Overview
Announcements

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

As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Tuesday, 20 January 2026 (Selection Date). The following changes to the index composition will become effective as of Monday, 2 February 2026 (Effective Date).

Addition(s)

Issuer Name Coupon Maturity Date
GNMA II 5.0 20 Jan 2056
FNMA 5.0 1 Feb 2056
GNMA II 4.5 20 Jan 2056
GNMA II 5.5 20 Jan 2056
FHLMC 5.0 1 Feb 2056
FNMA 4.3 1 Dec 2032
GNMA II 6.0 20 Dec 2055
FHLMC 5.5 1 Feb 2056

Deletion(s)

Issuer Name Coupon Maturity Date
FNMA 6.0 1 Dec 2054
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 Jul 2054
FHLMC 1.5 1 Mar 2036
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5 20 Aug 2054
FNMA 6.5 1 Dec 2053
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 Feb 2055
GNMA II 4.0 20 Nov 2052
GNMA II 6.0 20 Dec 2054
GNMA I 3.0 15 Aug 2043
FHLMC 6.5 1 Dec 2053
FNMA 6.0 1 Sep 2053
FHLMC 6.0 1 Jan 2055
FHLMC 2.0 1 Aug 2035
FNMA 6.5 1 Nov 2053
FNMA 5.5 1 Jun 2053
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 May 2055
FHLMC 6.0 1 Nov 2053
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 Oct 2054
FHLMC 6.0 1 May 2054
FHLMC 6.5 1 Jan 2054
FNMA 6.0 1 May 2054
FHLMC 5.0 1 Oct 2054
GNMA II 6.0 20 Oct 2054
GNMA II 4.5 20 Oct 2055
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 Apr 2055
FNMA 5.5 1 Apr 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.