| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.59 | -2.01 | -7.82 | 12.13 | 52.00 | -46.65 | -64.06 | -70.00 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -1.60 | 0.41 | -5.38 | -6.77 | 0.86 | -12.62 | -73.51 | -68.29 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -0.91 | -1.80 | -2.68 | -6.84 | 14.64 | -48.24 | -59.86 | -58.09 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -2.48 | -7.35 | -24.82 | -25.36 | -25.86 | -50.87 | -58.11 | -58.03 |
| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | 0.00 | -3.10 | -14.38 | -20.84 | -26.27 | -60.70 | -37.65 | -49.83 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.37 | -2.17 | -8.17 | 12.99 | 74.07 | -3.65 | -20.51 | -43.40 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -0.22 | -0.22 | -0.20 | 6.26 | 37.91 | -19.59 | -33.03 | -39.24 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | 1.52 | -1.25 | -5.47 | 0.49 | 3.01 | -17.55 | 5.41 | -27.14 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | -0.83 | 1.28 | -0.87 | -5.41 | -0.48 | -15.95 | 16.28 | -23.13 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | -0.72 | -1.71 | -1.88 | -3.48 | -3.48 | -3.48 | -3.48 | -3.48 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 0.72 | -2.00 | -9.33 | -2.57 | 9.30 | -24.45 | -1.80 | -1.80 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series H) | REIT - Mortgage | Real Estate | 0.01 | 0.44 | -0.12 | 0.04 | 0.04 | 0.04 | 0.04 | 0.04 |
| | Adamas Trust Inc 7.875 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.12 | -0.48 | 1.41 | 2.26 | 2.26 | 2.26 | 2.26 | 2.26 |
| | Adamas Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.47 | 0.12 | -0.69 | 2.69 | 2.69 | 2.69 | 2.69 | 2.69 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | -3.31 | -4.37 | -15.82 | -20.33 | -29.52 | -20.38 | 10.55 | 2.77 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -1.16 | -1.61 | -3.86 | -5.11 | 21.10 | -8.92 | 11.47 | 4.56 |
| | Adamas Trust Inc Conv. Pfd Series D | REIT - Mortgage | Real Estate | 0.34 | -0.14 | 3.18 | 5.09 | 5.09 | 5.09 | 5.09 | 5.09 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 0.00 | -0.56 | -5.10 | 10.46 | 27.06 | 11.99 | 22.38 | 5.16 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 1.98 | -0.98 | -3.35 | 3.32 | 4.14 | -11.03 | -2.50 | 6.37 |
| | Adamas Trust Inc 7 Cum. Redeem. Pfd Series G | REIT - Mortgage | Real Estate | 0.65 | -1.76 | 3.87 | 8.59 | 8.59 | 8.59 | 8.59 | 8.59 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.20 | 0.53 | -2.06 | 2.64 | 4.12 | -13.29 | 5.15 | 9.42 |
| | Blackstone Mortgage Trust Inc Cl A | REIT - Mortgage | Real Estate | 1.17 | -2.48 | -2.55 | -3.41 | 5.26 | 8.02 | 14.98 | 12.84 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -0.93 | -2.53 | 2.53 | 0.36 | -4.79 | -14.39 | 19.06 | 14.10 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -1.36 | 0.41 | 5.01 | 5.31 | 21.35 | 3.59 | 45.01 | 14.92 |
