| | Sachem Capital Corp 7.75 Pfd Series A | REIT - Mortgage | Real Estate | 0.72 | -0.38 | -6.69 | -2.88 | 9.47 | 14.45 | 3.13 | 30.72 |
| | TPG RE Finance Trust 6.25 Pfd Series C | REIT - Mortgage | Real Estate | -0.67 | 1.68 | -3.03 | -11.95 | -10.24 | -2.32 | -4.02 | 47.84 |
| | Chimera Investment Corp 8 Fixed/Floating Pfd Series B | REIT - Mortgage | Real Estate | -0.81 | -1.79 | -6.90 | -5.87 | -9.58 | -4.16 | 2.62 | 36.64 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | 0.11 | -1.30 | 1.39 | 0.50 | 2.47 | -3.04 | -3.15 | 38.95 |
| | PennyMac Mortgage Investment Trust SBI 6.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -1.19 | 1.81 | -7.84 | -11.79 | -13.41 | -13.87 | -13.35 | 19.08 |
| | MFA Financial Inc 6.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -1.22 | -0.50 | -3.65 | -6.33 | -7.12 | -2.98 | 5.85 | 46.29 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -1.14 | -1.27 | -7.14 | -6.85 | -10.21 | -4.46 | 2.70 | 36.22 |
| | Arbor Realty Trust Inc 6.25 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 2.14 | 2.96 | -24.12 | -27.34 | -31.83 | -32.53 | -35.04 | -12.87 |
| | Chimera Investment Corp 7.75 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -1.47 | -0.05 | -9.42 | -10.31 | -11.79 | -6.20 | -1.82 | 43.62 |
| | TPG Mortgage Investment Trust Inc 8.25 Pfd Series A | REIT - Mortgage | Real Estate | 0.06 | 1.23 | -14.29 | -16.93 | -19.77 | -14.85 | -10.60 | 31.09 |
| | Arbor Realty Trust Inc 6.25 Pfd Series F | REIT - Mortgage | Real Estate | 0.89 | 8.56 | -27.36 | -28.80 | -31.09 | -27.27 | -13.04 | 8.99 |
| | MFA Financial Inc 7.5 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -1.34 | 2.05 | -8.41 | -13.48 | -14.63 | -13.94 | -11.83 | 21.08 |
| | Granite Point Mortgage Trust Inc Pfd A | REIT - Mortgage | Real Estate | 0.62 | -2.46 | -13.76 | -29.07 | -35.09 | -31.45 | -11.60 | 3.23 |
| | Cherry Hill Mortgage Investment Corp 8.2 Cum. Pfd Series A | REIT - Mortgage | Real Estate | -0.66 | -0.15 | -9.83 | -12.29 | -6.39 | -6.90 | -6.80 | 28.60 |
| | Ellington Financial Inc 6.25 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.10 | -0.06 | -0.98 | 0.91 | 0.79 | 8.94 | 21.82 | 56.54 |
| | Armour Residential REIT Inc 7 Cum. Pfd Series C | REIT - Mortgage | Real Estate | -0.66 | -1.00 | -6.18 | -9.17 | -10.76 | -9.76 | -8.05 | 26.13 |
| | ACRES Commercial Realty Corp 7.875 Pfd Series D | REIT - Mortgage | Real Estate | 1.34 | 1.77 | -13.45 | -23.68 | -23.18 | -20.43 | -17.40 | 14.91 |
| | Arbor Realty Trust Inc 6.375 Pfd Series D | REIT - Mortgage | Real Estate | 1.94 | 3.77 | -24.36 | -27.45 | -31.41 | -32.53 | -33.60 | -12.67 |
| | ACRES Commercial Realty Corp 8.625 Pfd Series C | REIT - Mortgage | Real Estate | -1.20 | 0.48 | -20.75 | -23.68 | -24.28 | -20.56 | -11.41 | 10.44 |
| | Annaly Capital Management Inc 6.5 Conv. Pfd Series G | REIT - Mortgage | Real Estate | -0.04 | -0.52 | -0.68 | -0.99 | -0.36 | 3.52 | 12.27 | 29.17 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | -1.01 | -0.13 | -4.93 | -8.11 | -2.63 | -0.76 | 6.44 | 44.01 |
| | PennyMac Mortgage Investment Trust 8 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | 0.15 | -3.45 | -8.12 | -11.71 | -14.55 | -12.39 | -8.44 | 22.86 |
| | Franklin BSP Realty Trust Inc 7.5 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | -1.20 | -1.64 | -9.77 | -7.60 | -10.72 | -13.52 | -13.11 | 20.74 |
| | Ready Capital Corp 6.25 Cum. Conv. Pfd Series C | REIT - Mortgage | Real Estate | 0.14 | -5.19 | -14.52 | -17.90 | -18.68 | -32.62 | -41.22 | -35.58 |