testing - TKR GAIN Cur Pr Low Pr Date of Low MFA 481% 1.86 0.32 03/24 REML 449% 2.87 0.523 03/18 PMT 219% 11.18 3.5 03/18 CMO 156% 5.04 1.97 03/18 LADR 151% 6.65 2.65 03/18 ORC 141% 3.69 1.53 03/18 RWT 140% 6.21 2.59 03/24 ARR 123% 11.05 4.95 03/18 XAN 120% 2.7 1.23 03/25 ARI 117% 8.94 4.12 03/24 CLNC 113% 5.25 2.46 03/23 AGNC 110% 13.15 6.25 03/18 MITT 98% 3.95 2 03/24 TWO 98% 4.46 2.25 04/03 NYMT 95% 1.91 0.982 03/24 STAR 95% 10.66 5.48 03/18 ABR 93% 6.84 3.54 03/18 IVR 91% 4.69 2.45 03/25 AI 90% 2.66 1.4 03/18 CIM 86% 11.92 6.42 03/18 NRZ 84% 5.34 2.91 04/03 TRTX 82% 5.92 3.25 03/25 NLY 72% 6.02 3.51 03/18 DX 70% 11.96 7.04 03/18 STWD 70% 12.91 7.59 03/18 AJX 68% 6.92 4.11 03/18 BXMT 65% 20.88 12.67 03/18 REM 62% 21.17 13.032 03/18 WMC 61% 4.02 2.49 03/24 TRMT 36% 3.05 2.24 03/18 HASI 33% 19.92 15.01 03/18 JCAP 25% 11.01 8.83 03/24 AVERAGE RETURN = 119% [pre] TKR GAIN Cur Pr Low Pr Date of Low MFA 481% 1.86 0.32 03/24 REML 449% 2.87 0.523 03/18 PMT 219% 11.18 3.5 03/18 CMO 156% 5.04 1.97 03/18 LADR 151% 6.65 2.65 03/18 ORC 141% 3.69 1.53 03/18 RWT 140% 6.21 2.59 03/24 ARR 123% 11.05 4.95 03/18 XAN 120% 2.7 1.23 03/25 ARI 117% 8.94 4.12 03/24 CLNC 113% 5.25 2.46 03/23 AGNC 110% 13.15 6.25 03/18 MITT 98% 3.95 2 03/24 TWO 98% 4.46 2.25 04/03 NYMT 95% 1.91 0.982 03/24 STAR 95% 10.66 5.48 03/18 ABR 93% 6.84 3.54 03/18 IVR 91% 4.69 2.45 03/25 AI 90% 2.66 1.4 03/18 CIM 86% 11.92 6.42 03/18 NRZ 84% 5.34 2.91 04/03 TRTX 82% 5.92 3.25 03/25 NLY 72% 6.02 3.51 03/18 DX 70% 11.96 7.04 03/18 STWD 70% 12.91 7.59 03/18 AJX 68% 6.92 4.11 03/18 BXMT 65% 20.88 12.67 03/18 REM 62% 21.17 13.032 03/18 WMC 61% 4.02 2.49 03/24 TRMT 36% 3.05 2.24 03/18 HASI 33% 19.92 15.01 03/18 JCAP 25% 11.01 8.83 03/24 AVERAGE RETURN = 119%