VanEck Vectors Mortgage REIT Income ETF ETF.com segment: Equity: U.S. Mortgage Competing ETFs: REM Related ETF Channels: North America, U.S., Equity, Vanilla, MVIS US Mortgage Index, Financials, REIT, Sectors Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. B N/A FUND DESCRIPTION The VanEck Vectors Mortgage REIT Income ETF tracks a market-cap-weighted index of mortgage. FACTSET ANALYTICS INSIGHT is a fairly straightforward portfolio of mortgage, with an expense ratio that's lower than the other mortgage REIT-based ETF in the segment, REM. However, 's weaker liquidity detracts from its low-fee advantage. True to its name, doesn't stray far from. looks a lot like our segment benchmark, including heavy concentration in the top two names. Overall, it's a great choice for exposure but access is less than perfect. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) VanEck 08/16/11 Open-Ended Fund 0.41% $143.69M $791.77K 0.22% MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of October 17, 2018 the VanEck Vectors Mortgage REIT Income ETF MSCI ESG Fund Quality Score is 2.46 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 8th percentile within its peer group and in the 0th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings $4.66B 7.42 1.05 8.26% 12/27/18 23 INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology MVIS US Mortgage Index Market Cap Market Cap FTSE Nareit All Mortgage Capped
1 Year Daily Price ($) 26.00 25.00 24.00 23.00 22.00 Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct 200k PERFORMANCE [as of 10/17/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -2.84% -1.83% 1.03% -0.51% 12.13% 9.01% (NAV) -3.11% -1.76% 1.06% -0.49% 12.05% 9.01% MVIS US Mortgage Index FTSE Nareit All Mortgage Capped All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 100.00% TOP 10 SECTORS Specialized Commercial Residential Diversified 90.81% 3.52% 3.18% 2.49% TOP 10 HOLDINGS Annaly Capital Managem 11.92% Two Harbors Investment AGNC Investment Corp. 7.56% Chimera Investment Corp New Residential Investme 5.85% MFA Financial, Inc. 4.82% Starwood Property Trust, 5.52% Ladder Capital Corp. Clas 4.81% Blackstone Mortgage Tru 5.11% Colony Credit Real Estate 4.69% Total Top 10 Weighting 60.1%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.41% -0.36% -0.30% -0.44% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.6% FACTSET ANALYTICS BLOCK LIQUIDITY As of 10/18/18 0.5% 0.4% 0.3% 0.2% 0.1% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 4 out of 5. Premium/Discount 1.0% TRADABILITY Avg. Daily Share 33,275 0.5% Average Daily $ $791.77K 0.0% Median Daily Share 26,764-0.5% 200k 150k 100k 50k Median Daily ($) Average Spread (%) Average Spread ($) $644.87K 0.22% $0.05 Dec Feb Apr May Jul Aug Oct Median Premium / Discount (12 Mo) 0.02% Max. Premium / Discount (12 Mo) 0.77% / -0.37% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.54 Creation Unit Cost (%) 0.04% Underlying / Unit 0.39% Open Interest on ETF Options Net Asset Value (Yesterday) $22.99 ETF.com Implied Liquidity 4
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Specialized Commercial Residential Diversified 90.81% 3.52% 3.18% 2.49% Annaly Capital Management, Inc. AGNC Investment Corp. New Residential Investment Corp. Starwood Property Trust, Inc. Blackstone Mortgage Trust, Inc. Class A Two Harbors Investment Corp. Chimera Investment Corporation MFA Financial, Inc. Ladder Capital Corp. Class A 11.92% 7.56% 5.85% 5.52% 5.11% 4.82% 4.81% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.99 1.01 1.03 1.01 0.06% FTSE Nareit All Mortgage Capped Colony Credit Real Estate, Inc. Class A Total Top 10 Weighting 4.69% 60.1% MSCI ESG RATINGS MSCI ESG Quality Score 2.46 / 10 COUNTRIES United States 100.00% REGIONS North America 100.00% Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) 8.29 0.18 0.08% 3.45 ECONOMIC DEVELOPMENT BENCHMARK COMPARISON HOLDINGS Number of Holdings 23 Developed Countries 100.00% Constituents Shared Holdings Shared Holdings Weight BENCHMARK COMPARISON SUMMARY Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Dividend Yield 23 $4.66B 7.42 1.05 9.96% Concentration High
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