Ordinary Index Rebalancing in the HSBC Merger Arbitrage Long Only Subindex 1,2,3 | September 2020

In the ordinary rebalance the following composition will be implemented effective open 01.10.2020 (subindex 1), 02.10.2020 (subindex 2), 05.10.2020 (subindex 3):

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