Mortgage-Backed Securities

Our MBS strategy looks to offer an excellent convexity profile and attractive yield premiums relative to Treasuries and swaps while simultaneously having positive environmental and social impacts.  The strategy is fossil fuel free and can be structured as long only or use hedging strategies to maintain duration targets.

  • Impact: We track the environmental and social outcomes of the portfolio and provide clients tailored reporting on the positive impact of their investments.
  • Customization: We offer clients the ability to support geographies or impact themes.
  • Income: The strategy pursues a high level of current income.
  • Capital Preservation: The strategy seeks capital preservation with a shorter duration and better convexity profile than the benchmark (Bloomberg Barclays US Fixed Rate MBS Index or broad bond indices).
  • Regulatory: The strategy offers attractive risk-based capital assets under Basel I and II*.

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Community Capital Management is an investment adviser registered with the Securities and Exchange Commission under the Investment Advisers Act of 1940. Past performance does not guarantee future results.  Market conditions can vary widely over time and can result in a loss of portfolio value.

*Basel I is a set of international banking regulations put forth by the Basel Committee on Bank Supervision (BCBS) that sets out the minimum capital requirements of financial institutions with the goal of minimizing credit risk. Basel II is a set of international banking regulations put forth by the BCBS, which leveled the international regulation field with uniform rules and guidelines. Basel II expanded rules for minimum capital requirements established under Basel I, the first international regulatory accord, and provided framework for regulatory review, as well as set disclosure requirements for assessment of capital adequacy of banks.