| | Sachem Capital Corp | REIT - Mortgage | Real Estate | 0.00 | -8.62 | -29.80 | -29.19 | -45.99 | -50.28 | -41.69 | -60.00 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.39 | -6.59 | -25.22 | -24.13 | -25.56 | -23.32 | -40.13 | -54.09 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | 1.60 | 0.73 | 2.19 | -10.66 | -15.91 | 7.11 | 34.64 | -19.69 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.78 | -3.28 | 1.41 | -16.04 | -13.80 | -39.84 | -55.80 | -50.45 |
| | Great Ajax Corp | REIT - Mortgage | Real Estate | -0.33 | -1.64 | -8.45 | -5.91 | -7.99 | -30.00 | -52.65 | -69.84 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | 1.93 | 5.27 | 6.18 | -9.12 | -6.86 | -16.40 | -25.67 | -29.35 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -0.11 | 1.32 | 5.88 | -6.72 | -5.64 | -3.14 | -0.51 | -4.40 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 1.11 | 0.00 | -2.50 | 0.46 | -2.36 | 23.04 | -12.67 | -54.54 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 1.56 | 1.12 | -8.92 | -11.05 | -0.37 | -3.05 | -3.80 | -25.51 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 0.38 | 1.15 | 2.07 | 1.36 | 0.07 | 27.90 | 8.85 | -42.94 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | -1.70 | -3.77 | -4.27 | -1.96 | 0.58 | 22.83 | 39.02 | 24.14 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | -2.37 | -9.56 | -10.24 | -3.80 | 1.87 | 17.10 | 24.14 | 10.48 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | 0.67 | 2.83 | -1.76 | 0.78 | 2.94 | 8.57 | 11.01 | 6.22 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | 1.76 | 2.43 | 3.58 | -1.51 | 3.05 | 17.97 | 48.89 | 28.19 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.90 | -0.74 | -9.56 | -1.46 | 3.64 | 43.79 | 54.83 | -8.42 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 1.52 | 0.19 | -0.37 | 3.36 | 4.36 | 30.23 | 15.55 | 21.41 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.35 | -0.28 | 0.24 | 3.10 | 4.67 | 15.74 | 37.64 | 22.13 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | 1.53 | 0.34 | 12.62 | -5.09 | 4.67 | -22.18 | -30.29 | -44.15 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.05 | 2.31 | 0.30 | 1.55 | 4.73 | 9.88 | 15.41 | 1.28 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | 0.78 | 1.98 | 2.39 | 9.56 | 4.79 | 36.26 | 56.42 | -11.68 |
| | Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.70 | -3.56 | -4.42 | 1.03 | 4.90 | 28.88 | 49.69 | 31.05 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.49 | -1.48 | -0.20 | 3.27 | 5.20 | 21.90 | 41.47 | 20.68 |
| | Annaly Capital Management Inc 6.5 Conv. Pfd Series G | REIT - Mortgage | Real Estate | -0.04 | 0.16 | 0.75 | 1.98 | 5.35 | 13.91 | 32.27 | 28.19 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 0.29 | 0.21 | -3.67 | -0.34 | 5.45 | 9.88 | 12.05 | 1.36 |
