Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st September 2023
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD NTR Index (DE000SL0AYF3) was reviewed on Tuesday, 29 August 2023 (Selection Date). The following changes to the index composition will become effective as of Friday, 01 September 2023 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GNMA II | 5.5 | 20.08.2053 |
| FHLMC | 5.5 | 01.09.2053 |
| FNMA | 5.5 | 01.09.2053 |
| FHLMC | 5.5 | 01.09.2053 |
| GNMA II | 6.0 | 20.08.2053 |
| GNMA II | 6.5 | 20.08.2053 |
| GNMA II | 5.0 | 20.08.2053 |
| FHLMC | 6.0 | 01.09.2053 |
| FHLMC | 6.0 | 01.09.2053 |
| FNMA | 6.0 | 01.09.2053 |
| FNMA | 6.5 | 01.09.2053 |
| FHLMC | 6.0 | 01.08.2053 |
| FNMA | 5.0 | 01.08.2053 |
| FHLMC | 6.0 | 01.08.2053 |
| FHLMC | 5.0 | 01.08.2053 |
| FNMA | 6.0 | 01.08.2053 |
| ALPHABET INC | 1.9 | 15.08.2040 |
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| AMGEN INC | 4.4 | 01.05.2045 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| APPLE INC | 3.85 | 04.08.2046 |
| ASTRAZENECA PLC | 3.375 | 16.11.2025 |
| BANCO SANTANDER S.A. | 6.921 | 08.08.2033 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF NY MELLON CORP | 5.834 | 25.10.2033 |
| BANK OF AMERICA CORPORATION | 5.526 | 18.08.2026 |
| BANK OF AMERICA CORPORATION | 5.65 | 18.08.2025 |
| BECTON DICKINSON AND CO | 3.7 | 06.06.2027 |
| CANADIAN PACIFIC RAILWAY | 3.1 | 02.12.2051 |
| CISCO SYSTEMS INC | 5.9 | 15.02.2039 |
| CITIGROUP INC | 1.122 | 28.01.2027 |
| CREDIT SUISSE AG (NEW YORK BRANCH) | 7.5 | 15.02.2028 |
| JOHN DEERE CAPITAL CORPORATION | 4.95 | 14.07.2028 |
| WALT DISNEY COMPANY/THE | 2.75 | 01.09.2049 |
| ENERGY TRANSFER OPERATNG | 6.25 | 15.04.2049 |
| FISERV INC | 4.4 | 01.07.2049 |
| GENERAL MOTORS CO | 6.125 | 01.10.2025 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| GOLDMAN SACHS GROUP INC | 4.482 | 23.08.2028 |
| HCA INC | 3.625 | 15.03.2032 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 2.251 | 22.11.2027 |
| HOME DEPOT INC | 3.3 | 15.04.2040 |
| JOHNSON & JOHNSON | 0.55 | 01.09.2025 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MPLX LP | 4.5 | 15.04.2038 |
| MERCK & CO INC | 2.15 | 10.12.2031 |
| MORGAN STANLEY | 5.424 | 21.07.2034 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC. | 0.0 | 01.09.2025 |
| PNC FINANCIAL SERVICES GROUP INC. | 5.582 | 12.06.2029 |
| ROGERS COMMUNICATIONS IN | 3.8 | 15.03.2032 |
| SALESFORCE.COM INC | 3.7 | 11.04.2028 |
| SANDS CHINA LTD | 5.4 | 08.08.2028 |
| SANDS CHINA LTD | 5.125 | 08.08.2025 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| SOUTHWEST AIRLINES CO | 5.125 | 15.06.2027 |
| TAKEDA PHARMACEUTICAL | 2.05 | 31.03.2030 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| TOTAL CAPITAL INTL SA | 3.127 | 29.05.2050 |
| UNITEDHEALTH GROUP IN | 3.75 | 15.07.2025 |
| UNITEDHEALTH GROUP IN | 4.75 | 15.07.2045 |
| UNITEDHEALTH GROUP INC | 3.25 | 15.05.2051 |
| UNITEDHEALTH GROUP INC | 4.75 | 15.05.2052 |
| UNITEDHEALTH GROUP INC | 5.35 | 15.02.2033 |
| UNITEDHEALTH GROUP INC | 5.875 | 15.02.2053 |
| UNITEDHEALTH GROUP INCORPORATED | 4.5 | 15.04.2033 |
| UNITEDHEALTH GROUP INCORPORATED | 5.05 | 15.04.2053 |
| VALE OVERSEAS LTD | 6.875 | 10.11.2039 |
| VERIZON COMMUNICATIONS | 2.875 | 20.11.2050 |
| UPJOHN INC | 4.0 | 22.06.2050 |
| WELLS FARGO BANK N.A. | 5.45 | 07.08.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.0 | 31.07.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 31.07.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.75 | 31.07.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 15.08.2033 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 15.08.2053 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.375 | 15.08.2026 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 4.0 | 25.07.2030 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC | 3.65 | 01.06.2051 |
| AMAZON.COM INC | 3.45 | 13.04.2029 |
| AMAZON.COM INC | 3.95 | 13.04.2052 |
| AMERICAN TOWER CORP | 3.8 | 15.08.2029 |
| APPLE INC | 3.45 | 09.02.2045 |
| BANK OF AMERICA CORP | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BANK OF AMERICA CORP | 1.898 | 23.07.2031 |
| BARCLAYS PLC | 4.375 | 12.01.2026 |
| BERKSHIRE HATHAWAY FIN | 2.85 | 15.10.2050 |
| BP CAP MARKETS AMERICA | 3.0 | 24.02.2050 |
| BP CAP MARKETS AMERICA | 2.939 | 04.06.2051 |
| CIGNA CORP | 4.8 | 15.08.2038 |
| CAPITAL ONE FINANCIAL CORPORATION | 6.377 | 08.06.2034 |
| CARRIER GLOBAL CORP | 3.577 | 05.04.2050 |
| CELANESE US HOLDINGS LLC | 6.05 | 15.03.2025 |
| COCA-COLA CO/THE | 2.25 | 05.01.2032 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 6.72 | 18.01.2029 |
| ENERGY TRANSFER OPERATNG | 5.0 | 15.05.2050 |
| META PLATFORMS INC. | 5.6 | 15.05.2053 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.58 | 14.08.2024 |
| Freddie Mac | 3.5 | 01.09.2045 |
| Freddie Mac | 2.0 | 01.03.2037 |
| Freddie Mac | 3.0 | 01.09.2049 |
| Freddie Mac | 3.5 | 01.09.2045 |
| Freddie Mac | 1.5 | 01.03.2051 |
| Government National Mortgage Association | 3.5 | 20.06.2045 |
| Government National Mortgage Association | 3.5 | 20.03.2048 |
| GLAXOSMITHKLINE CAP INC | 6.375 | 15.05.2038 |
| GOLDMAN SACHS GROUP INC/THE | 6.25 | 01.02.2041 |
| GOLDMAN SACHS GROUP INC | 3.5 | 23.01.2025 |
| GOLDMAN SACHS GROUP INC | 4.017 | 31.10.2038 |
| HCA INC | 5.375 | 01.02.2025 |
| HSBC HOLDINGS PLC | 2.804 | 24.05.2032 |
| HOME DEPOT INC | 2.7 | 15.04.2030 |
| HONEYWELL INTERNATIONAL | 1.75 | 01.09.2031 |
| INTEL CORP | 3.734 | 08.12.2047 |
| INTEL CORP | 3.25 | 15.11.2049 |
| INTEL CORP | 3.4 | 25.03.2025 |
| INTEL CORP | 3.9 | 25.03.2030 |
| INTEL CORP | 4.9 | 05.08.2052 |
| INTL BK RECON & DEVELOP | 1.5 | 28.08.2024 |
| JPMORGAN CHASE & CO | 3.125 | 23.01.2025 |
| JPMORGAN CHASE & CO | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO | 4.26 | 22.02.2048 |
| JOHNSON & JOHNSON | 3.7 | 01.03.2046 |
| KFW | 1.375 | 05.08.2024 |
| KFW | 3.375 | 23.08.2024 |
| MERCK & CO INC | 2.75 | 10.02.2025 |
| MICROSOFT CORP | 2.7 | 12.02.2025 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 1.794 | 13.02.2032 |
| MORGAN STANLEY | 1.164 | 21.10.2025 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| NVIDIA CORP | 3.5 | 01.04.2050 |
| ORACLE CORP | 4.3 | 08.07.2034 |
| QUALCOMM INC | 4.3 | 20.05.2047 |
| ROYAL BANK OF CANADA | 2.3 | 03.11.2031 |
| SABINE PASS LIQUEFACTION | 5.625 | 01.03.2025 |
| SHELL INTERNATIONAL FIN | 2.875 | 10.05.2026 |
| SPRINT CORP | 7.625 | 01.03.2026 |
| US TREASURY N/B | 2.125 | 31.07.2024 |
| US TREASURY N/B | 2.375 | 15.08.2024 |
| US TREASURY N/B | 1.75 | 31.07.2024 |
| US TREASURY N/B | 0.375 | 15.08.2024 |
| US TREASURY N/B | 3.0 | 31.07.2024 |
| UPJOHN INC | 2.7 | 22.06.2030 |
| VISA INC | 2.05 | 15.04.2030 |
| WELLS FARGO & COMPANY | 3.0 | 19.02.2025 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
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.