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Ordinary Adjustment | Several HSBC Merger Arbitrage Indices | November 2021

HSBC Merger Arbitrage Hedge Index:

In the ordinary rebalance the following composition will be implemented over a period starting on 24.11.2021 (cob) and ending on 29.11.2021 (cob) . The new composition and target weights will be fully reflected in the index open 30.11.2021:

ENERGY SELECT SECTOR SPDR FUND
FINANCIAL SELECT SECTOR SPDR FUND
INDUSTRIAL SELECT SECTOR SPDR FUND
Solactive Overnight USD Cash Index
TECHNOLOGY SELECT SECTOR SPDR FUND

HSBC Merger Arbitrage Long Only Subindex 1:

In the ordinary rebalancing the following index composition will be implemented effective open 26.11.2021:

AEROJET ROCKETDYNE HOLDINGS INC
ALLEGIANCE BANCSHARES INC
AMERICAN NATIONAL INSURANCE CO
ASPEN TECHNOLOGY INC
ATLANTIC CAPITAL BANCSHARES
BRYN MAWR BANK CORP
CHANGE HEALTHCARE INC
CIT GROUP INC
COHERENT INC
CONTANGO OIL & GAS
CORESITE REALTY CORP
DICERNA PHARMACEUTICALS INC
DSP GROUP INC
ENABLE MIDSTREAM PARTNERS LP
FIRST MIDWEST BANCORP INC/IL
FLAGSTAR BANCORP INC
GOLDEN NUGGET ONLINE GAMING IN
GREAT WESTERN BANCORP INC
GREENSKY INC-CLASS A
HILL-ROM HOLDINGS INC
INTERSECT ENT INC
INVESTORS BANCORP INC
KRATON CORP
MAGELLAN HEALTH INC
MGM GROWTH PROPERTIES LLC-A
MOMENTIVE GLOBAL INC
MONMOUTH REIT-CLASS A
NEOPHOTONICS CORP
NUANCE COMMUNICATIONS INC
OASIS MIDSTREAM PARTNERS LP
PEOPLES UNITED FINANCIAL INC
PHILLIPS 66 PARTNERS LP
PNM RESOURCES
PPD INC
RAVEN INDUSTRIES INC
RELIANT BANCORP INC
ROGERS CORP
SANTANDER CONSUMER USA HOLDINGS INC
Solactive Overnight USD Cash Index
SPIRIT OF TEXAS BANCSHARES INC
STERLING BANCORP/DE
TRISTATE CAPITAL HOLDINGS INC
UMPQUA HOLDINGS CORP
XILINX INC

HSBC Merger Arbitrage Long Only Subindex 2:

In the ordinary rebalancing the following index composition will be implemented effective open 29.11.2021:

AEROJET ROCKETDYNE HOLDINGS INC
ALLEGIANCE BANCSHARES INC
AMERICAN NATIONAL INSURANCE CO
ASPEN TECHNOLOGY INC
ATLANTIC CAPITAL BANCSHARES
BRYN MAWR BANK CORP
CHANGE HEALTHCARE INC
CIT GROUP INC
COHERENT INC
CONTANGO OIL & GAS
CORESITE REALTY CORP
DICERNA PHARMACEUTICALS INC
DSP GROUP INC
ENABLE MIDSTREAM PARTNERS LP
FIRST MIDWEST BANCORP INC/IL
FLAGSTAR BANCORP INC
GOLDEN NUGGET ONLINE GAMING IN
GREAT WESTERN BANCORP INC
GREENSKY INC-CLASS A
HILL-ROM HOLDINGS INC
INTERSECT ENT INC
INVESTORS BANCORP INC
KRATON CORP
MAGELLAN HEALTH INC
MGM GROWTH PROPERTIES LLC-A
MOMENTIVE GLOBAL INC
MONMOUTH REIT-CLASS A
NEOPHOTONICS CORP
NUANCE COMMUNICATIONS INC
OASIS MIDSTREAM PARTNERS LP
PEOPLES UNITED FINANCIAL INC
PHILLIPS 66 PARTNERS LP
PNM RESOURCES
PPD INC
RAVEN INDUSTRIES INC
RELIANT BANCORP INC
ROGERS CORP
SANTANDER CONSUMER USA HOLDINGS INC
Solactive Overnight USD Cash Index
SPIRIT OF TEXAS BANCSHARES INC
STERLING BANCORP/DE
TRISTATE CAPITAL HOLDINGS INC
UMPQUA HOLDINGS CORP
XILINX INC

HSBC Merger Arbitrage Long Only Subindex 3:

In the ordinary rebalancing the following index composition will be implemented effective open 30.11.2021:

AEROJET ROCKETDYNE HOLDINGS INC
ALLEGIANCE BANCSHARES INC
AMERICAN NATIONAL INSURANCE CO
ASPEN TECHNOLOGY INC
ATLANTIC CAPITAL BANCSHARES
BRYN MAWR BANK CORP
CHANGE HEALTHCARE INC
CIT GROUP INC
COHERENT INC
CONTANGO OIL & GAS
CORESITE REALTY CORP
DICERNA PHARMACEUTICALS INC
DSP GROUP INC
ENABLE MIDSTREAM PARTNERS LP
FIRST MIDWEST BANCORP INC/IL
FLAGSTAR BANCORP INC
GOLDEN NUGGET ONLINE GAMING IN
GREAT WESTERN BANCORP INC
GREENSKY INC-CLASS A
HILL-ROM HOLDINGS INC
INTERSECT ENT INC
INVESTORS BANCORP INC
KRATON CORP
MAGELLAN HEALTH INC
MGM GROWTH PROPERTIES LLC-A
MOMENTIVE GLOBAL INC
MONMOUTH REIT-CLASS A
NEOPHOTONICS CORP
NUANCE COMMUNICATIONS INC
OASIS MIDSTREAM PARTNERS LP
PEOPLES UNITED FINANCIAL INC
PHILLIPS 66 PARTNERS LP
PNM RESOURCES
PPD INC
RAVEN INDUSTRIES INC
RELIANT BANCORP INC
ROGERS CORP
SANTANDER CONSUMER USA HOLDINGS INC
Solactive Overnight USD Cash Index
SPIRIT OF TEXAS BANCSHARES INC
STERLING BANCORP/DE
TRISTATE CAPITAL HOLDINGS INC
UMPQUA HOLDINGS CORP
XILINX INC