| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -6.05 | 1.58 | -24.90 | -14.35 | -34.25 | -28.21 | -5.40 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.07 | -0.36 | 2.41 | 15.07 | 20.31 | 25.56 | 44.16 | 59.17 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | -1.15 | -0.11 | 4.29 | -1.28 | 7.61 | 0.94 | 7.80 | 31.16 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -1.07 | -0.76 | 2.88 | 4.79 | 23.53 | 28.84 | 45.88 | 56.38 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | 3.60 | 10.77 | 16.60 | 13.01 | 13.04 | 7.28 | -76.24 | -67.88 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 0.18 | 2.36 | 11.93 | -3.84 | 6.38 | -10.63 | -7.50 | 9.45 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -0.29 | -0.10 | 3.45 | 5.69 | 19.19 | 24.30 | 42.83 | 59.21 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -1.49 | -0.08 | 6.44 | -7.55 | -4.37 | -7.20 | 3.87 | -3.70 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -0.12 | -0.12 | 7.37 | 13.18 | 15.26 | 14.36 | 29.75 | 9.07 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -1.23 | -1.44 | 6.19 | -7.56 | -3.69 | -6.97 | 19.14 | 13.45 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -1.19 | -0.40 | 1.38 | 6.35 | 7.05 | 4.49 | 4.45 | 34.46 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -1.00 | -1.39 | 3.44 | 2.76 | -1.92 | -4.13 | -7.08 | -4.85 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -2.65 | -1.20 | 1.95 | -3.33 | 6.59 | 20.91 | 3.23 | 28.16 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | -1.46 | 0.05 | 3.46 | -7.38 | -4.63 | -0.31 | 1.83 | 28.80 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | -0.66 | -0.07 | 0.64 | 5.53 | 12.00 | 22.97 | 35.36 | 56.60 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -0.92 | 3.47 | 10.49 | 16.01 | 17.92 | -9.76 | -33.76 | -29.16 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 1.67 | 5.40 | 7.92 | -5.08 | -0.08 | -15.89 | 3.82 | 3.82 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 1.66 | 4.00 | 11.01 | 13.44 | 24.88 | 32.34 | 73.84 | 102.53 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.16 | 0.32 | 0.44 | 0.21 | 3.20 | 8.18 | 30.08 | 55.34 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.94 | 2.17 | 4.09 | 18.58 | 13.81 | 6.45 | 28.20 | 5.35 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -2.23 | 0.95 | 9.98 | 6.86 | 11.08 | 17.60 | 13.03 | 27.26 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 2.80 | 3.63 | 12.23 | 2.14 | -4.23 | 17.48 | -9.42 | -23.79 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 1.53 | 1.25 | 3.09 | 7.68 | 14.47 | 9.55 | 29.01 | 20.63 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | -1.06 | 2.19 | 7.58 | 0.38 | 10.19 | 2.86 | 15.22 | 43.62 |
