LPX Rebalancing Announcement January 13, 2022

LPX50 Index

  • Index Inclusions: Chrysalis Investments Ltd. (CHRY LN)
  • Index Exclusions: Brait Plc (BAT SJ)

 

LPX Major Market Index

  • Index Inclusions: n/a
  • Index Exclusions:n/a

 

LPX Direct US Index

  • Index Inclusions: Syncona Ltd (SYNC LN)
  • Index Exclusions: Blackrock TCP (TCPC UW)

 

LPX Buyout

  • Index Inclusions: n/a
  • Index Exclusions: n/a

 

LPX Mezzanine

  • Index Inclusions: Horizon Technology Finance Corp (HRZN UW Equity)
  • Index Exclusions: FS KKR Capital Corp (FSK UN Equity)

 

LPX Venture

  • Index Inclusions: Kinnevik (KINVB SS Equity)
  • Index Exclusions: n/a

 

LPX Indirect

  • Index Inclusions: n/a
  • Index Exclusions: n/a

 

LPX Direct (EUR)

  • Index Inclusions: Kinnevik (KINVB SS Equity); Compass Diversified (CODI UN Equity)
  • Index Exclusions Intermediate Capital (ICP LN Equity); Blackrock TCP (TCPC UW Equity)

 

Announcement Dates

Announcement of new number of shares in the index (Share Fixing Date):

  • Thursday, January 6th, 2022

Date of chaining (based on closing prices):

  • Thursday, January 13th, 2022

Effective Date:

  • Friday, January 14th, 2022

 

DLX Rebalancing Announcement January 13, 2022

DLX Direct Lending Index

  • Index Inclusions:
    • BlackRock Capital Investment Corp (BKCC UW Equity)
    • Fidus Investment Corp (FDUS UW Equity)
    • Stellus Capital Investment Corp (SCM UN Equity)

     

    Index Exclusions:

    • INTERMEDIATE CAPITAL GROUP PLC (ICP LN Equity)
    • SLR INVESTMENT CORP (SLRC UW Equity)
    • SLR SENIOR INVESTMENT CORP (SUNS UW Equity)

 

Announcement Dates

Announcement of new number of shares in the index (Share Fixing Date):

  • Thursday, January 6th, 2022

Date of chaining (based on closing prices):

  • Thursday, January 13th, 2022

Effective Date:

  • Friday, January 14th, 2022

NMX Rebalancing Annoucement January 13, 2022

NMX Composite

Inclusions:

TARGA RESOURCES CORP (TRGP UN Equity)

PENNON GROUP PLC (PNN LN Equity)

MANILA WATER COMPANY (MWC PM Equity)

TTW PLC (TTW TB Equity)

Exclusions:

UGI CORP (UGI UN Equity)

CIA SANEAMENTO MINAS GERAIS (CSMG3 BS Equity)

INVERSIONES AGUAS METROPOL (IAM CC Equity)

SUEZ (SEV FP Equity)

 

NMX Europe

Inclusions:

HAMBURGER HAFEN UND LOGISTIK (HHFA GY Equity)

Exclusions:

SUEZ (SEV FP Equity)

  

NMX Asia

Inclusions:

TOHO GAS CO LTD (9533 JT Equity)

MANILA WATER CO INC (MWC PM Equity)

MTR CORP (66 HK Equity)

CENTRAL JAPAN RAILWAY CO (9022 JT Equity)

Exclusions

TOKYU CORP (9005 JT Equity)

ODAKYU ELECTRIC RAILWAY CO (9007 JT Equity)

JIANGSU EXPRESS CO LTD-H (177 HK Equity)

MALAYSIA AIRPORTS HLDGS BHD (MAHB MK Equity)

 

NMX America

Inclusions:

INTERCONEXION ELECTRICA SA ESP (ISA CX Equity)

SJW GROUP (SJW UN Equity)

Exclusions:

OGE UN Equity (OGE ENERGY CORP)

UGI UN Equity (UGI CORP)

 

NMX30 Infrastructure Global

Inclusions:

CHENIERE ENERGY INC (LNG UA Equity)

Exclusions:

CHINA GAS HOLDINGS LTD (384 HK Equity)

 

NMX30 USD Infrastructure Global

Inclusions:

CHENIERE ENERGY INC (LNG UA Equity)

Exclusions:

CHINA GAS HOLDINGS LTD (384 HK Equity)

 

 

Announcement Dates

Announcement of new number of shares in the index (Share Fixing Date):

  • Thursday, January 6th, 2022

Date of chaining (based on closing prices):

  • Thursday, January 13th, 2022

Effective Date:

  • Friday, January 14th, 2022

LPX Rebalancing Announcement LPX Composite

LPX Composite Rebalancing (Chaining) as of January 13, 2022
(based on closing prices)

Index Mutations

Index Inclusions:
• Syncona Ltd (SYNC LN)

Index Exclusions:
• Electra Private Equity (ELT LN)

Announcement Dates

Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, January 6th, 2022
Date of chaining (based on closing prices):
• Thursday, January 13th, 2022
Effective Date:
• Friday, January 14th, 2022

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

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

Change of Reference Currency LPX50

Affected Index/Tickers:
.LPX50TC CH0030648064 LPX50TC Index
.LPX50PC CH0030648155 LPX50PC Index

Old Reference Currency:
CHF

New Reference Currency:
AUD

Effective Date:
September 30, 2021

Action Required:
Adjustment of historical time series data

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