| 1. | Annaly Capital Management, Inc.NLY | REIT - MortgageREIT - Mortgage | 13,883.4213,883.42 | 18.2718.27 | 4.484.48 | -19.59-19.59 | 1.921.92 | 19.5719.57 | 1.051.05 | |
| 2. | AGNC Investment Corp.AGNC | REIT - MortgageREIT - Mortgage | 10,029.1710,029.17 | 8.468.46 | 4.324.32 | -20.79-20.79 | 2.542.54 | 19.8019.80 | 1.111.11 | |
| 3. | AGNC Investment Corp.AGNCN | REIT - MortgageREIT - Mortgage | 8,854.178,854.17 | 25.0025.00 | -- | -3.42-3.42 | 0.990.99 | 19.8019.80 | -- | |
| 4. | AGNC Investment Corp.AGNCM | REIT - MortgageREIT - Mortgage | 8,826.948,826.94 | 24.3324.33 | -- | -3.97-3.97 | 0.720.72 | 19.8019.80 | -- | |
| 5. | AGNC Investment Corp.AGNCP | REIT - MortgageREIT - Mortgage | 6,462.496,462.49 | 24.1224.12 | -- | -5.11-5.11 | 1.521.52 | 19.8019.80 | -- | |
| 6. | Starwood Property Trust IncSTWD | REIT - MortgageREIT - Mortgage | 4,910.414,910.41 | 12.7512.75 | 21.5521.55 | -19.71-19.71 | 0.640.64 | 3.693.69 | 0.840.84 | |
| 7. | Rithm Capital Corp.RITM | REIT - MortgageREIT - Mortgage | 4,749.254,749.25 | 8.628.62 | 14.1814.18 | -13.37-13.37 | 1.001.00 | 5.595.59 | 0.760.76 | |
| 8. | Dynex Capital IncDX | REIT - MortgageREIT - Mortgage | 2,692.612,692.61 | 10.5710.57 | 3.743.74 | -18.00-18.00 | 1.231.23 | 18.2318.23 | 0.990.99 | |
| 9. | ARMOUR Residential REIT IncARR | REIT - MortgageREIT - Mortgage | 1,909.551,909.55 | 13.2913.29 | 3.333.33 | -18.11-18.11 | 1.311.31 | 20.3320.33 | 0.820.82 | |
| 10. | Blackstone Mortgage Trust IncBXMT | REIT - MortgageREIT - Mortgage | 1,896.121,896.12 | 11.2011.20 | 140.63140.63 | -19.25-19.25 | -0.05-0.05 | 0.450.45 | 0.680.68 | |
| 11. | Ellington Financial Inc.EFC | REIT - MortgageREIT - Mortgage | 1,532.551,532.55 | 11.5911.59 | 7.257.25 | -13.38-13.38 | 0.380.38 | 12.2512.25 | 0.920.92 | |
| 12. | Ladder Capital Corp Class ALADR | REIT - MortgageREIT - Mortgage | 1,101.191,101.19 | 8.858.85 | 20.1920.19 | -9.51-9.51 | 2.152.15 | 3.573.57 | 0.810.81 | |
| 13. | Orchid Island Capital Inc.ORC | REIT - MortgageREIT - Mortgage | 987.04987.04 | 5.025.02 | 3.053.05 | -23.24-23.24 | 0.720.72 | 20.8020.80 | 0.810.81 | |
| 14. | Apollo Commercial Real Estate Finance IncARI | REIT - MortgageREIT - Mortgage | 801.33801.33 | 6.236.23 | 7.817.81 | -8.25-8.25 | 0.240.24 | 8.518.51 | 0.640.64 | |
| 15. | Chimera Investment CorporationCIM | REIT - MortgageREIT - Mortgage | 769.54769.54 | 8.968.96 | -- | -22.69-22.69 | 0.600.60 | 0.050.05 | 0.390.39 | |
| 16. | MFA Financial IncMFA | REIT - MortgageREIT - Mortgage | 735.92735.92 | 7.187.18 | 7.287.28 | -18.96-18.96 | 0.490.49 | 8.248.24 | 0.490.49 | |
| 17. | PennyMac Mortgage Investment TrustPMT | REIT - MortgageREIT - Mortgage | 726.40726.40 | 7.497.49 | 5.465.46 | -22.06-22.06 | -5.00-5.00 | 8.948.94 | 0.580.58 | |
| 18. | Arbor Realty TrustABR | REIT - MortgageREIT - Mortgage | 707.52707.52 | 3.253.25 | 38.7838.78 | -35.13-35.13 | -5.08-5.08 | 1.981.98 | 0.360.36 | |
| 19. | New York Mortgage Trust, Inc.ADAM | REIT - MortgageREIT - Mortgage | 693.87693.87 | 7.497.49 | 4.604.60 | -22.86-22.86 | 2.202.20 | 16.4416.44 | 0.850.85 | |
| 20. | Invesco Mortgage Capital IncIVR | REIT - MortgageREIT - Mortgage | 623.48623.48 | 5.685.68 | 3.673.67 | -20.89-20.89 | 1.161.16 | 14.1314.13 | 0.850.85 | |