Potential price arbitrage
There is share-price movement when rebalancing happens. This is due to the change in liabilities that may increase/decrease the redeemable reserves, which affects the share price. As a result, entry and exit prices could be moved such that they may be profitable for an attacker to enter right before a rebalancing happens and then exit to make a profit. This is, however, not possible as the rebalancing bot will use flashbots protect and will have randomization; therefore, predicting the price movement becomes infeasible.