| Quarter | Holdings | Value ($000) | Top Holdings | Form Type | Date Filed | Filing ID |
|---|---|---|---|---|---|---|
| Q2 2018 | 26 | 125,197 | AGNC, NLY, FAX, EDD | 13F-HR | 8/9/2018 | 000095012318007756 |
| Q1 2018 | 27 | 139,181 | AGNC, NLY, FAX, RITM | 13F-HR | 5/15/2018 | 000095012318005609 |
| Q4 2017 | 19 | 98,663 | FAX, EDD, RITM, ARCC | 13F-HR | 2/12/2018 | 000095012318001361 |
| Q3 2017 | 22 | 146,619 | MINT, AGNC, FAX, EDD | 13F-HR | 11/14/2017 | 000095012317010584 |
| Q2 2017 | 22 | 113,804 | EDD, FAX, RITM, NLY | 13F-HR | 8/14/2017 | 000095012317007684 |
| Q1 2017 | 21 | 109,244 | EDD, FAX, NLY, AGNC | 13F-HR | 5/10/2017 | 000095012317004240 |
| Q4 2016 | 24 | 122,211 | EDD, FAX, AGNC, NLY | 13F-HR | 2/9/2017 | 000095012317001269 |
| Q3 2016 | 26 | 136,918 | EDD, FAX, NLY, AGNC | 13F-HR | 11/9/2016 | 000095012316021528 |
| Q2 2016 | 26 | 138,318 | NLY, AGNC, FAX, EDD | 13F-HR | 8/15/2016 | 000095012316019948 |
| Q1 2016 | 20 | 118,442 | NLY, AGNC, FAX, EDD | 13F-HR | 5/9/2016 | 000095012316016378 |
| Q4 2015 | 19 | 97,427 | FAX, AGNC, NLY, EDD | 13F-HR | 2/5/2016 | 000095012316013495 |
| Q3 2015 | 20 | 111,690 | AGNC, NLY, FAX, PFF | 13F-HR | 11/3/2015 | 000095012315010679 |
| Q2 2015 | 21 | 120,641 | FAX, AGNC, EDD, NLY | 13F-HR | 7/30/2015 | 000095012315007839 |
| Q1 2015 | 19 | 120,683 | AGNC, FAX, NLY, EDD | 13F-HR | 4/23/2015 | 000095012315004594 |
| Q4 2014 | 17 | 84,193 | AGNC, PFF, NLY, PCI | 13F-HR | 1/30/2015 | 000095012315000658 |
| Q3 2014 | 4 | 9,410 | AGNC, NLY, HTS, ARR | 13F-HR | 10/21/2014 | 000095012314010360 |
| Q2 2014 | 4 | 10,231 | AGNC, NLY, HTS, ARR | 13F-HR | 8/12/2014 | 000095012314008412 |
| Q1 2014 | 4 | 9,650 | NLY, AGNC, HTS, ARR | 13F-HR | 4/23/2014 | 000095012314004046 |
| Q4 2013 | 4 | 8,727 | NLY, AGNC, HTS, ARR | 13F-HR | 1/21/2014 | 000095012314000380 |