| 1. | Annaly Capital Management, Inc.NLY | REIT - MortgageREIT - Mortgage | 13,792.9713,792.97 | 18.2918.29 | 4.494.49 | -16.25-16.25 | -0.09-0.09 | 19.5719.57 | 1.051.05 | |
| 2. | AGNC Investment Corp.AGNC | REIT - MortgageREIT - Mortgage | 10,278.1210,278.12 | 8.678.67 | 4.424.42 | -14.07-14.07 | 0.170.17 | 19.8019.80 | 1.111.11 | |
| 3. | AGNC Investment Corp.AGNCN | REIT - MortgageREIT - Mortgage | 8,854.178,854.17 | 25.4425.44 | -- | -1.43-1.43 | 0.160.16 | 19.8019.80 | -- | |
| 4. | AGNC Investment Corp.AGNCM | REIT - MortgageREIT - Mortgage | 8,826.948,826.94 | 24.5624.56 | -- | -3.35-3.35 | 0.220.22 | 19.8019.80 | -- | |
| 5. | AGNC Investment Corp.AGNCP | REIT - MortgageREIT - Mortgage | 6,462.496,462.49 | 24.5724.57 | -- | -3.31-3.31 | -0.10-0.10 | 19.8019.80 | -- | |
| 6. | Starwood Property Trust IncSTWD | REIT - MortgageREIT - Mortgage | 4,826.864,826.86 | 12.5212.52 | 21.1821.18 | -18.91-18.91 | -1.42-1.42 | 3.693.69 | 0.840.84 | |
| 7. | Rithm Capital Corp.RITM | REIT - MortgageREIT - Mortgage | 4,824.644,824.64 | 8.528.52 | 14.4014.40 | -12.79-12.79 | -1.22-1.22 | 5.595.59 | 0.760.76 | |
| 8. | Dynex Capital IncDX | REIT - MortgageREIT - Mortgage | 2,695.092,695.09 | 10.9010.90 | 3.763.76 | -12.17-12.17 | 0.320.32 | 18.2318.23 | 0.990.99 | |
| 9. | ARMOUR Residential REIT IncARR | REIT - MortgageREIT - Mortgage | 1,923.711,923.71 | 13.5913.59 | 3.353.35 | -12.32-12.32 | 1.211.21 | 20.3320.33 | 0.820.82 | |
| 10. | Blackstone Mortgage Trust IncBXMT | REIT - MortgageREIT - Mortgage | 1,859.041,859.04 | 11.0311.03 | 137.88137.88 | -16.25-16.25 | -1.76-1.76 | 0.450.45 | 0.680.68 | |
| 11. | Ellington Financial Inc.EFC | REIT - MortgageREIT - Mortgage | 1,531.231,531.23 | 11.7111.71 | 7.247.24 | -8.59-8.59 | 0.470.47 | 12.2512.25 | 0.920.92 | |
| 12. | Ladder Capital Corp Class ALADR | REIT - MortgageREIT - Mortgage | 1,112.611,112.61 | 8.728.72 | 20.8820.88 | -9.36-9.36 | -0.51-0.51 | 3.573.57 | 0.810.81 | |
| 13. | Orchid Island Capital Inc.ORC | REIT - MortgageREIT - Mortgage | 1,002.831,002.83 | 5.055.05 | 3.103.10 | -18.94-18.94 | -0.49-0.49 | 20.8020.80 | 0.810.81 | |
| 14. | Apollo Commercial Real Estate Finance IncARI | REIT - MortgageREIT - Mortgage | 800.04800.04 | 6.246.24 | 7.807.80 | -5.02-5.02 | 1.201.20 | 8.518.51 | 0.640.64 | |
| 15. | Chimera Investment CorporationCIM | REIT - MortgageREIT - Mortgage | 749.47749.47 | 8.968.96 | -- | -19.13-19.13 | -2.06-2.06 | 0.050.05 | 0.390.39 | |
| 16. | MFA Financial IncMFA | REIT - MortgageREIT - Mortgage | 695.49695.49 | 6.686.68 | 6.816.81 | -21.04-21.04 | -2.83-2.83 | 8.248.24 | 0.490.49 | |
| 17. | New York Mortgage Trust, Inc.ADAM | REIT - MortgageREIT - Mortgage | 687.58687.58 | 7.657.65 | 4.554.55 | -15.19-15.19 | 0.340.34 | 16.4416.44 | 0.850.85 | |
| 18. | PennyMac Mortgage Investment TrustPMT | REIT - MortgageREIT - Mortgage | 641.81641.81 | 7.057.05 | 5.115.11 | -22.10-22.10 | -3.87-3.87 | 8.948.94 | 0.580.58 | |
| 19. | Invesco Mortgage Capital IncIVR | REIT - MortgageREIT - Mortgage | 621.30621.30 | 5.645.64 | 3.683.68 | -15.44-15.44 | -0.91-0.91 | 14.1314.13 | 0.850.85 | |
| 20. | Arbor Realty TrustABR | REIT - MortgageREIT - Mortgage | 581.83581.83 | 2.872.87 | 31.8931.89 | -38.28-38.28 | -1.57-1.57 | 1.981.98 | 0.360.36 | |