| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -6.11 | 1.65 | 0.00 | -7.10 | -11.00 | -7.71 | -42.87 | -65.18 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -5.25 | -6.77 | 16.06 | -26.09 | -29.34 | -62.70 | -70.96 | -79.44 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -1.68 | 4.35 | 7.10 | -9.80 | -17.61 | -15.92 | -2.95 | 18.36 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -1.53 | 1.58 | 4.41 | -8.59 | -32.05 | -38.83 | -48.66 | -46.30 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -1.40 | 1.65 | 5.57 | 6.54 | -13.05 | -14.32 | -37.25 | -44.55 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -1.24 | 2.81 | -4.23 | -21.35 | -40.79 | -33.65 | -29.20 | -35.04 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | -1.22 | 0.78 | 2.36 | 0.10 | 13.26 | 20.97 | 22.40 | 29.80 |
| | TPG RE Finance Trust | REIT - Mortgage | Real Estate | -1.16 | 0.09 | 2.95 | -2.50 | -2.96 | 2.06 | 28.93 | 13.44 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -1.09 | 2.49 | 2.74 | -10.85 | 4.92 | 4.97 | 21.06 | 32.19 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -0.85 | -0.14 | 2.17 | -7.09 | -2.01 | 0.49 | -0.00 | -16.05 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -0.75 | 1.63 | -3.72 | -18.30 | -2.61 | -6.81 | 3.10 | -18.57 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.66 | 0.73 | 4.67 | -1.29 | -3.48 | 1.24 | -9.75 | -15.03 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | -0.66 | 0.92 | 3.20 | -4.74 | 5.45 | 18.12 | 26.64 | 12.71 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | -0.64 | -0.92 | 0.96 | 5.36 | 5.60 | 11.73 | 51.46 | 51.88 |
| | PennyMac Mortgage Investment Trust SBI 6.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.63 | 0.21 | 0.31 | -2.81 | 4.80 | 7.64 | 25.88 | 30.90 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.57 | 0.57 | 2.33 | -7.83 | -3.55 | 10.78 | 29.10 | 24.96 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -0.55 | -2.38 | -1.31 | -17.30 | -8.04 | 7.91 | -8.97 | -29.39 |
| | MFA Financial Inc 6.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.50 | -0.46 | -0.21 | -1.46 | 2.19 | 9.39 | 53.06 | 56.84 |
| | Chimera Investment Corp 7.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.48 | 0.31 | 0.98 | 1.51 | 3.23 | 10.58 | 45.74 | 48.47 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -0.43 | 0.43 | 4.71 | -1.12 | 7.29 | 11.66 | 22.01 | 25.00 |
| | Franklin BSP Realty Trust Inc 7.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.43 | 1.30 | 4.11 | 0.20 | 4.91 | 4.98 | 25.61 | 29.53 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -0.41 | -0.61 | 0.10 | 2.55 | 16.48 | 11.16 | 10.30 | 31.16 |
| | Ellington Financial Inc Pfd Redeem. Series C | REIT - Mortgage | Real Estate | -0.40 | 0.20 | 0.71 | 1.83 | 1.25 | 10.27 | 33.24 | 21.27 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -0.38 | 2.76 | 5.96 | 0.41 | 4.77 | 1.89 | -5.76 | 2.24 |
