| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 0.00 | -2.11 | 2.00 | 10.71 | 30.81 | -2.56 | -22.72 | -34.87 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.00 | -0.79 | 4.68 | 20.84 | 30.61 | 23.95 | 50.30 | 8.78 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 0.00 | 2.52 | -2.13 | 8.79 | 30.46 | 11.87 | 33.41 | 1.65 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.00 | 1.52 | 0.39 | 14.31 | 30.27 | 29.37 | 61.15 | 54.54 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.72 | 0.75 | 6.26 | 22.26 | 22.02 | 52.33 | 48.33 |
| | TPG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -4.02 | -4.89 | 10.34 | 18.99 | 32.35 | 70.23 | 87.16 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 0.00 | 0.40 | -2.88 | 7.55 | 18.31 | 25.32 | 56.76 | 55.59 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -9.11 | -11.94 | 15.43 | 17.99 | -4.98 | 14.37 | -2.02 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -0.47 | 2.25 | 3.96 | 17.57 | 16.65 | 23.36 | 47.62 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.00 | -2.86 | -0.26 | 7.34 | 17.12 | 9.11 | 33.34 | 13.92 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 0.00 | -3.00 | -0.85 | 10.25 | 15.21 | 14.77 | 10.36 | 12.00 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -1.13 | 1.42 | 15.51 | 13.92 | 13.92 | 13.92 | 13.92 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 0.00 | -0.83 | 7.22 | 12.48 | 13.56 | 30.28 | 24.80 | 36.03 |
| | Adamas Trust Inc 7 Cum. Redeem. Pfd Series G | REIT - Mortgage | Real Estate | 0.00 | -0.20 | 3.16 | 6.46 | 12.60 | 12.60 | 12.60 | 12.60 |
| | Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.00 | 0.24 | 4.35 | 10.56 | 12.32 | 12.17 | 29.27 | 51.20 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 0.00 | 0.31 | -1.03 | 7.47 | 12.04 | 3.67 | 17.12 | 29.19 |
| | Two Harbors Investment Corp 8.125 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | 0.77 | 2.76 | 8.46 | 11.77 | 10.05 | 28.56 | 44.99 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | 0.00 | -1.01 | 3.95 | 13.45 | 11.40 | 7.97 | 34.71 | 10.38 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.00 | -0.26 | 0.31 | 10.36 | 10.21 | 16.36 | 30.02 | 24.08 |
| | Granite Point Mortgage Trust Inc Pfd A | REIT - Mortgage | Real Estate | 0.00 | 1.07 | 3.65 | 9.58 | 9.85 | 32.53 | 42.56 | 49.79 |
| | Two Harbors Investment Corp 7.25 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 0.32 | 2.18 | 6.94 | 9.43 | 11.29 | 30.38 | 53.72 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 0.00 | 1.17 | -7.26 | 2.66 | 8.98 | 1.17 | 12.27 | 20.27 |
| | Adamas Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.00 | -0.81 | 1.09 | 6.31 | 8.89 | 8.89 | 8.89 | 8.89 |
| | PennyMac Mortgage Investment Trust SBI 6.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 0.15 | 3.60 | 5.72 | 8.88 | 9.38 | 17.72 | 27.13 |
