| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 2.40 | -6.32 | -20.33 | -21.81 | -30.68 | -9.73 | -55.33 | -64.51 |
| | 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 |
| | 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 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -0.62 | 0.63 | 0.63 | -7.81 | -4.25 | 16.38 | -11.65 | -12.03 |
| | 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 |
| | 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 |
| | 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 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 0.48 | 5.16 | 2.27 | -1.82 | 1.50 | 22.05 | -7.93 | -11.20 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | 0.58 | 4.06 | 2.83 | -1.11 | -7.38 | -6.20 | -22.48 | -11.33 |
| | Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | 1.17 | -0.77 | 2.42 | -0.52 | 11.14 | 17.50 | 9.48 | 4.76 |
| | 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 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 1.24 | 1.25 | 2.59 | -0.32 | 16.04 | 19.49 | 7.67 | 8.04 |
| | New York Mortgage Trust Inc Conv. Pfd Series D | REIT - Mortgage | Real Estate | 2.04 | 4.02 | 0.61 | 1.19 | 15.83 | 24.42 | 19.37 | 15.85 |
| | MFA Financial Inc 7.5 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.36 | 0.80 | 6.59 | 1.37 | 13.58 | 23.43 | 10.58 | 8.31 |
| | PennyMac Mortgage Investment Trust 8 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.13 | 0.21 | 3.81 | 1.65 | 13.69 | 20.24 | 14.56 | 12.91 |
| | Invesco Mortgage Capital Inc Cum. Pfd Series B | REIT - Mortgage | Real Estate | 0.54 | 1.29 | 4.33 | 1.67 | 11.02 | 36.14 | 43.91 | 26.96 |
| | 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 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.87 | 1.89 | 10.19 | 2.40 | 15.86 | 34.71 | 35.84 | 22.76 |
| | Ellington Financial Inc 6.75 Cum. Pfd Fixed-to-Floating Series A | REIT - Mortgage | Real Estate | 0.78 | 1.08 | 2.73 | 2.74 | 14.36 | 31.44 | 25.31 | 21.26 |
| | Annaly Capital Management Inc 6.5 Conv. Pfd Series G | REIT - Mortgage | Real Estate | 0.16 | 0.47 | 1.80 | 2.79 | 9.01 | 18.62 | 36.96 | 27.80 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | 0.52 | -0.19 | 1.19 | 2.80 | 18.21 | 26.69 | 3.81 | 8.48 |
| | Annaly Capital Management Inc Pfd Series I | REIT - Mortgage | Real Estate | 0.16 | 0.16 | 1.56 | 2.81 | 9.39 | 18.67 | 27.49 | 21.54 |
| | AG Mortgage Investment Trust Inc 8.25 Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -0.75 | 0.87 | 2.82 | 15.27 | 25.33 | 18.49 | 5.10 |
