| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 0.58 | 12.43 | 21.22 | 13.47 | 21.73 | 29.50 | 9.49 | 15.73 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.32 | 1.78 | 10.69 | 5.44 | 18.38 | 30.71 | -1.25 | -10.06 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 0.18 | 1.66 | 7.51 | 5.97 | 12.57 | 19.01 | 7.20 | -7.44 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 0.15 | 1.90 | 13.81 | 12.53 | 22.02 | 22.35 | 5.41 | -17.51 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 0.75 | 3.57 | 21.23 | 5.35 | 3.19 | 28.10 | -15.51 | -17.35 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.10 | 2.48 | 10.94 | 8.24 | 22.74 | 25.73 | 9.55 | -19.83 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -0.88 | -1.95 | 13.85 | 6.06 | -6.27 | 1.96 | -38.87 | -52.43 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.11 | 2.62 | 15.74 | 13.75 | 29.49 | 3.86 | -23.50 | -56.79 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 0.39 | -0.20 | 0.99 | 7.11 | 14.77 | 14.72 | 12.47 | 4.36 |
| | 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 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -0.86 | 1.62 | 13.68 | 12.36 | 14.53 | 43.36 | 22.40 | 12.49 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.39 | 1.96 | 10.61 | 5.88 | 1.06 | 21.40 | -14.80 | -32.21 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 2.24 | 3.66 | 0.48 | -0.44 | 3.25 | 18.99 | 7.68 | -0.96 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.58 | 2.57 | 9.10 | 8.94 | 9.90 | 35.47 | 5.95 | 9.39 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | 0.50 | 2.10 | 10.49 | 5.74 | 0.23 | 10.33 | 3.34 | -8.47 |
| | 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 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.54 | 1.21 | 2.98 | 4.71 | 16.91 | 30.15 | 32.48 | 21.88 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.05 | 1.68 | 12.42 | 7.37 | 22.77 | -2.88 | -24.33 | -46.20 |
| | 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 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 1.09 | 5.71 | 15.63 | 7.79 | 5.43 | -15.33 | -26.29 | -40.05 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.46 | 1.99 | 8.11 | 10.84 | 32.37 | 6.56 | -14.34 | -45.92 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | 0.96 | 2.67 | 12.39 | 11.75 | 8.89 | 32.02 | 18.63 | 27.68 |
| | Great Ajax Corp | REIT - Mortgage | Real Estate | -1.91 | 1.67 | 5.18 | -21.68 | -17.90 | -26.33 | -51.96 | -60.11 |
