Ordinary Index Rebalancing in the Water Island Merger Arbitrage Index | March 2020

In the ordinary rebalance the following composition will be implemented:

ABBVIE INC
ACACIA COMMUNICATIONS INC
ADESTO TECHNOLOGIES CORP
ADVANCED DISPOSAL SERVICES INC
AIRCASTLE LTD
ALLERGAN PLC
ALTAGAS CANADA INC
ALTRAN TECHNOLOGIES SA
AVX CORP
BOLSAS Y MERCADOS ESPANOLES
BORGWARNER INC
CAESARS ENTERTAINMENT CORP
CAROLINA FINANCIAL CORP
CENTERSTATE BANK CORP
CINCINNATI BELL INC
CINEPLEX INC
CRAFT BREW ALLIANCE INC
CYPRESS SEMICONDUCTOR CORP
DAEJAN HOLDINGS PLC
DELPHI TECHNOLOGIES PLC
E*TRADE FINANCIAL CORP
EL PASO ELECTRIC
ELDORADO RESORTS INC
EQM MIDSTREAM PARTNERS LP
EQUITRANS MIDSTREAM CORP
FITBIT INC – A
FORESCOUT TECHNOLOGIES INC
FORTY SEVEN INC
GAIN CAPITAL HOLDINGS INC
GODEWIND IMMOBILIEN AG
HEXCEL
HUNTSWORTH PLC
INSTRUCTURE INC
ISRA VISION AG
KEMET CORP
LEGG MASON INC
LOGMEIN INC
MEDIASET ESPANA COMUNICACION SA
MEDIASET SPA
MEET GROUP INC/THE
MOLECULAR MEDICINE SPA
MORGAN STANLEY
OMNOVA SOLUTIONS INC
OSRAM LICHT AG
QIAGEN NV
RA PHARMACEUTICALS INC
RAYTHEON B
RIB SOFTWARE SE
SCHWAB (CHARLES) CORP
SOUTH STATE CORP
SPDR BLOOMBERG BARCLAYS 1-3 MONTH T-BILL ETF
TALLGRASS ENERGY LP
TAUBMAN CENTERS INC
TD AMERITRADE HOLDING
TECH DATA CORP
TIFFANY & CO
UNITED BANKSHARES INC/WV
UNITED TECHNOLOGIES CORP
WABCO HOLDINGS INC
WOODWARD INC
WRIGHT MEDICAL GROUP NV