| Stock | 99.97% |
| Cash | 0.06% |
| Other* | -0.03% |
*May include dividends booked but not yet received.
Holdings Detailas of 2/9/2012 (Holdings subject to change)
| Symbol | Name |
% Net Assets |
Market Value ($) |
ISIN | Market | Sector |
Exchange Rate |
|---|---|---|---|---|---|---|---|
| NLY | ANNALY CAPITAL MANAGEMENT IN | 20.94 | $54,829,388 | US0357104092 | XNYS | Mortgage Reits | 1.00 |
| AGNC | AMERICAN CAPITAL AGENCY CORP | 14.77 | $38,673,824 | US02503X1054 | XNGS | Mortgage Reits | 1.00 |
| CIM | CHIMERA INVESTMENT CORP | 6.81 | $17,841,305 | US16934Q1094 | XNYS | Mortgage Reits | 1.00 |
| TWO | TWO HARBORS INVESTMENT CORP | 5.43 | $14,206,447 | US90187B1017 | XNYS | Mortgage Reits | 1.00 |
| CYS | CYS INVESTMENTS INC | 4.66 | $12,198,934 | US12673A1088 | XNYS | Mortgage Reits | 1.00 |
| MFA | MFA FINANCIAL INC | 4.51 | $11,810,122 | US55272X1028 | XNYS | Mortgage Reits | 1.00 |
| STWD | STARWOOD PROPERTY TRUST INC | 4.40 | $11,521,876 | US85571B1052 | XNYS | Mortgage Reits | 1.00 |
| IVR | INVESCO MORTGAGE CAPITAL | 4.40 | $11,521,281 | US46131B1008 | XNYS | Mortgage Reits | 1.00 |
| HTS | HATTERAS FINANCIAL CORP | 4.26 | $11,140,250 | US41902R1032 | XNYS | Mortgage Reits | 1.00 |
| CMO | CAPSTEAD MORTGAGE CORP | 3.54 | $9,275,078 | US14067E5069 | XNYS | Mortgage Reits | 1.00 |
| RWT | REDWOOD TRUST INC | 2.87 | $7,510,112 | US7580754023 | XNYS | Mortgage Reits | 1.00 |
| ANH | ANWORTH MORTGAGE ASSET CORP | 2.73 | $7,137,900 | US0373471012 | XNYS | Mortgage Reits | 1.00 |
| CXS | CREXUS INVESTMENT CORP | 2.66 | $6,974,597 | US2265531051 | XNYS | Mortgage Reits | 1.00 |
| ARR | ARMOUR RESIDENTIAL REIT INC | 2.32 | $6,061,759 | US0423151010 | XNYS | Mortgage Reits | 1.00 |
| SFI | ISTAR FINANCIAL INC | 1.87 | $4,901,984 | US45031U1016 | XNYS | Mortgage Reits | 1.00 |
| NCT | NEWCASTLE INVESTMENT CORP | 1.84 | $4,804,235 | US65105M1080 | XNYS | Mortgage Reits | 1.00 |
| CLNY | COLONY FINANCIAL INC | 1.76 | $4,603,961 | US19624R1068 | XNYS | Mortgage Reits | 1.00 |
| NRF | NORTHSTAR REALTY FINANCE COR | 1.64 | $4,292,391 | US66704R1005 | XNYS | Mortgage Reits | 1.00 |
| PMT | PENNYMAC MORTGAGE INVESTMENT | 1.63 | $4,259,059 | US70931T1034 | XNYS | Mortgage Reits | 1.00 |
| DX | DYNEX CAPITAL INC | 1.50 | $3,924,971 | US26817Q5062 | XNYS | Mortgage Reits | 1.00 |
| RSO | RESOURCE CAPITAL CORP | 1.41 | $3,691,110 | US76120W3025 | XNYS | Mortgage Reits | 1.00 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 0.96 | $2,511,349 | US03762U1051 | XNYS | Mortgage Reits | 1.00 |
| MITT | AG MORTGAGE INVESTMENT TRUST | 0.90 | $2,355,975 | US0012281053 | XNYS | Mortgage Reits | 1.00 |
| RAS | RAIT FINANCIAL TRUST | 0.70 | $1,830,787 | US7492276099 | XNYS | Mortgage Reits | 1.00 |
| MTGE | AMERICAN CAPITAL MORTGAGE IN | 0.64 | $1,670,087 | US02504A1043 | XNGS | Mortgage Reits | 1.00 |
| AMTG | APOLLO RESIDENTIAL MORTGAGE | 0.57 | $1,497,429 | US03763V1026 | XNYS | Mortgage Reits | 1.00 |
| ABR | ARBOR REALTY TRUST INC | 0.26 | $680,408 | US0389231087 | XNYS | Mortgage Reits | 1.00 |
| -- | BLACKROCK FDS III | 0.06 | $166,816 | -- | S-T Securities | 1.00 |
