| | PennyMac Mortgage Investment Trust 8.5 Sr. Notes due 2028 | REIT - Mortgage | Real Estate | 1.11 | 1.07 | -1.14 | -0.47 | 0.12 | 7.26 | 13.04 | 33.63 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.10 | 0.16 | 0.59 | 2.09 | 10.03 | 11.93 | 20.41 | 56.21 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 0.09 | -0.37 | -11.91 | -7.30 | -0.18 | -27.40 | -35.20 | -31.11 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.08 | 0.16 | 0.64 | 4.15 | 10.59 | 15.25 | 14.81 | 60.87 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.04 | 0.10 | 0.58 | 4.11 | 10.73 | 13.56 | 16.80 | 54.37 |
| | Annaly Capital Management Inc 6.95 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.00 | 0.55 | 0.87 | -1.13 | -0.74 | 4.72 | 13.68 | 29.41 |
| | TPG Mortgage Investment Trust Inc 8 Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | -1.16 | -0.16 | -1.39 | -0.08 | 3.83 | 16.56 | 60.93 |
| | PennyMac Mortgage Investment Trust 8.125 Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -2.86 | -8.28 | -9.74 | -14.11 | -11.66 | -9.49 | 19.31 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -6.54 | -12.73 | -15.49 | -16.29 | -14.68 | -14.72 | 19.73 |
| | Dynex Capital Inc 6.9 Fixed/Floating Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 0.04 | -0.85 | -0.43 | 1.14 | 5.02 | 16.19 | 39.83 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -3.34 | -9.22 | -7.01 | -1.33 | 12.56 | 12.70 | 42.84 |
| | Lument Finance Trust Inc 7.875 Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -3.70 | -6.25 | -13.30 | -21.41 | -18.42 | -19.01 | 11.96 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | 0.00 | -2.52 | -12.79 | -6.06 | -15.56 | -16.91 | -9.10 | 14.89 |
| | Rithm Capital Corp 6.375 Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | -0.53 | -0.81 | -0.73 | 2.08 | 4.00 | 14.44 | 54.39 |
| | Rithm Capital Corp 7 Fixed-Rate Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.00 | 0.24 | 0.64 | 0.84 | 1.77 | 6.42 | 15.30 | 47.23 |
| | Rithm Capital Corp 7.125 Series B Fixed-to-Floating Rate Cum. Redeem. Pfd | REIT - Mortgage | Real Estate | 0.00 | -0.98 | -0.23 | -0.63 | 1.04 | 4.23 | 14.48 | 41.18 |
| | Rithm Capital Corp 7.5 Fixed-to-Floating Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -0.47 | 0.22 | -0.75 | -0.24 | 4.32 | 14.66 | 37.71 |
| | Sachem Capital Corp 8 Notes due 2027 | REIT - Mortgage | Real Estate | 0.00 | -0.27 | -1.27 | 0.42 | 3.07 | 11.16 | 21.46 | 37.06 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series G) | REIT - Mortgage | Real Estate | 0.00 | -1.23 | -1.66 | -0.28 | 2.18 | 5.09 | 13.48 | 44.81 |
| | Redwood Trust Inc 10 Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | -11.64 | -27.86 | -30.99 | -29.65 | -28.13 | -22.64 | -9.01 |
| | Ellington Financial Inc Pfd Redeem. Series C | REIT - Mortgage | Real Estate | 0.00 | -0.69 | -2.26 | -0.89 | -0.71 | 4.21 | 12.65 | 40.93 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | 0.00 | -0.65 | -14.97 | -15.34 | 0.26 | 17.77 | 14.66 | 14.66 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.00 | -2.61 | -12.00 | -9.17 | 1.95 | -23.25 | -32.48 | -20.66 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.00 | 1.72 | 0.87 | -2.02 | -0.57 | 2.78 | 11.01 | 50.52 |