
| Stock | Weight | Amount |
| Annaly Capital Management IN | 21.00% | $250,066,492 |
| American Capital Agency | 16.21% | $193,091,117 |
| Starwood Property Trust | 6.46% | $76,953,634 |
| Two Harbors Investment | 4.89% | $58,218,417 |
| Chimera Investment | 4.78% | $56,946,676 |
| Mfa Financial | 4.73% | $56,291,070 |
| Invesco Mortgage Capital | 4.00% | $47,604,149 |
| Hatteras Financial | 3.92% | $46,664,396 |
| Armour Residential Reit | 3.20% | $38,072,573 |
| Cys Investments | 3.08% | $36,714,770 |
| New Residential Investment | 2.70% | $32,168,305 |
| Northstar Realty Finance Cor | 2.69% | $31,983,568 |
| Colony Financial | 2.16% | $25,776,430 |
| Redwood Trust | 2.12% | $25,266,022 |
| Newcastle Investment | 2.05% | $24,469,395 |
| American Capital Mortgage IN | 1.92% | $22,878,713 |
| Pennymac Mortgage Investment | 1.88% | $22,344,797 |
| Capstead Mortgage | 1.81% | $21,551,339 |
| Istar Financial | 1.55% | $18,423,926 |
| Anworth Mortgage Asset | 1.28% | $15,227,549 |
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| Stock | Weight | Amount |
| Anworth Mortgage Asset | 1.23% | $14,541,122 |
| Resource Capital | 1.14% | $13,505,199 |
| Apollo Commercial Real Estat | 1.01% | $11,971,431 |
| Apollo Residential Mortgage | 0.91% | $10,744,019 |
| AG Mortgage Investment Trust | 0.90% | $10,622,268 |
| Rait Financial Trust | 0.87% | $10,276,336 |
| Dynex Capital | 0.84% | $9,902,247 |
| Western Asset Mortgage Capit | 0.54% | $6,438,363 |
| Arbor Realty Trust | 0.33% | $3,959,157 |
| Ares Commercial Real Estate | 0.21% | $2,473,204 |
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