| | Ready Capital Corp | REIT - Mortgage | Real Estate | -0.89 | -6.69 | -7.08 | -48.62 | -48.22 | -65.61 | -74.48 | -73.07 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -2.69 | -17.90 | 5.47 | -32.29 | -33.11 | -61.61 | -53.86 | -59.54 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | -2.00 | -3.29 | 0.00 | -31.86 | -37.17 | -37.79 | -16.00 | 7.91 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -1.12 | -10.15 | -8.81 | -30.56 | -16.45 | -34.27 | -34.86 | -9.63 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -2.41 | -8.30 | -9.33 | -17.90 | 4.22 | -11.82 | -52.03 | -44.45 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | -3.49 | -3.87 | -0.45 | -13.53 | -3.16 | -15.74 | -9.48 | -2.05 |
| | Seven Hills Realty Trust | REIT - Mortgage | Real Estate | -3.40 | -5.81 | 5.09 | -13.07 | -19.02 | -21.73 | -12.28 | 39.79 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -1.49 | -4.61 | 20.36 | -11.73 | 6.77 | -19.46 | -74.63 | -74.21 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -1.01 | -3.06 | -1.21 | -10.71 | -8.35 | -18.09 | -11.89 | -2.13 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -0.12 | -5.05 | 5.09 | -8.64 | -3.08 | -8.96 | -24.46 | -18.01 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | -2.02 | -2.57 | 5.58 | -7.80 | 3.28 | 8.36 | 2.67 | 165.76 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | -2.05 | -2.43 | 4.59 | -7.10 | -2.28 | -14.77 | 0.61 | 0.61 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | 1.34 | 1.15 | -0.61 | -7.09 | 5.08 | 3.02 | 13.56 | 26.02 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 0.05 | 4.89 | -6.60 | -3.49 | 6.71 | 1.92 | 31.11 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | -0.86 | 0.81 | 3.65 | -6.21 | -3.13 | 1.91 | 17.22 | 40.92 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | -0.53 | 0.54 | 3.04 | -5.69 | 4.16 | 14.53 | 20.75 | 68.97 |
| | Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | 0.46 | 0.23 | -1.20 | -5.64 | 3.04 | 0.53 | 14.15 | 36.22 |
| | Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.59 | 0.65 | 0.53 | -5.48 | 4.67 | 1.72 | 8.76 | 35.46 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 2.47 | 1.84 | 13.60 | -5.18 | -1.04 | -1.29 | 22.08 | 16.64 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -0.54 | 1.57 | 8.58 | -5.12 | -0.71 | 2.13 | 2.54 | -1.10 |
| | Chimera Investment Corp 7.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.05 | -0.19 | -1.78 | -5.08 | -1.11 | 1.29 | 28.72 | 61.83 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.64 | -2.37 | -1.22 | -4.96 | 1.45 | 2.94 | 20.47 | 47.46 |
| | Ellington Financial Inc 7 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -3.25 | -2.30 | -2.67 | -4.37 | 3.71 | 3.48 | 35.91 | 34.66 |
| | MFA Financial Inc 7.5 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.57 | 1.33 | 0.18 | -3.55 | 3.60 | 1.98 | 13.18 | 44.71 |
