| Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 1.02 | 0.93 | 3.98 | 24.47 | 5.78 | -1.78 | -2.07 | 18.56 |
| Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | -0.93 | -1.15 | 0.72 | 8.09 | 6.03 | 11.46 | 16.41 | 13.15 |
| Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.44 | 0.00 | 3.57 | 10.60 | 8.34 | 13.73 | 16.48 | 14.24 |
| Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | -1.68 | -1.94 | 4.23 | 12.97 | 2.55 | 29.28 | 27.47 | 34.83 |
| ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 0.96 | -0.24 | 12.42 | 10.06 | 0.14 | 33.33 | 147.99 | 110.00 |
| ACRES Commercial Realty Corp 8.625 Pfd Series C | REIT - Mortgage | Real Estate | -0.87 | -1.22 | 1.53 | 2.93 | 6.10 | 12.29 | 37.04 | 50.94 |
| ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | 0.45 | 0.49 | 1.17 | 8.35 | 6.79 | 4.66 | 37.18 | 35.47 |
| Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 1.07 | 1.29 | 2.83 | 4.69 | 2.83 | -23.92 | -39.71 | -49.66 |
| Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -1.69 | 13.38 | 2.42 | -3.19 | -41.38 | -48.53 | -29.39 | -39.41 |
| AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.93 | 0.01 | 2.73 | 12.75 | 1.07 | 11.62 | 32.37 | 25.76 |
| AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.64 | -0.52 | -0.20 | 4.13 | 3.33 | 9.54 | 26.98 | 46.46 |
| AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.93 | -1.20 | -0.97 | 2.17 | 3.74 | 10.10 | 22.00 | 40.30 |
| AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.55 | -0.24 | -0.55 | 2.18 | 4.22 | 11.47 | 27.10 | 43.04 |
| AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -1.10 | -0.79 | -1.02 | 3.40 | 3.62 | 11.82 | 35.03 | 43.97 |
| Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | 1.65 | 0.92 | 7.70 | 9.91 | 5.68 | -0.92 | 35.35 | 3.15 |
| Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 1.34 | 1.92 | 8.06 | 9.77 | 10.12 | 11.92 | 22.32 | 26.14 |
| Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 1.12 | 0.79 | -5.33 | -0.35 | -10.79 | -9.86 | -11.26 | -24.15 |
| Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | -1.28 | -1.30 | -0.21 | 6.86 | 5.13 | 6.09 | 24.30 | 29.77 |
| BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 1.58 | 0.52 | 16.47 | 16.62 | -1.19 | 10.96 | 6.39 | -7.25 |
| Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.72 | 0.20 | 0.98 | 5.73 | -0.46 | 18.84 | 11.86 | -6.86 |
| Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -1.71 | 7.89 | 2.36 | -10.56 | -1.23 | 4.15 | -25.93 |
| Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | 1.13 | 2.69 | 5.60 | 4.69 | 3.11 | 1.33 | 22.91 | 22.42 |
| Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | 0.36 | 0.73 | 1.20 | 2.70 | 4.66 | 8.47 | 39.57 | 45.12 |
| Chimera Investment Corp | REIT - Mortgage | Real Estate | 1.21 | 0.21 | 1.65 | 9.01 | 5.24 | 1.57 | -2.37 | -22.20 |