| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -10.38 | -13.90 | -20.00 | -23.91 | -4.94 | 30.48 | -5.47 |
| | Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | 0.00 | -3.52 | -4.33 | -8.93 | -9.40 | -4.73 | 12.93 | -5.42 |
| | Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.00 | -0.54 | -4.77 | -8.75 | -14.52 | -7.94 | 10.46 | -7.27 |
| | Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | 0.00 | -1.72 | -7.49 | -9.55 | 9.81 | 12.06 | 34.97 | 7.03 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 0.00 | -14.77 | -12.59 | 7.07 | 21.51 | 30.85 | 90.81 | 43.62 |
| | ACRES Commercial Realty Corp 8.625 Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | -4.68 | -4.61 | -2.28 | 0.02 | 6.96 | 41.34 | 30.48 |
| | ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | 0.00 | -13.12 | -13.55 | -13.75 | -16.28 | -6.08 | 18.66 | -0.32 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 0.00 | -17.93 | -20.22 | -33.58 | -38.23 | -38.39 | -41.21 | -63.73 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | 0.00 | -10.95 | -38.71 | -38.27 | -45.63 | -29.06 | -13.05 | -36.82 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -9.60 | -15.51 | -3.65 | -8.10 | 3.46 | 16.83 | 7.02 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.00 | -5.23 | -5.08 | -4.78 | -1.51 | 5.07 | 34.43 | 23.24 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | 0.00 | -4.18 | -4.04 | -2.31 | 1.15 | 6.16 | 24.54 | 35.66 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | 0.00 | -2.97 | -2.82 | -1.55 | 1.51 | 7.87 | 36.40 | 26.58 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.00 | -3.53 | -3.53 | -1.02 | 2.10 | 8.85 | 42.66 | 28.36 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | 0.00 | -17.63 | -19.32 | -16.69 | -16.21 | -20.81 | 31.74 | -33.08 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 0.00 | -13.48 | -15.17 | -3.96 | -0.12 | -15.84 | 18.46 | -8.11 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 0.00 | -14.50 | -22.10 | -19.58 | -19.14 | -10.73 | -19.28 | -37.36 |
| | Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | -5.49 | -6.31 | -4.73 | -9.43 | 3.20 | 16.95 | 7.65 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 0.00 | -16.01 | -20.96 | -16.14 | -9.13 | -18.74 | 3.32 | -27.08 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.00 | -11.25 | -10.97 | 2.48 | 4.51 | 3.30 | 30.45 | -20.48 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -19.70 | -22.60 | -2.78 | -13.82 | -8.01 | -30.14 | -40.06 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -8.79 | -5.01 | -7.13 | -9.77 | -2.62 | 12.39 | 6.59 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | 0.00 | -4.20 | -2.58 | -3.26 | -1.67 | 4.62 | 32.97 | 25.05 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -14.96 | -19.40 | -20.60 | -23.22 | -6.18 | -17.31 | -52.28 |
