Prices behind these yields as of Aug 25, 2026 — the newest exchange trade timestamp on the quotes behind this table (max(quotes.quote_ts)), not the time our pipeline last wrote to the database. Prices and payment history from Financial Modeling Prep (FMP). Every yield on this page is computed here from those two fields — no provider publishes it as a rate, and none of it is an index or benchmark yield.

Each row is one company. The tickers listed are its separate preferred series — same issuer, different terms, and often noticeably different yields.

Only issuers with two or more live series are listed. Both yield columns are forward yields — the last regular distribution annualised by its cadence, divided by the latest price. They are not trailing twelve-month yields, not yields to call and not index yields, and they must not be read as any of those. This is a research screen, not a recommendation. Exchange-traded debt is excluded from this page; the baby bond table is on the main section page.

This table lists 76 companies in our universe with two or more live preferred series — 252 series between the companies shown — ordered by the number of series outstanding. Both yield columns are forward yields, so the low and the high are measured the same way. The widest spread between one issuer's own series is 3.40 percentage points, at W. R. Berkley Corporation. A gap like that is usually about call dates, fixed-to-floating terms and trading volume rather than about the company's health.