| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -1.49 | 2.48 | -16.79 | 0.38 | 1.89 | -17.51 | 3.09 | -7.19 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 1.69 | 3.45 | -16.28 | -33.16 | -37.06 | -31.74 | -54.48 | -57.38 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | 0.74 | 5.09 | -10.30 | -6.53 | -12.99 | -17.79 | -4.34 | 1.48 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | -1.91 | -4.50 | -9.46 | -12.10 | -18.71 | -8.07 | 8.24 | 43.40 |
| | 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 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 2.79 | 15.50 | -6.64 | -10.19 | -15.69 | -17.54 | -18.73 | -17.49 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | 2.77 | 7.86 | -5.96 | -9.53 | -19.49 | -22.93 | -6.35 | -26.25 |
| | 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 |
| | TPG RE Finance Trust | REIT - Mortgage | Real Estate | 2.14 | 1.77 | -5.38 | -1.20 | -4.42 | 14.58 | 44.23 | 38.63 |
| | 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 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | -0.73 | -1.54 | -4.07 | -7.81 | -5.63 | 0.97 | 40.19 | 40.30 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -0.27 | -1.80 | -3.67 | 8.32 | 15.07 | 24.05 | 54.60 | 59.78 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -0.50 | -0.91 | -3.07 | -2.21 | 1.81 | -5.07 | 9.32 | 31.58 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 17.19 | -2.97 | -10.43 | -16.92 | -15.41 | -16.88 | -16.12 |
| | Franklin BSP Realty Trust Inc 7.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.05 | -0.98 | -2.90 | 1.27 | 4.08 | 9.31 | 23.74 | 36.37 |
| | 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 |
| | 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 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | -0.06 | -1.13 | -2.15 | 0.13 | -5.94 | -3.65 | 15.66 | 12.11 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.89 | 2.14 | -2.06 | 1.53 | -6.99 | 0.56 | 9.75 | 18.44 |
| | Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.74 | -0.61 | -1.87 | 2.43 | -0.56 | 8.87 | 10.83 | 17.58 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.41 | -0.94 | -1.84 | 6.12 | 13.31 | 8.97 | 26.19 | 18.79 |
| | 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 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | -0.73 | -2.01 | -1.73 | 2.18 | 15.53 | 15.57 | 48.96 | 58.53 |
