| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.60 | -10.96 | -21.09 | -27.05 | -30.17 | -8.92 | -55.72 | -65.35 |
| | Lument Finance Trust Inc 7.875 Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.83 | -4.43 | 0.31 | -1.57 | 13.65 | 19.82 | -3.73 | -0.10 |
| | Chimera Investment Corp | REIT - Mortgage | Real Estate | 0.44 | -3.18 | 15.44 | 5.55 | -4.49 | 5.86 | -37.55 | -52.01 |
| | Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | -0.05 | -1.26 | 1.69 | -1.11 | 7.62 | 15.55 | 7.49 | 3.55 |
| | PennyMac Mortgage Investment Trust 8.125 Pfd Series A | REIT - Mortgage | Real Estate | 0.58 | -0.82 | 2.37 | 2.14 | 10.86 | 21.68 | 13.97 | 15.68 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.16 | -0.79 | 1.75 | 3.48 | 10.80 | 26.77 | 34.96 | 24.11 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | 0.12 | -0.72 | 2.52 | 5.00 | 20.32 | 43.62 | 27.32 | 28.32 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.12 | -0.69 | 3.50 | 4.40 | 21.81 | 41.38 | 30.84 | 28.89 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 1.50 | -0.37 | -0.66 | 34.56 | 75.06 | 55.39 | 23.52 | -8.45 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | 0.24 | -0.35 | 0.09 | 2.25 | 16.00 | 28.08 | 3.39 | 7.91 |
| | Invesco Mortgage Capital Inc Cum. Pfd Series B | REIT - Mortgage | Real Estate | -0.04 | -0.29 | 5.21 | 1.50 | 10.62 | 39.93 | 44.06 | 26.28 |
| | AG Mortgage Investment Trust Inc 8 Pfd Series C | REIT - Mortgage | Real Estate | -0.49 | -0.25 | 3.26 | 6.40 | 24.82 | 52.41 | 47.42 | 35.37 |
| | Rithm Capital Corp 7.125 Series B Fixed-to-Floating Rate Cum. Redeem. Pfd | REIT - Mortgage | Real Estate | -0.16 | -0.16 | 1.56 | 5.07 | 14.08 | 34.40 | 18.43 | 18.43 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.13 | -0.08 | 1.19 | -1.80 | 12.93 | 19.95 | 5.84 | 6.73 |
| | Ellington Financial Inc 6.75 Cum. Pfd Fixed-to-Floating Series A | REIT - Mortgage | Real Estate | -0.53 | -0.04 | 2.62 | 2.32 | 10.72 | 31.27 | 23.58 | 20.32 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | -0.46 | 0.00 | 3.96 | -2.63 | -6.98 | -3.75 | -21.29 | -11.83 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.50 | 0.16 | 1.87 | 3.24 | 6.73 | 15.88 | 33.26 | 30.01 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | 0.77 | 0.20 | 3.87 | 3.86 | 10.90 | 30.79 | -1.53 | -7.54 |
| | Rithm Capital Corp 6.375 Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 0.22 | 4.22 | 7.56 | 22.73 | 43.49 | 25.93 | 25.93 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | 0.12 | 0.24 | 2.47 | 3.42 | 10.65 | 26.67 | 29.91 | 21.50 |
| | Ellington Financial Inc 8.25 Fixed-to-Floating Rate Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.08 | 0.26 | 1.50 | 3.41 | 7.33 | 7.33 | 7.33 | 7.33 |
| | Annaly Capital Management Inc 6.95 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.04 | 0.27 | 2.15 | 3.33 | 7.28 | 15.14 | 31.33 | 29.87 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | -0.24 | 0.28 | 2.06 | 5.44 | 21.02 | 33.49 | 33.68 | 28.40 |
| | PennyMac Mortgage Investment Trust 8 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.13 | 0.30 | 4.06 | 0.88 | 13.34 | 20.25 | 13.43 | 12.77 |
