The Markit iBoxx Trepp CMBS indices reflect the performance of USD denominated commercial mortgage backed securities (CMBS) that are rated investment grade at issuance.
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The Markit iBoxx Trepp CMBS indices reflect the performance of investment grade CMBS that are conduit non interest only securities. The benchmark index provides broad coverage of the CMBS market. More than 500 sub indices, based on initial rating, current rating, seniority, vintage, sector, state, WAL and delinquency rates, allow for highly specified analysis.
The Markit iBoxx Trepp CMBS Liquid index reflects the performance of USD denominated commercial mortgage backed securities (CMBS) that are AAA rated at issuance and maintain a rating of A or better.
The indices were developed in partnership with Trepp, LLC, a leading provider of information, analytics and technology to the CMBS market. Trepp’s CMBS Deal Library offers an extensive database of CMBS, providing the index series broad market coverage to support benchmarking, financial products development and research.
References Trepp’s CMBS Deal Library, an extensive dataset for the CMBS market
Supports creation of tailored and tradable products to meet specific investment criteria
Publicly available documentation provides transparency into our rules based methodology, constituent selection, monthly rebalancing and daily total return calculations
Index data available via the web, FTP and third party vendors