| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | 1.81 | 7.10 | 13.51 | 20.04 | 17.89 | 36.16 | 42.65 | 51.28 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | 1.09 | 3.01 | -0.32 | 19.20 | 13.06 | 38.28 | 38.28 | 38.28 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | 2.55 | 2.67 | 3.51 | 9.24 | 11.78 | 17.50 | 12.21 | 41.05 |
| | Adamas Trust Inc Conv. Pfd Series D | REIT - Mortgage | Real Estate | 1.00 | 1.59 | 2.79 | 5.78 | 10.20 | 20.61 | 20.61 | 20.61 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | 0.90 | 2.55 | 5.32 | 8.48 | 29.32 | 35.74 | 45.74 |
| | Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.24 | -1.65 | 1.67 | 1.38 | 8.40 | 15.74 | 25.41 | 54.10 |
| | Adamas Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.49 | 0.68 | 0.49 | 3.43 | 8.30 | 17.39 | 17.39 | 17.39 |
| | Chimera Investment Corp 7.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.09 | -0.17 | 2.58 | 4.16 | 7.77 | 8.06 | 20.01 | 47.52 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.29 | 0.88 | 1.57 | 0.29 | 7.45 | 5.68 | 17.73 | 50.77 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -0.66 | 3.94 | -1.13 | -6.06 | 7.00 | 15.15 | 18.97 | 21.83 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | 0.50 | 1.43 | 1.69 | -0.17 | 5.98 | 4.24 | 16.69 | 47.67 |
| | Two Harbors Investment Corp 8.125 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -1.85 | 1.01 | 0.65 | 5.76 | 15.20 | 21.98 | 49.08 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | 1.58 | 1.97 | -1.90 | 0.71 | 5.58 | 12.16 | 24.77 | 39.84 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | 2.54 | 0.96 | -0.37 | 4.09 | 5.04 | 8.34 | 16.38 | 51.53 |
| | Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | -1.05 | -0.31 | -0.35 | 1.25 | 4.81 | 14.85 | 38.35 | 38.59 |
| | MFA Financial Inc 6.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.34 | 0.64 | 2.49 | -0.04 | 4.78 | 5.05 | 15.33 | 52.24 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | -1.08 | -0.36 | 3.35 | 8.42 | 4.46 | 9.62 | 31.61 | 56.17 |
| | Two Harbors Investment Corp 7.25 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.12 | -2.08 | 0.56 | 0.28 | 4.26 | 13.15 | 20.91 | 54.75 |
| | Ellington Financial Inc 6.25 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.24 | -0.61 | -0.93 | -0.49 | 4.01 | 13.04 | 27.34 | 50.88 |
| | Dynex Capital Inc 6.9 Fixed/Floating Pfd Series C | REIT - Mortgage | Real Estate | 0.23 | 0.90 | -0.71 | 1.69 | 3.46 | 9.45 | 20.81 | 43.02 |
| | Adamas Trust Inc 7.875 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.32 | 1.21 | -0.32 | -0.24 | 3.21 | 9.60 | 9.60 | 9.60 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.08 | 1.13 | -0.32 | 2.03 | 3.19 | 7.48 | 17.31 | 42.89 |
| | Annaly Capital Management Inc Pfd Series I | REIT - Mortgage | Real Estate | 0.04 | 0.31 | 0.57 | 1.18 | 3.15 | 7.57 | 18.30 | 39.59 |
| | MFA Financial Inc 7.5 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.39 | 0.05 | 2.34 | -0.26 | 3.02 | 2.08 | 10.95 | 27.60 |