| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 1.12 | 1.66 | 0.64 | -17.37 | -11.06 | -7.41 | 74.29 | 96.97 |
| | ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | 0.36 | 0.36 | 0.05 | 1.83 | 3.41 | 10.43 | 20.06 | 46.71 |
| | ACRES Commercial Realty Corp 8.625 Pfd Series C | REIT - Mortgage | Real Estate | -0.20 | -0.67 | 0.57 | 1.90 | 3.80 | 10.64 | 27.10 | 50.95 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | 0.12 | 1.47 | 2.73 | 14.61 | 19.54 | 19.71 | 19.71 | 19.71 |
| | 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 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 |
| | 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 |
| | 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 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | 9.05 | 0.00 | 10.55 | -16.61 | -45.62 | -67.97 | -59.39 | -65.03 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -0.27 | -1.80 | -3.67 | 8.32 | 15.07 | 24.05 | 54.60 | 59.78 |
| | 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 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.03 | -0.46 | -0.21 | 2.55 | 4.00 | 8.75 | 23.40 | 43.59 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | 0.08 | -0.08 | 0.12 | 2.78 | 4.18 | 8.47 | 21.77 | 35.66 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series G) | REIT - Mortgage | Real Estate | 0.08 | 0.40 | 0.60 | 3.49 | 4.14 | 7.83 | 29.45 | 44.98 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series H) | REIT - Mortgage | Real Estate | -0.25 | -1.18 | -0.56 | 3.13 | 4.67 | 4.67 | 4.67 | 4.67 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.24 | 0.12 | 0.05 | 4.38 | 4.68 | 8.02 | 21.23 | 41.92 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | 0.00 | 3.85 | 1.57 | 1.92 | -6.32 | 1.22 | 9.51 | 67.97 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -0.39 | -0.26 | -0.43 | 3.95 | 12.33 | 22.82 | 57.24 | 68.89 |
| | Annaly Capital Management Inc 6.5 Conv. Pfd Series G | REIT - Mortgage | Real Estate | 0.28 | 0.59 | 0.75 | 2.25 | 3.48 | 8.10 | 20.03 | 37.15 |
| | Annaly Capital Management Inc 6.95 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.12 | 0.15 | 0.27 | 3.01 | 4.56 | 8.41 | 22.88 | 36.41 |
| | Annaly Capital Management Inc Pfd Series I | REIT - Mortgage | Real Estate | -0.02 | -0.16 | -0.35 | 1.58 | 3.28 | 7.51 | 21.30 | 34.44 |
| | Annaly Capital Management Inc Pfd Series J | REIT - Mortgage | Real Estate | 0.02 | -1.68 | -1.47 | 1.39 | 3.99 | 6.14 | 6.14 | 6.14 |
| | 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 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 5.61 | 23.43 | 13.46 | -1.23 | -22.89 | -18.45 | -9.83 | -13.87 |