| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -20.40 | -17.06 | -21.23 | -30.13 | -48.77 | -37.04 | -27.82 | -34.74 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | -0.33 | -0.61 | -3.12 | -19.60 | 5.14 | 40.59 | 115.69 | 110.64 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -3.24 | 2.75 | 15.44 | -17.17 | -53.21 | -61.83 | -69.20 | -78.43 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -1.64 | 1.31 | -10.30 | -16.30 | -1.79 | -4.35 | 1.92 | -10.67 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | -2.52 | -2.52 | -6.40 | -15.15 | -12.80 | -4.66 | -4.89 | 11.24 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -3.47 | -0.11 | -4.27 | -12.92 | -16.15 | 8.18 | -4.53 | -23.06 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | -1.01 | -1.01 | -5.75 | -11.87 | 22.62 | -6.29 | -20.42 | -22.50 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -1.61 | 0.97 | -3.92 | -11.65 | -23.59 | -15.19 | -3.99 | 12.37 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -1.57 | 2.09 | 3.53 | -10.80 | -37.13 | -39.47 | -49.75 | -45.61 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -5.10 | -7.28 | 1.26 | -10.60 | -25.22 | -18.09 | -43.15 | -64.51 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -0.85 | 1.44 | -1.21 | -9.46 | -3.82 | -0.20 | -0.06 | -11.08 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -2.33 | 1.21 | -2.63 | -8.89 | -1.08 | 4.03 | 22.10 | 32.13 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | -0.81 | 1.15 | -0.58 | -8.40 | 4.69 | 19.39 | 30.76 | 19.87 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -2.24 | 0.38 | -2.79 | -8.01 | -12.68 | -0.56 | -2.05 | -5.51 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -1.10 | 0.37 | -3.56 | -6.83 | -6.00 | -6.62 | -72.17 | -69.06 |
| | Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.38 | 0.52 | -2.66 | -6.50 | -3.52 | 7.90 | 31.04 | 29.02 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | -1.33 | 1.05 | 0.31 | -6.21 | -4.59 | 1.46 | 8.55 | 27.28 |
| | Chicago Atlantic Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.83 | -2.79 | -7.24 | -5.93 | -8.12 | -0.31 | 13.88 | 23.86 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.49 | 2.39 | -0.96 | -5.92 | -4.89 | 10.83 | 27.42 | 29.50 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -1.54 | 0.63 | -1.94 | -5.91 | 3.98 | 8.99 | 20.89 | 21.88 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.89 | 1.27 | -0.16 | -5.79 | -6.15 | 1.13 | -7.70 | -14.39 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 2.68 | 2.34 | -5.64 | -12.86 | -6.95 | -0.95 | -11.20 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -1.04 | 0.32 | -3.14 | -5.43 | -8.84 | 3.66 | 10.60 | 12.42 |
| | Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | -0.87 | 0.34 | -2.29 | -5.30 | -5.09 | 10.93 | 26.84 | 25.62 |
