Ordinary Rebalance | Solactive MBS USD Index | Effective Date 1st April 2025
As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Wednesday, 19 March 2025 (Selection Date). The following changes to the index composition will become effective as of Tuesday, 1 April 2025 (Effective Date).
Addition(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FNMA | 6.5 | 1 Mar 2055 |
| GNMA II | 5.5 | 20 Mar 2055 |
| FHLMC | 6.0 | 1 Apr 2055 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 6.0 | 1 Mar 2055 |
| GNMA II | 6.0 | 20 Mar 2055 |
Deletion(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FHLMC | 2.5 | 1 Nov 2049 |
| FNMA | 3.0 | 1 Oct 2049 |
| FNMA | 2.5 | 1 Feb 2035 |
| GNMA II | 3.5 | 20 May 2047 |
| GNMA II | 7.0 | 20 Dec 2053 |
| FNMA | 6.5 | 1 Jan 2054 |
| FHLMC | 1.5 | 1 Oct 2035 |
| FNMA | 5.0 | 1 Oct 2052 |
| GNMA II | 4.5 | 20 Dec 2052 |
| FHLMC | 5.0 | 1 Oct 2052 |
| FHLMC | 2.0 | 1 May 2036 |
| FNMA | 2.0 | 1 Mar 2037 |
| FNMA | 3.0 | 1 Jan 2046 |
| FHLMC | 6.5 | 1 Sep 2053 |
| FHLMC | 5.0 | 1 Nov 2052 |
For more details on the index composition and the rebalancing rules applicable to an index, please refer to the respective index detail page on this website.