Ordinary Rebalance | Solactive MBS USD Index | Effective Date 1st November 2024
As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Monday, 21 October 2024 (Selection Date). The following changes to the index composition will become effective as of Friday, 1 November 2024 (Effective Date).
Addition(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FNMA | 2.5 | 1 Aug 2035 |
| FHLMC | 2.0 | 1 Jun 2051 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 4.5 | 20 Sep 2054 |
| GNMA II | 5.5 | 20 Oct 2054 |
| GNMA II | 6.0 | 20 Oct 2054 |
| FHLMC | 5.0 | 1 Nov 2054 |
| FNMA | 5.0 | 1 Nov 2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.0 | 1 Oct 2054 |
| GNMA II | 4.5 | 20 Oct 2054 |
| FHLMC | 6.0 | 1 Nov 2054 |
| FHLMC | 2.0 | 1 Feb 2036 |
| FHLMC | 5.5 | 1 Nov 2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6.5 | 20 Sep 2054 |
| FHLMC | 5.5 | 1 Nov 2054 |
| FHLMC | 5.5 | 1 Nov 2054 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 1 Oct 2054 |
| FHLMC | 5.0 | 1 Oct 2054 |
| FHLMC | 2.5 | 1 Oct 2051 |
| FHLMC | 5.0 | 1 Nov 2054 |
| GNMA II | 5.0 | 20 Oct 2054 |
Deletion(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FHLMC | 6.0 | 1 Feb 2054 |
| FHLMC | 7.0 | 1 Jan 2054 |
| GNMA II | 7.0 | 20 Jan 2054 |
| FNMA | 2.0 | 1 Feb 2036 |
| GNMA II | 6.0 | 20 Feb 2053 |
| FHLMC | 3.0 | 1 Mar 2050 |
| FHLMC | 2.0 | 1 Jun 2035 |
| FHLMC | 2.0 | 1 Jan 2037 |
| FHLMC | 1.5 | 1 Feb 2036 |
| FHLMC | 4.0 | 1 May 2049 |
| FHLMC | 2.5 | 1 Jul 2050 |
| FNMA | 6.5 | 1 Oct 2053 |
| Government National Mortgage Association | 3.5 | 20 Aug 2042 |
| FNMA | 2.0 | 1 Feb 2042 |
| GNMA II | 6.5 | 20 Jul 2053 |
| FHLMC | 6.5 | 1 Feb 2054 |
| FHLMC | 2.5 | 1 Jan 2050 |
| FNMA | 4.0 | 1 Jun 2044 |
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.