SPMBST S&P U.S. Mortgage-Backed Securities Index

The Index includes residential mortgage pass-through securities publicly issued by U.S. agencies with a minimum par amount of US$ 250 million and a maturity greater than one month from the rebalancing date.

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As of 11/30/2022


Index Information
Provider:     S&P Dow Jones
Category1:  US Fixed Income
Category2:  Mortgage backed
Category3:  Unconstrained
Country:      USA
Currency:    USD
Inception date:  07/15/2014
Backtesting data exists:   Yes
Weighting methodology:   Market capitalization
Number of holdings:  603  (as of 12/19/2018)
Rebalanced:  Monthly
Reconstituted:  Monthly

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