CRTx®
Credit Risk Transfer Return Tracking Index
The CRTx® is a fixed income total return index that tracks the aggregate performance generated from a dynamic basket of Credit Risk Transfer (CRT) securities that have been issued into the private market by the Government Sponsored Enterprises (GSEs) Fannie Mae and Freddie Mac.
UPDATES & NOTICES:
-
CRTx® Index Portal "Deal/Credit" screen updated for the 2026-04-27 factor date.
-
CRTx® Index 2026-03-31 Index Desk Reference analytics and Rebalancing Report are now available on the "Portal".
-
NEW: A1, M1A, M1B, M2, B1, B2, & B index variants added to the CRTx® Index Suite (only available via the CRTx® Index Portal).
The 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 innovative index insights, all at virtually the speed of thought. Get access HERE.
Refreshed as of 2026-04-24
Latest CRTx® Index Rebalancing Information
The CRTx® Monthly Return Summaries
CRTx® Index Suite Tickers:
The CRTx® Index Suite, including daily historical index levels, periodic returns, and month-end rebalancing risk/reward metrics, is available through the CRTx® Index Portal, and on the Refinitiv™ (a London Stock Exchange Group company) Eikon terminal/DataScope Select fixed income data platforms (https://www.refinitiv.com/en/financial-data/#contact-sales)
CRTx® | Index Short Name | RIC (Refinitiv Identification Code) -Daily Indexes | RIC (Refinitiv Identification Code)-Mthly Metrics Indexes |
|---|---|---|---|
2016 | CRTx® UMEZZ 2016 | .CRTXUM2016 | .CRTXUM2016M |
2015 | CRTx® UMEZZ 2015 | .CRTXUM2015 | .CRTXUM2015M |
<=2014 | CRTx® UMEZZ 2014 | .CRTXUM2014 | .CRTXUM2014M |
Lower Mezzanine 2026 | CRTx® LMEZZ 2026 | .CRTXLM2026 | .CRTXLM2026M |
2025 | CRTx® LMEZZ 2025 | .CRTXLM2025 | .CRTXLM2025M |
2024 | CRTx® LMEZZ 2024 | .CRTXLM2024 | .CRTXLM2024M |
2023 | CRTx® LMEZZ 2023 | .CRTXLM2023 | .CRTXLM2023M |
2022 | CRTx® LMEZZ 2022 | .CRTXLM2022 | .CRTXLM2022M |
2021 | CRTx® LMEZZ 2021 | .CRTXLM2021 | .CRTXLM2021M |
2020 | CRTx® LMEZZ 2020 | .CRTXLM2020 | .CRTXLM2020M |
2019 | CRTx® LMEZZ 2019 | .CRTXLM2019 | .CRTXLM2019M |
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
Security pricing and information powered by Refinitiv, an LSEG (London Stock Exchange Group) business.
Copyright © 2017-2026, Mark Fontanilla & Co., LLC (“MFCo”). All rights reserved. The information presented herein is protected by United States intellectual property and copyright laws and may not be reproduced, rewritten, distributed, published, broadcast, disseminated, transmitted, displayed, either directly or indirectly, in any medium or incorporated in other electronic or printed works without the prior consent of MFCo. CRTx® is a registered trademark, and RNI™ is a trademark, of MFCo. MFCo and any third-party licensors of its commercial indexes make no representation or warranty, express or implied, as to the capability of any index to accurately represent the security asset class or financial market sector that any respective MFCo index intends to represent. MFCo and any third-party licensors of its commercial indexes shall not be liable for any errors, omissions, or interruptions in the calculation or presentation of any MFCo index and its related data. Past performance of an index is neither an indication, nor a guarantee, of future results for either the index, the future results of the securities, or markets the index represents. The material herein does not constitute an offer for the sale of securities or services. Except for MFCo Custom Index Design Services, all information provided by MFCo is for general public dissemination and not specifically tailored for the purposes of any single individual, group, or legal entity. MFCo receives fees associated with the licensing of its indexes to third parties, development and administration of custom indexes, and the provision of index data products and services. An index itself cannot be invested in. Investment exposure to the securities or financial markets that an index represents may be made available via third-party financial instrument or investment vehicle that references the respective index. MFCo does not sell, endorse, promote, or directly manage any financial instrument or investment vehicle that seeks to offer an economic return based on the performance of any of MFCo’s indexes. MFCo is not an investment advisor and does not provide legal or tax advice. For more information on any of MFCo’s index products or other professional services, please visit www.markfontanilla.com.