VABS

Virtus Newfleet ABS/MBS ETF
*Unless otherwise stated, data provided by FactSet.

VABS Fund Description

VABS is an actively managed fund that invests in US asset-backed and mortgage-backed securities guaranteed by both government and non-government entities

VABS Factset Analytics Insight

VABS is an actively managed fund that invests in US asset-backed and mortgage-backed securities guaranteed by both government and non-government entities. The Sub-Adviser’s selection process utilizes a relative value, sector rotation approach, which targets the ABS and MBS sectors of the fixed income market. The adviser then identifies appropriate securities within these two sectors by reviewing the underlying asset of the potential investment, assessing the loan originator and management team of the issuer, and analyzing the deal structure and cash flow priorities. Pre-issuance pricing discussions are also analyzed for newly issued ABS and MBS. Ultimately, this strategy aims to offer relatively high income based on the Sub-Adviser’s risk-reward analysis. The fund mainly invests in investment grade tranches of ABS and MBS, with no limitation regarding maturity. Derivatives may also be used as a hedging tool.

PERFORMANCE [as of 09/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VABS -0.03% 0.43% -- -- -- -- --
VABS (NAV) -0.03% 0.28% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VABS Summary Data

Virtus
02/09/21
Open-Ended Fund
0.39%
$16.25M
$144.57K
0.06%

VABS Portfolio Data

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N/A
87

VABS Index Data

No Underlying Index
Proprietary
Proprietary
N/A

VABS Portfolio Management

0.39%
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VABS Tax Exposures

20.00% / 39.60%
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Ordinary income
No

VABS Fund Structure

Open-Ended Fund
No
Yes
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N/A
N/A
High
Daily

VABS Factset Analytics Block Liquidity

As of 09/21/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VABS. VABS is rated a N/A out of 5.

VABS Tradability

5,768
$144.57K
2
0
0.06%
$0.02
0.03%
0.29% / -0.14%
None
100.00%
50,000
0.00
0.04%
--
0
$24.98
N/A

VABS Top 10 Holdings[View All]

18.28%
4.66%
4.32%
3.80%
3.65%
3.05%
2.64%
2.48%
2.31%
2.22%
47.41%

VABS Performance Statistics

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VABS Holdings Statistics

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87
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VABS Avg Life Maturity Distribution

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VABS OAS Breakdown

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