| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -2.69 | -17.90 | 5.47 | -32.29 | -33.11 | -61.61 | -53.86 | -59.54 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -1.12 | -10.15 | -8.81 | -30.56 | -16.45 | -34.27 | -34.86 | -9.63 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | 2.97 | -9.57 | 7.92 | -0.95 | -2.80 | -3.58 | -65.58 | -57.79 |
| | 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 | REIT - Mortgage | Real Estate | -0.89 | -6.69 | -7.08 | -48.62 | -48.22 | -65.61 | -74.48 | -73.07 |
| | Seven Hills Realty Trust | REIT - Mortgage | Real Estate | -3.40 | -5.81 | 5.09 | -13.07 | -19.02 | -21.73 | -12.28 | 39.79 |
| | 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 |
| | 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 6.25 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 |
| | Chicago Atlantic Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.37 | -3.56 | 7.18 | 0.10 | -1.73 | -6.26 | -0.99 | 17.10 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | -2.00 | -3.29 | 0.00 | -31.86 | -37.17 | -37.79 | -16.00 | 7.91 |
| | 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 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 2.50 | -2.93 | 4.36 | 4.66 | 14.59 | 8.10 | 30.05 | 40.46 |
| | 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 |
| | 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 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | -3.41 | -2.07 | 11.90 | 10.84 | 34.30 | 51.67 | 131.74 | 155.73 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | -2.47 | -1.86 | 7.86 | 1.45 | 13.49 | 1.54 | 19.76 | 17.19 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 0.05 | -1.61 | 9.65 | 6.38 | 10.23 | 26.44 | 11.55 | 28.26 |
| | Annaly Capital Management Inc 6.5 Conv. Pfd Series G | REIT - Mortgage | Real Estate | -0.69 | -1.17 | -0.26 | -0.14 | 2.35 | 6.85 | 20.04 | 42.14 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | -0.74 | -1.11 | 4.71 | 4.82 | 8.57 | 8.40 | 45.23 | 51.95 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.48 | -1.04 | -3.20 | -2.60 | -1.18 | 3.31 | 21.68 | 63.22 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | -0.04 | -0.94 | -1.96 | -2.09 | -2.16 | 5.05 | 22.14 | 52.31 |
