| | Ready Capital Corp | REIT - Mortgage | Real Estate | 0.00 | -8.81 | -18.54 | -30.62 | -32.82 | -52.68 | -63.61 | -65.18 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | -0.65 | -4.38 | -18.18 | -28.10 | -39.77 | -28.99 | -0.85 | -2.24 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -2.45 | -4.79 | -15.20 | -27.30 | -40.42 | -62.07 | -42.15 | -56.09 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -2.96 | -18.98 | -22.48 | -14.26 | -1.72 | -27.12 | 0.57 | -0.31 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.00 | -1.68 | -4.10 | -11.71 | -14.26 | -12.78 | -6.08 | -32.41 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 0.20 | -1.19 | -10.51 | -9.71 | 1.68 | 1.32 | 27.35 | 25.05 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | 0.50 | -4.93 | -6.57 | -9.39 | -7.31 | -24.48 | -14.16 | -32.88 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -1.85 | -2.75 | -7.02 | -8.62 | 9.40 | -49.23 | -62.04 | -58.87 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | -0.72 | 1.48 | 0.83 | -7.97 | 1.22 | 15.49 | 34.32 | 71.01 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -2.43 | -1.23 | -3.21 | -7.64 | -10.97 | -14.40 | -76.93 | -72.81 |
| | Seven Hills Realty Trust | REIT - Mortgage | Real Estate | -0.53 | -4.95 | -4.29 | -5.97 | -14.94 | -14.89 | 6.97 | 42.37 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 2.34 | -6.25 | -9.33 | -5.48 | -6.12 | -18.16 | -4.36 | 5.15 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | 1.49 | -0.73 | 0.00 | -4.60 | -4.60 | -4.60 | -4.60 | -4.60 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 1.10 | -1.54 | -1.84 | -3.58 | 11.15 | -4.47 | 7.45 | -3.04 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 1.32 | -0.43 | -3.32 | -3.52 | 0.67 | 2.96 | 19.37 | 22.15 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.67 | -1.67 | -5.21 | -3.45 | -0.77 | -14.52 | -2.85 | 7.14 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | 0.30 | -5.23 | -6.02 | -3.13 | -4.58 | -11.51 | -3.50 | 8.72 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | -1.05 | -4.27 | -5.42 | -2.47 | -6.50 | -26.45 | -5.51 | -5.51 |
| | Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.52 | -2.67 | -6.62 | -1.92 | 5.47 | -3.85 | 26.04 | 28.94 |
| | MFA Financial Inc 7.5 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -1.74 | -1.79 | -1.51 | -1.72 | 5.35 | 0.88 | 37.26 | 50.83 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | -1.37 | 0.83 | -2.02 | -1.65 | 9.64 | -2.36 | 38.36 | 45.00 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series G) | REIT - Mortgage | Real Estate | -0.20 | -0.43 | -1.31 | -1.51 | 2.34 | 6.56 | 37.82 | 60.71 |
| | Chimera Investment Corp 7.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.18 | -0.93 | -3.26 | -1.11 | 1.93 | 4.73 | 47.81 | 74.64 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | 0.00 | -0.12 | -0.45 | -0.89 | 3.42 | 6.13 | 41.03 | 79.09 |
