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Ordinary Adjustment | Several HSBC Merger Arbitrage Indices | October 2021

HSBC Merger Arbitrage Hedge Index:

In the ordinary rebalance the following composition will be implemented over a period starting on 27.10.2021 (cob) and ending on 29.10.2021 (cob) . The new composition and target weights will be fully reflected in the index open 01.11.2021:

ENERGY SELECT SECTOR SPDR FUND
FINANCIAL 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 28.10.2021:

ACCELERON PHARMA INC
AEROJET ROCKETDYNE HOLDINGS INC
AMERICAN NATIONAL INSURANCE CO
ASPEN TECHNOLOGY INC
ATLANTIC CAPITAL BANCSHARES
BRYN MAWR BANK CORP
CADENCE BANCORP
CENTURY BANCORP INC -CL A
CHANGE HEALTHCARE INC
CIT GROUP INC
COHERENT INC
CONTANGO OIL & GAS
COVANTA HOLDING CORP
DSP GROUP INC
ENABLE MIDSTREAM PARTNERS LP
EXONE CO
EXTRACTION OIL & GAS INC
FIRST MIDWEST BANCORP INC/IL
FLAGSTAR BANCORP INC
FLEXION THERAPEUTICS INC
GOLDEN NUGGET ONLINE GAMING IN
GREAT WESTERN BANCORP INC
GREENSKY INC-CLASS A
HILL-ROM HOLDINGS INC
INTERSECT ENT INC
INVESTORS BANCORP INC
KADMON HOLDINGS INC
KRATON CORP
MAGELLAN HEALTH INC
MERIDIAN BANCORP INC
MGM GROWTH PROPERTIES LLC-A
NUANCE COMMUNICATIONS INC
PEOPLES UNITED FINANCIAL INC
PNM RESOURCES
PPD INC
RAVEN INDUSTRIES INC
RELIANT BANCORP INC
SANTANDER CONSUMER USA HOLDINGS INC
Solactive Overnight USD Cash Index
STERLING BANCORP/DE
TRISTATE CAPITAL HOLDINGS INC
UMPQUA HOLDINGS CORP
VEREIT INC
XILINX INC

HSBC Merger Arbitrage Long Only Subindex 2:

In the ordinary rebalancing the following index composition will be implemented effective open 29.10.2021:

ACCELERON PHARMA INC
AEROJET ROCKETDYNE HOLDINGS INC
AMERICAN NATIONAL INSURANCE CO
ASPEN TECHNOLOGY INC
ATLANTIC CAPITAL BANCSHARES
BRYN MAWR BANK CORP
CADENCE BANCORP
CENTURY BANCORP INC -CL A
CHANGE HEALTHCARE INC
CIT GROUP INC
COHERENT INC
CONTANGO OIL & GAS
COVANTA HOLDING CORP
DSP GROUP INC
ENABLE MIDSTREAM PARTNERS LP
EXONE CO
EXTRACTION OIL & GAS INC
FIRST MIDWEST BANCORP INC/IL
FLAGSTAR BANCORP INC
FLEXION THERAPEUTICS INC
GOLDEN NUGGET ONLINE GAMING IN
GREAT WESTERN BANCORP INC
GREENSKY INC-CLASS A
HILL-ROM HOLDINGS INC
INTERSECT ENT INC
INVESTORS BANCORP INC
KADMON HOLDINGS INC
KRATON CORP
MAGELLAN HEALTH INC
MERIDIAN BANCORP INC
MGM GROWTH PROPERTIES LLC-A
NUANCE COMMUNICATIONS INC
PEOPLES UNITED FINANCIAL INC
PNM RESOURCES
PPD INC
RAVEN INDUSTRIES INC
RELIANT BANCORP INC
SANTANDER CONSUMER USA HOLDINGS INC
Solactive Overnight USD Cash Index
STERLING BANCORP/DE
TRISTATE CAPITAL HOLDINGS INC
UMPQUA HOLDINGS CORP
VEREIT INC
XILINX INC

HSBC Merger Arbitrage Long Only Subindex 3:

In the ordinary rebalancing the following index composition will be implemented effective open 01.11.2021:

ACCELERON PHARMA INC
AEROJET ROCKETDYNE HOLDINGS INC
AMERICAN NATIONAL INSURANCE CO
ASPEN TECHNOLOGY INC
ATLANTIC CAPITAL BANCSHARES
BRYN MAWR BANK CORP
CADENCE BANCORP
CENTURY BANCORP INC -CL A
CHANGE HEALTHCARE INC
CIT GROUP INC
COHERENT INC
CONTANGO OIL & GAS
COVANTA HOLDING CORP
DSP GROUP INC
ENABLE MIDSTREAM PARTNERS LP
EXONE CO
EXTRACTION OIL & GAS INC
FIRST MIDWEST BANCORP INC/IL
FLAGSTAR BANCORP INC
FLEXION THERAPEUTICS INC
GOLDEN NUGGET ONLINE GAMING IN
GREAT WESTERN BANCORP INC
GREENSKY INC-CLASS A
HILL-ROM HOLDINGS INC
INTERSECT ENT INC
INVESTORS BANCORP INC
KADMON HOLDINGS INC
KRATON CORP
MAGELLAN HEALTH INC
MERIDIAN BANCORP INC
MGM GROWTH PROPERTIES LLC-A
NUANCE COMMUNICATIONS INC
PEOPLES UNITED FINANCIAL INC
PNM RESOURCES
PPD INC
RAVEN INDUSTRIES INC
RELIANT BANCORP INC
SANTANDER CONSUMER USA HOLDINGS INC
Solactive Overnight USD Cash Index
STERLING BANCORP/DE
TRISTATE CAPITAL HOLDINGS INC
UMPQUA HOLDINGS CORP
VEREIT INC
XILINX INC