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 ARR  Armour Residential REIT Inc REIT - Mortgage Real Estate -0.11 -1.00 2.60 6.38 24.25 16.21 32.63 16.70
 ADAM  Adamas Trust Inc REIT - Mortgage Real Estate 0.12 1.47 2.73 14.61 19.54 19.71 19.71 19.71
 ICR-PA  Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A REIT - Mortgage Real Estate -0.32 0.65 1.44 6.82 18.09 18.83 26.90 37.88
 IVR  Invesco Mortgage Capital Inc REIT - Mortgage Real Estate -0.24 -0.60 -4.85 8.72 17.26 19.85 37.39 17.14
 DX  Dynex Capital Inc REIT - Mortgage Real Estate -0.73 -2.01 -1.73 2.18 15.53 15.57 48.96 58.53
 AGNC  AGNC Investment Corp REIT - Mortgage Real Estate -0.27 -1.80 -3.67 8.32 15.07 24.05 54.60 59.78
 ADAMZ  Adamas Trust Inc 7 Cum. Redeem. Pfd Series G REIT - Mortgage Real Estate 0.05 -0.15 1.74 3.90 15.04 14.03 14.03 14.03
 ORC  Orchid Island Capital Inc REIT - Mortgage Real Estate 0.41 -0.94 -1.84 6.12 13.31 8.97 26.19 18.79
 TWO-PB  Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B REIT - Mortgage Real Estate 0.00 0.00 -0.89 10.01 12.83 10.01 29.97 47.73
 NLY  Annaly Capital Management Inc REIT - Mortgage Real Estate -0.39 -0.26 -0.43 3.95 12.33 22.82 57.24 68.89
 TRTX-PC  TPG RE Finance Trust 6.25 Pfd Series C REIT - Mortgage Real Estate -0.30 0.84 6.06 5.80 10.77 18.25 38.53 45.24
 TWO-PA  Two Harbors Investment Corp 8.125 Cum. Redeem. Pfd Series A REIT - Mortgage Real Estate -0.08 -0.61 -0.53 7.38 10.61 10.46 26.82 44.40
 ACRE  Ares Commercial Real Estate Corp REIT - Mortgage Real Estate 0.97 2.36 -2.25 4.33 10.53 23.92 -8.01 -34.68
 ADAML  Adamas Trust Inc 6.875 Redeem. Pfd Series F REIT - Mortgage Real Estate 0.30 0.21 1.41 6.60 9.97 10.87 10.87 10.87
 ADAMN  Adamas Trust Inc Conv. Pfd Series D REIT - Mortgage Real Estate 0.88 0.22 1.65 4.14 9.66 10.42 10.42 10.42
 TWO-PC  Two Harbors Investment Corp 7.25 Cum. Redeem. Pfd Series C REIT - Mortgage Real Estate 0.12 0.61 -0.20 6.44 8.90 10.76 30.31 50.95
 MITT  TPG Mortgage Investment Trust Inc REIT - Mortgage Real Estate 0.63 0.12 -6.85 -0.30 8.45 19.18 67.41 84.21
 ADAMM  Adamas Trust Inc 7.875 Cum. Redeem. Pfd Series E REIT - Mortgage Real Estate 0.24 0.16 0.59 5.16 7.84 7.75 7.75 7.75
 EFC-PC  Ellington Financial Inc Pfd Redeem. Series C REIT - Mortgage Real Estate 0.24 1.10 2.26 3.68 7.26 12.60 27.84 37.06
 BRSP  BrightSpire Capital Inc REIT - Mortgage Real Estate 1.71 3.85 -1.33 7.95 6.62 9.28 14.17 20.47
 EFC-PB  Ellington Financial Inc 6.25 Cum. Redeem. Pfd Series B REIT - Mortgage Real Estate 0.54 0.45 0.58 6.10 6.29 11.87 35.34 49.67
 GPMT-PA  Granite Point Mortgage Trust Inc Pfd A REIT - Mortgage Real Estate 0.44 0.54 0.15 6.15 6.04 26.35 49.75 48.34
 MFA  MFA Financial Inc REIT - Mortgage Real Estate 0.69 1.49 4.30 11.19 5.98 12.35 21.63 43.98
 EFC-PD  Ellington Financial Inc 7 Cum. Redeem. Pfd Series D REIT - Mortgage Real Estate -1.16 2.02 1.40 5.80 5.88 14.55 35.20 44.64
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