| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 4.69 | -3.10 | -12.57 | -29.75 | -35.46 | -16.55 | -17.47 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.72 | 0.75 | 6.26 | 22.26 | 22.02 | 52.33 | 48.33 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 0.00 | 0.31 | -1.03 | 7.47 | 12.04 | 3.67 | 17.12 | 29.19 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 0.00 | 0.40 | -2.88 | 7.55 | 18.31 | 25.32 | 56.76 | 55.59 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -6.47 | -2.60 | 10.47 | 4.02 | -8.69 | -5.04 | -70.74 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 0.74 | -3.86 | 7.97 | 1.33 | -6.52 | 3.94 | -3.90 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.00 | 1.52 | 0.39 | 14.31 | 30.27 | 29.37 | 61.15 | 54.54 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -1.70 | -7.13 | 3.83 | -3.59 | -10.42 | 7.25 | -17.52 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.00 | -0.79 | 4.68 | 20.84 | 30.61 | 23.95 | 50.30 | 8.78 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.22 | -1.53 | -5.84 | -12.36 | -13.18 | 12.17 | 6.49 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 0.00 | 1.17 | -7.26 | 2.66 | 8.98 | 1.17 | 12.27 | 20.27 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -9.11 | -11.94 | 15.43 | 17.99 | -4.98 | 14.37 | -2.02 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 0.00 | -0.83 | 7.22 | 12.48 | 13.56 | 30.28 | 24.80 | 36.03 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 0.84 | -1.37 | 3.17 | -4.14 | 1.37 | 13.55 | 21.25 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | 0.00 | 1.34 | -5.58 | -0.59 | 3.30 | 13.82 | 36.90 | 40.99 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 0.00 | -2.11 | 2.00 | 10.71 | 30.81 | -2.56 | -22.72 | -34.87 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -3.67 | -2.03 | 1.94 | -6.11 | -11.48 | -5.01 | -5.01 |
| | TPG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -4.02 | -4.89 | 10.34 | 18.99 | 32.35 | 70.23 | 87.16 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.00 | -0.04 | 0.97 | 2.75 | 2.84 | 8.45 | 23.30 | 46.01 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 0.00 | 2.52 | -2.13 | 8.79 | 30.46 | 11.87 | 33.41 | 1.65 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.00 | -0.26 | 0.31 | 10.36 | 10.21 | 16.36 | 30.02 | 24.08 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -4.12 | -3.40 | 16.62 | -2.51 | -11.20 | 4.55 | -38.61 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.00 | -2.86 | -0.26 | 7.34 | 17.12 | 9.11 | 33.34 | 13.92 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | 0.00 | -5.87 | -6.21 | -0.63 | -2.89 | -5.54 | 13.50 | 23.74 |
