| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | 1.51 | 3.06 | 2.38 | 2.48 | 14.09 | 13.13 | 23.14 | 60.94 |
| | Sachem Capital Corp 7.75 Pfd Series A | REIT - Mortgage | Real Estate | 1.64 | 0.62 | -9.75 | -2.56 | 12.25 | 15.40 | 7.31 | 32.39 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.28 | -2.72 | -10.69 | -3.51 | 10.81 | 20.65 | 21.62 | 39.53 |
| | Two Harbors Investment Corp | REIT - Mortgage | Real Estate | 0.04 | 0.10 | 0.58 | 4.11 | 10.73 | 13.56 | 16.80 | 54.37 |
| | 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 | 0.10 | 0.16 | 0.59 | 2.09 | 10.03 | 11.93 | 20.41 | 56.21 |
| | Sachem Capital Corp 7.125 Notes due 2027 | REIT - Mortgage | Real Estate | 0.41 | 0.29 | -0.34 | 1.23 | 4.37 | 7.63 | 15.87 | 31.28 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | -0.63 | -1.54 | 2.51 | 1.25 | 3.97 | -5.52 | -2.20 | 36.22 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series G) | REIT - Mortgage | Real Estate | 0.38 | -0.96 | -1.11 | 0.64 | 3.83 | 3.70 | 14.48 | 46.03 |
| | Adamas Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 1.75 | -1.30 | -2.28 | 0.20 | 3.79 | 14.23 | 16.86 | 16.86 |
| | Sachem Capital Corp 8 Notes due 2027 | REIT - Mortgage | Real Estate | -0.12 | -0.16 | -1.13 | 0.41 | 3.06 | 9.40 | 21.60 | 38.71 |
| | Adamas Trust Inc Conv. Pfd Series D | REIT - Mortgage | Real Estate | 0.90 | -2.97 | -5.88 | -2.25 | 3.02 | 11.40 | 16.54 | 16.54 |
| | Sachem Capital Corp 6 Notes due 2026 | REIT - Mortgage | Real Estate | 0.00 | 0.44 | -0.12 | 1.39 | 1.80 | 4.94 | 16.93 | 29.65 |
| | Rithm Capital Corp 7 Fixed-Rate Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.04 | 0.00 | 0.60 | 0.44 | 1.61 | 6.00 | 15.33 | 47.38 |
| | Ready Capital Corp 6.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -0.36 | -1.11 | -16.20 | -7.93 | 1.36 | -21.69 | -31.10 | -19.44 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | 0.41 | -1.21 | -3.12 | -1.01 | 1.19 | 3.39 | 12.38 | 32.70 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | 0.48 | -0.44 | -1.99 | -0.65 | 0.92 | 4.55 | 15.62 | 35.30 |
| | Rithm Capital Corp 7.125 Series B Fixed-to-Floating Rate Cum. Redeem. Pfd | REIT - Mortgage | Real Estate | 0.04 | -1.02 | -0.28 | -0.44 | 0.84 | 4.06 | 15.15 | 40.43 |
| | Ellington Financial Inc 6.25 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.29 | -1.72 | -1.92 | -0.24 | 0.82 | 7.33 | 21.77 | 50.76 |
| | Annaly Capital Management Inc 6.5 Conv. Pfd Series G | REIT - Mortgage | Real Estate | 0.28 | -0.44 | -0.55 | 1.01 | 0.80 | 4.27 | 13.21 | 29.00 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | 0.67 | 0.12 | -1.55 | -0.35 | 0.79 | 3.88 | 15.45 | 29.69 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | 0.62 | 2.82 | 0.58 | -1.89 | 0.78 | 3.79 | 12.38 | 54.02 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.41 | -1.29 | -3.19 | -1.99 | 0.78 | 3.16 | 13.11 | 37.71 |
| | Dynex Capital Inc 6.9 Fixed/Floating Pfd Series C | REIT - Mortgage | Real Estate | 0.22 | 0.10 | -0.86 | -0.09 | 0.65 | 4.43 | 16.70 | 42.10 |