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Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st August 2024

As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD NTR Index (DE000SL0AYF3) was reviewed on Monday, 29 July 2024 (Selection Date). The following changes to the index composition will become effective as of Thursday, 01 August 2024 (Effective Date).

Additions:

Issuer Name Coupon Maturity Date
GOVERNMENT OF FINLAND 4.375 02.07.2034
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.0 01.08.2054
FHLMC 3.0 01.04.2052
FHLMC 2.0 01.11.2050
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5 20.07.2054
FHLMC 6.5 01.08.2054
FNMA 1.5 01.02.2051
FNMA 3.0 01.01.2047
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.0 20.07.2054
FHLMC 6.0 01.08.2054
FNMA 4.5 01.10.2052
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5 20.07.2054
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.0 20.07.2054
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 01.08.2054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5 01.07.2054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5 01.07.2054
FEDERAL HOME LOAN MORTGAGE CORP. 6.5 01.07.2054
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 01.07.2054
BANCO SANTANDER S.A. 5.365 15.07.2028
HCA INC. 5.25 15.06.2026
MORGAN STANLEY 6.375 24.07.2042
BERKSHIRE HATHAWAY FINANCE CORP. 4.2 15.08.2048
MERCK & CO. INC. 2.15 10.12.2031
SALESFORCE INC. 2.9 15.07.2051
GOLDMAN SACHS GROUP INC. 3.8 15.03.2030
GOLDMAN SACHS GROUP INC. 5.049 23.07.2030
HOME DEPOT INC. 4.5 06.12.2048
GOLDMAN SACHS GROUP INC. 5.33 23.07.2035
AMERICA MOVIL S.A.B. DE C.V 6.125 30.03.2040
ORACLE CORPORATION 3.85 01.04.2060
AT&T INC. 3.8 01.12.2057
HOME DEPOT INC. 4.95 25.06.2034
ROYAL BANK OF CANADA 4.969 02.08.2030
BANCO SANTANDER S.A. 5.439 15.07.2031
MICROSOFT CORPORATION 2.675 01.06.2060
VODAFONE GROUP PLC 5.75 28.06.2054
ENERGY TRANSFER OPERATING L.P. 5.0 15.05.2050
DUPONT DE NEMOURS INC. 5.419 15.11.2048
GENERAL MOTORS FINANCIAL COMPANY INC. 5.8 07.01.2029
CAPITAL ONE FINANCIAL CORPORATION 4.927 10.05.2028
ELEVANCE HEALTH INC. 3.65 01.12.2027
BROADCOM INC. 5.15 15.11.2031
DIAMONDBACK ENERGY INC. 5.4 18.04.2034
JPMORGAN CHASE & CO. 4.995 22.07.2030
HSBC HOLDINGS PLC 4.95 31.03.2030
MORGAN STANLEY 5.32 19.07.2035
JPMORGAN CHASE & CO. 5.294 22.07.2035
GOLDMAN SACHS GROUP INC. 3.5 16.11.2026
HSBC HOLDINGS PLC 2.804 24.05.2032
JPMORGAN CHASE & CO. 1.953 04.02.2032
WALMART INC. 3.7 26.06.2028
SHELL INTERNATIONAL FINANCE BV 2.75 06.04.2030
MPLX LP 4.5 15.04.2038
BROADCOM INC. 5.05 12.07.2029
PNC FINANCIAL SERVICES GROUP INC. 5.582 12.06.2029
BANK OF AMERICA CORPORATION 3.824 20.01.2028
BANK OF AMERICA CORPORATION 3.97 05.03.2029
JPMORGAN CHASE & CO. 5.299 24.07.2029
SHELL INTERNATIONAL FINANCE BV 6.375 15.12.2038
CITIGROUP INC. 3.4 01.05.2026
MORGAN STANLEY 4.35 08.09.2026
JOHNSON & JOHNSON 0.95 01.09.2027
COMCAST CORPORATION 2.987 01.11.2063
ARES CAPITAL CORPORATION 2.875 15.06.2028
ORACLE CORPORATION 5.375 15.07.2040
MPLX LP 2.65 15.08.2030
JPMORGAN CHASE & CO. 4.26 22.02.2048
AMAZON.COM INC. 4.25 22.08.2057
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 15.06.2027
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.375 15.07.2027
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.25 30.06.2029
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.25 30.06.2031
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 30.06.2026
EUROPEAN INVESTMENT BANK 4.375 10.10.2031
INTERNATIONAL FINANCE CORP. 4.25 02.07.2029

Deletions:

Issuer Name Coupon Maturity Date
AT&T INC. 3.65 01.06.2051
ABBVIE INC. 4.5 14.05.2035
ABBVIE INC. 4.8 15.03.2029
AFRICAN DEVELOPMENT BANK 3.375 07.07.2025
ALPHABET INC. 1.998 15.08.2026
ALPHABET INC. 1.9 15.08.2040
AMAZON.COM INC. 3.875 22.08.2037
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 5.45 23.01.2039
AON NORTH AMERICA INC. 5.75 01.03.2054
APPLE INC. 1.65 11.05.2030
ASTRAZENECA 1.375 06.08.2030
BANK OF AMERICA CORPORATION 4.45 03.03.2026
BANK OF AMERICA CORPORATION 1.197 24.10.2026
BANK OF AMERICA CORPORATION 2.482 21.09.2036
BANK OF AMERICA CORPORATION 3.846 08.03.2037
BANK OF AMERICA NA 5.526 18.08.2026
BARCLAYS PLC 4.375 12.01.2026
BRISTOL-MYERS SQUIBB COMPANY 3.9 20.02.2028
CAPITAL ONE FINANCIAL CORPORATION 3.75 28.07.2026
CISCO SYSTEMS INC. 4.8 26.02.2027
CISCO SYSTEMS INC. 5.3 26.02.2054
CITIGROUP INC. 1.462 09.06.2027
CITIBANK N.A. 5.57 30.04.2034
ENERGY TRANSFER LP 5.75 15.02.2033
ENERGY TRANSFER LP 6.55 01.12.2033
ENERGY TRANSFER OPERATING L.P. 3.75 15.05.2030
EUROPEAN INVESTMENT BANK 0.625 25.07.2025
FHLMC 3.5 01.04.2052
FHLMC 2.0 01.12.2040
FHLMC 1.5 01.05.2041
FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375 21.07.2025
FNMA 4.0 01.06.2042
FNMA 6.0 01.04.2054
FNMA 5.5 01.02.2053
GNMA II 3.5 20.01.2046
GNMA II 6.5 20.12.2052
GOLDMAN SACHS GROUP INC. 5.15 22.05.2045
HCA INC. 4.625 15.03.2052
HCA INC. 5.6 01.04.2034
HSBC HOLDINGS PLC 4.292 12.09.2026
HOME DEPOT INC. 2.375 15.03.2051
INTEL CORPORATION 3.25 15.11.2049
INTER-AMERICAN DEVELOPMENT BANK 0.625 15.07.2025
INTER-AMERICAN INVESTMENT CORP. 4.25 14.02.2029
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2.5 29.07.2025
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.375 28.07.2025
INTERNATIONAL BUSINESS MACHINES CORPORATION 4.15 15.05.2039
INTERNATIONAL FINANCE CORP. 0.375 16.07.2025
IQVIA INC. 6.25 01.02.2029
JPMORGAN CHASE & CO. 4.452 05.12.2029
JPMORGAN CHASE & CO. 3.109 22.04.2051
JPMORGAN CHASE & CO. 6.254 23.10.2034
JAPAN BANK FOR INTERNATIONAL COOPERATION 0.625 15.07.2025
JOHNSON & JOHNSON 2.45 01.03.2026
KFW 0.375 18.07.2025
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MORGAN STANLEY 0.985 10.12.2026
MORGAN STANLEY 6.342 18.10.2033
NETFLIX INC. 4.875 15.04.2028
NETFLIX INC. 5.875 15.11.2028
SHELL INTERNATIONAL FINANCE BV 3.25 06.04.2050
SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 3.2 23.09.2026
SUMITOMO MITSUI FINANCIAL GROUP INC. 3.04 16.07.2029
GOVERNMENT OF THE UNITED STATES OF AMERICA 2.75 30.06.2025
GOVERNMENT OF THE UNITED STATES OF AMERICA 0.25 30.06.2025
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.0 15.07.2025
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 30.06.2025
UNITEDHEALTH GROUP INCORPORATED 4.2 15.05.2032
VALE OVERSEAS LTD. 6.875 21.11.2036
WELLS FARGO & COMPANY 4.15 24.01.2029
WELLS FARGO & COMPANY 5.198 23.01.2030
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 4.7 15.09.2028

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.