Ordinary Adjustment | Solactive US Mortgage Backed Securities Index | 3rd January 2023
As part of the ordinary adjustment of the index, the composition of the Solactive US Mortgage Backed Securities Index (DE000SL0AYE6) was reviewed on Monday, 19 December 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Tuesday, 3 January 2023 (Rebalance Day).
Adjustments:
Issuer Name | Coupon | Maturity Date |
---|---|---|
GNMA II | 5 | 2052-12-20 |
GNMA II | 5.5 | 2052-12-20 |
GNMA II | 6 | 2052-12-20 |
GNMA II | 6.5 | 2052-12-20 |
Freddie Mac | 3.5 | 2045-09-01 |
Freddie Mac | 3 | 2046-02-01 |
Freddie Mac | 3.5 | 2046-06-01 |
Freddie Mac | 4 | 2044-07-01 |
Freddie Mac | 3.5 | 2045-04-01 |
Freddie Mac | 5 | 2040-08-01 |
Freddie Mac | 5.5 | 2052-12-01 |
Deletions:
Issuer Name | Coupon | Maturity Date |
---|---|---|
Government National Mortgage Association | 3.5 | 2045-05-20 |
Freddie Mac | 2.5 | 2051-01-01 |
Freddie Mac | 2 | 2051-04-01 |
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.