| AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 1.34 | 22.40 | 18.30 | 37.48 | 43.07 | 13.05 | -18.08 |
| TPG RE Finance Trust | REIT - Mortgage | Real Estate | 0.00 | 0.12 | 19.58 | 65.90 | 61.21 | 71.52 | 5.67 | -5.36 |
| Redwood Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 0.63 | 14.67 | 2.03 | 2.34 | 23.57 | -18.84 | -18.37 |
| Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 1.79 | 12.15 | 15.58 | 12.21 | 20.95 | 4.62 | 9.87 |
| Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.22 | 12.12 | 16.96 | 34.24 | 1.05 | -23.51 | -56.43 |
| Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 0.00 | 1.63 | 10.65 | 12.24 | 24.38 | 20.84 | -1.01 | -17.55 |
| PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 0.00 | -1.08 | 9.81 | 13.90 | 14.86 | 42.00 | 23.35 | 11.71 |
| Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 0.00 | 1.26 | 9.32 | 9.94 | 29.16 | -4.48 | -25.41 | -46.53 |
| Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 0.09 | 9.28 | 2.02 | 20.37 | 36.97 | 34.54 | 22.52 |
| Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.00 | 0.23 | 8.19 | -0.87 | -2.44 | -1.05 | -41.28 | -53.08 |
| Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | 0.00 | 0.54 | 7.89 | 12.48 | 12.27 | 30.95 | 18.50 | 25.67 |
| Ellington Financial Inc | REIT - Mortgage | Real Estate | 0.00 | 0.34 | 7.72 | 4.27 | 0.41 | 8.50 | 2.46 | -9.17 |
| AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.00 | 1.68 | 7.63 | 9.40 | 23.97 | 24.14 | 4.91 | -19.82 |
| Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -0.56 | 7.62 | 4.89 | 11.47 | -19.22 | -28.34 | -40.53 |
| Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -2.89 | 7.49 | 7.30 | 4.98 | 22.37 | -18.09 | -31.67 |
| Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 1.06 | 7.27 | 14.85 | 38.96 | 3.84 | -15.24 | -45.07 |
| Dynex Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 0.74 | 7.21 | 7.64 | 22.68 | 27.47 | -2.45 | -9.96 |
| Rithm Capital Corp | REIT - Mortgage | Real Estate | 0.00 | -0.09 | 7.20 | 13.83 | 21.74 | 55.41 | 26.17 | 26.17 |
| MFA Financial Inc 6.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 2.74 | 6.68 | 12.56 | 33.01 | 50.78 | 31.95 | 33.40 |
| Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 2.74 | 6.58 | 10.15 | 11.07 | 34.74 | 6.50 | 8.78 |
| Invesco Mortgage Capital Inc Cum. Pfd Series B | REIT - Mortgage | Real Estate | 0.00 | -1.47 | 4.93 | 2.68 | 15.78 | 36.74 | 41.99 | 26.62 |
| Chimera Investment Corp 7.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 2.88 | 4.56 | 9.13 | 29.45 | 36.29 | 19.86 | 16.89 |
| AG Mortgage Investment Trust Inc 8 Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 0.99 | 3.91 | 6.99 | 29.75 | 52.61 | 45.48 | 38.12 |
| Rithm Capital Corp 6.375 Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | -0.17 | 3.85 | 8.51 | 23.88 | 41.00 | 25.82 | 25.82 |