Datadory notebook
The Complete Mortgage REITs Data Guide (2026)
This mortgage REIT data guide maps all 11 datasets Datadory catalogs for Mortgage REITs, 7 primary sources plus 4 related records. Two publishers dominate: the Federal Reserve Board supplies public-domain macro releases (Z.1 balance sheets from 1945:Q4; daily H.15 rates from July 1954) while Nareit owns the sector layer back to December 1971. Six of 7 primary sources are free.
1,744 datasets. Pick your catch.
What do the numbers say about mortgage REIT data?
Eight figures anchor the category, and together they explain why this slice needs so few publishers. The two Federal Reserve releases supply depth - 286 Z.1 tables from 1945:Q4 and 263 H.15 series from July 1, 1954 - while Nareit supplies sector specificity, from 665 monthly index observations down to the roughly 30 vehicles tracked on the sector overview. Every number in the table traces to one of the seven primary records cataloged above.
Keep reading
Work through the connected pages in this order:
| Number | What it measures |
|---|---|
| 11 | Datasets cataloged for Mortgage REITs: 7 primary sources plus 4 related records pooled in from adjacent industries |
| 1945:Q4 | Start of observed mortgage tables in the Fed Z.1 release - 286 tables in an ~8 MB CSV bundle, commercial delivery terms |
| July 1, 1954 | First daily observation in the H.15 XML bundle: 263 series posted at 4:15 pm ET each business day |
| December 1971 | First month of Nareit's index workbooks - 665 monthly observations through July 2026 with a dedicated Mortgage REITs block |
| 13.14% | FTSE Russell aggregate mortgage REIT dividend yield as of 7/31/2026, across roughly 30 tracked vehicles |
| 8.57 of 10 | Mean Datadory quality score for the slice - every primary record scores 8 or higher |
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Get a sampleQuestions worth asking
How many publicly traded mortgage REITs are there?
Nareit's Mortgage REIT Sector Overview tracks roughly 30 vehicles, with FTSE Russell aggregate metrics as of 7/31/2026 showing a 13.14% dividend yield. Its sortable roster lists about 22 companies per pull with tickers, share prices as of the 08/21/2026 close and one-year total returns, refreshed daily.
What interest rate data do I need to model mREIT spread risk?
Start with the Federal Reserve's H.15 Selected Interest Rates release: federal funds, commercial paper, prime, discount window and nominal and TIPS Treasury constant maturities from 1 month to 30 years, published at 4:15 pm ET each business day. Daily observations extend back to July 1, 1954 in the free SDMX XML bundle.
Is there a free source for US mortgage debt outstanding by holder type?
Yes — the Federal Reserve Z.1 Financial Accounts release publishes quarterly flow-of-funds and balance-sheet tables allocating mortgage debt across households, nonfinancial business, the federal government, GSEs, ABS issuers and REITs. Observed mortgage tables run from 1945:Q4 to 2026:Q1 in a roughly 8 MB CSV bundle of 286 tables, no registration needed.
How far back do mortgage REIT data histories go for backtesting?
Nareit's monthly index workbooks begin December 1971, giving 665 monthly observations through July 2026, with annual returns for 1972-2025, property-sector annual returns from 1994 and constituent lists from 1991. Pair them with H.15 daily rates from 1954 and Z.1 quarterly balance sheets from 1945:Q4 for multi-decade studies.