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.
Go with PSEC, NGLS, CYS, and one of MTGE/NLY/AGNC if you want 4. Roll the proceeds into more diversified things or plow it into the stocks you choose to hold, if you wanna stay with more concentrated holdings. You could always hold all 8 and just take the dividends in cash and use the cash to buy new holdings in other industries/sectors if you wish.