Ordinary Adjustment | Solactive US Mortgage Backed Securities Index | 30th September 2020
As part of the ordinary adjustment of the index, the composition of the Solactive US Mortgage Backed Securities Index (DE000SL0AYE6) was reviewed on Friday, 18 September 2020 (Selection Day). The following changes to the index composition will become effective as of close of business on Wednesday, 30 September 2020 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| Freddie Mac | 1.5 | 01.10.2050 |
| Fannie Mae | 2.5 | 01.10.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Freddie Mac | 2.5 | 01.10.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Government National Mortgage Association | 2 | 20.09.2050 |
| Government National Mortgage Association | 2.5 | 20.09.2050 |
| Government National Mortgage Association | 3 | 20.09.2050 |
| Freddie Mac | 2 | 01.10.2040 |
| Fannie Mae | 1.5 | 01.10.2035 |
| Fannie Mae | 1.5 | 01.10.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Freddie Mac | 1.5 | 01.10.2035 |
| Freddie Mac | 2 | 01.10.2035 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Freddie Mac | 2.5 | 01.10.2050 |
| Freddie Mac | 1.5 | 01.10.2035 |
| Freddie Mac | 2 | 01.10.2035 |
| Fannie Mae | 2 | 01.10.2040 |
| Fannie Mae | 2 | 01.10.2035 |
| Fannie Mae | 2 | 01.10.2050 |
| Freddie Mac | 1.5 | 01.09.2035 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2.5 | 01.09.2050 |
| Fannie Mae | 3.5 | 01.06.2049 |
| Freddie Mac | 2 | 01.09.2040 |
| Fannie Mae | 3 | 01.09.2050 |
| Freddie Mac | 2 | 01.09.2035 |
| Fannie Mae | 2 | 01.09.2040 |
| Fannie Mae | 1.5 | 01.09.2035 |
| Freddie Mac | 2 | 01.09.2035 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2.5 | 01.09.2050 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2 | 01.09.2035 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| Government National Mortgage Association | 3.5 | 20.01.2042 |
| Freddie Mac | 3 | 01.01.2043 |
| Freddie Mac | 3.5 | 01.05.2049 |
| Freddie Mac | 3.5 | 01.06.2049 |
| Freddie Mac | 3 | 01.06.2049 |
| Freddie Mac | 3 | 01.05.2045 |
| Freddie Mac | 3.5 | 01.06.2045 |
| Freddie Mac | 3.5 | 01.11.2045 |
| Freddie Mac | 3.5 | 01.12.2045 |
| Freddie Mac | 3.5 | 01.02.2047 |
| Freddie Mac | 3.5 | 01.04.2047 |
| Freddie Mac | 3.5 | 01.08.2047 |
| Freddie Mac | 3 | 01.07.2049 |
| Freddie Mac | 3.5 | 01.08.2047 |
| Freddie Mac | 3.5 | 01.06.2049 |
| Freddie Mac | 3 | 01.08.2049 |
| Freddie Mac | 3.5 | 01.09.2049 |
| Freddie Mac | 3 | 01.08.2049 |
| Freddie Mac | 2.5 | 01.05.2040 |
| Freddie Mac | 2 | 01.05.2035 |
| Fannie Mae | 3 | 01.06.2046 |
| Fannie Mae | 3 | 01.01.2047 |
| Fannie Mae | 3.5 | 01.02.2048 |
| Fannie Mae | 4 | 01.11.2047 |
| Fannie Mae | 4 | 01.03.2048 |
| Fannie Mae | 3.5 | 01.04.2048 |
| Fannie Mae | 4 | 01.05.2048 |
| Fannie Mae | 3.5 | 01.04.2049 |
| Fannie Mae | 3 | 01.06.2049 |
| Fannie Mae | 2.5 | 01.10.2034 |
| Fannie Mae | 2.5 | 01.04.2040 |
| Fannie Mae | 3.5 | 01.05.2050 |
| Government National Mortgage Association | 4 | 20.11.2043 |
| Government National Mortgage Association | 4 | 20.04.2044 |
| Government National Mortgage Association | 4 | 20.05.2044 |
| Government National Mortgage Association | 4 | 20.07.2044 |
| Government National Mortgage Association | 4 | 20.08.2044 |
| Government National Mortgage Association | 4 | 20.09.2045 |
| Government National Mortgage Association | 3 | 20.12.2045 |
| Government National Mortgage Association | 3 | 20.01.2046 |
| Government National Mortgage Association | 3 | 20.02.2046 |
| Government National Mortgage Association | 4 | 20.02.2047 |
| Government National Mortgage Association | 3 | 20.03.2047 |
| Government National Mortgage Association | 3.5 | 20.07.2048 |
| Government National Mortgage Association | 3 | 20.02.2048 |
| Government National Mortgage Association | 4 | 20.11.2049 |
| Government National Mortgage Association | 3.5 | 20.03.2049 |
| Government National Mortgage Association | 4.5 | 20.04.2049 |
| Government National Mortgage Association | 3.5 | 20.02.2042 |
| Freddie Mac | 4.5 | 01.11.2039 |
| Freddie Mac | 4 | 01.08.2047 |
| Freddie Mac | 4 | 01.11.2047 |
| Freddie Mac | 3.5 | 01.07.2048 |
| Freddie Mac | 4 | 01.01.2049 |
| Freddie Mac | 3.5 | 01.09.2044 |
| Freddie Mac | 3.5 | 01.05.2047 |
| Freddie Mac | 3.5 | 01.06.2047 |
| Freddie Mac | 4 | 01.04.2047 |
| Freddie Mac | 2.5 | 01.09.2031 |
| Freddie Mac | 2.5 | 01.01.2032 |
| Freddie Mac | 4.5 | 01.11.2039 |
| Freddie Mac | 3.5 | 01.09.2044 |
| Freddie Mac | 3.5 | 01.05.2047 |
| Freddie Mac | 3.5 | 01.06.2047 |
| Freddie Mac | 4 | 01.04.2047 |
| Freddie Mac | 4 | 01.08.2047 |
| Freddie Mac | 4 | 01.11.2047 |
| Freddie Mac | 3.5 | 01.07.2048 |
| Freddie Mac | 2.5 | 01.09.2031 |
| Freddie Mac | 2.5 | 01.01.2032 |
| Freddie Mac | 3.5 | 01.08.2046 |
| Freddie Mac | 3 | 01.10.2046 |
| Freddie Mac | 4 | 01.01.2049 |
| Freddie Mac | 2.5 | 01.02.2035 |
| Freddie Mac | 3.5 | 01.08.2046 |
| Freddie Mac | 3 | 01.10.2046 |
| Fannie Mae | 4 | 01.08.2039 |
| Fannie Mae | 4 | 01.04.2043 |
| Fannie Mae | 4.5 | 01.11.2042 |
| Fannie Mae | 3.5 | 01.10.2041 |
| Fannie Mae | 3 | 01.01.2043 |
| Fannie Mae | 4 | 01.10.2047 |
| Fannie Mae | 4 | 01.01.2048 |
| Fannie Mae | 3.5 | 01.06.2049 |
| Fannie Mae | 4 | 01.04.2045 |
| Fannie Mae | 4 | 01.03.2050 |
| Freddie Mac | 2 | 01.07.2050 |
For more details on the index composition and the adjustment rules applicable to an index, please refer to the respective index detail page on this website.