| OVERALL PORTFOLIO COMPOSITION (%) | |
| TOP 10 HOLDINGS ( 73.08% OF TOTAL ASSETS) | |
| Company | Symbol | % Assets | | ANNALY CAPITAL MANAG | NLY | 22.95 | | ANWORTH MTG ASSET CP | ANH | 3.34 | | CAPSTEAD MORTGAGE CP | CMO | 3.56 | | CHIMERA INVESTMENT | CIM | 11.97 | | HATTERAS FINL CPRP | HTS | 4.25 | | Hudson City Bancorp, Inc. | HCBK | 4.39 | | MFA FINANCIAL INC. | MFA | 10.43 | | NEW YORK CMMTY BNC## | NYB | 3.65 | | People's United Financial, Inc. | PBCT | 4.35 | | REDWOOD TR INC | RWT | 4.19 |
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| Ratio | REM | | Average Price/Earnings | 8.80 | | Average Price/Book | 0.85 | | Average Price/Sales | 0.71 | | Average Price/Cashflow | 4.32 |
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| Sector | | REM | | Software | | 0 | | Industrial Materials | | 0 | | Energy | | 0 | | Utilities | | 0 | | Hardware | | 0 | | Media | | 0 | | Telecommunication | | 0 | | Healthcare | | 0 | | Consumer Services | | 0 | | Business Services | | 0 | | Financial Services | | 99.86 | | Consumer Goods | | 0 |
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0.34% Nasdaq 
Holdings
