| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -2.05 | -5.30 | -15.88 | -47.62 | -35.29 | -63.80 | -82.58 | -86.04 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -4.04 | -8.59 | -12.45 | -20.90 | -16.37 | -25.33 | -29.45 | -80.95 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | 1.84 | 1.22 | -1.78 | -5.14 | 5.06 | -61.15 | -76.42 | -80.21 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -6.93 | -10.04 | -23.70 | -35.84 | -45.36 | -71.63 | -68.22 | -80.10 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | 0.01 | 2.97 | 21.67 | 4.35 | -0.53 | -20.66 | -58.80 | -67.14 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -4.46 | -9.32 | -12.65 | -17.69 | -44.49 | -60.62 | -65.65 | -61.77 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -1.35 | 11.37 | -34.30 | -47.02 | -67.81 | -67.52 | -60.45 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 0.46 | 1.39 | -5.40 | -5.19 | -8.75 | -3.43 | -29.92 | -40.94 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 10.99 | -16.70 | -23.64 | -30.37 | -28.53 | -39.38 | -31.49 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -0.44 | -5.03 | -6.73 | -3.82 | 2.26 | -25.54 | -37.13 | -29.72 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | -1.71 | -3.98 | -6.97 | -11.39 | -16.49 | -27.76 | -31.77 | -27.47 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 0.13 | -4.73 | -4.26 | -4.73 | 2.10 | -27.01 | -29.43 | -26.63 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | -1.70 | -0.60 | -6.42 | -26.64 | -27.96 | -26.52 | -18.88 | -22.49 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | -2.53 | 0.55 | -7.47 | -13.59 | -8.58 | -31.20 | -37.88 | -21.39 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -1.18 | -2.34 | -7.33 | -18.15 | -13.83 | -15.00 | -18.16 | -19.40 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -0.47 | -3.17 | -5.87 | -40.72 | -36.77 | -35.19 | -20.50 | -19.17 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -0.72 | -6.74 | -14.43 | -25.09 | -23.85 | -21.59 | -16.58 | -15.68 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.48 | -2.32 | -4.68 | 1.12 | 11.10 | -13.66 | -22.12 | -12.97 |
| | Seven Hills Realty Trust | REIT - Mortgage | Real Estate | -0.81 | -0.94 | -3.80 | -10.49 | -7.99 | -27.06 | -35.32 | -10.27 |
| | Starwood Property Trust Inc | REIT - Mortgage | Real Estate | -0.93 | -4.35 | -8.00 | -10.54 | -12.90 | -20.39 | -14.35 | -6.19 |
| | PennyMac Mortgage Investment Trust | REIT - Mortgage | Real Estate | -1.57 | -4.03 | -6.68 | -14.15 | -21.66 | -20.36 | -22.97 | -5.60 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -1.38 | -5.15 | -13.65 | -19.38 | -19.13 | -1.09 | -3.16 | -2.81 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -1.21 | -7.09 | -10.38 | -12.41 | -10.46 | 9.77 | -6.04 | -2.35 |
| | Rithm Capital Corp 8.75 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.45 | -0.74 | -1.42 | -1.02 | -0.66 | 0.81 | 0.81 | 0.81 |
