| | Claros Mortgage Trust Inc | REIT - Mortgage | Real Estate | -5.25 | -6.77 | 16.06 | -26.09 | -29.34 | -62.70 | -70.96 | -79.44 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | 2.22 | -6.12 | -8.00 | -13.79 | -8.40 | 4.33 | 46.99 | 26.19 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | -0.55 | -2.38 | -1.31 | -17.30 | -8.04 | 7.91 | -8.97 | -29.39 |
| | PennyMac Mortgage Investment Trust 8.125 Pfd Series A | REIT - Mortgage | Real Estate | -0.21 | -1.43 | -3.98 | -2.38 | 4.46 | 5.29 | 19.20 | 37.76 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.09 | -1.41 | 2.70 | -2.52 | -9.62 | -8.92 | 0.67 | -1.16 |
| | PennyMac Mortgage Investment Trust 8 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.04 | -1.30 | -3.51 | -1.93 | 4.10 | 4.52 | 20.80 | 34.45 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | -0.64 | -0.92 | 0.96 | 5.36 | 5.60 | 11.73 | 51.46 | 51.88 |
| | Ellington Financial Inc 6.25 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.17 | -0.82 | 0.44 | 0.61 | 2.65 | 12.31 | 41.18 | 42.68 |
| | Two Harbors Investment Corp 7.25 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.12 | -0.63 | -0.72 | -2.15 | 0.06 | 6.99 | 43.89 | 42.26 |
| | Apollo Commercial Real Estate Finance Inc | REIT - Mortgage | Real Estate | -0.41 | -0.61 | 0.10 | 2.55 | 16.48 | 11.16 | 10.30 | 31.16 |
| | MFA Financial Inc 6.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.50 | -0.46 | -0.21 | -1.46 | 2.19 | 9.39 | 53.06 | 56.84 |
| | Rithm Capital Corp 7.5 Fixed-to-Floating Pfd Series A | REIT - Mortgage | Real Estate | -0.12 | -0.39 | 0.36 | 2.32 | 4.62 | 11.24 | 33.69 | 32.18 |
| | Rithm Capital Corp 7.125 Series B Fixed-to-Floating Rate Cum. Redeem. Pfd | REIT - Mortgage | Real Estate | 0.03 | -0.36 | 1.26 | 2.54 | 5.40 | 11.60 | 36.33 | 34.42 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | 0.00 | -0.27 | 0.94 | 1.88 | 5.43 | 11.08 | 29.90 | 52.07 |
| | New York Mortgage Trust Inc 7.875 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.04 | -0.20 | 1.65 | 3.25 | 3.37 | 12.89 | 36.99 | 48.63 |
| | Orchid Island Capital Inc | REIT - Mortgage | Real Estate | -0.85 | -0.14 | 2.17 | -7.09 | -2.01 | 0.49 | -0.00 | -16.05 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | 0.49 | -0.08 | 0.98 | -2.68 | -3.33 | -1.91 | 15.60 | 18.97 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | 0.23 | -0.06 | 1.53 | -0.55 | 0.66 | 15.55 | 23.54 | 16.96 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | -0.26 | -0.05 | 2.99 | -5.61 | -10.74 | -10.68 | -4.29 | -12.01 |
| | Ellington Financial Inc 7 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.00 | 0.00 | -1.08 | -3.16 | -2.12 | 13.49 | 27.37 | 27.37 |
| | New York Mortgage Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.14 | 0.00 | -1.41 | 1.64 | -1.03 | 16.45 | 40.01 | 34.23 |
| | Annaly Capital Management Inc Pfd Series I | REIT - Mortgage | Real Estate | 0.16 | 0.04 | 1.46 | 1.15 | 4.44 | 8.58 | 29.06 | 47.97 |
| | ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | -0.07 | 0.08 | 6.35 | 2.08 | 1.83 | 12.58 | 37.24 | 41.36 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.04 | 0.09 | -0.46 | -1.89 | 4.45 | 13.00 | 38.30 | 44.03 |
