Ordinary Adjustment | Solactive US Mortgage Backed Securities Index | Effective Date 1st Febuary 2023
As part of the ordinary rebalance of the index, the composition of the Solactive US Mortgage Backed Securities Index (DE000SL0AYE6) was reviewed on Thursday, 19 January 2023 (Selection Date). The following changes to the index composition will become effective as of Wednesday, 1 Febuary 2023 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GNMA II | 5.0 | 2053-01-20 |
| GNMA II | 5.5 | 2053-01-20 |
| GNMA II | 6.0 | 2053-01-20 |
| GNMA II | 6.5 | 2053-01-20 |
| FHLMC | 4.5 | 2046-05-01 |
| FHLMC | 3.5 | 2047-09-01 |
| FHLMC | 5.0 | 2053-02-01 |
| FHLMC | 5.5 | 2053-02-01 |
| FHLMC | 5.0 | 2053-01-01 |
| FHLMC | 5.5 | 2053-01-01 |
| FHLMC | 5.0 | 2053-01-01 |
| FHLMC | 5.5 | 2053-01-01 |
| FHLMC | 6.0 | 2053-01-01 |
| FHLMC | 6.0 | 2053-01-01 |
| GNMA II | 4.5 | 2052-12-20 |
| FHLMC | 3.0 | 2046-02-01 |
| FHLMC | 3.5 | 2046-06-01 |
| FNMA | 5.5 | 2053-01-01 |
| FNMA | 6.0 | 2053-01-01 |
| FHLMC | 3.5 | 2045-09-01 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| Government National Mortgage Association | 3.5 | 2046-07-20 |
| Government National Mortgage Association | 4.0 | 2048-08-20 |
| Freddie Mac | 3.0 | 2043-03-01 |
| Freddie Mac | 3.0 | 2043-03-01 |
| Government National Mortgage Association | 2.0 | 2051-01-20 |
For more details on the index composition and the adjustment rules applicable to an index, please refer to the respective index detail page on this website.