Index Valuation Date - calendar quarter-end

Eligibility Date - 75 calendar days following the Index Valuation Date

All underlying assets held by public and private Business Development Companies (BDCs) that satisfy certain eligibility requirements

SEC regulated as a BDC under the Investment Company Act of 1940

At least 75% of total assets represented by direct loans as of the Index Valuation Date

Release SEC 10-K and 10-Q filings within 75 calendar days following the Index Valuation Date

Eligibility reviewed at quarterly Eligibility Dates

Asset-weighted by reported fair value

As of quarterly Index Valuation Dates

September 30, 2004 at 1,000

September 30, 2015