Overview
Announcements

Ordinary Rebalance | Solactive MBS USD Index | Effective Date 2nd January 2026

As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Thursday, 18 December 2025 (Selection Date). The following changes to the index composition will become effective as of Friday, 2 January 2026 (Effective Date).

Addition(s)

Issuer Name Coupon Maturity Date
FHLMC 5.5 1 Jan 2056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5 1 Dec 2055
FHLMC 5.0 1 Jan 2056
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.0 1 Jan 2056
GNMA II 4.5 20 Dec 2055
GNMA II 5.0 20 Dec 2055
GNMA II 6.0 20 Nov 2055
GNMA II 5.5 20 Dec 2055

Deletion(s)

Issuer Name Coupon Maturity Date
FNMA 6.5 1 Nov 2053
FHLMC 2.0 1 Jul 2036
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 Feb 2055
FHLMC 6.0 1 Jan 2055
FHLMC 5.0 1 Oct 2054
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 Jan 2055
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.5 1 Aug 2054
FHLMC 6.5 1 Aug 2053
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 Apr 2055
FHLMC 6.5 1 Aug 2054
FNMA 2.0 1 Aug 2036
FHLMC 2.0 1 Aug 2035
FHLMC 6.0 1 Nov 2053
FHLMC 6.0 1 May 2054
GNMA II 3.5 20 Feb 2048
FHLMC 2.5 1 Jan 2052
FNMA 6.0 1 Feb 2055
GNMA II 6.5 20 Sep 2053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.0 1 Apr 2055
FHLMC 6.0 1 Aug 2053
FEDERAL HOME LOAN MORTGAGE CORP. 6.5 1 Jul 2054
FNMA 6.0 1 Sep 2053
FNMA 6.0 1 Dec 2054
FNMA 5.5 1 Jun 2053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.0 1 Mar 2055
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5 20 Jun 2054
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 Oct 2054
FHLMC 6.5 1 Jan 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.