| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 1.02 | 0.93 | 3.98 | 24.47 | 5.78 | -1.78 | -2.07 | 18.56 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 1.04 | 1.28 | 0.20 | 8.60 | -2.62 | 16.19 | 27.05 | 19.52 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 1.29 | 1.09 | 7.48 | 11.89 | 3.10 | -5.59 | 21.25 | 38.27 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 0.95 | 0.28 | 1.78 | 14.61 | 3.61 | 21.39 | 35.84 | 24.01 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -0.39 | -1.15 | -0.76 | -7.40 | -18.58 | -8.71 | -75.33 | -70.09 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 1.66 | 0.16 | 0.82 | 14.12 | -2.57 | -9.02 | -6.26 | 4.59 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.93 | 0.01 | 2.73 | 12.75 | 1.07 | 11.62 | 32.37 | 25.76 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 1.21 | 0.21 | 1.65 | 9.01 | 5.24 | 1.57 | -2.37 | -22.20 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.77 | 0.26 | 1.82 | 8.13 | -2.57 | 8.00 | -1.58 | -17.71 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 0.51 | -1.54 | -2.53 | 4.62 | -0.79 | 10.27 | 35.48 | 24.18 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | 2.27 | 1.12 | 5.87 | 11.25 | 9.55 | 23.13 | -3.70 | -7.33 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 1.07 | -0.40 | 0.41 | 2.89 | -10.50 | -1.56 | 16.57 | 17.67 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 1.21 | 1.83 | -0.89 | -6.77 | -24.24 | -17.96 | -3.82 | -21.52 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 1.34 | 1.92 | 8.06 | 9.77 | 10.12 | 11.92 | 22.32 | 26.14 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.80 | 0.10 | 1.71 | 4.42 | 3.67 | 7.84 | 21.08 | 16.77 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | 0.15 | -1.78 | 5.70 | 10.63 | 0.88 | 17.67 | 32.50 | 34.71 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 1.07 | 1.29 | 2.83 | 4.69 | 2.83 | -23.92 | -39.71 | -49.66 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 0.45 | -0.09 | 8.01 | 5.25 | -4.15 | -14.96 | 7.91 | 7.91 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.93 | 1.34 | -2.70 | 10.46 | 5.39 | 14.13 | 43.52 | 68.12 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -1.10 | -0.79 | -1.02 | 3.40 | 3.62 | 11.82 | 35.03 | 43.97 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 1.12 | 0.79 | -5.33 | -0.35 | -10.79 | -9.86 | -11.26 | -24.15 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.72 | 0.20 | 0.98 | 5.73 | -0.46 | 18.84 | 11.86 | -6.86 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -1.71 | 7.89 | 2.36 | -10.56 | -1.23 | 4.15 | -25.93 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 1.58 | 0.73 | 0.34 | 7.39 | -8.67 | 4.67 | 7.14 | -10.82 |
