| Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | 3.96 | -4.45 | -42.30 | -38.86 | -62.83 | -71.38 | -77.06 | -83.50 |
| Sachem Capital Corp | REIT - Mortgage | Real Estate | -1.12 | -0.13 | -13.91 | -18.17 | -56.71 | -65.36 | -65.74 | -71.46 |
| Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | -0.57 | -5.46 | -38.54 | -40.61 | -42.43 | -56.63 | -55.93 | -76.13 |
| Ready Capital Corp | REIT - Mortgage | Real Estate | 4.52 | -2.23 | -9.75 | -36.12 | -35.54 | -40.89 | -44.46 | -56.12 |
| Ares Commercial Real Estate Corp | REIT - Mortgage | Real Estate | 2.86 | -1.37 | -25.03 | -37.29 | -41.84 | -35.10 | -46.86 | -67.86 |
| Advanced Flower Capital Inc | REIT - Mortgage | Real Estate | 0.60 | 5.42 | -16.53 | -39.00 | -47.71 | -23.48 | -15.39 | -35.16 |
| Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | 1.93 | 3.81 | -18.03 | -18.97 | -14.20 | -19.77 | 29.21 | -32.24 |
| BrightSpire Capital Inc | REIT - Mortgage | Real Estate | 1.81 | 1.35 | -22.44 | -20.03 | -13.08 | -17.90 | -3.22 | -30.75 |
| Sunrise Realty Trust Inc | REIT - Mortgage | Real Estate | 9.42 | 10.76 | -15.37 | -34.16 | -37.02 | -13.95 | -13.95 | -13.95 |
| Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -1.52 | 5.28 | -14.24 | -8.66 | -12.01 | -12.01 | -71.04 | -79.17 |
| Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | 2.20 | 1.71 | -14.02 | -4.97 | -0.86 | -9.92 | 12.76 | -11.80 |
| New York Mortgage Trust Inc | REIT - Mortgage | Real Estate | 1.88 | 2.16 | -17.73 | -6.16 | 3.38 | -9.20 | -31.87 | -41.19 |
| Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.97 | 0.45 | -4.21 | -11.00 | -15.36 | -4.97 | 1.35 | -9.18 |
| Orchid Island Capital Inc | REIT - Mortgage | Real Estate | 2.50 | 8.26 | -20.50 | -14.49 | -11.01 | -4.16 | -13.64 | -24.90 |
| Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 2.36 | 2.77 | -22.32 | -20.06 | -22.87 | -2.48 | -20.17 | -36.66 |
| Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 4.52 | -3.56 | -7.43 | -11.61 | -2.24 | 5.70 | -7.48 |
| Invesco Mortgage Capital Inc | REIT - Mortgage | Real Estate | 3.26 | 5.21 | -19.14 | -14.07 | -15.98 | -1.27 | -10.32 | -38.21 |
| Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.24 | 0.30 | -4.95 | -7.64 | -15.72 | -0.30 | 18.26 | -8.44 |
| MFA Financial Inc | REIT - Mortgage | Real Estate | 4.06 | 9.78 | -14.79 | -7.95 | -23.84 | -0.22 | 13.69 | -8.09 |
| Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 2.65 | 5.80 | -8.21 | -4.26 | -9.48 | -0.12 | 11.47 | 2.25 |
| Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | 2.22 | 5.55 | -3.82 | -4.46 | -8.30 | 1.68 | 13.29 | 12.95 |
| Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | 0.06 | -0.47 | -4.68 | -6.81 | -10.59 | 1.77 | 13.94 | -4.90 |
| Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | 1.49 | 11.02 | -21.44 | -5.20 | -13.33 | 1.79 | -31.67 | -38.39 |
| Seven Hills Realty Trust | REIT - Mortgage | Real Estate | 0.69 | 7.81 | -8.07 | -9.17 | -12.93 | 2.39 | 41.58 | 46.86 |