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The Wilshire Liquid Alternative Event Driven IndexSM measures the performance of the event driven strategy component of the Wilshire Liquid Alternative IndexSM. Event driven strategies predominantly invest in companies involved in corporate transactions such as mergers, restructuring, distressed, buy backs, or other capital structure changes. The Wilshire Liquid Alternative Event Driven Index (WLIQAED) is designed to provide a broad measure of the liquid alternative event driven market. The Wilshire Liquid Alternative Event Driven Index, when combined with the performance of the Wilshire Liquid Alternative Global Macro IndexSM (WLIQAGM), Wilshire Liquid Alternative Relative Value IndexSM (WLIQARV), Wilshire Liquid Alternative Multi-Strategy IndexSM (WLIQAMS), and Wilshire Liquid Alternative Equity Hedge IndexSM (WLIQAEH) comprise the Wilshire Liquid Alternative Index (WLIQA).