| | MFA Financial Inc 9 Sr. Notes due 2029 | REIT - Mortgage | Real Estate | 0.20 | 0.21 | -0.36 | -0.75 | -1.83 | 3.09 | 9.92 | 15.38 |
| | TPG Mortgage Investment Trust Inc 9.5 Sr. Notes due 2029 | REIT - Mortgage | Real Estate | -0.16 | 0.92 | -0.55 | -0.98 | -1.37 | 1.68 | 4.33 | 6.34 |
| | Chimera Investment Corp 9 Sr. Notes due 2029 | REIT - Mortgage | Real Estate | 0.14 | 0.44 | -0.54 | -1.22 | -2.30 | 3.12 | 9.59 | 16.14 |
| | Angel Oak Mortgage REIT Inc 9.5 Sr. Notes due 2029 | REIT - Mortgage | Real Estate | -0.04 | 1.45 | -3.31 | -1.72 | -2.60 | -2.35 | -2.00 | -1.33 |
| | Rithm Property Trust Inc 9.875 Pfd Series C | REIT - Mortgage | Real Estate | -0.61 | -0.81 | -2.31 | -1.80 | -3.54 | 2.32 | 8.15 | 8.15 |
| | Annaly Capital Management Inc Pfd Series J | REIT - Mortgage | Real Estate | -0.08 | -0.35 | -0.47 | -1.62 | -2.38 | 3.78 | 7.04 | 7.04 |
| | Adamas Trust Inc 9.875 Sr. Notes Due 2030 | REIT - Mortgage | Real Estate | 0.20 | -0.20 | -0.95 | -1.70 | -2.77 | 4.10 | 4.96 | 4.96 |
| | Adamas Trust Inc 6.875 Redeem. Pfd Series F | REIT - Mortgage | Real Estate | 0.48 | 0.05 | -6.46 | -3.95 | -2.93 | 9.58 | 12.32 | 12.32 |
| | Adamas Trust Inc 9.125 Sr. Notes due 2030 | REIT - Mortgage | Real Estate | -0.12 | 0.20 | -2.08 | -2.04 | -2.63 | 2.94 | 4.98 | 4.98 |
| | Adamas Trust Inc 9.125 Sr. Notes due 2029 | REIT - Mortgage | Real Estate | 0.14 | 1.17 | -0.10 | -0.46 | -1.07 | 4.63 | 6.75 | 6.75 |
| | Adamas Trust Inc 7 Cum. Redeem. Pfd Series G | REIT - Mortgage | Real Estate | 2.07 | 11.70 | -7.28 | -10.44 | -9.63 | -7.98 | -0.40 | -0.40 |
| | Adamas Trust Inc Conv. Pfd Series D | REIT - Mortgage | Real Estate | -0.79 | -1.88 | -8.47 | -4.71 | -3.15 | 6.24 | 11.39 | 11.39 |
| | Adamas Trust Inc 7.875 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.08 | -0.32 | -4.03 | -1.56 | -2.68 | 4.63 | 7.17 | 7.17 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series H) | REIT - Mortgage | Real Estate | -0.08 | -0.04 | -5.70 | -5.98 | -6.42 | -1.57 | -1.45 | -1.45 |
| | Chimera Investment Corp 8.875 Sr. Notes due 2030 | REIT - Mortgage | Real Estate | -0.44 | 1.14 | -0.44 | -2.24 | -2.20 | 0.18 | 1.68 | 1.68 |
| | Rithm Capital Corp 8.75 Cum. Redeem. Pfd Series E | REIT - Mortgage | Real Estate | 0.43 | 0.13 | -2.30 | -4.10 | -6.25 | -3.42 | -2.65 | -2.65 |
| | Redwood Trust Inc 9.75 Sr. Notes due 2031 | REIT - Mortgage | Real Estate | -0.30 | 1.71 | -5.52 | -18.16 | -16.26 | -16.26 | -16.26 | -16.26 |