| | 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 |
| | Great Ajax Corp | REIT - Mortgage | Real Estate | 0.27 | 5.71 | 2.22 | -19.48 | -14.03 | -23.90 | -48.50 | -59.33 |
| | 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 |
| | 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 |
| | 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 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -0.46 | 0.00 | 3.96 | -2.63 | -6.98 | -3.75 | -21.29 | -11.83 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 0.10 | 1.79 | 13.46 | 5.62 | 25.91 | -0.99 | -24.79 | -46.17 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.64 | 1.62 | 16.05 | 12.84 | 31.18 | 4.93 | -22.71 | -56.84 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.44 | -3.18 | 15.44 | 5.55 | -4.49 | 5.86 | -37.55 | -52.01 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.70 | 0.93 | 8.41 | 9.54 | 34.92 | 6.93 | -14.74 | -46.17 |
| | 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 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | 0.51 | 1.86 | 3.47 | 6.67 | -14.80 | 8.46 | -35.51 | -32.83 |
| | 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 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | 0.17 | 2.20 | 10.84 | 3.73 | 0.28 | 12.18 | 5.21 | -8.92 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | 0.29 | 0.59 | 4.79 | 9.76 | 23.64 | 13.45 | 1.78 | 1.78 |
| | 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 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.29 | 1.81 | 0.40 | 7.57 | 13.82 | 15.20 | 13.88 | 3.95 |
| | 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 |
| | 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 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | 2.39 | 5.69 | 8.87 | 0.68 | -7.11 | 16.82 | -31.86 | -2.66 |
| | 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 |
| | 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 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -0.31 | 1.26 | -0.62 | -5.92 | -3.11 | 19.40 | -7.98 | -11.48 |
| | 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 |
