Looks like the deceased was invested for dividends. If you feel safe in that mix hold them, study what to look for, and then make some moves.
I chose AGNC over NLY a year ago. Good choice. You can compare them all on this Yahoo website. Just click on charts, click 2 years and compare as many as you want.
Personally I would sell CYS and NLY. And for a little safety add SO.
The only reason I have CYS is I had money sitting, doing nothing, and it worked out just right to 'park' it in CYS. Not real pleased with it. Have a tiny loss but will hold a while longer till I find something I think is better.