Overview
Announcements

Ordinary Adjustment | Several Solactive Indices | July 2022

HSBC Merger Arbitrage Long Only Subindex 1:

In the ordinary rebalancing the following index composition will be implemented effective open 30.06.2022:

ACTIVISION BLIZZARD INC
ALLEGHANY CORP
ALLEGIANCE BANCSHARES INC
BIOHAVEN PHARMACEUTICAL HOLD
BLACK KNIGHT INC
CATCHMARK TIMBER TRUST INC
CDK GLOBAL INC
CMC MATERIALS INC
COLUMBIA CARE INC
FIRST HORIZON CORP
FLAGSTAR BANCORP INC
GCP APPLIED TECHNOLOGIES
HEALTHCARE TRUST OF AMERICA
LHC GROUP INC
MANDIANT INC
MERITOR INC
NEOPHOTONICS CORP
NIELSEN HOLDINGS PLC
PLANTRONICS INC
RATTLER MIDSTREAM PARTNERS
ROGERS CORP
SIERRA ONCOLOGY INC
Solactive Overnight USD Cash Index
SPIRIT AIRLINES INC
TURNING POINT THERAPEUTICS INC
UMPQUA HOLDINGS CORP
VMWARE INC-CLASS A
VONAGE HOLDINGS CORP

HSBC Merger Arbitrage Long Only Subindex 2:

In the ordinary rebalancing the following index composition will be implemented effective open 01.07.2022:

ACTIVISION BLIZZARD INC
ALLEGHANY CORP
ALLEGIANCE BANCSHARES INC
BIOHAVEN PHARMACEUTICAL HOLD
BLACK KNIGHT INC
CATCHMARK TIMBER TRUST INC
CDK GLOBAL INC
CMC MATERIALS INC
COLUMBIA CARE INC
FIRST HORIZON CORP
FLAGSTAR BANCORP INC
GCP APPLIED TECHNOLOGIES
HEALTHCARE TRUST OF AMERICA
LHC GROUP INC
MANDIANT INC
MERITOR INC
NEOPHOTONICS CORP
NIELSEN HOLDINGS PLC
PLANTRONICS INC
RATTLER MIDSTREAM PARTNERS
ROGERS CORP
SIERRA ONCOLOGY INC
Solactive Overnight USD Cash Index
SPIRIT AIRLINES INC
TURNING POINT THERAPEUTICS INC
UMPQUA HOLDINGS CORP
VMWARE INC-CLASS A
VONAGE HOLDINGS CORP

HSBC Merger Arbitrage Long Only Subindex 3:

In the ordinary rebalancing the following index composition will be implemented effective open 05.07.2022:

ACTIVISION BLIZZARD INC
ALLEGHANY CORP
ALLEGIANCE BANCSHARES INC
BIOHAVEN PHARMACEUTICAL HOLD
BLACK KNIGHT INC
CATCHMARK TIMBER TRUST INC
CDK GLOBAL INC
CMC MATERIALS INC
COLUMBIA CARE INC
FIRST HORIZON CORP
FLAGSTAR BANCORP INC
GCP APPLIED TECHNOLOGIES
HEALTHCARE TRUST OF AMERICA
LHC GROUP INC
MANDIANT INC
MERITOR INC
NEOPHOTONICS CORP
NIELSEN HOLDINGS PLC
PLANTRONICS INC
RATTLER MIDSTREAM PARTNERS
ROGERS CORP
SIERRA ONCOLOGY INC
Solactive Overnight USD Cash Index
SPIRIT AIRLINES INC
TURNING POINT THERAPEUTICS INC
UMPQUA HOLDINGS CORP
VMWARE INC-CLASS A
VONAGE HOLDINGS CORP

HSBC Merger Arbitrage Hedge Index:

In the ordinary rebalance the following composition will be implemented over a period starting on 29.06.2022 (cob) and ending on 01.07.2022 (cob). The new composition and target weights will be fully reflected in the index open 05.07.2022:

COMM SERV SELECT SECTOR SPDR
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