL1 Trust	1.54 mm	2.98 mm principal	1.12	ABS-mortgage backed security	Long	USA
PennyMac Corp	1.53 mm	1.55 mm principal	1.11	Debt	Long	USA
HIH Trust 2024-61P	1.50 mm	1.50 mm principal	1.09	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2022-JS2	1.50 mm	2.20 mm principal	1.09	ABS-mortgage backed security	Long	USA
PRKCM 2023-AFC1 Trust	1.49 mm	1.48 mm principal	1.09	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Trust 2019-FTR2	1.49 mm	1.27 mm principal	1.09	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust 2024-RTL5	1.49 mm	1.50 mm principal	1.09	ABS-mortgage backed security	Long	USA
BANK 2021-BNK35	1.47 mm	4.70 mm principal	1.07	ABS-mortgage backed security	Long	USA
CAFL 2024-RTL1 Issuer LLC	1.46 mm	1.46 mm principal	1.07	ABS-mortgage backed security	Long	USA
National Collegiate Student Loan Trust 2006-3	1.46 mm	1.71 mm principal	1.07	ABS-other	Long	USA
RIAL 2022-FL8 Issuer Ltd	1.44 mm	1.50 mm principal	1.05	ABS-collateralized bond/debt obligation	Long	Bermuda
PRKCM 2024-AFC1 Trust	1.44 mm	1.45 mm principal	1.05	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2022-INV2	1.43 mm	1.43 mm principal	1.05	ABS-mortgage backed security	Long	USA
Bayview Financial Asset Trust 2007-SSR1	1.42 mm	1.43 mm principal	1.04	ABS-mortgage backed security	Long	USA
CSMC Trust 2017-CHOP	1.42 mm	1.51 mm principal	1.04	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1	1.40 mm	1.50 mm principal	1.02	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2021-DNA5	1.39 mm	1.20 mm principal	1.02	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2021-R01	1.39 mm	1.32 mm principal	1.01	ABS-mortgage backed security	Long	USA
Eagle RE 2023-1 Ltd	1.36 mm	1.29 mm principal	0.99	ABS-mortgage backed security	Long	Bermuda
Bayview Financing INV Trust 2021-6F	1.36 mm	1.44 mm principal	0.99	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Trust 2019-FTR4	1.35 mm	1.25 mm principal	0.99	ABS-mortgage backed security	Long	USA
Home Partners of America 2021-2 Trust	1.35 mm	1.43 mm principal	0.99	ABS-other	Long	USA
AGNC AGNC Investment Corp.	1.35 mm	54.78 k shares	0.99	Preferred equity	Long	USA
New Residential Mortgage Loan Trust 2019-4	1.35 mm	2.08 mm principal	0.98	ABS-mortgage backed security	Long	USA
Lunar 2021-1 Structured Aircraft Portfolio Notes	1.34 mm	1.45 mm principal	0.98	ABS-other	Long	Ireland
New Residential Mortgage Loan Trust 2019-NQM4	1.34 mm	1.61 mm principal	0.98	ABS-mortgage backed security	Long	USA
Natixis Commercial Mortgage Securities Trust 2019-FAME	1.30 mm	1.90 mm principal	0.95	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Trust 2019-FTR3	1.30 mm	1.20 mm principal	0.95	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1	1.29 mm	1.54 mm principal	0.94	ABS-mortgage backed security	Long	USA
KIND Trust 2021-KIND	1.28 mm	1.30 mm principal	0.94	ABS-mortgage backed security	Long	USA
Natixis Commercial Mortgage Securities Trust 2022-RRI	1.28 mm	1.27 mm principal	0.93	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust 2022-NQM1	1.27 mm	1.54 mm principal	0.92	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2020-DNA2	1.25 mm	1.17 mm principal	0.91	ABS-mortgage backed security	Long	USA
PRKCM 2023-AFC3 Trust	1.22 mm	1.22 mm principal	0.89	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2	1.22 mm	3.39 mm principal	0.89	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-5	1.21 mm	1.20 mm principal	0.88	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-3	1.21 mm	1.20 mm principal	0.88	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2020-3	1.20 mm	1.49 mm principal	0.87	ABS-mortgage backed security	Long	USA
FARM 21-1 Mortgage Trust	1.19 mm	1.57 mm principal	0.87	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-4	1.18 mm	1.17 mm principal	0.86	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-7	1.17 mm	1.17 mm principal	0.86	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2024-KING	1.17 mm	1.17 mm principal	0.86	ABS-mortgage backed security	Long	USA
BFLD Commercial Mortgage Trust 2024-UNIV	1.17 mm	1.17 mm principal	0.86	ABS-mortgage backed security	Long	USA
Benchmark 2019-B12 Mortgage Trust	1.15 mm	1.30 mm principal	0.84	ABS-mortgage backed security	Long	USA
BOCA Commercial Mortgage Trust 2024-BOCA	1.15 mm	1.13 mm principal	0.84	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-2	1.15 mm	1.34 mm principal	0.84	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust 2024-RTL1	1.12 mm	1.10 mm principal	0.82	ABS-mortgage backed security	Long	USA
RAAC Series 2007-SP1 Trust	1.10 mm	1.43 mm principal	0.81	ABS-other	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust	1.10 mm	1.26 mm principal	0.80	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3	1.09 mm	3.29 mm principal	0.80	ABS-mortgage backed security	Long	USA
Bayview Opportunity Master Fund VII 2024-CAR1 LLC	1.08 mm	1.07 mm principal	0.79	ABS-other	Long	USA
Cascade MH Asset Trust 2019-MH1	1.08 mm	1.15 mm principal	0.79	ABS-other	Long	USA
Home RE 2023-1 Ltd	1.08 mm	1.00 mm principal	0.79	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Credit Risk	1.06 mm	950.00 k principal	0.78	ABS-mortgage backed security	Long	USA
FLL Full House Resorts, Inc.	1.05 mm	1.05 mm principal	0.76	Debt	Long	USA
SEB Funding LLC	1.04 mm	1.02 mm principal	0.76	ABS-other	Long	USA
Applebee's Funding LLC / IHOP Funding LLC	1.02 mm	1.00 mm principal	0.75	ABS-other	Long	USA
BANK 2022-BNK43	993.05 k	1.50 mm principal	0.72	ABS-mortgage backed security	Long	USA
BPR Trust 2021-TY	991.36 k	1.00 mm principal	0.72	ABS-mortgage backed security	Long	USA
Greystone Select Financial LLC	981.72 k	984.18 k principal	0.72	Loan	Long	USA
Csmc 2021-Nqm6 Trust	977.28 k	1.37 mm principal	0.71	ABS-mortgage backed security	Long	USA
Benchmark 2023-V3 Mortgage Trust	959.02 k	1.10 mm principal	0.70	ABS-mortgage backed security	Long	USA
Nelnet Student Loan Trust 2021-D	958.20 k	1.20 mm principal	0.70	ABS-other	Long	USA
Renew 2024-2	946.75 k	962.17 k principal	0.69	ABS-other	Long	Cayman Islands
FARM 2024-2 Mortgage Trust	937.18 k	1.07 mm principal	0.68	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-3	928.76 k	1.67 mm principal	0.68	ABS-mortgage backed security	Long	USA
CSMC 2017-RPL1 Trust	898.79 k	2.92 mm principal	0.66	ABS-mortgage backed security	Long	USA
NRM FNT1 Excess LLC	880.63 k	874.65 k principal	0.64	ABS-other	Long	USA
DK 2024-SPT1 Note Backed Trust	880.27 k	859.79 k principal	0.64	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2024-RTL1	861.42 k	870.00 k principal	0.63	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Trust 2019-FTR1	857.51 k	715.00 k principal	0.63	ABS-mortgage backed security	Long	USA
Golub Capital Partners CLO 77 B Ltd	850.00 k	850.00 k principal	0.62	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BWAY 2013-1515 Mortgage Trust	848.16 k	1.00 mm principal	0.62	ABS-mortgage backed security	Long	USA
Toorak Mortgage Trust 2024-RRTL1	816.77 k	800.00 k principal	0.60	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2022-LP2	803.96 k	805.00 k principal	0.59	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR4	797.73 k	835.00 k principal	0.58	ABS-other	Long	USA
Lloyds Banking Group PLC	780.49 k	750.00 k principal	0.57	Debt	Long	UK
BSREP Commercial Mortgage Trust 2021-DC	774.10 k	3.35 mm principal	0.57	ABS-mortgage backed security	Long	USA
RAMP Series 2004-RS4 Trust	773.39 k	863.23 k principal	0.56	ABS-other	Long	USA
GS Mortgage-Backed Securities Trust 2021-PJ2	757.06 k	62.04 mm principal	0.55	ABS-mortgage backed security	Long	USA
CSMC 2021-INV2 Trust	748.22 k	27.40 mm principal	0.55	ABS-mortgage backed security	Long	USA
SUNNOVA HELIOS II ISSUER LLC 2018-1	745.17 k	866.21 k principal	0.54	ABS-other	Long	USA
CIM Chimera Investment Corporation	727.12 k	31.75 k shares	0.53	Preferred equity	Long	USA
CLOVER CLO 2021-3 LLC	720.00 k	720.00 k principal	0.53	ABS-collateralized bond/debt obligation	Long	USA
Hertz Vehicle Financing III LLC	701.02 k	690.00 k principal	0.51	ABS-other	Long	USA
Stonepeak 2021-1 ABS	700.92 k	742.60 k principal	0.51	ABS-other	Long	USA
AZSEY Allianz Se	695.93 k	800.00 k principal	0.51	Debt	Long	Germany
GS Mortgage-Backed Securities Trust 2021-GR2	695.09 k	67.19 mm principal	0.51	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2017-C42	661.08 k	1.00 mm principal	0.48	ABS-mortgage backed security	Long	USA
National Collegiate VI 2007-4 Class A-3L Commutation Trust	658.51 k	5.94 mm principal	0.48	ABS-other	Long	USA
GS Mortgage Securities Trust 2015-GC32	658.23 k	700.00 k principal	0.48	ABS-mortgage backed security	Long	USA
Bayview Financial Asset Trust 2007-SSR1	650.24 k	646.80 k principal	0.47	ABS-mortgage backed security	Long	USA
Toorak Mortgage Trust 2024-RRTL1	649.82 k	640.00 k principal	0.47	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2	648.49 k	681.00 k principal	0.47	ABS-mortgage backed security	Long	USA
BANK 2021-BNK35	646.05 k	1.86 mm principal	0.47	ABS-mortgage backed security	Long	USA
FRESB 2018-SB48 Mortgage Trust	645.74 k	1.12 mm principal	0.47	ABS-mortgage backed security	Long	USA
IndyMac INDX Mortgage Loan Trust 2005-AR18	641.27 k	1.53 mm principal	0.47	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2015-P1	620.50 k	800.00 k principal	0.45	ABS-mortgage backed security	Long	USA
Greystone CRE Notes 2024-HC3	615.28 k	610.00 k principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Five Point Operating Co LP / Five Point Capital Corp	612.95 k	600.00 k principal	0.45	Debt	Long	USA
Morgan Stanley Mortgage Loan Trust 2007-15AR	609.29 k	720.82 k principal	0.44	ABS-mortgage backed security	Long	USA
Morgan Stanley Resecuritization Trust 2015-R2	595.50 k	672.98 k principal	0.43	ABS-mortgage backed security	Long	USA
OCEAN TRAILS CLO XIV LTD	594.00 k	600.00 k principal	0.43	ABS-collateralized bond/debt obligation	Long	Jersey
GS Mortgage Securities Trust 2015-GC30	588.33 k	750.00 k principal	0.43	ABS-mortgage backed security	Long	USA
Renaissance Home Equity Loan Trust 2007-3	584.35 k	1.46 mm principal	0.43	ABS-mortgage backed security	Long	USA
Apex Credit CLO 2019-II Ltd	560.00 k	560.00 k principal	0.41	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIM Chimera Investment Corporation	557.31 k	24.07 k shares	0.41	Preferred equity	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1	529.80 k	128.06 mm principal	0.39	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Securitized Participation Interests Trust 2017-SPI1	522.53 k	745.45 k principal	0.38	ABS-mortgage backed security	Long	USA
Loanpal Solar Loan 2021-1 Ltd	518.61 k	686.47 k principal	0.38	ABS-other	Long	USA
Soho Trust 2021-SOHO	517.73 k	1.00 mm principal	0.38	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-OA8	517.64 k	611.15 k principal	0.38	ABS-mortgage backed security	Long	USA
FREMF 2021-KF117 Mortgage Trust	515.30 k	564.31 k principal	0.38	ABS-mortgage backed security	Long	USA
Sierra Timeshare 2024-1 Receivables Funding LLC	512.98 k	506.76 k principal	0.37	ABS-other	Long	USA
Bear Mountain Park CLO Ltd	511.26 k	500.00 k principal	0.37	ABS-collateralized bond/debt obligation	Long	Jersey
CUSHMAN & WAKEFIELD US	504.98 k	498.75 k principal	0.37	Loan	Long	USA
ELEVATION CLO 2016-5 LTD	497.50 k	500.00 k principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apollo Commercial Real Estate Finance Inc	494.93 k	493.49 k principal	0.36	Loan	Long	USA
Loanpal Solar Loan Ltd	481.77 k	639.85 k principal	0.35	ABS-other	Long	USA
CIM Trust 2021-INV1	458.84 k	45.70 mm principal	0.33	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	445.84 k	5.85 mm principal	0.33	ABS-mortgage backed security	Long	USA
Natixis Commercial Mortgage Securities Trust 2019-FAME	441.75 k	950.00 k principal	0.32	ABS-mortgage backed security	Long	USA
Lehman Mortgage Trust 2007-5	429.12 k	2.57 mm principal	0.31	ABS-mortgage backed security	Long	USA
Provident Home Equity Loan Trust 2000-2	428.65 k	460.51 k principal	0.31	ABS-mortgage backed security	Long	USA
ChaseFlex Trust Series 2005-2	426.57 k	5.51 mm principal	0.31	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust Series 2024-3	419.36 k	21.43 mm principal	0.31	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2024-RTL1	383.69 k	380.00 k principal	0.28	ABS-mortgage backed security	Long	USA
RALI Series 2005-QA3 Trust	383.27 k	784.51 k principal	0.28	ABS-mortgage backed security	Long	USA
Hartwick Park CLO Ltd	380.00 k	380.00 k principal	0.28	ABS-collateralized bond/debt obligation	Long	Jersey
American Home Mortgage Investment Trust 2007-A	365.50 k	1.69 mm principal	0.27	ABS-other	Long	USA
American Home Mortgage Assets Trust 2005-2	346.68 k	540.34 k principal	0.25	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2021-J2	331.82 k	33.15 mm principal	0.24	ABS-mortgage backed security	Long	USA
UWM Mortgage Trust 2021-1	317.11 k	23.12 mm principal	0.23	ABS-mortgage backed security	Long	USA
SMB Private Education Loan Trust 2014-A	309.49 k	6.88 k principal	0.23	ABS-other	Long	USA
280 Park Avenue 2017-280P Mortgage Trust	299.84 k	320.00 k principal	0.22	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2021-J2	296.27 k	67.80 mm principal	0.22	ABS-mortgage backed security	Long	USA
Balboa Bay Loan Funding 2024-2 Ltd	290.00 k	290.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Lehman XS Trust 2006-19	284.41 k	301.58 k principal	0.21	ABS-other	Long	USA
Magnetite XXXIX Ltd	280.00 k	280.00 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC	279.80 k	34.00 k principal	0.20	ABS-other	Long	USA
Alternative Loan Trust 2007-23CB	267.44 k	366.69 k principal	0.20	ABS-mortgage backed security	Long	USA
Morgan Stanley Mortgage Loan Trust 2007-5AX	266.37 k	1.31 mm principal	0.19	ABS-mortgage backed security	Long	USA
Lehman Mortgage Trust 2006-3	260.10 k	3.95 mm principal	0.19	ABS-mortgage backed security	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYMZ	255.87 k	1.25 mm principal	0.19	ABS-mortgage backed security	Long	USA