| | Ready Capital Corp | REIT - Mortgage | Real Estate | -2.23 | 5.42 | -27.98 | -26.75 | -53.49 | -72.92 | -76.58 | -80.62 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | 6.12 | 0.78 | -6.14 | -5.45 | -24.86 | -10.03 | -71.68 | -77.35 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -0.81 | -1.94 | -6.90 | 1.27 | 1.66 | -16.04 | -9.00 | -72.48 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -2.61 | 1.36 | -7.82 | -18.25 | -37.17 | -71.16 | -61.88 | -68.26 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -0.98 | 1.00 | -4.72 | 4.80 | -12.17 | 3.36 | -66.55 | -64.28 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 2.37 | -13.93 | -27.00 | -34.08 | -34.91 | -34.40 | -54.89 | -60.74 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -0.58 | -3.03 | 4.49 | 8.65 | 22.25 | 13.90 | -17.76 | -34.28 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -0.15 | -3.81 | -15.30 | -12.83 | -22.35 | -32.51 | -8.97 | -34.16 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 1.15 | 3.13 | -0.75 | 21.32 | -1.54 | -13.47 | 4.80 | -33.42 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | 0.95 | 0.67 | -6.86 | -14.53 | -32.77 | -38.89 | -26.70 | -25.60 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -1.88 | -1.86 | -12.17 | -11.45 | -18.07 | -25.31 | -23.85 | -19.60 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | -0.99 | -5.65 | -10.95 | -15.40 | -18.59 | -25.54 | -23.23 | -19.20 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | 5.51 | 3.08 | -4.29 | -6.24 | -34.01 | -45.51 | -24.88 | -14.28 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | 2.30 | 1.95 | -13.11 | -6.10 | -14.79 | -23.66 | -11.26 | -9.17 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | -3.21 | 2.52 | 2.52 | 0.47 | -5.75 | -11.84 | -3.35 | -3.35 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -1.38 | 2.49 | 4.70 | 17.70 | 4.34 | 10.92 | 28.51 | -3.30 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -0.27 | 2.29 | -16.15 | 21.12 | 18.50 | -5.39 | 15.82 | 1.71 |
| | Rithm Capital Corp 8.75 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.22 | 1.26 | 1.52 | 3.51 | 4.05 | 4.05 | 4.05 | 4.05 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | -0.23 | -0.67 | -2.21 | 3.56 | -14.98 | -14.46 | 7.90 | 5.30 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series H) | REIT - Mortgage | Real Estate | 0.10 | 0.38 | 1.79 | 5.82 | 5.99 | 5.99 | 5.99 | 5.99 |
| | Adamas Trust Inc 7.875 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.04 | 0.28 | 1.59 | 5.16 | 7.75 | 7.75 | 7.75 | 7.75 |
| | Annaly Capital Management Inc Pfd Series J | REIT - Mortgage | Real Estate | 0.04 | 0.88 | 0.54 | 5.82 | 7.10 | 8.46 | 8.46 | 8.46 |
| | Rithm Property Trust Inc 9.875 Pfd Series C | REIT - Mortgage | Real Estate | -0.63 | 0.00 | 2.05 | 2.54 | 5.38 | 10.09 | 10.09 | 10.09 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -0.11 | -1.35 | -3.58 | 11.77 | 30.84 | 12.67 | 35.07 | 10.31 |
