| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | 2.22 | -6.12 | -8.00 | -13.79 | -8.40 | 4.33 | 46.99 | 26.19 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -1.24 | 2.81 | -4.23 | -21.35 | -40.79 | -33.65 | -29.20 | -35.04 |
| | PennyMac Mortgage Investment Trust 8.125 Pfd Series A | REIT - Mortgage | Real Estate | -0.21 | -1.43 | -3.98 | -2.38 | 4.46 | 5.29 | 19.20 | 37.76 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -0.75 | 1.63 | -3.72 | -18.30 | -2.61 | -6.81 | 3.10 | -18.57 |
| | PennyMac Mortgage Investment Trust 8 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.04 | -1.30 | -3.51 | -1.93 | 4.10 | 4.52 | 20.80 | 34.45 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 2.32 | 2.02 | -3.45 | -17.72 | 8.35 | 38.14 | 110.61 | 106.07 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | 3.36 | 5.83 | -3.09 | -5.34 | -1.42 | 17.37 | 17.34 | -5.41 |
| | AG Mortgage Investment Trust Inc 8.25 Pfd Series A | REIT - Mortgage | Real Estate | 0.14 | 0.14 | -2.06 | -4.61 | 1.02 | 16.29 | 47.68 | 43.99 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 2.68 | -1.47 | -4.92 | -7.59 | -6.97 | -71.92 | -71.05 |
| | New York Mortgage Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.14 | 0.00 | -1.41 | 1.64 | -1.03 | 16.45 | 40.01 | 34.23 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -0.55 | -2.38 | -1.31 | -17.30 | -8.04 | 7.91 | -8.97 | -29.39 |
| | Chicago Atlantic Real Estate Finance Inc | REIT - Mortgage | Real Estate | 0.62 | 2.26 | -1.09 | -2.99 | -4.81 | 5.14 | 18.20 | 28.56 |
| | Ellington Financial Inc 7 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.00 | 0.00 | -1.08 | -3.16 | -2.12 | 13.49 | 27.37 | 27.37 |
| | New York Mortgage Trust Inc Conv. Pfd Series D | REIT - Mortgage | Real Estate | 0.37 | 0.18 | -1.02 | -2.46 | 1.89 | 10.23 | 24.83 | 38.59 |
| | Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.01 | 0.12 | -0.76 | -4.10 | 0.88 | 11.19 | 39.29 | 31.36 |
| | Two Harbors Investment Corp 7.25 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.12 | -0.63 | -0.72 | -2.15 | 0.06 | 6.99 | 43.89 | 42.26 |
| | Granite Point Mortgage Trust Inc Pfd A | REIT - Mortgage | Real Estate | 0.01 | 1.87 | -0.47 | 10.34 | 10.24 | 28.26 | 33.38 | 12.51 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.04 | 0.09 | -0.46 | -1.89 | 4.45 | 13.00 | 38.30 | 44.03 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.16 | 0.15 | -0.41 | -4.74 | -3.56 | 5.99 | 12.99 | 18.29 |
| | MFA Financial Inc 7.5 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.00 | 1.03 | -0.36 | -2.89 | 1.48 | 5.95 | 29.49 | 37.95 |
| | MFA Financial Inc 6.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.50 | -0.46 | -0.21 | -1.46 | 2.19 | 9.39 | 53.06 | 56.84 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | 1.29 | 1.00 | -0.08 | 1.32 | 4.51 | 6.81 | 37.73 | 40.81 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -6.11 | 1.65 | 0.00 | -7.10 | -11.00 | -7.71 | -42.87 | -65.18 |
| | AG Mortgage Investment Trust Inc 8 Pfd Series B | REIT - Mortgage | Real Estate | 0.43 | 0.63 | 0.02 | -2.00 | 0.66 | 19.35 | 53.33 | 36.68 |
