| Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -1.94 | 2.19 | -1.19 | 5.20 | 11.34 | -13.77 | 4.83 | 43.05 |
| Dynex Capital Inc | REIT - Mortgage | Real Estate | 1.36 | 3.08 | 8.80 | 10.83 | 24.70 | 23.17 | 54.39 | 71.84 |
| MFA Financial Inc | REIT - Mortgage | Real Estate | 0.33 | -0.55 | -4.51 | 1.57 | 8.91 | -17.05 | 27.37 | 59.05 |
| Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 1.41 | 1.32 | -1.73 | 9.13 | 24.72 | 18.81 | 55.27 | 85.46 |
| Rithm Property Trust Inc | REIT - Mortgage | Real Estate | 1.25 | 1.67 | -6.90 | -9.58 | -1.91 | -13.69 | -75.53 | -68.35 |
| Redwood Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -1.08 | -6.08 | -6.85 | 5.61 | -19.23 | -3.53 | 23.68 |
| AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.71 | 0.60 | -0.95 | 11.73 | 29.33 | 11.06 | 53.00 | 96.96 |
| Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.24 | -0.47 | -6.44 | -5.70 | 18.02 | -12.23 | 0.14 | 8.19 |
| Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.28 | -1.23 | -0.65 | 1.90 | 18.36 | -0.55 | 26.13 | 12.30 |
| Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 1.55 | -1.32 | -0.59 | -3.81 | 1.04 | 2.94 | 33.74 | 26.32 |
| PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 0.60 | -0.42 | -1.02 | -4.07 | -3.80 | -5.50 | 27.15 | 47.67 |
| Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 1.05 | -0.72 | -0.74 | -0.44 | -5.92 | -14.92 | 6.51 | 17.00 |
| Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 1.01 | 3.10 | -2.65 | 3.66 | 25.73 | 24.65 | 23.97 | 51.49 |
| Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 1.20 | 0.82 | -6.27 | -3.56 | 4.88 | 0.89 | 15.83 | 29.90 |
| Ellington Financial Inc | REIT - Mortgage | Real Estate | -0.29 | 1.27 | 3.83 | 5.81 | 18.44 | 20.55 | 37.41 | 68.78 |
| Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 0.00 | 1.59 | -3.42 | 2.57 | 32.53 | -22.91 | -39.09 | -41.80 |
| Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | -0.53 | -2.18 | -15.44 | -7.95 | 9.69 | -30.92 | -5.61 | -5.61 |
| AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | -0.14 | 1.29 | -6.57 | -5.84 | 18.43 | 4.24 | 70.54 | 164.70 |
| AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.16 | -0.20 | -0.40 | -0.28 | 6.65 | 8.28 | 33.42 | 72.73 |
| Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 1.42 | 1.68 | 6.45 | 0.50 | 21.75 | -6.10 | 31.04 | 16.10 |
| Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -0.06 | -0.84 | -5.54 | -6.13 | 2.78 | 5.95 | 2.69 | 9.45 |
| Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.00 | 4.33 | -3.85 | -5.65 | -2.93 | -15.87 | 4.43 | -20.47 |
| Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.41 | 3.53 | 4.15 | 8.98 | 23.95 | 10.30 | 45.98 | 35.38 |
| Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | 1.33 | 2.01 | -3.96 | -1.79 | 8.36 | 3.40 | 24.58 | 40.20 |