| | 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 | 0.51 | -0.31 | 1.23 | -0.89 | -2.04 | 4.60 | 14.00 | 30.97 |
| | TPG Mortgage Investment Trust Inc 8 Pfd Series C | REIT - Mortgage | Real Estate | 0.54 | 1.46 | -2.84 | -2.56 | -3.72 | 1.94 | 14.02 | 63.93 |
| | PennyMac Mortgage Investment Trust 8.125 Pfd Series A | REIT - Mortgage | Real Estate | 0.30 | -3.79 | -7.98 | -10.69 | -15.99 | -12.87 | -9.61 | 21.22 |
| | Chimera Investment Corp 8 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | -0.23 | 0.28 | -10.81 | -16.75 | -17.96 | -15.29 | -15.44 | 25.48 |
| | Two Harbors Investment Corp. | REIT - Mortgage | Real Estate | 0.10 | 0.16 | 0.59 | 2.09 | 10.03 | 11.93 | 20.41 | 56.21 |
| | Dynex Capital Inc 6.9 Fixed/Floating Pfd Series C | REIT - Mortgage | Real Estate | 0.90 | 0.43 | -0.23 | 0.63 | 0.63 | 4.28 | 16.05 | 42.80 |
| | Inpoint Commercial Real Estate Income Inc 6.75 Cum. Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 1.30 | -7.03 | -12.34 | -12.36 | -6.79 | 3.69 | 5.19 | 16.82 |
| | Lument Finance Trust Inc 7.875 Redeem. Pfd Series A | REIT - Mortgage | Real Estate | 0.00 | 0.00 | -10.39 | -16.03 | -24.42 | -22.79 | -24.20 | 15.42 |
| | Rithm Capital Corp | REIT - Mortgage | Real Estate | 8.18 | 8.43 | -0.32 | 4.57 | -7.21 | -8.93 | 2.18 | 30.97 |
| | Rithm Capital Corp 6.375 Pfd Series C | REIT - Mortgage | Real Estate | -0.08 | 0.20 | -0.33 | -0.53 | -1.09 | 2.63 | 13.93 | 54.25 |
| | Rithm Capital Corp 7 Fixed-Rate Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.04 | 0.49 | 0.38 | 0.75 | 1.32 | 6.16 | 15.48 | 50.45 |
| | Rithm Capital Corp 7.125 Series B Fixed-to-Floating Rate Cum. Redeem. Pfd | REIT - Mortgage | Real Estate | 0.08 | 0.40 | -0.18 | 0.28 | -1.40 | 3.82 | 13.98 | 43.11 |
| | Rithm Capital Corp 7.5 Fixed-to-Floating Pfd Series A | REIT - Mortgage | Real Estate | -0.04 | 0.44 | 1.03 | 0.87 | -0.64 | 4.58 | 15.66 | 41.63 |
| | Sachem Capital Corp 8 Notes due 2027 | REIT - Mortgage | Real Estate | -0.08 | -0.91 | -1.27 | 1.68 | 2.35 | 10.48 | 18.97 | 34.48 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series G) | REIT - Mortgage | Real Estate | 0.27 | -3.05 | -4.20 | -1.72 | -2.59 | 2.84 | 11.75 | 42.53 |
| | Redwood Trust Inc 10 Pfd Series A | REIT - Mortgage | Real Estate | -2.16 | -1.73 | -24.73 | -30.85 | -30.83 | -26.73 | -24.19 | -4.89 |
| | Ellington Financial Inc Pfd Redeem. Series C | REIT - Mortgage | Real Estate | 0.28 | 0.46 | -0.35 | -1.00 | 0.20 | 5.09 | 13.72 | 42.35 |
| | Adamas Trust Inc | REIT - Mortgage | Real Estate | 1.03 | 2.23 | -7.35 | -9.08 | -0.26 | 20.44 | 16.76 | 16.76 |
| | PennyMac Mortgage Investment Trust 8.5 Sr. Notes due 2028 | REIT - Mortgage | Real Estate | -0.12 | 0.30 | -0.12 | -1.52 | -1.33 | 4.27 | 12.89 | 32.14 |
| | Ellington Financial Inc 7 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.88 | -0.67 | -4.47 | -1.54 | -4.67 | -6.85 | 8.14 | 33.75 |
| | MFA Financial Inc 8.875 Sr. Notes due 2029 | REIT - Mortgage | Real Estate | 0.04 | 0.00 | -0.32 | -0.83 | -1.76 | 3.69 | 9.24 | 17.05 |
| | Redwood Trust Inc 9.125 Sr. Notes Due 2029 | REIT - Mortgage | Real Estate | 0.49 | 3.90 | -6.12 | -8.75 | -10.62 | -5.29 | 2.02 | 9.59 |
| | TPG Mortgage Investment Trust Inc 9.5 Sr. Notes due 2029 | REIT - Mortgage | Real Estate | 0.02 | 1.02 | -0.53 | -1.04 | -1.26 | 4.17 | 11.64 | 19.18 |