| | Ready Capital Corp | REIT - Mortgage | Real Estate | -3.35 | -3.35 | 0.84 | -6.00 | -8.71 | -6.88 | -20.38 | -13.30 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -2.67 | -17.65 | -14.55 | -29.27 | -17.50 | -1.14 | -51.31 | -59.41 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -2.12 | 6.47 | 12.44 | -1.11 | 2.28 | 3.16 | -38.98 | -51.02 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | -1.41 | -0.28 | 3.24 | 1.68 | 8.93 | -19.91 | -28.74 | -44.61 |
| | Seven Hills Realty Trust | REIT - Mortgage | Real Estate | -1.17 | -0.78 | 1.00 | 8.45 | 23.11 | 56.93 | 49.00 | 43.16 |
| | Invesco Mortgage Capital Inc Cum. Pfd Series B | REIT - Mortgage | Real Estate | -1.03 | -1.52 | 2.04 | 2.09 | 15.84 | 35.50 | 37.82 | 25.29 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -0.86 | 0.66 | 8.14 | 10.59 | 32.20 | -0.47 | -19.58 | -57.65 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -0.70 | -2.37 | 6.95 | 3.20 | 5.30 | 23.60 | -18.02 | -31.91 |
| | TPG RE Finance Trust | REIT - Mortgage | Real Estate | -0.70 | 2.51 | 14.88 | 58.70 | 60.75 | 77.10 | 6.42 | -7.89 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -0.62 | -0.52 | 1.27 | 3.30 | -11.13 | 7.37 | -35.12 | -36.21 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.59 | 0.16 | 2.24 | 3.52 | 14.24 | 27.72 | 30.49 | 22.28 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -0.58 | -0.23 | 4.58 | 9.07 | 36.55 | 4.48 | -14.87 | -46.49 |
| | Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.53 | -0.88 | -1.49 | 2.85 | 19.08 | 31.02 | 20.97 | 20.97 |
| | Lument Finance Trust Inc 7.875 Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.50 | 0.66 | 2.04 | 5.86 | 23.54 | 23.64 | -1.43 | 3.84 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -0.50 | -0.17 | -2.91 | -9.37 | 0.49 | 23.71 | -11.51 | -12.29 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | -0.49 | -0.97 | -11.51 | -17.46 | -18.43 | -29.42 | -33.47 | -49.73 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | -0.46 | -1.93 | -4.92 | -3.22 | 18.92 | 10.37 | 14.03 | 10.65 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | -0.37 | -0.73 | -4.24 | 39.12 | 78.29 | 61.50 | 19.70 | -12.64 |
| | Ellington Financial Inc 6.75 Cum. Pfd Fixed-to-Floating Series A | REIT - Mortgage | Real Estate | -0.33 | -0.70 | 2.24 | 1.99 | 11.68 | 33.58 | 20.63 | 18.73 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.28 | 0.12 | 1.81 | 3.13 | 14.10 | 25.89 | 24.62 | 21.17 |
| | PennyMac Mortgage Investment Trust 8.125 Pfd Series A | REIT - Mortgage | Real Estate | -0.22 | 1.35 | 0.79 | 2.86 | 12.76 | 21.38 | 11.60 | 16.16 |
| | Rithm Capital Corp 7.125 Series B Fixed-to-Floating Rate Cum. Redeem. Pfd | REIT - Mortgage | Real Estate | -0.19 | -0.39 | 1.56 | 5.00 | 16.33 | 36.35 | 18.40 | 18.40 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | -0.16 | 0.61 | 1.55 | 5.68 | 24.36 | 41.66 | 26.74 | 29.36 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | -0.15 | 1.74 | 8.40 | -1.31 | 2.82 | 23.04 | -16.74 | -21.00 |
