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library(PerformanceAnalytics)
library(gt)
#1. Unique categories ##Import data:
data<- read_excel("Constituent Companies of the FTSE Nareit All REITs Index_modified_2022.xlsx")
head(data)
## # A tibble: 6 × 7
## No Company Symbols Inves…¹ Prope…² Prope…³ MKV(m…⁴
## <dbl> <chr> <chr> <chr> <chr> <chr> <dbl>
## 1 1 Alexandria Real Estate Equities… ARE Equity Office Office 23776
## 2 2 Boston Properties, Inc. BXP Equity Office Office 10591.
## 3 3 Kilroy Realty Corporation KRC Equity Office Office 4513.
## 4 4 Vornado Realty Trust VNO Equity Office Office 3990.
## 5 5 Cousins Properties Incorporated CUZ Equity Office Office 3830.
## 6 6 Highwoods Properties, Inc. HIW Equity Office Office 2942.
## # … with abbreviated variable names ¹`Investment Sector`, ²`Property Sector`,
## # ³`Property Subsector`, ⁴`MKV(millions)`
view(data)
str(data)
## tibble [206 × 7] (S3: tbl_df/tbl/data.frame)
## $ No : num [1:206] 1 2 3 4 5 6 7 8 9 10 ...
## $ Company : chr [1:206] "Alexandria Real Estate Equities, Inc." "Boston Properties, Inc." "Kilroy Realty Corporation" "Vornado Realty Trust" ...
## $ Symbols : chr [1:206] "ARE" "BXP" "KRC" "VNO" ...
## $ Investment Sector : chr [1:206] "Equity" "Equity" "Equity" "Equity" ...
## $ Property Sector : chr [1:206] "Office" "Office" "Office" "Office" ...
## $ Property Subsector: chr [1:206] "Office" "Office" "Office" "Office" ...
## $ MKV(millions) : num [1:206] 23776 10591 4513 3990 3830 ...
##Q1.1 What are the unique categories of property sectors?
dat1_1 <- distinct(data, `Property Sector`) %>% mutate(No. = 1:n())
dat1_1 <- dat1_1[,c(2,1)]
dat1_1 %>% kbl (caption = "Unique categories of property subsectors ",align = "c") %>% kable_styling(bootstrap_options = "striped", full_width = F, position = "center") %>%
kable_paper() %>%
scroll_box(width = "300px", height = "400px")
| No. | Property Sector |
|---|---|
| 1 | Office |
| 2 | Industrial |
| 3 | Retail |
| 4 | Residential |
| 5 | Diversified |
| 6 | Lodging/Resorts |
| 7 | Self Storage |
| 8 | Health Care |
| 9 | Timber |
| 10 | Infrastructure |
| 11 | Data Centers |
| 12 | Specialty |
| 13 | Mortgage |
##Q1.2 What are the unique categories of property subsectors?
dat1_2 <- distinct(data, `Property Subsector`) %>% mutate(No. = 1:n())
dat1_2 <- dat1_2[,c(2,1)]
dat1_2 %>% kbl (caption = "Unique categories of property subsectors ",align = "c") %>% kable_styling(bootstrap_options = "striped", full_width = F, position = "center") %>%
kable_paper() %>%
scroll_box(width = "300px", height = "400px")
| No. | Property Subsector |
|---|---|
| 1 | Office |
| 2 | Industrial |
| 3 | Shopping Centers |
| 4 | Regional Malls |
| 5 | Free Standing |
| 6 | Apartments |
| 7 | Manufactured Homes |
| 8 | Single Family Homes |
| 9 | Diversified |
| 10 | Lodging/Resorts |
| 11 | Self Storage |
| 12 | Health Care |
| 13 | Timber |
| 14 | Infrastructure |
| 15 | Data Centers |
| 16 | Specialty |
| 17 | Home Financing |
| 18 | Commercial Financing |
##Q1.3 Compute the number of firms in each property subsector and average MKV.
data1_3 <- data %>% group_by(`Property Sector`,`Property Subsector`) %>%
summarise(no_firms = n(),
avg_MKV = mean(`MKV(millions)`),
.groups = 'drop')
as.data.frame(data1_3) %>%
kbl(caption="Number of firms in each property subsector and average MKV")%>%
row_spec(row =0, bold= TRUE, color = "blue", background = "skyblue") %>%
kable_styling(bootstrap_options = "striped", full_width = F, position = "center") %>%
kable_paper() %>%
scroll_box(width = "400px", height = "300px")
| Property Sector | Property Subsector | no_firms | avg_MKV |
|---|---|---|---|
| Data Centers | Data Centers | 2 | 44722.550 |
| Diversified | Diversified | 15 | 1948.987 |
| Health Care | Health Care | 15 | 6474.113 |
| Industrial | Industrial | 12 | 12654.633 |
| Infrastructure | Infrastructure | 6 | 31458.133 |
| Lodging/Resorts | Lodging/Resorts | 16 | 2075.931 |
| Mortgage | Commercial Financing | 19 | 1245.400 |
| Mortgage | Home Financing | 25 | 1287.928 |
| Office | Office | 22 | 3152.032 |
| Residential | Apartments | 16 | 7300.619 |
| Residential | Manufactured Homes | 3 | 10182.967 |
| Residential | Single Family Homes | 2 | 14361.800 |
| Retail | Free Standing | 12 | 6515.150 |
| Retail | Regional Malls | 3 | 13908.133 |
| Retail | Shopping Centers | 20 | 3159.960 |
| Self Storage | Self Storage | 6 | 14941.417 |
| Specialty | Specialty | 9 | 8427.322 |
| Timber | Timber | 3 | 10395.067 |
#Q2 Data wrangling ##Q2.1 Delete “No” column and rename:
data2 <- data[,-1]
colnames(data2) <- c("Company", "Symbols","Investment_Sector", "Property_Sector","Property_Subsector", "MKV_mio")
data2 %>%
kbl(caption="New dataset after rename 6 columns")%>%
row_spec(row =0, bold= TRUE, color = "black", background = "skyblue") %>%
kable_styling(bootstrap_options = "striped", full_width = F, position = "center") %>%
kable_paper() %>%
scroll_box(width = "100%", height = "400px")
| Company | Symbols | Investment_Sector | Property_Sector | Property_Subsector | MKV_mio |
|---|---|---|---|---|---|
| Alexandria Real Estate Equities, Inc. | ARE | Equity | Office | Office | 23776.0 |
| Boston Properties, Inc. | BXP | Equity | Office | Office | 10590.6 |
| Kilroy Realty Corporation | KRC | Equity | Office | Office | 4513.4 |
| Vornado Realty Trust | VNO | Equity | Office | Office | 3990.2 |
| Cousins Properties Incorporated | CUZ | Equity | Office | Office | 3829.8 |
| Highwoods Properties, Inc. | HIW | Equity | Office | Office | 2942.2 |
| Corporate Office Properties Trust | OFC | Equity | Office | Office | 2916.2 |
| Douglas Emmett, Inc | DEI | Equity | Office | Office | 2756.3 |
| Equity Commonwealth | EQC | Equity | Office | Office | 2732.4 |
| SL Green Realty Corp. | SLG | Equity | Office | Office | 2168.2 |
| Hudson Pacific Properties, Inc. | HPP | Equity | Office | Office | 1378.3 |
| Paramount Group, Inc. | PGRE | Equity | Office | Office | 1305.8 |
| Easterly Government Properties Inc | DEA | Equity | Office | Office | 1295.4 |
| Piedmont Office Realty Trust, Inc. Class A | PDM | Equity | Office | Office | 1130.9 |
| Empire State Realty Trust, Inc. Class A | ESRT | Equity | Office | Office | 1081.3 |
| Brandywine Realty Trust | BDN | Equity | Office | Office | 1054.0 |
| Office Properties Income Trust | OPI | Equity | Office | Office | 646.5 |
| Orion Office REIT, Inc. | ONL | Equity | Office | Office | 483.6 |
| City Office REIT, Inc. | CIO | Equity | Office | Office | 332.8 |
| Franklin Street Properties Corp. | FSP | Equity | Office | Office | 281.6 |
| Creative Media & Community Trust Corporation | CMCT | Equity | Office | Office | 114.5 |
| New York City REIT, Inc. Class A | NYC | Equity | Office | Office | 24.7 |
| Prologis, Inc. | PLD | Equity | Industrial | Industrial | 104036.6 |
| Rexford Industrial Realty, Inc. | REXR | Equity | Industrial | Industrial | 10026.0 |
| Americold Realty Trust, Inc. | COLD | Equity | Industrial | Industrial | 7606.1 |
| EastGroup Properties, Inc. | EGP | Equity | Industrial | Industrial | 6450.4 |
| First Industrial Realty Trust, Inc. | FR | Equity | Industrial | Industrial | 6370.4 |
| STAG Industrial, Inc. | STAG | Equity | Industrial | Industrial | 5790.4 |
| Terreno Realty Corporation | TRNO | Equity | Industrial | Industrial | 4295.7 |
| Innovative Industrial Properties Inc | IIPR | Equity | Industrial | Industrial | 2834.8 |
| LXP Industrial Trust | LXP | Equity | Industrial | Industrial | 2762.7 |
| Plymouth Industrial REIT, Inc. | PLYM | Equity | Industrial | Industrial | 821.9 |
| INDUS Realty Trust, Inc. | INDT | Equity | Industrial | Industrial | 646.7 |
| Industrial Logistics Properties Trust | ILPT | Equity | Industrial | Industrial | 213.9 |
| Kimco Realty Corporation | KIM | Equity | Retail | Shopping Centers | 13089.4 |
| Regency Centers Corporation | REG | Equity | Retail | Shopping Centers | 10772.6 |
| Federal Realty Investment Trust | FRT | Equity | Retail | Shopping Centers | 8175.0 |
| Brixmor Property Group, Inc. | BRX | Equity | Retail | Shopping Centers | 6790.4 |
| Kite Realty Group Trust | KRG | Equity | Retail | Shopping Centers | 4610.8 |
| Phillips Edison & Company, Inc. | PECO | Equity | Retail | Shopping Centers | 3715.7 |
| SITE Centers Corp. | SITC | Equity | Retail | Shopping Centers | 2920.9 |
| Tanger Factory Outlet Centers, Inc. | SKT | Equity | Retail | Shopping Centers | 1874.2 |
| Retail Opportunity Investments Corp. | ROIC | Equity | Retail | Shopping Centers | 1866.8 |
| Urban Edge Properties | UE | Equity | Retail | Shopping Centers | 1654.6 |
| InvenTrust Properties Corp | IVT | Equity | Retail | Shopping Centers | 1595.1 |
| Acadia Realty Trust | AKR | Equity | Retail | Shopping Centers | 1361.6 |
| Alexander & Baldwin, Inc. | ALEX | Equity | Retail | Shopping Centers | 1361.3 |
| Saul Centers, Inc. | BFS | Equity | Retail | Shopping Centers | 972.3 |
| RPT Realty | RPT | Equity | Retail | Shopping Centers | 855.1 |
| Urstadt Biddle Properties Inc. Class A | UBA | Equity | Retail | Shopping Centers | 565.7 |
| Whitestone REIT | WSR | Equity | Retail | Shopping Centers | 473.8 |
| CTO Realty Growth Inc | CTO | Equity | Retail | Shopping Centers | 343.7 |
| Urstadt Biddle Properties Inc. | UBP | Equity | Retail | Shopping Centers | 186.9 |
| Wheeler Real Estate Investment Trust, Inc. | WHLR | Equity | Retail | Shopping Centers | 13.3 |
| Simon Property Group, Inc. | SPG | Equity | Retail | Regional Malls | 38573.7 |
| Macerich Company | MAC | Equity | Retail | Regional Malls | 2416.6 |
| CBL & Associates Properties, Inc. | CBL | Equity | Retail | Regional Malls | 734.1 |
| Realty Income Corporation | O | Equity | Retail | Free Standing | 39780.4 |
| STORE Capital Corporation | STOR | Equity | Retail | Free Standing | 8995.0 |
| National Retail Properties, Inc. | NNN | Equity | Retail | Free Standing | 8178.8 |
| Agree Realty Corporation | ADC | Equity | Retail | Free Standing | 6282.5 |
| Spirit Realty Capital, Inc. | SRC | Equity | Retail | Free Standing | 5576.6 |
| Essential Properties Realty Trust, Inc. | EPRT | Equity | Retail | Free Standing | 3314.5 |
| Four Corners Property Trust, Inc. | FCPT | Equity | Retail | Free Standing | 2175.2 |
| Getty Realty Corp. | GTY | Equity | Retail | Free Standing | 1581.9 |
| NETSTREIT Corp. | NTST | Equity | Retail | Free Standing | 1005.9 |
| Necessity Retail REIT, Inc. Class A | RTL | Equity | Retail | Free Standing | 788.9 |
| Postal Realty Trust, Inc. Class A | PSTL | Equity | Retail | Free Standing | 276.3 |
| Alpine Income Property Trust, Inc. | PINE | Equity | Retail | Free Standing | 225.8 |
| AvalonBay Communities, Inc. | AVB | Equity | Residential | Apartments | 22583.4 |
| Equity Residential | EQR | Equity | Residential | Apartments | 22186.5 |
| Mid-America Apartment Communities, Inc. | MAA | Equity | Residential | Apartments | 18121.0 |
| Essex Property Trust, Inc. | ESS | Equity | Residential | Apartments | 13845.4 |
| UDR, Inc. | UDR | Equity | Residential | Apartments | 12584.3 |
| Camden Property Trust | CPT | Equity | Residential | Apartments | 11917.6 |
| Apartment Income REIT Corp | AIRC | Equity | Residential | Apartments | 5144.0 |
| Independence Realty Trust, Inc. | IRT | Equity | Residential | Apartments | 3777.9 |
| Elme Communities | ELME | Equity | Residential | Apartments | 1556.2 |
| Veris Residential, Inc. | VRE | Equity | Residential | Apartments | 1450.1 |
| NexPoint Residential Trust, Inc. | NXRT | Equity | Residential | Apartments | 1118.5 |
| Apartment Investment & Management Co Class A | AIV | Equity | Residential | Apartments | 1086.2 |
| Centerspace | CSR | Equity | Residential | Apartments | 884.1 |
| BRT Apartments Corp | BRT | Equity | Residential | Apartments | 370.6 |
| Clipper Realty, Inc. | CLPR | Equity | Residential | Apartments | 102.8 |
| Bluerock Homes Trust, Inc. Class A | BHM | Equity | Residential | Apartments | 81.3 |
| Sun Communities, Inc. | SUI | Equity | Residential | Manufactured Homes | 17635.3 |
| Equity LifeStyle Properties, Inc. | ELS | Equity | Residential | Manufactured Homes | 12016.3 |
| UMH Properties, Inc. | UMH | Equity | Residential | Manufactured Homes | 897.3 |
| Invitation Homes, Inc. | INVH | Equity | Residential | Single Family Homes | 18089.9 |
| American Homes 4 Rent Class A | AMH | Equity | Residential | Single Family Homes | 10633.7 |
| W. P. Carey Inc. | WPC | Equity | Diversified | Diversified | 16257.8 |
| Broadstone Net Lease, Inc. | BNL | Equity | Diversified | Diversified | 2806.2 |
| JBG SMITH Properties | JBGS | Equity | Diversified | Diversified | 2171.1 |
| American Assets Trust, Inc. | AAT | Equity | Diversified | Diversified | 1603.8 |
| Global Net Lease Inc | GNL | Equity | Diversified | Diversified | 1302.6 |
| Service Properties Trust | SVC | Equity | Diversified | Diversified | 1203.5 |
| Alexander’s, Inc. | ALX | Equity | Diversified | Diversified | 1123.9 |
| Armada Hoffler Properties, Inc. | AHH | Equity | Diversified | Diversified | 778.6 |
| Gladstone Commercial Corporation | GOOD | Equity | Diversified | Diversified | 731.4 |
| iStar Inc. | STAR | Equity | Diversified | Diversified | 661.5 |
| One Liberty Properties, Inc. | OLP | Equity | Diversified | Diversified | 469.4 |
| Modiv Inc. Class C | MDV | Equity | Diversified | Diversified | 89.5 |
| Medalist Diversified REIT, Inc. | MDRR | Equity | Diversified | Diversified | 12.4 |
| Presidio Property Trust, Inc. Class A | SQFT | Equity | Diversified | Diversified | 12.2 |
| Generation Income Properties, Inc. | GIPR | Equity | Diversified | Diversified | 10.9 |
| Host Hotels & Resorts, Inc. | HST | Equity | Lodging/Resorts | Lodging/Resorts | 11472.2 |
| Ryman Hospitality Properties, Inc. | RHP | Equity | Lodging/Resorts | Lodging/Resorts | 4509.8 |
| Apple Hospitality REIT Inc | APLE | Equity | Lodging/Resorts | Lodging/Resorts | 3611.9 |
| Park Hotels & Resorts, Inc. | PK | Equity | Lodging/Resorts | Lodging/Resorts | 2650.9 |
| Sunstone Hotel Investors, Inc. | SHO | Equity | Lodging/Resorts | Lodging/Resorts | 2051.0 |
| Pebblebrook Hotel Trust | PEB | Equity | Lodging/Resorts | Lodging/Resorts | 1758.8 |
| DiamondRock Hospitality Company | DRH | Equity | Lodging/Resorts | Lodging/Resorts | 1727.0 |
| RLJ Lodging Trust | RLJ | Equity | Lodging/Resorts | Lodging/Resorts | 1723.5 |
| Xenia Hotels & Resorts, Inc. | XHR | Equity | Lodging/Resorts | Lodging/Resorts | 1507.2 |
| Summit Hotel Properties, Inc. | INN | Equity | Lodging/Resorts | Lodging/Resorts | 773.0 |
| Chatham Lodging Trust | CLDT | Equity | Lodging/Resorts | Lodging/Resorts | 598.8 |
| Hersha Hospitality Trust Class A | HT | Equity | Lodging/Resorts | Lodging/Resorts | 335.3 |
| Braemar Hotels & Resorts, Inc. | BHR | Equity | Lodging/Resorts | Lodging/Resorts | 292.9 |
| Ashford Hospitality Trust, Inc. | AHT | Equity | Lodging/Resorts | Lodging/Resorts | 154.1 |
| Sotherly Hotels Inc. | SOHO | Equity | Lodging/Resorts | Lodging/Resorts | 33.3 |
| InnSuites Hospitality Trust | IHT | Equity | Lodging/Resorts | Lodging/Resorts | 15.2 |
| Public Storage | PSA | Equity | Self Storage | Self Storage | 49181.5 |
| Extra Space Storage Inc. | EXR | Equity | Self Storage | Self Storage | 19763.3 |
| CubeSmart | CUBE | Equity | Self Storage | Self Storage | 9033.6 |
| Life Storage, Inc. | LSI | Equity | Self Storage | Self Storage | 8309.9 |
| National Storage Affiliates Trust | NSA | Equity | Self Storage | Self Storage | 3306.0 |
| Global Self Storage, Inc. | SELF | Equity | Self Storage | Self Storage | 54.2 |
| Welltower Inc | WELL | Equity | Health Care | Health Care | 30973.8 |
| Ventas, Inc. | VTR | Equity | Health Care | Health Care | 18006.3 |
| Healthpeak Properties, Inc. | PEAK | Equity | Health Care | Health Care | 13526.7 |
| Healthcare Realty Trust Incorporated Class A | HR | Equity | Health Care | Health Care | 7334.8 |
| Medical Properties Trust, Inc. | MPW | Equity | Health Care | Health Care | 6683.1 |
| Omega Healthcare Investors, Inc. | OHI | Equity | Health Care | Health Care | 6574.3 |
| Physicians Realty Trust | DOC | Equity | Health Care | Health Care | 3302.9 |
| Sabra Health Care REIT, Inc. | SBRA | Equity | Health Care | Health Care | 2870.8 |
| National Health Investors, Inc. | NHI | Equity | Health Care | Health Care | 2265.8 |
| CareTrust REIT, Inc. | CTRE | Equity | Health Care | Health Care | 1802.8 |
| LTC Properties, Inc. | LTC | Equity | Health Care | Health Care | 1439.1 |
| Community Healthcare Trust Incorporated | CHCT | Equity | Health Care | Health Care | 897.6 |
| Universal Health Realty Income Trust | UHT | Equity | Health Care | Health Care | 658.0 |
| Global Medical REIT, Inc. | GMRE | Equity | Health Care | Health Care | 621.1 |
| Diversified Healthcare Trust | DHC | Equity | Health Care | Health Care | 154.6 |
| Weyerhaeuser Company | WY | Equity | Timber | Timber | 22813.4 |
| Rayonier Inc. | RYN | Equity | Timber | Timber | 4821.8 |
| PotlatchDeltic Corporation | PCH | Equity | Timber | Timber | 3550.0 |
| American Tower Corporation | AMT | Equity | Infrastructure | Infrastructure | 98437.1 |
| Crown Castle Inc. | CCI | Equity | Infrastructure | Infrastructure | 58736.4 |
| SBA Communications Corp. Class A | SBAC | Equity | Infrastructure | Infrastructure | 30219.1 |
| Uniti Group Inc. | UNIT | Equity | Infrastructure | Infrastructure | 1311.2 |
| CorEnergy Infrastructure Trust, Inc. | CORR | Equity | Infrastructure | Infrastructure | 31.7 |
| Power REIT | PW | Equity | Infrastructure | Infrastructure | 13.3 |
| Equinix, Inc. | EQIX | Equity | Data Centers | Data Centers | 60615.2 |
| Digital Realty Trust, Inc. | DLR | Equity | Data Centers | Data Centers | 28829.9 |
| VICI Properties Inc | VICI | Equity | Specialty | Specialty | 31201.3 |
| Iron Mountain, Inc. | IRM | Equity | Specialty | Specialty | 14484.5 |
| Gaming and Leisure Properties, Inc. | GLPI | Equity | Specialty | Specialty | 13307.9 |
| Lamar Advertising Company Class A | LAMR | Equity | Specialty | Specialty | 8218.7 |
| EPR Properties | EPR | Equity | Specialty | Specialty | 2827.9 |
| OUTFRONT Media Inc. | OUT | Equity | Specialty | Specialty | 2719.3 |
| Safehold Inc. | SAFE | Equity | Specialty | Specialty | 1772.8 |
| Farmland Partners Inc | FPI | Equity | Specialty | Specialty | 680.1 |
| Gladstone Land Corp. | LAND | Equity | Specialty | Specialty | 633.4 |
| Annaly Capital Management, Inc. | NLY | Mortgage | Mortgage | Home Financing | 9862.6 |
| AGNC Investment Corp. | AGNC | Mortgage | Mortgage | Home Financing | 5916.3 |
| Rithm Capital Corp. | RITM | Mortgage | Mortgage | Home Financing | 3870.3 |
| Two Harbors Investment Corp. | TWO | Mortgage | Mortgage | Home Financing | 1356.8 |
| Chimera Investment Corporation | CIM | Mortgage | Mortgage | Home Financing | 1274.6 |
| Ready Capital Corporation | RC | Mortgage | Mortgage | Home Financing | 1231.1 |
| PennyMac Mortgage Investment Trust | PMT | Mortgage | Mortgage | Home Financing | 1101.8 |
| Franklin BSP Realty Trust, Inc. | FBRT | Mortgage | Mortgage | Home Financing | 1064.0 |
| MFA Financial, Inc. | MFA | Mortgage | Mortgage | Home Financing | 1009.2 |
| New York Mortgage Trust, Inc. | NYMT | Mortgage | Mortgage | Home Financing | 949.9 |
| Redwood Trust, Inc. | RWT | Mortgage | Mortgage | Home Financing | 766.2 |
| Ellington Financial Inc. | EFC | Mortgage | Mortgage | Home Financing | 747.6 |
| ARMOUR Residential REIT, Inc. | ARR | Mortgage | Mortgage | Home Financing | 743.9 |
| Dynex Capital, Inc. | DX | Mortgage | Mortgage | Home Financing | 589.6 |
| Invesco Mortgage Capital Inc. | IVR | Mortgage | Mortgage | Home Financing | 450.0 |
| Orchid Island Capital, Inc. | ORC | Mortgage | Mortgage | Home Financing | 350.9 |
| Great Ajax Corp. | AJX | Mortgage | Mortgage | Home Financing | 164.8 |
| Cherry Hill Mortgage Investment Corp. | CHMI | Mortgage | Mortgage | Home Financing | 121.7 |
| Angel Oak Mortgage, Inc. | AOMR | Mortgage | Mortgage | Home Financing | 118.7 |
| AG Mortgage Investment Trust, Inc. | MITT | Mortgage | Mortgage | Home Financing | 117.2 |
| Lument Finance Trust, Inc. | LFT | Mortgage | Mortgage | Home Financing | 99.2 |
| Ellington Residential Mortgage REIT | EARN | Mortgage | Mortgage | Home Financing | 89.9 |
| Arlington Asset Investment Corp. Class A | AAIC | Mortgage | Mortgage | Home Financing | 84.7 |
| Manhattan Bridge Capital, Inc. | LOAN | Mortgage | Mortgage | Home Financing | 62.0 |
| Western Asset Mortgage Capital Corporation | WMC | Mortgage | Mortgage | Home Financing | 55.2 |
| Starwood Property Trust, Inc. | STWD | Mortgage | Mortgage | Commercial Financing | 5625.8 |
| Blackstone Mortgage Trust, Inc. Class A | BXMT | Mortgage | Mortgage | Commercial Financing | 3605.0 |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | HASI | Mortgage | Mortgage | Commercial Financing | 2574.5 |
| Arbor Realty Trust, Inc. | ABR | Mortgage | Mortgage | Commercial Financing | 2246.3 |
| Claros Mortgage Trust, Inc. | CMTG | Mortgage | Mortgage | Commercial Financing | 2054.3 |
| Apollo Commercial Real Estate Finance, Inc. | ARI | Mortgage | Mortgage | Commercial Financing | 1512.8 |
| Ladder Capital Corp. Class A | LADR | Mortgage | Mortgage | Commercial Financing | 1277.3 |
| KKR Real Estate Finance Trust, Inc. | KREF | Mortgage | Mortgage | Commercial Financing | 966.8 |
| BrightSpire Capital Inc | BRSP | Mortgage | Mortgage | Commercial Financing | 803.5 |
| Ares Commercial Real Estate Corporation | ACRE | Mortgage | Mortgage | Commercial Financing | 560.2 |
| TPG RE Finance Trust, Inc. | TRTX | Mortgage | Mortgage | Commercial Financing | 524.1 |
| Broadmark Realty Capital Inc | BRMK | Mortgage | Mortgage | Commercial Financing | 472.7 |
| AFC Gamma, Inc. | AFCG | Mortgage | Mortgage | Commercial Financing | 320.3 |
| Granite Point Mortgage Trust Inc. | GPMT | Mortgage | Mortgage | Commercial Financing | 280.6 |
| Chicago Atlantic Real Estate Finance, Inc. | REFI | Mortgage | Mortgage | Commercial Financing | 266.1 |
| NexPoint Real Estate Finance, Inc. | NREF | Mortgage | Mortgage | Commercial Financing | 237.5 |
| Seven Hills Realty Trust | SEVN | Mortgage | Mortgage | Commercial Financing | 132.7 |
| Sachem Capital Corp. | SACH | Mortgage | Mortgage | Commercial Financing | 129.8 |
| ACRES Commercial Realty Corp. | ACR | Mortgage | Mortgage | Commercial Financing | 72.3 |
##Q2.2 Convert the following columns into categorical data:
col <- c("Investment_Sector","Property_Sector","Property_Subsector")
data2[col] <- lapply(data2[col],factor)
data2_2 <- data2[,-1]
head(data2_2)
## # A tibble: 6 × 5
## Symbols Investment_Sector Property_Sector Property_Subsector MKV_mio
## <chr> <fct> <fct> <fct> <dbl>
## 1 ARE Equity Office Office 23776
## 2 BXP Equity Office Office 10591.
## 3 KRC Equity Office Office 4513.
## 4 VNO Equity Office Office 3990.
## 5 CUZ Equity Office Office 3830.
## 6 HIW Equity Office Office 2942.
#3 Group analysis and plotting
##3.1 Select firms with ‘Investment_Sector’ being equal to ‘Equity’
data_equity <- data2 %>% group_by(Company) %>%
filter(Investment_Sector== "Equity") %>% select(1,3)
data_equity %>%
kbl(caption="Firms with Investment Sector is Equity")%>%
row_spec(row =0, bold= TRUE, color = "blue", background = "skyblue") %>%
kable_styling(bootstrap_options = "striped", full_width = F, position = "center") %>%
kable_paper() %>%
scroll_box(width = "100%", height = "400px")
| Company | Investment_Sector |
|---|---|
| Alexandria Real Estate Equities, Inc. | Equity |
| Boston Properties, Inc. | Equity |
| Kilroy Realty Corporation | Equity |
| Vornado Realty Trust | Equity |
| Cousins Properties Incorporated | Equity |
| Highwoods Properties, Inc. | Equity |
| Corporate Office Properties Trust | Equity |
| Douglas Emmett, Inc | Equity |
| Equity Commonwealth | Equity |
| SL Green Realty Corp. | Equity |
| Hudson Pacific Properties, Inc. | Equity |
| Paramount Group, Inc. | Equity |
| Easterly Government Properties Inc | Equity |
| Piedmont Office Realty Trust, Inc. Class A | Equity |
| Empire State Realty Trust, Inc. Class A | Equity |
| Brandywine Realty Trust | Equity |
| Office Properties Income Trust | Equity |
| Orion Office REIT, Inc. | Equity |
| City Office REIT, Inc. | Equity |
| Franklin Street Properties Corp. | Equity |
| Creative Media & Community Trust Corporation | Equity |
| New York City REIT, Inc. Class A | Equity |
| Prologis, Inc. | Equity |
| Rexford Industrial Realty, Inc. | Equity |
| Americold Realty Trust, Inc. | Equity |
| EastGroup Properties, Inc. | Equity |
| First Industrial Realty Trust, Inc. | Equity |
| STAG Industrial, Inc. | Equity |
| Terreno Realty Corporation | Equity |
| Innovative Industrial Properties Inc | Equity |
| LXP Industrial Trust | Equity |
| Plymouth Industrial REIT, Inc. | Equity |
| INDUS Realty Trust, Inc. | Equity |
| Industrial Logistics Properties Trust | Equity |
| Kimco Realty Corporation | Equity |
| Regency Centers Corporation | Equity |
| Federal Realty Investment Trust | Equity |
| Brixmor Property Group, Inc. | Equity |
| Kite Realty Group Trust | Equity |
| Phillips Edison & Company, Inc. | Equity |
| SITE Centers Corp. | Equity |
| Tanger Factory Outlet Centers, Inc. | Equity |
| Retail Opportunity Investments Corp. | Equity |
| Urban Edge Properties | Equity |
| InvenTrust Properties Corp | Equity |
| Acadia Realty Trust | Equity |
| Alexander & Baldwin, Inc. | Equity |
| Saul Centers, Inc. | Equity |
| RPT Realty | Equity |
| Urstadt Biddle Properties Inc. Class A | Equity |
| Whitestone REIT | Equity |
| CTO Realty Growth Inc | Equity |
| Urstadt Biddle Properties Inc. | Equity |
| Wheeler Real Estate Investment Trust, Inc. | Equity |
| Simon Property Group, Inc. | Equity |
| Macerich Company | Equity |
| CBL & Associates Properties, Inc. | Equity |
| Realty Income Corporation | Equity |
| STORE Capital Corporation | Equity |
| National Retail Properties, Inc. | Equity |
| Agree Realty Corporation | Equity |
| Spirit Realty Capital, Inc. | Equity |
| Essential Properties Realty Trust, Inc. | Equity |
| Four Corners Property Trust, Inc. | Equity |
| Getty Realty Corp. | Equity |
| NETSTREIT Corp. | Equity |
| Necessity Retail REIT, Inc. Class A | Equity |
| Postal Realty Trust, Inc. Class A | Equity |
| Alpine Income Property Trust, Inc. | Equity |
| AvalonBay Communities, Inc. | Equity |
| Equity Residential | Equity |
| Mid-America Apartment Communities, Inc. | Equity |
| Essex Property Trust, Inc. | Equity |
| UDR, Inc. | Equity |
| Camden Property Trust | Equity |
| Apartment Income REIT Corp | Equity |
| Independence Realty Trust, Inc. | Equity |
| Elme Communities | Equity |
| Veris Residential, Inc. | Equity |
| NexPoint Residential Trust, Inc. | Equity |
| Apartment Investment & Management Co Class A | Equity |
| Centerspace | Equity |
| BRT Apartments Corp | Equity |
| Clipper Realty, Inc. | Equity |
| Bluerock Homes Trust, Inc. Class A | Equity |
| Sun Communities, Inc. | Equity |
| Equity LifeStyle Properties, Inc. | Equity |
| UMH Properties, Inc. | Equity |
| Invitation Homes, Inc. | Equity |
| American Homes 4 Rent Class A | Equity |
| W. P. Carey Inc. | Equity |
| Broadstone Net Lease, Inc. | Equity |
| JBG SMITH Properties | Equity |
| American Assets Trust, Inc. | Equity |
| Global Net Lease Inc | Equity |
| Service Properties Trust | Equity |
| Alexander’s, Inc. | Equity |
| Armada Hoffler Properties, Inc. | Equity |
| Gladstone Commercial Corporation | Equity |
| iStar Inc. | Equity |
| One Liberty Properties, Inc. | Equity |
| Modiv Inc. Class C | Equity |
| Medalist Diversified REIT, Inc. | Equity |
| Presidio Property Trust, Inc. Class A | Equity |
| Generation Income Properties, Inc. | Equity |
| Host Hotels & Resorts, Inc. | Equity |
| Ryman Hospitality Properties, Inc. | Equity |
| Apple Hospitality REIT Inc | Equity |
| Park Hotels & Resorts, Inc. | Equity |
| Sunstone Hotel Investors, Inc. | Equity |
| Pebblebrook Hotel Trust | Equity |
| DiamondRock Hospitality Company | Equity |
| RLJ Lodging Trust | Equity |
| Xenia Hotels & Resorts, Inc. | Equity |
| Summit Hotel Properties, Inc. | Equity |
| Chatham Lodging Trust | Equity |
| Hersha Hospitality Trust Class A | Equity |
| Braemar Hotels & Resorts, Inc. | Equity |
| Ashford Hospitality Trust, Inc. | Equity |
| Sotherly Hotels Inc. | Equity |
| InnSuites Hospitality Trust | Equity |
| Public Storage | Equity |
| Extra Space Storage Inc. | Equity |
| CubeSmart | Equity |
| Life Storage, Inc. | Equity |
| National Storage Affiliates Trust | Equity |
| Global Self Storage, Inc. | Equity |
| Welltower Inc | Equity |
| Ventas, Inc. | Equity |
| Healthpeak Properties, Inc. | Equity |
| Healthcare Realty Trust Incorporated Class A | Equity |
| Medical Properties Trust, Inc. | Equity |
| Omega Healthcare Investors, Inc. | Equity |
| Physicians Realty Trust | Equity |
| Sabra Health Care REIT, Inc. | Equity |
| National Health Investors, Inc. | Equity |
| CareTrust REIT, Inc. | Equity |
| LTC Properties, Inc. | Equity |
| Community Healthcare Trust Incorporated | Equity |
| Universal Health Realty Income Trust | Equity |
| Global Medical REIT, Inc. | Equity |
| Diversified Healthcare Trust | Equity |
| Weyerhaeuser Company | Equity |
| Rayonier Inc. | Equity |
| PotlatchDeltic Corporation | Equity |
| American Tower Corporation | Equity |
| Crown Castle Inc. | Equity |
| SBA Communications Corp. Class A | Equity |
| Uniti Group Inc. | Equity |
| CorEnergy Infrastructure Trust, Inc. | Equity |
| Power REIT | Equity |
| Equinix, Inc. | Equity |
| Digital Realty Trust, Inc. | Equity |
| VICI Properties Inc | Equity |
| Iron Mountain, Inc. | Equity |
| Gaming and Leisure Properties, Inc. | Equity |
| Lamar Advertising Company Class A | Equity |
| EPR Properties | Equity |
| OUTFRONT Media Inc. | Equity |
| Safehold Inc. | Equity |
| Farmland Partners Inc | Equity |
| Gladstone Land Corp. | Equity |
##Q3.2 Compute the sum of MKV by Property Sector.
mkv <- data2 %>% group_by(Property_Sector) %>%
summarise(MKV = sum(MKV_mio)) %>%
arrange(desc(MKV))
mkv1 <- mutate(mkv, MKV_text = MKV) %>% gt() %>% fmt_currency(columns = MKV_text, currency = "USD")
mkv1
| Property_Sector | MKV | MKV_text |
|---|---|---|
| Infrastructure | 188748.8 | $188,748.80 |
| Retail | 183105.4 | $183,105.40 |
| Residential | 176082.4 | $176,082.40 |
| Industrial | 151855.6 | $151,855.60 |
| Health Care | 97111.7 | $97,111.70 |
| Self Storage | 89648.5 | $89,648.50 |
| Data Centers | 89445.1 | $89,445.10 |
| Specialty | 75845.9 | $75,845.90 |
| Office | 69344.7 | $69,344.70 |
| Mortgage | 55860.8 | $55,860.80 |
| Lodging/Resorts | 33214.9 | $33,214.90 |
| Timber | 31185.2 | $31,185.20 |
| Diversified | 29234.8 | $29,234.80 |
##Q3.3 Plot the MKV by Property Sector
mkv %>% ggplot(aes(x= reorder(Property_Sector,MKV), y = MKV, fill= MKV), ) +
geom_bar(stat = "identity", position = "dodge")+
labs( title = "Market value by Equity Property Sector($M)",
x = "Property Sector",
y = "Market Value") +
scale_y_continuous(labels = scales::dollar_format(scale = 1)) +
coord_flip()
#Q4 Download price from yahoo finance
##Q4.1 Download each Symbol’s daily adjusted closing price from 2010/01/01 to 2022/12/31.
stockPrice <-lapply((data2$Symbols),function(x){
getSymbols(x,
from = "2010/01/01",
to = "2022/12/31",
periodicity = "daily",
src = "yahoo",
auto.assign = FALSE)})
names(stockPrice) <- data2$Symbols
adjPrice <- lapply(stockPrice, Ad)
adjPrice <- do.call(merge, adjPrice)
adjPrice %>% head(10)
## ARE.Adjusted BXP.Adjusted KRC.Adjusted VNO.Adjusted CUZ.Adjusted
## 2010-01-04 43.12880 43.64644 20.14190 29.86839 14.78186
## 2010-01-05 42.67408 44.30991 20.21480 29.64231 15.52095
## 2010-01-06 42.45013 44.51807 20.17503 29.52286 15.83215
## 2010-01-07 42.84376 44.71320 20.75166 29.97930 16.16280
## 2010-01-08 42.70124 44.13430 20.71189 29.64658 15.85160
## 2010-01-11 42.92519 44.34244 21.14270 29.74042 16.04610
## 2010-01-12 42.98628 43.90012 21.09630 29.33091 15.77380
## 2010-01-13 43.10164 44.62215 21.60664 30.05608 16.20169
## 2010-01-14 43.08807 44.43351 21.26200 30.17978 16.14335
## 2010-01-15 42.55872 44.29040 21.04991 29.90252 16.10444
## HIW.Adjusted OFC.Adjusted DEI.Adjusted EQC.Adjusted SLG.Adjusted
## 2010-01-04 17.59737 20.52097 9.527957 13.40137 32.54273
## 2010-01-05 17.12442 20.82768 9.642671 13.54772 31.93749
## 2010-01-06 17.05375 20.95832 9.615680 13.79860 31.72466
## 2010-01-07 17.36905 20.86177 9.777626 13.81951 32.52943
## 2010-01-08 17.24946 20.76522 9.662916 13.56862 32.29664
## 2010-01-11 17.34731 20.87880 9.791126 13.65225 32.87527
## 2010-01-12 17.09723 20.60618 9.683161 13.27592 33.00164
## 2010-01-13 17.27120 21.21392 9.926082 13.65225 33.79311
## 2010-01-14 17.20052 21.36159 9.818117 13.61044 33.64678
## 2010-01-15 17.11354 21.48654 9.885594 13.52681 33.28764
## HPP.Adjusted PGRE.Adjusted DEA.Adjusted PDM.Adjusted ESRT.Adjusted
## 2010-01-04 NA NA NA NA NA
## 2010-01-05 NA NA NA NA NA
## 2010-01-06 NA NA NA NA NA
## 2010-01-07 NA NA NA NA NA
## 2010-01-08 NA NA NA NA NA
## 2010-01-11 NA NA NA NA NA
## 2010-01-12 NA NA NA NA NA
## 2010-01-13 NA NA NA NA NA
## 2010-01-14 NA NA NA NA NA
## 2010-01-15 NA NA NA NA NA
## BDN.Adjusted OPI.Adjusted ONL.Adjusted CIO.Adjusted FSP.Adjusted
## 2010-01-04 5.666382 31.71932 NA NA 6.465184
## 2010-01-05 5.721836 31.33267 NA NA 6.329945
## 2010-01-06 5.792411 31.52599 NA NA 6.242699
## 2010-01-07 5.847867 31.59503 NA NA 6.203434
## 2010-01-08 5.822659 31.73313 NA NA 6.155447
## 2010-01-11 5.822659 31.70551 NA NA 6.103098
## 2010-01-12 5.757124 30.95983 NA NA 5.959136
## 2010-01-13 5.883154 31.66409 NA NA 5.985310
## 2010-01-14 5.787373 30.42127 NA NA 5.911151
## 2010-01-15 5.767207 31.01506 NA NA 5.850076
## CMCT.Adjusted NYC.Adjusted PLD.Adjusted REXR.Adjusted COLD.Adjusted
## 2010-01-04 17.09539 NA 16.94887 NA NA
## 2010-01-05 16.89267 NA 17.19606 NA NA
## 2010-01-06 16.78005 NA 17.04241 NA NA
## 2010-01-07 16.75753 NA 17.18270 NA NA
## 2010-01-08 16.89267 NA 17.13593 NA NA
## 2010-01-11 17.88370 NA 17.15598 NA NA
## 2010-01-12 17.32062 NA 16.77518 NA NA
## 2010-01-13 16.89267 NA 17.22946 NA NA
## 2010-01-14 16.89267 NA 17.16266 NA NA
## 2010-01-15 16.75753 NA 17.08249 NA NA
## EGP.Adjusted FR.Adjusted STAG.Adjusted TRNO.Adjusted IIPR.Adjusted
## 2010-01-04 24.22865 4.254948 NA NA NA
## 2010-01-05 23.70249 4.340668 NA NA NA
## 2010-01-06 23.66446 4.231570 NA NA NA
## 2010-01-07 23.74053 4.325083 NA NA NA
## 2010-01-08 23.68981 4.231570 NA NA NA
## 2010-01-11 23.74053 4.348463 NA NA NA
## 2010-01-12 23.41089 4.309497 NA NA NA
## 2010-01-13 23.65178 4.395221 NA NA NA
## 2010-01-14 24.20330 4.434186 NA NA NA
## 2010-01-15 24.42517 4.465356 NA NA NA
## LXP.Adjusted PLYM.Adjusted INDT.Adjusted ILPT.Adjusted KIM.Adjusted
## 2010-01-04 2.945247 NA 24.95744 NA 7.612266
## 2010-01-05 2.954569 NA 24.48541 NA 7.573255
## 2010-01-06 2.912626 NA 23.98764 NA 7.606691
## 2010-01-07 2.940587 NA 24.07346 NA 7.863034
## 2010-01-08 2.977870 NA 24.33951 NA 7.762727
## 2010-01-11 2.991850 NA 24.54549 NA 7.874178
## 2010-01-12 2.912626 NA 23.94473 NA 7.656845
## 2010-01-13 2.931267 NA 24.45967 NA 7.907616
## 2010-01-14 2.893985 NA 24.12495 NA 7.785015
## 2010-01-15 2.959228 NA 23.91898 NA 7.589974
## REG.Adjusted FRT.Adjusted BRX.Adjusted KRG.Adjusted PECO.Adjusted
## 2010-01-04 21.17593 43.90083 NA 8.264446 NA
## 2010-01-05 21.32819 43.84844 NA 8.063858 NA
## 2010-01-06 21.35864 43.73056 NA 8.264444 NA
## 2010-01-07 21.52307 43.71746 NA 8.645576 NA
## 2010-01-08 21.48655 43.44236 NA 8.665634 NA
## 2010-01-11 21.80932 43.98599 NA 8.625515 NA
## 2010-01-12 21.40737 43.23280 NA 8.525220 NA
## 2010-01-13 22.02857 44.09077 NA 8.384803 NA
## 2010-01-14 21.92504 43.91394 NA 8.324627 NA
## 2010-01-15 22.18692 44.26761 NA 8.424923 NA
## SITC.Adjusted SKT.Adjusted ROIC.Adjusted UE.Adjusted IVT.Adjusted
## 2010-01-04 8.401089 11.04945 6.406981 NA NA
## 2010-01-05 8.328427 11.23726 6.444745 NA NA
## 2010-01-06 8.174029 11.45352 6.451036 NA NA
## 2010-01-07 8.537322 11.32547 6.469919 NA NA
## 2010-01-08 8.455579 11.16612 6.476213 NA NA
## 2010-01-11 8.510073 11.21734 6.457332 NA NA
## 2010-01-12 8.337514 10.90717 6.482507 NA NA
## 2010-01-13 8.882448 11.42792 6.482507 NA NA
## 2010-01-14 8.673556 11.44214 6.476213 NA NA
## 2010-01-15 8.382925 11.35677 6.513976 NA NA
## AKR.Adjusted ALEX.Adjusted BFS.Adjusted RPT.Adjusted UBA.Adjusted
## 2010-01-04 10.57935 NA 19.85815 5.038891 7.861887
## 2010-01-05 10.51697 NA 19.52818 4.846450 7.745223
## 2010-01-06 10.47954 NA 19.34819 4.750232 7.700384
## 2010-01-07 10.61678 NA 19.89414 4.760359 7.705539
## 2010-01-08 10.41717 NA 20.69207 4.704653 7.607608
## 2010-01-11 10.49202 NA 20.81206 4.699590 7.695231
## 2010-01-12 10.41093 NA 20.57808 4.588178 7.494213
## 2010-01-13 10.85381 NA 20.92367 4.583112 7.762234
## 2010-01-14 10.75400 NA 21.05100 4.593239 7.808622
## 2010-01-15 10.69163 NA 20.51139 4.709717 7.731311
## WSR.Adjusted CTO.Adjusted UBP.Adjusted WHLR.Adjusted SPG.Adjusted
## 2010-01-04 NA 7.698833 7.444953 NA 43.83769
## 2010-01-05 NA 7.598239 7.479975 NA 43.53773
## 2010-01-06 NA 7.491222 7.398726 NA 43.04892
## 2010-01-07 NA 7.611084 7.271775 NA 43.60994
## 2010-01-08 NA 7.634625 7.124512 NA 42.56567
## 2010-01-11 NA 7.692418 7.205759 NA 42.60453
## 2010-01-12 NA 7.666731 7.073731 NA 41.76578
## 2010-01-13 NA 7.653889 7.236229 NA 42.18794
## 2010-01-14 NA 7.833679 7.190527 NA 42.37680
## 2010-01-15 NA 7.722381 7.236229 NA 41.59913
## MAC.Adjusted CBL.Adjusted O.Adjusted STOR.Adjusted NNN.Adjusted
## 2010-01-04 17.52952 NA 13.90159 NA 11.36129
## 2010-01-05 17.32324 NA 14.13594 NA 11.32939
## 2010-01-06 16.77481 NA 14.12529 NA 11.43572
## 2010-01-07 16.84021 NA 14.42356 NA 11.48357
## 2010-01-08 16.52324 NA 14.62063 NA 11.31876
## 2010-01-11 16.56852 NA 14.50878 NA 11.38256
## 2010-01-12 16.21632 NA 14.56203 NA 11.24433
## 2010-01-13 16.59870 NA 14.72716 NA 11.34535
## 2010-01-14 16.73959 NA 14.66857 NA 11.21775
## 2010-01-15 16.49305 NA 14.64193 NA 11.13800
## ADC.Adjusted SRC.Adjusted EPRT.Adjusted FCPT.Adjusted GTY.Adjusted
## 2010-01-04 12.18415 NA NA NA 12.00436
## 2010-01-05 12.10200 NA NA NA 11.79669
## 2010-01-06 11.94283 NA NA NA 11.77136
## 2010-01-07 11.99418 NA NA NA 11.82201
## 2010-01-08 11.87608 NA NA NA 11.80681
## 2010-01-11 11.88122 NA NA NA 11.79162
## 2010-01-12 11.90689 NA NA NA 11.72071
## 2010-01-13 12.06606 NA NA NA 11.86760
## 2010-01-14 12.07119 NA NA NA 11.83721
## 2010-01-15 11.89149 NA NA NA 11.75110
## NTST.Adjusted RTL.Adjusted PSTL.Adjusted PINE.Adjusted AVB.Adjusted
## 2010-01-04 NA NA NA NA 53.51211
## 2010-01-05 NA NA NA NA 53.11012
## 2010-01-06 NA NA NA NA 52.60926
## 2010-01-07 NA NA NA NA 52.71469
## 2010-01-08 NA NA NA NA 52.31930
## 2010-01-11 NA NA NA NA 53.03762
## 2010-01-12 NA NA NA NA 51.79209
## 2010-01-13 NA NA NA NA 52.99807
## 2010-01-14 NA NA NA NA 52.68176
## 2010-01-15 NA NA NA NA 52.34566
## EQR.Adjusted MAA.Adjusted ESS.Adjusted UDR.Adjusted CPT.Adjusted
## 2010-01-04 18.74069 29.57462 55.39898 10.282207 25.23881
## 2010-01-05 18.66775 29.55008 55.73421 10.269523 25.18406
## 2010-01-06 18.77436 29.64827 56.12312 10.199746 24.87991
## 2010-01-07 18.95391 29.78942 56.70647 10.275865 24.83124
## 2010-01-08 18.71264 29.59303 56.12312 10.072888 24.45409
## 2010-01-11 18.65652 29.74645 56.16336 10.142660 24.52709
## 2010-01-12 18.38720 29.51325 55.41907 9.895279 24.19251
## 2010-01-13 18.97074 29.98261 56.51872 10.184050 24.88598
## 2010-01-14 18.93708 29.91422 56.90090 10.100626 24.78866
## 2010-01-15 18.72386 29.51636 56.51872 9.978703 24.58791
## AIRC.Adjusted IRT.Adjusted ELME.Adjusted VRE.Adjusted NXRT.Adjusted
## 2010-01-04 NA NA 15.03764 21.16621 NA
## 2010-01-05 NA NA 14.92768 21.75067 NA
## 2010-01-06 NA NA 14.91668 21.99575 NA
## 2010-01-07 NA NA 15.03215 22.36026 NA
## 2010-01-08 NA NA 15.02665 22.28485 NA
## 2010-01-11 NA NA 15.05964 22.58022 NA
## 2010-01-12 NA NA 14.92218 21.88893 NA
## 2010-01-13 NA NA 15.29057 22.36026 NA
## 2010-01-14 NA NA 15.23009 22.23457 NA
## 2010-01-15 NA NA 15.22458 22.24714 NA
## AIV.Adjusted CSR.Adjusted BRT.Adjusted CLPR.Adjusted BHM.Adjusted
## 2010-01-04 1.145268 42.51282 3.557934 NA NA
## 2010-01-05 1.173972 40.85772 3.536371 NA NA
## 2010-01-06 1.194782 40.00652 3.514808 NA NA
## 2010-01-07 1.238555 40.43211 3.521996 NA NA
## 2010-01-08 1.209851 40.57399 3.529183 NA NA
## 2010-01-11 1.219180 40.52669 3.543559 NA NA
## 2010-01-12 1.187606 40.81044 3.500432 NA NA
## 2010-01-13 1.220615 41.66163 3.565122 NA NA
## 2010-01-14 1.206980 41.99266 3.478869 NA NA
## 2010-01-15 1.178995 42.27637 3.450118 NA NA
## SUI.Adjusted ELS.Adjusted UMH.Adjusted INVH.Adjusted AMH.Adjusted
## 2010-01-04 11.28528 9.186099 3.902714 NA NA
## 2010-01-05 11.22327 9.226364 3.856798 NA NA
## 2010-01-06 11.56149 9.193419 3.810885 NA NA
## 2010-01-07 11.56712 9.105566 3.806293 NA NA
## 2010-01-08 11.57276 9.068964 3.810885 NA NA
## 2010-01-11 11.57276 9.065301 3.865982 NA NA
## 2010-01-12 11.34728 8.827368 3.833842 NA NA
## 2010-01-13 11.45203 9.065301 3.792519 NA NA
## 2010-01-14 11.37638 9.078114 3.778744 NA NA
## 2010-01-15 11.29491 9.090923 3.769562 NA NA
## WPC.Adjusted BNL.Adjusted JBGS.Adjusted AAT.Adjusted GNL.Adjusted
## 2010-01-04 12.99000 NA NA NA NA
## 2010-01-05 12.92436 NA NA NA NA
## 2010-01-06 12.76022 NA NA NA NA
## 2010-01-07 12.96187 NA NA NA NA
## 2010-01-08 12.98532 NA NA NA NA
## 2010-01-11 13.06504 NA NA NA NA
## 2010-01-12 13.09318 NA NA NA NA
## 2010-01-13 13.14476 NA NA NA NA
## 2010-01-14 13.00877 NA NA NA NA
## 2010-01-15 13.13539 NA NA NA NA
## SVC.Adjusted ALX.Adjusted AHH.Adjusted GOOD.Adjusted STAR.Adjusted
## 2010-01-04 10.68936 123.8200 NA 4.637639 1.876682
## 2010-01-05 10.86645 123.0840 NA 4.489706 1.985870
## 2010-01-06 10.93911 123.7543 NA 4.548190 2.122355
## 2010-01-07 11.05717 125.9707 NA 4.555071 2.320260
## 2010-01-08 11.19794 125.6993 NA 4.637639 2.313436
## 2010-01-11 11.37050 119.9546 NA 4.579155 2.361206
## 2010-01-12 11.13437 123.6597 NA 4.616998 2.252017
## 2010-01-13 11.23427 125.3169 NA 4.603236 2.245193
## 2010-01-14 10.96181 124.8193 NA 4.672045 2.265666
## 2010-01-15 10.82558 123.7666 NA 4.651402 2.299788
## OLP.Adjusted MDV.Adjusted MDRR.Adjusted SQFT.Adjusted GIPR.Adjusted
## 2010-01-04 3.461105 NA NA NA NA
## 2010-01-05 3.590164 NA NA NA NA
## 2010-01-06 3.828725 NA NA NA NA
## 2010-01-07 3.926498 NA NA NA NA
## 2010-01-08 3.887390 NA NA NA NA
## 2010-01-11 4.079021 NA NA NA NA
## 2010-01-12 4.008626 NA NA NA NA
## 2010-01-13 4.036001 NA NA NA NA
## 2010-01-14 3.992983 NA NA NA NA
## 2010-01-15 3.989070 NA NA NA NA
## HST.Adjusted RHP.Adjusted APLE.Adjusted PK.Adjusted SHO.Adjusted
## 2010-01-04 8.109557 11.65321 NA NA 6.320421
## 2010-01-05 8.294802 11.57444 NA NA 6.376477
## 2010-01-06 8.342827 11.91205 NA NA 6.355456
## 2010-01-07 8.651566 11.90080 NA NA 6.551657
## 2010-01-08 8.569236 12.16526 NA NA 6.600706
## 2010-01-11 8.493766 12.41847 NA NA 6.838947
## 2010-01-12 8.219334 12.27217 NA NA 6.649755
## 2010-01-13 8.555514 12.30031 NA NA 6.747855
## 2010-01-14 8.514352 12.32281 NA NA 6.747855
## 2010-01-15 8.219334 12.27780 NA NA 6.775884
## PEB.Adjusted DRH.Adjusted RLJ.Adjusted XHR.Adjusted INN.Adjusted
## 2010-01-04 15.18675 5.927489 NA NA NA
## 2010-01-05 15.46417 6.201278 NA NA NA
## 2010-01-06 15.47128 6.187587 NA NA NA
## 2010-01-07 15.15830 6.303946 NA NA NA
## 2010-01-08 15.02315 6.139675 NA NA NA
## 2010-01-11 14.95913 6.365548 NA NA NA
## 2010-01-12 14.62480 6.262878 NA NA NA
## 2010-01-13 14.63191 6.468217 NA NA NA
## 2010-01-14 14.67460 6.543509 NA NA NA
## 2010-01-15 14.80975 6.550353 NA NA NA
## CLDT.Adjusted HT.Adjusted BHR.Adjusted AHT.Adjusted SOHO.Adjusted
## 2010-01-04 NA 7.147984 NA 171.1182 1.246318
## 2010-01-05 NA 7.456847 NA 175.3521 1.252427
## 2010-01-06 NA 7.743649 NA 184.1726 1.246318
## 2010-01-07 NA 7.831896 NA 190.5235 1.289084
## 2010-01-08 NA 7.765713 NA 198.2854 1.374615
## 2010-01-11 NA 8.162823 NA 206.4003 1.545679
## 2010-01-12 NA 7.236233 NA 206.0475 1.539570
## 2010-01-13 NA 7.280353 NA 210.2814 1.539570
## 2010-01-14 NA 7.324478 NA 211.3399 1.631210
## 2010-01-15 NA 7.787774 NA 212.3983 1.722851
## IHT.Adjusted PSA.Adjusted EXR.Adjusted CUBE.Adjusted LSI.Adjusted
## 2010-01-04 0.989080 50.30445 7.784091 4.678254 14.13645
## 2010-01-05 0.989080 50.71882 7.731716 4.772666 13.95856
## 2010-01-06 1.061673 50.41120 7.757902 4.720575 13.93088
## 2010-01-07 1.143340 50.34214 7.698983 4.733598 13.97436
## 2010-01-08 1.170563 49.42558 7.528766 4.661975 13.83996
## 2010-01-11 1.225007 49.76458 7.587687 4.753132 14.36573
## 2010-01-12 1.179637 48.95474 7.319273 4.655465 14.15358
## 2010-01-13 1.179637 49.92152 7.450206 4.746621 14.50583
## 2010-01-14 1.252230 49.67041 7.424020 4.818244 14.49381
## 2010-01-15 1.252230 49.57624 7.456754 4.876843 14.35372
## NSA.Adjusted SELF.Adjusted WELL.Adjusted VTR.Adjusted PEAK.Adjusted
## 2010-01-04 NA 1.579438 23.64322 27.23342 14.20855
## 2010-01-05 NA 1.579438 23.97607 27.36534 14.17075
## 2010-01-06 NA 1.579438 23.85796 27.05752 14.08570
## 2010-01-07 NA 1.549230 23.90629 27.35906 14.27943
## 2010-01-08 NA 1.536285 23.65933 27.05752 14.37393
## 2010-01-11 NA 1.575123 23.71302 27.60407 14.53459
## 2010-01-12 NA 1.553545 23.49827 27.42817 14.28888
## 2010-01-13 NA 1.557861 24.00292 28.21344 14.39756
## 2010-01-14 NA 1.588068 23.82575 28.11921 14.35503
## 2010-01-15 NA 1.575123 23.78280 28.06267 14.34086
## HR.Adjusted MPW.Adjusted OHI.Adjusted DOC.Adjusted SBRA.Adjusted
## 2010-01-04 NA 4.199803 7.588737 NA 9.662728
## 2010-01-05 NA 4.320752 7.716378 NA 9.798093
## 2010-01-06 NA 4.333263 7.700909 NA 9.558601
## 2010-01-07 NA 4.304068 7.708642 NA 9.798093
## 2010-01-08 NA 4.220656 7.673829 NA 10.100049
## 2010-01-11 NA 4.287387 7.693168 NA 9.860565
## 2010-01-12 NA 4.141416 7.507512 NA 9.652316
## 2010-01-13 NA 4.233169 7.704777 NA 9.766852
## 2010-01-14 NA 4.258191 7.669962 NA 9.725203
## 2010-01-15 NA 4.266534 7.735716 NA 9.527365
## NHI.Adjusted CTRE.Adjusted LTC.Adjusted CHCT.Adjusted UHT.Adjusted
## 2010-01-04 17.45256 NA 13.60855 NA 16.86646
## 2010-01-05 17.30286 NA 13.39607 NA 16.86119
## 2010-01-06 16.81511 NA 13.59373 NA 16.79280
## 2010-01-07 16.72819 NA 13.82103 NA 16.95588
## 2010-01-08 16.78614 NA 13.67279 NA 16.98745
## 2010-01-11 16.81511 NA 13.32689 NA 16.92958
## 2010-01-12 16.72819 NA 13.33677 NA 16.91380
## 2010-01-13 16.90204 NA 13.55419 NA 17.20841
## 2010-01-14 16.76199 NA 13.52949 NA 17.53458
## 2010-01-15 16.61711 NA 13.66290 NA 17.24524
## GMRE.Adjusted DHC.Adjusted WY.Adjusted RYN.Adjusted PCH.Adjusted
## 2010-01-04 NA 9.680449 10.53014 12.89141 16.03655
## 2010-01-05 NA 9.738519 10.75369 13.23563 16.10142
## 2010-01-06 NA 9.850204 10.63478 13.25086 16.30599
## 2010-01-07 NA 9.814465 10.58722 13.52196 16.35090
## 2010-01-08 NA 9.707252 10.48972 13.68951 16.30599
## 2010-01-11 NA 9.783195 10.55869 13.82049 16.19123
## 2010-01-12 NA 9.613438 10.43502 13.61640 16.05153
## 2010-01-13 NA 9.801060 10.53014 13.71693 16.34590
## 2010-01-14 NA 9.660269 10.43027 13.60117 16.10142
## 2010-01-15 NA 9.651182 10.36606 13.55243 16.01659
## AMT.Adjusted CCI.Adjusted SBAC.Adjusted UNIT.Adjusted CORR.Adjusted
## 2010-01-04 35.16531 28.89672 34.27258 NA 13.35731
## 2010-01-05 35.74790 29.17394 35.09114 NA 13.77722
## 2010-01-06 35.93399 28.75810 35.02291 NA 14.03717
## 2010-01-07 35.83688 28.28392 35.51991 NA 14.31711
## 2010-01-08 35.90971 28.42253 35.55889 NA 14.89700
## 2010-01-11 35.58606 28.42983 35.80250 NA 14.99698
## 2010-01-12 35.14913 27.90456 34.42850 NA 14.73702
## 2010-01-13 35.89353 28.21097 35.35424 NA 14.11716
## 2010-01-14 36.09582 28.16719 35.48093 NA 13.51728
## 2010-01-15 35.60224 28.22556 35.71481 NA 13.49728
## PW.Adjusted EQIX.Adjusted DLR.Adjusted VICI.Adjusted IRM.Adjusted
## 2010-01-04 9.308210 86.67097 29.50228 NA 9.347873
## 2010-01-05 9.370089 85.86405 29.69641 NA 9.376460
## 2010-01-06 9.325891 86.64722 29.29637 NA 9.678663
## 2010-01-07 9.370089 84.87522 29.55523 NA 9.833847
## 2010-01-08 9.591081 84.46385 29.88466 NA 9.862433
## 2010-01-11 9.440805 85.15998 29.73760 NA 9.935942
## 2010-01-12 9.502684 81.71089 29.39051 NA 9.817513
## 2010-01-13 9.325891 81.54475 29.53170 NA 10.070711
## 2010-01-14 9.325891 82.36749 29.70817 NA 10.140131
## 2010-01-15 9.414286 80.77741 29.41404 NA 9.956363
## GLPI.Adjusted LAMR.Adjusted EPR.Adjusted OUT.Adjusted SAFE.Adjusted
## 2010-01-04 NA 21.30769 16.41336 NA NA
## 2010-01-05 NA 21.82836 16.39940 NA NA
## 2010-01-06 NA 22.26994 16.26893 NA NA
## 2010-01-07 NA 21.85472 16.27826 NA NA
## 2010-01-08 NA 21.83494 16.23633 NA NA
## 2010-01-11 NA 21.78881 16.64166 NA NA
## 2010-01-12 NA 21.17588 16.32019 NA NA
## 2010-01-13 NA 21.34724 16.69757 NA NA
## 2010-01-14 NA 21.22201 16.62303 NA NA
## 2010-01-15 NA 20.59589 16.62769 NA NA
## FPI.Adjusted LAND.Adjusted NLY.Adjusted AGNC.Adjusted RITM.Adjusted
## 2010-01-04 NA NA 14.15120 4.612731 NA
## 2010-01-05 NA NA 14.15933 4.597187 NA
## 2010-01-06 NA NA 14.24874 4.541925 NA
## 2010-01-07 NA NA 14.15120 4.519474 NA
## 2010-01-08 NA NA 14.24874 4.576464 NA
## 2010-01-11 NA NA 14.31376 4.659357 NA
## 2010-01-12 NA NA 14.17559 4.642088 NA
## 2010-01-13 NA NA 14.24062 4.636907 NA
## 2010-01-14 NA NA 14.06179 4.602366 NA
## 2010-01-15 NA NA 13.96425 4.550559 NA
## TWO.Adjusted CIM.Adjusted RC.Adjusted PMT.Adjusted FBRT.Adjusted
## 2010-01-04 11.96757 3.412804 NA 4.439289 NA
## 2010-01-05 11.95537 3.491967 NA 4.408530 NA
## 2010-01-06 11.83338 3.518356 NA 4.416221 NA
## 2010-01-07 11.95537 3.597518 NA 4.444415 NA
## 2010-01-08 11.95537 3.579927 NA 4.418784 NA
## 2010-01-11 11.89437 3.606315 NA 4.439289 NA
## 2010-01-12 11.61379 3.535947 NA 4.431600 NA
## 2010-01-13 11.82118 3.632702 NA 4.441853 NA
## 2010-01-14 11.94317 3.641499 NA 4.418784 NA
## 2010-01-15 11.83338 3.571131 NA 4.375211 NA
## MFA.Adjusted NYMT.Adjusted RWT.Adjusted EFC.Adjusted ARR.Adjusted
## 2010-01-04 6.113247 1.241127 5.532669 NA 10.49985
## 2010-01-05 6.146203 1.244634 5.570773 NA 10.21338
## 2010-01-06 6.137963 1.232363 5.475513 NA 10.23829
## 2010-01-07 6.129724 1.228857 5.673654 NA 10.21338
## 2010-01-08 6.121486 1.204315 5.711756 NA 10.18847
## 2010-01-11 6.096769 1.174514 5.890845 NA 10.21338
## 2010-01-12 6.022620 1.206068 5.765102 NA 10.21338
## 2010-01-13 6.039096 1.204315 5.871794 NA 10.21338
## 2010-01-14 5.997903 1.207821 5.887033 NA 10.21338
## 2010-01-15 5.931992 1.200809 5.765102 NA 9.37887
## DX.Adjusted IVR.Adjusted ORC.Adjusted AJX.Adjusted CHMI.Adjusted
## 2010-01-04 6.168886 43.91833 NA NA NA
## 2010-01-05 6.231905 43.70735 NA NA NA
## 2010-01-06 6.273920 43.82242 NA NA NA
## 2010-01-07 6.273920 43.05530 NA NA NA
## 2010-01-08 6.308931 42.95940 NA NA NA
## 2010-01-11 6.364947 41.23334 NA NA NA
## 2010-01-12 6.343941 40.98403 NA NA NA
## 2010-01-13 6.343941 41.82789 NA NA NA
## 2010-01-14 6.364947 42.05802 NA NA NA
## 2010-01-15 6.357944 42.11555 NA NA NA
## AOMR.Adjusted MITT.Adjusted LFT.Adjusted EARN.Adjusted AAIC.Adjusted
## 2010-01-04 NA NA NA NA 3.799235
## 2010-01-05 NA NA NA NA 3.878786
## 2010-01-06 NA NA NA NA 3.876376
## 2010-01-07 NA NA NA NA 3.869144
## 2010-01-08 NA NA NA NA 3.881199
## 2010-01-11 NA NA NA NA 3.828163
## 2010-01-12 NA NA NA NA 3.893252
## 2010-01-13 NA NA NA NA 3.893252
## 2010-01-14 NA NA NA NA 3.898072
## 2010-01-15 NA NA NA NA 3.869144
## LOAN.Adjusted WMC.Adjusted STWD.Adjusted BXMT.Adjusted HASI.Adjusted
## 2010-01-04 0.519394 NA 5.121820 2.708894 NA
## 2010-01-05 0.519394 NA 5.100733 2.751554 NA
## 2010-01-06 0.519394 NA 5.048013 3.135492 NA
## 2010-01-07 0.499607 NA 5.037468 3.690068 NA
## 2010-01-08 0.494661 NA 5.119186 3.626079 NA
## 2010-01-11 0.494661 NA 5.216719 3.668738 NA
## 2010-01-12 0.504554 NA 5.137638 3.348790 NA
## 2010-01-13 0.504554 NA 5.203539 3.498100 NA
## 2010-01-14 0.504554 NA 5.224627 3.412780 NA
## 2010-01-15 0.499607 NA 5.240444 3.732728 NA
## ABR.Adjusted CMTG.Adjusted ARI.Adjusted LADR.Adjusted KREF.Adjusted
## 2010-01-04 0.784815 NA 4.586232 NA NA
## 2010-01-05 0.764896 NA 4.555909 NA NA
## 2010-01-06 0.852540 NA 4.548329 NA NA
## 2010-01-07 0.896362 NA 4.555909 NA NA
## 2010-01-08 0.916282 NA 4.563489 NA NA
## 2010-01-11 0.936200 NA 4.566017 NA NA
## 2010-01-12 0.924249 NA 4.538220 NA NA
## 2010-01-13 0.948152 NA 4.538220 NA NA
## 2010-01-14 0.936200 NA 4.535695 NA NA
## 2010-01-15 0.972055 NA 4.523060 NA NA
## BRSP.Adjusted ACRE.Adjusted TRTX.Adjusted BRMK.Adjusted
## 2010-01-04 NA NA NA NA
## 2010-01-05 NA NA NA NA
## 2010-01-06 NA NA NA NA
## 2010-01-07 NA NA NA NA
## 2010-01-08 NA NA NA NA
## 2010-01-11 NA NA NA NA
## 2010-01-12 NA NA NA NA
## 2010-01-13 NA NA NA NA
## 2010-01-14 NA NA NA NA
## 2010-01-15 NA NA NA NA
## AFCG.Adjusted GPMT.Adjusted REFI.Adjusted NREF.Adjusted
## 2010-01-04 NA NA NA NA
## 2010-01-05 NA NA NA NA
## 2010-01-06 NA NA NA NA
## 2010-01-07 NA NA NA NA
## 2010-01-08 NA NA NA NA
## 2010-01-11 NA NA NA NA
## 2010-01-12 NA NA NA NA
## 2010-01-13 NA NA NA NA
## 2010-01-14 NA NA NA NA
## 2010-01-15 NA NA NA NA
## SEVN.Adjusted SACH.Adjusted ACR.Adjusted
## 2010-01-04 7.035620 NA 19.32179
## 2010-01-05 7.060422 NA 19.28361
## 2010-01-06 7.126564 NA 19.47454
## 2010-01-07 7.105895 NA 20.58191
## 2010-01-08 7.126564 NA 21.49836
## 2010-01-11 7.159634 NA 21.68929
## 2010-01-12 7.114164 NA 20.54373
## 2010-01-13 7.097629 NA 21.19288
## 2010-01-14 7.076959 NA 21.04014
## 2010-01-15 7.010818 NA 20.81103
##Q4.2 Replace “.Adjusted” with ““. Show the first six rows of data using head().
colnames(adjPrice) <- str_replace(colnames(adjPrice), ".Adjusted", " ")
adjPrice %>% head(6)
## ARE BXP KRC VNO CUZ HIW OFC
## 2010-01-04 43.12880 43.64644 20.14190 29.86839 14.78186 17.59737 20.52097
## 2010-01-05 42.67408 44.30991 20.21480 29.64231 15.52095 17.12442 20.82768
## 2010-01-06 42.45013 44.51807 20.17503 29.52286 15.83215 17.05375 20.95832
## 2010-01-07 42.84376 44.71320 20.75166 29.97930 16.16280 17.36905 20.86177
## 2010-01-08 42.70124 44.13430 20.71189 29.64658 15.85160 17.24946 20.76522
## 2010-01-11 42.92519 44.34244 21.14270 29.74042 16.04610 17.34731 20.87880
## DEI EQC SLG HPP PGRE DEA PDM ESRT BDN
## 2010-01-04 9.527957 13.40137 32.54273 NA NA NA NA NA 5.666382
## 2010-01-05 9.642671 13.54772 31.93749 NA NA NA NA NA 5.721836
## 2010-01-06 9.615680 13.79860 31.72466 NA NA NA NA NA 5.792411
## 2010-01-07 9.777626 13.81951 32.52943 NA NA NA NA NA 5.847867
## 2010-01-08 9.662916 13.56862 32.29664 NA NA NA NA NA 5.822659
## 2010-01-11 9.791126 13.65225 32.87527 NA NA NA NA NA 5.822659
## OPI ONL CIO FSP CMCT NYC PLD REXR COLD
## 2010-01-04 31.71932 NA NA 6.465184 17.09539 NA 16.94887 NA NA
## 2010-01-05 31.33267 NA NA 6.329945 16.89267 NA 17.19606 NA NA
## 2010-01-06 31.52599 NA NA 6.242699 16.78005 NA 17.04241 NA NA
## 2010-01-07 31.59503 NA NA 6.203434 16.75753 NA 17.18270 NA NA
## 2010-01-08 31.73313 NA NA 6.155447 16.89267 NA 17.13593 NA NA
## 2010-01-11 31.70551 NA NA 6.103098 17.88370 NA 17.15598 NA NA
## EGP FR STAG TRNO IIPR LXP PLYM INDT ILPT
## 2010-01-04 24.22865 4.254948 NA NA NA 2.945247 NA 24.95744 NA
## 2010-01-05 23.70249 4.340668 NA NA NA 2.954569 NA 24.48541 NA
## 2010-01-06 23.66446 4.231570 NA NA NA 2.912626 NA 23.98764 NA
## 2010-01-07 23.74053 4.325083 NA NA NA 2.940587 NA 24.07346 NA
## 2010-01-08 23.68981 4.231570 NA NA NA 2.977870 NA 24.33951 NA
## 2010-01-11 23.74053 4.348463 NA NA NA 2.991850 NA 24.54549 NA
## KIM REG FRT BRX KRG PECO SITC SKT
## 2010-01-04 7.612266 21.17593 43.90083 NA 8.264446 NA 8.401089 11.04945
## 2010-01-05 7.573255 21.32819 43.84844 NA 8.063858 NA 8.328427 11.23726
## 2010-01-06 7.606691 21.35864 43.73056 NA 8.264444 NA 8.174029 11.45352
## 2010-01-07 7.863034 21.52307 43.71746 NA 8.645576 NA 8.537322 11.32547
## 2010-01-08 7.762727 21.48655 43.44236 NA 8.665634 NA 8.455579 11.16612
## 2010-01-11 7.874178 21.80932 43.98599 NA 8.625515 NA 8.510073 11.21734
## ROIC UE IVT AKR ALEX BFS RPT UBA WSR
## 2010-01-04 6.406981 NA NA 10.57935 NA 19.85815 5.038891 7.861887 NA
## 2010-01-05 6.444745 NA NA 10.51697 NA 19.52818 4.846450 7.745223 NA
## 2010-01-06 6.451036 NA NA 10.47954 NA 19.34819 4.750232 7.700384 NA
## 2010-01-07 6.469919 NA NA 10.61678 NA 19.89414 4.760359 7.705539 NA
## 2010-01-08 6.476213 NA NA 10.41717 NA 20.69207 4.704653 7.607608 NA
## 2010-01-11 6.457332 NA NA 10.49202 NA 20.81206 4.699590 7.695231 NA
## CTO UBP WHLR SPG MAC CBL O STOR
## 2010-01-04 7.698833 7.444953 NA 43.83769 17.52952 NA 13.90159 NA
## 2010-01-05 7.598239 7.479975 NA 43.53773 17.32324 NA 14.13594 NA
## 2010-01-06 7.491222 7.398726 NA 43.04892 16.77481 NA 14.12529 NA
## 2010-01-07 7.611084 7.271775 NA 43.60994 16.84021 NA 14.42356 NA
## 2010-01-08 7.634625 7.124512 NA 42.56567 16.52324 NA 14.62063 NA
## 2010-01-11 7.692418 7.205759 NA 42.60453 16.56852 NA 14.50878 NA
## NNN ADC SRC EPRT FCPT GTY NTST RTL PSTL PINE
## 2010-01-04 11.36129 12.18415 NA NA NA 12.00436 NA NA NA NA
## 2010-01-05 11.32939 12.10200 NA NA NA 11.79669 NA NA NA NA
## 2010-01-06 11.43572 11.94283 NA NA NA 11.77136 NA NA NA NA
## 2010-01-07 11.48357 11.99418 NA NA NA 11.82201 NA NA NA NA
## 2010-01-08 11.31876 11.87608 NA NA NA 11.80681 NA NA NA NA
## 2010-01-11 11.38256 11.88122 NA NA NA 11.79162 NA NA NA NA
## AVB EQR MAA ESS UDR CPT AIRC IRT
## 2010-01-04 53.51211 18.74069 29.57462 55.39898 10.28221 25.23881 NA NA
## 2010-01-05 53.11012 18.66775 29.55008 55.73421 10.26952 25.18406 NA NA
## 2010-01-06 52.60926 18.77436 29.64827 56.12312 10.19975 24.87991 NA NA
## 2010-01-07 52.71469 18.95391 29.78942 56.70647 10.27586 24.83124 NA NA
## 2010-01-08 52.31930 18.71264 29.59303 56.12312 10.07289 24.45409 NA NA
## 2010-01-11 53.03762 18.65652 29.74645 56.16336 10.14266 24.52709 NA NA
## ELME VRE NXRT AIV CSR BRT CLPR BHM
## 2010-01-04 15.03764 21.16621 NA 1.145268 42.51282 3.557934 NA NA
## 2010-01-05 14.92768 21.75067 NA 1.173972 40.85772 3.536371 NA NA
## 2010-01-06 14.91668 21.99575 NA 1.194782 40.00652 3.514808 NA NA
## 2010-01-07 15.03215 22.36026 NA 1.238555 40.43211 3.521996 NA NA
## 2010-01-08 15.02665 22.28485 NA 1.209851 40.57399 3.529183 NA NA
## 2010-01-11 15.05964 22.58022 NA 1.219180 40.52669 3.543559 NA NA
## SUI ELS UMH INVH AMH WPC BNL JBGS AAT GNL
## 2010-01-04 11.28528 9.186099 3.902714 NA NA 12.99000 NA NA NA NA
## 2010-01-05 11.22327 9.226364 3.856798 NA NA 12.92436 NA NA NA NA
## 2010-01-06 11.56149 9.193419 3.810885 NA NA 12.76022 NA NA NA NA
## 2010-01-07 11.56712 9.105566 3.806293 NA NA 12.96187 NA NA NA NA
## 2010-01-08 11.57276 9.068964 3.810885 NA NA 12.98532 NA NA NA NA
## 2010-01-11 11.57276 9.065301 3.865982 NA NA 13.06504 NA NA NA NA
## SVC ALX AHH GOOD STAR OLP MDV MDRR SQFT
## 2010-01-04 10.68936 123.8200 NA 4.637639 1.876682 3.461105 NA NA NA
## 2010-01-05 10.86645 123.0840 NA 4.489706 1.985870 3.590164 NA NA NA
## 2010-01-06 10.93911 123.7543 NA 4.548190 2.122355 3.828725 NA NA NA
## 2010-01-07 11.05717 125.9707 NA 4.555071 2.320260 3.926498 NA NA NA
## 2010-01-08 11.19794 125.6993 NA 4.637639 2.313436 3.887390 NA NA NA
## 2010-01-11 11.37050 119.9546 NA 4.579155 2.361206 4.079021 NA NA NA
## GIPR HST RHP APLE PK SHO PEB DRH RLJ
## 2010-01-04 NA 8.109557 11.65321 NA NA 6.320421 15.18675 5.927489 NA
## 2010-01-05 NA 8.294802 11.57444 NA NA 6.376477 15.46417 6.201278 NA
## 2010-01-06 NA 8.342827 11.91205 NA NA 6.355456 15.47128 6.187587 NA
## 2010-01-07 NA 8.651566 11.90080 NA NA 6.551657 15.15830 6.303946 NA
## 2010-01-08 NA 8.569236 12.16526 NA NA 6.600706 15.02315 6.139675 NA
## 2010-01-11 NA 8.493766 12.41847 NA NA 6.838947 14.95913 6.365548 NA
## XHR INN CLDT HT BHR AHT SOHO IHT PSA
## 2010-01-04 NA NA NA 7.147984 NA 171.1182 1.246318 0.989080 50.30445
## 2010-01-05 NA NA NA 7.456847 NA 175.3521 1.252427 0.989080 50.71882
## 2010-01-06 NA NA NA 7.743649 NA 184.1726 1.246318 1.061673 50.41120
## 2010-01-07 NA NA NA 7.831896 NA 190.5235 1.289084 1.143340 50.34214
## 2010-01-08 NA NA NA 7.765713 NA 198.2854 1.374615 1.170563 49.42558
## 2010-01-11 NA NA NA 8.162823 NA 206.4003 1.545679 1.225007 49.76458
## EXR CUBE LSI NSA SELF WELL VTR PEAK
## 2010-01-04 7.784091 4.678254 14.13645 NA 1.579438 23.64322 27.23342 14.20855
## 2010-01-05 7.731716 4.772666 13.95856 NA 1.579438 23.97607 27.36534 14.17075
## 2010-01-06 7.757902 4.720575 13.93088 NA 1.579438 23.85796 27.05752 14.08570
## 2010-01-07 7.698983 4.733598 13.97436 NA 1.549230 23.90629 27.35906 14.27943
## 2010-01-08 7.528766 4.661975 13.83996 NA 1.536285 23.65933 27.05752 14.37393
## 2010-01-11 7.587687 4.753132 14.36573 NA 1.575123 23.71302 27.60407 14.53459
## HR MPW OHI DOC SBRA NHI CTRE LTC CHCT
## 2010-01-04 NA 4.199803 7.588737 NA 9.662728 17.45256 NA 13.60855 NA
## 2010-01-05 NA 4.320752 7.716378 NA 9.798093 17.30286 NA 13.39607 NA
## 2010-01-06 NA 4.333263 7.700909 NA 9.558601 16.81511 NA 13.59373 NA
## 2010-01-07 NA 4.304068 7.708642 NA 9.798093 16.72819 NA 13.82103 NA
## 2010-01-08 NA 4.220656 7.673829 NA 10.100049 16.78614 NA 13.67279 NA
## 2010-01-11 NA 4.287387 7.693168 NA 9.860565 16.81511 NA 13.32689 NA
## UHT GMRE DHC WY RYN PCH AMT CCI
## 2010-01-04 16.86646 NA 9.680449 10.53014 12.89141 16.03655 35.16531 28.89672
## 2010-01-05 16.86119 NA 9.738519 10.75369 13.23563 16.10142 35.74790 29.17394
## 2010-01-06 16.79280 NA 9.850204 10.63478 13.25086 16.30599 35.93399 28.75810
## 2010-01-07 16.95588 NA 9.814465 10.58722 13.52196 16.35090 35.83688 28.28392
## 2010-01-08 16.98745 NA 9.707252 10.48972 13.68951 16.30599 35.90971 28.42253
## 2010-01-11 16.92958 NA 9.783195 10.55869 13.82049 16.19123 35.58606 28.42983
## SBAC UNIT CORR PW EQIX DLR VICI IRM
## 2010-01-04 34.27258 NA 13.35731 9.308210 86.67097 29.50228 NA 9.347873
## 2010-01-05 35.09114 NA 13.77722 9.370089 85.86405 29.69641 NA 9.376460
## 2010-01-06 35.02291 NA 14.03717 9.325891 86.64722 29.29637 NA 9.678663
## 2010-01-07 35.51991 NA 14.31711 9.370089 84.87522 29.55523 NA 9.833847
## 2010-01-08 35.55889 NA 14.89700 9.591081 84.46385 29.88466 NA 9.862433
## 2010-01-11 35.80250 NA 14.99698 9.440805 85.15998 29.73760 NA 9.935942
## GLPI LAMR EPR OUT SAFE FPI LAND NLY AGNC
## 2010-01-04 NA 21.30769 16.41336 NA NA NA NA 14.15120 4.612731
## 2010-01-05 NA 21.82836 16.39940 NA NA NA NA 14.15933 4.597187
## 2010-01-06 NA 22.26994 16.26893 NA NA NA NA 14.24874 4.541925
## 2010-01-07 NA 21.85472 16.27826 NA NA NA NA 14.15120 4.519474
## 2010-01-08 NA 21.83494 16.23633 NA NA NA NA 14.24874 4.576464
## 2010-01-11 NA 21.78881 16.64166 NA NA NA NA 14.31376 4.659357
## RITM TWO CIM RC PMT FBRT MFA NYMT
## 2010-01-04 NA 11.96757 3.412804 NA 4.439289 NA 6.113247 1.241127
## 2010-01-05 NA 11.95537 3.491967 NA 4.408530 NA 6.146203 1.244634
## 2010-01-06 NA 11.83338 3.518356 NA 4.416221 NA 6.137963 1.232363
## 2010-01-07 NA 11.95537 3.597518 NA 4.444415 NA 6.129724 1.228857
## 2010-01-08 NA 11.95537 3.579927 NA 4.418784 NA 6.121486 1.204315
## 2010-01-11 NA 11.89437 3.606315 NA 4.439289 NA 6.096769 1.174514
## RWT EFC ARR DX IVR ORC AJX CHMI AOMR MITT
## 2010-01-04 5.532669 NA 10.49985 6.168886 43.91833 NA NA NA NA NA
## 2010-01-05 5.570773 NA 10.21338 6.231905 43.70735 NA NA NA NA NA
## 2010-01-06 5.475513 NA 10.23829 6.273920 43.82242 NA NA NA NA NA
## 2010-01-07 5.673654 NA 10.21338 6.273920 43.05530 NA NA NA NA NA
## 2010-01-08 5.711756 NA 10.18847 6.308931 42.95940 NA NA NA NA NA
## 2010-01-11 5.890845 NA 10.21338 6.364947 41.23334 NA NA NA NA NA
## LFT EARN AAIC LOAN WMC STWD BXMT HASI ABR
## 2010-01-04 NA NA 3.799235 0.519394 NA 5.121820 2.708894 NA 0.784815
## 2010-01-05 NA NA 3.878786 0.519394 NA 5.100733 2.751554 NA 0.764896
## 2010-01-06 NA NA 3.876376 0.519394 NA 5.048013 3.135492 NA 0.852540
## 2010-01-07 NA NA 3.869144 0.499607 NA 5.037468 3.690068 NA 0.896362
## 2010-01-08 NA NA 3.881199 0.494661 NA 5.119186 3.626079 NA 0.916282
## 2010-01-11 NA NA 3.828163 0.494661 NA 5.216719 3.668738 NA 0.936200
## CMTG ARI LADR KREF BRSP ACRE TRTX BRMK AFCG GPMT REFI
## 2010-01-04 NA 4.586232 NA NA NA NA NA NA NA NA NA
## 2010-01-05 NA 4.555909 NA NA NA NA NA NA NA NA NA
## 2010-01-06 NA 4.548329 NA NA NA NA NA NA NA NA NA
## 2010-01-07 NA 4.555909 NA NA NA NA NA NA NA NA NA
## 2010-01-08 NA 4.563489 NA NA NA NA NA NA NA NA NA
## 2010-01-11 NA 4.566017 NA NA NA NA NA NA NA NA NA
## NREF SEVN SACH ACR
## 2010-01-04 NA 7.035620 NA 19.32179
## 2010-01-05 NA 7.060422 NA 19.28361
## 2010-01-06 NA 7.126564 NA 19.47454
## 2010-01-07 NA 7.105895 NA 20.58191
## 2010-01-08 NA 7.126564 NA 21.49836
## 2010-01-11 NA 7.159634 NA 21.68929