| | 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 |
| | 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 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 |
| | 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 |
| | 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 |
| | 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 |
| | 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 |
| | 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 |
| | Sachem Capital Corp | REIT - Mortgage | Real Estate | -1.21 | -2.28 | -10.80 | 1.22 | -23.12 | -24.54 | -60.80 | -69.99 |
| | TPG RE Finance Trust | REIT - Mortgage | Real Estate | 0.96 | 8.46 | -7.92 | -26.12 | -24.61 | -25.05 | -11.74 | 42.39 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.10 | -0.75 | -2.33 | -1.56 | -2.02 | 2.53 | 13.56 | 29.21 |
| | Granite Point Mortgage Trust Inc | REIT - Mortgage | Real Estate | 0.21 | -4.92 | -42.29 | -63.96 | -68.22 | -82.32 | -82.34 | -85.48 |
| | KKR Real Estate Finance Trust Inc | REIT - Mortgage | Real Estate | 0.70 | -0.69 | -4.95 | -19.33 | -5.42 | -31.46 | -44.20 | -27.92 |
| | Ready Capital Corp | REIT - Mortgage | Real Estate | 3.96 | -4.55 | -28.08 | -29.05 | -41.99 | -65.54 | -83.30 | -85.88 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.16 | -0.32 | -2.46 | -1.77 | -2.08 | 3.43 | 14.11 | 37.83 |
| | AGNC Investment Corp Dep. Pfd (Rep. 6.875 Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -0.21 | -1.07 | -2.96 | -1.95 | -1.75 | 3.30 | 12.26 | 35.28 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.27 | 1.23 | -1.27 | -4.82 | 11.66 | 25.20 | 29.15 | 45.40 |
| | Lument Finance Trust Inc | REIT - Mortgage | Real Estate | -0.47 | -3.41 | -19.35 | -47.20 | -66.54 | -73.61 | -79.55 | -71.49 |
| | Angel Oak Mortgage REIT Inc | REIT - Mortgage | Real Estate | 0.82 | 2.50 | -2.77 | -15.96 | -17.47 | -14.76 | -4.93 | 24.65 |
| | ACRES Commercial Realty Corp | REIT - Mortgage | Real Estate | 7.05 | 12.40 | -1.52 | -32.93 | -42.19 | -39.34 | -23.54 | 67.24 |