| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -0.43 | 1.95 | -1.87 | -11.03 | -18.39 | 4.90 | 35.86 | 2.29 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | -1.04 | 3.96 | -3.92 | -2.66 | 7.08 | 21.06 | 40.44 | 9.09 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | -0.91 | 5.71 | -4.29 | -1.87 | -16.32 | 5.61 | 21.94 | 3.65 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -0.10 | 5.04 | -3.50 | -0.89 | 8.73 | 19.75 | 32.55 | 15.17 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -2.67 | 6.57 | 1.74 | -3.37 | -0.79 | -0.79 | -66.61 | -75.07 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | -0.16 | 6.15 | 2.31 | -1.35 | -14.04 | 24.43 | 25.61 | -10.52 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -1.34 | 3.93 | -6.59 | -7.95 | 0.29 | 11.87 | 24.84 | 22.48 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.33 | 6.56 | -3.82 | -13.61 | -17.70 | 11.01 | -6.98 | -41.25 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -1.87 | 6.08 | -2.55 | -7.69 | -2.74 | 3.33 | 1.69 | -28.58 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.97 | 0.00 | -11.42 | -4.46 | -1.81 | 10.18 | 22.46 | 20.99 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 5.77 | -9.55 | 0.27 | 11.96 | -2.27 | -25.17 | -31.86 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 0.00 | 4.48 | -9.49 | 2.87 | -0.93 | 4.49 | 32.12 | 22.65 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -4.43 | 4.31 | -7.93 | -2.07 | 8.67 | 8.28 | 14.06 | -5.25 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.58 | 3.08 | -2.09 | 8.32 | 11.00 | 9.48 | 19.46 | 15.60 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | -0.10 | 1.75 | -2.93 | 1.74 | 0.20 | 11.63 | 33.19 | 12.83 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | -0.53 | 4.03 | -0.76 | 7.71 | 12.44 | 28.84 | 35.44 | 21.43 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 1.24 | 7.96 | -12.10 | -26.88 | -32.21 | -30.51 | -36.96 | -59.81 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 1.22 | 8.25 | -2.80 | -7.87 | -18.86 | 2.20 | 2.20 | 2.20 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | -0.46 | 3.00 | -10.55 | -0.75 | -6.62 | 31.40 | 53.91 | 27.45 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.24 | 1.48 | -0.67 | 1.58 | 3.20 | 12.60 | 39.88 | 33.09 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -1.08 | 10.69 | -2.06 | -8.52 | -6.08 | 8.24 | -4.57 | -22.13 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.47 | 1.28 | -4.75 | 8.22 | 7.53 | 20.61 | 33.89 | -10.78 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 2.03 | 10.62 | -8.48 | -2.54 | 0.28 | 5.13 | -23.16 | -23.09 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -0.83 | 5.50 | -3.34 | -5.34 | 1.27 | 2.75 | 4.32 | -14.57 |
