| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -1.20 | 2.93 | -34.05 | -24.77 | -62.04 | -70.44 | -75.76 | -81.61 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -2.67 | 6.57 | 1.74 | -3.37 | -0.79 | -0.79 | -66.61 | -75.07 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | 0.00 | 0.98 | -11.21 | -8.39 | -54.25 | -63.36 | -62.08 | -68.17 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -0.22 | -0.22 | -12.57 | -31.87 | -32.42 | -40.44 | -44.72 | -53.68 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -1.50 | 11.93 | -22.75 | -29.52 | -31.59 | -50.73 | -43.91 | -71.17 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 1.24 | 7.96 | -12.10 | -26.88 | -32.21 | -30.51 | -36.96 | -59.81 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 5.77 | -9.55 | 0.27 | 11.96 | -2.27 | -25.17 | -31.86 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 2.03 | 10.62 | -8.48 | -2.54 | 0.28 | 5.13 | -23.16 | -23.09 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | 3.57 | 5.76 | -1.08 | -29.91 | -40.26 | -21.19 | -7.79 | -19.69 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.33 | 6.56 | -3.82 | -13.61 | -17.70 | 11.01 | -6.98 | -41.25 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -1.08 | 10.69 | -2.06 | -8.52 | -6.08 | 8.24 | -4.57 | -22.13 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 2.64 | -0.13 | -3.19 | -12.28 | -15.10 | -6.74 | -0.34 | -11.84 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -1.52 | -2.19 | -2.74 | -11.59 | -14.77 | -7.19 | -0.23 | -6.48 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -1.87 | 6.08 | -2.55 | -7.69 | -2.74 | 3.33 | 1.69 | -28.58 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 1.22 | 8.25 | -2.80 | -7.87 | -18.86 | 2.20 | 2.20 | 2.20 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -0.83 | 5.50 | -3.34 | -5.34 | 1.27 | 2.75 | 4.32 | -14.57 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -0.79 | 7.51 | -9.89 | -8.60 | -14.60 | -10.20 | 9.86 | -16.63 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | 0.76 | -0.32 | -14.35 | -5.71 | -16.55 | 8.19 | 11.25 | -30.82 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | -1.81 | -1.04 | -10.68 | -7.66 | -9.87 | 1.88 | 13.92 | 17.52 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -4.43 | 4.31 | -7.93 | -2.07 | 8.67 | 8.28 | 14.06 | -5.25 |
| | Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.50 | 5.06 | 7.16 | -1.20 | -7.09 | 7.92 | 16.59 | 2.30 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 1.74 | -0.64 | -0.32 | -3.50 | -5.78 | 3.22 | 19.27 | 8.10 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.58 | 3.08 | -2.09 | 8.32 | 11.00 | 9.48 | 19.46 | 15.60 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | 0.91 | 1.61 | -0.85 | -0.39 | -3.64 | 11.83 | 19.54 | 27.34 |
