Ordinary Rebalance | Solactive MBS USD Index | Effective Date 2nd January 2025
As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Wednesday, 18 December 2024 (Selection Date). The following changes to the index composition will become effective as of Thursday, 2 January 2025 (Effective Date).
Addition(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FHLMC | 3.0 | 1 Apr 2047 |
| FHLMC | 5.5 | 1 Jan 2055 |
| FHLMC | 2.0 | 1 Sep 2050 |
| GNMA II | 6.0 | 20 Dec 2054 |
| FNMA | 5.0 | 1 Jul 2040 |
| FHLMC | 1.5 | 1 Jun 2051 |
| FHLMC | 4.0 | 1 Jun 2048 |
| GNMA II | 4.5 | 20 Dec 2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 5.5 | 1 Dec 2054 |
| GNMA II | 5.0 | 20 Dec 2054 |
| FHLMC | 4.5 | 1 Jul 2052 |
| FHLMC | 5.0 | 1 Jan 2055 |
| GNMA II | 5.5 | 20 Dec 2054 |
| FNMA | 5.5 | 1 Dec 2054 |
| FHLMC | 1.5 | 1 Apr 2037 |
Deletion(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FHLMC | 3.5 | 1 Sep 2052 |
| FHLMC | 2.0 | 1 Dec 2035 |
| FHLMC | 6.0 | 1 Jan 2053 |
| FHLMC | 2.5 | 1 Apr 2051 |
| FHLMC | 6.5 | 1 Nov 2053 |
| FNMA | 3.5 | 1 Jan 2051 |
| FHLMC | 1.5 | 1 Jun 2036 |
| FHLMC | 2.0 | 1 Sep 2035 |
| GNMA II | 6.0 | 20 Nov 2052 |
| FHLMC | 3.0 | 1 Jul 2052 |
| FHLMC | 6.5 | 1 Oct 2053 |
| FHLMC | 6.0 | 1 Aug 2053 |
| GNMA II | 6.0 | 20 Mar 2053 |
| FHLMC | 2.0 | 1 Feb 2052 |
| GNMA II | 7.0 | 20 Nov 2053 |
| FNMA | 3.5 | 1 Jul 2045 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.5 | 1 Aug 2054 |
| FHLMC | 3.5 | 1 Jul 2052 |
| GNMA II | 3.5 | 20 Jan 2047 |
| FHLMC | 6.5 | 1 Jun 2054 |
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.