Ordinary Adjustment | Solactive US Mortgage Backed Securities Index | 31st May 2022
As part of the ordinary adjustment of the index, the composition of the Solactive US Mortgage Backed Securities Index (DE000SL0AYE6) was reviewed on Wednesday, 18 May 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Tuesday, 31 May 2022 (Rebalance Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| Government National Mortgage Association | 3.5 | 2052-05-20 |
| Government National Mortgage Association | 4 | 2052-05-20 |
| Freddie Mac | 3.5 | 2052-06-01 |
| Freddie Mac | 4 | 2052-06-01 |
| Fannie Mae | 3 | 2052-06-01 |
| Fannie Mae | 3.5 | 2052-06-01 |
| Fannie Mae | 4 | 2052-06-01 |
| Government National Mortgage Association | 2.5 | 2052-05-20 |
| Government National Mortgage Association | 3 | 2052-05-20 |
| Government National Mortgage Association | 2 | 2052-04-20 |
| Government National Mortgage Association | 4 | 2052-04-20 |
| Fannie Mae | 4 | 2052-05-01 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| Freddie Mac | 3 | 2046-11-01 |
| Freddie Mac | 3 | 2050-02-01 |
| Fannie Mae | 2.5 | 2035-06-01 |
| Government National Mortgage Association | 4 | 2048-06-20 |
| Government National Mortgage Association | 2.5 | 2050-01-20 |
| Freddie Mac | 4 | 2045-05-01 |
| Freddie Mac | 4 | 2045-05-01 |
| Fannie Mae | 4 | 2045-02-01 |
| Fannie Mae | 2.5 | 2051-02-01 |
| Fannie Mae | 2 | 2036-12-01 |
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.