Portal Screen Guide
THE NEW CRTx® Index Portal is a state-of-the-art index analytics platform powered by MF & Co’s proprietary Hyper Neural AI™ and the firm’s Configurator Cube™ process to provide the most innovative index insights, all at virtually the speed of thought.
PORTAL SCREENS
Portal Home Screen
Get all the latest CRTx® Index Portal descriptions,
screen updates, and news.
Daily Monitor Screen
Home of the CRTx® Daily Return Summary, a comp-
rehensive matrix of CRTx® Index Suite returns
including CRT tranche-level benchmarks for A1, M1,
M1A, M1B, M2, B1, B2, and 1st loss baskets, as well
as daily, weekly, monthly, MTD, QTD, YTD, 1-Year
Annualized, and 3-Year Annualized total returns.
Lookback Tool Screen
Use the CRTx® Aggregate Index Daily Value Lookback Finder to get historical index levels and prevailing periodic total returns.
Rebalancing Screen
Source for monthly Index rebalancing results, in addition to the comprehensive CRTx® Index Rebalancing Update report and a Rebalancing Report Archive for access to all previous report editions.
Deals/Credit Screen
The CRTx® Index Constituent Deal Structures/Credit Metrics analytic tool allows users to scan all of the GSE CRT constituent deals in the Index for latest key structural features, updated deal measures, and reference pool credit performance statistics using an advanced Configurator Cube™ framework for answering deal-related questions.
Index Desk Reference™ (IDR) Screen
The CRTx® Index Desk Reference (IDR) is one of the most comprehensive index analytical tools around. The screen includes dynamic indexing within the CRTx® Aggregate basket to get a full-range of risk/reward metrics within the GSE CRT universe including basket market values, total returns, return attribution across market value/coupon/accrual/paydown/writedown/interest shortfall components. In addition, spreads, durations, average lives, and static yields are calculated for comprehensive benchmarking and portfolio management usage.
Basket Guide Screen
Contains the latest CRTx® Index Constituent Eligibility Guide, a breakdown of security level characteristics inclusion/exclusion into the CRTx® Index Suite and all of its sub-indexes.
Terms of Use Screen
By subscribing to, and using, the CRTx® Index Portal, users agree to the CRTx® Index Portal Terms and Conditions.
Screen Updates & Notices
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New A1, M1A, M1B Sub-Indexes added to the Daily Return Summary monitor screen and subscriber email distribution content.
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Daily history lookback availability for CRTx® Index Aggregate returns (including daily, weekly, monthly, MTD, QTD, YTD, 1-year annualized, and 3-year annualized percentages) now updated simultaneously with the Daily Return Summary release at the end of every trading day.
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Latest 2024-09-30 rebalancing analytics and monthly CRTx® Index Rebalancing Report released, added to the rebalancing report archive.
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The most recently available Index-eligible CRT sector deal info, structure performance, and credit metrics updated for the 2024-09-25 statement/factor/ payment date.
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Portal Supply Metrics screen now includes A1/M1A/M1B/B1/B2/1st Loss breakdowns. Updated as of 2024-09-30.
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Full CRTx® Index Suite data and risk/return analytics updated as of 2024-09-30 month-end.
For information on CRTx® licensing, data usage, and redistribution of the CRTx® suite of indexes, please contact:
Mark Fontanilla
Mark Fontanilla & Co., LLC
255 W MLK Blvd
Suite 2402
Charlotte, NC 28202
C: (201) 213-7168
O: (704) 405-0575
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