| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | -3.03 | -3.03 | -3.81 | 28.32 | 69.55 | 51.38 | 17.32 | -11.22 |
| | Great Ajax Corp | REIT - Mortgage | Real Estate | -1.91 | 1.67 | 5.18 | -21.68 | -17.90 | -26.33 | -51.96 | -60.11 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | -0.95 | 1.95 | -8.06 | -14.17 | -23.05 | -28.27 | -33.05 | -49.32 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | -0.88 | -0.18 | 4.19 | 8.31 | 23.75 | 12.45 | 0.89 | 0.89 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -0.88 | -1.95 | 13.85 | 6.06 | -6.27 | 1.96 | -38.87 | -52.43 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -0.86 | 1.62 | 13.68 | 12.36 | 14.53 | 43.36 | 22.40 | 12.49 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | -0.80 | 4.64 | 8.30 | 13.84 | 26.84 | 52.33 | 16.76 | -11.91 |
| | MFA Financial Inc 6.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.71 | -1.00 | 7.09 | 9.94 | 31.05 | 48.93 | 37.28 | 32.20 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | -0.65 | 0.43 | -3.19 | -4.08 | 11.63 | 15.36 | 17.78 | 11.55 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -0.62 | 0.63 | 0.63 | -7.81 | -4.25 | 16.38 | -11.65 | -12.03 |
| | AG Mortgage Investment Trust Inc 8 Pfd Series B | REIT - Mortgage | Real Estate | -0.51 | 0.84 | 3.96 | 3.03 | 19.15 | 27.10 | 13.08 | 1.23 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -0.33 | 2.80 | 0.71 | -1.93 | -12.22 | 16.66 | -25.56 | -21.21 |
| | Dynex Capital Inc 6.9 Fixed/Floating Pfd Series C | REIT - Mortgage | Real Estate | -0.28 | 0.23 | 1.95 | 3.03 | 12.24 | 24.46 | 19.09 | 21.45 |
| | Franklin BSP Realty Trust Inc 7.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.26 | 1.95 | 2.50 | 3.05 | 16.00 | 22.81 | 18.08 | 18.08 |
| | New York Mortgage Trust Inc 7.875 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.21 | 0.81 | 3.59 | 4.76 | 11.19 | 31.07 | 29.18 | 23.86 |
| | Chimera Investment Corp 7.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.18 | 0.69 | 4.52 | 6.23 | 27.99 | 36.21 | 22.69 | 15.63 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.16 | 0.36 | 2.22 | 3.43 | 10.43 | 26.95 | 30.76 | 21.30 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -0.15 | -1.30 | 6.07 | -13.96 | -27.30 | -11.88 | -45.22 | -36.88 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | -0.14 | 2.35 | 27.66 | 21.54 | 39.49 | 45.20 | 13.78 | -22.17 |
| | ACRES Commercial Realty Corp 8.625 Pfd Series C | REIT - Mortgage | Real Estate | -0.14 | 1.05 | 4.79 | 5.73 | 15.64 | 36.94 | 32.12 | 28.01 |
| | PennyMac Mortgage Investment Trust 8.125 Pfd Series A | REIT - Mortgage | Real Estate | -0.11 | -0.70 | 2.70 | 1.79 | 13.68 | 19.63 | 14.57 | 15.56 |
| | Ellington Financial Inc 8.25 Fixed-to-Floating Rate Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.08 | 0.26 | 1.50 | 3.41 | 7.33 | 7.33 | 7.33 | 7.33 |
| | Lument Finance Trust Inc 7.875 Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.05 | -4.00 | 0.26 | -3.13 | 13.65 | 23.22 | -3.75 | -0.15 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.05 | 1.68 | 12.42 | 7.37 | 22.77 | -2.88 | -24.33 | -46.20 |
