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

In the ordinary rebalance the following composition will be implemented effective open 13.09.2021:

1ST CONSTITUTION BANCORP
ADVANCED MICRO DEVICES
AEROJET ROCKETDYNE HOLDINGS INC
ALTABANCORP
ARROW GLOBAL GROUP PLC
ATLANTIC CAPITAL BANCSHARES
ATOTECH BV
AVAST PLC
BANK OF COMMERCE HOLDINGS
BONANZA CREEK ENERGY INC
CANADIAN NATIONAL RAILWAY COMPANY
CENTURY BANCORP INC -CL A
CHANGE HEALTHCARE INC
CHARLES STANLEY GROUP PLC
CHESAPEAKE ENERGY CORP
CIT GROUP INC
CITIZENS FINANCIAL GROUP INC
CLOUDERA INC
COHERENT INC
COLUMBIA BANKING SYSTEM INC
COLUMBIA PROPERTY REIT
COMMUNITY BANKERS TRUST CORP
CORNERSTONE ONDEMAND INC
COVANTA HOLDING CORP
DESKTOP METAL INC
DEUTSCHE WOHNEN SE
DOMTAR CORP
DRAFTKINGS INC
DSP GROUP INC
ENABLE MIDSTREAM PARTNERS LP
ENERGY TRANSFER LP
EQUINITI GROUP PLC
EXONE CO
EXTRACTION OIL & GAS INC
FERRO CORP
FIRST BANCORP/NC
FIRST CITIZENS BANCSHARES INC/NC
FLAGSTAR BANCORP INC
FORTERRA INC
GLACIER BANCORP INC
GOLDEN NUGGET ONLINE GAMING IN
GP STRATEGIES CORP
GREAT CANADIAN GAMING CORP
HILL-ROM HOLDINGS INC
IHS MARKIT LTD
II-VI INC
INDEPENDENT BANK CORP/MA
INOVALON HOLDINGS INC
INTERSECT ENT INC
INVESTORS BANCORP INC
J ALEXANDERS HOLDINGS
KANSAS CITY SOUTHERN
LAKELAND BANCORP INC
LYDALL INC
MAGELLAN HEALTH INC
MARLIN BUSINESS SERVICES INC
MEDALLIA INC
MEGGITT PLC
MERIDIAN BANCORP INC
MILLENNIAL LITHIUM CORP
MKS INSTRUMENTS INC
NEW SENIOR INVESTMENT GROUP INC.
NEW YORK COMMUNITY BANCORP INC
NORTONLIFELOCK INC
NUANCE COMMUNICATIONS INC
PENN NATIONAL GAMING INC
PNM RESOURCES
PPD INC
QAD INC-A
REALTY INCOME CORP
S&P GLOBAL INC
SANDERSON FARMS INC
SANNE GROUP PLC
SANTANDER CONSUMER USA HOLDINGS INC
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
STAMPS.COM INC
STATE AUTO FINANCIAL CORP
STERLING BANCORP/DE
SUMO GROUP PLC
TRANSLATE BIO INC
TRILLIUM THERAPEUTICS INC
ULTRA ELECTRONICS HOLDINGS PLC
UNITED BANKSHARES INC
VENTAS INC
VEREIT INC
Vine Energy Inc
WEBSTER FINANCIAL CORP
WELBILT INC
WR GRACE & CO
XILINX INC