| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -0.43 | 1.95 | -1.87 | -11.03 | -18.39 | 4.90 | 35.86 | 2.29 |
| | Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | 0.11 | 3.54 | 3.68 | -0.39 | -6.04 | 8.60 | 21.86 | 5.45 |
| | Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.50 | 5.06 | 7.16 | -1.20 | -7.09 | 7.92 | 16.59 | 2.30 |
| | Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | 1.52 | 4.42 | 4.31 | -4.02 | 8.73 | 21.65 | 38.43 | 14.96 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 0.89 | 10.46 | -10.80 | 9.83 | 27.42 | 45.34 | 129.57 | 69.56 |
| | ACRES Commercial Realty Corp 8.625 Pfd Series C | REIT - Mortgage | Real Estate | 0.03 | 3.25 | 0.60 | 1.94 | 4.89 | 13.03 | 49.84 | 37.97 |
| | ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | -1.35 | -0.44 | -4.12 | -5.29 | -7.52 | 9.91 | 31.20 | 13.68 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 1.24 | 7.96 | -12.10 | -26.88 | -32.21 | -30.51 | -36.96 | -59.81 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | 3.57 | 5.76 | -1.08 | -29.91 | -40.26 | -21.19 | -7.79 | -19.69 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -1.34 | 3.93 | -6.59 | -7.95 | 0.29 | 11.87 | 24.84 | 22.48 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.36 | 1.03 | -1.23 | -1.31 | 2.98 | 8.40 | 40.65 | 33.01 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.20 | 0.79 | -0.26 | 0.50 | 3.57 | 10.20 | 27.32 | 40.64 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | 0.24 | 1.21 | 0.23 | 0.94 | 4.48 | 11.20 | 35.65 | 32.46 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.24 | 1.48 | -0.67 | 1.58 | 3.20 | 12.60 | 39.88 | 33.09 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | -1.36 | 11.83 | -0.84 | -4.42 | 9.88 | 0.95 | 59.01 | -15.63 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.58 | 3.08 | -2.09 | 8.32 | 11.00 | 9.48 | 19.46 | 15.60 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -1.08 | 10.69 | -2.06 | -8.52 | -6.08 | 8.24 | -4.57 | -22.13 |
| | Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | -0.10 | 0.54 | -2.80 | -4.32 | -8.15 | 7.69 | 21.94 | 11.02 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -0.79 | 7.51 | -9.89 | -8.60 | -14.60 | -10.20 | 9.86 | -16.63 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.47 | 1.28 | -4.75 | 8.22 | 7.53 | 20.61 | 33.89 | -10.78 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 2.03 | 10.62 | -8.48 | -2.54 | 0.28 | 5.13 | -23.16 | -23.09 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | 0.91 | 1.61 | -0.85 | -0.39 | -3.64 | 11.83 | 19.54 | 27.34 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | 0.04 | 1.54 | -1.33 | -0.32 | 1.73 | 6.88 | 35.03 | 40.36 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.33 | 6.56 | -3.82 | -13.61 | -17.70 | 11.01 | -6.98 | -41.25 |
