| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -3.03 | -11.30 | -1.94 | -35.47 | -29.25 | -25.76 | -0.81 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.32 | -8.92 | -5.91 | 9.33 | 12.24 | 35.57 | 60.14 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 0.00 | -1.13 | -5.77 | 3.88 | 8.97 | 5.36 | 9.54 | 45.08 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 0.00 | 0.14 | -8.40 | -4.79 | 8.49 | 15.88 | 38.61 | 63.47 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -1.47 | -7.63 | -16.17 | -6.99 | -14.62 | -16.75 | -72.04 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 1.32 | -8.66 | 0.59 | -0.82 | 0.83 | 7.81 | 14.13 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -1.70 | -11.75 | -6.11 | 6.23 | 17.21 | 32.78 | 53.16 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -0.78 | -7.80 | 1.77 | -1.46 | 7.21 | 15.15 | 4.07 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 1.43 | -5.00 | -2.11 | 17.86 | 23.68 | 21.59 | 27.51 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 3.28 | 0.46 | -3.82 | -15.89 | -18.56 | 1.79 | 12.30 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 0.00 | 0.00 | -6.89 | -9.71 | -1.27 | -11.99 | -0.78 | 36.06 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -1.40 | 9.99 | 9.88 | 21.66 | -3.45 | 12.48 | 19.07 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 0.00 | 1.44 | -1.22 | 9.00 | 6.74 | 18.85 | 16.98 | 60.04 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -0.12 | -3.50 | -4.14 | -7.95 | -5.36 | 3.24 | 32.20 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | 0.00 | 1.99 | -5.62 | -11.91 | -4.88 | -1.16 | 27.75 | 41.88 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 0.00 | 0.62 | -6.73 | 1.25 | 10.91 | 15.06 | -14.82 | -21.19 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -4.90 | -15.25 | -16.23 | -21.07 | -21.76 | -17.73 | -17.73 |
| | TPG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -2.76 | -8.98 | -13.75 | 4.95 | 9.96 | 47.67 | 82.39 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.00 | -2.14 | -3.04 | -1.52 | -0.80 | 3.53 | 17.91 | 50.11 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 0.00 | 1.89 | -8.29 | -4.15 | 17.61 | 14.40 | 18.59 | 10.97 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.00 | 2.77 | -1.93 | -0.10 | 7.22 | 4.52 | 18.69 | 49.60 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -6.91 | -6.57 | -1.16 | 11.25 | -11.73 | -0.33 | -27.35 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.14 | -7.37 | -0.50 | 6.82 | 10.28 | 11.26 | 15.27 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | 0.00 | -1.01 | -5.92 | -11.10 | -7.84 | -8.10 | 4.03 | 33.83 |
