First Trust Plans For A Mortgage REIT ETF

By | April 4, 2016

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The year has been marked with ups and downs for mortgage REITs that provide real estate financing through the purchase of mortgages and mortgage-backed securities (MBS). Volatile markets triggered by global growth worries and a stronger dollar weighed on these REITs. However, dovish comments by Federal Reserve Chair Janet Yellen while addressing the Economic Club of New York earlier this week along with the Fed’s March meeting, where the federal funds rate was dialed back to 0.875% by the end of the year from the previously expected 1.375%, provided a boost to rate sensitive sectors like the REITs (read: ETF Winners & Losers Following Yellen Comments ). A low interest rate environment is expected to benefit the performance of mortgage REITs. These REITs finance their investments with equity and debt capital and generate profits through the spread between interest income on mortgage assets and funding costs. Lower interest rates would certainly aid their borrowing cost, pushing earnings and dividends higher. Encouraged by this, First Trust has recently filed for an actively managed ETF, The First Trust Strategic Mortgage REIT ETF, targeting this market. While a great deal of the key information, such as expense ratio and ticker, was not available in the initial release, other important points were released in the filing. We have highlighted those below for investors who may be looking for a fresh out-of-oven play targeting the mortgage REIT segment from First Trust should it pass regulatory hurdles (see all Real Estate ETFs here ). Proposed Fund in Focus As the name suggests, the fund will primarily invest in individual mortgage REITs, which rely on the spread between short-term borrowing costs and the investment yield earned on longer-termed investments. This is in stark contrast to equity REITs, which earn generally from rent revenues coming from owned real estate properties. Apart from mortgage REITs, the fund may also invest in mortgage-backed securities and exchange-traded and over-the-counter (OTC) options on mortgage REITs and real estate companies, OTC options on mortgage TBA transactions, exchange-traded U.S. Treasury and Eurodollar futures, exchange-traded and OTC interest rate swap agreements and exchange-traded and OTC options on interest rate swap agreements among others. The fund may even engage in short sales as part of its overall portfolio management strategies. As per the SEC filing , the fund’s objective is to generate high current income. It will select its investments based on a top-down approach involving macroeconomic views on the sector with a bottom-up approach involving quantitative and qualitative analysis of individual securities. The fund also has an eye for limiting volatility and mitigating mortgage REIT valuation pressures using interest rate and spread based hedges. How does it fit in a portfolio? This fund can be a good choice for investor having faith in Yellen’s dovish comments that only gradual increases in the federal funds rate are likely in the coming years given the uncertain economic environment, employment scenario and inflation goals. Apart from that, the fund is also recommended for investors looking to diversify their portfolio to include the mortgage REIT segment. However, the fund on its own does not provide diversification benefit as it focuses on a single industry or sector and would be associated with higher concentration risk as compared to a fund that is broadly diversified over several industries or sectors. ETF Competition The First Trust Strategic Mortgage REIT ETF definitely holds promise. Still, there are a number of U.S.-based ETFs that are worth mentioning. A couple of the top U.S. mortgage REIT funds include the iShares Mortgage Real Estate Capped ETF (NYSEARCA: REM ) and the Market Vector Mortgage REIT Income ETF (NYSEARCA: MORT ). REM tracks the FTSE NAREIT All Mortgage Capped Index. The fund consists of 38 securities in its basket while it charges investors 48 bps a year. The product has amassed around $765.7 million in its asset base and trades in an average volume of 1.1 million shares per day. It has a solid yield of 11.9%. On the other hand, MORT tracks the Market Vectors Global Mortgage REITs Index. The fund consists of 26 stocks and charges 41 bps in investor fees per year. The fund is relatively less popular with an asset base of $95.3 million and an average volume of roughly 36,000 shares per day. It has a dividend yield of 9.89%. Being an actively managed ETF, The First Trust Strategic Mortgage REIT ETF could command a higher expense ratio than REM and MORT. Thus, the proposed ETF, if launched, has a good chance of making a name for itself only if it manages to generate returns net of fees greater than the passively managed products in the mortgage REIT ETF space. Apart from these, The First Trust Strategic Mortgage REIT ETF could also face competition from the global mortgage REIT fund – the iShares Global REIT ETF (NYSEARCA: REET ) . Link to the original post on Zacks.com Scalper1 News

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