| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 1.94 | -3.53 | 6.19 | 11.41 | 5.62 | 13.18 | 31.06 | 2.08 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 1.83 | -6.09 | -3.95 | -4.56 | 4.92 | 8.76 | -0.79 | -19.21 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 3.58 | -0.56 | -0.65 | -3.16 | 3.25 | 6.45 | 24.17 | -15.18 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 2.21 | -0.55 | -0.30 | 3.98 | 15.50 | 10.45 | 10.33 | -20.54 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 3.35 | -0.15 | 1.09 | 8.18 | -5.07 | 9.37 | 8.37 | -27.84 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | 1.78 | -0.82 | 1.58 | 2.71 | 17.14 | 13.15 | 18.63 | -18.12 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 3.69 | -2.40 | -9.86 | -11.24 | -17.02 | -17.51 | -40.57 | -63.43 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.67 | -2.79 | -1.95 | 1.42 | 19.82 | -3.07 | 8.83 | -65.42 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 0.97 | -0.41 | 2.09 | 9.80 | 13.77 | 12.67 | 17.76 | -0.86 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | 2.05 | -0.83 | -2.93 | -15.72 | -29.80 | -33.58 | -24.82 | -54.29 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 1.40 | -0.80 | -6.48 | -1.64 | -0.61 | 19.71 | 27.85 | -4.05 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.86 | -0.84 | 1.25 | 3.52 | 0.36 | 6.44 | -7.18 | -35.67 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 2.67 | -0.70 | -0.79 | -6.12 | -7.16 | 2.27 | 24.61 | -13.15 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 2.36 | -1.24 | -5.73 | -4.24 | -2.58 | 8.92 | 10.79 | -5.63 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | 2.03 | -0.58 | 4.01 | 8.58 | -1.12 | 2.71 | 13.19 | -9.18 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 2.89 | 0.85 | 5.94 | -4.46 | -26.78 | -19.79 | -27.04 | -41.97 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.90 | -2.88 | -1.17 | 14.04 | 19.64 | 27.49 | 22.12 | -30.73 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.21 | 0.04 | 1.43 | 4.37 | 14.62 | 24.12 | 31.87 | 18.39 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 1.84 | -2.12 | 1.94 | 3.11 | 11.78 | -8.97 | -16.20 | -45.49 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 3.23 | -1.54 | -5.32 | -11.83 | -15.39 | -0.20 | -21.10 | -30.85 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 1.91 | -0.27 | 5.95 | 13.39 | 1.74 | -14.59 | -17.95 | -44.14 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 1.70 | -2.79 | -1.05 | -0.03 | 18.62 | 0.32 | -11.95 | -49.41 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | 2.89 | -0.27 | -1.52 | 2.06 | 2.31 | 13.18 | 32.56 | 16.60 |
| | Great Ajax Corp | REIT - Mortgage | Real Estate | 4.27 | 9.25 | 3.36 | -4.82 | -19.81 | -31.77 | -54.15 | -60.24 |
