| | MFA Financial Inc 6.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -1.22 | -0.50 | -3.65 | -6.33 | -7.12 | -2.98 | 5.85 | 46.29 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | -0.81 | -1.79 | -6.90 | -5.87 | -9.58 | -4.16 | 2.62 | 36.64 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | 0.11 | -1.30 | 1.39 | 0.50 | 2.47 | -3.04 | -3.15 | 38.95 |
| | PennyMac Mortgage Investment Trust SBI 6.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -1.19 | 1.81 | -7.84 | -11.79 | -13.41 | -13.87 | -13.35 | 19.08 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -0.56 | 1.38 | -10.80 | -16.29 | -18.60 | -6.26 | 10.66 | 58.08 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -0.36 | 0.24 | -21.67 | -31.71 | -36.88 | -30.52 | -34.45 | -21.77 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | 0.86 | 0.69 | -5.48 | -11.67 | -10.11 | -7.62 | 11.61 | 33.21 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 2.76 | -2.90 | -20.62 | -25.88 | -35.58 | -26.33 | -39.46 | -49.81 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -0.63 | -13.61 | -18.28 | -14.99 | -31.10 | -47.83 | -31.71 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 0.96 | -14.42 | -22.96 | -30.65 | -28.45 | -26.28 | -9.73 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 0.36 | 0.18 | -14.24 | -27.49 | -32.77 | -18.10 | -13.19 | 20.23 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.29 | -0.85 | -10.77 | -15.12 | -21.80 | -30.19 | -25.86 | -5.21 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 0.43 | 1.73 | -19.36 | -26.51 | -41.09 | -40.18 | -36.87 | -11.86 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 1.90 | 0.63 | 2.56 | -5.03 | -41.85 | -34.19 | -14.20 | -9.49 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 3.06 | 1.61 | -14.98 | -23.60 | -26.17 | -25.15 | -13.40 | 27.69 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | -0.11 | 2.20 | 2.65 | -2.41 | -10.91 | -11.78 | -3.64 | 25.40 |
| | TPG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | -0.37 | 1.49 | -12.12 | -25.07 | -32.51 | -24.82 | -15.84 | 41.60 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.08 | -0.56 | -2.65 | -1.44 | -0.40 | 3.74 | 12.46 | 41.88 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 1.50 | -2.42 | -11.78 | -20.15 | -26.40 | -12.25 | -13.90 | 34.73 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.19 | 0.66 | -15.67 | -35.72 | -46.84 | -39.48 | -35.07 | -29.26 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.79 | 2.81 | -7.25 | 13.27 | -0.78 | 13.87 | -1.42 | 35.19 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | 0.05 | 0.66 | -12.79 | -17.75 | -18.19 | -6.32 | 15.21 | 59.62 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 0.60 | 1.06 | -19.95 | -26.57 | -34.51 | -21.11 | -31.38 | 8.50 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -2.88 | 6.62 | -0.09 | -3.81 | -23.15 | -21.49 | -31.12 | -79.12 |