| | Sachem Capital Corp 7.75 Pfd Series A | REIT - Mortgage | Real Estate | 0.86 | 2.25 | -5.80 | -1.21 | 11.12 | 20.44 | 3.32 | 35.17 |
| | NexPoint Real Estate Finance Inc 8.5 Pfd Series A | REIT - Mortgage | Real Estate | -0.41 | -2.79 | -3.38 | -0.83 | 5.17 | 5.30 | 13.75 | 66.26 |
| | NexPoint Real Estate Finance Inc | REIT - Mortgage | Real Estate | -1.31 | -3.20 | -2.64 | -10.54 | 4.79 | 20.65 | 29.33 | 40.26 |
| | Sachem Capital Corp 8 Notes due 2027 | REIT - Mortgage | Real Estate | -0.18 | 0.70 | -0.47 | 2.30 | 2.93 | 10.63 | 20.67 | 36.63 |
| | KKR Real Estate Finance Trust Inc 6.5 Pfd Series A | REIT - Mortgage | Real Estate | 0.22 | 1.21 | 0.38 | 0.60 | 1.88 | -0.63 | -3.96 | 40.72 |
| | Sachem Capital Corp 7.125 Notes due 2027 | REIT - Mortgage | Real Estate | 0.00 | -0.08 | -0.73 | 0.74 | 1.80 | 9.73 | 15.29 | 31.08 |
| | Ellington Financial Inc 6.25 Cum. Redeem. Pfd Series B | REIT - Mortgage | Real Estate | -0.32 | -0.34 | -1.28 | -0.33 | 1.23 | 9.04 | 20.28 | 57.25 |
| | Sachem Capital Corp 6 Notes due 2026 | REIT - Mortgage | Real Estate | 0.18 | 0.41 | 0.31 | 0.77 | 1.00 | 5.73 | 17.13 | 32.45 |
| | Annaly Capital Management, Inc. | REIT - Mortgage | Real Estate | -0.04 | 0.08 | -2.00 | -2.00 | 0.32 | 3.11 | 13.39 | 30.99 |
| | Rithm Capital Corp 7 Fixed-Rate Cum. Redeem. Pfd Series D | REIT - Mortgage | Real Estate | -1.69 | -1.42 | -1.30 | -1.15 | -0.52 | 4.19 | 14.18 | 50.05 |
| | Dynex Capital Inc 6.9 Fixed/Floating Pfd Series C | REIT - Mortgage | Real Estate | -0.27 | -0.27 | -2.02 | 0.51 | -0.70 | 3.67 | 15.26 | 44.18 |
| | Ellington Financial Inc Pfd Redeem. Series C | REIT - Mortgage | Real Estate | 0.00 | -0.87 | -0.67 | -1.95 | -0.79 | 3.73 | 12.04 | 43.81 |
| | PennyMac Mortgage Investment Trust 8.5 Sr. Notes due 2028 | REIT - Mortgage | Real Estate | 0.28 | -0.32 | -0.12 | -1.50 | -0.96 | 2.40 | 13.72 | 31.12 |
| | Annaly Capital Management Inc 6.5 Conv. Pfd Series G | REIT - Mortgage | Real Estate | -0.68 | -0.80 | -2.06 | -1.49 | -1.12 | 2.65 | 10.80 | 37.70 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th Pfd Series C) | REIT - Mortgage | Real Estate | -0.04 | 0.64 | -1.71 | -1.36 | -1.78 | 3.55 | 13.57 | 36.61 |
| | AGNC Investment Corp Dep. Pfd (Rep. 1/1000th 6.5 Pfd Series E) | REIT - Mortgage | Real Estate | -0.12 | -0.16 | -2.66 | -1.85 | -2.16 | 3.64 | 14.20 | 45.70 |
| | AGNC Investment Corp 6.125 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.41 | -1.34 | -3.80 | -2.88 | -2.33 | 2.48 | 10.46 | 48.10 |
| | Adamas Trust Inc 9.125 Sr. Notes due 2029 | REIT - Mortgage | Real Estate | -0.56 | -1.26 | -0.76 | -1.71 | -2.33 | 3.40 | 5.41 | 5.41 |
| | Invesco Mortgage Capital Inc 7.5 Cum. Redeem. Pfd Series C | REIT - Mortgage | Real Estate | -0.56 | -1.62 | -2.79 | -8.04 | -2.54 | -2.56 | 6.50 | 57.53 |
| | Cherry Hill Mortgage Investment Corp | REIT - Mortgage | Real Estate | -1.52 | 1.56 | -0.38 | 15.56 | -2.62 | 21.13 | 2.22 | 42.20 |
| | Annaly Capital Management Inc 6.95 Cum. Redeem. Pfd Series F | REIT - Mortgage | Real Estate | -0.28 | -0.94 | 0.00 | -1.90 | -2.70 | 3.45 | 12.86 | 35.01 |
| | Cherry Hill Mortgage Investment Corp Pfd Series B Fixed/Floating | REIT - Mortgage | Real Estate | -1.10 | -0.93 | -4.45 | -6.76 | -2.70 | -1.96 | 6.35 | 40.32 |
| | Rithm Capital Corp 7.5 Fixed-to-Floating Pfd Series A | REIT - Mortgage | Real Estate | -2.18 | -2.15 | -2.11 | -2.60 | -2.72 | 2.06 | 13.04 | 39.40 |
| | Annaly Capital Management Inc Pfd Series J | REIT - Mortgage | Real Estate | 0.00 | -0.20 | -0.51 | -2.53 | -2.83 | 3.66 | 6.83 | 6.83 |