Ordinary Rebalance | Several Solactive Indices | Effective Date 3rd October 2022
SOLACTIVE MOMENTUM LIQUIDITY LONG 1 INDEX:
In the ordinary rebalancing the following index composition will be implemented effective open 03.10.2022:
| ABBVIE INC |
| ADTRAN HOLDINGS INC |
| ADVANCED DRAINAGE SYSTEMS INC |
| ALBEMARLE CORP |
| AMERICAN ELECTRIC POWER COMPANY INC |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING CO |
| APA CORP |
| ARCHER-DANIELS-MIDLAND CO |
| ARISTA NETWORKS INC |
| ARTHUR J GALLAGHER & CO |
| ATMOS ENERGY CORP |
| AUTOMATIC DATA PROCESSING |
| AUTOZONE INC |
| AXCELIS TECHNOLOGIES INC |
| BJS WHOLESALE CLUB HOLDINGS |
| BLACK HILLS CORP |
| BOISE CASCADE CO |
| BOOZ ALLEN HAMILTON HOLDING CORP |
| CABOT CORP |
| CACTUS INC |
| CALIX INC |
| CARLISLE COS INC |
| CATALYST PHARMACEUTICALS INC |
| CENTENE |
| CENTERPOINT ENERGY INC |
| CF INDUSTRIES HOLDINGS INC |
| CHENIERE ENERGY INC |
| CHEVRON CORP |
| CHINOOK THERAPEUTICS INC |
| CIGNA CORP |
| CLEARWAY ENERGY INC CLASS C |
| COCA-COLA CONSOLIDATED INC |
| COMFORT SYSTEMS USA INC |
| COMMERCIAL METALS CO |
| CONOCOPHILLIPS |
| CONSOLIDATED EDISON INC |
| CORTEVA INC |
| COTERRA ENERGY INC |
| CVB FINANCIAL CORP |
| CVR ENERGY INC |
| DEVON ENERGY CORPORATION |
| DHT HOLDINGS INC |
| DIAMONDBACK ENERGY INC |
| DOLLAR TREE |
| DT MIDSTREAM INC |
| DYCOM INDUSTRIES INC |
| EDISON INTERNATIONAL |
| ELEVANCE HEALTH INC |
| ELF BEAUTY INC |
| ELI LILLY & CO |
| ENPHASE ENERGY INC |
| ENTERGY CORP |
| EOG RESOURCES INC |
| ERIE INDEMNITY CO |
| EXELON CORP |
| EXLSERVICE HOLDINGS INC |
| EXTRA SPACE STORAGE INC |
| EXXON MOBIL CORP |
| FMC CORP |
| GENERAL MILLS INC |
| GENUINE PARTS CO |
| GOLAR LNG LTD |
| GRIFFON CORP |
| HALLIBURTON CO |
| HELMERICH & PAYNE |
| HERSHEY CO/THE |
| HESS CORP |
| HF SINCLAIR CORP |
| HORMEL FOODS CORP |
| HOSTESS BRANDS INC |
| HUMANA INC |
| HUNTINGTON INGALLS INDUSTRIES |
| INTERNATIONAL SEAWAYS INC |
| INTRA-CELLULAR THERAPIES INC |
| IONIS PHARMACEUTICALS INC |
| KBR INC |
| KINSALE CAPITAL GROUP INC |
| KIRBY CORP |
| LAMB WESTON HOLDING INC |
| LANTHEUS HOLDINGS INC |
| LOCKHEED MARTIN CORP |
| LPL FINANCIAL HOLDINGS INC |
| LSB INDUSTRIES INC |
| M & T BANK CORP |
| MARATHON OIL CORP |
| MARATHON PETROLEUM CORP |
| MCKESSON CORP |
| MOLINA HEALTHCARE INC |
| MOSAIC CO/THE |
| MUELLER INDUSTRIES INC |
| MURPHY OIL CORP |
| NATIONAL FUEL GAS COMPANY |
| NATIONAL HEALTH INVESTORS INC |
| NEW JERSEY RESOURCES CORP |
| NEXTIER OILFIELD SOLUTIONS INC |
| NISOURCE INC |
| NORTHROP GRUMMAN CORP |
| NOV INC |
| NUCOR CORP |
| OGE ENERGY CORP |
| ON SEMICONDUCTOR CORPORATION |
| ONE GAS INC. |
| OPTION CARE HEALTH INC |
| OVINTIV INC |
| PATTERSON-UTI ENERGY INC |
| PG&E CORP |
| PIONEER NATURAL RESOURCES CO |
| PLAINS GP HOLDINGS LP-CL A |
| Privia Health Group Inc |
| PROGRESSIVE CORP |
| QUANTA SERVICES INC |
| RANGE RESOURCES CORP |
| RELIANCE STEEL & ALUMINUM |
| RPM INTERNATIONAL INC |
| SANMINA CORP |
| SCHLUMBERGER LTD |
| SEMPRA ENERGY |
| SM ENERGY CO |
| SOUTHERN COMPANY THE |
| SOUTHWESTERN ENERGY CO |
| STEEL DYNAMICS INC |
| SYLVAMO CORPORATION |
| TARGA RESOURCES CORP |
| TEXAS PACIFIC LAND TRUST |
| THE CHEMOURS COMPANY |
| TRANSMEDICS GROUP INC |
| UNUM GROUP |
| VALARIS PLC |
| VALERO ENERGY |
| VERTEX PHARMACEUTICALS INC |
| VIPER ENERGY PARTNERS LP |
| VISTEON CORP |
| VISTRA CORP |
| WEATHERFORD INTERNATIONAL PLC |
| WHITE MOUNTAINS INSURANCE GROUP LTD |
| WILLIAMS COS INC |
| WILLSCOT MOBILE MINI HOLDINGS |
| WR BERKLEY CORP |
| WW GRAINGER INC |
| XCEL ENERGY INC |
SOLACTIVE MOMENTUM LIQUIDITY LONG 1 INDEX:
In the ordinary rebalancing the following index composition will be implemented effective open 03.10.2022:
| ABBVIE INC |
| ADTRAN HOLDINGS INC |
| ADVANCED DRAINAGE SYSTEMS INC |
| ALBEMARLE CORP |
| AMERICAN ELECTRIC POWER COMPANY INC |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING CO |
| APA CORP |
| ARCHER-DANIELS-MIDLAND CO |
| ARISTA NETWORKS INC |
| ARTHUR J GALLAGHER & CO |
| ATMOS ENERGY CORP |
| AUTOMATIC DATA PROCESSING |
| AUTOZONE INC |
| AXCELIS TECHNOLOGIES INC |
| BJS WHOLESALE CLUB HOLDINGS |
| BLACK HILLS CORP |
| BOISE CASCADE CO |
| BOOZ ALLEN HAMILTON HOLDING CORP |
| CABOT CORP |
| CACTUS INC |
| CALIX INC |
| CARLISLE COS INC |
| CATALYST PHARMACEUTICALS INC |
| CENTENE |
| CENTERPOINT ENERGY INC |
| CF INDUSTRIES HOLDINGS INC |
| CHENIERE ENERGY INC |
| CHEVRON CORP |
| CHINOOK THERAPEUTICS INC |
| CIGNA CORP |
| CLEARWAY ENERGY INC CLASS C |
| COCA-COLA CONSOLIDATED INC |
| COMFORT SYSTEMS USA INC |
| COMMERCIAL METALS CO |
| CONOCOPHILLIPS |
| CONSOLIDATED EDISON INC |
| CORTEVA INC |
| COTERRA ENERGY INC |
| CVB FINANCIAL CORP |
| CVR ENERGY INC |
| DEVON ENERGY CORPORATION |
| DHT HOLDINGS INC |
| DIAMONDBACK ENERGY INC |
| DOLLAR TREE |
| DT MIDSTREAM INC |
| DYCOM INDUSTRIES INC |
| EDISON INTERNATIONAL |
| ELEVANCE HEALTH INC |
| ELF BEAUTY INC |
| ELI LILLY & CO |
| ENPHASE ENERGY INC |
| ENTERGY CORP |
| EOG RESOURCES INC |
| ERIE INDEMNITY CO |
| EXELON CORP |
| EXLSERVICE HOLDINGS INC |
| EXTRA SPACE STORAGE INC |
| EXXON MOBIL CORP |
| FMC CORP |
| GENERAL MILLS INC |
| GENUINE PARTS CO |
| GOLAR LNG LTD |
| GRIFFON CORP |
| HALLIBURTON CO |
| HELMERICH & PAYNE |
| HERSHEY CO/THE |
| HESS CORP |
| HF SINCLAIR CORP |
| HORMEL FOODS CORP |
| HOSTESS BRANDS INC |
| HUMANA INC |
| HUNTINGTON INGALLS INDUSTRIES |
| INTERNATIONAL SEAWAYS INC |
| INTRA-CELLULAR THERAPIES INC |
| IONIS PHARMACEUTICALS INC |
| KBR INC |
| KINSALE CAPITAL GROUP INC |
| KIRBY CORP |
| LAMB WESTON HOLDING INC |
| LANTHEUS HOLDINGS INC |
| LOCKHEED MARTIN CORP |
| LPL FINANCIAL HOLDINGS INC |
| LSB INDUSTRIES INC |
| M & T BANK CORP |
| MARATHON OIL CORP |
| MARATHON PETROLEUM CORP |
| MCKESSON CORP |
| MOLINA HEALTHCARE INC |
| MOSAIC CO/THE |
| MUELLER INDUSTRIES INC |
| MURPHY OIL CORP |
| NATIONAL FUEL GAS COMPANY |
| NATIONAL HEALTH INVESTORS INC |
| NEW JERSEY RESOURCES CORP |
| NEXTIER OILFIELD SOLUTIONS INC |
| NISOURCE INC |
| NORTHROP GRUMMAN CORP |
| NOV INC |
| NUCOR CORP |
| OGE ENERGY CORP |
| ON SEMICONDUCTOR CORPORATION |
| ONE GAS INC. |
| OPTION CARE HEALTH INC |
| OVINTIV INC |
| PATTERSON-UTI ENERGY INC |
| PG&E CORP |
| PIONEER NATURAL RESOURCES CO |
| PLAINS GP HOLDINGS LP-CL A |
| Privia Health Group Inc |
| PROGRESSIVE CORP |
| QUANTA SERVICES INC |
| RANGE RESOURCES CORP |
| RELIANCE STEEL & ALUMINUM |
| RPM INTERNATIONAL INC |
| SANMINA CORP |
| SCHLUMBERGER LTD |
| SEMPRA ENERGY |
| SM ENERGY CO |
| SOUTHERN COMPANY THE |
| SOUTHWESTERN ENERGY CO |
| STEEL DYNAMICS INC |
| SYLVAMO CORPORATION |
| TARGA RESOURCES CORP |
| TEXAS PACIFIC LAND TRUST |
| THE CHEMOURS COMPANY |
| TRANSMEDICS GROUP INC |
| UNUM GROUP |
| VALARIS PLC |
| VALERO ENERGY |
| VERTEX PHARMACEUTICALS INC |
| VIPER ENERGY PARTNERS LP |
| VISTEON CORP |
| VISTRA CORP |
| WEATHERFORD INTERNATIONAL PLC |
| WHITE MOUNTAINS INSURANCE GROUP LTD |
| WILLIAMS COS INC |
| WILLSCOT MOBILE MINI HOLDINGS |
| WR BERKLEY CORP |
| WW GRAINGER INC |
| XCEL ENERGY INC |
SOLACTIVE MOMENTUM LIQUIDITY LONG 2 INDEX:
In the ordinary rebalancing the following index composition will be implemented effective open 03.10.2022:
| ABBVIE INC |
| ADTRAN HOLDINGS INC |
| ALBEMARLE CORP |
| ALLSCRIPTS HEALTHCARE SOLUTIONS INC |
| ALPHA METALLURGICAL RESOURCES |
| AMERICAN ELECTRIC POWER COMPANY INC |
| ANTERO RESOURCES CORP |
| APA CORP |
| ARCHER-DANIELS-MIDLAND CO |
| ARISTA NETWORKS INC |
| ATMOS ENERGY CORP |
| AXCELIS TECHNOLOGIES INC |
| BANCFIRST CORP |
| BOISE CASCADE CO |
| C H ROBINSON WORLDWIDE INC |
| CABOT CORP |
| CARDINAL HEALTH INC |
| CARLISLE COS INC |
| CATALYST PHARMACEUTICALS INC |
| CENTENE |
| CENTERPOINT ENERGY INC |
| CF INDUSTRIES HOLDINGS INC |
| CHENIERE ENERGY INC |
| CHEVRON CORP |
| CHINOOK THERAPEUTICS INC |
| CHORD ENERGY CORP |
| CIGNA CORP |
| CIVITAS RESOURCES INC |
| CLEARFIELD INC |
| COMFORT SYSTEMS USA INC |
| COMMERCIAL METALS CO |
| CONOCOPHILLIPS |
| CONSOL ENERGY INC |
| CONSOLIDATED EDISON INC |
| CORTEVA INC |
| COTERRA ENERGY INC |
| CVB FINANCIAL CORP |
| CVR ENERGY INC |
| DELEK US HOLDINGS INC |
| DEVON ENERGY CORPORATION |
| DIAMONDBACK ENERGY INC |
| DOLLAR TREE |
| DT MIDSTREAM INC |
| DYCOM INDUSTRIES INC |
| ELI LILLY & CO |
| ENLINK MIDSTREAM LLC |
| ENPHASE ENERGY INC |
| EOG RESOURCES INC |
| EQT CORP |
| EXELON CORP |
| EXLSERVICE HOLDINGS INC |
| EXTREME NETWORKS INC |
| EXXON MOBIL CORP |
| FIRST SOLAR INC |
| GENERAL MILLS INC |
| GENUINE PARTS CO |
| GOLAR LNG LTD |
| GRIFFON CORP |
| GROCERY OUTLET HOLDING CORP |
| H&R BLOCK INC |
| HALLIBURTON CO |
| HELMERICH & PAYNE |
| HERSHEY CO/THE |
| HESS CORP |
| HF SINCLAIR CORP |
| HOSTESS BRANDS INC |
| IMPINJ INC |
| INTERNATIONAL SEAWAYS INC |
| INTRA-CELLULAR THERAPIES INC |
| IRHYTHM TECHNOLOGIES INC |
| KARUNA THERAPEUTICS INC |
| KINSALE CAPITAL GROUP INC |
| KIRBY CORP |
| KOSMOS ENERGY LTD |
| KRYSTAL BIOTECH INC |
| LAMB WESTON HOLDING INC |
| LANTHEUS HOLDINGS INC |
| LIBERTY MEDIA GROUP-C |
| LPL FINANCIAL HOLDINGS INC |
| LSB INDUSTRIES INC |
| MAGNOLIA OIL & GAS CORP |
| MARATHON OIL CORP |
| MARATHON PETROLEUM CORP |
| MATADOR RESOURCES CO |
| MCKESSON CORP |
| MOSAIC CO/THE |
| MUELLER INDUSTRIES INC |
| MURPHY OIL CORP |
| NATIONAL FUEL GAS COMPANY |
| NATIONAL HEALTH INVESTORS INC |
| NEW FORTRESS ENERGY INC |
| NEW JERSEY RESOURCES CORP |
| NEXTIER OILFIELD SOLUTIONS INC |
| NISOURCE INC |
| NORTHERN OIL AND GAS INC |
| NORTHROP GRUMMAN CORP |
| NOV INC |
| NUCOR CORP |
| OCCIDENTAL PETROLEUM CORP |
| OGE ENERGY CORP |
| ON SEMICONDUCTOR CORPORATION |
| ONE GAS INC. |
| OVINTIV INC |
| PATTERSON-UTI ENERGY INC |
| PDC ENERGY INC |
| PG&E CORP |
| PIONEER NATURAL RESOURCES CO |
| Privia Health Group Inc |
| PROGRESSIVE CORP |
| PTC THERAPEUTICS INC |
| QUALYS INC |
| RANGE RESOURCES CORP |
| RELIANCE STEEL & ALUMINUM |
| SAMSONITE INTERNATIONAL SA ORD |
| SCHLUMBERGER LTD |
| SCORPIO TANKERS INC |
| SEMPRA ENERGY |
| SHOCKWAVE MEDICAL INC |
| SM ENERGY CO |
| SOUTHERN COMPANY THE |
| SOUTHWESTERN ENERGY CO |
| STEEL DYNAMICS INC |
| SUPER MICRO COMPUTER INC |
| SYLVAMO CORPORATION |
| TALOS ENERGY INC |
| TARGA RESOURCES CORP |
| TEXAS PACIFIC LAND TRUST |
| TRANSMEDICS GROUP INC |
| UNUM GROUP |
| VALARIS PLC |
| VALERO ENERGY |
| VERTEX PHARMACEUTICALS INC |
| VIPER ENERGY PARTNERS LP |
| VISTRA CORP |
| WARRIOR MET COAL LLC |
| WEATHERFORD INTERNATIONAL PLC |
| WILLIAMS COS INC |
| WOLFSPEED INC |
| WR BERKLEY CORP |
| WW GRAINGER INC |