Ordinary Index Rebalancing in the Water Island Merger Arbitrage Index | May 2021

In the ordinary rebalance the following composition will be implemented effective open 12.05.2021:

ADVANCED MICRO DEVICES
AEROJET ROCKETDYNE HOLDINGS INC
AFH FINANCIAL GROUP PLC
AGGREKO PLC
ALEXION PHARMACEUTICALS INC
ANALOG DEVICES INC
ARROW GLOBAL GROUP PLC
ASTRAZENECA PLC-SPONS ADR
ATLANTIC POWER CORP
BALLYS CORP
BANC OF CALIFORNIA INC
BATTLE NORTH GOLD CORP
BOINGO WIRELESS INC
BOSTON PRIVATE FINL HOLDING
BRYN MAWR BANK CORP
CANTEL MEDICAL CORP
CARDTRONICS PLC
CENTURY BANCORP INC -CL A
CHANGE HEALTHCARE INC
CIT GROUP INC
COHERENT INC
COOPER TIRE & RUBBER CO
CORELOGIC INC
CUBIC CORP
DIALOG SEMICONDUCTOR PLC
ENABLE MIDSTREAM PARTNERS LP
ENERGY TRANSFER LP
EUSKALTEL SA
FBL FINANCIAL GROUP INC
FIRST CITIZENS BANCSHARES INC/NC
FLAGSTAR BANCORP INC
FLIR SYSTEMS INC
FLY LEASING LTD-ADR
FORTERRA INC
FORTUNA SILVER MINES INC
GAMESYS GROUP PLC
GENERAL FINANCE CORP
GOODYEAR TIRE & RUB.
GREAT CANADIAN GAMING CORP
GRUBHUB INC
GT GOLD CORP
HERMAN MILLER INC
HUNTINGTON BANCSHARES INC/OH
ICON PLC
IHS MARKIT LTD
II-VI INC
INDEPENDENT BANK CORP/MA
JUST EAT TAKEAWAY
KIMCO REALTY CORP
KNOLL INC
LUMINEX CORP
M & T BANK CORP
MACKINAC FINANCIAL CORP
MAGELLAN HEALTH INC
MARLIN BUSINESS SERVICES INC
MAXIM INTEGRATED PRODUCTS
MERIDIAN BANCORP INC
MIDDLEBY CORP
NAVISTAR INTERNATIONAL CORP
NEW LOOK VISION GROUP INC
NEW YORK COMMUNITY BANCORP INC
NICOLET BANKSHARES INC
NUANCE COMMUNICATIONS INC
ORBCOMM INC
PACIFIC MERCANTILE BANCORP
PEOPLES BANCORP INC
PEOPLES UNITED FINANCIAL INC
PNM RESOURCES
PPD INC
PRA HEALTH SCIENCES INC
PREMIER FINANCIAL BANCORP
PROOFPOINT INC
PROSIGHT GLOBAL INC
PROTECTIVE INSURANCE CORP – CLASS B
REALTY INCOME CORP
ROGERS COMMUNICATIONS INC-B
ROXGOLD INC
RSA INSURANCE GROUP PLC
S&P GLOBAL INC
SALESFORCE.COM INC
SECURE ENERGY SERVICES INC
SHAW COMMUNICATIONS INC CLASS B
SIGNATURE AVIATION PLC
SLACK TECHNOLOGIES INC
SPDR BLOOMBERG BARCLAYS 1-3 MONTH T-BILL ETF
SPORTSMANS WAREHOUSE HOLDINGS INC
STERIS PLC
SVB FINANCIAL GROUP
TALEND SA
TCF FINANCIAL CORP
TELEDYNE TECHNOLOGIES INC
TERVITA CORP
TIKKURILA OYJ
VEREIT INC
WEINGARTEN REALTY INVESTORS
WELBILT INC
WR GRACE & CO
WSFS FINANCIAL CORP
XILINX INC