Mortgage-Backed Securities - Residential and Commercial

Components Performance/Risk
Period Return
8.0%
Return Rank
Subpar
Risk Exposure
Low Risk

Invested in mortgage-backed (MBS) and asset-backed securities (ABS), with a focus on commercial real estate or residential quality mortgages, the funds included in this selection provide unvarnished insights on the state of the economy

By tracking investment grade commercial real estate and residential quality mortgages or by seeking superior yield in mixing investment-grade and agency securities with junk bonds, fund performance and volatility could be anticipating market perceptions of the economy at large

The structured credit investment opportunities of the funds include residential MBS, commercial-MBS, Asset-Backed Securities (ABS) and Collateralized Loan Obligations (CLOs)

 

For deeper insights, rank the fund selection by performance or by volatility for the selected time period

For recently listed ETFs, limited price data sets will not allow reliable performance / volatility arbitrage

Over time, fund price momentum signals trends of the last 5 days against a 20-day average

For comparison, select various time frames in the top right menu box, from 2 weeks to a full year (performance of some very recently listed ETFs may not be significant for lack of price data)

Theme Components
Name
Ticker
Category
SubCategory
Cur. Price
Performance
Momentum
Risk Rank
Risk Contrib
 
iShares Agency Bond ETF AGZ US AgenciesIntermediate108.386.2% Neutral Below Average
iShares CMBS ETF CMBS Mortgage-Backed SecuritiesCommercial 48.156.8% Neutral Average Risk
DoubleLine Commercial Real Estate ETF DCRE Mortgage-Backed SecuritiesCommercial 51.537.5% Neutral Low Risk
AXS Real Estate Income ETF RINC Mortgage-Backed SecuritiesBroad Credit22.205.9% Weak Up Low Risk
First Trust TCW Securitized Plus ETF DEED Mortgage-Backed SecuritiesBroad Credit21.028.1% Neutral Average Risk
First Trust Mortgage Income Fund FMY Mortgage-Backed SecuritiesBroad Credit11.517.2% Neutral High Risk
CCM Affordable Housing MBS ETF OWNS Mortgage-Backed SecuritiesResidential17.034.6% Neutral Above Average
Angel Oak Mortgage-Backed Securities ETF MBS Mortgage-Backed SecuritiesResidential8.5611.1% Neutral Below Average
DoubleLine Mortgage ETF DMBS Mortgage-Backed SecuritiesResidential48.2210.0% Neutral Average Risk
Angel Oak UltraShort Income ETF UYLD AggregateBroad Credit51.099.4% Strong Up Low Risk
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