| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -4.40 | -17.54 | -38.18 | -39.45 | -42.28 | -55.76 | -55.67 | -76.00 |
| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -5.02 | -17.45 | -44.50 | -42.24 | -65.02 | -72.31 | -77.94 | -84.13 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -5.62 | -13.22 | -13.66 | -36.17 | -39.17 | -42.50 | -46.87 | -58.02 |
| | Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | -4.37 | -8.62 | -27.11 | -37.77 | -44.45 | -37.77 | -48.34 | -68.75 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 2.27 | -8.30 | -24.34 | -0.79 | 15.45 | 28.74 | 93.82 | 37.83 |
| | Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | -1.55 | -7.38 | -22.66 | -37.49 | -42.71 | -21.36 | -21.36 | -21.36 |
| | AGNC Investment Corp | REIT - Mortgage | Real Estate | -1.31 | -6.85 | -18.78 | -9.88 | -14.78 | 7.35 | 11.41 | 4.74 |
| | BrightSpire Capital Inc | REIT - Mortgage | Real Estate | -0.67 | -6.75 | -23.82 | -20.07 | -14.47 | -18.97 | -4.94 | -31.98 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | 0.00 | -6.48 | -12.93 | -12.41 | -56.58 | -65.62 | -65.35 | -71.14 |
| | Annaly Capital Management Inc | REIT - Mortgage | Real Estate | -1.84 | -6.32 | -16.45 | -4.76 | -6.22 | 13.98 | 18.49 | 0.21 |
| | MFA Financial Inc | REIT - Mortgage | Real Estate | -0.58 | -6.20 | -18.11 | -11.36 | -27.27 | -3.92 | 9.25 | -11.67 |
| | New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | -2.02 | -5.83 | -19.25 | -7.26 | -1.68 | -9.68 | -33.12 | -42.27 |
| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | -1.83 | -5.61 | -24.11 | -21.15 | -24.73 | -3.91 | -22.01 | -38.13 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | -1.82 | -5.18 | -19.18 | -5.23 | -11.63 | 6.91 | 2.53 | -18.08 |
| | Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | -1.53 | -5.01 | -21.69 | -16.26 | -19.28 | -4.03 | -13.14 | -40.16 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -2.04 | -4.56 | -15.88 | -6.50 | -3.97 | -11.44 | 10.33 | -13.70 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | -0.90 | -4.41 | -14.45 | -9.40 | -11.08 | 1.19 | 9.65 | 8.38 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | -1.26 | -4.18 | -17.54 | -20.60 | -27.53 | 3.30 | -18.63 | -50.73 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -4.07 | -16.14 | -3.55 | -14.99 | 25.16 | 35.15 | 14.56 |
| | Ladder Capital Corp Cl A | REIT - Mortgage | Real Estate | -0.30 | -4.00 | -11.25 | -7.67 | -6.74 | 6.54 | 27.96 | 4.87 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | -0.64 | -3.36 | -19.59 | -19.06 | -16.92 | -19.63 | 26.76 | -33.53 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | -1.09 | -3.28 | -12.96 | -9.02 | -3.80 | 4.11 | 50.04 | 22.42 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | 1.97 | -3.28 | -4.74 | -3.08 | -7.26 | 14.59 | 28.48 | 11.29 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -1.01 | -3.16 | -12.26 | -18.24 | -25.15 | 3.77 | 34.73 | -7.74 |
