| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.60 | -10.96 | -21.09 | -27.05 | -30.17 | -8.92 | -55.72 | -65.35 |
| | 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 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | -0.19 | 0.62 | -2.28 | -2.71 | 13.86 | 18.10 | 15.94 | 12.28 |
| | New York Mortgage Trust Inc Conv. Pfd Series D | REIT - Mortgage | Real Estate | 0.33 | 1.79 | -1.40 | -1.65 | 10.86 | 23.92 | 16.61 | 13.53 |
| | 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 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 1.50 | -0.37 | -0.66 | 34.56 | 75.06 | 55.39 | 23.52 | -8.45 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -0.31 | 1.26 | -0.62 | -5.92 | -3.11 | 19.40 | -7.98 | -11.48 |
| | Ellington Financial Inc 7 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.00 | 2.13 | -0.60 | 4.05 | 10.22 | 10.22 | 10.22 | 10.22 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | 0.24 | -0.35 | 0.09 | 2.25 | 16.00 | 28.08 | 3.39 | 7.91 |
| | Lument Finance Trust Inc 7.875 Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.83 | -4.43 | 0.31 | -1.57 | 13.65 | 19.82 | -3.73 | -0.10 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.29 | 1.81 | 0.40 | 7.57 | 13.82 | 15.20 | 13.88 | 3.95 |
| | 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 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.13 | -0.08 | 1.19 | -1.80 | 12.93 | 19.95 | 5.84 | 6.73 |
| | 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 |
| | Rithm Capital Corp 7.125 Series B Fixed-to-Floating Rate Cum. Redeem. Pfd | REIT - Mortgage | Real Estate | -0.16 | -0.16 | 1.56 | 5.07 | 14.08 | 34.40 | 18.43 | 18.43 |
| | Rithm Capital Corp 7.5 Fixed-to-Floating Pfd Series A | REIT - Mortgage | Real Estate | 0.12 | 0.36 | 1.63 | 4.72 | 11.84 | 29.36 | 17.65 | 17.65 |
| | Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | -0.05 | -1.26 | 1.69 | -1.11 | 7.62 | 15.55 | 7.49 | 3.55 |
| | Annaly Capital Management Inc 6.5 Conv. Pfd Series G | REIT - Mortgage | Real Estate | 0.00 | 0.51 | 1.72 | 2.71 | 9.78 | 21.25 | 36.00 | 27.60 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.16 | -0.79 | 1.75 | 3.48 | 10.80 | 26.77 | 34.96 | 24.11 |
| | Annaly Capital Management Inc Pfd Series I | REIT - Mortgage | Real Estate | 0.24 | 0.40 | 1.77 | 2.88 | 10.79 | 19.16 | 27.29 | 21.35 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.50 | 0.16 | 1.87 | 3.24 | 6.73 | 15.88 | 33.26 | 30.01 |
| | Dynex Capital Inc 6.9 Fixed/Floating Pfd Series C | REIT - Mortgage | Real Estate | -0.24 | 0.49 | 1.99 | 2.78 | 11.14 | 25.47 | 18.45 | 21.79 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | -0.24 | 0.28 | 2.06 | 5.44 | 21.02 | 33.49 | 33.68 | 28.40 |
| | Annaly Capital Management Inc 6.95 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.04 | 0.27 | 2.15 | 3.33 | 7.28 | 15.14 | 31.33 | 29.87 |
