Single-client funds, mandates or an investment in mortgages via pass-through notes are typical examples of separate managed account investment structures. On behalf of these clients DRMI receives monthly portfolio data from the asset owners or their asset managers. The characteristics of the own mortgage portfolio form the basis of the index. A comparable market portfolio is generated from the data from the DRMI database. With this tailor-made index, the asset owners can compare the performance of their own portfolio against a comparable market portfolio.