Ordinary Rebalance | Several Solactive Indices | Effective Date 3rd January 2023
SOLACTIVE MOMENTUM LIQUIDITY LONG 1 INDEX:
In the ordinary rebalance, the following index composition will be implemented effective open 03.01.2023:
| ABBVIE INC |
| ACADIA HEALTHCARE CO INC |
| AEROVIRONMENT INC |
| AFLAC INC |
| ALLISON TRANSMISSION HOLDING |
| ALNYLAM PHARMACEUTICALS INC |
| ALPHA METALLURGICAL RESOURCES |
| AMERISOURCEBERGEN CORP |
| ANTERO MIDSTREAM CORP |
| APA CORP |
| APPLIED INDUSTRIAL TECHNOLOGIES INC |
| ARCH CAPITAL GROUP LTD |
| ARCHER-DANIELS-MIDLAND CO |
| ASSURED GUARANTY LTD |
| AUTOZONE INC |
| BOOZ ALLEN HAMILTON HOLDING CORP |
| BRISTOL-MYERS SQUIBB CO |
| BWX TECHNOLOGIES INC |
| CABOT CORP |
| CACTUS INC |
| CASEYS GENERAL STORES INC |
| CF INDUSTRIES HOLDINGS INC |
| CHAMPIONX CORP |
| CHENIERE ENERGY INC |
| CHEVRON CORP |
| CHINOOK THERAPEUTICS INC |
| CHORD ENERGY CORP |
| CIGNA CORP |
| CLEAN HARBORS INC |
| COMFORT SYSTEMS USA INC |
| COMMERCIAL METALS CO |
| CONOCOPHILLIPS |
| CONSOL ENERGY INC |
| CORTEVA INC |
| COTERRA ENERGY INC |
| CURTISS-WRIGHT CORP |
| CVB FINANCIAL CORP |
| CVR ENERGY INC |
| DEERE & CO |
| DEVON ENERGY CORPORATION |
| DHT HOLDINGS INC |
| DT MIDSTREAM INC |
| ELF BEAUTY INC |
| ELI LILLY & CO |
| ENLINK MIDSTREAM LLC |
| ENPHASE ENERGY INC |
| EOG RESOURCES INC |
| ERIE INDEMNITY CO |
| EVEREST RE GROUP LTD |
| EXLSERVICE HOLDINGS INC |
| EXXON MOBIL CORP |
| FAIR ISAAC CORP |
| FIRST SOLAR INC |
| FIRSTCASH HOLDINGS INC |
| GENERAL DYNAMICS |
| GENERAL MILLS INC |
| GENUINE PARTS CO |
| GLOBE LIFE INC |
| GOLAR LNG LTD |
| GRAND CANYON EDUCATION INC |
| GRIFFON CORP |
| HAEMONETICS CORP |
| HALLIBURTON CO |
| HEALTHEQUITY INC |
| HELMERICH & PAYNE |
| HERSHEY CO/THE |
| HESS CORP |
| HF SINCLAIR CORP |
| HOSTESS BRANDS INC |
| HUBBELL INC -CL B |
| HUNTINGTON INGALLS INDUSTRIES |
| INTERNATIONAL BANCSHARES CORP |
| INTERNATIONAL SEAWAYS INC |
| IRIDIUM COMMUNICATIONS INC |
| KINDER MORGAN INC |
| KINSALE CAPITAL GROUP INC |
| LAMB WESTON HOLDING INC |
| LANCASTER COLONY CORP |
| LANTHEUS HOLDINGS INC |
| LEIDOS HOLDINGS INC |
| LIBERTY ENERGY INC |
| LOCKHEED MARTIN CORP |
| LPL FINANCIAL HOLDINGS INC |
| LSB INDUSTRIES INC |
| MARATHON OIL CORP |
| MARATHON PETROLEUM CORP |
| MCKESSON CORP |
| METLIFE INC |
| MOLSON COORS BEVERAGE CO |
| MOSAIC CO/THE |
| MURPHY OIL CORP |
| NABORS INDUSTRIES LTD |
| NEUROCRINE BIOSCIENCES INC |
| NEW JERSEY RESOURCES CORP |
| NEXSTAR MEDIA GROUP INC |
| NEXTIER OILFIELD SOLUTIONS INC |
| NORTHROP GRUMMAN CORP |
| NOV INC |
| NUCOR CORP |
| O-I GLASS INC |
| OCEANEERING INTL INC |
| OVINTIV INC |
| PARSONS CORP |
| PATTERSON-UTI ENERGY INC |
| PERFORMANCE FOOD GROUP CO |
| PIONEER NATURAL RESOURCES CO |
| POST HOLDINGS INC |
| PRINCIPAL FINANCIAL GROUP INC |
| PROGRESSIVE CORP |
| PROPETRO HOLDING CORP |
| QUANTA SERVICES INC |
| RAMBUS INC |
| RANGE RESOURCES CORP |
| REINSURANCE GROUP OF AMERICA |
| RELIANCE STEEL & ALUMINUM |
| SANMINA CORP |
| SCHLUMBERGER LTD |
| SCIENCE APPLICATIONS INTERNATIONAL CORP |
| SEMPRA ENERGY |
| SHOCKWAVE MEDICAL INC |
| SILGAN HOLDINGS INC |
| SM ENERGY CO |
| STEEL DYNAMICS INC |
| SYLVAMO CORPORATION |
| T-MOBILE US INC |
| TARGA RESOURCES CORP |
| TEXAS PACIFIC LAND TRUST |
| TREEHOUSE FOODS INC |
| UNITED THERAPEUTICS CORP |
| UNUM GROUP |
| VALARIS PLC |
| VALERO ENERGY |
| VALMONT INDUSTRIES |
| VERTEX PHARMACEUTICALS INC |
| VIPER ENERGY PARTNERS LP |
| VISTEON CORP |
| WEATHERFORD INTERNATIONAL PLC |
| WHITE MOUNTAINS INSURANCE GROUP LTD |
| WILLIAMS COS INC |
| WR BERKLEY CORP |
SOLACTIVE MOMENTUM LIQUIDITY LONG 1 INDEX:
In the ordinary rebalance, the following index composition will be implemented effective open 03.01.2023:
| ABBVIE INC |
| ACADIA HEALTHCARE CO INC |
| AEROVIRONMENT INC |
| AFLAC INC |
| ALLISON TRANSMISSION HOLDING |
| ALNYLAM PHARMACEUTICALS INC |
| ALPHA METALLURGICAL RESOURCES |
| AMERISOURCEBERGEN CORP |
| ANTERO MIDSTREAM CORP |
| APA CORP |
| APPLIED INDUSTRIAL TECHNOLOGIES INC |
| ARCH CAPITAL GROUP LTD |
| ARCHER-DANIELS-MIDLAND CO |
| ASSURED GUARANTY LTD |
| AUTOZONE INC |
| BOOZ ALLEN HAMILTON HOLDING CORP |
| BRISTOL-MYERS SQUIBB CO |
| BWX TECHNOLOGIES INC |
| CABOT CORP |
| CACTUS INC |
| CASEYS GENERAL STORES INC |
| CF INDUSTRIES HOLDINGS INC |
| CHAMPIONX CORP |
| CHENIERE ENERGY INC |
| CHEVRON CORP |
| CHINOOK THERAPEUTICS INC |
| CHORD ENERGY CORP |
| CIGNA CORP |
| CLEAN HARBORS INC |
| COMFORT SYSTEMS USA INC |
| COMMERCIAL METALS CO |
| CONOCOPHILLIPS |
| CONSOL ENERGY INC |
| CORTEVA INC |
| COTERRA ENERGY INC |
| CURTISS-WRIGHT CORP |
| CVB FINANCIAL CORP |
| CVR ENERGY INC |
| DEERE & CO |
| DEVON ENERGY CORPORATION |
| DHT HOLDINGS INC |
| DT MIDSTREAM INC |
| ELF BEAUTY INC |
| ELI LILLY & CO |
| ENLINK MIDSTREAM LLC |
| ENPHASE ENERGY INC |
| EOG RESOURCES INC |
| ERIE INDEMNITY CO |
| EVEREST RE GROUP LTD |
| EXLSERVICE HOLDINGS INC |
| EXXON MOBIL CORP |
| FAIR ISAAC CORP |
| FIRST SOLAR INC |
| FIRSTCASH HOLDINGS INC |
| GENERAL DYNAMICS |
| GENERAL MILLS INC |
| GENUINE PARTS CO |
| GLOBE LIFE INC |
| GOLAR LNG LTD |
| GRAND CANYON EDUCATION INC |
| GRIFFON CORP |
| HAEMONETICS CORP |
| HALLIBURTON CO |
| HEALTHEQUITY INC |
| HELMERICH & PAYNE |
| HERSHEY CO/THE |
| HESS CORP |
| HF SINCLAIR CORP |
| HOSTESS BRANDS INC |
| HUBBELL INC -CL B |
| HUNTINGTON INGALLS INDUSTRIES |
| INTERNATIONAL BANCSHARES CORP |
| INTERNATIONAL SEAWAYS INC |
| IRIDIUM COMMUNICATIONS INC |
| KINDER MORGAN INC |
| KINSALE CAPITAL GROUP INC |
| LAMB WESTON HOLDING INC |
| LANCASTER COLONY CORP |
| LANTHEUS HOLDINGS INC |
| LEIDOS HOLDINGS INC |
| LIBERTY ENERGY INC |
| LOCKHEED MARTIN CORP |
| LPL FINANCIAL HOLDINGS INC |
| LSB INDUSTRIES INC |
| MARATHON OIL CORP |
| MARATHON PETROLEUM CORP |
| MCKESSON CORP |
| METLIFE INC |
| MOLSON COORS BEVERAGE CO |
| MOSAIC CO/THE |
| MURPHY OIL CORP |
| NABORS INDUSTRIES LTD |
| NEUROCRINE BIOSCIENCES INC |
| NEW JERSEY RESOURCES CORP |
| NEXSTAR MEDIA GROUP INC |
| NEXTIER OILFIELD SOLUTIONS INC |
| NORTHROP GRUMMAN CORP |
| NOV INC |
| NUCOR CORP |
| O-I GLASS INC |
| OCEANEERING INTL INC |
| OVINTIV INC |
| PARSONS CORP |
| PATTERSON-UTI ENERGY INC |
| PERFORMANCE FOOD GROUP CO |
| PIONEER NATURAL RESOURCES CO |
| POST HOLDINGS INC |
| PRINCIPAL FINANCIAL GROUP INC |
| PROGRESSIVE CORP |
| PROPETRO HOLDING CORP |
| QUANTA SERVICES INC |
| RAMBUS INC |
| RANGE RESOURCES CORP |
| REINSURANCE GROUP OF AMERICA |
| RELIANCE STEEL & ALUMINUM |
| SANMINA CORP |
| SCHLUMBERGER LTD |
| SCIENCE APPLICATIONS INTERNATIONAL CORP |
| SEMPRA ENERGY |
| SHOCKWAVE MEDICAL INC |
| SILGAN HOLDINGS INC |
| SM ENERGY CO |
| STEEL DYNAMICS INC |
| SYLVAMO CORPORATION |
| T-MOBILE US INC |
| TARGA RESOURCES CORP |
| TEXAS PACIFIC LAND TRUST |
| TREEHOUSE FOODS INC |
| UNITED THERAPEUTICS CORP |
| UNUM GROUP |
| VALARIS PLC |
| VALERO ENERGY |
| VALMONT INDUSTRIES |
| VERTEX PHARMACEUTICALS INC |
| VIPER ENERGY PARTNERS LP |
| VISTEON CORP |
| WEATHERFORD INTERNATIONAL PLC |
| WHITE MOUNTAINS INSURANCE GROUP LTD |
| WILLIAMS COS INC |
| WR BERKLEY CORP |
SOLACTIVE MOMENTUM LIQUIDITY LONG 2 INDEX:
In the ordinary rebalance, the following index composition will be implemented effective open 03.01.2023:
| ACADIA HEALTHCARE CO INC |
| AEROVIRONMENT INC |
| ALLISON TRANSMISSION HOLDING |
| ALPHA METALLURGICAL RESOURCES |
| ANTERO RESOURCES CORP |
| APA CORP |
| ARCH CAPITAL GROUP LTD |
| ARCHER-DANIELS-MIDLAND CO |
| ASSURED GUARANTY LTD |
| ATI INC |
| BOOZ ALLEN HAMILTON HOLDING CORP |
| BRISTOL-MYERS SQUIBB CO |
| CABOT CORP |
| CACTUS INC |
| CARDINAL HEALTH INC |
| CATALYST PHARMACEUTICALS INC |
| CF INDUSTRIES HOLDINGS INC |
| CHAMPIONX CORP |
| CHENIERE ENERGY INC |
| CHESAPEAKE ENERGY CORP |
| CHEVRON CORP |
| CHORD ENERGY CORP |
| CIGNA CORP |
| CIVITAS RESOURCES INC |
| COMMERCIAL METALS CO |
| CONOCOPHILLIPS |
| CONSOL ENERGY INC |
| CORTEVA INC |
| COTERRA ENERGY INC |
| CURTISS-WRIGHT CORP |
| CVB FINANCIAL CORP |
| CVR ENERGY INC |
| DEERE & CO |
| DEVON ENERGY CORPORATION |
| DHT HOLDINGS INC |
| DIAMONDBACK ENERGY INC |
| DT MIDSTREAM INC |
| ELF BEAUTY INC |
| ELI LILLY & CO |
| ENLINK MIDSTREAM LLC |
| ENPHASE ENERGY INC |
| EOG RESOURCES INC |
| EQT CORP |
| ERIE INDEMNITY CO |
| EXLSERVICE HOLDINGS INC |
| EXXON MOBIL CORP |
| FAIR ISAAC CORP |
| FIRST SOLAR INC |
| FIRSTCASH HOLDINGS INC |
| GENERAL MILLS INC |
| GENUINE PARTS CO |
| GOLAR LNG LTD |
| GRAND CANYON EDUCATION INC |
| GRIFFON CORP |
| H&R BLOCK INC |
| HAEMONETICS CORP |
| HALLIBURTON CO |
| HALOZYME THERAPEUTICS INC |
| HARLEY DAVIDSON INC |
| HEALTHEQUITY INC |
| HELMERICH & PAYNE |
| HESS CORP |
| HF SINCLAIR CORP |
| HOSTESS BRANDS INC |
| IMMUNOVANT INC |
| IMPINJ INC |
| INTERNATIONAL SEAWAYS INC |
| IONIS PHARMACEUTICALS INC |
| IVERIC BIO INC |
| KARUNA THERAPEUTICS INC |
| KINSALE CAPITAL GROUP INC |
| KOSMOS ENERGY LTD |
| LAMB WESTON HOLDING INC |
| LANTHEUS HOLDINGS INC |
| LIBERTY ENERGY INC |
| LOCKHEED MARTIN CORP |
| LPL FINANCIAL HOLDINGS INC |
| LSB INDUSTRIES INC |
| MAGNOLIA OIL & GAS CORP |
| MARATHON OIL CORP |
| MARATHON PETROLEUM CORP |
| MATADOR RESOURCES CO |
| MCKESSON CORP |
| MURPHY OIL CORP |
| NABORS INDUSTRIES LTD |
| NEUROCRINE BIOSCIENCES INC |
| NEW FORTRESS ENERGY INC |
| NEXTIER OILFIELD SOLUTIONS INC |
| NOBLE CORP PLC |
| NORTHROP GRUMMAN CORP |
| NOV INC |
| NUCOR CORP |
| O-I GLASS INC |
| OCCIDENTAL PETROLEUM CORP |
| OVINTIV INC |
| PAR PACIFIC HOLDINGS INC |
| PARSONS CORP |
| PATTERSON-UTI ENERGY INC |
| PDC ENERGY INC |
| PERFORMANCE FOOD GROUP CO |
| PG&E CORP |
| PIONEER NATURAL RESOURCES CO |
| PLAINS GP HOLDINGS LP-CL A |
| PRINCIPAL FINANCIAL GROUP INC |
| PROCEPT BIOROBOTICS ORD |
| PROPETRO HOLDING CORP |
| RANGE RESOURCES CORP |
| REINSURANCE GROUP OF AMERICA |
| RELIANCE STEEL & ALUMINUM |
| SAMSONITE INTERNATIONAL SA ORD |
| SANMINA CORP |
| SAREPTA THERAPEUTICS INC |
| SCHLUMBERGER LTD |
| SCIENCE APPLICATIONS INTERNATIONAL CORP |
| SCORPIO TANKERS INC |
| SHOCKWAVE MEDICAL INC |
| SM ENERGY CO |
| SOUTHWESTERN ENERGY CO |
| STEEL DYNAMICS INC |
| SUPER MICRO COMPUTER INC |
| SYLVAMO CORPORATION |
| T-MOBILE US INC |
| TARGA RESOURCES CORP |
| TEXAS PACIFIC LAND TRUST |
| TIDEWATER INC |
| TRANSMEDICS GROUP INC |
| UNUM GROUP |
| VALARIS PLC |
| VALERO ENERGY |
| VALMONT INDUSTRIES |
| VAXCYTE INC |
| VERTEX PHARMACEUTICALS INC |
| VIPER ENERGY PARTNERS LP |
| VISTEON CORP |
| WABASH NATIONAL CORP |
| WARRIOR MET COAL LLC |
| WEATHERFORD INTERNATIONAL PLC |
| WHITE MOUNTAINS INSURANCE GROUP LTD |
| WILLIAMS COS INC |
| WR BERKLEY CORP |