Ordinary Rebalance | Solactive MBS USD Index | Effective Date 2nd June 2025
As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Monday, 19 May 2025 (Selection Date). The following changes to the index composition will become effective as of Monday, 2 June 2025 (Effective Date).
Addition(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FHLMC | 5.5 | 1 Jun 2055 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.0 | 1 May 2055 |
| FHLMC | 6.0 | 1 Jun 2055 |
| GNMA II | 5.5 | 20 May 2055 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 5.5 | 1 May 2055 |
| GNMA II | 5.0 | 20 May 2055 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 1 May 2055 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 6.0 | 1 May 2055 |
| GNMA II | 6.0 | 20 May 2055 |
Deletion(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FHLMC | 6.0 | 1 Jan 2053 |
| FHLMC | 6.0 | 1 Jul 2053 |
| GNMA II | 6.5 | 20 Jan 2054 |
| FNMA | 2.0 | 1 Jan 2036 |
| FNMA | 2.0 | 1 Jul 2041 |
| FHLMC | 2.0 | 1 Nov 2040 |
| FHLMC | 6.0 | 1 Feb 2054 |
| Government National Mortgage Association | 3.5 | 20 Sep 2045 |
| FHLMC | 6.5 | 1 Sep 2054 |
| FNMA | 6.5 | 1 Feb 2054 |
| FNMA | 2.0 | 1 Feb 2037 |
| GNMA II | 6.5 | 20 May 2054 |
| FHLMC | 5.5 | 1 Feb 2053 |
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.