| Stock | 100.00% |
| Cash | 0.00% |
| Other* | 0.00% |
*May include dividends booked but not yet received.
Holdings Detail as of 5/23/2013 (Holdings subject to change)
| Symbol | Name |
% Net Assets |
Market Value ($) |
ISIN | Market | Sector |
Exchange Rate |
|---|---|---|---|---|---|---|---|
| NLY | ANNALY CAPITAL MANAGEMENT IN | 21.00 | $250,066,492 | US0357104092 | XNYS | Mortgage Reits | 1.00 |
| AGNC | AMERICAN CAPITAL AGENCY CORP | 16.41 | $195,389,820 | US02503X1054 | XNGS | Mortgage Reits | 1.00 |
| STWD | STARWOOD PROPERTY TRUST INC | 6.49 | $77,302,366 | US85571B1052 | XNYS | Mortgage Reits | 1.00 |
| TWO | TWO HARBORS INVESTMENT CORP | 4.94 | $58,826,442 | US90187B1017 | XNYS | Mortgage Reits | 1.00 |
| CIM | CHIMERA INVESTMENT CORP | 4.84 | $57,667,520 | US16934Q1094 | XNYS | Mortgage Reits | 1.00 |
| MFA | MFA FINANCIAL INC | 4.76 | $56,663,037 | US55272X1028 | XNYS | Mortgage Reits | 1.00 |
| IVR | INVESCO MORTGAGE CAPITAL | 4.00 | $47,604,149 | US46131B1008 | XNYS | Mortgage Reits | 1.00 |
| HTS | HATTERAS FINANCIAL CORP | 3.92 | $46,736,997 | US41902R1032 | XNYS | Mortgage Reits | 1.00 |
| ARR | ARMOUR RESIDENTIAL REIT INC | 3.24 | $38,621,366 | US0423151010 | XNYS | Mortgage Reits | 1.00 |
| CYS | CYS INVESTMENTS INC | 3.10 | $36,875,236 | US12673A1088 | XNYS | Mortgage Reits | 1.00 |
| NRZ | NEW RESIDENTIAL INVESTMENT | 2.70 | $32,214,724 | US64828T1025 | XNYS | Mortgage Reits | 1.00 |
| NRF | NORTHSTAR REALTY FINANCE COR | 2.67 | $31,810,870 | US66704R1005 | XNYS | Mortgage Reits | 1.00 |
| CLNY | COLONY FINANCIAL INC | 2.14 | $25,468,890 | US19624R1068 | XNYS | Mortgage Reits | 1.00 |
| RWT | REDWOOD TRUST INC | 2.12 | $25,266,022 | US7580754023 | XNYS | Mortgage Reits | 1.00 |
| NCT | NEWCASTLE INVESTMENT CORP | 2.11 | $25,165,868 | US65105M1080 | XNYS | Mortgage Reits | 1.00 |
| MTGE | AMERICAN CAPITAL MORTGAGE IN | 1.94 | $23,126,609 | US02504A1043 | XNGS | Mortgage Reits | 1.00 |
| PMT | PENNYMAC MORTGAGE INVESTMENT | 1.87 | $22,325,492 | US70931T1034 | XNYS | Mortgage Reits | 1.00 |
| CMO | CAPSTEAD MORTGAGE CORP | 1.82 | $21,639,232 | US14067E5069 | XNYS | Mortgage Reits | 1.00 |
| SFI | ISTAR FINANCIAL INC | 1.55 | $18,408,404 | US45031U1016 | XNYS | Mortgage Reits | 1.00 |
| ANH | ANWORTH MORTGAGE ASSET CORP | 1.29 | $15,306,722 | US0373471012 | XNYS | Mortgage Reits | 1.00 |
| RSO | RESOURCE CAPITAL CORP | 1.19 | $14,232,233 | US76120W3025 | XNYS | Mortgage Reits | 1.00 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 1.02 | $12,143,930 | US03762U1051 | XNYS | Mortgage Reits | 1.00 |
| AMTG | APOLLO RESIDENTIAL MORTGAGE | 0.98 | $11,636,040 | US03763V1026 | XNYS | Mortgage Reits | 1.00 |
| MITT | AG MORTGAGE INVESTMENT TRUST | 0.97 | $11,610,820 | US0012281053 | XNYS | Mortgage Reits | 1.00 |
| RAS | RAIT FINANCIAL TRUST | 0.89 | $10,654,567 | US7492276099 | XNYS | Mortgage Reits | 1.00 |
| DX | DYNEX CAPITAL INC | 0.89 | $10,622,411 | US26817Q5062 | XNYS | Mortgage Reits | 1.00 |
| WMC | WESTERN ASSET MORTGAGE CAPIT | 0.58 | $6,948,716 | US95790D1054 | XNYS | Mortgage Reits | 1.00 |
| ABR | ARBOR REALTY TRUST INC | 0.35 | $4,156,824 | US0389231087 | XNYS | Mortgage Reits | 1.00 |
| ACRE | ARES COMMERCIAL REAL ESTATE | 0.21 | $2,486,445 | US04013V1089 | XNYS | Industrial & Office Reits | 1.00 |
