| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | -0.73 | 3.64 | 5.21 | -31.36 | -46.48 | -65.32 | -63.21 | -53.58 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -4.72 | -4.72 | -30.34 | -31.76 | -43.58 | -63.07 | -57.38 | -76.31 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -4.52 | -15.08 | 10.46 | 1.20 | -17.45 | -59.99 | -76.35 | -79.93 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -7.55 | -14.04 | -17.42 | -38.24 | -36.36 | -59.39 | -81.15 | -85.71 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -1.20 | -3.88 | -4.07 | -9.84 | -40.27 | -54.57 | -54.97 | -56.88 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 0.00 | -6.26 | -12.11 | -30.56 | -24.91 | -33.67 | -9.90 | 65.64 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.45 | -0.73 | 0.00 | -37.64 | -34.63 | -30.14 | -21.66 | -14.81 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -3.00 | -2.13 | 1.39 | -30.16 | -15.24 | -29.02 | -59.07 | -68.31 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | -0.27 | -1.71 | -3.98 | -16.26 | -17.24 | -26.09 | -38.04 | -19.67 |
| | Seven Hills Realty Trust | REIT - Mortgage | Real Estate | -1.19 | -3.23 | -1.84 | -11.06 | -10.67 | -23.73 | -33.94 | -5.67 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -0.65 | -1.57 | -5.22 | -22.98 | -27.96 | -23.14 | -9.83 | -15.52 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | -0.36 | -1.65 | 7.75 | 0.00 | -9.72 | -19.63 | -23.03 | -20.22 |
| | Lument Finance Trust Inc 7.875 Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.32 | -2.27 | -7.31 | -14.72 | -19.21 | -19.00 | -10.84 | 17.43 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | -4.33 | -6.36 | -4.33 | -16.92 | -24.96 | -18.61 | -26.67 | -27.35 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 2.00 | 0.74 | -2.63 | -3.77 | -4.88 | -18.33 | -8.69 | 11.07 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 0.08 | -1.19 | 0.44 | -3.47 | -4.36 | -17.73 | -22.32 | -24.39 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -2.23 | -1.97 | 3.04 | 12.03 | 2.76 | -16.93 | -24.82 | -22.27 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | -1.08 | -3.66 | -2.76 | -7.56 | -11.27 | -16.42 | -9.93 | -1.45 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -0.86 | -0.54 | -2.12 | -10.81 | -21.59 | -15.96 | -17.37 | -3.90 |
| | Chicago Atlantic Real Estate Finance Inc | REIT - Mortgage | Real Estate | -0.83 | -0.09 | 8.99 | -4.17 | -8.52 | -14.73 | -13.22 | 1.50 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -0.87 | -4.40 | 2.86 | -12.39 | -13.47 | -14.57 | -22.01 | -78.98 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | -1.40 | -2.75 | -1.69 | 8.68 | 0.63 | -13.44 | -1.02 | 22.88 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -2.32 | -4.72 | -9.55 | -17.29 | -19.46 | -12.03 | -3.23 | -7.62 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -1.40 | -2.67 | -10.46 | -16.48 | -14.60 | -11.45 | -10.33 | -16.07 |
