Overview
Announcements

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

As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Tuesday, 17 February 2026 (Selection Date). The following changes to the index composition will become effective as of Monday, 2 March 2026 (Effective Date).

Addition(s)

Issuer Name Coupon Maturity Date
FNMA 5.0 1 Mar 2056
GNMA II 5.5 20 Feb 2056
GNMA II 4.5 20 Feb 2056
GNMA II 5.0 20 Feb 2056
FHLMC 5.0 1 Mar 2056
GNMA II 6.0 20 Jan 2056

Deletion(s)

Issuer Name Coupon Maturity Date
FNMA 6.0 1 Mar 2054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5 1 Jul 2054
FNMA 5.5 1 Apr 2054
GNMA II 6.0 20 Oct 2054
FNMA 6.0 1 Aug 2053
FNMA 6.5 1 Dec 2053
FHLMC 6.5 1 Dec 2053
FHLMC 1.5 1 Mar 2036
FNMA 6.0 1 May 2054
GNMA I 3.0 15 Aug 2043
FHLMC 1.5 1 Dec 2035
GNMA II 6.0 20 Dec 2054
FHLMC 6.5 1 Jan 2054
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5 20 Aug 2054
GNMA II 6.0 20 Mar 2054
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 Jul 2054
GNMA II 4.5 20 Oct 2055
Government National Mortgage Association 3.5 20 Aug 2045
GNMA II 4.0 20 Nov 2052
FEDERAL HOME LOAN MORTGAGE CORP. 6.0 1 May 2055
FHLMC 6.0 1 Mar 2055

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.