Ordinary Rebalance | Solactive MBS USD Index | Effective Date 2nd December 2024
As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Monday, 18 November 2024 (Selection Date). The following changes to the index composition will become effective as of Monday, 2 December 2024 (Effective Date).
Addition(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GNMA II | 5.0 | 20 Nov 2054 |
| FHLMC | 2.0 | 1 Feb 2052 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 1 Nov 2054 |
| GNMA II | 5.5 | 20 Nov 2054 |
| FHLMC | 1.5 | 1 Jan 2037 |
| FHLMC | 5.5 | 1 Dec 2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 5.0 | 1 Dec 2054 |
| FHLMC | 5.0 | 1 Dec 2054 |
| FNMA | 1.5 | 1 Apr 2037 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.0 | 1 Dec 2054 |
| GNMA II | 4.5 | 20 Nov 2054 |
Deletion(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FHLMC | 2.0 | 1 Feb 2052 |
| FHLMC | 6.5 | 1 Jun 2054 |
| FHLMC | 2.5 | 1 Jul 2050 |
| FNMA | 3.5 | 1 Jan 2051 |
| FNMA | 2.0 | 1 Feb 2036 |
| FHLMC | 6.0 | 1 Jan 2053 |
| FHLMC | 2.0 | 1 Dec 2035 |
| FHLMC | 7.0 | 1 Jan 2054 |
| FHLMC | 6.5 | 1 Oct 2053 |
| GNMA II | 7.0 | 20 Nov 2053 |
| GNMA II | 6.0 | 20 Mar 2053 |
| FHLMC | 6.0 | 1 Aug 2053 |
| FHLMC | 2.0 | 1 Jun 2035 |
| FHLMC | 3.0 | 1 Mar 2050 |
| GNMA II | 6.0 | 20 Feb 2053 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.5 | 1 Aug 2054 |
| GNMA II | 6.0 | 20 Nov 2052 |
| FHLMC | 1.5 | 1 Feb 2036 |
| GNMA II | 3.5 | 20 Jan 2047 |
| FNMA | 2.0 | 1 Feb 2042 |
| FNMA | 4.0 | 1 Jun 2044 |
| FHLMC | 3.5 | 1 Sep 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.