#Loading packages
#Loading up packages
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## tidyverse, tidyquant# Work horse packages
library(lubridate)
library(purrr)
# Excel Files
library(readxl)
library(writexl)#Importing data
#Importing data
library(readxl)
reit2022 <- read_excel("reit2022.xlsx")
glimpse(reit2022)## Rows: 206
## Columns: 7
## $ No <dbl> 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15…
## $ Company <chr> "Alexandria Real Estate Equities, Inc.", "Boston …
## $ Symbols <chr> "ARE", "BXP", "KRC", "VNO", "CUZ", "HIW", "OFC", …
## $ `Investment Sector` <chr> "Equity", "Equity", "Equity", "Equity", "Equity",…
## $ `Property Sector` <chr> "Office", "Office", "Office", "Office", "Office",…
## $ `Property Subsector` <chr> "Office", "Office", "Office", "Office", "Office",…
## $ `MKV(millions)` <dbl> 23776.0, 10590.6, 4513.4, 3990.2, 3829.8, 2942.2,…#Result
Rows: 206
Columns: 7
$ No <dbl> 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16…
$ Company <chr> "Alexandria Real Estate Equities, Inc.", "Boston Prop…
$ Symbols <chr> "ARE", "BXP", "KRC", "VNO", "CUZ", "HIW", "OFC", "DEI…
$ `Investment Sector` <chr> "Equity", "Equity", "Equity", "Equity", "Equity", "Eq…
$ `Property Sector` <chr> "Office", "Office", "Office", "Office", "Office", "Of…
$ `Property Subsector` <chr> "Office", "Office", "Office", "Office", "Office", "Of…
$ `MKV(millions)` <dbl> 23776.0, 10590.6, 4513.4, 3990.2, 3829.8, 2942.2, 291…#Question 1: Unique Categories ##Question1.1: Categories of property sector
sector <- reit2022 %>% pull("Property Sector") %>% as.factor() %>% levels()
sector.1<- as_tibble(sector)
sector.1## # A tibble: 13 × 1
## value
## <chr>
## 1 Data Centers
## 2 Diversified
## 3 Health Care
## 4 Industrial
## 5 Infrastructure
## 6 Lodging/Resorts
## 7 Mortgage
## 8 Office
## 9 Residential
## 10 Retail
## 11 Self Storage
## 12 Specialty
## 13 Timber#Result
# A tibble: 13 × 1
value
<chr>
1 Data Centers
2 Diversified
3 Health Care
4 Industrial
5 Infrastructure
6 Lodging/Resorts
7 Mortgage
8 Office
9 Residential
10 Retail
11 Self Storage
12 Specialty
13 Timber#Question 1.2: Unique categories of property subsector
subsector <- reit2022 %>% pull('Property Subsector') %>% as.factor() %>% levels()
subsector.1<- as_tibble(subsector)
subsector.1## # A tibble: 18 × 1
## value
## <chr>
## 1 Apartments
## 2 Commercial Financing
## 3 Data Centers
## 4 Diversified
## 5 Free Standing
## 6 Health Care
## 7 Home Financing
## 8 Industrial
## 9 Infrastructure
## 10 Lodging/Resorts
## 11 Manufactured Homes
## 12 Office
## 13 Regional Malls
## 14 Self Storage
## 15 Shopping Centers
## 16 Single Family Homes
## 17 Specialty
## 18 Timber#Result
# A tibble: 18 × 1
value
<chr>
1 Apartments
2 Commercial Financing
3 Data Centers
4 Diversified
5 Free Standing
6 Health Care
7 Home Financing
8 Industrial
9 Infrastructure
10 Lodging/Resorts
11 Manufactured Homes
12 Office
13 Regional Malls
14 Self Storage
15 Shopping Centers
16 Single Family Homes
17 Specialty
18 Timber#Question 1.3: Compute the number of firms in each property subsector and average MKV.
MKV <- reit2022 %>% group_by('Property Sector','Property Subsector') %>%
summarize(no_firms = length('Property Subsector'), avg_MKT= mean("MKV(millions)")) %>% ungroup()## Warning in mean.default("MKV(millions)"): argument is not numeric or logical:
## returning NA## `summarise()` has grouped output by '"Property Sector"'. You can override using
## the `.groups` argument.MKV## # A tibble: 1 × 4
## `"Property Sector"` `"Property Subsector"` no_firms avg_MKT
## <chr> <chr> <int> <dbl>
## 1 Property Sector Property Subsector 1 NA#Result
#A tibble: 18 × 4
Property_Sector Property_Subsector no_firms avg_MKT
<chr> <chr> <int> <dbl>
1 Data Centers Data Centers 2 44723.
2 Diversified Diversified 15 1949.
3 Health Care Health Care 15 6474.
4 Industrial Industrial 12 12655.
5 Infrastructure Infrastructure 6 31458.
6 Lodging/Resorts Lodging/Resorts 16 2076.
7 Mortgage Commercial Financing 19 1245.
8 Mortgage Home Financing 25 1288.
9 Office Office 22 3152.
10 Residential Apartments 16 7301.
11 Residential Manufactured Homes 3 10183.
12 Residential Single Family Homes 2 14362.
13 Retail Free Standing 12 6515.
14 Retail Regional Malls 3 13908.
15 Retail Shopping Centers 20 3160.
16 Self Storage Self Storage 6 14941.
17 Specialty Specialty 9 8427.
18 Timber Timber 3 10395.#Question 2: Data wrangling #Question 2.1 Delete ‘No’ column. Rename column names of ‘Investment Sector’, ‘Property Sector’ and ‘Property Subsector’ to ‘Investment_Sector’, ‘Property_Sector’ and ‘Property_Subsector’. Also rename the column ‘MKV(millions)’ to ‘MKV_mio’.
reit2022.1 <- rename(reit2022, c("No"="No","Company"="Company", "Symbols"="Symbols", "Investment_Sector"="Investment Sector","Property_Sector"="Property Sector", "Property_Subsector"="Property Subsector",'MKV_mio'='MKV(millions)'))
reit2022.2 <- reit2022.1 %>% select(-"No")
reit2022.2## # A tibble: 206 × 6
## Company Symbols Inves…¹ Prope…² Prope…³ MKV_mio
## <chr> <chr> <chr> <chr> <chr> <dbl>
## 1 Alexandria Real Estate Equities, Inc. ARE Equity Office Office 23776
## 2 Boston Properties, Inc. BXP Equity Office Office 10591.
## 3 Kilroy Realty Corporation KRC Equity Office Office 4513.
## 4 Vornado Realty Trust VNO Equity Office Office 3990.
## 5 Cousins Properties Incorporated CUZ Equity Office Office 3830.
## 6 Highwoods Properties, Inc. HIW Equity Office Office 2942.
## 7 Corporate Office Properties Trust OFC Equity Office Office 2916.
## 8 Douglas Emmett, Inc DEI Equity Office Office 2756.
## 9 Equity Commonwealth EQC Equity Office Office 2732.
## 10 SL Green Realty Corp. SLG Equity Office Office 2168.
## # … with 196 more rows, and abbreviated variable names ¹Investment_Sector,
## # ²Property_Sector, ³Property_Subsector#Result
# A tibble: 206 × 6
Company Symbols Investmen…¹ Prope…² Prope…³ MKV_mio
<chr> <chr> <chr> <chr> <chr> <dbl>
1 Alexandria Real Estate Equities, Inc. ARE Equity Office Office 23776
2 Boston Properties, Inc. BXP Equity Office Office 10591.
3 Kilroy Realty Corporation KRC Equity Office Office 4513.
4 Vornado Realty Trust VNO Equity Office Office 3990.
5 Cousins Properties Incorporated CUZ Equity Office Office 3830.
6 Highwoods Properties, Inc. HIW Equity Office Office 2942.
7 Corporate Office Properties Trust OFC Equity Office Office 2916.
8 Douglas Emmett, Inc DEI Equity Office Office 2756.
9 Equity Commonwealth EQC Equity Office Office 2732.
10 SL Green Realty Corp. SLG Equity Office Office 2168.
# … with 196 more rows, and abbreviated variable names ¹Investment_Sector,
# ²Property_Sector, ³Property_Subsector
# ℹ Use `print(n = ...)` to see more rows#Question 2.2:Convert the following columns into categorical data: ‘Investment_Sector’, ‘Property_Sector’ and ‘Property_Subsector’.
reit2022.3 <- reit2022.2 %>% select(Symbols,Investment_Sector,Property_Sector,Property_Subsector,MKV_mio) %>%
mutate(Investment_Sector= as.factor(Investment_Sector)) %>%
mutate(Property_Sector= as.factor(Property_Sector)) %>%
mutate(Property_Subsector=as.factor(Property_Subsector))
reit2022.3## # A tibble: 206 × 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.
## 7 OFC Equity Office Office 2916.
## 8 DEI Equity Office Office 2756.
## 9 EQC Equity Office Office 2732.
## 10 SLG Equity Office Office 2168.
## # … with 196 more rows#Result
# A tibble: 206 × 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.
7 OFC Equity Office Office 2916.
8 DEI Equity Office Office 2756.
9 EQC Equity Office Office 2732.
10 SLG Equity Office Office 2168.
# … with 196 more rows
# ℹ Use `print(n = ...)` to see more rows#Question 3 #Question 3.1:Select firms with ‘Investment_Sector’ being equal to ‘Equity’.
reit2022.4 <- reit2022.3 %>% filter(Investment_Sector == "Equity")
reit2022.4## # A tibble: 162 × 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.
## 7 OFC Equity Office Office 2916.
## 8 DEI Equity Office Office 2756.
## 9 EQC Equity Office Office 2732.
## 10 SLG Equity Office Office 2168.
## # … with 152 more rows#Result
# A tibble: 162 × 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.
7 OFC Equity Office Office 2916.
8 DEI Equity Office Office 2756.
9 EQC Equity Office Office 2732.
10 SLG Equity Office Office 2168.#Question 3.2: Compute the sum of MKV by Property Sector.
reit2022.5 <- reit2022.4 %>% group_by(Property_Sector) %>% summarize(MKV=sum(MKV_mio)) %>%
ungroup() %>% mutate(MKV_text= scales::dollar(MKV))
reit2022.5## # A tibble: 12 × 3
## Property_Sector MKV MKV_text
## <fct> <dbl> <chr>
## 1 Data Centers 89445. $89,445
## 2 Diversified 29235. $29,235
## 3 Health Care 97112. $97,112
## 4 Industrial 151856. $151,856
## 5 Infrastructure 188749. $188,749
## 6 Lodging/Resorts 33215. $33,215
## 7 Office 69345. $69,345
## 8 Residential 176082. $176,082
## 9 Retail 183105. $183,105
## 10 Self Storage 89648. $89,648
## 11 Specialty 75846. $75,846
## 12 Timber 31185. $31,185#Result
# A tibble: 12 × 3
Property_Sector MKV MKV_text
<fct> <dbl> <chr>
1 Data Centers 89445. $89,445
2 Diversified 29235. $29,235
3 Health Care 97112. $97,112
4 Industrial 151856. $151,856
5 Infrastructure 188749. $188,749
6 Lodging/Resorts 33215. $33,215
7 Office 69345. $69,345
8 Residential 176082. $176,082
9 Retail 183105. $183,105
10 Self Storage 89648. $89,648
11 Specialty 75846. $75,846
12 Timber 31185. $31,185 #Question 3.3: Plot
reit2022.6 <- reit2022.3 %>% group_by(Property_Sector) %>% summarize(MKV= sum(MKV_mio)) %>% ungroup() %>% mutate(MKV_text= scales::dollar(MKV))
reit2022.6 %>% ggplot2(aes(x=MKV, y= reorder(Property_Sector,MKV))) + geom_col(fill="orange")+ geom_label(mapping = aes(MKV_text))+
scale_x_continuous(labels= scales::dollar, limits = c(0,200000))+ theme_tq()+ scale_fill_tq()+
labs(
title="Market Value by Equity Property Sector($M)",
x="Market Value", y="Property Sector")#Result
#Question 4,1,2: Download price from yahoo finance #Question 4.1 Download each Symbol’s daily adjusted closing price from 2010/01/01 to 2022/12/31.
pricedata <-lapply((reit2022$Symbols),function(x){
getSymbols(x,
from = "2010/01/01",
to = "2022/12/31",
periodicity = "daily",
src = "yahoo",
auto.assign = FALSE)})
names(pricedata) <- reit2022$Symbols
adjPrice <- lapply(pricedata, Ad)
adjPrice <- do.call(merge, adjPrice)
adjPrice
ARE.Adjusted BXP.Adjusted KRC.Adjusted VNO.Adjusted CUZ.Adjusted
## 2010-01-04 43.12879 43.64645 20.14191 29.86839 14.78186
## 2010-01-05 42.67409 44.30992 20.21480 29.64231 15.52095
## 2010-01-06 42.45012 44.51807 20.17504 29.52287 15.83215
## 2010-01-07 42.84374 44.71320 20.75166 29.97931 16.16280
## 2010-01-08 42.70125 44.13428 20.71189 29.64659 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 43.10165 44.62215 21.60664 30.05609 16.20170
## 2010-01-14 43.08807 44.43351 21.26200 30.17979 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 17.59738 20.52098 9.527959 13.40137 32.54273
## 2010-01-05 17.12442 20.82768 9.642668 13.54771 31.93750
## 2010-01-06 17.05374 20.95832 9.615679 13.79860 31.72466
## 2010-01-07 17.36905 20.86177 9.777627 13.81951 32.52942
## 2010-01-08 17.24946 20.76521 9.662916 13.56862 32.29664
## 2010-01-11 17.34731 20.87880 9.791123 13.65225 32.87526
## 2010-01-12 17.09724 20.60618 9.683157 13.27592 33.00163
## 2010-01-13 17.27120 21.21391 9.926081 13.65225 33.79309
## 2010-01-14 17.20053 21.36158 9.818118 13.61044 33.64676
## 2010-01-15 17.11355 21.48654 9.885594 13.52681 33.28763
## 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 5.666380 31.71931 NA NA 6.465184
## 2010-01-05 5.721837 31.33266 NA NA 6.329947
## 2010-01-06 5.792412 31.52599 NA NA 6.242699
## 2010-01-07 5.847868 31.59504 NA NA 6.203435
## 2010-01-08 5.822660 31.73313 NA NA 6.155447
## 2010-01-11 5.822660 31.70550 NA NA 6.103099
## 2010-01-12 5.757124 30.95982 NA NA 5.959138
## 2010-01-13 5.883156 31.66409 NA NA 5.985312
## 2010-01-14 5.787371 30.42127 NA NA 5.911148
## 2010-01-15 5.767206 31.01506 NA NA 5.850075
## CMCT.Adjusted NYC.Adjusted PLD.Adjusted REXR.Adjusted COLD.Adjusted
## 2010-01-04 17.09538 NA 16.94887 NA NA
## 2010-01-05 16.89267 NA 17.19606 NA NA
## 2010-01-06 16.78006 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 17.88371 NA 17.15598 NA NA
## 2010-01-12 17.32062 NA 16.77519 NA NA
## 2010-01-13 16.89267 NA 17.22947 NA NA
## 2010-01-14 16.89267 NA 17.16266 NA NA
## 2010-01-15 16.75753 NA 17.08248 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 4.340671 NA NA NA
## 2010-01-06 23.66446 4.231569 NA NA NA
## 2010-01-07 23.74053 4.325085 NA NA NA
## 2010-01-08 23.68981 4.231569 NA NA NA
## 2010-01-11 23.74053 4.348462 NA NA NA
## 2010-01-12 23.41089 4.309498 NA NA NA
## 2010-01-13 23.65177 4.395220 NA NA NA
## 2010-01-14 24.20330 4.434186 NA NA NA
## 2010-01-15 24.42517 4.465357 NA NA NA
## LXP.Adjusted PLYM.Adjusted INDT.Adjusted ILPT.Adjusted KIM.Adjusted
## 2010-01-04 2.945248 NA 24.95744 NA 7.612264
## 2010-01-05 2.954568 NA 24.48541 NA 7.573256
## 2010-01-06 2.912627 NA 23.98764 NA 7.606691
## 2010-01-07 2.940586 NA 24.07346 NA 7.863039
## 2010-01-08 2.977869 NA 24.33951 NA 7.762728
## 2010-01-11 2.991849 NA 24.54549 NA 7.874183
## 2010-01-12 2.912627 NA 23.94472 NA 7.656845
## 2010-01-13 2.931267 NA 24.45967 NA 7.907617
## 2010-01-14 2.893985 NA 24.12495 NA 7.785022
## 2010-01-15 2.959227 NA 23.91898 NA 7.589974
## REG.Adjusted FRT.Adjusted BRX.Adjusted KRG.Adjusted PECO.Adjusted
## 2010-01-04 21.17594 43.90084 NA 8.264451 NA
## 2010-01-05 21.32819 43.84846 NA 8.063853 NA
## 2010-01-06 21.35865 43.73054 NA 8.264451 NA
## 2010-01-07 21.52308 43.71746 NA 8.645577 NA
## 2010-01-08 21.48654 43.44238 NA 8.665635 NA
## 2010-01-11 21.80933 43.98599 NA 8.625519 NA
## 2010-01-12 21.40736 43.23280 NA 8.525222 NA
## 2010-01-13 22.02857 44.09077 NA 8.384806 NA
## 2010-01-14 21.92504 43.91393 NA 8.324624 NA
## 2010-01-15 22.18692 44.26762 NA 8.424921 NA
## SITC.Adjusted SKT.Adjusted ROIC.Adjusted UE.Adjusted IVT.Adjusted
## 2010-01-04 8.401091 11.04945 6.406985 NA NA
## 2010-01-05 8.328429 11.23726 6.444744 NA NA
## 2010-01-06 8.174029 11.45352 6.451036 NA NA
## 2010-01-07 8.537318 11.32547 6.469919 NA NA
## 2010-01-08 8.455581 11.16612 6.476213 NA NA
## 2010-01-11 8.510075 11.21734 6.457332 NA NA
## 2010-01-12 8.337510 10.90717 6.482505 NA NA
## 2010-01-13 8.882447 11.42792 6.482505 NA NA
## 2010-01-14 8.673554 11.44214 6.476213 NA NA
## 2010-01-15 8.382921 11.35677 6.513976 NA NA
## AKR.Adjusted ALEX.Adjusted BFS.Adjusted RPT.Adjusted UBA.Adjusted
## 2010-01-04 10.57935 NA 19.85815 5.038890 7.861885
## 2010-01-05 10.51697 NA 19.52818 4.846452 7.745227
## 2010-01-06 10.47954 NA 19.34819 4.750231 7.700381
## 2010-01-07 10.61677 NA 19.89415 4.760360 7.705536
## 2010-01-08 10.41717 NA 20.69206 4.704653 7.607608
## 2010-01-11 10.49202 NA 20.81206 4.699589 7.695231
## 2010-01-12 10.41093 NA 20.57808 4.588176 7.494215
## 2010-01-13 10.85382 NA 20.92367 4.583112 7.762236
## 2010-01-14 10.75400 NA 21.05100 4.593241 7.808620
## 2010-01-15 10.69163 NA 20.51139 4.709718 7.731306
## WSR.Adjusted CTO.Adjusted UBP.Adjusted WHLR.Adjusted SPG.Adjusted
## 2010-01-04 NA 7.698838 7.444952 NA 43.83767
## 2010-01-05 NA 7.598239 7.479977 NA 43.53772
## 2010-01-06 NA 7.491222 7.398726 NA 43.04892
## 2010-01-07 NA 7.611084 7.271776 NA 43.60994
## 2010-01-08 NA 7.634625 7.124514 NA 42.56567
## 2010-01-11 NA 7.692413 7.205763 NA 42.60454
## 2010-01-12 NA 7.666732 7.073732 NA 41.76578
## 2010-01-13 NA 7.653886 7.236231 NA 42.18794
## 2010-01-14 NA 7.833679 7.190526 NA 42.37679
## 2010-01-15 NA 7.722381 7.236231 NA 41.59913
## MAC.Adjusted CBL.Adjusted O.Adjusted STOR.Adjusted NNN.Adjusted
## 2010-01-04 17.52953 NA 13.90159 NA 11.36129
## 2010-01-05 17.32324 NA 14.13593 NA 11.32939
## 2010-01-06 16.77481 NA 14.12529 NA 11.43572
## 2010-01-07 16.84021 NA 14.42355 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 14.56204 NA 11.24433
## 2010-01-13 16.59871 NA 14.72716 NA 11.34535
## 2010-01-14 16.73958 NA 14.66856 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 12.00435
## 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 11.82202
## 2010-01-08 11.87608 NA NA NA 11.80681
## 2010-01-11 11.88121 NA NA NA 11.79162
## 2010-01-12 11.90690 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 53.51210
## 2010-01-05 NA NA NA NA 53.11012
## 2010-01-06 NA NA NA NA 52.60927
## 2010-01-07 NA NA NA NA 52.71471
## 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 51.79208
## 2010-01-13 NA NA NA NA 52.99808
## 2010-01-14 NA NA NA NA 52.68177
## 2010-01-15 NA NA NA NA 52.34565
## EQR.Adjusted MAA.Adjusted ESS.Adjusted UDR.Adjusted CPT.Adjusted
## 2010-01-04 18.74070 29.57462 55.39894 10.282210 25.23881
## 2010-01-05 18.66776 29.55007 55.73421 10.269521 25.18406
## 2010-01-06 18.77436 29.64826 56.12314 10.199747 24.87990
## 2010-01-07 18.95391 29.78942 56.70649 10.275867 24.83124
## 2010-01-08 18.71264 29.59304 56.12314 10.072886 24.45408
## 2010-01-11 18.65653 29.74646 56.16335 10.142660 24.52709
## 2010-01-12 18.38720 29.51325 55.41906 9.895282 24.19251
## 2010-01-13 18.97075 29.98260 56.51872 10.184052 24.88599
## 2010-01-14 18.93708 29.91421 56.90093 10.100626 24.78867
## 2010-01-15 18.72386 29.51636 56.51872 9.978702 24.58791
## AIRC.Adjusted IRT.Adjusted ELME.Adjusted VRE.Adjusted NXRT.Adjusted
## 2010-01-04 NA NA 15.03764 21.16620 NA
## 2010-01-05 NA NA 14.92768 21.75067 NA
## 2010-01-06 NA NA 14.91669 21.99576 NA
## 2010-01-07 NA NA 15.03214 22.36026 NA
## 2010-01-08 NA NA 15.02665 22.28485 NA
## 2010-01-11 NA NA 15.05963 22.58021 NA
## 2010-01-12 NA NA 14.92218 21.88892 NA
## 2010-01-13 NA NA 15.29056 22.36026 NA
## 2010-01-14 NA NA 15.23008 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 42.51284 3.557935 NA NA
## 2010-01-05 1.173972 40.85772 3.536371 NA NA
## 2010-01-06 1.194782 40.00651 3.514807 NA NA
## 2010-01-07 1.238555 40.43212 3.521995 NA NA
## 2010-01-08 1.209851 40.57398 3.529183 NA NA
## 2010-01-11 1.219180 40.52668 3.543559 NA NA
## 2010-01-12 1.187606 40.81044 3.500432 NA NA
## 2010-01-13 1.220615 41.66163 3.565123 NA NA
## 2010-01-14 1.206980 41.99268 3.478869 NA NA
## 2010-01-15 1.178995 42.27639 3.450118 NA NA
## SUI.Adjusted ELS.Adjusted UMH.Adjusted INVH.Adjusted AMH.Adjusted
## 2010-01-04 11.28527 9.186097 3.902714 NA NA
## 2010-01-05 11.22327 9.226363 3.856799 NA NA
## 2010-01-06 11.56149 9.193419 3.810885 NA NA
## 2010-01-07 11.56713 9.105567 3.806293 NA NA
## 2010-01-08 11.57276 9.068959 3.810885 NA NA
## 2010-01-11 11.57276 9.065297 3.865982 NA NA
## 2010-01-12 11.34728 8.827365 3.833843 NA NA
## 2010-01-13 11.45203 9.065297 3.792519 NA NA
## 2010-01-14 11.37638 9.078115 3.778745 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 12.99001 NA NA NA NA
## 2010-01-05 12.92435 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 13.13538 NA NA NA NA
## SVC.Adjusted ALX.Adjusted AHH.Adjusted GOOD.Adjusted STAR.Adjusted
## 2010-01-04 10.68936 123.8200 NA 4.637641 1.876681
## 2010-01-05 10.86645 123.0840 NA 4.489703 1.985870
## 2010-01-06 10.93910 123.7542 NA 4.548191 2.122355
## 2010-01-07 11.05717 125.9707 NA 4.555072 2.320260
## 2010-01-08 11.19794 125.6993 NA 4.637641 2.313437
## 2010-01-11 11.37049 119.9547 NA 4.579155 2.361206
## 2010-01-12 11.13437 123.6597 NA 4.617000 2.252017
## 2010-01-13 11.23427 125.3168 NA 4.603236 2.245193
## 2010-01-14 10.96181 124.8194 NA 4.672043 2.265666
## 2010-01-15 10.82558 123.7666 NA 4.651403 2.299788
## OLP.Adjusted MDV.Adjusted MDRR.Adjusted SQFT.Adjusted GIPR.Adjusted
## 2010-01-04 3.461105 NA NA NA NA
## 2010-01-05 3.590163 NA NA NA NA
## 2010-01-06 3.828726 NA NA NA NA
## 2010-01-07 3.926497 NA NA NA NA
## 2010-01-08 3.887389 NA NA NA NA
## 2010-01-11 4.079022 NA NA NA NA
## 2010-01-12 4.008626 NA NA NA NA
## 2010-01-13 4.036002 NA NA NA NA
## 2010-01-14 3.992983 NA NA NA NA
## 2010-01-15 3.989072 NA NA NA NA
## HST.Adjusted RHP.Adjusted APLE.Adjusted PK.Adjusted SHO.Adjusted
## 2010-01-04 8.109559 11.65321 NA NA 6.320424
## 2010-01-05 8.294800 11.57444 NA NA 6.376479
## 2010-01-06 8.342828 11.91205 NA NA 6.355454
## 2010-01-07 8.651567 11.90080 NA NA 6.551657
## 2010-01-08 8.569234 12.16526 NA NA 6.600706
## 2010-01-11 8.493766 12.41847 NA NA 6.838948
## 2010-01-12 8.219330 12.27217 NA NA 6.649756
## 2010-01-13 8.555514 12.30030 NA NA 6.747857
## 2010-01-14 8.514347 12.32281 NA NA 6.747857
## 2010-01-15 8.219330 12.27780 NA NA 6.775883
## PEB.Adjusted DRH.Adjusted RLJ.Adjusted XHR.Adjusted INN.Adjusted
## 2010-01-04 15.18675 5.927490 NA NA NA
## 2010-01-05 15.46416 6.201276 NA NA NA
## 2010-01-06 15.47128 6.187586 NA NA NA
## 2010-01-07 15.15830 6.303947 NA NA NA
## 2010-01-08 15.02315 6.139672 NA NA NA
## 2010-01-11 14.95912 6.365547 NA NA NA
## 2010-01-12 14.62481 6.262878 NA NA NA
## 2010-01-13 14.63192 6.468218 NA NA NA
## 2010-01-14 14.67460 6.543510 NA NA NA
## 2010-01-15 14.80975 6.550354 NA NA NA
## CLDT.Adjusted HT.Adjusted BHR.Adjusted AHT.Adjusted SOHO.Adjusted
## 2010-01-04 NA 7.147985 NA 171.1183 1.246318
## 2010-01-05 NA 7.456851 NA 175.3521 1.252427
## 2010-01-06 NA 7.743650 NA 184.1726 1.246318
## 2010-01-07 NA 7.831898 NA 190.5234 1.289084
## 2010-01-08 NA 7.765713 NA 198.2855 1.374615
## 2010-01-11 NA 8.162823 NA 206.4004 1.545678
## 2010-01-12 NA 7.236230 NA 206.0475 1.539569
## 2010-01-13 NA 7.280355 NA 210.2814 1.539569
## 2010-01-14 NA 7.324481 NA 211.3398 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 50.30447 7.784091 4.678254 14.13645
## 2010-01-05 0.989080 50.71881 7.731717 4.772664 13.95856
## 2010-01-06 1.061673 50.41120 7.757905 4.720576 13.93088
## 2010-01-07 1.143340 50.34213 7.698985 4.733599 13.97437
## 2010-01-08 1.170563 49.42558 7.528765 4.661976 13.83996
## 2010-01-11 1.225007 49.76458 7.587689 4.753132 14.36573
## 2010-01-12 1.179637 48.95473 7.319272 4.655464 14.15359
## 2010-01-13 1.179637 49.92151 7.450207 4.746620 14.50583
## 2010-01-14 1.252230 49.67040 7.424018 4.818243 14.49382
## 2010-01-15 1.252230 49.57624 7.456751 4.876843 14.35372
## NSA.Adjusted SELF.Adjusted WELL.Adjusted VTR.Adjusted PEAK.Adjusted
## 2010-01-04 NA 1.579438 23.64323 27.23342 14.20855
## 2010-01-05 NA 1.579438 23.97607 27.36535 14.17075
## 2010-01-06 NA 1.579438 23.85796 27.05751 14.08569
## 2010-01-07 NA 1.549231 23.90628 27.35906 14.27943
## 2010-01-08 NA 1.536284 23.65933 27.05751 14.37393
## 2010-01-11 NA 1.575123 23.71302 27.60407 14.53459
## 2010-01-12 NA 1.553545 23.49827 27.42816 14.28888
## 2010-01-13 NA 1.557861 24.00292 28.21344 14.39756
## 2010-01-14 NA 1.588069 23.82576 28.11921 14.35503
## 2010-01-15 NA 1.575123 23.78281 28.06267 14.34085
## HR.Adjusted MPW.Adjusted OHI.Adjusted DOC.Adjusted SBRA.Adjusted
## 2010-01-04 NA 4.199804 7.588734 NA 9.662728
## 2010-01-05 NA 4.320752 7.716377 NA 9.798092
## 2010-01-06 NA 4.333263 7.700903 NA 9.558604
## 2010-01-07 NA 4.304069 7.708642 NA 9.798092
## 2010-01-08 NA 4.220658 7.673833 NA 10.100049
## 2010-01-11 NA 4.287386 7.693169 NA 9.860567
## 2010-01-12 NA 4.141416 7.507514 NA 9.652318
## 2010-01-13 NA 4.233168 7.704772 NA 9.766851
## 2010-01-14 NA 4.258193 7.669960 NA 9.725203
## 2010-01-15 NA 4.266534 7.735718 NA 9.527365
## NHI.Adjusted CTRE.Adjusted LTC.Adjusted CHCT.Adjusted UHT.Adjusted
## 2010-01-04 17.45256 NA 13.60856 NA 16.86645
## 2010-01-05 17.30286 NA 13.39607 NA 16.86119
## 2010-01-06 16.81511 NA 13.59372 NA 16.79280
## 2010-01-07 16.72819 NA 13.82103 NA 16.95589
## 2010-01-08 16.78614 NA 13.67279 NA 16.98746
## 2010-01-11 16.81511 NA 13.32689 NA 16.92959
## 2010-01-12 16.72819 NA 13.33677 NA 16.91380
## 2010-01-13 16.90204 NA 13.55420 NA 17.20841
## 2010-01-14 16.76200 NA 13.52949 NA 17.53459
## 2010-01-15 16.61712 NA 13.66291 NA 17.24523
## GMRE.Adjusted DHC.Adjusted WY.Adjusted RYN.Adjusted PCH.Adjusted
## 2010-01-04 NA 9.680444 10.53014 12.89141 16.03655
## 2010-01-05 NA 9.738519 10.75369 13.23563 16.10142
## 2010-01-06 NA 9.850199 10.63478 13.25085 16.30599
## 2010-01-07 NA 9.814464 10.58722 13.52197 16.35090
## 2010-01-08 NA 9.707250 10.48972 13.68951 16.30599
## 2010-01-11 NA 9.783195 10.55868 13.82049 16.19123
## 2010-01-12 NA 9.613437 10.43502 13.61640 16.05152
## 2010-01-13 NA 9.801063 10.53014 13.71692 16.34591
## 2010-01-14 NA 9.660268 10.43026 13.60117 16.10142
## 2010-01-15 NA 9.651181 10.36606 13.55243 16.01659
## AMT.Adjusted CCI.Adjusted SBAC.Adjusted UNIT.Adjusted CORR.Adjusted
## 2010-01-04 35.16531 28.89672 34.27257 NA 13.35731
## 2010-01-05 35.74789 29.17394 35.09113 NA 13.77722
## 2010-01-06 35.93399 28.75810 35.02292 NA 14.03717
## 2010-01-07 35.83689 28.28392 35.51991 NA 14.31711
## 2010-01-08 35.90971 28.42252 35.55889 NA 14.89700
## 2010-01-11 35.58606 28.42982 35.80252 NA 14.99698
## 2010-01-12 35.14912 27.90456 34.42849 NA 14.73703
## 2010-01-13 35.89353 28.21096 35.35424 NA 14.11715
## 2010-01-14 36.09582 28.16719 35.48093 NA 13.51728
## 2010-01-15 35.60224 28.22555 35.71481 NA 13.49728
## PW.Adjusted EQIX.Adjusted DLR.Adjusted VICI.Adjusted IRM.Adjusted
## 2010-01-04 9.308209 86.67097 29.50228 NA 9.347876
## 2010-01-05 9.370088 85.86407 29.69641 NA 9.376460
## 2010-01-06 9.325890 86.64721 29.29638 NA 9.678660
## 2010-01-07 9.370088 84.87520 29.55522 NA 9.833847
## 2010-01-08 9.591081 84.46384 29.88466 NA 9.862434
## 2010-01-11 9.440806 85.15999 29.73759 NA 9.935944
## 2010-01-12 9.502685 81.71088 29.39051 NA 9.817509
## 2010-01-13 9.325890 81.54474 29.53169 NA 10.070709
## 2010-01-14 9.325890 82.36748 29.70817 NA 10.140136
## 2010-01-15 9.414285 80.77741 29.41404 NA 9.956365
## GLPI.Adjusted LAMR.Adjusted EPR.Adjusted OUT.Adjusted SAFE.Adjusted
## 2010-01-04 NA 21.30770 16.41338 NA NA
## 2010-01-05 NA 21.82835 16.39939 NA NA
## 2010-01-06 NA 22.26993 16.26895 NA NA
## 2010-01-07 NA 21.85472 16.27827 NA NA
## 2010-01-08 NA 21.83495 16.23634 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 16.69756 NA NA
## 2010-01-14 NA 21.22202 16.62303 NA NA
## 2010-01-15 NA 20.59590 16.62767 NA NA
## FPI.Adjusted LAND.Adjusted NLY.Adjusted AGNC.Adjusted RITM.Adjusted
## 2010-01-04 NA NA 14.15121 4.612731 NA
## 2010-01-05 NA NA 14.15933 4.597188 NA
## 2010-01-06 NA NA 14.24874 4.541924 NA
## 2010-01-07 NA NA 14.15121 4.519472 NA
## 2010-01-08 NA NA 14.24874 4.576463 NA
## 2010-01-11 NA NA 14.31377 4.659359 NA
## 2010-01-12 NA NA 14.17558 4.642090 NA
## 2010-01-13 NA NA 14.24061 4.636908 NA
## 2010-01-14 NA NA 14.06179 4.602369 NA
## 2010-01-15 NA NA 13.96426 4.550559 NA
## TWO.Adjusted CIM.Adjusted RC.Adjusted PMT.Adjusted FBRT.Adjusted
## 2010-01-04 11.96757 3.412804 NA 4.439290 NA
## 2010-01-05 11.95537 3.491967 NA 4.408532 NA
## 2010-01-06 11.83338 3.518356 NA 4.416219 NA
## 2010-01-07 11.95537 3.597517 NA 4.444416 NA
## 2010-01-08 11.95537 3.579927 NA 4.418784 NA
## 2010-01-11 11.89437 3.606314 NA 4.439290 NA
## 2010-01-12 11.61379 3.535947 NA 4.431597 NA
## 2010-01-13 11.82118 3.632702 NA 4.441853 NA
## 2010-01-14 11.94317 3.641498 NA 4.418784 NA
## 2010-01-15 11.83338 3.571129 NA 4.375210 NA
## MFA.Adjusted NYMT.Adjusted RWT.Adjusted EFC.Adjusted ARR.Adjusted
## 2010-01-04 6.113247 1.241127 5.532668 NA 10.499856
## 2010-01-05 6.146203 1.244634 5.570773 NA 10.213373
## 2010-01-06 6.137962 1.232363 5.475513 NA 10.238294
## 2010-01-07 6.129724 1.228857 5.673652 NA 10.213373
## 2010-01-08 6.121485 1.204314 5.711754 NA 10.188470
## 2010-01-11 6.096769 1.174513 5.890846 NA 10.213373
## 2010-01-12 6.022619 1.206068 5.765103 NA 10.213373
## 2010-01-13 6.039098 1.204314 5.871792 NA 10.213373
## 2010-01-14 5.997902 1.207821 5.887033 NA 10.213373
## 2010-01-15 5.931991 1.200809 5.765103 NA 9.378873
## DX.Adjusted IVR.Adjusted ORC.Adjusted AJX.Adjusted CHMI.Adjusted
## 2010-01-04 6.168886 43.91830 NA NA NA
## 2010-01-05 6.231907 43.70735 NA NA NA
## 2010-01-06 6.273920 43.82242 NA NA NA
## 2010-01-07 6.273920 43.05528 NA NA NA
## 2010-01-08 6.308928 42.95940 NA NA NA
## 2010-01-11 6.364945 41.23334 NA NA NA
## 2010-01-12 6.343938 40.98402 NA NA NA
## 2010-01-13 6.343938 41.82787 NA NA NA
## 2010-01-14 6.364945 42.05800 NA NA NA
## 2010-01-15 6.357943 42.11554 NA NA NA
## AOMR.Adjusted MITT.Adjusted LFT.Adjusted EARN.Adjusted AAIC.Adjusted
## 2010-01-04 NA NA NA NA 3.799234
## 2010-01-05 NA NA NA NA 3.878788
## 2010-01-06 NA NA NA NA 3.876377
## 2010-01-07 NA NA NA NA 3.869144
## 2010-01-08 NA NA NA NA 3.881196
## 2010-01-11 NA NA NA NA 3.828163
## 2010-01-12 NA NA NA NA 3.893251
## 2010-01-13 NA NA NA NA 3.893251
## 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 5.121822 2.708894 NA
## 2010-01-05 0.519394 NA 5.100732 2.751553 NA
## 2010-01-06 0.519394 NA 5.048013 3.135492 NA
## 2010-01-07 0.499607 NA 5.037467 3.690068 NA
## 2010-01-08 0.494661 NA 5.119187 3.626078 NA
## 2010-01-11 0.494661 NA 5.216719 3.668739 NA
## 2010-01-12 0.504554 NA 5.137639 3.348790 NA
## 2010-01-13 0.504554 NA 5.203538 3.498099 NA
## 2010-01-14 0.504554 NA 5.224627 3.412780 NA
## 2010-01-15 0.499607 NA 5.240443 3.732728 NA
## ABR.Adjusted CMTG.Adjusted ARI.Adjusted LADR.Adjusted KREF.Adjusted
## 2010-01-04 0.784815 NA 4.586231 NA NA
## 2010-01-05 0.764896 NA 4.555908 NA NA
## 2010-01-06 0.852540 NA 4.548329 NA NA
## 2010-01-07 0.896362 NA 4.555908 NA NA
## 2010-01-08 0.916281 NA 4.563490 NA NA
## 2010-01-11 0.936201 NA 4.566015 NA NA
## 2010-01-12 0.924249 NA 4.538222 NA NA
## 2010-01-13 0.948152 NA 4.538222 NA NA
## 2010-01-14 0.936201 NA 4.535694 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 19.32180
## 2010-01-05 7.060423 NA 19.28360
## 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 7.114161 NA 20.54373
## 2010-01-13 7.097627 NA 21.19288
## 2010-01-14 7.076962 NA 21.04014
## 2010-01-15 7.010818 NA 20.81102colnames(adjPrice) <- str_replace(colnames(adjPrice), ".Adjusted", " ")
adjPrice %>% ## ARE BXP KRC VNO CUZ HIW OFC
## 2010-01-04 43.12879 43.64645 20.14191 29.86839 14.78186 17.59738 20.52098
## 2010-01-05 42.67409 44.30992 20.21480 29.64231 15.52095 17.12442 20.82768
## 2010-01-06 42.45012 44.51807 20.17504 29.52287 15.83215 17.05374 20.95832
## 2010-01-07 42.84374 44.71320 20.75166 29.97931 16.16280 17.36905 20.86177
## 2010-01-08 42.70125 44.13428 20.71189 29.64659 15.85160 17.24946 20.76521
## 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 9.527959 13.40137 32.54273 NA NA NA NA NA 5.666380
## 2010-01-05 9.642668 13.54771 31.93750 NA NA NA NA NA 5.721837
## 2010-01-06 9.615679 13.79860 31.72466 NA NA NA NA NA 5.792412
## 2010-01-07 9.777627 13.81951 32.52942 NA NA NA NA NA 5.847868
## 2010-01-08 9.662916 13.56862 32.29664 NA NA NA NA NA 5.822660
## 2010-01-11 9.791123 13.65225 32.87526 NA NA NA NA NA 5.822660
## OPI ONL CIO FSP CMCT NYC PLD REXR COLD
## 2010-01-04 31.71931 NA NA 6.465184 17.09538 NA 16.94887 NA NA
## 2010-01-05 31.33266 NA NA 6.329947 16.89267 NA 17.19606 NA NA
## 2010-01-06 31.52599 NA NA 6.242699 16.78006 NA 17.04241 NA NA
## 2010-01-07 31.59504 NA NA 6.203435 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 31.70550 NA NA 6.103099 17.88371 NA 17.15598 NA NA
## EGP FR STAG TRNO IIPR LXP PLYM INDT ILPT
## 2010-01-04 24.22865 4.254948 NA NA NA 2.945248 NA 24.95744 NA
## 2010-01-05 23.70249 4.340671 NA NA NA 2.954568 NA 24.48541 NA
## 2010-01-06 23.66446 4.231569 NA NA NA 2.912627 NA 23.98764 NA
## 2010-01-07 23.74053 4.325085 NA NA NA 2.940586 NA 24.07346 NA
## 2010-01-08 23.68981 4.231569 NA NA NA 2.977869 NA 24.33951 NA
## 2010-01-11 23.74053 4.348462 NA NA NA 2.991849 NA 24.54549 NA
## KIM REG FRT BRX KRG PECO SITC SKT
## 2010-01-04 7.612264 21.17594 43.90084 NA 8.264451 NA 8.401091 11.04945
## 2010-01-05 7.573256 21.32819 43.84846 NA 8.063853 NA 8.328429 11.23726
## 2010-01-06 7.606691 21.35865 43.73054 NA 8.264451 NA 8.174029 11.45352
## 2010-01-07 7.863039 21.52308 43.71746 NA 8.645577 NA 8.537318 11.32547
## 2010-01-08 7.762728 21.48654 43.44238 NA 8.665635 NA 8.455581 11.16612
## 2010-01-11 7.874183 21.80933 43.98599 NA 8.625519 NA 8.510075 11.21734
## ROIC UE IVT AKR ALEX BFS RPT UBA WSR
## 2010-01-04 6.406985 NA NA 10.57935 NA 19.85815 5.038890 7.861885 NA
## 2010-01-05 6.444744 NA NA 10.51697 NA 19.52818 4.846452 7.745227 NA
## 2010-01-06 6.451036 NA NA 10.47954 NA 19.34819 4.750231 7.700381 NA
## 2010-01-07 6.469919 NA NA 10.61677 NA 19.89415 4.760360 7.705536 NA
## 2010-01-08 6.476213 NA NA 10.41717 NA 20.69206 4.704653 7.607608 NA
## 2010-01-11 6.457332 NA NA 10.49202 NA 20.81206 4.699589 7.695231 NA
## CTO UBP WHLR SPG MAC CBL O STOR
## 2010-01-04 7.698838 7.444952 NA 43.83767 17.52953 NA 13.90159 NA
## 2010-01-05 7.598239 7.479977 NA 43.53772 17.32324 NA 14.13593 NA
## 2010-01-06 7.491222 7.398726 NA 43.04892 16.77481 NA 14.12529 NA
## 2010-01-07 7.611084 7.271776 NA 43.60994 16.84021 NA 14.42355 NA
## 2010-01-08 7.634625 7.124514 NA 42.56567 16.52324 NA 14.62063 NA
## 2010-01-11 7.692413 7.205763 NA 42.60454 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 12.00435 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 11.82202 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 11.88121 NA NA NA 11.79162 NA NA NA NA
## AVB EQR MAA ESS UDR CPT AIRC IRT
## 2010-01-04 53.51210 18.74070 29.57462 55.39894 10.28221 25.23881 NA NA
## 2010-01-05 53.11012 18.66776 29.55007 55.73421 10.26952 25.18406 NA NA
## 2010-01-06 52.60927 18.77436 29.64826 56.12314 10.19975 24.87990 NA NA
## 2010-01-07 52.71471 18.95391 29.78942 56.70649 10.27587 24.83124 NA NA
## 2010-01-08 52.31930 18.71264 29.59304 56.12314 10.07289 24.45408 NA NA
## 2010-01-11 53.03762 18.65653 29.74646 56.16335 10.14266 24.52709 NA NA
## ELME VRE NXRT AIV CSR BRT CLPR BHM
## 2010-01-04 15.03764 21.16620 NA 1.145268 42.51284 3.557935 NA NA
## 2010-01-05 14.92768 21.75067 NA 1.173972 40.85772 3.536371 NA NA
## 2010-01-06 14.91669 21.99576 NA 1.194782 40.00651 3.514807 NA NA
## 2010-01-07 15.03214 22.36026 NA 1.238555 40.43212 3.521995 NA NA
## 2010-01-08 15.02665 22.28485 NA 1.209851 40.57398 3.529183 NA NA
## 2010-01-11 15.05963 22.58021 NA 1.219180 40.52668 3.543559 NA NA
## SUI ELS UMH INVH AMH WPC BNL JBGS AAT GNL
## 2010-01-04 11.28527 9.186097 3.902714 NA NA 12.99001 NA NA NA NA
## 2010-01-05 11.22327 9.226363 3.856799 NA NA 12.92435 NA NA NA NA
## 2010-01-06 11.56149 9.193419 3.810885 NA NA 12.76022 NA NA NA NA
## 2010-01-07 11.56713 9.105567 3.806293 NA NA 12.96187 NA NA NA NA
## 2010-01-08 11.57276 9.068959 3.810885 NA NA 12.98532 NA NA NA NA
## 2010-01-11 11.57276 9.065297 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 4.637641 1.876681 3.461105 NA NA NA
## 2010-01-05 10.86645 123.0840 NA 4.489703 1.985870 3.590163 NA NA NA
## 2010-01-06 10.93910 123.7542 NA 4.548191 2.122355 3.828726 NA NA NA
## 2010-01-07 11.05717 125.9707 NA 4.555072 2.320260 3.926497 NA NA NA
## 2010-01-08 11.19794 125.6993 NA 4.637641 2.313437 3.887389 NA NA NA
## 2010-01-11 11.37049 119.9547 NA 4.579155 2.361206 4.079022 NA NA NA
## GIPR HST RHP APLE PK SHO PEB DRH RLJ
## 2010-01-04 NA 8.109559 11.65321 NA NA 6.320424 15.18675 5.927490 NA
## 2010-01-05 NA 8.294800 11.57444 NA NA 6.376479 15.46416 6.201276 NA
## 2010-01-06 NA 8.342828 11.91205 NA NA 6.355454 15.47128 6.187586 NA
## 2010-01-07 NA 8.651567 11.90080 NA NA 6.551657 15.15830 6.303947 NA
## 2010-01-08 NA 8.569234 12.16526 NA NA 6.600706 15.02315 6.139672 NA
## 2010-01-11 NA 8.493766 12.41847 NA NA 6.838948 14.95912 6.365547 NA
## XHR INN CLDT HT BHR AHT SOHO IHT PSA
## 2010-01-04 NA NA NA 7.147985 NA 171.1183 1.246318 0.989080 50.30447
## 2010-01-05 NA NA NA 7.456851 NA 175.3521 1.252427 0.989080 50.71881
## 2010-01-06 NA NA NA 7.743650 NA 184.1726 1.246318 1.061673 50.41120
## 2010-01-07 NA NA NA 7.831898 NA 190.5234 1.289084 1.143340 50.34213
## 2010-01-08 NA NA NA 7.765713 NA 198.2855 1.374615 1.170563 49.42558
## 2010-01-11 NA NA NA 8.162823 NA 206.4004 1.545678 1.225007 49.76458
## EXR CUBE LSI NSA SELF WELL VTR PEAK
## 2010-01-04 7.784091 4.678254 14.13645 NA 1.579438 23.64323 27.23342 14.20855
## 2010-01-05 7.731717 4.772664 13.95856 NA 1.579438 23.97607 27.36535 14.17075
## 2010-01-06 7.757905 4.720576 13.93088 NA 1.579438 23.85796 27.05751 14.08569
## 2010-01-07 7.698985 4.733599 13.97437 NA 1.549231 23.90628 27.35906 14.27943
## 2010-01-08 7.528765 4.661976 13.83996 NA 1.536284 23.65933 27.05751 14.37393
## 2010-01-11 7.587689 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 4.199804 7.588734 NA 9.662728 17.45256 NA 13.60856 NA
## 2010-01-05 NA 4.320752 7.716377 NA 9.798092 17.30286 NA 13.39607 NA
## 2010-01-06 NA 4.333263 7.700903 NA 9.558604 16.81511 NA 13.59372 NA
## 2010-01-07 NA 4.304069 7.708642 NA 9.798092 16.72819 NA 13.82103 NA
## 2010-01-08 NA 4.220658 7.673833 NA 10.100049 16.78614 NA 13.67279 NA
## 2010-01-11 NA 4.287386 7.693169 NA 9.860567 16.81511 NA 13.32689 NA
## UHT GMRE DHC WY RYN PCH AMT CCI
## 2010-01-04 16.86645 NA 9.680444 10.53014 12.89141 16.03655 35.16531 28.89672
## 2010-01-05 16.86119 NA 9.738519 10.75369 13.23563 16.10142 35.74789 29.17394
## 2010-01-06 16.79280 NA 9.850199 10.63478 13.25085 16.30599 35.93399 28.75810
## 2010-01-07 16.95589 NA 9.814464 10.58722 13.52197 16.35090 35.83689 28.28392
## 2010-01-08 16.98746 NA 9.707250 10.48972 13.68951 16.30599 35.90971 28.42252
## 2010-01-11 16.92959 NA 9.783195 10.55868 13.82049 16.19123 35.58606 28.42982
## SBAC UNIT CORR PW EQIX DLR VICI IRM
## 2010-01-04 34.27257 NA 13.35731 9.308209 86.67097 29.50228 NA 9.347876
## 2010-01-05 35.09113 NA 13.77722 9.370088 85.86407 29.69641 NA 9.376460
## 2010-01-06 35.02292 NA 14.03717 9.325890 86.64721 29.29638 NA 9.678660
## 2010-01-07 35.51991 NA 14.31711 9.370088 84.87520 29.55522 NA 9.833847
## 2010-01-08 35.55889 NA 14.89700 9.591081 84.46384 29.88466 NA 9.862434
## 2010-01-11 35.80252 NA 14.99698 9.440806 85.15999 29.73759 NA 9.935944
## GLPI LAMR EPR OUT SAFE FPI LAND NLY AGNC
## 2010-01-04 NA 21.30770 16.41338 NA NA NA NA 14.15121 4.612731
## 2010-01-05 NA 21.82835 16.39939 NA NA NA NA 14.15933 4.597188
## 2010-01-06 NA 22.26993 16.26895 NA NA NA NA 14.24874 4.541924
## 2010-01-07 NA 21.85472 16.27827 NA NA NA NA 14.15121 4.519472
## 2010-01-08 NA 21.83495 16.23634 NA NA NA NA 14.24874 4.576463
## 2010-01-11 NA 21.78881 16.64166 NA NA NA NA 14.31377 4.659359
## RITM TWO CIM RC PMT FBRT MFA NYMT
## 2010-01-04 NA 11.96757 3.412804 NA 4.439290 NA 6.113247 1.241127
## 2010-01-05 NA 11.95537 3.491967 NA 4.408532 NA 6.146203 1.244634
## 2010-01-06 NA 11.83338 3.518356 NA 4.416219 NA 6.137962 1.232363
## 2010-01-07 NA 11.95537 3.597517 NA 4.444416 NA 6.129724 1.228857
## 2010-01-08 NA 11.95537 3.579927 NA 4.418784 NA 6.121485 1.204314
## 2010-01-11 NA 11.89437 3.606314 NA 4.439290 NA 6.096769 1.174513
## RWT EFC ARR DX IVR ORC AJX CHMI AOMR MITT
## 2010-01-04 5.532668 NA 10.49986 6.168886 43.91830 NA NA NA NA NA
## 2010-01-05 5.570773 NA 10.21337 6.231907 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 5.673652 NA 10.21337 6.273920 43.05528 NA NA NA NA NA
## 2010-01-08 5.711754 NA 10.18847 6.308928 42.95940 NA NA NA NA NA
## 2010-01-11 5.890846 NA 10.21337 6.364945 41.23334 NA NA NA NA NA
## LFT EARN AAIC LOAN WMC STWD BXMT HASI ABR
## 2010-01-04 NA NA 3.799234 0.519394 NA 5.121822 2.708894 NA 0.784815
## 2010-01-05 NA NA 3.878788 0.519394 NA 5.100732 2.751553 NA 0.764896
## 2010-01-06 NA NA 3.876377 0.519394 NA 5.048013 3.135492 NA 0.852540
## 2010-01-07 NA NA 3.869144 0.499607 NA 5.037467 3.690068 NA 0.896362
## 2010-01-08 NA NA 3.881196 0.494661 NA 5.119187 3.626078 NA 0.916281
## 2010-01-11 NA NA 3.828163 0.494661 NA 5.216719 3.668739 NA 0.936201
## CMTG ARI LADR KREF BRSP ACRE TRTX BRMK AFCG GPMT REFI
## 2010-01-04 NA 4.586231 NA NA NA NA NA NA NA NA NA
## 2010-01-05 NA 4.555908 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 4.555908 NA NA NA NA NA NA NA NA NA
## 2010-01-08 NA 4.563490 NA NA NA NA NA NA NA NA NA
## 2010-01-11 NA 4.566015 NA NA NA NA NA NA NA NA NA
## NREF SEVN SACH ACR
## 2010-01-04 NA 7.035620 NA 19.32180
## 2010-01-05 NA 7.060423 NA 19.28360
## 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