| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 2.99 | -3.50 | -4.17 | -12.10 | -44.13 | -42.21 | -50.70 | -68.84 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 1.00 | 2.64 | -2.13 | -36.24 | -36.24 | -49.79 | -52.94 | -54.61 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | -0.09 | 0.31 | -11.10 | -27.64 | -33.09 | -52.33 | -52.55 | -35.02 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -10.03 | -19.89 | -21.05 | -20.72 | -28.05 | -22.40 | -28.89 | -80.20 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -0.61 | -1.22 | -5.81 | -4.71 | -26.24 | -61.19 | -79.35 | -81.69 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -2.87 | -5.93 | -3.06 | -18.96 | -24.51 | -13.45 | -15.26 | 0.52 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -0.13 | -5.57 | -14.14 | -19.81 | -20.56 | -31.45 | -65.71 | -70.34 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | 0.12 | 3.46 | -1.82 | -9.62 | -19.28 | -17.72 | -24.46 | -23.82 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | 3.04 | 7.73 | -11.24 | -10.57 | -16.84 | -22.80 | -72.74 | -77.75 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | 0.11 | 2.67 | 0.44 | -9.33 | -16.51 | -15.35 | -3.51 | 25.42 |
| | TPG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 1.31 | -1.41 | -2.41 | -16.29 | 5.89 | 22.92 | 54.34 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 1.09 | 2.31 | 7.99 | -10.70 | -14.04 | -0.11 | 28.73 | 97.77 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 4.26 | 2.83 | -3.96 | 3.99 | -12.67 | -18.49 | -25.21 | -21.58 |
| | Chicago Atlantic Real Estate Finance Inc | REIT - Mortgage | Real Estate | -0.28 | 0.37 | -2.81 | -10.29 | -11.98 | -12.19 | -13.73 | 0.38 |
| | Lument Finance Trust Inc 7.875 Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | 0.78 | -3.73 | -9.85 | -11.34 | -9.17 | 3.66 | 33.52 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 0.43 | 1.76 | -2.94 | -13.16 | -10.97 | -3.35 | -17.77 | -11.12 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 1.32 | 2.67 | 4.85 | -5.98 | -10.58 | 14.42 | 11.69 | 14.25 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 2.47 | 4.82 | -4.79 | -13.28 | -10.22 | 4.66 | -24.52 | -39.99 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.12 | 0.53 | -5.52 | -14.91 | -10.01 | -6.31 | 7.96 | 4.12 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | -0.59 | 6.53 | -3.25 | -16.50 | -9.80 | -6.20 | -12.88 | 3.42 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -0.80 | 3.34 | 3.06 | 10.75 | -9.73 | -12.96 | -11.40 | -24.09 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 1.38 | 0.83 | -1.14 | 9.55 | -9.47 | -13.26 | -20.90 | -14.73 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | 0.31 | 1.65 | -2.47 | -4.73 | -9.29 | -4.97 | -3.41 | 10.48 |
| | Franklin BSP Realty Trust Inc 7.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 1.10 | 0.73 | -2.07 | -3.49 | -9.22 | -2.75 | 3.92 | 27.53 |
