| August 30, 2007 7:56 AM | KBW Mortgage Finance Index (MFX) | |||||||||||
| Total Issues = | 24 | (1000's) | Current | % Of | Ind Move | Previous | Qrtly | |||||
| Issue | Symbol | Open | Last | Shares | Market_Values | MV | $1 Change | Shares | Ex Date | DIV | ||
| Astoria Financial Corp. | AF | 0.00 | 27.58 | 288,000 | 7,943,040.00 | 4.45% | 0.14 | 288,000 | 08/13/07 | 0.26 | ||
| Bank United Financial Corporation | BKUNA | 0.00 | 13.93 | 210,000 | 2,925,300.00 | 1.93% | 0.09 | 210,000 | 09/12/07 | 0.01 | ||
| Popular, Inc. | BPOP | 0.00 | 12.35 | 464,000 | 5,730,400.00 | 3.28% | 0.22 | 464,000 | 09/12/07 | 0.16 | ||
| Countrywide Financial, Inc. | CFC | 0.00 | 18.80 | 444,000 | 8,347,200.00 | 5.21% | 0.21 | 444,000 | 08/13/07 | 0.15 | ||
| Corus Bankshares Inc. | CORS | 0.00 | 13.15 | 97,000 | 1,275,550.00 | 0.57% | 0.03 | 97,000 | 09/24/07 | 0.25 | ||
| DR Horton Inc. | DHI | 0.00 | 14.37 | 315,000 | 4,526,550.00 | 2.69% | 0.15 | 315,000 | 08/15/07 | 0.15 | ||
| Downey Financial | DSL | 0.00 | 53.12 | 115,000 | 6,108,800.00 | 3.67% | 0.05 | 115,000 | 08/06/07 | 0.12 | ||
| Flagstar Bank | FBC | 0.00 | 9.61 | 234,000 | 2,248,740.00 | 1.52% | 0.10 | 234,000 | 09/12/07 | 0.10 | ||
| FirstFed Financial Corp. | FED | 0.00 | 52.00 | 123,000 | 6,396,000.00 | 3.65% | 0.06 | 123,000 | ||||
| First Horizon National | FHN | 0.00 | 27.03 | 216,000 | 5,838,480.00 | 3.73% | 0.10 | 216,000 | 09/12/07 | 0.45 | ||
| Fidelity National Financial, Inc. | FNF | 0.00 | 17.54 | 282,000 | 4,946,280.00 | 2.89% | 0.13 | 282,000 | 09/11/07 | 0.30 | ||
| First Niagara Financial Group, Inc. | FNFG | 0.00 | 14.77 | 485,000 | 7,163,450.00 | 4.06% | 0.23 | 485,000 | 08/03/07 | 0.14 | ||
| Fannie Mae | FNM | 0.00 | 66.40 | 207,000 | 13,744,800.00 | 11.21% | 0.14 | 207,000 | 07/27/07 | 0.50 | ||
| Freddie Mac | FRE | 0.00 | 62.05 | 249,000 | 15,450,450.00 | 9.53% | 0.12 | 249,000 | 09/13/07 | 0.50 | ||
| Hudson City Bancorp, Inc. | HCBK | 0.00 | 15.83 | 601,000 | 9,513,830.00 | 5.09% | 0.29 | 601,000 | 08/08/07 | 0.09 | ||
| Indymac Bancorp | IMB | 0.00 | 20.90 | 226,000 | 4,723,400.00 | 3.01% | 0.11 | 226,000 | 08/07/07 | 0.50 | ||
| MGIC Investment Corp. | MTG | 0.00 | 34.01 | 155,000 | 5,271,550.00 | 2.79% | 0.07 | 155,000 | 08/09/07 | 0.25 | ||
| NewAlliance Bancshares, Inc. | NAL | 0.00 | 15.12 | 491,000 | 7,423,920.00 | 4.32% | 0.24 | 491,000 | 08/08/07 | 0.07 | ||
| New York Community Bancorp | NYB | 0.00 | 19.00 | 335,000 | 6,365,000.00 | 5.40% | 0.25 | 335,000 | 08/02/07 | 0.25 | ||
| PMI Group, Inc. | PMI | 0.00 | 33.06 | 197,000 | 6,512,820.00 | 3.46% | 0.09 | 197,000 | 09/26/07 | 0.05 | ||
| Sovereign Bancorp, Inc. | SOV | 0.00 | 17.21 | 355,000 | 6,109,550.00 | 3.77% | 0.17 | 355,000 | 07/30/07 | 0.08 | ||
| Trustco Bank Corporation | TRST | 0.00 | 11.15 | 156,000 | 1,739,400.00 | 0.82% | 0.06 | 156,000 | 09/05/07 | 0.16 | ||
| Washington Federal, Inc. | WFSL | 0.00 | 26.54 | 241,000 | 6,396,140.00 | 4.87% | 0.15 | 241,000 | 10/03/07 | 0.21 | ||
| Washington Mutual, inc. | WM | 0.00 | 35.47 | 365,000 | 12,946,550.00 | 8.07% | 0.18 | 365,000 | 07/27/07 | 0.56 | ||
| Totals | 809.29 | 6,693,000 | 159,647,200.00 | 100% | 6,693,000 | |||||||
| MFX Divisor - | 1,974,243 | |||||||||||
| MFX Value - | 80.8650 | |||||||||||