| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.21 | -4.92 | -42.29 | -63.96 | -68.22 | -82.32 | -82.34 | -85.48 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | 0.70 | -0.69 | -4.95 | -19.33 | -5.42 | -31.46 | -44.20 | -27.92 |
| | TPG RE Finance Trust | REIT - Mortgage | Real Estate | 0.96 | 8.46 | -7.92 | -26.12 | -24.61 | -25.05 | -11.74 | 42.39 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.10 | -0.75 | -2.33 | -1.56 | -2.02 | 2.53 | 13.56 | 29.21 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | 3.96 | -4.55 | -28.08 | -29.05 | -41.99 | -65.54 | -83.30 | -85.88 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.16 | -0.32 | -2.46 | -1.77 | -2.08 | 3.43 | 14.11 | 37.83 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.21 | -1.07 | -2.96 | -1.95 | -1.75 | 3.30 | 12.26 | 35.28 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.27 | 1.23 | -1.27 | -4.82 | 11.66 | 25.20 | 29.15 | 45.40 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | -0.47 | -3.41 | -19.35 | -47.20 | -66.54 | -73.61 | -79.55 | -71.49 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 7.05 | 12.40 | -1.52 | -32.93 | -42.19 | -39.34 | -23.54 | 67.24 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | 0.82 | 2.50 | -2.77 | -15.96 | -17.47 | -14.76 | -4.93 | 24.65 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 0.27 | -0.81 | -9.63 | -29.75 | -39.40 | -27.02 | -18.27 | -10.52 |
| | Seven Hills Realty Trust | REIT - Mortgage | Real Estate | 0.41 | -8.76 | -14.55 | -20.88 | -22.37 | -36.72 | -47.02 | -20.99 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | -0.16 | 0.48 | -16.35 | -18.00 | -31.20 | -38.64 | -42.28 | -31.34 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.00 | 2.54 | -8.33 | -45.00 | -52.55 | -65.33 | -81.44 | -87.29 |
| | Chicago Atlantic Real Estate Finance Inc | REIT - Mortgage | Real Estate | -0.32 | 0.64 | -12.35 | -7.04 | -21.26 | -22.61 | -24.94 | -9.36 |
| | Sachem Capital Corp 6 Notes due 2026 | REIT - Mortgage | Real Estate | -0.24 | -0.28 | 0.20 | 0.57 | 0.85 | 5.35 | 15.26 | 31.91 |
| | Sachem Capital Corp 7.125 Notes due 2027 | REIT - Mortgage | Real Estate | -0.41 | -0.81 | -1.05 | 1.50 | 1.75 | 8.76 | 14.21 | 29.02 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | 0.61 | -0.68 | -1.40 | 1.60 | 7.95 | 10.58 | 22.07 | 64.27 |
| | TPG Mortgage Investment Trust Inc 8 Pfd Series B | REIT - Mortgage | Real Estate | -0.20 | 2.04 | -10.78 | -14.96 | -21.52 | -14.42 | -11.93 | 36.34 |
| | Annaly Capital Management, Inc. | REIT - Mortgage | Real Estate | -0.04 | 0.08 | -2.00 | -2.00 | 0.32 | 3.11 | 13.39 | 30.99 |
| | Two Harbors Investment Corp. | REIT - Mortgage | Real Estate | 0.08 | 0.16 | 0.64 | 4.15 | 10.59 | 15.25 | 14.81 | 60.87 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.88 | -4.78 | -14.71 | -18.14 | -17.24 | -26.29 | -38.28 | -25.20 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -1.06 | -3.03 | -2.58 | -6.44 | -0.93 | -0.79 | 7.46 | 49.70 |