| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | 0.35 | -0.35 | -0.23 | 11.40 | 21.09 | 29.06 | 32.63 | 42.57 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | -1.33 | -2.34 | 1.80 | 6.66 | 19.15 | 43.67 | 43.67 | 43.67 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.00 | 1.42 | 0.66 | -2.87 | 17.58 | 36.87 | 10.95 | 34.82 |
| | Adamas Trust Inc Conv. Pfd Series D | REIT - Mortgage | Real Estate | 0.34 | -0.14 | 4.40 | 6.72 | 12.55 | 24.00 | 24.00 | 24.00 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | -0.34 | 0.00 | 26.29 | 21.07 | 11.28 | 15.30 | 12.52 | 15.52 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.08 | -2.08 | 1.07 | 2.25 | 10.31 | -7.01 | -16.06 | -11.23 |
| | Ellington Financial Inc | REIT - Mortgage | Real Estate | -0.90 | -2.36 | -0.53 | -1.27 | 7.61 | 4.71 | 22.20 | 37.72 |
| | Adamas Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.12 | 0.08 | 1.22 | 2.72 | 6.75 | 19.31 | 19.31 | 19.31 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.69 | -1.24 | -0.50 | 2.85 | 6.69 | 27.16 | 31.50 | 48.21 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | 0.23 | 1.84 | -0.76 | 1.10 | 6.57 | 9.76 | 11.06 | 36.01 |
| | Ellington Financial Inc 6.25 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.28 | 1.15 | 1.37 | 1.58 | 5.27 | 12.86 | 29.52 | 57.35 |
| | Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | -0.04 | 0.94 | 0.85 | -1.65 | 5.01 | 6.95 | 39.52 | 35.29 |
| | Chimera Investment Corp 7.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -2.87 | -1.76 | 0.21 | -0.40 | 4.88 | 4.42 | 15.34 | 43.72 |
| | Two Harbors Investment Corp 8.125 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.04 | 0.18 | 0.76 | 2.06 | 4.68 | 16.22 | 19.48 | 49.48 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | 1.08 | 0.47 | 1.28 | 3.59 | 4.56 | 13.08 | 31.64 | 54.93 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | -2.86 | -2.54 | 0.29 | -0.62 | 4.41 | 5.05 | 15.47 | 47.51 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.16 | 0.24 | 1.23 | 0.99 | 4.32 | 7.37 | 20.20 | 42.73 |
| | Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.12 | 0.24 | 0.80 | 3.87 | 4.25 | 18.98 | 20.77 | 56.13 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | -0.41 | 0.14 | -0.04 | 1.10 | 3.90 | 7.31 | 15.95 | 47.36 |
| | Two Harbors Investment Corp 7.25 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.10 | 0.14 | 0.90 | 2.25 | 3.81 | 12.96 | 21.98 | 57.33 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | 0.14 | -0.07 | 0.27 | 0.04 | 3.78 | 8.45 | 19.50 | 32.01 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -2.92 | -2.56 | -0.83 | -1.40 | 3.77 | 4.44 | 16.01 | 46.70 |
| | Adamas Trust Inc 7.875 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.04 | 0.59 | 2.27 | 1.46 | 3.53 | 11.51 | 11.51 | 11.51 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.23 | 0.04 | 0.51 | 0.16 | 3.21 | 7.94 | 20.42 | 35.08 |