| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 0.08 | 0.90 | 10.41 | 13.81 | 33.01 | 37.74 | 144.57 | 159.60 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 1.66 | 4.00 | 11.01 | 13.44 | 24.88 | 32.34 | 73.84 | 102.53 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -1.07 | -0.76 | 2.88 | 4.79 | 23.53 | 28.84 | 45.88 | 56.38 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -0.67 | 1.03 | 9.65 | 6.56 | 21.40 | 5.45 | 0.79 | 22.11 |
| | TPG RE Finance Trust | REIT - Mortgage | Real Estate | -1.42 | 0.11 | 1.92 | 0.24 | 20.80 | 12.06 | 75.85 | 70.39 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.07 | -0.36 | 2.41 | 15.07 | 20.31 | 25.56 | 44.16 | 59.17 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -0.29 | -0.10 | 3.45 | 5.69 | 19.19 | 24.30 | 42.83 | 59.21 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -0.92 | 3.47 | 10.49 | 16.01 | 17.92 | -9.76 | -33.76 | -29.16 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -0.12 | -0.12 | 7.37 | 13.18 | 15.26 | 14.36 | 29.75 | 9.07 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 1.53 | 1.25 | 3.09 | 7.68 | 14.47 | 9.55 | 29.01 | 20.63 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.94 | 2.17 | 4.09 | 18.58 | 13.81 | 6.45 | 28.20 | 5.35 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.51 | -1.89 | 6.43 | 6.12 | 13.78 | -3.03 | 23.32 | 18.42 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | 3.60 | 10.77 | 16.60 | 13.01 | 13.04 | 7.28 | -76.24 | -67.88 |
| | Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | 0.34 | -0.18 | 0.68 | -0.76 | 12.52 | 4.94 | 39.55 | 56.98 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | -0.13 | 0.68 | 0.40 | 1.43 | 12.45 | 9.82 | 37.88 | 70.71 |
| | AG Mortgage Investment Trust Inc 8 Pfd Series B | REIT - Mortgage | Real Estate | 0.76 | 1.31 | 3.13 | 3.29 | 12.39 | 10.66 | 42.89 | 84.87 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | -0.66 | -0.07 | 0.64 | 5.53 | 12.00 | 22.97 | 35.36 | 56.60 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -1.17 | -9.61 | -5.93 | -12.44 | 11.71 | -16.80 | -48.04 | -41.06 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -2.59 | -2.31 | 16.10 | -5.57 | 11.15 | -46.02 | -73.84 | -73.45 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -2.23 | 0.95 | 9.98 | 6.86 | 11.08 | 17.60 | 13.03 | 27.26 |
| | Franklin BSP Realty Trust Inc 7.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -1.15 | 0.98 | 2.57 | 1.03 | 11.02 | 9.91 | 28.14 | 47.79 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | -1.06 | 2.19 | 7.58 | 0.38 | 10.19 | 2.86 | 15.22 | 43.62 |
| | AG Mortgage Investment Trust Inc 8.25 Pfd Series A | REIT - Mortgage | Real Estate | -1.32 | -0.15 | 2.68 | 0.10 | 10.17 | 11.69 | 42.13 | 83.95 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 0.92 | 2.94 | 5.79 | 9.34 | 15.64 | 31.38 | 66.23 |
