| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 5.61 | 23.43 | 13.46 | -1.23 | -22.89 | -18.45 | -9.83 | -13.87 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | -0.73 | -2.01 | -1.73 | 2.18 | 15.53 | 15.57 | 48.96 | 58.53 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | 0.69 | 1.49 | 4.30 | 11.19 | 5.98 | 12.35 | 21.63 | 43.98 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -0.39 | -0.26 | -0.43 | 3.95 | 12.33 | 22.82 | 57.24 | 68.89 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | 1.97 | 6.99 | -0.20 | -1.77 | 0.61 | -16.36 | -7.08 | -72.43 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 2.00 | 3.20 | 8.70 | 12.63 | 3.96 | 7.80 | 27.05 | 10.96 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -0.27 | -1.80 | -3.67 | 8.32 | 15.07 | 24.05 | 54.60 | 59.78 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.51 | 2.91 | 10.24 | 10.43 | -0.54 | 11.58 | 32.12 | 2.40 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -0.24 | -0.60 | -4.85 | 8.72 | 17.26 | 19.85 | 37.39 | 17.14 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.92 | -2.04 | -4.42 | -4.95 | -15.79 | -15.98 | 7.47 | 3.07 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -0.50 | -0.91 | -3.07 | -2.21 | 1.81 | -5.07 | 9.32 | 31.58 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -1.49 | 2.48 | -16.79 | 0.38 | 1.89 | -17.51 | 3.09 | -7.19 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 1.23 | 0.28 | -1.75 | 9.89 | 3.14 | 19.03 | 24.69 | 35.18 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.89 | 2.14 | -2.06 | 1.53 | -6.99 | 0.56 | 9.75 | 18.44 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | -0.73 | -1.54 | -4.07 | -7.81 | -5.63 | 0.97 | 40.19 | 40.30 |
| | 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 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 0.75 | 0.43 | 1.07 | -0.22 | -9.30 | -11.55 | -2.21 | -2.21 |
| | 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 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.10 | -0.28 | -0.36 | 2.61 | 3.00 | 7.07 | 22.48 | 44.50 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.11 | -1.00 | 2.60 | 6.38 | 24.25 | 16.21 | 32.63 | 16.70 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.47 | -0.51 | -2.90 | 1.24 | 3.26 | 7.51 | 23.69 | 29.71 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 2.65 | 4.63 | 4.63 | 14.42 | 1.07 | -4.61 | 8.19 | -32.68 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.41 | -0.94 | -1.84 | 6.12 | 13.31 | 8.97 | 26.19 | 18.79 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | 0.39 | -0.29 | -5.88 | -2.96 | -7.76 | -2.35 | 14.94 | 19.93 |
