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 26.05.2022:
| ACTIVISION BLIZZARD INC |
| ALLEGHANY CORP |
| AMERICAN NATIONAL INSURANCE CO |
| 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 |
| PLANTRONICS INC |
| RATTLER MIDSTREAM PARTNERS |
| 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 |
| ACTIVISION BLIZZARD INC |
| ALLEGHANY CORP |
| ALLEGIANCE BANCSHARES INC |
| AMERICAN NATIONAL INSURANCE CO |
| 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 |
| RATTLER MIDSTREAM PARTNERS |
| 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 |
HSBC Merger Arbitrage Long Only Subindex 2:
In the ordinary rebalancing the following index composition will be implemented effective open 27.05.2022:
| ACTIVISION BLIZZARD INC |
| ALLEGHANY CORP |
| AMERICAN NATIONAL INSURANCE CO |
| 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 |
| PLANTRONICS INC |
| RATTLER MIDSTREAM PARTNERS |
| 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 |
| ACTIVISION BLIZZARD INC |
| ALLEGHANY CORP |
| ALLEGIANCE BANCSHARES INC |
| AMERICAN NATIONAL INSURANCE CO |
| 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 |
| RATTLER MIDSTREAM PARTNERS |
| 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 |
HSBC Merger Arbitrage Long Only Subindex 3:
In the ordinary rebalancing the following index composition will be implemented effective open 31.05.2022:
| ACTIVISION BLIZZARD INC |
| ALLEGHANY CORP |
| AMERICAN NATIONAL INSURANCE CO |
| 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 |
| PLANTRONICS INC |
| RATTLER MIDSTREAM PARTNERS |
| 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 |
| ACTIVISION BLIZZARD INC |
| ALLEGHANY CORP |
| ALLEGIANCE BANCSHARES INC |
| AMERICAN NATIONAL INSURANCE CO |
| 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 |
| RATTLER MIDSTREAM PARTNERS |
| 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 |
HSBC Merger Arbitrage Hedge Index:
In the ordinary rebalance the following composition will be implemented over a period starting on 26.05.2022 (cob) and ending on 27.05.2022 (cob). The new composition and target weights will be fully reflected in the index open 31.05.2022:
| 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 |