| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -1.40 | 9.99 | 9.88 | 21.66 | -3.45 | 12.48 | 19.07 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 1.43 | -5.00 | -2.11 | 17.86 | 23.68 | 21.59 | 27.51 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 0.00 | 1.89 | -8.29 | -4.15 | 17.61 | 14.40 | 18.59 | 10.97 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | 2.15 | 0.56 | 8.35 | 15.01 | 24.08 | 25.46 | 49.27 |
| | Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.00 | 6.72 | 0.41 | 7.21 | 11.57 | 14.79 | 26.19 | 65.43 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -6.91 | -6.57 | -1.16 | 11.25 | -11.73 | -0.33 | -27.35 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 0.00 | 0.62 | -6.73 | 1.25 | 10.91 | 15.06 | -14.82 | -21.19 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -1.00 | -11.10 | 1.86 | 9.62 | 7.19 | 7.19 | 7.19 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.32 | -8.92 | -5.91 | 9.33 | 12.24 | 35.57 | 60.14 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 0.00 | -1.13 | -5.77 | 3.88 | 8.97 | 5.36 | 9.54 | 45.08 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 0.00 | 0.14 | -8.40 | -4.79 | 8.49 | 15.88 | 38.61 | 63.47 |
| | Two Harbors Investment Corp 7.25 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 5.21 | -0.28 | 2.80 | 8.32 | 9.57 | 26.01 | 62.76 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 0.33 | -2.99 | 2.00 | 7.86 | 15.53 | 32.22 | 47.11 |
| | Two Harbors Investment Corp 8.125 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | 6.03 | 0.85 | 5.02 | 7.84 | 9.51 | 25.92 | 55.51 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.00 | 2.77 | -1.93 | -0.10 | 7.22 | 4.52 | 18.69 | 49.60 |
| | Adamas Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.00 | -0.13 | -1.18 | 3.50 | 7.19 | 10.44 | 10.44 | 10.44 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.14 | -7.37 | -0.50 | 6.82 | 10.28 | 11.26 | 15.27 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 0.00 | 1.44 | -1.22 | 9.00 | 6.74 | 18.85 | 16.98 | 60.04 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.90 | -5.40 | 0.36 | 6.27 | 10.22 | 4.69 | 31.58 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -1.70 | -11.75 | -6.11 | 6.23 | 17.21 | 32.78 | 53.16 |
| | Ellington Financial Inc 6.25 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.00 | 0.16 | 0.49 | 3.66 | 6.14 | 13.04 | 33.73 | 65.56 |
| | TPG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -2.76 | -8.98 | -13.75 | 4.95 | 9.96 | 47.67 | 82.39 |
| | ACRES Commercial Realty Corp 8.625 Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 0.26 | -0.10 | 1.69 | 4.16 | 9.99 | 22.87 | 63.49 |
| | Ellington Financial Inc Pfd Redeem. Series C | REIT - Mortgage | Real Estate | 0.00 | -0.90 | -2.49 | 0.78 | 4.15 | 8.74 | 21.93 | 51.48 |
