| Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 0.55 | 0.14 | -1.59 | 14.04 | 14.82 | 39.43 | 34.23 | 19.54 |
| Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | 1.67 | -0.53 | -6.03 | 8.05 | 6.75 | 23.95 | 21.44 | -6.55 |
| Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.05 | -4.44 | -8.56 | 6.61 | 6.95 | 20.78 | 23.90 | -8.04 |
| ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 0.06 | 0.06 | 8.20 | 6.48 | 26.70 | 121.85 | 69.02 | 13.95 |
| ACRES Commercial Realty Corp 8.625 Pfd Series C | REIT - Mortgage | Real Estate | -0.18 | 0.12 | 0.88 | 3.72 | 7.26 | 24.20 | 44.09 | 30.49 |
| ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | -0.57 | -1.51 | -1.94 | -1.31 | 14.46 | 23.61 | 46.61 | 19.14 |
| Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -0.56 | 3.19 | 8.54 | 8.10 | 10.05 | -18.11 | -25.68 | -35.07 |
| Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | 0.00 | 6.03 | -4.54 | -0.09 | 24.84 | 43.95 | 14.74 | -9.32 |
| AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.41 | 1.67 | -1.47 | -0.05 | 7.22 | 28.55 | 37.98 | -7.75 |
| AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.11 | 0.44 | 0.96 | 1.58 | 5.47 | 15.66 | 47.90 | 25.85 |
| AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.07 | 0.08 | 0.90 | 2.27 | 5.70 | 13.57 | 29.57 | 33.37 |
| 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 |
| 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 |
| Great Ajax Corp | REIT - Mortgage | Real Estate | -0.33 | -1.64 | -8.45 | -5.91 | -7.99 | -30.00 | -52.65 | -69.84 |
| 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 |
| 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 |
| Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.05 | -0.64 | -3.86 | -3.12 | 7.03 | 28.18 | -3.39 | -36.17 |
| Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | 0.80 | -0.83 | -2.26 | 4.51 | 14.68 | 29.76 | 32.94 | 12.73 |
| BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 0.81 | 0.16 | 17.11 | 13.61 | 6.01 | 7.07 | 9.34 | -12.14 |
| Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -0.64 | 4.54 | 0.27 | 8.45 | 12.09 | -5.31 | -4.37 | -18.14 |
| 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 |
| 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 |
| 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 |
| Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.27 | -0.20 | -5.17 | 0.83 | 17.98 | 6.38 | -4.77 | -57.16 |