Category: Indexing

LPX Composite Index
Index Inclusions:
• Horizon Technology Finance Corporation (HRZN UW Equity)
Index Exclusions:
• n/a

LPX50 Index
Index Inclusions:
• NB PRIVATE EQUITY PARTNERS LIMITED CLASS A (NBPE LN Equity)
Index Exclusions:
• AURELIUS EQUITY OPPORTUNITIES SE & CO KGAA (AR4 GM Equity)

LPX Major Market Index
Index Inclusions:
• ARES MANAGEMENT CORP (ARES UN Equity)
Index Exclusions:
• CARLYLE GROUP INC/THE (CG UW Equity)

LPX Direct
Index Inclusions:
• NB PRIVATE EQUITY PARTNERS LIMITED CLASS A (NBPE LN Equity)
• CAPITAL SOUTHWEST CORP (CSWC UW Equity)

Index Exclusions :
• MOLTEN VENTURES PLC (GROW LN Equity)
• AURELIUS EQUITY OPPORTUNITIES SE & CO KGAA (AR4 GM Equity)

LPX Buyout
Index Inclusions:
• NB PRIVATE EQUITY PARTNERS LIMITED CLASS A (NBPE LN Equity)
Index Exclusions :
• AURELIUS EQUITY OPPORTUNITIES SE & CO KGAA (AR4 GM Equity)

LPX Mezzanine
Index Inclusions:
• HORIZON TECHNOLOGY FINANCE C (HRZN UW Equity)
• RUNWAY GROWTH FINANCE CORP (RWAY UW Equity)
Index Exclusions :
• PHENIXFIN CORP (PFX UQ Equity)
• MONROE CAPITAL CORP (MRCC UW Equity)

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

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

LPX Europe
Index Inclusions:
• AUGMENTUM FINTECH PLC (AUGM LN Equity)
• VNV GLOBAL AB (VNV SS Equity)

Index Exclusions:
• AURELIUS EQUITY OPPORTUNITIES SE & CO KGAA (AR4 GM Equity)

LPX America
Index Inclusions:
• TPG INC (TPG UW Equity)
Index Exclusions:
• OWL ROCK CAPITAL CORP (ORCC UN Equity)

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

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, July 6th, 2023
Date of chaining (based on closing prices):
• Thursday, July 13th, 2023
Effective Date:
• Friday, July 14th, 2023

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LPX Direct US*

Index Inclusions
• BARINGS BDC INC (BBDC UN Equity)

Index Exclusions:
• MOLTEN VENTURES PLC (GROW LN Equity)

*Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Wednesday, July 12th, 2023
Date of chaining (based on closing prices):
• Thursday, July 13th, 2023
Effective Date:
• Friday, July 14th, 2023

——————————————-

LPX Composite

Index Inclusions:
• Horizon Technology Finance Corporation (HRZN UW Equity)
Index Exclusions:
• n/a

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, July 06th, 2023
Date of chaining (based on closing prices):
• Thursday, July 13th, 2023
Effective Date:
• Friday, July 14th, 2023

LPX Composite Rebalancing (Chaining) as of April 13, 2023
(based on closing prices)

1.Index Mutations

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

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, April 6th, 2023
Date of chaining (based on closing prices):
• Thursday, April 13th, 2023
Effective Date:
• Friday, April 14th, 2023

—————————-

LPX Direct US Rebalancing (Chaining) as of April 13, 2023
(closing prices)

1.Index Mutations
Index Inclusions
• NB Private Equity Partners (NBPE LN)

Index Exclusions:
• Chrysalis Investments Ltd. (CHRY LN)

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Wednesday, April 12th, 2023
Date of chaining (based on closing prices):
• Thursday, April 13th, 2023
Effective Date
• Friday, April 14th, 2023

LPX Composite Index
Index Inclusions:
• Runway Growth Finance Corporation (RWAY UW Equity)
Index Exclusions:
• n/a

LPX50 Index
Index Inclusions:
• COMPASS DIVERSIFIED HOLDINGS (CODI UN Equity)
Index Exclusions:
• PENNANTPARK INVESTMENT CORP (PNNT UN Equity)

LPX Major Market Index
Index Inclusions:
• n/a
Index Exclusions:
• n/a

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

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

LPX Mezzanine
Index Inclusions:
• FS KKR Capital Corp (FSK UN Equity)
• New Mountain Finance Corp (NMFC UW Equity)
• Barings BDC Inc (BBDC UN Equity)
Index Exclusions :
• Golub Capital BDC Inc (GBDC UW Equity)
• Midcap Financial Investment Corp (MFIC UW Equity)
• Horizon Technology Finance Corp (HRZN UW Equity)

LPX Venture
Index Inclusions:
• RUNWAY GROWTH FINANCE CORP (RWAY UW Equity)
Index Exclusions :
• n/a

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

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

LPX America
Index Inclusions:
• RUNWAY GROWTH FINANCE CORP (RWAY UW Equity)
Index Exclusions:
• PENNANTPARK INVESTMENT CORP (PNNT UN Equity)

LPX UK
Index Inclusions:
• n/a
Index Exclusions:
• DUNEDIN ENTERPRISE-ORD (DNE LN Equity)
• JPEL PRIVATE EQUITY LTD (JPEL LN Equity)

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, January 5th, 2023
Date of chaining (based on closing prices):
• Thursday, January 12th, 2023
Effective Date:
• Friday, January 13th, 2023

——————————————-

LPX Direct US*
Index Inclusions:
• n/a
Index Exclusions :
• n/a

*Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Wednesday, January 11th, 2023
Date of chaining (based on closing prices):
• Thursday, January 12th, 2023
Effective Date:
• Friday, January 13th, 2023

——————————————-

DLX Index

Index Inclusions:
• TRIPLEPOINT VENTURE GROWTH B (TPVG UN Equity)
• GLADSTONE INVESTMENT CORP (GAIN UW Equity)
• HORIZON TECHNOLOGY FINANCE C (HRZN UW Equity)
Index Exclusions:
• NB GLOBAL MONTHLY INCOME FUN (NBMI LN Equity)
• CVC INCOME & GROWTH LIMITED (CVCG LN Equity)
• PENNANTPARK INVESTMENT CORP (PNNT UN Equity)

Announcement Dates
• Thursday, January 5th, 2023
Date of chaining (based on closing prices):
• Thursday, January 12th, 2023

NMX Composite
Inclusions:
• OGE Energy (OGE UN Equity)
• ENLINK MIDSTREAM LLC (ENLC UN Equity)
• Brookfield Infrastructure (BIPC CT Equity)
• Veolia Environnement (VIE FP Equity)
• Zhejiang Expressway (576 HK Equity)
• Irdium Inc (IRDM UW Equity)

Exclusions:
• MPLX LP (MPLX UN Equity)
• Magellan Midstream Partners LP (MMP UN Equity)
• Plains All American Pipeline L (PAA UW Equity)
• Companhia de Saneamento do Parana Sanepar (SAPR11 BS Equity)
• Vantage Towers (VTWR GY Equity)

NMX30 Infrastructure Global
Inclusions:
• MTR Corp (66 HK Equity)
• Veolia Environnement (VIE FP Equity)
Exclusions:
• Centrica (CNA LN Equity)

NMX30 USD Infrastructure Global
Inclusions:
• MTR Corp (66 HK Equity)
• Veolia Environnement (VIE FP Equity)
Exclusions:
• ADP FP (ADP FP Equity)

NMX Europe
Inclusions:
• Veolia Environnement (VIE FP Equity)
• RaiWay (RWAY IM Equity)
Exclusions:
• Vantage Towers (VTWR GY Equity)

NMX Asia
Inclusions:
n/a
Exclusions
n/a

NMX America
Inclusions:
• OGE Energy (OGE UN Equity)
• ENLINK MIDSTREAM LLC (ENLC UN Equity)
• Brookfield Infrastructure (BIPC CT Equity)
Exclusions:
• MPLX LP (MPLX UN Equity)
• Magellan Midstream Partners LP (MMP UN Equity)
• Plains All American Pipeline L (PAA UW Equity)

Announcement Dates
• Thursday, January 5th, 2023
Date of chaining (based on closing prices):
• Thursday, January 12th, 2023
Effective Date:
• Friday, January 13th, 2023

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

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

Adjustment in Capping
For the rebalancing effective October 14, 2022, the maximum cap will be adjusted to 8.0% (currently 8.5%).

———————————————–
LPX Direct US
Index Inclusions:
• n/a
Index Exclusions:
• n/a

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

LPX Composite
Index Inclusions:
• Bain Capital Specialty Financing (BCSF UN Equity)
Index Exclusions:
• n/a

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, July 7th, 2022
Date of chaining (based on closing prices):
• Thursday, July 21th, 2022
Effective Date:
• Friday, July 22th, 2022

———————————————–
LPX Direct US
Index Inclusions:
• CHRYSALIS INVESTMENTS LTD (CHRY LN Equity)
Index Exclusions:
• VNV GLOBAL AB (VNV SS Equity)

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Wednesday, July 13th, 2022
Date of chaining (based on closing prices):
• Thursday, July 14th, 2022
Effective Date:
• Friday, July 15th, 2022

———————————————–
LPX Europe
Index Inclusions:
• BRIDGEPOINT GROUP-REGS WI (BPT LN Equity)
Index Exclusions:
• VNV GLOBAL AB (VNV SS Equity)

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

LPX UK
Index Inclusions:
• BRIDGEPOINT GROUP-REGS WI (BPT LN Equity)
Index Exclusions:
• n/a

LPX Major Market
Index Inclusions:
• n/a
Index Exclusions:
• n/a

LPX50
Index Inclusions:
• GIMV NV (GIMB BB)
Index Exclusions:
• VNV Global AB (VNV SS)

LPX Direct
Index Inclusions:
• CHRYSALIS INVESTMENTS LTD (CHRY LN Equity)
Index Exclusions :
• VNV GLOBAL AB (VNV SS Equity)

LPX Buyout
Index Inclusions:
• OAKLEY CAPITAL INVESTMENTS (OCI LN Equity)
Index Exclusions :
• DEUTSCHE BETEILIGUNGS AG (DBAN GY Equity)

LPX Mezzanine
Index Inclusions:
• GLADSTONE INVESTMENT CORP (GAIN UW Equity)
• MONROE CAPITAL CORP (MRCC UW Equity)
• PHENIXFIN CORP (PFX UQ Equity)
Index Exclusions :
• FIRST EAGLE ALTERNATIVE CAPI (FCRD UW Equity)
• BLACKROCK CAPITAL INVESTMENT (BKCC UW Equity)

LPX Venture
Index Inclusions:
• SCHRODER UK PUBLIC PRIVATE (SUPP LN Equity)
Index Exclusions :
• n/a

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

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, July 7th, 2022
Date of chaining (based on closing prices):
• Thursday, July 14th, 2022
Effective Date:
• Friday, July 15th, 2022

NMX Composite
Inclusions:
• Centrica (CNA LN Equity)
• ONE Gas (OGS UN Equity)
• MTR (66 HK Equity)
Exclusions:
• ENTERPRISE PRODUCTS PARTNERS (EPD UN Equity)
• ENERGY TRANSFER LP (ET UN Equity)
• CHINA MERRCHANTS PORT HOLDINGS (144 HK Equity)

NMX30 Infrastructure Global
Inclusions:
• EAST JAPAN RAILWAY CO (9020 JT Equity)
• Centrica (CNA LN Equity)
• Airports of Thailand (AOT TB Equity)
Exclusions:
• VANTAGE TOWERS AG (VTWR GY Equity)
• ENTERPRISE PRODUCTS PARTNERS (EPD UN Equity)
• ENERGY TRANSFER LP (ET UN Equity)

NMX30 USD Infrastructure Global
Inclusions:
• Centrica (CNA LN Equity)
• Airports of Thailand (AOT TB Equity)
Exclusions:
• ENERGY TRANSFER LP (ET UN Equity)
• ENTERPRISE PRODUCTS PARTNERS (EPD UN Equity)

NMX Europe
Inclusions:
n/a
Exclusions:
n/a

NMX Asia
Inclusions:
• TTW (TTW TB Equity)
Exclusions
• China Merchants Port Holdings (Red Chip) (144 HK Equity)

NMX America
Inclusions:
• ONE Gas (OGS UN Equity)
• GMexico Transportes S.A .B. de C.V (GMXT* MF Equity)
Exclusions:
• ENTERPRISE PRODUCTS PARTNERS (EPD UN Equity)
• ENERGY TRANSFER LP (ET UN Equity)

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, July 7th, 2022
Date of chaining (based on closing prices):
• Thursday, July 14th, 2022
Effective Date:
• Friday, July 15th, 2022

DLX Direct Lending Index Rebalancing (Chaining) as of July 13, 2022
(based on closing prices)

Index Mutations
Index Inclusions:
• SLR INVESTMENT CORP (SLRC UW Equity)
• CRESCENT CAPITAL BDC INC (CCAP UQ Equity)
• CION INVESTMENT CORP (CION UN Equity)
Index Exclusions:
• GLADSTONE INVESTMENT CORP (GAIN UW Equity)
• TRIPLEPOINT VENTURE GROWTH B (TPVG UN Equity)
• STELLUS CAPITAL INVESTMENT C (SCM UN Equity)

Announcement Dates
Announcement of new number of shares in the index (Share Fixing Date):
• Thursday, July 7th, 2022
Date of chaining (based on closing prices):
• Thursday, July 14th, 2022
Effective Date:
• Friday, July 15th, 2022