Ordinary Adjustment | Solactive USD High Yield Corporate Bond – Interest Rate Hedged Index | 31st December 2019
As part of the ordinary adjustment of the index, the composition of the Solactive USD High Yield Corporate Bond – Interest Rate Hedged Index (DE000SLA0PL8) was reviewed on Thursday, 26 December 2019 (Selection Day). The following changes to the index composition will become effective as of close of business on Tuesday, 31 December 2019 (Adjustment Day).
Additions:
| Issuer Name | Coupon | Maturity Date | Short/Long |
|---|---|---|---|
| ARCHROCK PARTNERS LP/FIN | 6.875 | 01 Apr 2027 | Long |
| ARCHROCK PARTNERS LP/FIN | 6.25 | 01 Apr 2028 | Long |
| BAUSCH HEALTH COS INC | 5.25 | 30 Jan 2030 | Long |
| BAUSCH HEALTH COS INC | 5 | 30 Jan 2028 | Long |
| BOYD GAMING CORP | 4.75 | 01 Dec 2027 | Long |
| CREDIT ACCEPTANC | 6.625 | 15 Mar 2026 | Long |
| CREDIT ACCEPTANC | 5.125 | 31 Dec 2024 | Long |
| ENTERCOM MEDIA CORP | 6.5 | 01 May 2027 | Long |
| CHESAPEAKE ENERGY CORP | 11.5 | 01 Jan 2025 | Long |
| CENTENE CORP | 4.625 | 15 Dec 2029 | Long |
| CENTENE CORP | 4.25 | 15 Dec 2027 | Long |
| CENTENE CORP | 4.75 | 15 Jan 2025 | Long |
| CALPINE CORP | 5.125 | 15 Mar 2028 | Long |
| CALPINE CORP | 4.5 | 15 Feb 2028 | Long |
| CENTURYLINK INC | 5.125 | 15 Dec 2026 | Long |
| CLEARWAY ENERGY OP LLC | 4.75 | 15 Mar 2028 | Long |
| CHS/COMMUNITY HEALTH SYS | 6.875 | 01 Apr 2028 | Long |
| CHS/COMMUNITY HEALTH SYS | 8 | 15 Dec 2027 | Long |
| GFL ENVIRONMENTAL INC | 5.125 | 15 Dec 2026 | Long |
| HESS MIDSTREAM OPERATION | 5.625 | 15 Feb 2026 | Long |
| HESS MIDSTREAM OPERATION | 5.125 | 15 Jun 2028 | Long |
| ICAHN ENTERPRISES/FIN | 5.25 | 15 May 2027 | Long |
| KORN/FERRY INTERNATIONAL | 4.625 | 15 Dec 2027 | Long |
| MATTAMY GROUP CORP | 5.25 | 15 Dec 2027 | Long |
| SSL ROBOTICS LLC | 9.75 | 31 Dec 2023 | Long |
| MERCER INTL INC | 7.375 | 15 Jan 2025 | Long |
| MELCO RESORTS FINANCE | 5.375 | 04 Dec 2029 | Long |
| PRESTIGE BRANDS INC | 5.125 | 15 Jan 2028 | Long |
| QORVO INC | 4.375 | 15 Oct 2029 | Long |
| ISTAR INC | 4.25 | 01 Aug 2025 | Long |
| TERRIER MEDIA BUYER INC | 8.875 | 15 Dec 2027 | Long |
| TEVA PHARMACEUTICAL FINANCE CO BV | 3.65 | 10 Nov 2021 | Long |
| TWITTER INC | 3.875 | 15 Dec 2027 | Long |
| VICI PROPERTIES / NOTE | 4.25 | 01 Dec 2026 | Long |
| VICI PROPERTIES / NOTE | 4.625 | 01 Dec 2029 | Long |
| WEATHERFORD INTL LTD | 11 | 01 Dec 2024 | Long |
| US TREASURY N/B | 2.625 | 15 Dec 2021 | Short |
| US TREASURY N/B | 2 | 31 May 2024 | Short |
| US TREASURY N/B | 2 | 15 Nov 2026 | Short |
| US TREASURY N/B | 1.625 | 15 Aug 2029 | Short |
Deletions:
| Issuer Name | Coupon | Maturity Date | Short/Long |
|---|---|---|---|
| APX GROUP INC | 8.75 | 01 Dec 2020 | Long |
| AHERN RENTALS INC | 7.375 | 15 May 2023 | Long |
| ALLEGHENY TECHNOLOGIES | 5.95 | 15 Jan 2021 | Long |
| ALLY FINANCIAL INC | 5.125 | 30 Sep 2024 | Long |
| BALL CORP | 4.375 | 15 Dec 2020 | Long |
| BERRY PLASTICS CORP | 6 | 15 Oct 2022 | Long |
| CHS/COMMUNITY HEALTH SYS | 6.875 | 01 Feb 2022 | Long |
| CHESAPEAKE ENERGY CORP | 8 | 15 Jan 2025 | Long |
| CHESAPEAKE ENERGY CORP | 8 | 15 Jun 2027 | Long |
| CHESAPEAKE ENERGY CORP | 7.5 | 01 Oct 2026 | Long |
| CHESAPEAKE ENERGY CORP | 8 | 15 Mar 2026 | Long |
| GOEASY LTD | 5.375 | 01 Dec 2024 | Long |
| JACK OHIO FIN LLC/FIN 1 | 6.75 | 15 Nov 2021 | Long |
| MSCI INC | 5.25 | 15 Nov 2024 | Long |
| MALLINCKRODT FIN/SB | 5.5 | 15 Apr 2025 | Long |
| MALLINCKRODT INTL FIN | 4.75 | 15 Apr 2023 | Long |
| NCL CORP LTD | 4.75 | 15 Dec 2021 | Long |
| NRG YIELD OPERATING LLC | 5.375 | 15 Aug 2024 | Long |
| SEALED AIR CORP | 6.5 | 01 Dec 2020 | Long |
| SPRINGLEAF FINANCE CORP | 8.25 | 15 Dec 2020 | Long |
| WILDHORSE RESOURCE DEVEL | 6.875 | 01 Feb 2025 | Long |
| CASCADES INC | 5.5 | 15 Jul 2022 | Long |
| ALERIS INTL INC | 10.75 | 15 Jul 2023 | Long |
| ARAMARK SERVICES INC | 5.125 | 15 Jan 2024 | Long |
| LKQ CORP | 4.75 | 15 May 2023 | Long |
| US TREASURY N/B | 2.75 | 15 Sep 2021 | Short |
| US TREASURY N/B | 2.375 | 29 Feb 2024 | Short |
| US TREASURY N/B | 2.375 | 15 May 2029 | Short |
| US TREASURY N/B | 1.875 | 31 Jul 2026 | Short |
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.