| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 2.37 | -13.93 | -27.00 | -34.08 | -34.91 | -34.40 | -54.89 | -60.74 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | -2.80 | -6.29 | 9.06 | 27.22 | 11.49 | 10.96 | 20.38 | 12.62 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | -0.99 | -5.65 | -10.95 | -15.40 | -18.59 | -25.54 | -23.23 | -19.20 |
| | TPG RE Finance Trust | REIT - Mortgage | Real Estate | -0.12 | -4.52 | -6.95 | -0.93 | -2.40 | 14.49 | 86.12 | 53.59 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -1.60 | -4.23 | -5.15 | 19.67 | 25.48 | 17.19 | 44.86 | 11.78 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | -1.58 | -4.16 | -9.69 | -6.08 | -4.06 | 6.91 | 33.85 | 38.15 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -0.15 | -3.81 | -15.30 | -12.83 | -22.35 | -32.51 | -8.97 | -34.16 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -0.58 | -3.03 | 4.49 | 8.65 | 22.25 | 13.90 | -17.76 | -34.28 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -1.18 | -2.38 | -0.41 | 7.63 | 7.13 | 3.74 | 24.77 | 24.01 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.36 | -2.09 | 0.97 | 10.06 | 4.28 | 5.20 | 34.41 | 12.79 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -0.81 | -1.94 | -6.90 | 1.27 | 1.66 | -16.04 | -9.00 | -72.48 |
| | PennyMac Mortgage Investment Trust SBI 6.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.49 | -1.91 | 0.79 | 2.85 | 5.75 | 5.86 | 15.21 | 27.67 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -1.88 | -1.86 | -12.17 | -11.45 | -18.07 | -25.31 | -23.85 | -19.60 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.11 | -1.35 | -3.58 | 11.77 | 30.84 | 12.67 | 35.07 | 10.31 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -0.80 | -1.12 | -7.42 | 3.16 | 8.31 | 1.73 | 14.39 | 32.10 |
| | Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | 0.40 | -0.86 | 0.86 | 2.23 | 0.51 | 7.29 | 16.53 | 13.00 |
| | Ellington Financial Inc 7 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.00 | -0.85 | 1.62 | 3.19 | 6.85 | 12.72 | 32.02 | 42.77 |
| | PennyMac Mortgage Investment Trust 8 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.42 | -0.74 | 1.34 | 1.65 | 2.92 | 7.14 | 20.82 | 31.33 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.23 | -0.67 | -2.21 | 3.56 | -14.98 | -14.46 | 7.90 | 5.30 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -0.53 | -0.66 | -6.86 | 9.89 | 17.26 | 2.86 | 32.73 | 17.55 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | 0.66 | -0.65 | 1.67 | 4.69 | 5.91 | 11.79 | 36.39 | 42.17 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.29 | -0.64 | -2.71 | 8.38 | 21.18 | 18.63 | 51.20 | 56.93 |
| | Franklin BSP Realty Trust Inc 7.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.50 | -0.63 | 1.24 | 5.99 | 6.51 | 13.33 | 26.21 | 41.76 |
| | TPG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | -0.36 | -0.59 | -5.96 | 11.92 | 20.29 | 27.99 | 76.28 | 96.82 |
