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

In the ordinary rebalance the following composition will be implemented effective open 12.10.2021:

1ST CONSTITUTION BANCORP
ACCELERON PHARMA INC
ADVANCED MICRO DEVICES
AEROJET ROCKETDYNE HOLDINGS INC
ATLANTIC CAPITAL BANCSHARES
ATOTECH BV
AVAST PLC
CANADIAN PACIFIC RAILWAY LTD
CENTURY BANCORP INC -CL A
CHANGE HEALTHCARE INC
CHARLES STANLEY GROUP PLC
CHESAPEAKE ENERGY CORP
CIT GROUP INC
CITIZENS FINANCIAL GROUP INC
COHERENT INC
COLUMBIA PROPERTY REIT
COMMUNITY BANKERS TRUST CORP
CORNERSTONE ONDEMAND INC
CORVUS GOLD INC
COVANTA HOLDING CORP
DESKTOP METAL INC
DEUTSCHE WOHNEN SE
DOMTAR CORP
DRAFTKINGS INC
DSP GROUP INC
ECHO GLOBAL LOGISTICS INC
ENABLE MIDSTREAM PARTNERS LP
ENERGY TRANSFER LP
EQUINITI GROUP PLC
EXONE CO
FERRO CORP
FIRST BANCORP/NC
FIRST CITIZENS BANCSHARES INC/NC
FLAGSTAR BANCORP INC
FORTERRA INC
GOLDEN NUGGET ONLINE GAMING IN
GOLDMAN SACHS GROUP INC
GP STRATEGIES CORP
GREENSKY INC-CLASS A
HELLA GMBH & CO KGAA
HILL-ROM HOLDINGS INC
IHS MARKIT LTD
II-VI INC
INDEPENDENT BANK CORP/MA
INOVALON HOLDINGS INC
INTERSECT ENT INC
INVESTORS BANCORP INC
KADMON HOLDINGS INC
KANSAS CITY SOUTHERN
KRATON CORP
LAKELAND BANCORP INC
MAGELLAN HEALTH INC
MARLIN BUSINESS SERVICES INC
MEDALLIA INC
MEGGITT PLC
MERIDIAN BANCORP INC
MILLENNIAL LITHIUM CORP
MKS INSTRUMENTS INC
NEW YORK COMMUNITY BANCORP INC
NORTONLIFELOCK INC
NUANCE COMMUNICATIONS INC
PENN NATIONAL GAMING INC
PNM RESOURCES
PPD INC
QAD INC-A
RAVEN INDUSTRIES INC
REALTY INCOME CORP
S&P GLOBAL INC
SANDERSON FARMS INC
SANNE GROUP PLC
SCORE MEDIA AND GAMING INC
SELECT BANCORP INC
SELECT INTERIOR CONCEPTS-A
SHAW COMMUNICATIONS INC CLASS B
SOLITON INC
SOUTHSTATE CORP
SPDR BLOOMBERG BARCLAYS 1-3 MONTH T-BILL ETF
SPORTSMANS WAREHOUSE HOLDINGS INC
STATE AUTO FINANCIAL CORP
STERLING BANCORP/DE
STOCK SPIRITS GROUP PLC
SUMO GROUP PLC
SWEDISH ORPHAN BIOVITRUM AB
TRILLIUM THERAPEUTICS INC
ULTRA ELECTRONICS HOLDINGS PLC
UNITED BANKSHARES INC
VEONEER INC
VEREIT INC
Vine Energy Inc
WEBSTER FINANCIAL CORP
WELBILT INC
XILINX INC