| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.11 | -1.00 | 2.60 | 6.38 | 24.25 | 16.21 | 32.63 | 16.70 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | 0.12 | 1.47 | 2.73 | 14.61 | 19.54 | 19.71 | 19.71 | 19.71 |
| | 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 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -0.24 | -0.60 | -4.85 | 8.72 | 17.26 | 19.85 | 37.39 | 17.14 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | -0.73 | -2.01 | -1.73 | 2.18 | 15.53 | 15.57 | 48.96 | 58.53 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -0.27 | -1.80 | -3.67 | 8.32 | 15.07 | 24.05 | 54.60 | 59.78 |
| | 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 |
| | 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 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 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -0.39 | -0.26 | -0.43 | 3.95 | 12.33 | 22.82 | 57.24 | 68.89 |
| | 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 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 |
| | 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 |
| | 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 |
| | 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 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 |
| | 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 |
| | 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 |
| | 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 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 1.71 | 3.85 | -1.33 | 7.95 | 6.62 | 9.28 | 14.17 | 20.47 |
| | 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 |
| | 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 Financial Inc | REIT - Mortgage | Real Estate | 0.69 | 1.49 | 4.30 | 11.19 | 5.98 | 12.35 | 21.63 | 43.98 |
| | 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 |