Discontinued — last reported Q2 '20

Business Segments · Investments

Residential Mortgage Backed Securities — Investments

Analysis

StatementSegment
CategoryCapital Allocation
SignalContext dependent
VolatilityModerate
First reportedQ4 2014
Last reportedQ2 2020Aug 10, 2020

How to read this metric

An increase suggests capital deployment into mortgage assets to capture yield, while a decrease may indicate portfolio deleveraging or asset sales.

Detailed definition

This represents the total carrying value of investments in residential mortgage-backed securities held within the RMBS b...

Peer comparison

Commonly reported by mortgage REITs as 'RMBS Portfolio' or 'Investment Securities'.

Metric ID: chmi_segment_residential_mortgage_backed_securities_investments

Frequently Asked Questions

What does residential mortgage backed securities — investments mean?
The total value of residential mortgage-backed securities held as investments in this segment.