The Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the FTSE NAREIT Mortgage REITs Index. The Index measures the performance of the residential and commercial mortgage real estate sector of the U.S. equity market.

Annaly Capital Management, Inc.

AGNC Investment Corp.

Starwood Property Trust, Inc.

Rithm Capital Corp.

Ellington Financial Inc.

Dynex Capital, Inc.

Blackstone Mortgage Trust, Inc.

ARMOUR Residential REIT, Inc.

Orchid Island Capital, Inc.

Ladder Capital Corp

Mortgage Reits

Cash and/or Derivatives

iShares Mortgage Real Estate ETF

REM Holdings & Sector Breakdown