Ordinary Rebalance | Solactive MBS USD Index | Effective Date 1st October 2024
As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Wednesday, 18 September 2024 (Selection Date). The following changes to the index composition will become effective as of Tuesday, 1 October 2024 (Effective Date).
Addition(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FHLMC | 5.5 | 1 Oct 2054 |
| FNMA | 2.0 | 1 Sep 2050 |
| GNMA II | 6.0 | 20 Sep 2054 |
| FHLMC | 6.0 | 1 Oct 2054 |
| FNMA | 3.5 | 1 Sep 2045 |
| FHLMC | 2.0 | 1 Nov 2035 |
| GNMA II | 5.5 | 20 Sep 2054 |
| GNMA II | 5.0 | 20 Sep 2054 |
| FHLMC | 2.0 | 1 Feb 2051 |
| FHLMC | 5.5 | 1 Oct 2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 5.5 | 1 Sep 2054 |
| FHLMC | 6.5 | 1 Sep 2054 |
| FHLMC | 2.0 | 1 Jul 2035 |
Deletion(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FNMA | 6.5 | 1 Oct 2053 |
| FHLMC | 4.0 | 1 May 2049 |
| FNMA | 3.0 | 1 Nov 2046 |
| FHLMC | 2.0 | 1 Jan 2037 |
| FNMA | 6.0 | 1 Jan 2053 |
| FHLMC | 6.0 | 1 Feb 2054 |
| GNMA II | 6.5 | 20 Jul 2053 |
| FHLMC | 2.0 | 1 Jun 2036 |
| FHLMC | 6.5 | 1 Feb 2054 |
| Government National Mortgage Association | 3.5 | 20 Aug 2042 |
| FHLMC | 2.5 | 1 Jan 2050 |
| GNMA II | 7.0 | 20 Jan 2054 |
| FNMA | 2.0 | 1 Apr 2037 |
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.