# Appendix II: Overview of Indices of the Company’s Sub-Funds - Table
| n° | Sub-Fund name | Benchmark/Index name | In scope of the Benchmark Regulation? | Administrator of the Index | Registered with the competent authority? |
| --- | --- | --- | --- | --- | --- |
| 1. | NN (L) AAA ABS | Bloomberg Barclays Euro ABS Floating Rate AAA | In scope | Bloomberg Index Services Limited | Yes |
| 2. | NN (L) Alternative Beta | HFRX Global Hedge Fund | Out of scope | N.A.* | N.A.* |
| 3. | NN (L) Asia Income | MSCI AC Asia Ex-Japan (NR) | In scope | MSCI Limited | Yes |
| 4. | NN (L) Asian Debt (Hard Currency) | J.P. Morgan Asia Credit (JACI) | In scope | J.P. Morgan Securities PLC | Yes |
| 5. | NN (L) Asian High Yield | ICE BofA Asian Dollar High Yield Corporate Constrained Index (20% lvl 4 sector 3% issuer cap) | In scope | ICE Data Indices LLC | Yes |
| 6. | NN (L) Banking & Insurance | MSCI World Financials (NR) | In scope | MSCI Limited | Yes |
| 7. | NN (L) Belgian Government Bond | J.P. Morgan Government Bond (GBI) Belgium (Traded) | In scope | J.P. Morgan Securities PLC | Yes |
| 8. | NN (L) Climate & Environment | MSCI AC World (NR) | Out of scope | N.A.* | N.A.* |
| 9. | NN (L) Commodity Enhanced | Bloomberg Commodity (TR) | In scope | Bloomberg Index Services Limited | Yes |
| 10. | NN (L) Corporate Green Bond | Bloomberg Barclays Euro Green Corporate Bond 5% Issuer Capped (NR) | In scope | Bloomberg Index Services Limited | Yes |
| 11. | NN (L) Emerging Europe Equity | MSCI Emerging Markets Europe 10/40 (NR) | In scope | MSCI Limited | Yes |
| 12. | NN (L) Emerging Markets Corporate Debt | J.P. Morgan Corporate Emerging Market Bond (CEMBI) Diversified | In scope | J.P. Morgan Securities PLC | Yes |
| 13. | NN (L) Emerging Markets Debt (Hard Currency) | J.P. Morgan Emerging Market Bond (EMBI) Global Diversified | In scope | J.P. Morgan Securities PLC | Yes |
| 14. | NN (L) Emerging Markets Debt (Local Bond) | J.P. Morgan Government Bond-Emerging Market (GBI-EM) Global Diversified | In scope | J.P. Morgan Securities PLC | Yes |
| 15. | NN (L) Emerging Markets Debt (Local Currency) | J.P. Morgan Emerging Local Markets Plus (ELMI+) | In scope | J.P. Morgan Securities PLC | Yes |
| 16. | NN (L) Emerging Markets Debt Short Duration (Hard Currency) | SOFR | Out of scope | N.A.* | N.A.* |
| 17. | NN (L) Emerging Markets Enhanced Index Sustainable Equity | MSCI Emerging Markets (NR) | In scope | MSCI Limited | Yes |
| 18. | NN (L) Emerging Markets High Dividend | MSCI Emerging Markets (NR) | In scope | MSCI Limited | Yes |
| 19. | NN (L) Energy | MSCI World Energy 10/40 (NR) | In scope | MSCI Limited | Yes |
| 20. | NN (L) Euro Covered Bond | Bloomberg Barclays Euro-Aggregate Securitized - Covered | In scope | Bloomberg Index Services Limited | Yes |
| 21. | NN (L) Euro Credit | Bloomberg Barclays Euro-Aggregate Corporate | In scope | Bloomberg Index Services Limited | Yes |
| 22. | NN (L) EURO Equity | MSCI EMU (NR) | In scope | MSCI Limited | Yes |
| 23. | NN (L) Euro Fixed Income | Bloomberg Barclays Euro-Aggregate | In scope | Bloomberg Index Services Limited | Yes |
| 24. | NN (L) Euro High Dividend | MSCI EMU (NR) | In scope | MSCI Limited | Yes |

| 25. | NN (L) Euro Income | MSCI EMU (NR) | In scope | MSCI Limited | Yes |
| --- | --- | --- | --- | --- | --- |
| 26. | NN (L) Euro Liquidity | €STR | Out of scope | N.A.* | N.A.* |
| 27. | NN (L) Euro Long Duration Bond | Bloomberg Barclays Euro Aggregate 10+ Y | In scope | Bloomberg Index Services Limited | Yes |
| 28. | NN (L) Euro Short Duration | J.P. Morgan EMU Investment Grade 1-3Y | In scope | J.P. Morgan Securities PLC | Yes |
| 29. | NN (L) Euro Sustainable Credit (excluding Financials) | Bloomberg Barclays Euro-Aggregate Corporate ex Financials | In scope | Bloomberg Index Services Limited | Yes |
| 30. | NN (L) Euro Sustainable Credit | Bloomberg Barclays Euro-Aggregate Corporate | In scope | Bloomberg Index Services Limited | Yes |
| 31. | NN (L) Euromix Bond | Bloomberg Barclays Euro-Aggregate Treasury AAA 1-10Y | In scope | Bloomberg Index Services Limited | Yes |
| 32. | NN (L) European ABS | Euribor 3-month | Out of scope | N.A.* | N.A.* |
| 33. | NN (L) European Enhanced Index Sustainable Equity | MSCI Europe (NR) | In scope | MSCI Limited | Yes |
| 34. | NN (L) European Equity | MSCI Europe (NR) | In scope | MSCI Limited | Yes |
| 35. | NN (L) European High Dividend | MSCI Europe (NR) | In scope | MSCI Limited | Yes |
| 36. | NN (L) European High Yield | ICE BofAML European Currency High Yield Constrained ex Subordinated Financials | In scope | ICE Data Indices LLC | Yes |
| 37. | NN (L) European Participation Equity | No Benchmark | Out of scope | N.A.* | N.A.* |
| 38. | NN (L) European Real Estate | GPR 250 Europe 10/40 20% UK (NR) | In scope | Global Property Research | Yes |
| 39. | NN (L) European Sustainable Equity | MSCI Europe (NR) | In scope | MSCI Limited | Yes |
| 40. | NN (L) First Class Multi Asset | Euribor 1-month | Out of scope | N.A.* | N.A.* |
| 41. | NN (L) First Class Multi Asset Premium | Euribor 1-month | Out of scope | N.A.* | N.A.* |
| 42. | NN (L) First Class Protection | No Benchmark | Out of scope | N.A.* | N.A.* |
| 43. | NN (L) First Class Stable Yield Opportunities | Euribor 1-month | Out of scope | N.A.* | N.A.* |
| 44. | NN (L) First Class Yield Opportunities | Euribor 1-month | Out of scope | N.A.* | N.A.* |
| 45. | NN (L) Food & Beverages | MSCI World Consumer Staples (NR) | In scope | MSCI Limited | Yes |
| 46. | NN (L) Frontier Markets Debt (Hard Currency) | J.P. Morgan Next Generation Markets (NEXGEM) ex Argentina | In scope | J.P. Morgan Securities PLC | Yes |
| 47. | NN (L) Global Bond Opportunities | Bloomberg Barclays Global Aggregate | In scope | Bloomberg Index Services Limited | Yes |
| 48. | NN (L) Global Convertible Bond | Refinitiv Global Focus Convertible Bond Index USD (Hedged) | In scope | Refinitiv Benchmark Services (UK) Limited | Yes |
| 49. | NN (L) Global Convertible Income | No Benchmark | Out of scope | N.A.* | N.A.* |
| 50. | NN (L) Global Convertible Opportunities | Refinitiv Global Focus Convertible Bond Index USD (Hedged) | In scope | Refinitiv Benchmark Services (UK) Limited | Yes |
| 51. | NN (L) Global Enhanced Index Sustainable Equity | MSCI World (NR) | In scope | MSCI Limited | Yes |
| 52. | NN (L) Global Equity Impact Opportunities | MSCI AC World (NR) | Out of scope | N.A.* | N.A.* |
| 53. | NN (L) Global High Dividend | MSCI World (NR) | In scope | MSCI Limited | Yes |

| 54. | NN (L) Global High Yield | Bloomberg Barclays High Yield 70% US 30% Pan-European ex Fin Subord 2% Issuer Capped | In scope | - Bloomberg Index Services Limited
- Bloomberg Index ServicesLimited
 | - Yes
- Yes
 |
| --- | --- | --- | --- | --- | --- |
| 55. | NN (L) Global Inflation Linked Bond | Bloomberg Barclays World Govt Inflation-Linked All Maturities EUR (hedged) | In scope | Bloomberg Index Services Limited | Yes |
| 56. | NN (L) Global Investment Grade Credit | Bloomberg Barclays Global Aggregate Corporate | In scope | Bloomberg Index Services Limited | Yes |
| 57. | NN (L) Global Real Estate | GPR 250 Global 10/40 (NR) | In scope | Global Property Research | Yes |
| 58. | NN (L) Global Sustainable Equity | MSCI World (NR) | In scope | MSCI Limited | Yes |
| 59. | NN (L) Greater China Equity | MSCI Golden Dragon 10/40 (NR) | In scope | MSCI Limited | Yes |
| 60. | NN (L) Green Bond | Bloomberg Barclays MSCI Euro Green Bond (NR) | In scope | Bloomberg Index Services Limited | Yes |
| 61. | NN (L) Green Bond Short Duration | Bloomberg Barclays MSCI Euro Green Bond (NR) | In scope | Bloomberg Index Services Limited | Yes |
| 62. | NN (L) Health Care | MSCI World Health Care (NR) | In scope | MSCI Limited | Yes |
| 63. | NN (L) Health & Well-being | MSCI AC World (NR) | Out of scope | N.A.* | N.A.* |
| 64. | NN (L) Japan Equity | MSCI Japan (NR) | In scope | MSCI Limited | Yes |
| 65. | NN (L) Multi Asset Factor Opportunities | SOFR | Out of scope | N.A.* | N.A.* |
| 66. | NN (L) Multi Asset High Income | No Benchmark | Out of scope | N.A.* | N.A.* |
| 67. | NN (L) North America Enhanced Index Sustainable Equity | MSCI North America (NR) | In scope | MSCI Limited | Yes |
| 68. | NN (L) Smart Connectivity | MSCI AC World (NR) | Out of scope | N.A.* | N.A.* |
| 69. | NN (L) Sovereign Green Bond | Bloomberg Barclays MSCI Euro Green Bond Treasury and Government | In scope | Bloomberg Index Services Limited | Yes |
| 70. | NN (L) US Behavioural Equity | S&P 500 (NR) | In scope | S&P Dow Jones Indices LLC | Yes |
| 71. | NN (L) US Credit | Bloomberg Barclays US Aggregate Corporate | In scope | Bloomberg Index Services Limited | Yes |
| 72. | NN (L) US Enhanced Core Concentrated Equity | S&P 500 (NR) | In scope | S&P Dow Jones Indices LLC | Yes |
| 73. | NN (L) US Factor Credit | Bloomberg Barclays US Aggregate Corporate | In scope | Bloomberg Index Services Limited | Yes |
| 74. | NN (L) US Growth Equity | Russell 1000 Growth (TR) | In scope | FTSE International Limited | Yes |
| 75. | NN (L) US High Dividend | S&P 500 (NR) | In scope | S&P Dow Jones Indices LLC | Yes |
| 76. | NN (L) US High Yield | ICE BofAML US High Yield Constrained (TR) | In scope | ICE Data Indices LLC | Yes |

* the Sub-Fund does not use an index, uses an index in a way which is not in scope of the Benchmark Regulation or uses an Index for which its Administrator is a Central Bank which is not in scope of the Benchmark Regulation.

##### For additional information please contact: NN Investment Partners

##### P.O. Box 90470

##### 2509 LL The Hague The Netherlands

##### e-mail: info@nnip.com

##### or www.nnip.com

Translation (ENES, 2021-03-10):
# Anexo II: Visión general de los índices de los Subfondos de la Sociedad - Tabla
| n.° | Nombre del Subfondo | Nombre del Índice de referencia/Índice | ¿En el alcance del Reglamento sobre índices de referencia? | Administrador del índice | ¿Registrado ante la autoridad competente? |
| --- | --- | --- | --- | --- | --- |
| 1. | NN (L) AAA ABS | Bloomberg Barclays Euro ABS Floating Rate AAA | En alcance | Bloomberg Index Services Limited | Sí |
| 2. | NN (L) Alternative Beta | HFRX Global Hedge Fund | Fuera de alcance | N.A.* | N.A.* |
| 3. | NN (L) Asia Income | MSCI AC Asia Ex-Japan (NR) | En alcance | MSCI Limited | Sí |
| 4. | NN (L) Asian Debt (Hard Currency) | J.P. Morgan Asia Credit (JACI) | En alcance | J.P. Morgan Securities PLC | Sí |
| 5. | NN (L) Asian High Yield | ICE BofA Asian Dollar High Yield Corporate Constrained Index (20% por sector, nivel 4, con un límite del emisor del 3%) | En alcance | ICE Data Indices LLC | Sí |
| 6. | NN (L) Banking & Insurance | MSCI World Financials (NR) | En alcance | MSCI Limited | Sí |
| 7. | NN (L) Belgian Government Bond | J.P. Morgan Government Bond (GBI) Belgium (Traded) | En alcance | J.P. Morgan Securities PLC | Sí |
| 8. | NN (L) Climate & Environment | MSCI AC World (NR) | Fuera de alcance | N.A.* | N.A.* |
| 9. | NN (L) Commodity Enhanced | Bloomberg Commodity (TR) | En alcance | Bloomberg Index Services Limited | Sí |
| 10. | NN (L) Corporate Green Bond | Bloomberg Barclays Euro Green Corporate Bond 5% Issuer Capped (NR) | En alcance | Bloomberg Index Services Limited | Sí |
| 11. | NN (L) Emerging Europe Equity | MSCI Emerging Markets Europe 10/40 (NR) | En alcance | MSCI Limited | Sí |
| 12. | NN (L) Emerging Markets Corporate Debt | J.P. Morgan Corporate Emerging Market Bond (CEMBI) Diversified | En alcance | J.P. Morgan Securities PLC | Sí |
| 13. | NN (L) Emerging Markets Debt (Hard Currency) | J.P. Morgan Emerging Market Bond (EMBI) Global Diversified | En alcance | J.P. Morgan Securities PLC | Sí |
| 14. | NN (L) Emerging Markets Debt (Local Bond) | J.P. Morgan Government Bond-Emerging Market (GBI-EM) Global Diversified | En alcance | J.P. Morgan Securities PLC | Sí |
| 15. | NN (L) Emerging Markets Debt (Local Currency) | J.P. Morgan Emerging Local Markets Plus (ELMI+) | En alcance | J.P. Morgan Securities PLC | Sí |
| 16. | NN (L) Emerging Markets Debt Short Duration (Hard Currency) | SOFR | Fuera de alcance | N.A.* | N.A.* |
| 17. | NN (L) Emerging Markets Enhanced Index Sustainable Equity | MSCI Emerging Markets (NR) | En alcance | MSCI Limited | Sí |
| 18. | NN (L) Emerging Markets High Dividend | MSCI Emerging Markets (NR) | En alcance | MSCI Limited | Sí |
| 19. | NN (L) Energy | MSCI World Energy 10/40 (NR) | En alcance | MSCI Limited | Sí |
| 20. | NN (L) Euro Covered Bond | Bloomberg Barclays Euro-Aggregate Securitized - Covered | En alcance | Bloomberg Index Services Limited | Sí |
| 21. | NN (L) Euro Credit | Bloomberg Barclays Euro-Aggregate Corporate | En alcance | Bloomberg Index Services Limited | Sí |
| 22. | NN (L) EURO Equity | MSCI EMU (NR) | En alcance | MSCI Limited | Sí |
| 23. | NN (L) Euro Fixed Income | Bloomberg Barclays Euro-Aggregate | En alcance | Bloomberg Index Services Limited | Sí |

| 24. | NN (L) Euro High Dividend | MSCI EMU (NR) | En alcance | MSCI Limited | Sí |
| --- | --- | --- | --- | --- | --- |
| 25. | NN (L) Euro Income | MSCI EMU (NR) | En alcance | MSCI Limited | Sí |
| 26. | NN (L) Euro Liquidity | €STR | Fuera de alcance | N.A.* | N.A.* |
| 27. | NN (L) Euro Long Duration Bond | Bloomberg Barclays Euro Aggregate 10+ Y | En alcance | Bloomberg Index Services Limited | Sí |
| 28. | NN (L) Euro Short Duration | J.P. Morgan EMU Investment Grade 1-3Y | En alcance | J.P. Morgan Securities PLC | Sí |
| 29. | NN (L) Euro Sustainable Credit (excluding Financials) | Bloomberg Barclays Euro-Aggregate Corporate ex Financials | En alcance | Bloomberg Index Services Limited | Sí |
| 30. | NN (L) Euro Sustainable Credit | Bloomberg Barclays Euro-Aggregate Corporate | En alcance | Bloomberg Index Services Limited | Sí |
| 31. | NN (L) Euromix Bond | Bloomberg Barclays Euro-Aggregate Treasury AAA 1-10Y | En alcance | Bloomberg Index Services Limited | Sí |
| 32. | NN (L) European ABS | Euribor a 3 meses | Fuera de alcance | N.A.* | N.A.* |
| 33. | NN (L) European Enhanced Index Sustainable Equity | MSCI Europe (NR) | En alcance | MSCI Limited | Sí |
| 34. | NN (L) European Equity | MSCI Europe (NR) | En alcance | MSCI Limited | Sí |
| 35. | NN (L) European High Dividend | MSCI Europe (NR) | En alcance | MSCI Limited | Sí |
| 36. | NN (L) European High Yield | ICE BofAML European Currency High Yield Constrained ex Subordinated Financials | En alcance | ICE Data Indices LLC | Sí |
| 37. | NN (L) European Participation Equity | Sin índice de referencia | Fuera de alcance | N.A.* | N.A.* |
| 38. | NN (L) European Real Estate | GPR 250 Europe 10/40 20% UK (NR) | En alcance | Global Property Research | Sí |
| 39. | NN (L) European Sustainable Equity | MSCI Europe (NR) | En alcance | MSCI Limited | Sí |
| 40. | NN (L) First Class Multi Asset | Euribor a 1 mes | Fuera de alcance | N.A.* | N.A.* |
| 41. | NN (L) First Class Multi Asset Premium | Euribor a 1 mes | Fuera de alcance | N.A.* | N.A.* |
| 42. | NN (L) First Class Protection | Sin índice de referencia | Fuera de alcance | N.A.* | N.A.* |
| 43. | NN (L) First Class Stable Yield Opportunities | Euribor a 1 mes | Fuera de alcance | N.A.* | N.A.* |
| 44. | NN (L) First Class Yield Opportunities | Euribor a 1 mes | Fuera de alcance | N.A.* | N.A.* |
| 45. | NN (L) Food & Beverages | MSCI World Consumer Staples (NR) | En alcance | MSCI Limited | Sí |
| 46. | NN (L) Frontier Markets Debt (Hard Currency) | J.P. Morgan Next Generation Markets (NEXGEM) ex Argentina | En alcance | J.P. Morgan Securities PLC | Sí |
| 47. | NN (L) Global Bond Opportunities | Bloomberg Barclays Global Aggregate | En alcance | Bloomberg Index Services Limited | Sí |
| 48. | NN (L) Global Convertible Bond | Refinitiv Global Focus Convertible Bond Index USD (Hedged) | En alcance | Refinitiv Benchmark Services (UK) Limited | Sí |
| 49. | NN (L) Global Convertible Income | Sin índice de referencia | Fuera de alcance | N.A.* | N.A.* |
| 50. | NN (L) Global Convertible Opportunities | Refinitiv Global Focus Convertible Bond Index USD (Hedged) | En alcance | Refinitiv Benchmark Services (UK) Limited | Sí |
| 51. | NN (L) Global Enhanced Index Sustainable Equity | MSCI World (NR) | En alcance | MSCI Limited | Sí |
| 52. | NN (L) Global Equity Impact Opportunities | MSCI AC World (NR) | Fuera de alcance | N.A.* | N.A.* |

| 53. | NN (L) Global High Dividend | MSCI World (NR) | En alcance | MSCI Limited | Sí |
| --- | --- | --- | --- | --- | --- |
| 54. | NN (L) Global High Yield | Bloomberg Barclays High Yield 70% US 30% Pan-European ex Fin Subord 2% Issuer Capped | En alcance | - Bloomberg Index Services Limited
- Bloomberg Index ServicesLimited
 | - Sí
- Sí
 |
| 55. | NN (L) Global Inflation Linked Bond | Bloomberg Barclays World Govt Inflation-Linked All Maturities EUR (cubierto) | En alcance | Bloomberg Index Services Limited | Sí |
| 56. | NN (L) Global Investment Grade Credit | Bloomberg Barclays Global Aggregate Corporate | En alcance | Bloomberg Index Services Limited | Sí |
| 57. | NN (L) Global Real Estate | GPR 250 Global 10/40 (NR) | En alcance | Global Property Research | Sí |
| 58. | NN (L) Global Sustainable Equity | MSCI World (NR) | En alcance | MSCI Limited | Sí |
| 59. | NN (L) Greater China Equity | MSCI Golden Dragon 10/40 (NR) | En alcance | MSCI Limited | Sí |
| 60. | NN (L) Green Bond | Bloomberg Barclays MSCI Euro Green Bond (NR) | En alcance | Bloomberg Index Services Limited | Sí |
| 61. | NN (L) Green Bond Short Duration | Bloomberg Barclays MSCI Euro Green Bond (NR) | En alcance | Bloomberg Index Services Limited | Sí |
| 62. | NN (L) Health Care | MSCI World Health Care (NR) | En alcance | MSCI Limited | Sí |
| 63. | NN (L) Health & Well-being | MSCI AC World (NR) | Fuera de alcance | N.A.* | N.A.* |
| 64. | NN (L) Japan Equity | MSCI Japan (NR) | En alcance | MSCI Limited | Sí |
| 65. | NN (L) Multi Asset Factor Opportunities | SOFR | Fuera de alcance | N.A.* | N.A.* |
| 66. | NN (L) Multi Asset High Income | Sin índice de referencia | Fuera de alcance | N.A.* | N.A.* |
| 67. | NN (L) North America Enhanced Index Sustainable Equity | MSCI North America (NR) | En alcance | MSCI Limited | Sí |
| 68. | NN (L) Smart Connectivity | MSCI AC World (NR) | Fuera de alcance | N.A.* | N.A.* |
| 69. | NN (L) Sovereign Green Bond | Bloomberg Barclays MSCI Euro Green Bond Treasury and Government | En alcance | Bloomberg Index Services Limited | Sí |
| 70. | NN (L) US Behavioural Equity | S&P 500 (NR) | En alcance | S&P Dow Jones Indices LLC | Sí |
| 71. | NN (L) US Credit | Bloomberg Barclays US Aggregate Corporate | En alcance | Bloomberg Index Services Limited | Sí |
| 72. | NN (L) US Enhanced Core Concentrated Equity | S&P 500 (NR) | En alcance | S&P Dow Jones Indices LLC | Sí |
| 73. | NN (L) US Factor Credit | Bloomberg Barclays US Aggregate Corporate | En alcance | Bloomberg Index Services Limited | Sí |
| 74. | NN (L) US Growth Equity | Russell 1000 Growth (TR) | En alcance | FTSE International Limited | Sí |
| 75. | NN (L) US High Dividend | S&P 500 (NR) | En alcance | S&P Dow Jones Indices LLC | Sí |
| 76. | NN (L) US High Yield | ICE BofAML US High Yield Constrained (TR) | En alcance | ICE Data Indices LLC | Sí |

* El Subfondo no utiliza un índice, utiliza un índice que no está incluido en el ámbito de aplicación del Reglamento de referencia, o cuyo administrador es un Banco Central que no está incluido en el ámbito de

#### aplicación del Reglamento de referencia.

#### Para obtener información adicional, póngase en contacto con: NN Investment Partners

#### P.O. Box 90470

#### 2509 LL La Haya Países Bajos

#### Correo electrónico: info@nnip.com o www.nnip.com

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