Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

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Index Constituents (as of 07-Sep-2019)

CONSTITUENT MATURITY INDEX WEIGHT* 24 Hour Fitness 5/30/2025 0.08% 24-7 Intouch 8/25/2025 0.02% 8th Avenue Food & Provisions 10/1/2025 0.05% A Wireless 5/1/2023 0.05% ABC Financial Services, Inc 1/2/2025 0.03% Abercrombie & Fitch 8/7/2021 0.02% Acadia Healthcare Company Inc 2/11/2022 0.04% Acadia Healthcare Company Inc 2/16/2023 0.08% AccentCare Inc 6/22/2026 0.03% Access Information Management 2/27/2025 0.08% Accolade Wines 5/31/2025 0.03% Acelity (Kinetic Concepts) 2/2/2024 0.10% Acelity (Kinetic Concepts) 1/26/2024 0.02% Acrisure LLC 11/22/2023 0.18% Acrisure LLC 11/22/2023 0.04% Action Nederland B.V. 2/13/2025 0.19% ADB Airfield Solutions 9/2/2024 0.02% Addison Group 4/15/2026 0.03% Adient Ltd 5/6/2024 0.07% ADS Waste Holdings 11/10/2023 0.13% Adtalem Global Education Inc 4/11/2025 0.03% Advantage Sales and Marketing 7/23/2021 0.16% Advantage Sales and Marketing 7/23/2021 0.05% Affinity Gaming 7/1/2023 0.03% Agiliti 1/4/2026 0.06% AGRO Merchants Group 12/6/2024 0.03% AgroFresh Inc 7/31/2021 0.04% Ahlsell Holding AB 2/27/2026 0.12% Aimbridge Hospitality 2/2/2026 0.03% Air Medical Group Holdings Inc 4/28/2022 0.16% Air Medical Group Holdings Inc 3/14/2025 0.12% Air Methods Corporation 4/22/2024 0.09%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Airxcel Inc 4/28/2025 0.03% Akorn Inc 4/16/2021 0.07% Akzo Nobel Chemicals 10/1/2025 0.38% Akzo Nobel Chemicals 9/20/2025 0.15% AL Midcoast Holdings LLC 8/1/2025 0.05% Alamo Portfolio (Viva Alamo) 5/2/2025 0.07% Alamo Portfolio (Viva Alamo) 4/20/2026 0.02% Albany Molecular Research Inc 8/30/2024 0.06% Albea Beauty 4/22/2024 0.04% Albea Beauty 4/12/2024 0.03% Albertson's LLC 8/17/2026 0.15% Albertson's LLC 11/17/2025 0.14% Alera Group 8/1/2025 0.06% Aleris International Inc 2/27/2023 0.10% Alion Science and Technology 8/19/2021 0.04% AlixPartners LLP 4/4/2024 0.14% AlixPartners LLP 4/4/2024 0.03% Alkermes Inc 3/27/2023 0.03% All3Media 5/23/2026 0.03% Alliance HealthCare Services 10/24/2023 0.03% Alliant Insurance Services Inc 5/9/2025 0.18% Alliant Insurance Services Inc 5/9/2025 0.05% AlliedUniversal 7/10/2026 0.18% Allnex Belgium SA/NV 9/13/2023 0.05% Allnex Belgium SA/NV 9/13/2023 0.03% Allnex Belgium SA/NV 9/13/2023 0.07% Alloheim 2/5/2025 0.04% ALM Media 7/31/2020 0.02% Alorica Inc 6/30/2022 0.02% Alstom S.A. 8/29/2021 0.01% Alstom S.A. 8/29/2021 0.01% Alterra Mountain Company 7/31/2024 0.15% Altice Financing SA 7/15/2025 0.08% Altice Financing SA 1/6/2026 0.02% Altice Group 1/31/2026 0.08% Altra Industrial Motion 10/1/2025 0.11% Altran 3/20/2025 0.03% Altran 2/1/2025 0.15% Alvogen Pharma US Inc 4/1/2022 0.08% AMC Entertainment Inc 4/22/2026 0.18% Amedes AG 5/22/2026 0.04% AMEOS AG 5/25/2024 0.04%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Amer Sports 3/1/2026 0.14% American Airlines 10/10/2021 0.11% American Airlines 4/28/2023 0.09% American Airlines 12/14/2023 0.11% American Airlines 6/27/2025 0.16% American Axle & Manufacturing 4/6/2024 0.11% American Bath Group 9/30/2023 0.06% American Beacon Advisors 4/30/2023 0.01% American Beacon Advisors 4/30/2022 0.03% American Builders & Contractors Supply Co Inc 10/31/2023 0.17% American Gaming Systems 2/15/2024 0.05% American Greetings Corp 4/6/2024 0.04% American Renal Holdings Inc 6/21/2024 0.04% American Residential Services LLC 6/30/2022 0.02% American Rock Salt Company 3/21/2025 0.04% American Seafoods Group LLC 8/21/2023 0.06% American Tire Distributors Inc 9/2/2024 0.06% American Traffic Solutions 2/28/2025 0.08% AmeriLife Group LLC 6/12/2026 0.02% AMF Group 7/3/2024 0.07% Ammeraal Beltech BV 9/26/2025 0.07% Amneal Pharmaceuticals LLC 5/4/2025 0.22% AmWINS Group Inc 1/25/2024 0.12% Amynta Group 2/28/2025 0.06% Anastasia Beverly Hills 8/11/2025 0.04% Ancestry.com 10/19/2023 0.16% Anchor Packaging 7/18/2026 0.03% ANGUS Chemical Company 2/2/2022 0.02% ANGUS Chemical Company 2/2/2022 0.02% Anvil International LLC 5/28/2026 0.07% AOC/Aliancys 8/1/2025 0.05% Apcoa Parking AG 3/20/2024 0.03% Apergy Corporation 5/9/2025 0.03% Apex Tool 8/1/2024 0.08% Apollo Commercial Real Estate Finance 5/15/2026 0.05% Apple Leisure Group 3/29/2024 0.08% Applied Systems Inc 9/19/2024 0.11% AppLovin Corporation 8/15/2025 0.11% April Insurance 4/24/2026 0.05% Aptean Holdings 4/23/2026 0.03% APX Group 4/1/2024 0.07% Arbor Pharmaceuticals 7/5/2023 0.04%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Arch Coal Inc 3/7/2024 0.03% Archroma 6/30/2024 0.03% Arclin Inc 2/14/2024 0.05% Arctic Glacier Inc 3/20/2024 0.04% Ardent Health Services Inc 6/30/2025 0.07% Areas Worldwide 7/6/2026 0.09% ARG IH Corp 2/5/2025 0.23% Argon Medical Devices, Inc 1/23/2025 0.03% Argon Medical Devices, Inc 1/23/2026 0.01% Aria Energy Corp 5/27/2022 0.01% Aristocrat Leisure Ltd 10/19/2024 0.18% Armacell International GmbH 3/1/2023 0.05% Array Canada Inc 2/10/2023 0.03% Ascend Learning LLC 7/12/2024 0.06% Ascensus Inc 12/5/2022 0.08% Ascensus Inc 12/12/2022 0.01% ASG Technologies 7/31/2024 0.03% Ashland Inc 5/17/2024 0.05% Asmodee Editions SAS 10/23/2025 0.02% Aspen Dental Management Inc 4/30/2025 0.08% Assetmark Financial Holdings 11/14/2025 0.01% Associated Asphalt 4/5/2024 0.03% AssuredPartners Inc 10/22/2024 0.16% Assystem Technologies 9/30/2024 0.04% Astoria Energy LLC 12/24/2021 0.06% Asurion Corporation 8/4/2022 0.21% Asurion Corporation 11/3/2023 0.29% Asurion Corporation 8/4/2025 0.31% Asurion Corporation 11/3/2024 0.20% athenahealth Inc 2/11/2026 0.33% Athletico Physical Therapy 10/31/2025 0.04% ATI Physical Therapy 5/10/2023 0.07% Atkins Nutritionals Inc 7/7/2024 0.02% Atkore International Group 12/22/2023 0.08% Atlantic Aviation Corporation 12/6/2025 0.09% Atlantic Broadband Finance LLC 1/3/2025 0.15% Atlantic Power Corp 4/13/2023 0.04% Atotech Deutschland GmbH 1/31/2024 0.09% Audio Visual Services Corp. 3/3/2025 0.11% Augusta Sportswear Group 10/26/2023 0.03% Authentic Brands 9/27/2024 0.11% Autodata 6/1/2026 0.04%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Avaloq 7/6/2024 0.03% Avantor Performance Materials Inc 11/21/2024 0.07% Avantor Performance Materials Inc 11/21/2024 0.03% AVAST Software 9/29/2023 0.04% AVAST Software 9/30/2023 0.04% Avaya Inc 12/15/2024 0.26% Averys SA 8/8/2025 0.03% AVS Verkehrssicherung 7/17/2026 0.02% Axilone 2/7/2025 0.03% Azelis SA 7/24/2025 0.05% B&B Hotels 7/10/2026 0.05% Ball Metalpack 7/31/2025 0.03% Barracuda Networks 2/12/2025 0.07% Bass Pro Shops Inc 9/25/2024 0.36% BCP Renaissance Parent LLC 10/31/2024 0.11% Beacon Sales Acquisition 1/2/2025 0.09% Beasley Broadcast Group Inc 11/1/2023 0.02% Beaver-Visitec International 2/20/2026 0.04% Befesa 6/26/2026 0.04% Belfor Holdings Inc 4/6/2026 0.05% Belron International Ltd 11/7/2024 0.09% Belron International Ltd 11/13/2025 0.04% Belron International Ltd 10/25/2024 0.03% BenefitMall 12/28/2024 0.02% Berlin Packaging 11/7/2025 0.07% Berlin Packaging 11/7/2025 0.01% Berlys and Bellsola 1/30/2025 0.03% BGIS 6/1/2026 0.04% Big Ass Solutions 5/21/2024 0.03% Big River Steel 8/23/2023 0.04% Binding Site 3/28/2025 0.03% Bioclinica 10/20/2023 0.04% BioGroup-LCD 4/17/2026 0.08% Bioplan 9/23/2021 0.02% BioScrip Inc 8/6/2026 0.08% Bison Midstream Holdings LLC 5/21/2025 0.07% BJ's Wholesale Club Inc 2/3/2024 0.14% Blackboard Inc 6/30/2021 0.03% Blackhawk Network Holdings 6/15/2025 0.13% Blackstone CQP Holdco LP 9/30/2024 0.24% Blackstone Mortgage Trust 4/23/2026 0.05% Blount Inc 4/12/2023 0.06%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* BMC Software Inc 10/2/2025 0.28% BMC Software Inc 9/1/2025 0.08% Bojangles' Restaurants Inc 1/28/2026 0.03% Bombardier Recreational Products 5/23/2025 0.08% Bombardier Recreational Products 5/23/2025 0.03% Bomgar Corp 4/18/2025 0.06% Booz Allen Hamilton 6/30/2023 0.04% Boyd Corp 9/6/2025 0.11% Boyd Corp 7/24/2026 0.01% Boyd Gaming Corp. 9/15/2023 0.10% Bracket Global 9/5/2025 0.05% Brand Energy & Infrastructure Services 6/21/2024 0.24% Breitling SA 7/7/2024 0.02% Brickman Group Holdings Inc 8/15/2025 0.09% Bright Horizons Family Solutions Inc 11/7/2023 0.10% BrightSpring Health Services 3/5/2026 0.17% BroadStreet Partners 11/8/2023 0.08% Buffalo Gulf Coast Terminals LLC 6/26/2025 0.05% Builders Firstsource 2/29/2024 0.01% Burger King Corp 2/16/2024 0.57% Busy Bees Ltd 5/12/2022 0.04% BWAY Corp 4/3/2024 0.17% C&D Technologies Inc 12/20/2025 0.03% Cable & Wireless Communications Plc 1/30/2026 0.15% Cable One Inc 5/1/2024 0.04% Cablevision Systems 7/17/2025 0.27% Cablevision Systems 1/25/2026 0.13% Cablevision Systems 1/15/2026 0.12% Cablevision Systems 4/15/2027 0.09% Cabot Microelectronics Corp 11/14/2025 0.09% Caesars Entertainment Inc 10/7/2024 0.13% Caesars Resort Collection LLC 12/23/2024 0.41% Caldic 6/28/2024 0.02% Caldic 7/18/2024 0.01% Caliber Collision 2/5/2026 0.17% California Cryobank 8/6/2025 0.04% California Resources Corporation 12/31/2021 0.08% California Resources Corporation 12/31/2022 0.11% Callaway Golf Company 1/4/2026 0.04% Calpine Construction 1/15/2025 0.09% Calpine Corp 1/15/2024 0.14% Calpine Corp 4/5/2026 0.09%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Calpine Corp 8/12/2026 0.07% Cambium Learning Inc 12/18/2025 0.03% Canam Steel 7/1/2024 0.03% Capco 7/31/2023 0.02% Capital Automotive LP 3/25/2024 0.07% Caprock Midstream LLC 11/3/2025 0.06% Carbonite 3/26/2026 0.05% Carestream Dental LLC 9/1/2024 0.03% Carestream Health Inc 6/7/2021 0.03% Carestream Health Inc 2/28/2021 0.05% Carlisle FoodService Products 3/20/2025 0.03% Carroll County Energy 2/16/2026 0.04% Carrols Corp 4/30/2026 0.04% Cast & Crew Entertainment Services 2/9/2026 0.07% Catalent Pharma Solutions 5/18/2026 0.09% Catalent Pharma Solutions 5/20/2024 0.03% CBS Outdoor 3/18/2024 0.06% CBS Radio 11/18/2024 0.08% CCC Information Services 4/29/2024 0.09% CCM Merger (MotorCity Casino) 8/6/2021 0.03% Cegid Group SA 9/23/2023 0.02% Cegid Group SA 9/16/2023 0.01% Celestica Inc 6/27/2025 0.03% Celestica Inc 6/27/2025 0.02% Cengage Learning 6/7/2023 0.15% Central Security Group 10/6/2021 0.02% CEP 12/13/2024 0.05% CeramTec 3/7/2025 0.01% CeramTec 11/30/2024 0.08% Cerba European Lab 3/21/2024 0.06% Cerba European Lab 4/22/2024 0.04% Ceridian Corporation 4/30/2025 0.06% Certara, LP 8/15/2024 0.03% Cetera Financial Group Inc 10/1/2025 0.08% Ceva Sante Animale 3/29/2026 0.16% CH Guenther & Son 3/31/2025 0.06% CH Guenther & Son 3/30/2025 0.02% Change Healthcare Holdings 3/1/2024 0.37% Charter NEX Films Inc 5/16/2024 0.06% Charter NEX Films Inc 5/16/2024 0.06% Cheplapharm 7/14/2025 0.08% CHG Healthcare Services Inc 6/7/2023 0.15%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* CHI Overhead Doors Inc 7/29/2022 0.04% Chobani LLC 10/10/2023 0.07% Chromaflo Technologies LLC 11/20/2023 0.01% Chromaflo Technologies LLC 11/20/2023 0.02% Ciena Corp 9/26/2025 0.06% Cincinnati Bell Inc 10/2/2024 0.05% Cineworld 2/28/2025 0.25% Cineworld 2/22/2025 0.05% Circet 3/21/2025 0.06% CIRCOR International 12/11/2024 0.07% Cirque Du Soleil Inc 7/8/2022 0.07% Cision-Vocus 6/16/2023 0.09% Cision-Vocus 6/16/2023 0.02% CITGO Petroleum Corp 7/29/2021 0.06% CITGO Petroleum Corp 3/28/2024 0.11% CITGO Petroleum Corp 8/1/2023 0.05% CityCenter Holdings LLC 4/18/2024 0.16% Clarion Events 9/30/2024 0.04% Clarion Events 10/10/2024 0.03% Clarke American 11/3/2023 0.12% CLEAResult Consulting Inc 8/8/2025 0.04% Clearwater Paper Corp 7/26/2026 0.03% ClubCorp Inc 9/18/2024 0.09% CNT Holdings III Corp(1-800 Contacts Inc) 1/22/2023 0.04% Cognita 11/28/2025 0.04% Cohu 10/1/2025 0.03% Coinmach Laundry Corp 11/14/2022 0.15% Cole Haan Holdings Inc 2/12/2025 0.03% Cole-Parmer Instrument Company 3/21/2024 0.05% Colisee Patrimoine Group SAS 3/28/2026 0.06% Cologix 3/20/2024 0.03% Columbus McKinnon 1/31/2024 0.03% Comdata SpA 5/30/2024 0.03% Comexposium SA 3/27/2026 0.04% CommerceHub 5/21/2025 0.03% Commercial Vehicle Group Inc 4/12/2023 0.01% CommScope Inc 4/6/2026 0.29% Compass Power Generation 12/20/2024 0.07% Compuware Corp 8/22/2025 0.06% Concentra Managed Care Inc 6/1/2023 0.02% Concentra Managed Care Inc 6/1/2022 0.10% Concordia Healthcare Corp 9/6/2024 0.07%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Concordia Healthcare Corp 9/6/2024 0.02% Confie Seguros 4/19/2022 0.06% Consol Mining Company 9/27/2024 0.03% Consolidated Aerospace Manufacturing 8/11/2022 0.03% Consolidated Communications Inc 10/5/2023 0.16% Consolidated Container Co 5/22/2024 0.05% Consolidated Container Co 6/14/2026 0.02% Consolidated Energy Limited 5/7/2025 0.05% Consolidated Precision Products 4/30/2025 0.10% Constellation Brands Canada 12/15/2023 0.03% Conterra Ultra Broadband 4/30/2026 0.02% ConvaTec 10/31/2023 0.04% ConvergeOne LLC 1/4/2026 0.08% Convergint Technologies LLC 2/3/2025 0.07% Cooper Standard 11/2/2023 0.03% Cooperation Pharmaceutique Francaise 6/29/2025 0.06% Corel Corp 7/2/2026 0.04% Corialis NV/SA 1/31/2024 0.03% Corialis NV/SA 1/31/2024 0.01% Coty Inc 4/7/2025 0.12% Coty Inc 4/3/2025 0.07% Covenant Surgical Partners Inc 7/1/2026 0.02% CPA Global 11/1/2024 0.08% CPA Global 10/4/2024 0.02% CPG International Inc 5/5/2024 0.07% CPI International 7/26/2024 0.04% CPM Corp 11/17/2025 0.05% CPM Corp 11/16/2026 0.02% CPV Shore Holdings 12/29/2025 0.04% Creative Artists Agency 2/15/2024 0.07% Crestwood Holdings LLC 3/6/2023 0.03% Crosby Worldwide 6/26/2026 0.04% CryoLife, Inc 12/2/2024 0.02% Culligan International Company 12/13/2023 0.03% Culligan International Company 12/13/2023 0.05% Cumulus Media Inc 5/13/2022 0.05% Curaeos B.V. 5/23/2025 0.02% Curium 7/9/2026 0.04% Curium 7/9/2026 0.02% CWGS Group (Camping World) 11/8/2023 0.09% Cyanco Company LLC 3/16/2025 0.04% Cyxtera Technologies 5/1/2024 0.07%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* D.E. Master Blenders 11/1/2025 0.06% D.E. Master Blenders 10/23/2023 0.37% D.E. Master Blenders 10/23/2025 0.03% Datto 4/2/2026 0.05% David's Bridal 7/18/2023 0.01% Dawn Acquisition 12/31/2025 0.05% Dayco Products 5/19/2023 0.04% Dealer Tire LLC 12/12/2025 0.09% Dealogic 12/21/2024 0.02% Dealogic 12/5/2024 0.02% Del Frisco's Restaurant Group Inc 6/27/2025 0.03% Delachaux 4/16/2026 0.02% Delachaux 3/28/2026 0.06% Deltafiber 1/9/2025 0.04% Dental Corporation of Canada Inc 6/6/2025 0.07% Dexter Axle Company 7/24/2024 0.06% Dexter Axle Company 7/24/2024 0.03% Dexter Axle Company 7/24/2024 0.01% Dhanani Group of Companies Inc 7/20/2025 0.04% Diaverum 5/24/2024 0.06% Diebold Nixdorf 11/6/2023 0.04% Diebold Nixdorf 8/31/2022 0.06% Diebold Nixdorf 4/30/2022 0.03% Diebold Nixdorf 11/6/2023 0.03% Digital River Inc 2/12/2021 0.01% Diplomat Pharmacy Inc 12/20/2024 0.03% Direct ChassisLink 4/10/2026 0.07% DiscoverOrg 2/2/2026 0.08% Distributed Power Business 10/31/2025 0.04% Distributed Power Business 10/5/2025 0.08% Diversey Inc 9/6/2024 0.08% Diversey Inc 7/25/2024 0.06% Diversified Machine Inc 11/15/2023 0.02% DiversiTech 6/3/2024 0.03% Dole Food Company Inc 4/6/2024 0.08% Domus Vi SA 10/11/2024 0.08% Domus Vi SA 10/31/2024 0.01% Donnelley Financial Solutions Inc 9/29/2023 0.01% Dorna Group 4/30/2024 0.06% Dorna Group 4/12/2024 0.01% Douglas Dynamics 12/31/2021 0.02% Douglas Holding AG 8/13/2022 0.10%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Douglas Holding AG 8/12/2022 0.02% Drive Medical 1/3/2023 0.02% DSM NewCo 12/6/2024 0.03% DTZ U.S. Borrower LLC 8/21/2025 0.24% DuBois Chemicals Inc 3/15/2024 0.04% Ducommun Incorporated 11/21/2025 0.02% Duff & Phelps LLC 2/13/2025 0.12% Duff & Phelps LLC 2/13/2025 0.03% Dummen Orange NV 5/20/2024 0.02% Dun & Bradstreet Corp 2/6/2026 0.23% DuPage Medical Group 8/15/2024 0.04% Duravant LLC 7/19/2024 0.06% Duravant LLC 7/19/2024 0.01% DXP Enterprises Inc 8/29/2023 0.02% Dynacast International 1/30/2023 0.02% Dynacast International 1/28/2022 0.08% Dynatrace 8/22/2025 0.06% EAB Global 11/15/2024 0.05% EagleClaw Midstream 6/24/2024 0.10% Eagle-Picher Industries Inc 3/8/2025 0.04% EagleView Technology 8/14/2025 0.05% ECi Software Solutions 9/27/2024 0.04% Edelman Financial Group 7/21/2025 0.13% Edgewater Generation 12/13/2025 0.12% EFS Cogen (Linden Cogeneration) 6/28/2023 0.08% EIG Global Energy Partners 2/24/2025 0.02% Eircom Group plc 3/9/2024 0.13% Eircom Group plc 4/26/2026 0.03% Eldorado Resorts 4/17/2024 0.08% Electrical Components International Holdings 6/26/2025 0.05% Electro Rent Corporation 1/31/2024 0.05% Electronics For Imaging 7/23/2026 0.07% Element Materials Technology 6/28/2024 0.07% Element Materials Technology 6/5/2024 0.02% Element Materials Technology 6/5/2024 0.01% Elivie 10/16/2025 0.02% Ellie Mae 4/17/2026 0.09% Ellucian/Sophia 9/30/2022 0.13% ELO Touch Solutions 12/14/2025 0.03% Elysium Healthcare 3/31/2025 0.02% Emerald Expositions Holdings 5/22/2024 0.05% Emerald Performance Materials LLC 7/30/2021 0.05%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* EMG Utica LLC 3/27/2020 0.02% Encino Acquisition Partners 10/29/2025 0.03% Endo Pharmaceuticals Inc 4/29/2024 0.27% Endurance International Group Inc 2/9/2023 0.13% Energizer Holdings Inc 12/17/2025 0.09% EnerMech Limited 12/17/2024 0.02% Ensemble Health Partners 8/3/2026 0.06% Ensono LP 6/27/2025 0.04% Entravision Communications Co LLC 11/29/2024 0.02% Envirocare of Utah LLC 5/9/2025 0.05% Environmental Resources Management 7/10/2026 0.05% Environmental Resources Management 6/26/2026 0.01% Envision Healthcare 10/10/2025 0.39% Epicor Software/Eagle Parent 6/1/2022 0.16% Epiq Systems 9/29/2023 0.10% Equinox Fitness Clubs 3/8/2024 0.09% Equitrans Midstream 1/31/2024 0.05% eResearchTechnology Inc 5/2/2023 0.08% Ethypharm SAS 7/21/2023 0.02% Ethypharm SAS 7/21/2023 0.02% Euro Garages Ltd 2/7/2025 0.17% Euro Garages Ltd 2/7/2025 0.04% Euro Garages Ltd 2/1/2025 0.16% Euro Garages Ltd 1/31/2025 0.03% Euro Garages Ltd 2/16/2025 0.01% European Camping Group 7/4/2024 0.02% European Camping Group 7/4/2024 0.00% Euroports 6/25/2026 0.03% Euskaltel SA 11/9/2024 0.07% Evans Network 5/30/2025 0.02% EVERTEC Inc 11/27/2024 0.03% EVO Payments International 12/22/2023 0.06% EW Scripps 10/2/2024 0.03% EW Scripps 5/1/2026 0.07% Exact Holding NV 4/10/2026 0.04% Exactech Inc 2/14/2025 0.02% ExamWorks Group 7/27/2023 0.09% Excelitas Technologies Corp 12/2/2024 0.05% Excelitas Technologies Corp 12/2/2024 0.01% Excelitas Technologies Corp 12/2/2024 0.02% Exclusive 6/6/2025 0.04% ExGen Renewables IV LLC 11/28/2024 0.07%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Extended Stay America Inc 8/30/2023 0.10% Eyemart Express LLC 8/4/2024 0.03% Faerch Plast 7/20/2024 0.02% Faerch Plast 8/23/2024 0.01% Fairmount Mineral Ltd 6/1/2025 0.12% Ferro Corporation 2/14/2024 0.03% Ferro Corporation 2/14/2024 0.02% Ferro Corporation 2/14/2024 0.02% FHC Health Systems Inc 12/23/2021 0.05% Fieldwood Energy LLC 4/11/2022 0.09% Fieldwood Energy LLC 4/11/2023 0.04% Filtration Group 3/29/2025 0.12% Filtration Group 3/29/2025 0.02% Fintrax 12/13/2024 0.03% First Advantage 6/30/2022 0.04% First American Payment Systems 1/5/2024 0.02% First Eagle Investment Management 12/2/2024 0.15% FirstLight Fiber 7/23/2025 0.04% Flamingo 2/7/2025 0.02% Fleetcor Technologies Inc 8/2/2024 0.03% FleetPride Inc 2/4/2026 0.05% Flexera Software LLC 2/26/2025 0.08% Flint Group 9/7/2021 0.01% Flint Group 9/7/2021 0.05% Flint Group 3/9/2021 0.01% Flint Group 7/9/2021 0.04% Flint Group 9/7/2021 0.00% Floor & Decor 9/30/2023 0.01% Flora Food Group 7/2/2025 0.08% Flora Food Group 3/7/2025 0.16% Flora Food Group 3/31/2025 0.06% Fluidra 7/2/2025 0.04% Fluidra 3/7/2025 0.03% Fly Leasing 2/9/2023 0.04% Flynn Restaurant 6/27/2025 0.05% Focus Financial Partners LLC 7/3/2024 0.10% Fogo de Chao 4/7/2025 0.03% Foncia 9/7/2023 0.07% Foresight Energy 3/28/2022 0.04% Forest City Enterprises 12/8/2025 0.11% Forming Machining Industries 10/9/2025 0.02% Formula One 2/1/2024 0.26%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Fort Dearborn Co 10/19/2023 0.04% Fortress Investment Group 12/27/2022 0.10% Foundation Building Materials LLC 8/13/2025 0.04% Four Seasons Hotel & Tower 11/30/2023 0.08% Frac Tech Services LLC 4/16/2021 0.04% Franklin Energy Group 8/14/2026 0.03% Franklin Square Holdings 8/1/2025 0.05% Froneri 1/24/2025 0.10% Froneri 1/22/2025 0.02% Froneri 1/31/2025 0.02% Frontdoor Inc 8/16/2025 0.06% Frontier Communications Corp 6/15/2024 0.15% Galderma 7/17/2026 0.08% Galileo Global Education Sarl 1/11/2025 0.04% Garda World Security Corp 5/24/2024 0.10% Gardner Denver Inc 7/30/2024 0.08% Gardner Denver Inc 7/30/2024 0.05% Garrett Motion 9/27/2025 0.04% Garrett Motion 9/20/2025 0.03% Gas Natural Fenosa Telecomunicaciones 7/2/2025 0.05% Gates Global 4/1/2024 0.15% Gates Global 3/31/2024 0.05% Gateway Casinos & Entertainment Ltd 3/13/2025 0.04% Gemini HDPE LLC 8/7/2024 0.03% Generac Power Systems Inc 5/31/2023 0.08% General Communications Inc 2/2/2022 0.02% General Nutrition Centers Inc 12/31/2022 0.02% General Nutrition Centers Inc 3/4/2021 0.05% Generale de Sante 7/31/2022 0.07% Generale de Sante 12/7/2024 0.06% Genesis Care Pty Ltd 10/17/2025 0.03% Genesys Telecom Holdings 12/1/2023 0.14% Genesys Telecom Holdings 12/1/2023 0.04% Genworth Holdings 3/7/2023 0.04% Geo Group Inc 3/22/2024 0.07% GeoStabilization International 12/19/2025 0.01% Getty Images Inc 2/19/2026 0.09% GFL Environmental Inc 5/30/2025 0.24% GGP Inc 8/27/2025 0.18% GHD GesundHeits GmbH 7/30/2026 0.03% GI Revelation Acquisition LLC 4/16/2025 0.05% Gigamon Inc 12/27/2024 0.04%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Give & Go Prepared Foods 7/29/2023 0.04% Glass Mountain Pipeline 12/23/2024 0.03% Global Blue 12/12/2022 0.05% Global Cash Access LLC 5/9/2024 0.07% Global Healthcare Exchange LLC 6/28/2024 0.06% Global Tel Link Corp 11/29/2025 0.08% GlobalLogic Inc 8/1/2025 0.05% GlobalTranz Enterprises 5/15/2026 0.03% Go Daddy Operating Company 2/15/2024 0.17% Golden Entertainment 10/21/2024 0.07% Golden Nugget Inc 10/4/2023 0.20% Golden State Medical Supply 6/21/2026 0.03% Goodpack 9/11/2023 0.05% GoodRx 10/10/2025 0.05% Gopher Resource 3/6/2025 0.04% GoWireless 12/22/2024 0.02% GrafTech International 2/12/2025 0.18% Gray Television Inc 2/7/2024 0.05% Gray Television Inc 1/2/2026 0.13% Greatbatch Inc 10/27/2022 0.05% Greenhill & Co 4/12/2024 0.03% GreenSky Holdings 3/31/2025 0.04% Greenway Medical 2/16/2024 0.04% Grifols SA 1/31/2025 0.27% Grifols SA 1/31/2023 0.21% Grizzly Acquisitions 10/1/2025 0.09% Grocery Outlet Inc 10/22/2025 0.04% GTT Communications Inc 5/31/2025 0.13% GTT Communications Inc 4/25/2025 0.05% Gulf Finance LLC 8/25/2023 0.07% GVC Holdings 3/29/2024 0.07% GVC Holdings 3/15/2024 0.02% GVC Holdings 3/31/2024 0.05% Gypsum Management and Supply Inc 6/1/2025 0.09% Hanger Orthopedic Group 3/6/2025 0.05% Hanjin International Corp 10/19/2020 0.05% Hanson Building Products 10/25/2023 0.10% Harbor Freight Tools USA Inc 8/18/2023 0.19% Hargray Communications Group Inc 5/16/2024 0.05% Harris Corporation 4/29/2024 0.05% Harsco Corporation 12/6/2024 0.02% Harvey Gulf International Marine LLC 7/2/2023 0.03%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Hayward Industries 8/5/2024 0.09% HB Fuller Co 10/20/2024 0.17% HD Supply Waterworks Ltd 8/1/2024 0.12% HD Vest Inc/TaxAct 5/22/2024 0.04% Hearthside Food Solutions LLC 5/23/2025 0.10% Hearthside Food Solutions LLC 5/23/2025 0.05% Heartland Dental Care Inc 4/30/2025 0.10% Heartland Dental Care Inc 4/30/2025 0.01% Helix Generation 6/3/2024 0.08% Help/Systems LLC 3/28/2025 0.04% Henry Company Inc 10/5/2023 0.04% Hensoldt 3/28/2024 0.07% Herbalife International Inc 8/18/2025 0.07% Heritage Power 7/9/2026 0.05% Hertz 6/30/2023 0.06% Hexion Specialty Chemicals Inc 7/1/2026 0.07% High Liner Foods 4/24/2021 0.03% Hilding Anders AB 11/30/2024 0.03% Hilex Poly Co LLC 12/29/2023 0.13% Hilex Poly Co LLC 6/29/2025 0.12% Hillman Group 5/30/2025 0.09% HireRight LLC 7/11/2025 0.07% Hoffmaster Group, Inc. 11/21/2023 0.04% Holland & Barrett 9/1/2024 0.03% Holland & Barrett 8/31/2024 0.03% Holley Performance Products 10/24/2025 0.03% Horizon Pharma plc 5/22/2026 0.04% Hornblower Yachts Inc 4/27/2025 0.06% Horseshoe Baltimore 7/8/2024 0.03% Hostess Brands 8/3/2022 0.09% Hotelbeds SLU 9/12/2023 0.06% Hotelbeds SLU 9/12/2023 0.03% Hotelbeds SLU 9/12/2025 0.03% House of HR 7/10/2026 0.04% HRA Pharma 7/31/2024 0.03% HSE24 3/31/2022 0.01% HUB International Ltd 4/25/2025 0.28% Hubbard Radio LLC 3/28/2025 0.03% Hudson River Trading LLC 4/3/2025 0.05% Hudson's Bay Company 9/30/2022 0.03% Hunterstown 6/2/2025 0.04% Hurtigruten ASA 2/8/2025 0.05%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Husky Injection Molding Systems Ltd 3/28/2025 0.18% Hyland Software Inc 7/1/2024 0.14% Hyperion Insurance Group Ltd 12/20/2024 0.11% Hyster-Yale Materials Handling Inc 5/30/2023 0.02% IAA Spinco 6/29/2026 0.07% Idera 6/28/2024 0.07% IEA Energy Services LLC 9/25/2024 0.03% IFCO Systems NV 4/5/2026 0.09% IGM Resins BV 7/2/2025 0.03% iheartMedia 5/1/2026 0.25% Imagina 5/30/2025 0.03% Imerys Roofing 9/24/2025 0.04% IMG Worldwide Inc 5/18/2025 0.23% Immucor Inc 6/15/2021 0.06% Imperial Dade 6/11/2026 0.06% Imperva 1/12/2026 0.07% INC Research LLC 8/1/2024 0.08% Independent Vetcare 2/7/2026 0.03% Independent Vetcare 2/9/2026 0.04% Industrial and Financial Systems 7/25/2024 0.03% Ineos Group Ltd 4/1/2024 0.15% Ineos Group Ltd 3/31/2024 0.17% Ineos Group Ltd 7/29/2026 0.05% Infinitas Learning 3/29/2024 0.03% Infoblox 11/7/2023 0.05% Infor Enterprise Applications Ltd 2/1/2022 0.19% Infor Enterprise Applications Ltd 2/1/2022 0.08% Informatica Corp 8/5/2022 0.14% Informatica Corp 8/5/2022 0.04% Information Resources Inc 12/1/2025 0.11% Inmar Inc 5/1/2024 0.08% Innovative XCessories & Services LLC 11/29/2022 0.04% Inovalon Holdings 4/2/2025 0.09% Inovyn Ltd 11/2/2025 0.07% Insight Global Inc 5/23/2025 0.10% Inspecta Group Oy 11/29/2025 0.03% Inspired Education 11/14/2025 0.04% Installed Building Products Inc 4/15/2025 0.04% Intelsat S.A. 11/27/2023 0.18% Intelsat S.A. 1/2/2024 0.04% Interior Logic Holding Group LLC 5/30/2025 0.04% International Textile Group Inc 5/1/2024 0.04%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Internet Brands 9/13/2024 0.23% Invenergy LLC 8/28/2025 0.03% Invictus 3/28/2025 0.05% ION Media Networks 12/18/2024 0.12% ION Trading Technologies 11/21/2024 0.14% ION Trading Technologies 11/21/2024 0.14% IPH Group 9/12/2024 0.07% IPS Corp 11/7/2024 0.05% IRIS Group Ltd. 7/12/2025 0.04% Iron Mountain Inc 1/2/2026 0.06% Itiviti 2/21/2025 0.04% J.D. Power and Associates 9/7/2023 0.05% JackpotJoy plc 11/27/2024 0.02% JackpotJoy plc 11/27/2024 0.01% JackpotJoy plc 12/5/2024 0.02% JAGGAER 8/14/2026 0.05% Jane Street Group 8/25/2022 0.14% JBS USA 5/1/2026 0.17% JDA Software Group Inc 10/12/2023 0.11% JELD-WEN Inc 12/14/2024 0.04% JMC Steel Group 6/14/2021 0.08% Jo-Ann Stores 10/20/2023 0.06% Johnson Controls Power Solutions 4/30/2026 0.38% Johnson Controls Power Solutions 3/18/2026 0.16% Jordan Health Services Inc 5/15/2025 0.05% Jostens 12/19/2025 0.07% Juice Plus+ 11/15/2025 0.03% KAR Auction Services Inc 3/11/2021 0.02% KAR Auction Services Inc 3/9/2023 0.02% KBR, Inc 4/25/2025 0.07% Keane Group Inc 5/25/2025 0.03% Kenan Advantage Group Inc 7/29/2022 0.07% Kenan Advantage Group Inc 7/29/2022 0.02% Kestra Financial 6/3/2026 0.04% Keter Group 10/5/2023 0.05% Keter Group 10/31/2023 0.02% Kiloutou 2/13/2025 0.05% Kiloutou 2/17/2025 0.01% KinderCare Education LLC 2/21/2025 0.11% Kindred at Home 7/2/2025 0.23% Kindred Healthcare Inc 7/2/2025 0.04% Klockner Pentaplast 6/30/2022 0.07%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Klockner Pentaplast 6/30/2022 0.05% K-MAC Enterprises Inc 3/14/2025 0.03% Kofax 7/7/2023 0.05% Kofax 7/7/2023 0.04% Kontoor Brands 5/15/2026 0.03% Kraton Polymers 3/8/2025 0.03% Kraton Polymers 3/5/2025 0.03% Kronos Inc 11/1/2023 0.21% Kuoni Travel Holding Ltd 6/15/2024 0.02% Kuoni Travel Holding Ltd 6/14/2024 0.03% L&W Group 5/22/2025 0.04% LA Fitness International LLC 4/18/2025 0.06% LA Fitness International LLC 4/18/2023 0.08% Labeyrie Fine Foods PLC 4/30/2023 0.03% Lago Resort & Casino 3/7/2022 0.02% Laird 7/9/2025 0.04% Lakeland Holdings LLC 12/16/2024 0.05% Lands' End 4/2/2021 0.04% Landslide Holdings Inc 1/20/2024 0.08% Lannett Company Inc 11/25/2022 0.06% Latham Pool Products 6/18/2025 0.02% LDiscovery LLC 12/9/2022 0.03% Learfield Communications 12/1/2023 0.08% Learning Care Group 3/13/2025 0.05% LegalShield 5/1/2025 0.07% LegalZoom.com, Inc 11/21/2024 0.05% Leighton Services 6/25/2026 0.04% Leslie's Poolmart 8/16/2023 0.07% LGC 1/29/2024 0.01% LGC 1/27/2024 0.04% Libbey Glass, Inc 4/9/2021 0.03% Liberty Cablevision 1/7/2022 0.08% Life Time Fitness Inc 6/10/2022 0.13% LifePoint Hospitals Inc 11/16/2025 0.32% Lifescan Global 10/1/2024 0.12% Lifescan Global 10/1/2025 0.02% Lifetime Brands Inc 2/28/2025 0.02% Lighthouse Networks Inc 11/29/2024 0.04% Lightstone Generation LLC 1/30/2024 0.16% Lightstone Generation LLC 1/30/2024 0.01% Lindblad Expeditions Inc 3/27/2025 0.01% Lindblad Expeditions Inc 3/27/2025 0.00%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Lineage Logistics Holdings LLC 2/27/2025 0.07% Lions Gate Entertainment Corp 3/24/2025 0.10% Lions Gate Entertainment Corp 3/22/2023 0.07% Live Nation Entertainment Inc 10/31/2023 0.09% LOGIX Communications 12/22/2024 0.02% Lotus Midstream 9/29/2025 0.03% LPL Holdings 9/23/2024 0.13% Lucid Energy Group II 2/17/2025 0.08% Lucid Energy Group II 2/19/2025 0.01% Lumentum Holdings Inc 12/10/2025 0.05% Lumos Networks Operating Company 11/15/2024 0.10% M/A-Com Technology Solutions 5/17/2024 0.06% M7 Group 12/31/2024 0.05% MacDermid Inc 1/30/2026 0.07% Mack Real Estate/CMTG 8/9/2026 0.04% Madrid 7/31/2026 0.05% Mallinckrodt Inc 9/24/2024 0.11% Mallinckrodt Inc 2/24/2025 0.03% Mannington Mills 8/6/2026 0.03% Maravai Life Sciences Inc 8/2/2025 0.02% Marriott Vacations Worldwide 8/29/2025 0.08% Masergy Communications 12/15/2023 0.03% MasMovil Ibercom S.A. 5/22/2026 0.12% Mavenir Systems 5/8/2025 0.05% Mavis Tire Express Services Corp 3/20/2025 0.10% Mavis Tire Express Services Corp 3/20/2025 0.01% MaxLinear 5/13/2024 0.02% MB Aerospace Holdings 1/22/2025 0.02% McAfee LLC 9/29/2025 0.06% McAfee LLC 9/30/2024 0.28% McAfee LLC 9/29/2024 0.05% McDermott International Inc 5/12/2025 0.19% McGraw-Hill Education Inc 5/4/2022 0.14% MDA Information Products 10/4/2024 0.16% Medallion Midland Acquisition 10/30/2024 0.06% Median Kliniken 10/21/2022 0.03% Mediaocean LLC 8/15/2022 0.03% Medical Solutions 6/14/2024 0.03% Mediq Inc 2/28/2022 0.03% Mediware Information Systems 2/9/2024 0.04% MedPlast Inc 7/2/2025 0.04% MedRisk LLC 12/27/2024 0.04%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Mehilainen 7/4/2025 0.06% Melita Cable 7/31/2026 0.02% Men's Wearhouse Inc 4/9/2025 0.07% Meredith Corporation 1/31/2025 0.10% MeridianLink/CRIF 5/30/2025 0.03% Merrill Corp 6/1/2022 0.02% Messer Industries 3/1/2026 0.20% Messer Industries 10/1/2025 0.04% Metro-Goldwyn-Mayer 7/3/2026 0.04% Metro-Goldwyn-Mayer 7/3/2025 0.04% MGM Growth Properties 3/21/2025 0.16% Michaels Stores Inc 1/30/2023 0.19% Micro Focus International PLC 11/19/2021 0.13% Micro Focus International PLC 6/21/2024 0.22% Micro Focus International PLC 6/21/2024 0.03% Micro Focus International PLC 4/18/2024 0.04% Microchip Technology Inc 5/29/2025 0.16% Midcontinent Communications 8/15/2026 0.06% Milacron Inc 9/28/2023 0.07% Millennium Trust 3/27/2026 0.05% Minerals Technologies Inc 2/14/2024 0.06% Minimax GmbH 7/31/2025 0.05% Minimax GmbH 6/14/2025 0.04% Mirion Technologies Inc 3/6/2026 0.04% Mission Broadcasting 1/17/2024 0.02% Mister Car Wash 5/14/2026 0.07% Misys plc 6/13/2024 0.30% Misys plc 4/26/2024 0.07% Mitchell International 11/29/2024 0.14% Mitel Networks Corp 11/30/2025 0.10% MKS Instruments Inc 5/1/2023 0.03% MKS Instruments Inc 2/2/2026 0.06% Moda Midstream 9/29/2025 0.03% Mohegan Tribal Gaming Authority 10/13/2023 0.07% Momentive 5/15/2024 0.07% MoneyGram Payment System 6/30/2023 0.06% Morrison Utility Services 7/24/2025 0.03% Motor Fuel Ltd 5/10/2025 0.06% Motor Fuel Ltd 5/10/2025 0.05% Moxie Liberty 8/21/2020 0.03% MRC Global 9/20/2024 0.04% MRO Holdings, Inc 6/4/2026 0.03%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* MTS Systems Corp 7/5/2023 0.02% Multi-Color Corp 7/1/2026 0.06% Multi-Color Corp 6/18/2026 0.04% Multiplan Inc 6/7/2023 0.23% MW Industries Inc 9/30/2024 0.04% MYOB Ltd 5/6/2026 0.04% NASCAR Holdings 7/27/2026 0.13% Natel EMS 4/30/2026 0.03% Natgasoline LLC 11/14/2025 0.05% National Amusements Inc 5/8/2025 0.03% National CineMedia 6/20/2025 0.02% National Financial Partners Corp 1/8/2024 0.14% National Mentor Holdings Inc 3/9/2026 0.07% National Mentor Holdings Inc 3/9/2026 0.00% National Response Corp 6/11/2024 0.03% National Veterinary Associates Inc 2/2/2025 0.12% National Veterinary Associates Inc 2/2/2025 0.03% Nautilus Power LLC 5/16/2024 0.06% NAVEX Global 9/5/2025 0.05% Navico 3/31/2023 0.02% Navicure 11/1/2024 0.05% Navistar International Corp 11/6/2024 0.14% Navitas Midstream Midland Basin 12/13/2024 0.03% NBG Home 4/26/2024 0.02% NBTY Inc 9/26/2024 0.13% Neenah Corp 12/13/2022 0.01% NEP Inc 10/20/2025 0.10% NEP Inc 10/5/2025 0.03% Nets Holding 11/29/2024 0.13% Nets Holding 2/6/2025 0.05% NetSmart Technologies Inc 4/19/2023 0.06% NeuStar Inc 8/8/2024 0.09% NeuStar Inc 8/8/2024 0.02% Nexstar Broadcasting Group Inc 1/17/2024 0.10% Next Level Apparel 8/9/2024 0.03% NGA UK 11/22/2024 0.02% NN Inc 4/2/2021 0.02% NN Inc 10/19/2022 0.05% Nomad Foods Ltd 5/15/2024 0.09% Nomad Foods Ltd 5/15/2024 0.05% Nord Anglia Education 6/26/2024 0.09% Nordam Group 4/9/2026 0.02%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* North American Bancard Inc 7/1/2024 0.06% North American Partners in Anesthesia 4/19/2023 0.03% Northstar Financial Services Group 5/25/2025 0.02% Novacap SA 5/26/2023 0.05% Novetta Solutions LLC 10/17/2022 0.02% nThrive Inc 10/20/2022 0.05% Oberthur Technologies 1/10/2024 0.07% Oberthur Technologies 12/13/2023 0.11% Och-Ziff Finance Co. LLC 4/10/2023 0.00% OCI Beaumont LLC 3/13/2025 0.04% Ocwen Financial Corp 12/7/2020 0.03% Odyssey Logistics & Technology Corporation 10/12/2024 0.05% OEConnection LLC 11/22/2024 0.03% OGF Holdings 4/11/2023 0.07% OMNIA Partners 5/23/2025 0.06% Omnitracs 3/21/2025 0.07% Omnova Solutions 8/25/2023 0.03% ON Assignment 4/2/2025 0.07% ON Assignment 6/3/2022 0.03% ON Semiconductor Corp. 3/31/2023 0.10% OneDigital Health and Benefits 10/13/2025 0.04% Onvoy 2/10/2024 0.04% Optimal Payments Plc 1/3/2025 0.14% Optimal Payments Plc 1/3/2025 0.08% Orchid Orthopedic 3/5/2026 0.04% Oregon Clean Energy 3/1/2026 0.05% Orion Engineered Carbons Holdings GmbH 7/25/2024 0.03% Orion Engineered Carbons Holdings GmbH 7/25/2024 0.03% Ortho-Clinical Diagnostics Inc 6/30/2025 0.20% Oryx Southern Delaware Holdings 5/22/2026 0.13% OSG Billing Services 3/27/2024 0.03% Owens & Minor Inc 4/30/2025 0.04% Oxbow Carbon and Minerals LLC 1/4/2023 0.04% Oxea Group 10/14/2024 0.04% Oxea Group 9/29/2023 0.04% P&I Personal & Informatik AG 4/24/2025 0.03% P2 Upstream Acquisition Co 10/30/2020 0.03% Pabst Brewing Company 11/15/2021 0.04% Packaging Coordinators Inc 6/30/2023 0.05% Packers Sanitation Services Inc 12/4/2024 0.06% Panda Stonewall 11/13/2021 0.03% Panda Stonewall 11/13/2021 0.02%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Panda Temple Power II LLC 12/19/2020 0.03% Paradigm Outcomes 10/24/2025 0.04% Paradigm Precision Group 12/2/2020 0.02% PAREXEL International 9/27/2024 0.16% Paris Presents 9/28/2025 0.02% Park Place Technologies 3/29/2025 0.03% Parkdean Resorts Ltd 2/6/2024 0.05% Partner in Pet Food Kft 6/22/2025 0.02% Parts Town 12/9/2024 0.03% Party City Holdings Inc 8/19/2022 0.07% PCI Gaming Authority 5/29/2026 0.12% PDC Brands 6/30/2024 0.05% Peabody Energy Corp 3/31/2025 0.04% Peak 10 Inc 8/1/2024 0.09% Pelican Products, Inc. 5/1/2025 0.03% Pelican Products, Inc. 5/1/2026 0.01% Penn Engineering & Manufacturing Corp 6/27/2024 0.05% Penn Engineering & Manufacturing Corp 6/13/2024 0.01% Penn National Gaming Inc 10/15/2025 0.10% Perforce Software 7/1/2026 0.07% Perspecta 5/30/2025 0.05% Perstorp Holding AB 2/27/2026 0.03% Perstorp Holding AB 4/5/2026 0.04% PetroChoice 8/19/2022 0.03% PetSmart Inc 3/11/2022 0.29% PetVet Care Centers 2/14/2025 0.04% PetVet Care Centers 2/14/2025 0.02% PF Changs China Bistro Inc 3/1/2026 0.04% Pfleiderer AG 8/1/2024 0.04% PGT Industries Inc 2/16/2022 0.01% Pharmaceutical Development Inc (PPDI) 8/18/2022 0.28% Phoenix Services LLC 3/1/2025 0.04% Photobox Ltd 1/26/2023 0.01% PHS Holdings Ltd 11/15/2021 0.02% Pike Electric Inc 7/24/2026 0.09% Ping Identity Corporation 1/24/2025 0.02% Plantronics Inc 7/2/2025 0.11% Plaskolite 12/15/2025 0.06% Plastipak Holdings Inc 10/14/2024 0.06% Playa Funding 4/29/2024 0.09% PlayCore Inc 9/30/2024 0.04% PlusServer 8/30/2024 0.01%

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CONSTITUENT MATURITY INDEX WEIGHT* Ply Gem Industries Inc 4/12/2025 0.22% Plz Aeroscience Corp 8/3/2026 0.06% PODS Enterprises 12/6/2024 0.08% Polyconcept Holding BV 8/16/2023 0.04% PolyOne Corp 1/30/2026 0.06% PortAventura Entertainment Barcelona 6/8/2024 0.05% Portillo Restaurant Group 8/2/2021 0.04% Post Holdings Inc 5/24/2024 0.12% PowerSchool Group LLC 8/1/2025 0.07% PowerTeam Services 3/6/2025 0.05% PPC Industries Inc 1/31/2025 0.04% PQ Corporation 2/8/2025 0.10% Praesidiad 9/20/2024 0.02% Pregis Corp 7/31/2026 0.06% Presidio Inc 2/2/2024 0.07% Press Ganey Holdings Inc 7/24/2026 0.11% Prestige Brands Inc 1/26/2024 0.07% PrimeSource Building Products Inc 5/8/2022 0.04% Printpack Inc 7/26/2023 0.02% Priority Payments 1/3/2023 0.02% Pro Mach Inc 3/7/2025 0.07% Process Solutions 4/30/2026 0.03% Progrexion 9/29/2020 0.03% Prolamina Corp 11/20/2023 0.12% Prometric Inc 1/29/2025 0.06% ProQuest 10/24/2021 0.06% Prosol Gestion SA 4/1/2024 0.06% Protection One Alarm Monitoring Inc 5/2/2022 0.31% Proxiserve 2/27/2026 0.03% PS Logistics 3/13/2025 0.03% PSA Healthcare/ Epic Health Services 3/18/2024 0.05% PSA Healthcare/ Epic Health Services 3/18/2024 0.02% PSC Industrial Outsourcing Inc 10/11/2024 0.04% PWC Public Sector 5/1/2025 0.03% QA Group 6/23/2024 0.03% Qdoba Restaurant Corporation 3/21/2025 0.02% Qlik Technologies 4/26/2024 0.09% Qlik Technologies 4/26/2024 0.04% Quality Distribution Inc 8/18/2022 0.05% Quality Home Brands Holdings LLC 2/28/2024 0.05% Quest/One Identity 5/16/2025 0.13% Quest/One Identity 5/18/2026 0.03%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Quikrete Holdings Inc 11/15/2023 0.22% Rackspace Hosting Inc 11/3/2023 0.24% Radiate Holdco 2/1/2024 0.25% Radiate Holdco 2/1/2024 0.03% Radio One Inc 4/18/2023 0.03% Radio Systems 5/2/2024 0.03% Radiology Partners, Inc 7/9/2025 0.12% RadNet Management Inc 6/30/2023 0.06% Rain CII Carbon LLC 12/11/2024 0.03% Ravago S.A. 7/13/2023 0.03% RBMedia 8/29/2025 0.03% Realogy Corp 2/8/2025 0.09% Red Lobster 7/28/2021 0.03% Red Ventures LLC 11/8/2024 0.21% Reece Limited 7/2/2025 0.10% Refinitiv 10/1/2025 0.60% Refinitiv 6/29/2025 0.19% Refresco Holding BV 3/28/2025 0.06% Refresco Holding BV 12/13/2024 0.10% Refresco Holding BV 12/13/2024 0.02% ReMax International 12/15/2023 0.02% Renaissance Learning Inc 5/30/2025 0.06% Renfro Corp 3/31/2021 0.01% RentPath Inc 12/17/2021 0.02% Research Now Group Inc 12/20/2024 0.08% Restaurant Technologies 10/1/2025 0.04% Revere Power 3/27/2026 0.04% Revere Power 3/27/2026 0.01% RevSpring Inc 10/11/2025 0.03% Reynolds Group Holdings Ltd 2/5/2023 0.29% Reynolds Group Holdings Ltd 2/5/2023 0.02% Rhodia Inc. 5/31/2023 0.02% Rhodia Inc. 4/21/2023 0.03% Riemser Arzneimittel 7/31/2023 0.02% Ring Container Technologies Inc 10/31/2024 0.05% Riverdeep Interactive Learning USA Inc 5/28/2021 0.07% Riverstone Utopia Member LLC 10/17/2024 0.02% Robertshaw Controls Company 2/28/2025 0.04% Rocket Software, Inc. 11/28/2025 0.11% Rocket Software, Inc. 11/27/2026 0.02% Rodan & Fields 6/16/2025 0.05% Rodenstock Zweite GmbH 5/31/2026 0.03%

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CONSTITUENT MATURITY INDEX WEIGHT* Roompot 7/25/2025 0.02% Rovi Corporation 7/2/2021 0.06% RR Donnelley & Sons 1/15/2024 0.05% Ryman Hospitality Properties Inc 5/11/2024 0.04% Sabre Inc 2/22/2024 0.17% Sabre Industries Inc 4/15/2026 0.04% Safe Fleet Acquisition Corp 2/3/2025 0.05% Safe Fleet Acquisition Corp 2/3/2025 0.01% Safetykleen Europe 7/7/2024 0.04% Salient CRGT 2/28/2022 0.03% Sally Holdings Inc 7/5/2024 0.05% Sandvine Corp. 10/31/2025 0.04% Sandy Creek Energy Associates LP 11/9/2020 0.07% Sapec Agro SA 12/15/2024 0.03% Savage Enterprises 8/1/2025 0.09% Saverglass SAS 2/17/2023 0.02% SBA Telecommunications Inc 4/11/2025 0.22% SBP Holding 3/27/2021 0.02% Schumacher Group 7/29/2022 0.04% Science Applications International Corp 10/31/2025 0.09% Scientific Games Corp 8/14/2024 0.37% SeaWorld Parks & Entertainment Inc 4/1/2024 0.14% Sebia 10/24/2024 0.05% Sector Alarm 5/31/2026 0.05% Securus Technologies Inc 11/1/2024 0.09% Sedgwick CMS Holdings Inc 12/31/2025 0.21% Select Medical Corporation 3/6/2025 0.09% Service King 8/18/2021 0.05% ServiceMaster Co 11/8/2023 0.02% SERVPRO 3/26/2026 0.03% SFR 7/31/2025 0.12% SFR 1/31/2026 0.19% SFR 8/14/2026 0.22% SFR 6/22/2025 0.09% SFR 1/6/2026 0.08% SGG 3/7/2025 0.03% SGG 3/7/2025 0.02% Shape Technologies Group 4/21/2025 0.02% Sharkninja 9/29/2024 0.04% Shearer's Foods Inc 6/30/2021 0.06% Shutterfly Inc 8/19/2024 0.03% Shutterfly Inc 8/17/2024 0.06%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* SI Group 10/15/2025 0.13% SIG Combibloc Group Ltd 9/14/2025 0.03% Sinclair Broadcast Group 1/3/2024 0.12% Sinclair Broadcast Group 9/30/2026 0.12% Sinclair Broadcast Group 7/17/2026 0.30% Sirius Computer Solutions 7/1/2026 0.07% SiteOne Landscape Supply Inc 10/29/2024 0.04% Sivantos 2/27/2026 0.10% Sivantos 7/24/2025 0.15% SLV 12/13/2023 0.03% Smart & Final Stores LLC 6/20/2026 0.04% SMB Shipping Logistics 2/5/2024 0.05% Socotec Group 7/20/2024 0.02% Socotec Group 7/24/2024 0.00% Socotec Group 7/29/2024 0.03% SolarWinds Inc 2/5/2024 0.18% Solenis 6/26/2025 0.09% Solenis 12/18/2023 0.06% Solera Holdings 3/3/2023 0.16% Solera Holdings 3/3/2023 0.05% Solina Group 12/19/2022 0.03% SonicWall International LLC 5/16/2025 0.04% Sorenson Communications Inc 4/29/2024 0.06% Sound Physicians 6/27/2025 0.05% Southeast PowerGen 12/2/2021 0.02% Southern Graphic Systems 12/31/2022 0.04% Southwire Company 5/19/2025 0.05% Sovos Brands 11/20/2025 0.03% Sparta Systems 8/21/2024 0.02% SpeedCast International Limited 5/15/2025 0.05% Spencer Spirit Holdings 6/19/2026 0.03% Spring Education 7/30/2025 0.06% Springer Science and Business Media 8/15/2022 0.12% Springer Science and Business Media 8/19/2022 0.18% Springs Window Fashions LLC 6/15/2025 0.08% Sprint Corp 2/2/2024 0.35% Sprint Corp 2/2/2024 0.18% SRAM LLC 3/15/2024 0.03% SRS Distribution 5/23/2025 0.12% SS&C Technologies Inc 7/8/2022 0.03% SS&C Technologies Inc 4/16/2025 0.20% SS&C Technologies Inc 4/16/2025 0.14%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* SS&C Technologies Inc 4/16/2025 0.17% St. Hubert 12/1/2024 0.02% STADA 8/21/2024 0.02% STADA 9/20/2024 0.11% STADA 8/21/2024 0.06% Stadium Management Group 1/23/2025 0.04% Standard Aero Holdings Inc 4/6/2026 0.13% Standard Aero Holdings Inc 4/6/2026 0.07% Staples Inc 4/16/2026 0.18% Staples Inc 9/12/2024 0.03% Stark Group 7/4/2024 0.02% Starwood Property Trust Inc 7/26/2026 0.04% Station Casinos Inc 6/8/2023 0.16% Steinway Musical Instruments 2/14/2025 0.02% StellaGroup 1/30/2026 0.04% Stena AB 3/3/2021 0.05% StepStone Group 3/27/2025 0.01% Sterigenics Inc 5/15/2022 0.12% Sterigenics Inc 5/15/2022 0.03% SterlingBackcheck 6/19/2024 0.06% Stetson Midstream 7/18/2025 0.08% Stratus Technologies Inc 4/28/2023 0.01% Styrolution GmbH 3/29/2024 0.02% Styrolution GmbH 3/30/2024 0.04% Styron 9/6/2024 0.06% SubCom 11/2/2025 0.03% Sundyne 5/15/2026 0.04% Sunrise Medical GmbH 3/28/2025 0.04% SunSource Inc 12/11/2024 0.06% Superior Industries International 5/22/2024 0.03% Superior Vision Services, Inc 12/2/2024 0.07% Surgery Center Holdings 9/2/2024 0.13% SurveyMonkey.com LLC 10/10/2025 0.02% SUSE 3/16/2026 0.03% SUSE 9/27/2025 0.02% Swissport International AG 8/9/2024 0.07% Syncsort Inc 8/16/2024 0.07% Syniverse Technologies Inc 3/9/2023 0.14% Synlab 7/1/2022 0.02% Synlab 7/1/2022 0.01% Synlab 6/19/2026 0.08% Tacala Restaurants LLC 1/31/2025 0.03%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Taghleef Industries LLC 5/10/2023 0.02% Talen Energy Corp 12/3/2025 0.04% Talen Energy Corp 7/8/2026 0.05% Tallgrass Energy Partners LLC 3/11/2026 0.10% TAMKO Building Products 5/29/2026 0.06% Tank Intermediate Holding Corp 3/26/2026 0.05% Tata Chemicals 8/7/2020 0.02% TCW Group Inc 12/27/2024 0.05% TDC A/S 6/4/2025 0.16% Team Health 2/6/2024 0.20% Techem AG 7/31/2025 0.19% Technicolor 12/6/2023 0.02% Technicolor 1/31/2023 0.03% Technicolor 12/6/2023 0.02% Tecomet Inc 5/1/2024 0.05% Tekni-Plex Inc 10/17/2024 0.05% Tekni-Plex Inc 10/5/2024 0.02% Tele Columbus AG & Co. KG. 10/15/2024 0.01% Telenet Communications NV 8/15/2026 0.19% Telenet Communications NV 12/15/2027 0.08% Telesat 11/17/2023 0.21% Tempo 5/1/2024 0.26% Tenneco Automotive 10/1/2025 0.14% Tensar Earth 7/9/2021 0.02% TerraForm Power 11/8/2022 0.03% Terra-Gen Power LLC 12/9/2021 0.02% Tessera Technologies 12/1/2023 0.04% The Advisor Group 7/31/2026 0.09% The Bay Club Company 9/5/2025 0.05% The J. Jill Group Inc 5/8/2022 0.02% The Newport Group 9/12/2025 0.03% The Stars Group 7/10/2025 0.29% The Stars Group 7/29/2025 0.07% Thermon Group Holdings Inc 10/30/2024 0.02% THOM Europe 7/26/2024 0.05% Thomson Reuters IP&S 10/3/2023 0.08% Thor Industries 2/1/2026 0.09% ThoughtWorks, Inc 10/11/2024 0.04% TI Automotive Ltd 6/30/2022 0.08% TI Automotive Ltd 6/30/2022 0.03% TIBCO Software 6/30/2026 0.17% TierPoint LLC 5/6/2024 0.06%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Tipico 8/8/2022 0.07% Tipico 8/2/2024 0.05% Tivity Health 3/6/2026 0.08% Tivity Health 3/8/2024 0.03% TKC Holdings 2/1/2023 0.11% TMF Group 5/5/2025 0.07% Topgolf International 2/9/2026 0.03% Tower International 3/7/2024 0.02% Town Sports 11/15/2020 0.01% Townsquare Media Inc 4/1/2022 0.03% TPF Generation LLC 10/18/2022 0.02% TPF II LLC 10/2/2023 0.11% Tractel 2/5/2024 0.02% Trade Me Group 5/1/2026 0.06% Trader Corp 9/28/2023 0.03% Traeger Pellet Grills LLC 9/25/2024 0.03% Transaction Network Services 8/14/2022 0.05% Transcendia Inc 5/30/2024 0.02% TransDigm Inc 8/22/2024 0.16% TransDigm Inc 5/30/2025 0.20% TransDigm Inc 6/9/2023 0.32% TransUnion LLC 4/10/2023 0.16% TransUnion LLC 6/19/2025 0.09% TransUnion LLC 8/9/2022 0.11% Travel Leaders Group 1/25/2024 0.06% Travelport LLC 5/29/2026 0.24% Traverse Midstream Partners LLC 9/27/2024 0.12% TRC Companies Inc 6/21/2024 0.03% Triangle 8/31/2023 0.04% Tribune Company 12/27/2020 0.02% Tribune Company 1/26/2024 0.15% TricorBraun, Inc. 11/30/2023 0.06% TriTech Software Systems 8/29/2025 0.08% Triton Solar US Acquisition Co 10/29/2024 0.03% Tronox Worldwide LLC 9/23/2024 0.17% Truck Hero Inc 4/22/2024 0.07% TruGreen 3/19/2026 0.09% TTM Technologies Inc 9/28/2024 0.07% Tube City IMS Corp 8/14/2024 0.04% Tunnel Hill Partners 2/6/2026 0.02% Twin River Management Group Inc 5/11/2026 0.03% Uber Technologies 7/13/2023 0.10%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Ultimate Fighting Championship Ltd 4/29/2026 0.17% Ultimate Software Group 5/4/2026 0.21% Ultra Clean Holdings 8/27/2025 0.03% Ultra Petroleum Corp 4/12/2024 0.06% Unifrax I LLC 12/12/2025 0.06% Unifrax I LLC 11/5/2025 0.02% Unilabs 3/21/2024 0.09% Unilabs 4/30/2024 0.02% Unit4 N.V. 9/18/2023 0.06% United Natural Foods 10/22/2025 0.13% United Pacific 8/8/2024 0.02% United PF Holdings LLC 6/10/2026 0.04% United Site Services Inc 8/25/2024 0.08% United States Infrastructure Corp 12/8/2023 0.07% United States Shipping LLC 6/26/2021 0.02% Unither 10/24/2025 0.02% Univar NV 7/1/2024 0.13% Univar NV 7/1/2024 0.02% Univar NV 7/1/2024 0.03% Univision Communications Inc 3/15/2024 0.37% Upland Software 8/6/2026 0.03% US Anesthesia Partners Inc 6/23/2024 0.14% US Foodservice Inc 6/27/2023 0.20% US LBM Holdings LLC 8/20/2023 0.01% US LBM Holdings LLC 8/20/2022 0.08% US Lumber Group Inc 10/1/2025 0.05% US Renal Care Inc 6/26/2026 0.14% US Salt Holdings LLC 1/16/2026 0.03% US Silica 5/1/2025 0.11% US TelePacific Corp 5/2/2023 0.05% USI Holdings Corp 5/16/2024 0.23% Utility One Source 4/18/2023 0.05% Utz Quality Foods 11/21/2024 0.05% V. Group 3/11/2024 0.04% Vacalians Group SAS 10/26/2025 0.03% Vacuumschmelze 3/8/2025 0.02% Valeant Pharmaceuticals 6/2/2025 0.37% Valeant Pharmaceuticals 11/27/2025 0.13% Valeo Foods Ltd 8/4/2024 0.04% Valet Living 9/28/2025 0.02% Valtris Specialty Chemicals Inc 7/31/2025 0.03% Vantage Specialties Inc 10/28/2024 0.05%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Varsity Brands Inc 12/16/2024 0.12% Vedici 10/31/2024 0.12% Venator Materials Corp 8/8/2024 0.03% Verallia SA 10/29/2022 0.11% Verallia SA 5/31/2025 0.04% Verifone Inc 8/20/2025 0.19% Verisure AB 10/21/2022 0.14% Verisure AB 10/21/2022 0.06% Veritas Software Corporation 1/27/2023 0.16% Veritas Software Corporation 1/27/2023 0.07% Veritext Corp 8/1/2025 0.04% Verscend Technologies Inc 8/27/2025 0.29% Vertafore Inc 7/2/2025 0.15% Vertiv 11/30/2023 0.18% Vestcom International 12/19/2023 0.04% Victory Capital Management Inc 7/1/2026 0.10% Virgin Media Finance 1/15/2026 0.31% Virgin Media Finance 1/31/2027 0.04% Virgin Media Finance 11/30/2027 0.04% Virtu Financial LLC 3/1/2026 0.13% Virtus Investment Partners 6/3/2024 0.03% Visteon Corporation 3/25/2024 0.03% Vistra Holdings Sarl 10/26/2022 0.05% Vistra Holdings Sarl 10/26/2022 0.03% Vivalto Sante SA 7/9/2026 0.02% Vivid Seats Ltd 6/30/2024 0.06% Vizient Inc 5/6/2026 0.05% Vue Entertainment Holdings Ltd 6/19/2026 0.05% Wabash National Corporation 3/18/2022 0.01% Wall Street Systems Holdings Inc 11/21/2024 0.02% Wall Street Systems Holdings Inc 11/21/2024 0.03% Warner Music 11/1/2023 0.12% WASH Multifamily Laundry Systems LLC 5/16/2022 0.04% WASH Multifamily Laundry Systems LLC 5/15/2023 0.01% WASH Multifamily Laundry Systems LLC 5/12/2023 0.00% Wastequip Inc 3/20/2025 0.02% WaterBridge 6/22/2026 0.09% WCA Waste Corp 8/11/2023 0.04% Web.com Group Inc 10/10/2025 0.09% Webhelp 7/31/2026 0.01% Weight Watchers International Inc 11/29/2024 0.13% Welbilt Inc 10/23/2025 0.08%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* Weld North Education 2/15/2025 0.05% Wencor 6/19/2026 0.04% Werner Holding Co DE Inc 7/24/2024 0.03% Wesco Aircraft Hardware Corp 2/28/2021 0.04% Wesco Aircraft Hardware Corp 11/30/2020 0.03% West Corp 10/10/2024 0.21% West Corp 10/10/2024 0.06% West Deptford Energy Holdings 7/30/2026 0.04% Westinghouse Electric Co 8/1/2025 0.28% Westway Group Inc 2/27/2020 0.02% WEX Inc 5/15/2026 0.13% Whataburger Inc 8/2/2026 0.12% Wheel Pros Inc 4/4/2025 0.05% Wheelabrator Technologies 12/19/2022 0.02% Wheelabrator Technologies 12/17/2021 0.11% Wheelabrator Technologies 12/17/2021 0.02% WideOpenWest Finance LLC 8/18/2023 0.20% WilsonArt LLC 12/19/2023 0.11% Winnebago Industries 11/8/2023 0.02% WireCo WorldGroup Inc 9/30/2024 0.01% WireCo WorldGroup Inc 9/29/2023 0.04% WSH Investments 3/31/2026 0.03% WTG Holdings III 12/20/2024 0.09% Wyndham Destinations 5/30/2025 0.03% Wyndham Vacation Rentals Europe 4/30/2025 0.05% Wynn Las Vegas 10/30/2024 0.07% Xella International GmbH 4/11/2024 0.12% Xella International GmbH 4/11/2024 0.02% XO Group 12/19/2025 0.04% Xplornet Communications Inc 9/9/2021 0.04% Yak Mat 7/11/2025 0.06% York Risk Services Group 10/1/2021 0.06% Young Innovations Inc 11/7/2024 0.03% Zayo Group LLC 1/19/2021 0.04% Zayo Group LLC 1/19/2024 0.12% Zelis Healthcare Corp 6/22/2023 0.03% Zentiva 5/29/2025 0.06% Zentiva 9/30/2025 0.02% Zest Anchors LLC 3/14/2025 0.02% Ziggo BV 4/15/2025 0.23% Ziggo BV 4/25/2025 0.18% ZPG 6/7/2025 0.03%

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

CONSTITUENT MATURITY INDEX WEIGHT* ZPG 6/7/2025 0.03% ZPG 6/6/2026 0.02%

*The weightings for each constituent of the index are rounded to the nearest tenth of a percent; therefore, the aggregate weights for the Index may not equal 100%.

AS OF September 07, 2019 spdji.com | [email protected] Fixed Income S&P Global Leveraged Loan BB/B Ratings 85/15 Index SUPPLEMENTAL DATA

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