| | Ellington Financial Inc 7 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -6.47 | -3.22 | -4.87 | -2.88 | -0.33 | 11.96 | 23.27 | 23.27 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.96 | -2.11 | -1.38 | -10.99 | -13.55 | -6.60 | 0.72 | -5.59 |
| | Redwood Trust Inc | REIT - Mortgage | Real Estate | -6.12 | -1.52 | -3.64 | -7.38 | -15.19 | 4.53 | 17.93 | -16.00 |
| | Rithm Capital Corp 6.375 Pfd Series C | REIT - Mortgage | Real Estate | -3.32 | -1.35 | -3.67 | -2.27 | 1.14 | 10.83 | 47.41 | 37.77 |
| | Ellington Financial Inc Pfd Redeem. Series C | REIT - Mortgage | Real Estate | -0.16 | -1.05 | -1.80 | -1.40 | 0.28 | 14.30 | 34.35 | 18.81 |
| | Franklin BSP Realty Trust Inc | REIT - Mortgage | Real Estate | -0.26 | -1.05 | -10.84 | -7.53 | -7.47 | -1.93 | 13.62 | 17.21 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -1.94 | -0.98 | -12.93 | -9.39 | -54.38 | -64.64 | -62.81 | -68.78 |
| | Rithm Capital Corp 7.5 Fixed-to-Floating Pfd Series A | REIT - Mortgage | Real Estate | -1.95 | -0.83 | -1.41 | 0.08 | 1.76 | 9.17 | 33.35 | 27.66 |
| | Annaly Capital Management Inc 6.5 Conv. Pfd Series G | REIT - Mortgage | Real Estate | 0.00 | -0.81 | -2.98 | -1.60 | 0.01 | 6.11 | 23.37 | 38.93 |
| | Arbor Realty Trust Inc | REIT - Mortgage | Real Estate | -3.90 | -0.81 | -6.81 | -14.95 | -20.36 | -0.28 | 30.56 | -1.71 |
| | Rithm Capital Corp 7.125 Series B Fixed-to-Floating Rate Cum. Redeem. Pfd | REIT - Mortgage | Real Estate | -1.84 | -0.71 | -1.92 | -0.23 | 1.46 | 8.41 | 41.83 | 28.63 |
| | AG Mortgage Investment Trust Inc 8.25 Pfd Series A | REIT - Mortgage | Real Estate | -0.62 | -0.68 | -7.27 | -4.60 | -2.83 | 17.18 | 43.04 | 30.97 |
| | Manhattan Bridge Capital Inc | REIT - Mortgage | Real Estate | 0.20 | -0.58 | -11.84 | -5.66 | 1.18 | 10.18 | 22.70 | 21.22 |
| | Rithm Capital Corp 7 Fixed-Rate Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -2.42 | -0.48 | -2.36 | 0.13 | 0.49 | 11.12 | 36.11 | 23.32 |
| | AG Mortgage Investment Trust Inc 8 Pfd Series C | REIT - Mortgage | Real Estate | -1.02 | -0.40 | -1.72 | -0.35 | 3.53 | 13.21 | 64.12 | 57.99 |
| | Franklin BSP Realty Trust Inc 7.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.10 | -0.15 | 0.59 | -0.32 | -7.65 | 11.18 | 26.91 | 26.82 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 2.64 | -0.13 | -3.19 | -12.28 | -15.10 | -6.74 | -0.34 | -11.84 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | -0.25 | 0.00 | -1.58 | 0.06 | 0.53 | 6.39 | 34.69 | 40.01 |
| | Annaly Capital Management Inc 6.95 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.48 | 0.32 | -0.59 | 0.73 | 2.87 | 9.75 | 25.02 | 37.81 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | -0.89 | 0.36 | -4.70 | -1.36 | -3.60 | 15.34 | 36.66 | 19.58 |
| | Annaly Capital Management Inc Pfd Series I | REIT - Mortgage | Real Estate | 1.12 | 0.63 | -0.86 | 1.06 | 3.07 | 10.31 | 26.08 | 31.07 |
| | PennyMac Mortgage Investment Trust SBI 6.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.68 | 0.68 | -0.72 | -1.26 | -3.35 | 10.21 | 25.20 | 14.20 |
| | Dynex Capital Inc 6.9 Fixed/Floating Pfd Series C | REIT - Mortgage | Real Estate | 0.83 | 0.71 | 0.47 | 3.33 | 3.91 | 12.84 | 37.61 | 30.37 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | 0.39 | 0.95 | 0.00 | 1.66 | 3.90 | 10.59 | 27.82 | 41.19 |
