Overview
Announcements

Ordinary Adjustment | Several Solactive Indices | September 2020

HSBC Merger Arbitrage Hedge Index:

In the ordinary rebalance the following composition will be implemented over a period starting on 16.09.2020 (cob) and ending on 18.09.2020 (cob) . The new composition and target weights will be fully reflected in the index open 21.09.2020:

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
UTILITIES SEL SECTOR SPDR ETF

HSBC Merger Arbitrage Long Only Subindex 1:

In the ordinary rebalancing the following index composition will be implemented effective open 17.09.2020:

ACACIA COMMUNICATIONS INC
AIMMUNE THERAPEUTICS INC
BMC STOCK HOLDINGS INC
CINCINNATI BELL INC
E*TRADE FINANCIAL CORP
FITBIT INC – A
GCI LIBERTY INC – CLASS A
LIVONGO HEALTH INC
MAXIM INTEGRATED PRODUCTS
MOMENTA PHARMACEUTICALS INC
NATIONAL GENERAL HOLDINGS CORP
NOBLE ENERGY INC
PRINCIPIA BIOPHARMA INC
Solactive Overnight USD Cash Index
TAUBMAN CENTERS INC
TD AMERITRADE HOLDING
VARIAN MEDICAL SYSTEMS INC
VIVINT SOLAR INC

HSBC Merger Arbitrage Long Only Subindex 2:

In the ordinary rebalancing the following index composition will be implemented effective open 18.09.2020:

ACACIA COMMUNICATIONS INC
AIMMUNE THERAPEUTICS INC
BMC STOCK HOLDINGS INC
CINCINNATI BELL INC
E*TRADE FINANCIAL CORP
FITBIT INC – A
GCI LIBERTY INC – CLASS A
LIVONGO HEALTH INC
MAXIM INTEGRATED PRODUCTS
MOMENTA PHARMACEUTICALS INC
NATIONAL GENERAL HOLDINGS CORP
NOBLE ENERGY INC
PRINCIPIA BIOPHARMA INC
Solactive Overnight USD Cash Index
TAUBMAN CENTERS INC
TD AMERITRADE HOLDING
VARIAN MEDICAL SYSTEMS INC
VIVINT SOLAR INC

HSBC Merger Arbitrage Long Only Subindex 3:

In the ordinary rebalancing the following index composition will be implemented effective open 21.09.2020:

ACACIA COMMUNICATIONS INC
AIMMUNE THERAPEUTICS INC
BMC STOCK HOLDINGS INC
CINCINNATI BELL INC
E*TRADE FINANCIAL CORP
FITBIT INC – A
GCI LIBERTY INC – CLASS A
LIVONGO HEALTH INC
MAXIM INTEGRATED PRODUCTS
MOMENTA PHARMACEUTICALS INC
NATIONAL GENERAL HOLDINGS CORP
NOBLE ENERGY INC
PRINCIPIA BIOPHARMA INC
Solactive Overnight USD Cash Index
TAUBMAN CENTERS INC
TD AMERITRADE HOLDING
VARIAN MEDICAL SYSTEMS INC
VIVINT SOLAR INC