| | 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 |
| | 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 |
| | 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 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.23 | -4.15 | -0.82 | 6.43 | 8.73 | 21.42 | 28.24 | 7.28 |
| | 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 |
| | 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 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.78 | -3.28 | 1.41 | -16.04 | -13.80 | -39.84 | -55.80 | -50.45 |
| | New York Mortgage Trust Inc 7 Cum. Redeem. Pfd Series G | REIT - Mortgage | Real Estate | -0.12 | -3.20 | -3.95 | 8.54 | 9.39 | 34.02 | 45.50 | 5.55 |
| | Lument Finance Trust Inc 7.875 Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -3.02 | -1.10 | 11.70 | 22.56 | 39.92 | 40.22 | 17.55 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.42 | -2.46 | -2.86 | -1.14 | 6.37 | 23.82 | 44.24 | 20.83 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | -0.52 | -2.00 | -0.66 | 7.59 | 19.09 | 49.72 | 37.16 | 19.08 |
| | Two Harbors Investment Corp 8.125 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.29 | -1.79 | -3.17 | 2.53 | 7.38 | 26.81 | 47.47 | 20.18 |
| | New York Mortgage Trust Inc Conv. Pfd Series D | REIT - Mortgage | Real Estate | -0.58 | -1.71 | -4.48 | 4.05 | 9.07 | 23.83 | 38.22 | 15.81 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.85 | -1.69 | -2.60 | 5.46 | 17.00 | 39.41 | 44.96 | 21.92 |
| | Great Ajax Corp | REIT - Mortgage | Real Estate | -0.33 | -1.64 | -8.45 | -5.91 | -7.99 | -30.00 | -52.65 | -69.84 |
| | 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 |
| | 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 |
| | Ellington Financial Inc Pfd Redeem. Series C | REIT - Mortgage | Real Estate | 0.68 | -0.98 | -0.28 | 4.20 | 8.85 | 21.92 | 16.91 | 16.91 |
| | AG Mortgage Investment Trust Inc 8 Pfd Series B | REIT - Mortgage | Real Estate | -0.80 | -0.85 | -3.81 | 10.82 | 20.82 | 43.43 | 61.65 | 14.66 |
| | 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 |
| | 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 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | -1.36 | -0.64 | 0.48 | 8.05 | 14.12 | 34.48 | 43.54 | 16.11 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.05 | -0.64 | -3.86 | -3.12 | 7.03 | 28.18 | -3.39 | -36.17 |
