Overview
Announcements

Ordinary Adjustment | Several Solactive Indices | May 2022

HSBC Merger Arbitrage Long Only Subindex 1:

In the ordinary rebalancing the following index composition will be implemented effective open 19.05.2022:

ACTIVISION BLIZZARD INC
ALLEGHANY CORP
ALLEGIANCE BANCSHARES INC
AMERICAN NATIONAL INSURANCE CO
ANTARES PHARMA INC
BIOHAVEN PHARMACEUTICAL HOLD
BLACK KNIGHT INC
CDK GLOBAL INC
CERNER CORP
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
NEENAH INC
NEOPHOTONICS CORP
NIELSEN HOLDINGS PLC
ORTHO CLINICAL DIAGNOSTICS HOLDINGS PLC
PLANTRONICS INC
RENEWABLE ENERGY GROUP INC
ROGERS CORP
SIERRA ONCOLOGY INC
Solactive Overnight USD Cash Index
SPIRIT AIRLINES INC
TRISTATE CAPITAL HOLDINGS INC
UMPQUA HOLDINGS CORP
VONAGE HOLDINGS CORP
WHITING PETROLEUM CORP
ZYNGA INC

HSBC Merger Arbitrage Long Only Subindex 2:

In the ordinary rebalancing the following index composition will be implemented effective open 20.05.2022:

ACTIVISION BLIZZARD INC
ALLEGHANY CORP
ALLEGIANCE BANCSHARES INC
AMERICAN NATIONAL INSURANCE CO
ANTARES PHARMA INC
BIOHAVEN PHARMACEUTICAL HOLD
BLACK KNIGHT INC
CDK GLOBAL INC
CERNER CORP
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
NEENAH INC
NEOPHOTONICS CORP
NIELSEN HOLDINGS PLC
ORTHO CLINICAL DIAGNOSTICS HOLDINGS PLC
PLANTRONICS INC
RENEWABLE ENERGY GROUP INC
ROGERS CORP
SIERRA ONCOLOGY INC
Solactive Overnight USD Cash Index
SPIRIT AIRLINES INC
TRISTATE CAPITAL HOLDINGS INC
UMPQUA HOLDINGS CORP
VONAGE HOLDINGS CORP
WHITING PETROLEUM CORP
ZYNGA INC

HSBC Merger Arbitrage Long Only Subindex 3:

In the ordinary rebalancing the following index composition will be implemented effective open 23.05.2022:

ACTIVISION BLIZZARD INC
ALLEGHANY CORP
ALLEGIANCE BANCSHARES INC
AMERICAN NATIONAL INSURANCE CO
ANTARES PHARMA INC
BIOHAVEN PHARMACEUTICAL HOLD
BLACK KNIGHT INC
CDK GLOBAL INC
CERNER CORP
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
NEENAH INC
NEOPHOTONICS CORP
NIELSEN HOLDINGS PLC
ORTHO CLINICAL DIAGNOSTICS HOLDINGS PLC
PLANTRONICS INC
RENEWABLE ENERGY GROUP INC
ROGERS CORP
SIERRA ONCOLOGY INC
Solactive Overnight USD Cash Index
SPIRIT AIRLINES INC
TRISTATE CAPITAL HOLDINGS INC
UMPQUA HOLDINGS CORP
VONAGE HOLDINGS CORP
WHITING PETROLEUM CORP
ZYNGA INC

HSBC Merger Arbitrage Hedge Index:

In the ordinary rebalance the following composition will be implemented over a period starting on 18.05.2022 (cob) and ending on 20.05.2022 (cob). The new composition and target weights will be fully reflected in the index open 23.05.2022:

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