| | Armour Residential REIT Inc | REIT - Mortgage | Real Estate | 1.12 | 0.79 | -5.33 | -0.35 | -10.79 | -9.86 | -11.26 | -24.15 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | 0.47 | 5.97 | -4.48 | -2.19 | -35.14 | -41.67 | -49.54 | -53.21 |
| | AG Mortgage Investment Trust Inc | REIT - Mortgage | Real Estate | 0.93 | 1.34 | -2.70 | 10.46 | 5.39 | 14.13 | 43.52 | 68.12 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 0.51 | -1.54 | -2.53 | 4.62 | -0.79 | 10.27 | 35.48 | 24.18 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | -3.64 | -5.13 | -2.29 | 2.06 | 1.03 | 4.70 | 17.81 | 11.52 |
| | Two Harbors Investment Corp 7.625 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -1.14 | -1.23 | -1.75 | 0.65 | -2.78 | 2.22 | 30.47 | 27.39 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | -0.67 | 1.70 | -1.38 | 8.88 | 4.93 | 14.31 | 35.60 | 33.24 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | 2.75 | 0.45 | -1.32 | -4.17 | -15.03 | 5.59 | 32.63 | 21.70 |
| | Franklin BSP Realty Trust Inc 7.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -1.17 | -2.29 | -1.08 | 7.10 | 3.79 | 5.08 | 25.26 | 27.30 |
| | AG Mortgage Investment Trust Inc 8 Pfd Series C | REIT - Mortgage | Real Estate | -2.61 | -2.26 | -1.03 | 1.93 | 3.62 | 11.30 | 52.00 | 66.57 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -1.10 | -0.79 | -1.02 | 3.40 | 3.62 | 11.82 | 35.03 | 43.97 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.03 | -1.12 | -1.02 | 3.69 | -1.20 | 3.36 | 16.16 | 9.99 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.93 | -1.20 | -0.97 | 2.17 | 3.74 | 10.10 | 22.00 | 40.30 |
| | PennyMac Mortgage Investment Trust SBI 6.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -3.05 | -2.24 | -0.90 | -2.08 | -1.27 | 0.32 | 19.82 | 23.87 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 1.21 | 1.83 | -0.89 | -6.77 | -24.24 | -17.96 | -3.82 | -21.52 |
| | Rithm Property Trust Inc | REIT - Mortgage | Real Estate | -0.39 | -1.15 | -0.76 | -7.40 | -18.58 | -8.71 | -75.33 | -70.09 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -1.35 | -3.16 | -0.70 | 2.84 | 4.48 | 5.39 | 36.68 | 50.67 |
| | Dynex Capital Inc 6.9 Fixed/Floating Pfd Series C | REIT - Mortgage | Real Estate | -0.14 | -0.66 | -0.69 | 3.62 | 6.24 | 11.56 | 30.21 | 39.46 |
| | Annaly Capital Management Inc Pfd Series I | REIT - Mortgage | Real Estate | -0.62 | -0.39 | -0.58 | 2.54 | 4.45 | 9.99 | 24.48 | 35.82 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.55 | -0.24 | -0.55 | 2.18 | 4.22 | 11.47 | 27.10 | 43.04 |
| | New York Mortgage Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.08 | -0.05 | -0.45 | 0.97 | 2.22 | 13.30 | 37.54 | 34.45 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | -0.40 | -0.64 | -0.36 | 1.37 | 3.47 | 9.51 | 41.83 | 47.45 |
| | PennyMac Mortgage Investment Trust 8 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -2.56 | -2.09 | -0.21 | -2.44 | -1.18 | 5.04 | 26.91 | 27.07 |
| | Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | -1.28 | -1.30 | -0.21 | 6.86 | 5.13 | 6.09 | 24.30 | 29.77 |
