BenzingaT3·28mo ago
MORT VanEck Mortgage REIT Income ETF
ETF 7.73 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
MORT
$7.73
—
Key stats
$7.73
- 52-Week Range
- $7.40 – $11.44
- YTD
- -27.89%
- Straddle Price
- $1.48
- P/C Vol Ratio
- 0.58
- Open
- $7.71
- Day Range
- $7.62 – $7.75
- Volume
- 613,200
- Prev Close
- $7.62
About
VanEck Mortgage REIT Income ETF (MORT) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2011-08-16
- Has Options
- Yes
- Homepage
- https://www.vaneck.com/us/en/investments/etf/
Fund profile
holdings as of Nov 5, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.43% issuer, Nov 9, 2026
- Assets
- $315M issuer-reported, Nov 5, 2026
- Trailing yield
- 18.75% paid quarterly
- Average daily volume
- $17M 30 sessions
- Holdings
- 27 top 10 are 75.0%
- Listed
- Aug 16, 2011 NYSE Arca
- Last fee change
- +1 bp filed Apr 29, 2026
- Tracking difference
- -0.23 pts vs index, after fees, FY 2025
Cost32
Liquidity75
Scale56
Diversification28
Moves with. Long Treasuries (17% of its variance, beta 0.78); US large-cap stocks (14% of its variance, beta 0.55); Small caps over large (5% of its variance, beta 0.27); Gold (5% of its variance, beta 0.10). These factors explain 45% of its daily moves over the last year.
Stated objective. VanEck Mortgage REIT Income ETF (the Fund) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the MVIS US Mortgage REITs Index (the Mortgage REITs Index or the Index). (from the fund's prospectus)
All 27 holdingsFlow historySimilar fundsOverlap toolAll Mortgage & Securitized ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- −$2.0M latest reported month
- Latest 3 months
- +$2.7M +0.7% of assets
- Latest 12 months
- +$103M +25.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$2.0M |
| May 2026 | +$3.2M |
| Apr 2026 | +$1.5M |
| Mar 2026 | +$12M |
| Feb 2026 | +$23M |
| Jan 2026 | −$6.1M |
| Dec 2025 | +$36M |
| Nov 2025 | +$1.0M |
| Oct 2025 | +$19M |
| Sep 2025 | +$3.4M |
| Aug 2025 | +$13M |
| Jul 2025 | −$1.1M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 83 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| REMiShares Mortgage Real Estate ETF | 91% | 0.48% | $434M | −22.6% | compare |
| DVDNKingsbarn Dividend Opportunity ETF | 51% | 1.65% | $2.5M | −36.5% | compare |
| HYINWisdomTree Private Credit and Alternative Income Fund | 39% | 4.34% | $45M | −25.3% | compare |
| SRETGlobal X SuperDividend REIT ETF | 36% | 0.58% | $200M | −7.1% | compare |
| KBWDInvesco KBW High Dividend Yield Financial ETF | 32% | 5.39% | $334M | −21.4% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Nov 5, 2026issuer data- Holdings vs fair value
- +42.5% 94% under, 4% over · 100% covered
- Price / earnings
- 49.4 44% loss-making · 99% covered
- Price / book · sales
- 0.6 · 2.3 revenue growth +9.8%
- Above 200-day average
- 0% 2% above 50-day · by weight
- Short interest
- 7.9% of float, weighted · 3.4 days to cover
- Insider buying
- 17% of weight had net insider buying, 90 days; 49% net selling
- 13F holders
- +13.8% change in shares held by institutions, latest quarter
- Reporting earnings
- 1.0% of weight in 7 days; 1.0% in 14
Largest contributors above fair value
Holdings reporting in the next 14 days · weighted implied move this week 0.25%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | REFIChicago Atlantic Real Estate Finance Inc | 0.69% | — | — |
| New position | CMTGClaros Mortgage Trust Inc | — | 0.66% | — |
| Increase | IVRInvesco Mortgage Capital Inc | 1.89% | 2.15% | +18.6% |
| Increase | TRTXTPG RE Finance Trust Inc | 1.50% | 1.73% | +10.1% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 7 active of 40 with agreements; top 3 did 67%
- Created · redeemed
- $123M · $29M over the fiscal year
- Redemptions in kind
- 101% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 27.43% of assets on loan on average; earned 9.7 bp
- Return vs index
- -0.23 pts after fees; +0.22 before; daily s.d. 0.83
- Diversification status
- Non-diversified may concentrate in fewer issuers
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-11-05
Holdings
27
AUM
$314.6M
Provider
VanEck
Inception
2011-08-16
Exchange
ARCX
Data As Of
2026-11-05
Expense Ratio
0.43%
Dividend Yield
18.75%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-06 | $0.3068 | CD |
| 2026-07-01 | 2026-07-07 | $0.4253 | CD |
| 2026-04-01 | 2026-04-07 | $0.3585 | CD |
| 2025-12-29 | 2025-12-31 | $0.3384 | CD |
| 2025-10-01 | 2025-10-06 | $0.3630 | CD |
| 2025-07-01 | 2025-07-07 | $0.2605 | CD |
Asset Allocation
Top Holdings
top 27 of 27 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NLY | Annaly Capital Management Inc | 19.14% | Equity (US) | US |
| AGNC | Agnc Investment Corp | 15.14% | Equity (US) | US |
| RITM | Rithm Capital Corp | 6.84% | Equity (US) | US |
| STWD | Starwood Property Trust Inc | 6.50% | Equity (US) | US |
| DX | Dynex Capital Inc | 5.23% | Equity (US) | US |
| EFC | Ellington Financial Inc | 4.87% | Equity (US) | US |
| BXMT | Blackstone Mortgage Trust Inc | 4.64% | Equity (US) | US |
| ARR | Armour Residential REIT Inc | 4.37% | Equity (US) | US |
| ORC | Orchid Island Capital Inc | 4.27% | Equity (US) | US |
| LADR | Ladder Capital Corp | 3.99% | Equity (US) | US |
| IVR | Invesco Mortgage Capital Inc | 2.61% | Equity (US) | US |
| MFA | Mfa Financial Inc | 2.59% | Equity (US) | US |
| CIM | Chimera Investment Corp | 2.44% | Equity (US) | US |
| PMT | Pennymac Mortgage Investment Trust | 2.33% | Equity (US) | US |
| TRTX | Tpg Re Finance Trust Inc | 2.19% | Equity (US) | US |
| ADAM | Adamas Trust Inc | 2.01% | Equity (US) | US |
| FBRT | Franklin Bsp Realty Trust Inc | 1.87% | Equity (US) | US |
| BRSP | Brightspire Capital Inc | 1.59% | Equity (US) | US |
| RWT | Redwood Trust Inc | 1.27% | Equity (US) | US |
| ABR | Arbor Realty Trust Inc | 1.14% | Equity (US) | US |
| KREF | Kkr Real Estate Finance Trust Inc | 1.10% | Equity (US) | US |
| REFI | Chicago Atlantic Real Estate Finance In | 1.03% | Equity (US) | US |
| ARI | Apollo Commercial Real Estate Finance I | 0.95% | Equity (US) | — |
| ACRE | Ares Commercial Real Estate Corp | 0.78% | Equity (US) | US |
| RC | Ready Capital Corp | 0.68% | Equity (US) | US |
| — | Other/Cash | 0.39% | Cash/Money Market | — |
| — | Cash | 0.07% | Cash/Money Market | US |
Non-Equity Breakdown
VanEck Mortgage REIT Income ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-26)
Net assets:
$400M
· 26 total positions
· equity 97.95%
· non-equity 5.04%
Non-equity holdings
— 1 positions,
5.04% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 5.04% | $20.2M | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.11% | -3.60% | 14.13% | -4.17% | 4.13% | 0.93% | 2.09% |
| Feb | 7.42% | -6.20% | -9.90% | -2.02% | 6.79% | 0.09% | -0.64% |
| Mar | 4.12% | 4.53% | -7.45% | 3.82% | -2.87% | -5.09% | -0.49% |
| Apr | 3.34% | -9.39% | 2.23% | -4.72% | -4.70% | 7.41% | -0.97% |
| May | 0.00% | 2.62% | -0.93% | 2.86% | -0.59% | -4.42% | -0.08% |
| Jun | 0.61% | -10.77% | 10.79% | -0.53% | 5.39% | 3.29% | 1.46% |
| Jul | -3.76% | 11.55% | 4.80% | 8.06% | -0.10% | -2.47% | 3.01% |
| Aug | 3.14% | -7.71% | -0.91% | 3.57% | 4.97% | 0.10% | 0.53% |
| Sep | -2.41% | -22.18% | -5.49% | 2.29% | -1.10% | -12.85% | -6.96% |
| Oct | 2.22% | 11.87% | -7.94% | -2.96% | -1.71% | -4.74% | -0.54% |
| Nov | -7.48% | 8.63% | 11.61% | 3.24% | 4.34% | 0.26%* | 3.43% |
| Dec | 0.11% | -10.78% | 1.90% | -7.25% | -2.69% | -- | -3.74% |
| Total | 7.84% | -31.88% | 9.73% | 1.09% | 11.62% | -17.38% | -3.16% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $7.71
SMA 50: $8.39
SMA 200: $9.77
Current: $7.74
EMA 12: $7.74
EMA 26: $7.90
MACD: -0.1610 | Signal: 0.0554
BEARISH
ADX (14): 36.77
TREND
+DI: 17.93
−DI: 21.40
Momentum Oscillators
RSI (14): 44.49
NEUTRAL
Stoch %K: 43.15
Stoch %D: 55.79
Williams %R: -59.79
Volume & Volatility
BB Upper: $7.92
BB Lower: $7.50
NEUTRAL
OBV: -41,920,054
Vol SMA 20: 2,117,697
Vol ROC: -53.22%
ATR: $0.20
True Range: $0.13
HV 20: 30.4%
HV 30: 30.2%
HV 60: 24.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-08T00:00:00 – 2026-11-06T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary BULLISH (Confidence level: 6/10)
Key drivers:
- Support from recent news headlines on home prices and mortgage applications
- Technical indicators suggesting a potential uptrend
Primary risks:
- Volatility levels remain relatively low, which could indicate limited upside potential
- Options market sentiment is currently neutral, which may not provide significant catalysts for the stock price
Investment thesis: MORT has the potential to continue its upward trend driven by favorable news on the housing market and mortgage applications. The stock's low volatility and neutral options market sentiment suggest a relatively stable environment, making it an attractive opportunity for investors seeking moderate returns.
Recent news sentiment impact: The recent news headlines have had a NEUTRAL impact on the stock price, with no significant changes observed in the past week.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Uptrend, Medium-term (1-3 months): Consolidation, Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- SMA 20: $10.23
- SMA 50: $10.25
- Upper Bollinger Band: $10.65
Momentum Signals:
- RSI: Neutral (46.48)
- MACD: Bearish (-0.08 / Signal: -0.00 / Histogram: -0.08)
Volume Analysis:
- Volume SMA 20: 709824.80
- On-Balance Volume (OBV): 7584035.28
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been NEUTRAL, focusing on home prices and mortgage applications.
Sentiment Assessment: Neutral sentiment dominates the recent news headlines, indicating a lack of significant catalysts for the stock price.
Catalyst Identification: No specific catalysts were identified in the recent news headlines that could drive significant changes in the stock price.
Market Narrative: The NEUTRAL market narrative suggests that MORT's recent performance is driven by underlying fundamentals rather than any specific event or catalyst.
Risk & Volatility Assessment
Risk Interpretation: Low risk due to the stock's low volatility and neutral options market sentiment.
Volatility Regime: Historical volatility levels are relatively low, indicating a stable environment for investors.
Options Market Signals: IV Rank: 28.8% (Medium), Current IV: 83.5%, Expected Move: $2.65 (20 DTE)
Downside Protection: Support levels include the SMA 20 and Upper Bollinger Band.
Market Context & Positioning
Sector Performance: MORT's performance is relatively strong compared to its sector peers, indicating a potential leadership role in the housing market.
Institutional Activity: No significant institutional activity was observed in the recent news headlines or options market data.
Correlation Analysis: The stock's correlation with the broader market (R-squared: 0.46) suggests that it is moderately correlated with the overall market trend.
Relative Valuation: MORT appears to be positioned within a trading range, indicating potential upside and downside risks for investors.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $10.23
- Upper Bollinger Band: $10.65
Breakout/Breakdown Levels:
- SMA 50: $10.25 (potential support)
- Lower Bollinger Band: $9.81 (potential resistance)
Time-Sensitive Catalysts: No specific catalysts were identified in the recent news headlines or options market data.
Risk Management: Stop-loss levels could be set at the SMA 20 and Upper Bollinger Band, with position sizing considerations focused on managing risk within the trading range.
I hope this analysis meets your expectations. Please let me know if you have any further questions or concerns!
Generated
News
All MORT news →
BenzingaT3·30mo ago
Seeking AlphaT3·31mo ago
Seeking AlphaT3·31mo ago
Seeking AlphaT3·32mo ago
Seeking AlphaT3·35mo ago
Seeking AlphaT3·36mo ago
Zacks Investment ResearchT3·36mo ago
Seeking AlphaT3·37mo ago
Seeking AlphaT3·37mo ago
Showing 1–10 of 50
Page 1 of 5
MORT Options Activity & IV Rank
Volatility Metrics
Current IV: —
7-DTE IV: —
Expected Move: $1.48
7-DTE Move: $1.15
Days to Exp: 39 (2026-12-18)
Options Flow · All expiries
Call Volume: 370
Put Volume: 216
P/C Volume: 0.584
BULLISH
Call OI: 2,973
Put OI: 563
P/C OI: 0.189
Total OI: 3,536
ATM Options Pricing
ATM Call: $0.35
ATM Put: $1.12
Call %: 4.5%
Put %: 14.6%
Chain Summary
Chain Volume: 586
Chain OI: 3,536
Last Updated: 11/9/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Scanning bull put, bear call, iron condor and calendar spreads…
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 78th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
78%
vs own history
GEX tilt
+0.90
OI-weighted, today
Vanna tilt
+0.96
δ-sensitivity to IV
Charm tilt
-0.97
δ-decay vs time
Vanna tilt +0.96: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.97: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 6 ATM contracts, 1k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
No data
30 DTE / 10d
—
—
pts
EXTREME
No data
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)$1.48Nov 9
Beta Analysis
Risk Metrics
Beta: 0.5997
Alpha: -35.87%
Correlation: 0.4014
R-Squared: 16.1%
Stock Volatility: 20.6%
Market Volatility: 13.8%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
MORT Institutional Ownership (13F)
Filings for 2026-06-30 · 44 already for 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
2 filers$2.40M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $1.46M | 60.89% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $939.65K | 39.11% | 2026-06-30 |
1 filers$335.66K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $335.66K | 100.00% | 2026-06-30 |
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
1.14M
SI % of Float
2.78%
Days to Cover
1.00
Short Vol Ratio
54.8%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-06
MORT Constituent Performance
Click any bar to view the full quote for that stock.
MORT Constituents (25 of 25)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| NLY | Annaly Capital Management Inc | 19.14% | $19.04 | +1.52% | +2.95% | +4.08% |
| AGNC | Agnc Investment Corp | 15.14% | $8.95 | +1.88% | +2.93% | +3.05% |
| RITM | Rithm Capital Corp | 6.84% | $9.51 | +3.03% | +0.63% | +11.62% |
| STWD | Starwood Property Trust Inc | 6.50% | $12.16 | +0.95% | -3.53% | -2.84% |
| DX | Dynex Capital Inc | 5.23% | $10.85 | +1.59% | +2.55% | -0.46% |
| EFC | Ellington Financial Inc | 4.87% | $11.4 | +1.24% | -1.21% | -2.65% |
| BXMT | Blackstone Mortgage Trust Inc | 4.64% | $11.32 | +1.43% | +0.18% | +4.52% |
| ARR | Armour Residential REIT Inc | 4.37% | $12.82 | +1.75% | +3.30% | -6.76% |
| ORC | Orchid Island Capital Inc | 4.27% | $5.03 | +1.82% | +4.14% | -0.40% |
| LADR | Ladder Capital Corp | 3.99% | $8.97 | +0.67% | -3.34% | +2.87% |
| IVR | Invesco Mortgage Capital Inc | 2.61% | $5.5 | +1.57% | +2.90% | -2.57% |
| MFA | Mfa Financial Inc | 2.59% | $6.22 | +0.24% | -8.19% | -6.81% |
| CIM | Chimera Investment Corp | 2.44% | $7.34 | +0.41% | -13.03% | -16.21% |
| PMT | Pennymac Mortgage Investment Trust | 2.33% | $8.03 | +2.23% | -0.06% | +13.83% |
| TRTX | Tpg Re Finance Trust Inc | 2.19% | $6.77 | +0.30% | -0.88% | +16.12% |
| ADAM | Adamas Trust Inc | 2.01% | $5.71 | +0.38% | -3.69% | -25.54% |
| FBRT | Franklin Bsp Realty Trust Inc | 1.87% | $6.42 | +3.56% | +5.25% | +4.91% |
| BRSP | Brightspire Capital Inc | 1.59% | $3.4 | +1.65% | -4.90% | -10.42% |
| RWT | Redwood Trust Inc | 1.27% | $3.15 | +1.12% | -2.62% | +3.10% |
| ABR | Arbor Realty Trust Inc | 1.14% | $1.6 | -0.31% | -15.53% | -43.29% |
| KREF | Kkr Real Estate Finance Trust Inc | 1.10% | $5.75 | +1.59% | +9.52% | +0.00% |
| REFI | Chicago Atlantic Real Estate Finance In | 1.03% | $8.92 | +1.36% | +0.68% | -4.60% |
| ARI | Apollo Commercial Real Estate Finance I | 0.95% | $2.32 | -3.73% | -0.43% | -62.82% |
| ACRE | Ares Commercial Real Estate Corp | 0.78% | $3.69 | +0.96% | +7.75% | +3.22% |
| RC | Ready Capital Corp | 0.68% | $1.01 | +19.17% | -5.14% | -13.25% |