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Important notice on the Merger Arbitrage Premia Index



The index methodology states that each M&A deal for which the terms change should exit the SGI Merger Arbitrage Premia Index (Bloomberg ticker : SGIXQMA2 Index). However, Exactech remained in the index despite the deal terms modification in early December 2017 (price changed from 42$ to 49.25$). TPG Capital acquired Exactech the 15th February 2018 for 49.25$, and SGI won't consider a past exit of the deal for this specific transaction.