| Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -2.27 | -4.44 | -12.25 | 4.95 | 54.79 | -10.88 | -31.06 | -47.51 |
| Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -0.91 | 4.46 | -9.64 | 4.79 | 38.98 | -48.35 | -68.91 | -70.58 |
| Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 0.00 | 1.59 | -3.42 | 2.57 | 32.53 | -22.91 | -39.09 | -41.80 |
| AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.71 | 0.60 | -0.95 | 11.73 | 29.33 | 11.06 | 53.00 | 96.96 |
| TPG RE Finance Trust | REIT - Mortgage | Real Estate | 0.59 | 1.54 | -4.76 | 8.76 | 26.66 | 9.13 | 62.85 | 57.53 |
| Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 1.01 | 3.10 | -2.65 | 3.66 | 25.73 | 24.65 | 23.97 | 51.49 |
| Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 1.41 | 1.32 | -1.73 | 9.13 | 24.72 | 18.81 | 55.27 | 85.46 |
| Dynex Capital Inc | REIT - Mortgage | Real Estate | 1.36 | 3.08 | 8.80 | 10.83 | 24.70 | 23.17 | 54.39 | 71.84 |
| BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 1.54 | 3.75 | -4.82 | 8.97 | 24.14 | 7.90 | 7.53 | 5.26 |
| Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.41 | 3.53 | 4.15 | 8.98 | 23.95 | 10.30 | 45.98 | 35.38 |
| Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | -1.84 | 1.00 | -6.58 | -0.29 | 22.80 | 5.36 | 37.67 | 39.91 |
| Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 1.42 | 1.68 | 6.45 | 0.50 | 21.75 | -6.10 | 31.04 | 16.10 |
| Granite Point Mortgage Trust Inc Pfd A | REIT - Mortgage | Real Estate | -0.36 | -2.71 | -3.71 | 2.32 | 21.09 | 25.49 | 43.40 | 30.33 |
| Ellington Financial Inc | REIT - Mortgage | Real Estate | -0.29 | 1.27 | 3.83 | 5.81 | 18.44 | 20.55 | 37.41 | 68.78 |
| AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | -0.14 | 1.29 | -6.57 | -5.84 | 18.43 | 4.24 | 70.54 | 164.70 |
| Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.28 | -1.23 | -0.65 | 1.90 | 18.36 | -0.55 | 26.13 | 12.30 |
| Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.24 | -0.47 | -6.44 | -5.70 | 18.02 | -12.23 | 0.14 | 8.19 |
| ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | -0.64 | 2.26 | -1.68 | 0.46 | 16.55 | 2.27 | 45.79 | 49.37 |
| Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | 2.21 | 3.36 | 0.87 | 8.62 | 15.11 | 22.96 | 48.28 | 55.22 |
| Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.28 | 1.64 | -0.64 | 5.80 | 13.01 | -2.51 | 28.30 | 31.44 |
| KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | -1.00 | -0.63 | -1.69 | 3.61 | 12.92 | 1.47 | 44.15 | 37.22 |
| AG Mortgage Investment Trust Inc 8 Pfd Series B | REIT - Mortgage | Real Estate | -0.33 | -0.27 | -2.88 | -0.77 | 12.66 | -1.46 | 55.32 | 97.49 |
| NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | -0.21 | -0.76 | -0.88 | 1.57 | 12.51 | 8.84 | 46.03 | 41.61 |
| ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | -4.93 | -4.74 | -6.86 | 9.17 | 12.48 | 25.75 | 156.86 | 131.29 |