| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -5.70 | -11.60 | -40.33 | -39.31 | -46.07 | -28.61 | -15.86 | -38.32 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -13.27 | -23.43 | -33.12 | -30.64 | -32.86 | -53.91 | -52.30 | -74.85 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -6.35 | -15.50 | -26.48 | -18.37 | -15.71 | -12.66 | -19.21 | -30.63 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | -9.26 | -21.22 | -26.39 | -6.85 | -20.79 | -13.45 | -35.41 | -44.73 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -5.98 | -13.72 | -24.52 | -19.71 | -22.77 | -9.07 | -21.87 | -39.30 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | -8.50 | -22.61 | -23.52 | -38.38 | -41.21 | -22.31 | -22.31 | -22.31 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -6.33 | -17.93 | -23.47 | -17.38 | -11.83 | -19.13 | -1.76 | -30.91 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -6.77 | -15.73 | -23.06 | -13.76 | -18.08 | -10.03 | -13.37 | -44.80 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -10.18 | -21.09 | -22.57 | -35.17 | -60.23 | -69.62 | -75.81 | -82.51 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | -11.09 | -19.25 | -22.16 | -11.32 | -28.42 | -12.85 | 5.10 | -17.66 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -4.70 | -14.32 | -21.61 | -30.69 | -39.39 | -39.03 | -43.53 | -66.29 |
| | Dynex Capital Inc | REIT - Mortgage | Real Estate | -6.63 | -12.36 | -20.99 | -5.85 | -3.12 | 8.82 | 21.45 | 2.60 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | -5.11 | -16.17 | -20.95 | -16.91 | -17.68 | -18.83 | 27.88 | -35.66 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -5.96 | -13.69 | -19.85 | 0.08 | -9.62 | 3.36 | 2.41 | -17.31 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -8.87 | -13.06 | -19.61 | -7.88 | -15.66 | 0.96 | 9.54 | 0.75 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -9.23 | -10.87 | -19.61 | -8.83 | -16.42 | -16.42 | -72.17 | -79.41 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | -6.10 | -16.30 | -19.59 | -4.30 | 2.29 | -12.79 | -33.31 | -42.60 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | -3.85 | -13.09 | -19.03 | -11.69 | -10.71 | 12.00 | 7.22 | -21.38 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -5.40 | -13.04 | -19.00 | -17.99 | -24.21 | -1.74 | -17.61 | -52.24 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | -7.83 | -14.78 | -18.85 | 1.50 | 11.29 | 24.73 | 82.33 | 37.14 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | -7.67 | -16.19 | -18.41 | -1.59 | -13.64 | 15.19 | 33.10 | 7.90 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | -5.90 | -13.27 | -18.10 | -14.63 | -27.12 | -5.03 | -5.91 | -25.98 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -8.08 | -11.87 | -17.37 | -1.29 | -6.40 | 6.55 | 20.04 | -1.37 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -6.02 | -14.31 | -16.95 | -9.83 | -20.40 | 1.47 | 0.66 | -39.55 |
