LPX Direct US Rebalancing Announcement

LPX Direct US Rebalancing (Chaining) as of October 14, 2021
(closing prices)

1. Index Mutations
Index Inclusions:
• Draper Esprit PLC (GROW LN)

Index Exclusions:
• Deutsche Beteiligungs AG (DBAN GY)

2. Announcement Dates
Announcement of new number of shares in the index:
• Wednesday, October 13th, 2021
Date of chaining (based on closing prices):
• Thursday, October 14th, 2021
Effective Date:
• Friday, October 15th, 2021

LPX Rebalancing Announcement LPX Composite October 2021

LPX Composite Rebalancing (Chaining) as of October 14, 2021
(based on closing prices)

1. Proposal of Index Mutations

Index Inclusions:
• Draper Esprit PLC (GROW LN)

Index Exclusions:
• n/a

2. Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, October 7th, 2021
Date of chaining (based on closing prices):
• Thursday, October 14th, 2021
Effective Date:
• Friday, October 15th, 2021

LPX Direct US Rebalancing Announcement

1. Index Mutations
Index Inclusions:
Kinnevik AB (KINVB SS Equity)
*The instrument enters the index with 50% of final capped shares

Index Exclusions:
TCG BDC Inc (CGBD UW Equity)

2. Announcement Dates
Announcement of new number of shares in the index:
Tuesday, July 13th, 2021
Date of chaining (based on closing prices):
Wednesday, July 14th, 2021
Effective Date:
Thursday, July 15th, 2021

LPX Major Market Rabalancing Announcement

1. Index Mutations
Index Inclusions:
• Kinnevik (KINVB SS Equity)

Index Exclusions:
• Jafco Group Co Ltd. (8595 JT Equity)

2. Announcement Dates
Announcement of new number of shares in the index:
• Wednesday, July 7th, 2021
Date of chaining (based on closing prices):
• Wednesday, July 14th, 2021
Effective Date:
• Thursday, July 15th, 2021

LPX50 Index Rebalancing Announcement

LPX50 Rebalancing (Chaining) as of June 10, 2021
(based on closing prices)

1. Proposal of Index Mutations

Index Inclusions:
• ARES MANAGEMENT CORP (ARES UN)
• KINNEVIK AB (KINVB SS)
• SYNCONA LTD (SYNC LN)
• DRAPER ESPRIT PLC (GROW LN)
• BAIN CAPITAL SPECIALTY FINAN (BCSF UN)
• CAPITAL SOUTHWEST CORP (CSWC UW)

Index Exclusions:
• COMPASS DIVERSIFIED HOLDINGS (CODI UN)
• GIMV NV (GIMB BB)
• STANDARD LIFE PRIVATE EQUITY (SLPE LN)
• NB PRIVATE EQUITY PARTNERS (NBPE LN)
• BARINGS BDC INC (BBDC UN)
• ALTAMIR (LTA FP)

2. Remarks to the Ordinary Rebalancing

Additional Notes:
With effective date June 11, 2021, the LPX50 Index follows a new weighting scheme as outlined in Section 3.5 in the LPX Guide to the Equity Index Series.

3. Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, June 3th, 2021
Date of chaining (based on closing prices):
• Thursday, June 10th, 2021
Effective Date:
• Friday, June 11th, 2021

4. Liquidity Notes
Liquidity analysis indicates the following drawbacks:
• n/a

NNX Index Series Rebalancing Announcement

NMX Index Series ordinary Rebalancing (Chaining) as of June 10, 2021 (closing prices)

Announcement Dates
Date of chaining (based on closing prices):
• Thursday, June 10th, 2021
Effective Date:
• Friday, June 11th, 2021

For information regarding index mutations, please contact us.

LPX Rebalancing Announcement LPX Composite

1. Proposal of Index Mutations

Index Inclusions:
• KINNEVIK AB (KINVB SS)

Index Exclusions:
• n/a

2. Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, June 3th, 2021
Date of chaining (based on closing prices):
• Thursday, June 10th, 2021
Effective Date:
• Friday, June 11th, 2021

LPX Regional Indexes Rebalancing Annoucement

LPX Regional Indices Rebalancing (Chaining) as of March 12, 2021
(based on closing prices)

1. LPX Europe
Index Inclusions:
• EQT AB (SE0012853455)
• SYNCONA LTD (GG00B8P59C08)
• DRAPER ESPRIT PLC (GB00BY7QYJ50)

Index Exclusions:
• SYMPHONY INTERNATIONAL HOLDINGS LTD (VGG548121059)
• CASTLE PRIVATE EQUITY (CH0048854746)

2. LPX America
Index Inclusions:
• OWL ROCK CAPITAL CORP (US69121K1043)
• BAIN CAPITAL SPECIALTY FINANCE (US05684B1070)

Index Exclusions:
• GLADSTONE CAPITAL CORP (US3765351008)
• SLR SENIOR INVESTMENT CORP (US83416M1053)

3. LPX UK
Index Inclusions:
• n/a
Index Exclusions:
• n/a

4. Announcement Dates
Date of chaining (based on closing prices):
• Friday, March 12th, 2021
Effective Date:
• Monday, March 15th, 2021

LPX Style Indexes Rebalancing Annoucement

LPX Style Indices Rebalancing (Chaining) as of February 12, 2021
(closing prices)

1. LPX Direct
Index Inclusions:
• SYNCONA LTD (GG00B8P59C08)
• DRAPER ESPRIT PLC (GB00BY7QYJ50)
Index Exclusions
• TCG BDC INC (US8722801029)

2. LPX Buyout
Index Inclusions:
• n/a
Index Exclusions
• n/a

3. LPX Mezzanine
Index Inclusions:
• SOLAR CAPITAL LTD (US83413U1007)
• FS KKR CAPITAL CORP (US3026352068)
Index Exclusions
• PHENIXFIN CORP (US71742W1036)

4. LPX Venture
Index Inclusions:
• DRAPER ESPRIT PLC (GB00BY7QYJ50)
• MERIAN CHRYSALIS INVESTMENT (GG00BGJYPP46)
• SYNCONA LTD (GG00B8P59C08)
• SURO CAPITAL CORP (US86887Q1094)
• HORIZON TECHNOLOGY FINANCE C (US44045A1025)

Index Exclusions
• n/a

5. LPX Indirect
Index Inclusions:
• n/a
Index Exclusions
• n/a

Announcement Dates
Date of chaining (based on closing prices):
• Friday, February 12th, 2021
Effective Date:
• Monday, February 15th, 2021

Rebalancing Announcement LPXDITU Index

LPX Direct US Rebalancing (Chaining) as of January 14, 2021
(closing prices)

1. Index Mutations
Index Inclusions:
• VNV Global AB (VNV SS Equity)
• Deutsche Beteiligungs AG (DBAN GY Equity)

Index Exclusions:
• NB Global Monthly Income Fund (NBMI LN Equity)

2. Announcement Dates
Announcement of new number of shares in the index:
• Wednesday, January 13th, 2021
Date of chaining (based on closing prices):
• Thursday, January 14th, 2021
Effective Date:
• Friday, January 15th, 2021