| | Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | -5.70 | -11.60 | -40.33 | -39.31 | -46.07 | -28.61 | -15.86 | -38.32 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | -8.50 | -22.61 | -23.52 | -38.38 | -41.21 | -22.31 | -22.31 | -22.31 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -10.18 | -21.09 | -22.57 | -35.17 | -60.23 | -69.62 | -75.81 | -82.51 |
| | 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 |
| | 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 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -7.23 | -7.80 | -10.22 | -29.79 | -33.24 | -38.31 | -41.67 | -54.27 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -5.98 | -13.72 | -24.52 | -19.71 | -22.77 | -9.07 | -21.87 | -39.30 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -6.35 | -15.50 | -26.48 | -18.37 | -15.71 | -12.66 | -19.21 | -30.63 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -5.40 | -13.04 | -19.00 | -17.99 | -24.21 | -1.74 | -17.61 | -52.24 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -6.33 | -17.93 | -23.47 | -17.38 | -11.83 | -19.13 | -1.76 | -30.91 |
| | 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 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -5.78 | -10.92 | -15.26 | -16.65 | -27.46 | -1.24 | 29.36 | -7.11 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | -5.90 | -13.27 | -18.10 | -14.63 | -27.12 | -5.03 | -5.91 | -25.98 |
| | TPG RE Finance Trust | REIT - Mortgage | Real Estate | -3.90 | -12.33 | -16.33 | -14.31 | -11.35 | 3.64 | 17.96 | -14.70 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -6.77 | -15.73 | -23.06 | -13.76 | -18.08 | -10.03 | -13.37 | -44.80 |
| | ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | -1.36 | -11.69 | -12.72 | -12.28 | -14.39 | -2.22 | 20.90 | 4.80 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -7.41 | -4.76 | -12.55 | -11.81 | -55.94 | -64.99 | -65.34 | -70.18 |
| | 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 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | -2.87 | -7.51 | -11.49 | -14.31 | -8.22 | 1.69 | -11.49 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.00 | -1.95 | -5.71 | -11.40 | -14.28 | -8.49 | 1.12 | -10.24 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | -11.09 | -19.25 | -22.16 | -11.32 | -28.42 | -12.85 | 5.10 | -17.66 |
| | 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 |
| | AG Mortgage Investment Trust Inc 8.25 Pfd Series A | REIT - Mortgage | Real Estate | -3.39 | -14.79 | -13.19 | -9.75 | -11.32 | 8.26 | 32.95 | 16.92 |
| | Seven Hills Realty Trust | REIT - Mortgage | Real Estate | -5.63 | -12.11 | -13.50 | -8.95 | -18.20 | -6.71 | 36.04 | 38.72 |
