| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -1.61 | 0.97 | -3.92 | -11.65 | -23.59 | -15.19 | -3.99 | 12.37 |
| | Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | -0.14 | 2.95 | 1.15 | 0.62 | -5.81 | 2.50 | 13.64 | 9.42 |
| | Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.43 | 3.89 | 2.67 | 1.53 | -2.53 | 4.41 | 16.43 | 12.18 |
| | Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | -0.87 | 0.34 | -2.29 | -5.30 | -5.09 | 10.93 | 26.84 | 25.62 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | -0.33 | -0.61 | -3.12 | -19.60 | 5.14 | 40.59 | 115.69 | 110.64 |
| | ACRES Commercial Realty Corp 8.625 Pfd Series C | REIT - Mortgage | Real Estate | -0.12 | 0.00 | 0.80 | 1.94 | 5.02 | 11.68 | 47.63 | 52.50 |
| | ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | 0.14 | 5.02 | 4.17 | 1.54 | 1.01 | 12.36 | 38.33 | 41.17 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -2.96 | 2.71 | -0.40 | 8.13 | -26.26 | -20.01 | -36.27 | -41.64 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -20.40 | -17.06 | -21.23 | -30.13 | -48.77 | -37.04 | -27.82 | -34.74 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -1.06 | 1.97 | 3.89 | -3.67 | 4.72 | 9.29 | 24.08 | 31.52 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.14 | 0.61 | -0.06 | -0.59 | 1.92 | 7.84 | 32.49 | 43.91 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.43 | 0.35 | -0.23 | 0.07 | 5.00 | 9.82 | 23.49 | 46.22 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | 0.12 | 0.59 | 0.51 | 1.13 | 5.35 | 10.88 | 33.61 | 44.20 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.28 | 1.01 | 0.68 | 0.78 | 4.66 | 10.46 | 38.62 | 45.71 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | -1.61 | -0.11 | -6.76 | -0.60 | 3.62 | -16.55 | 54.36 | 0.21 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.60 | -1.31 | -0.91 | 3.39 | 13.29 | 11.05 | 11.69 | 37.68 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.89 | 1.27 | -0.16 | -5.79 | -6.15 | 1.13 | -7.70 | -14.39 |
| | Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | -0.10 | -0.36 | 0.39 | -3.38 | -3.22 | 7.27 | 20.53 | 20.39 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -2.24 | 0.38 | -2.79 | -8.01 | -12.68 | -0.56 | -2.05 | -5.51 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -1.90 | 0.58 | -3.19 | -2.52 | 4.29 | 21.53 | 21.54 | -2.34 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | -1.01 | -1.01 | -5.75 | -11.87 | 22.62 | -6.29 | -20.42 | -22.50 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | -1.54 | -0.38 | -0.85 | -2.68 | -4.36 | -0.71 | 15.59 | 19.79 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | 0.62 | -0.41 | -0.51 | 1.60 | 5.76 | 6.11 | 37.95 | 40.27 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -2.23 | 3.02 | 7.44 | 8.16 | -1.86 | 30.48 | 8.30 | -21.54 |
