| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -3.09 | 14.05 | 21.32 | 8.14 | 23.60 | 32.99 | 10.19 | 15.06 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.16 | 2.03 | 10.92 | 4.52 | 19.48 | 32.83 | -1.81 | -10.34 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 0.18 | 1.85 | 7.53 | 4.41 | 12.37 | 22.16 | 8.74 | -7.61 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -0.34 | 2.42 | 14.74 | 12.61 | 22.25 | 24.33 | 1.48 | -17.63 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 0.15 | 2.63 | 20.77 | 1.75 | 3.03 | 30.32 | -14.94 | -17.97 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.20 | 2.59 | 11.82 | 8.36 | 22.90 | 27.97 | 7.84 | -19.91 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.44 | -3.18 | 15.44 | 5.55 | -4.49 | 5.86 | -37.55 | -52.01 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.64 | 1.62 | 16.05 | 12.84 | 31.18 | 4.93 | -22.71 | -56.84 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.29 | 1.81 | 0.40 | 7.57 | 13.82 | 15.20 | 13.88 | 3.95 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.96 | 2.43 | -5.94 | -14.26 | -20.55 | -25.99 | -31.06 | -48.84 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 1.27 | 2.99 | 14.32 | 15.34 | 15.86 | 48.63 | 28.14 | 13.46 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.15 | 0.85 | 11.42 | 4.73 | 2.60 | 25.01 | -14.79 | -32.47 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 0.20 | 2.50 | -1.25 | -3.07 | 2.41 | 21.23 | 7.77 | -3.13 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | -0.96 | 2.84 | 9.22 | 6.73 | 9.94 | 41.05 | 7.46 | 8.75 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | 0.17 | 2.20 | 10.84 | 3.73 | 0.28 | 12.18 | 5.21 | -8.92 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 0.74 | 0.74 | 4.75 | -16.48 | -26.09 | -7.78 | -44.10 | -36.79 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.14 | 3.87 | 27.84 | 18.90 | 39.69 | 47.85 | 14.80 | -22.06 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.04 | 0.75 | 2.47 | 4.59 | 19.13 | 30.70 | 31.27 | 21.22 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 0.10 | 1.79 | 13.46 | 5.62 | 25.91 | -0.99 | -24.79 | -46.17 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -0.75 | 3.25 | 0.93 | -4.24 | -10.77 | 22.00 | -24.22 | -20.95 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.83 | 3.10 | 14.02 | 4.87 | 6.54 | -14.56 | -25.38 | -40.70 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.70 | 0.93 | 8.41 | 9.54 | 34.92 | 6.93 | -14.74 | -46.17 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | 0.53 | 2.33 | 11.21 | 8.93 | 9.54 | 35.17 | 19.77 | 26.47 |
| | Great Ajax Corp | REIT - Mortgage | Real Estate | 0.27 | 5.71 | 2.22 | -19.48 | -14.03 | -23.90 | -48.50 | -59.33 |
