Overview
Announcements

Ordinary Adjustment | Several HSBC Merger Arbitrage Indices | December 2020

HSBC Merger Arbitrage Hedge Index:

In the ordinary rebalance the following composition will be implemented over a period starting on 23.12.2020 (cob) and ending on 28.12.2020 (cob) . The new composition and target weights will be fully reflected in the index open 29.12.2020:

ENERGY SELECT SECTOR SPDR FUND
FINANCIAL SELECT SECTOR SPDR FUND
HEALTH CARE SELECT SECTOR SPDR FUND
INDUSTRIAL SELECT SECTOR SPDR FUND
Solactive Overnight USD Cash Index
TECHNOLOGY SELECT SECTOR SPDR FUND

HSBC Merger Arbitrage Long Only Subindex 1:

In the ordinary rebalancing the following index composition will be implemented effective open 24.12.2020:

BIOTELEMETRY INC
BMC STOCK HOLDINGS INC
CINCINNATI BELL INC
CIT GROUP INC
CONCHO RESOURCES INC
EATON VANCE CORP
EIDOS THERAPEUTICS INC
FITBIT INC – A
MAXIM INTEGRATED PRODUCTS
MTS SYSTEMS CORP
NATIONAL GENERAL HOLDINGS CORP
PARSLEY ENERGY INC
PNM RESOURCES
PREVAIL THERAPEUTICS INC
SLACK TECHNOLOGIES INC
Solactive Overnight USD Cash Index
TAUBMAN CENTERS INC
TCF FINANCIAL CORP
VARIAN MEDICAL SYSTEMS INC
WADDELL & REED FINANCIAL A
WPX ENERGY INC
XILINX INC

HSBC Merger Arbitrage Long Only Subindex 2:

In the ordinary rebalancing the following index composition will be implemented effective open 28.12.2020:

BIOTELEMETRY INC
BMC STOCK HOLDINGS INC
CINCINNATI BELL INC
CIT GROUP INC
CONCHO RESOURCES INC
EATON VANCE CORP
EIDOS THERAPEUTICS INC
FITBIT INC – A
MAXIM INTEGRATED PRODUCTS
MTS SYSTEMS CORP
NATIONAL GENERAL HOLDINGS CORP
PARSLEY ENERGY INC
PNM RESOURCES
PREVAIL THERAPEUTICS INC
SLACK TECHNOLOGIES INC
Solactive Overnight USD Cash Index
TAUBMAN CENTERS INC
TCF FINANCIAL CORP
VARIAN MEDICAL SYSTEMS INC
WADDELL & REED FINANCIAL A
WPX ENERGY INC
XILINX INC

HSBC Merger Arbitrage Long Only Subindex 3:

In the ordinary rebalancing the following index composition will be implemented effective open 29.12.2020:

BIOTELEMETRY INC
BMC STOCK HOLDINGS INC
CINCINNATI BELL INC
CIT GROUP INC
CONCHO RESOURCES INC
EATON VANCE CORP
EIDOS THERAPEUTICS INC
FITBIT INC – A
MAXIM INTEGRATED PRODUCTS
MTS SYSTEMS CORP
NATIONAL GENERAL HOLDINGS CORP
PARSLEY ENERGY INC
PNM RESOURCES
PREVAIL THERAPEUTICS INC
SLACK TECHNOLOGIES INC
Solactive Overnight USD Cash Index
TAUBMAN CENTERS INC
TCF FINANCIAL CORP
VARIAN MEDICAL SYSTEMS INC
WADDELL & REED FINANCIAL A
WPX ENERGY INC
XILINX INC