Ordinary Rebalance | Solactive MBS USD Index | Effective Date 3rd March 2025
As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Tuesday, 18 February 2025 (Selection Date). The following changes to the index composition will become effective as of Monday, 3 March 2025 (Effective Date).
Addition(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FNMA | 6.0 | 1 Feb 2055 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 5.5 | 1 Feb 2055 |
| GNMA II | 6.0 | 20 Feb 2055 |
| FHLMC | 6.0 | 1 Mar 2055 |
| GNMA II | 5.5 | 20 Feb 2055 |
| GNMA II | 5.0 | 20 Feb 2055 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.0 | 1 Feb 2055 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 1 Feb 2055 |
Deletion(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FNMA | 6.5 | 1 Jan 2054 |
| GNMA II | 6.5 | 20 Apr 2054 |
| FHLMC | 7.0 | 1 Jan 2054 |
| FNMA | 3.1 | 1 Jan 2026 |
| FHLMC | 2.0 | 1 Jul 2041 |
| FNMA | 2.0 | 1 Oct 2040 |
| FHLMC | 1.5 | 1 Oct 2035 |
| FHLMC | 1.5 | 1 Jun 2051 |
| FHLMC | 5.0 | 1 Nov 2052 |
| FHLMC | 5.5 | 1 May 2054 |
| FHLMC | 5.5 | 1 Dec 2052 |
| FNMA | 2.5 | 1 Aug 2035 |
| FNMA | 2.5 | 1 Feb 2035 |
| FNMA | 3.0 | 1 Jan 2046 |
| FHLMC | 6.5 | 1 Sep 2053 |
| FHLMC | 1.5 | 1 Apr 2041 |
| FNMA | 5.0 | 1 Oct 2052 |
| FHLMC | 2.0 | 1 May 2036 |
| GNMA II | 7.0 | 20 Dec 2053 |
| GNMA II | 4.5 | 20 Dec 2052 |
| FNMA | 3.0 | 1 Oct 2049 |
| FHLMC | 5.0 | 1 Oct 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.