| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -2.27 | -4.17 | -24.04 | 5.26 | 12.48 | -15.18 | 7.45 | -5.52 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -1.14 | 1.16 | -21.62 | -36.77 | -35.00 | -34.02 | -56.18 | -59.92 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | 13.50 | 5.11 | -19.91 | -26.54 | -55.96 | -71.16 | -74.75 | -76.74 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | 1.70 | 1.70 | -18.43 | -28.23 | -31.52 | 4.37 | -72.22 | -79.61 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | -3.37 | -3.83 | -16.67 | -10.51 | -14.87 | -8.80 | 13.13 | 46.53 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -1.00 | 2.06 | -15.24 | -15.65 | -22.18 | -30.19 | -9.46 | -32.53 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 5.26 | -3.97 | -14.45 | -15.19 | -21.24 | -27.43 | -27.11 | -24.04 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 6.82 | -2.41 | -14.05 | -13.69 | -22.18 | -24.54 | -25.30 | -23.33 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -2.67 | -1.29 | -12.09 | -7.49 | -1.58 | -15.99 | -9.81 | -73.39 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | -1.30 | 0.11 | -11.19 | -9.30 | -14.01 | -22.22 | -8.40 | -9.37 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -4.20 | 0.88 | -9.52 | -21.92 | -52.95 | -69.73 | -61.55 | -66.68 |
| | TPG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | -2.18 | -1.82 | -9.41 | 1.55 | 14.38 | 20.38 | 65.01 | 83.44 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -0.41 | -0.24 | -9.39 | -1.50 | 7.79 | -3.22 | 13.31 | 34.13 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -0.53 | -0.27 | -8.14 | 7.87 | 18.35 | 5.36 | 28.51 | 16.49 |
| | TPG RE Finance Trust | REIT - Mortgage | Real Estate | -1.28 | -0.24 | -7.14 | -4.41 | -3.44 | 11.13 | 48.23 | 38.13 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | -1.52 | -1.05 | -6.91 | -4.21 | -6.04 | -3.47 | 16.46 | 17.06 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -0.18 | -1.05 | -5.96 | 10.32 | 23.91 | 25.78 | 58.82 | 60.72 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | -0.24 | 1.45 | -5.22 | -6.62 | -3.57 | 6.14 | 42.33 | 42.49 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -0.71 | -1.27 | -5.21 | 10.29 | 21.88 | 17.44 | 41.08 | 16.23 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | -4.30 | -5.51 | -4.79 | -3.27 | -10.50 | -5.19 | 8.48 | 9.55 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -0.17 | 0.96 | -4.60 | 5.13 | 18.26 | 22.54 | 61.07 | 67.96 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | -0.75 | -0.38 | -4.44 | -12.73 | -11.22 | -10.32 | 75.45 | 94.64 |
| | Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | -2.33 | -2.55 | -4.08 | -1.05 | -2.98 | 5.43 | 13.27 | 12.39 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | 0.00 | 0.99 | -3.77 | -0.97 | -16.39 | 4.38 | -68.99 | -63.83 |
