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).

Deletion(s)

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