FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) 3M CO 0.950 20230515 0.0140 3M CO 1.500 20261109 0.0186 3M CO 1.750 20300515 0.0419 3M CO 1.500 20310602 0.0413 A2A SPA 0.625 20310715 0.0372 A2A SPA 0.625 20321028 0.0109 ABB FIN BV 0.625 20230503 0.0161 ABB FIN BV 0.750 20240516 0.0174 ABB FIN BV 0.000 20300119 0.0578 ABBOTT IRELAND FINANCING DAC 0.875 20230927 0.0267 ABBOTT IRELAND FINANCING DAC 0.100 20241119 0.0447 ABBOTT IRELAND FINANCING DAC 1.500 20260927 0.0282 ABBOTT IRELAND FINANCING DAC 0.375 20271119 0.0132 ABBVIE INC 1.500 20231115 0.0119 ABBVIE INC 1.375 20240517 0.0343 ABBVIE INC 1.250 20240601 0.0165 ABBVIE INC 0.750 20271118 0.0171 ABBVIE INC 2.125 20281117 0.0631 ABBVIE INC 2.125 20290601 0.0424 ABBVIE INC 1.250 20311118 0.0153 ABERTIS INFRAESTRUCTURAS SA 3.750 20230620 0.0147 ABERTIS INFRAESTRUCTURAS SA 2.500 20250227 0.0579 ABERTIS INFRAESTRUCTURAS SA 0.625 20250715 0.0386 ABERTIS INFRAESTRUCTURAS SA 1.375 20260520 0.0912 ABERTIS INFRAESTRUCTURAS SA 1.000 20270227 0.0118 ABERTIS INFRAESTRUCTURAS SA 2.375 20270927 0.0248 ABERTIS INFRAESTRUCTURAS SA 1.250 20280207 0.0138 ABERTIS INFRAESTRUCTURAS SA 1.125 20280326 0.0193 ABERTIS INFRAESTRUCTURAS SA 2.250 20290329 0.0740 ABERTIS INFRAESTRUCTURAS SA 1.625 20290715 0.0471 ABERTIS INFRAESTRUCTURAS SA 3.000 20310327 0.0878 ABERTIS INFRAESTRUCTURAS SA 1.875 20320326 0.0155 ABN AMRO BANK NV 0.500 20230717 0.0288 ABN AMRO BANK NV 2.500 20231129 0.0246 ABN AMRO BANK NV 0.875 20240115 0.0351 ABN AMRO BANK NV 1.000 20250416 0.1141 ABN AMRO BANK NV 0.875 20250422 0.0587 ABN AMRO BANK NV 1.250 20250528 0.0985 ABN AMRO BANK NV 0.500 20260415 0.0581 ABN AMRO BANK NV 0.600 20270115 0.0291 ABN AMRO BANK NV 2.875 20280118 0.0240 ABN AMRO BANK NV 1.000 20330602 0.0225

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FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 1 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) ACEA SPA 2.625 20240715 0.0146 ACEA SPA 1.000 20261024 0.0119 ACEA SPA 1.500 20270608 0.0165 ACEA SPA 1.750 20280523 0.0121 ACEA SPA 0.500 20290406 0.0371 ACEA SPA 0.250 20300728 0.0435 ACEF HLDG SCA 0.750 20280614 0.0111 ACHMEA BV 1.500 20270526 0.0184 ACHMEA BV 6.000 20430404 0.0127 ACHMEA BV 4.250 22991231 0.0637 ADIDAS AG 0.000 20240909 0.0378 ADIDAS AG 0.000 20281005 0.0369 ADIDAS AG 0.625 20350910 0.0112 AEROPORTI DI ROMA SPA 1.625 20270608 0.0116 AEROPORTI DI ROMA SPA 1.750 20310730 0.0390 AEROPORTS DE PARIS SA 1.500 20230724 0.0117 AEROPORTS DE PARIS SA 3.125 20240611 0.0125 AEROPORTS DE PARIS SA 1.500 20250407 0.0400 AEROPORTS DE PARIS SA 2.125 20261002 0.0258 AEROPORTS DE PARIS SA 1.000 20271213 0.0117 AEROPORTS DE PARIS SA 2.750 20280605 0.0157 AEROPORTS DE PARIS SA 1.000 20290105 0.0588 AEROPORTS DE PARIS SA 2.750 20300402 0.1337 AEROPORTS DE PARIS SA 1.500 20320702 0.0180 AEROPORTS DE PARIS SA 1.125 20340618 0.0185 AEROPORTS DE PARIS SA 2.125 20381011 0.0133 AGEAS SA 3.250 20490702 0.0423 AGEAS SA 1.875 20511124 0.0114 AGEAS SA 3.875 22991231 0.0596 AIB GROUP PLC 1.500 20230329 0.0117 AIB GROUP PLC 1.250 20240528 0.0177 AIB GROUP PLC 2.250 20250703 0.0408 AIB GROUP PLC 0.500 20271117 0.0172 AIB GROUP PLC 1.875 20291119 0.0391 AIB GROUP PLC 2.875 20310530 0.0811 AIR LIQUIDE FIN SA 1.875 20240605 0.0121 AIR LIQUIDE FIN SA 0.750 20240613 0.0117 AIR LIQUIDE FIN SA 1.000 20250402 0.0393 AIR LIQUIDE FIN SA 1.250 20250603 0.0397 AIR LIQUIDE FIN SA 1.000 20270308 0.0145 AIR LIQUIDE FIN SA 1.250 20280613 0.0239 AIR LIQUIDE FIN SA 1.375 20300402 0.0410

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 2 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) AIR LIQUIDE FIN SA 0.625 20300620 0.0463 AIR LIQUIDE FIN SA 0.375 20310527 0.0378 AIR PRODUCTS AND CHEMICALS INC 0.500 20280505 0.0113 AIR PRODUCTS AND CHEMICALS INC 0.800 20320505 0.0114 AKELIUS RESIDENTIAL PPTY AB PUBL 1.125 20240314 0.0117 AKELIUS RESIDENTIAL PPTY AB PUBL 1.750 20250207 0.0479 AKELIUS RESIDENTIAL PPTY FINANCING BV 1.000 20280117 0.0113 AKELIUS RESIDENTIAL PPTY FINANCING BV 1.125 20290111 0.0382 AKELIUS RESIDENTIAL PPTY FINANCING BV 0.750 20300222 0.0440 AKZO NOBEL NV 1.750 20241107 0.0405 AKZO NOBEL NV 1.125 20260408 0.0400 AKZO NOBEL NV 1.625 20300414 0.0616 ALD SA 1.250 20221011 0.0117 ALD SA 0.375 20230718 0.0115 ALD SA 0.375 20231019 0.0138 ALD SA 0.000 20240223 0.0114 ALLIANDER NV 0.375 20300610 0.0376 ALLIANDER NV 1.625 22991231 0.0393 ALLIANZ FIN II BV 0.250 20230606 0.0172 ALLIANZ FIN II BV 0.000 20250114 0.0378 ALLIANZ FIN II BV 0.875 20260115 0.0592 ALLIANZ FIN II BV 0.875 20271206 0.0175 ALLIANZ FIN II BV 3.000 20280313 0.0200 ALLIANZ FIN II BV 1.500 20300115 0.0624 ALLIANZ FIN II BV 0.500 20310114 0.0573 ALLIANZ FIN II BV 1.375 20310421 0.0623 ALLIANZ SE 5.625 20421017 0.0378 ALLIANZ SE 2.241 20450707 0.1207 ALLIANZ SE 3.099 20470706 0.0251 ALLIANZ SE 1.301 20490925 0.0762 ALLIANZ SE 2.121 20500708 0.0802 ALLIANZ SE 3.375 22991231 0.1261 ALLIANZ SE 4.750 22991231 0.0387 ALTAREA SCA 2.250 20240705 0.0120 ALTAREA SCA 1.875 20280117 0.0115 ALTAREIT SCA 2.875 20250702 0.0402 AMADEUS IT GROUP SA 0.875 20230918 0.0116 AMADEUS IT GROUP SA 2.500 20240520 0.0121 AMADEUS IT GROUP SA 1.500 20260918 0.0123 AMADEUS IT GROUP SA 2.875 20270520 0.0129 AMADEUS IT GROUP SA 1.875 20280924 0.0605 AMCO ASSET MGMT CO SPA 1.500 20230717 0.0293

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 3 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) AMCO ASSET MGMT CO SPA 1.375 20250127 0.0474 AMCO ASSET MGMT CO SPA 2.250 20270717 0.0181 AMCO ASSET MGMT CO SPA 0.750 20280420 0.0166 AMERICA MOVIL SAB DE CV 3.259 20230722 0.0182 AMERICA MOVIL SAB DE CV 1.500 20240310 0.0202 AMERICA MOVIL SAB DE CV 0.750 20270626 0.0225 AMERICA MOVIL SAB DE CV 2.125 20280310 0.0160 AMERICA MOVIL SAB DE CV 6.375 20730906 0.0148 AMERICAN HONDA FIN CORP 1.375 20221110 0.0164 AMERICAN HONDA FIN CORP 0.550 20230317 0.0115 AMERICAN HONDA FIN CORP 0.750 20240117 0.0116 AMERICAN HONDA FIN CORP 1.950 20241018 0.0812 AMERICAN HONDA FIN CORP 0.300 20280707 0.0253 AMERICAN INTL GROUP INC 1.500 20230608 0.0175 AMERICAN INTL GROUP INC 1.875 20270621 0.0238 AMERICAN TOWER CORP 1.375 20250404 0.0394 AMERICAN TOWER CORP 1.950 20260522 0.0407 AMERICAN TOWER CORP 0.450 20270115 0.0171 AMERICAN TOWER CORP 0.500 20280115 0.0165 AMERICAN TOWER CORP 0.875 20290521 0.0564 AMERICAN TOWER CORP 1.000 20320115 0.0146 AMERICAN TOWER CORP 1.250 20330521 0.0113 ANHEUSER BUSCH INBEV SA 2.875 20240925 0.0467 ANHEUSER BUSCH INBEV SA 2.700 20260331 0.0854 ANHEUSER BUSCH INBEV SA 1.150 20270122 0.0484 ANHEUSER BUSCH INBEV SA 1.125 20270701 0.0291 ANHEUSER BUSCH INBEV SA 2.125 20271202 0.0249 ANHEUSER BUSCH INBEV SA 2.000 20280317 0.0742 ANHEUSER BUSCH INBEV SA 1.500 20300418 0.1008 ANHEUSER BUSCH INBEV SA 1.650 20310328 0.0817 ANHEUSER BUSCH INBEV SA 2.875 20320402 0.0474 ANHEUSER BUSCH INBEV SA 3.250 20330124 0.0142 ANHEUSER BUSCH INBEV SA 2.000 20350123 0.0188 ANHEUSER BUSCH INBEV SA 2.750 20360317 0.0745 ANHEUSER BUSCH INBEV SA 3.700 20400402 0.0530 ANZ NEW ZEALAND INT L LTD 1.125 20250320 0.0394 ANZ NEW ZEALAND INT L LTD 0.375 20290917 0.0377 APPLE INC 1.000 20221110 0.0325 APPLE INC 1.375 20240117 0.0238 APPLE INC 0.875 20250524 0.0978 APPLE INC 0.000 20251115 0.0758 APPLE INC 1.625 20261110 0.0350

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 4 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) APPLE INC 2.000 20270917 0.0251 APPLE INC 1.375 20290524 0.1015 APPLE INC 0.500 20311115 0.0226 APRR SA 0.000 20230120 0.0114 APRR SA 1.500 20240115 0.0119 APRR SA 1.875 20250115 0.0567 APRR SA 1.125 20260109 0.0559 APRR SA 1.250 20270106 0.0123 APRR SA 1.250 20270114 0.0123 APRR SA 1.250 20280118 0.0119 APRR SA 0.125 20290118 0.0372 APRR SA 1.500 20300125 0.0416 APRR SA 1.875 20310106 0.0433 APRR SA 1.625 20320113 0.0126 APRR SA 1.500 20330117 0.0175 APT PIPELINES LTD 2.000 20270322 0.0163 APT PIPELINES LTD 0.750 20290315 0.0446 APT PIPELINES LTD 2.000 20300715 0.0485 APT PIPELINES LTD 1.250 20330315 0.0112 APTIV PLC 1.500 20250310 0.0554 APTIV PLC 1.600 20280915 0.0402 ARCELORMITTAL SA 1.000 20230519 0.0173 ARCELORMITTAL SA 2.250 20240117 0.0127 ARCELORMITTAL SA 1.750 20251119 0.0603 ARCHER-DANIELS-MIDLAND CO 1.750 20230623 0.0142 ARCHER-DANIELS-MIDLAND CO 1.000 20250912 0.0515 ARGENTA SPAARBANK NV 1.000 20240206 0.0117 ARGENTA SPAARBANK NV 1.000 20261013 0.0389 ARGENTA SPAARBANK NV 1.000 20270129 0.0117 ARGENTUM NETHERLANDS BV 1.125 20250917 0.0397 ARGENTUM NETHERLANDS BV 2.000 20300917 0.0689 ARGENTUM NETHERLANDS BV 3.500 20461001 0.0201 ARGENTUM NETHERLANDS BV 2.750 20490219 0.0422 ARGENTUM NETHERLANDS BV 4.375 22991231 0.0643 ARKEMA SA 1.500 20250120 0.0559 ARKEMA SA 1.500 20270420 0.0222 ARKEMA SA 0.750 20291203 0.0389 AROUNDTOWN SA 0.375 20220923 0.0137 AROUNDTOWN SA 1.000 20250107 0.0543 AROUNDTOWN SA 0.625 20250709 0.0611 AROUNDTOWN SA 1.875 20260119 0.0407 AROUNDTOWN SA 1.500 20260528 0.0477

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 5 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) AROUNDTOWN SA 0.000 20260716 0.0741 AROUNDTOWN SA 2.000 20261102 0.0125 AROUNDTOWN SA 1.625 20280131 0.0188 AROUNDTOWN SA 1.450 20280709 0.0139 AROUNDTOWN SA 1.625 22991231 0.0443 AROUNDTOWN SA 2.875 22991231 0.0397 AROUNDTOWN SA 3.375 22991231 0.0488 ARVAL SVC LEASE SA 0.000 20240930 0.0602 ASAHI GROUP HLDGS LTD 0.010 20240419 0.0182 ASAHI GROUP HLDGS LTD 0.155 20241023 0.0606 ASAHI GROUP HLDGS LTD 1.151 20250919 0.0477 ASAHI GROUP HLDGS LTD 0.336 20270419 0.0138 ASAHI GROUP HLDGS LTD 0.541 20281023 0.0602 ASB FIN LTD 0.750 20240313 0.0117 ASB FIN LTD 0.500 20290924 0.0379 ASML HLDG NV 3.375 20230919 0.0189 ASML HLDG NV 1.375 20260707 0.0805 ASML HLDG NV 1.625 20270528 0.0180 ASML HLDG NV 0.625 20290507 0.0576 ASML HLDG NV 0.250 20300225 0.0556 ASSICURAZIONI GENERALI SPA 5.125 20240916 0.1606 ASSICURAZIONI GENERALI SPA 4.125 20260504 0.0894 ASSICURAZIONI GENERALI SPA 3.875 20290129 0.0448 ASSICURAZIONI GENERALI SPA 2.124 20301001 0.0603 ASSICURAZIONI GENERALI SPA 2.429 20310714 0.0483 ASSICURAZIONI GENERALI SPA 1.713 20320630 0.0111 ASSICURAZIONI GENERALI SPA 5.500 20471027 0.0352 ASSICURAZIONI GENERALI SPA 5.000 20480608 0.0230 ASTM SPA 3.375 20240213 0.0125 ASTM SPA 1.625 20280208 0.0126 ATHENE GLOBAL FUNDING 1.875 20230623 0.0118 ATHENE GLOBAL FUNDING 1.125 20250902 0.0395 ATHENE GLOBAL FUNDING 0.625 20280112 0.0110 ATLAS COPCO AB 2.500 20230228 0.0120 ATLAS COPCO AB 0.625 20260830 0.0390 AURIZON NETWORK PTY LTD 2.000 20240918 0.0406 AURIZON NETWORK PTY LTD 3.125 20260601 0.0430 AUSNET SVCS HLDGS PTY LTD 1.500 20270226 0.0138 AUSNET SVCS HLDGS PTY LTD 0.625 20300825 0.0375 AUSNET SVCS HLDGS PTY LTD 1.625 20810311 0.0165 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.625 20230221 0.0173 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.750 20260929 0.0238

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 6 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 1.125 20291121 0.0775 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.669 20310505 0.0566 AUTOROUTES DU SUD DE LA FRANCE SA 2.875 20230118 0.0169 AUTOROUTES DU SUD DE LA FRANCE SA 2.950 20240117 0.0148 AUTOROUTES DU SUD DE LA FRANCE SA 1.125 20260420 0.0400 AUTOROUTES DU SUD DE LA FRANCE SA 1.000 20260513 0.0397 AUTOROUTES DU SUD DE LA FRANCE SA 1.250 20270118 0.0245 AUTOROUTES DU SUD DE LA FRANCE SA 1.375 20280627 0.0168 AUTOROUTES DU SUD DE LA FRANCE SA 1.375 20300122 0.0821 AUTOROUTES DU SUD DE LA FRANCE SA 1.375 20310221 0.0822 AXA SA 1.125 20280515 0.0120 AXA SA 1.375 20411007 0.0224 AXA SA 5.125 20430704 0.0250 AXA SA 3.375 20470706 0.0379 AXA SA 3.250 20490528 0.1722 AXA SA 3.875 22991231 0.0877 AXA SA 3.941 22991231 0.0845 BALDER FINLAND OYJ 1.000 20290120 0.0445 BALDER FINLAND OYJ 1.375 20300524 0.0376 BANCO BILBAO VIZCAYA ARGENTARIA SA 0.750 20220911 0.0346 BANCO BILBAO VIZCAYA ARGENTARIA SA 1.125 20240228 0.0235 BANCO BILBAO VIZCAYA ARGENTARIA SA 0.375 20241002 0.0764 BANCO BILBAO VIZCAYA ARGENTARIA SA 1.375 20250514 0.0792 BANCO BILBAO VIZCAYA ARGENTARIA SA 0.750 20250604 0.0776 BANCO BILBAO VIZCAYA ARGENTARIA SA 1.000 20260621 0.0787 BANCO BILBAO VIZCAYA ARGENTARIA SA 0.375 20261115 0.0232 BANCO BILBAO VIZCAYA ARGENTARIA SA 0.500 20270114 0.0288 BANCO BILBAO VIZCAYA ARGENTARIA SA 3.500 20270210 0.0268 BANCO BILBAO VIZCAYA ARGENTARIA SA 0.125 20270324 0.0753 BANCO BILBAO VIZCAYA ARGENTARIA SA 2.575 20290222 0.0182 BANCO BILBAO VIZCAYA ARGENTARIA SA 1.000 20300116 0.0764 BANCO DE SABADELL SA 0.875 20230305 0.0231 BANCO DE SABADELL SA 1.625 20240307 0.0178 BANCO DE SABADELL SA 0.875 20250722 0.0769 BANCO DE SABADELL SA 0.625 20251107 0.0382 BANCO DE SABADELL SA 1.125 20270311 0.0389 BANCO SANTANDER SA 1.375 20221214 0.0351 BANCO SANTANDER SA 0.250 20240619 0.0287 BANCO SANTANDER SA 1.125 20250117 0.0978 BANCO SANTANDER SA 2.500 20250318 0.1235 BANCO SANTANDER SA 1.375 20260105 0.1195 BANCO SANTANDER SA 3.250 20260404 0.1290

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 7 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) BANCO SANTANDER SA 0.300 20261004 0.0231 BANCO SANTANDER SA 3.125 20270119 0.0263 BANCO SANTANDER SA 0.500 20270204 0.0288 BANCO SANTANDER SA 0.500 20270324 0.0759 BANCO SANTANDER SA 1.125 20270623 0.0230 BANCO SANTANDER SA 2.125 20280208 0.0302 BANCO SANTANDER SA 0.200 20280211 0.0274 BANCO SANTANDER SA 0.625 20290624 0.0221 BANCO SANTANDER SA 1.625 20301022 0.0780 BANK OF AMERICA CORP 1.625 20220914 0.0352 BANK OF AMERICA CORP 0.750 20230726 0.0347 BANK OF AMERICA CORP 2.375 20240619 0.0305 BANK OF AMERICA CORP 1.379 20250207 0.0296 BANK OF AMERICA CORP 1.375 20250326 0.0595 BANK OF AMERICA CORP 0.808 20260509 0.0967 BANK OF AMERICA CORP 1.776 20270504 0.1218 BANK OF AMERICA CORP 1.662 20280425 0.0308 BANK OF AMERICA CORP 0.583 20280824 0.0222 BANK OF AMERICA CORP 3.648 20290331 0.0402 BANK OF AMERICA CORP 0.580 20290808 0.0221 BANK OF AMERICA CORP 1.381 20300509 0.0985 BANK OF AMERICA CORP 0.694 20310322 0.1107 BANK OF AMERICA CORP 0.654 20311026 0.1106 BANK OF AMERICA CORP 1.102 20320524 0.1139 BANK OF CHINA LTD LUXEMBOURG BRANCH 0.000 20240428 0.0113 BANK OF CHINA LUXEMBOURG SA 0.125 20230116 0.0182 BANK OF IRELAND GROUP PLC 1.375 20230829 0.0175 BANK OF IRELAND GROUP PLC 0.750 20240708 0.0138 BANK OF IRELAND GROUP PLC 1.000 20251125 0.0505 BANK OF IRELAND GROUP PLC 0.375 20270510 0.0564 BANK OF IRELAND GROUP PLC 1.375 20310811 0.0376 BANK OF NOVA SCOTIA 0.500 20240430 0.0231 BANK OF NOVA SCOTIA 0.125 20260904 0.0171 BANKINTER SA 0.875 20240305 0.0117 BANKINTER SA 0.875 20260708 0.0580 BANKINTER SA 0.625 20271006 0.0168 BANKINTER SA 1.250 20321223 0.0166 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.500 20221116 0.0403 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.750 20230615 0.0336 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 3.000 20231128 0.0311 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.125 20240205 0.0334 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2.625 20240318 0.0369

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 8 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) BANQUE FEDERATIVE DU CREDIT MUTUEL SA 3.000 20240521 0.0248 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 1.250 20250114 0.1068 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.750 20250717 0.1163 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 3.000 20250911 0.0858 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 1.625 20260119 0.1017 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2.375 20260324 0.0829 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.010 20260511 0.1127 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.750 20260608 0.1266 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 1.875 20261104 0.0173 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2.625 20270331 0.0128 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 1.250 20270526 0.0304 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.100 20271008 0.0165 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 1.625 20271115 0.0118 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2.500 20280525 0.0124 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.250 20280629 0.0166 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 1.375 20280716 0.0215 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.250 20280719 0.0217 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.625 20281103 0.1119 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 1.750 20290315 0.0813 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 1.875 20290618 0.0806 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.750 20300117 0.0753 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 1.250 20300603 0.0781 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 0.625 20310221 0.0924 BARCLAYS BANK PLC 2.250 20240610 0.0144 BARCLAYS BANK PLC 2.800 20240620 0.0123 BARCLAYS PLC 1.500 20230903 0.0179 BARCLAYS PLC 0.625 20231114 0.0115 BARCLAYS PLC 1.875 20231208 0.0241 BARCLAYS PLC 3.375 20250402 0.0499 BARCLAYS PLC 0.750 20250609 0.0174 BARCLAYS PLC 1.375 20260124 0.0788 BARCLAYS PLC 2.000 20280207 0.0352 BARCLAYS PLC 1.125 20310322 0.0762 BARCLAYS PLC 1.106 20320512 0.0936 BASF FIN EUROPE NV 0.750 20261110 0.0120 BASF SE 2.000 20221205 0.0296 BASF SE 0.101 20230605 0.0228 BASF SE 2.500 20240122 0.0122 BASF SE 0.875 20250522 0.0589 BASF SE 0.250 20270605 0.0224 BASF SE 0.875 20271115 0.0234 BASF SE 1.500 20300522 0.0415

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 9 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) BASF SE 0.875 20311006 0.0119 BASF SE 1.625 20371115 0.0193 BAXTER INTL INC 0.400 20240515 0.0173 BAXTER INTL INC 1.300 20250530 0.0473 BAXTER INTL INC 1.300 20290515 0.0595 BAYER AG 0.375 20240706 0.0345 BAYER AG 0.050 20250112 0.0902 BAYER AG 0.750 20270106 0.0350 BAYER AG 0.375 20290112 0.0730 BAYER AG 1.125 20300106 0.1151 BAYER AG 0.625 20310712 0.0721 BAYER AG 1.375 20320706 0.0342 BAYER AG 1.000 20360112 0.0169 BAYER CAP CORP BV 0.625 20221215 0.0230 BAYER CAP CORP BV 1.250 20231113 0.0118 BAYER CAP CORP BV 1.500 20260626 0.1397 BAYER CAP CORP BV 2.125 20291215 0.1252 BAYERISCHE LANDESBANK 0.125 20280210 0.0109 BAYERISCHE LANDESBANK 1.000 20310923 0.0115 BECTON DICKINSON AND CO 1.000 20221215 0.0116 BECTON DICKINSON AND CO 1.900 20261215 0.0125 BECTON DICKINSON EURO FIN SARL 0.632 20230604 0.0184 BECTON DICKINSON EURO FIN SARL 1.208 20260604 0.0473 BECTON DICKINSON EURO FIN SARL 1.213 20360212 0.0134 BERLIN HYP AG 0.375 20230828 0.0115 BERLIN HYP AG 0.500 20230926 0.0115 BERLIN HYP AG 1.250 20250122 0.0592 BERLIN HYP AG 1.000 20260205 0.0397 BERLIN HYP AG 1.125 20271025 0.0117 BERLIN HYP AG 1.500 20280418 0.0119 BERLIN HYP AG 0.500 20291105 0.0382 BERLIN HYP AG 0.375 20310421 0.0373 BERTELSMANN SE & CO KGAA 1.250 20250929 0.0429 BERTELSMANN SE & CO KGAA 1.125 20260427 0.0398 BERTELSMANN SE & CO KGAA 2.000 20280401 0.0185 BERTELSMANN SE & CO KGAA 1.500 20300515 0.0608 BG ENERGY CAP PLC 1.250 20221121 0.0180 BG ENERGY CAP PLC 2.250 20291121 0.0686 BHP BILLITON FIN LTD 3.000 20240529 0.0139 BHP BILLITON FIN LTD 3.250 20270924 0.0200 BHP BILLITON FIN LTD 1.500 20300429 0.0610 BHP BILLITON FIN LTD 3.125 20330429 0.0212

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 10 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) BLACKSTONE HLDGS FIN CO LLC 1.000 20261005 0.0143 BLACKSTONE HLDGS FIN CO LLC 1.500 20290410 0.0480 BLACKSTONE PPTY PARTNERS EUROPE HLDGS SARL 0.500 20230912 0.0115 BLACKSTONE PPTY PARTNERS EUROPE HLDGS SARL 2.000 20240215 0.0119 BLACKSTONE PPTY PARTNERS EUROPE HLDGS SARL 2.200 20250724 0.0523 BLACKSTONE PPTY PARTNERS EUROPE HLDGS SARL 1.250 20270426 0.0141 BLACKSTONE PPTY PARTNERS EUROPE HLDGS SARL 1.000 20280504 0.0121 BLACKSTONE PPTY PARTNERS EUROPE HLDGS SARL 1.750 20290312 0.0467 BMW FIN NV 1.250 20220905 0.0175 BMW FIN NV 0.500 20221122 0.0230 BMW FIN NV 2.375 20230124 0.0179 BMW FIN NV 0.000 20230324 0.0285 BMW FIN NV 0.000 20230414 0.0228 BMW FIN NV 0.375 20230710 0.0287 BMW FIN NV 0.625 20231006 0.0348 BMW FIN NV 2.625 20240117 0.0185 BMW FIN NV 0.750 20240415 0.0175 BMW FIN NV 0.750 20240712 0.0175 BMW FIN NV 1.000 20241114 0.0785 BMW FIN NV 1.000 20250121 0.0589 BMW FIN NV 0.875 20250403 0.0586 BMW FIN NV 1.000 20250829 0.0590 BMW FIN NV 0.000 20260111 0.0754 BMW FIN NV 1.125 20260522 0.0598 BMW FIN NV 0.750 20260713 0.0587 BMW FIN NV 0.375 20270114 0.0175 BMW FIN NV 0.375 20270924 0.0169 BMW FIN NV 1.125 20280110 0.0178 BMW FIN NV 1.500 20290206 0.1231 BMW FIN NV 0.875 20320114 0.0117 BMW FIN NV 0.200 20330111 0.0107 BMW US CAP LLC 1.000 20270420 0.0120 BNP PARIBAS CARDIF SA 1.000 20241129 0.0582 BNP PARIBAS CARDIF SA 4.032 22991231 0.0875 BNP PARIBAS SA 2.875 20221024 0.0241 BNP PARIBAS SA 0.750 20221111 0.0289 BNP PARIBAS SA 1.125 20230115 0.0291 BNP PARIBAS SA 4.500 20230321 0.0373 BNP PARIBAS SA 2.875 20230926 0.0427 BNP PARIBAS SA 1.125 20231010 0.0236 BNP PARIBAS SA 1.125 20231122 0.0206 BNP PARIBAS SA 1.000 20240417 0.0117

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 11 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) BNP PARIBAS SA 2.375 20240520 0.0245 BNP PARIBAS SA 1.000 20240627 0.0176 BNP PARIBAS SA 1.125 20240828 0.0176 BNP PARIBAS SA 2.375 20250217 0.1229 BNP PARIBAS SA 1.250 20250319 0.0670 BNP PARIBAS SA 0.500 20250715 0.0762 BNP PARIBAS SA 1.500 20251117 0.1006 BNP PARIBAS SA 2.750 20260127 0.0634 BNP PARIBAS SA 1.625 20260223 0.0817 BNP PARIBAS SA 0.500 20260604 0.0573 BNP PARIBAS SA 1.125 20260611 0.0984 BNP PARIBAS SA 0.125 20260904 0.0227 BNP PARIBAS SA 2.875 20261001 0.0196 BNP PARIBAS SA 2.250 20270111 0.0258 BNP PARIBAS SA 2.125 20270123 0.1846 BNP PARIBAS SA 0.250 20270413 0.0939 BNP PARIBAS SA 0.375 20271014 0.0172 BNP PARIBAS SA 2.625 20271014 0.0179 BNP PARIBAS SA 0.500 20280219 0.0287 BNP PARIBAS SA 1.500 20280523 0.0238 BNP PARIBAS SA 1.500 20280525 0.0242 BNP PARIBAS SA 0.500 20280901 0.0222 BNP PARIBAS SA 1.125 20290417 0.0286 BNP PARIBAS SA 1.375 20290528 0.1066 BNP PARIBAS SA 0.500 20300119 0.0734 BNP PARIBAS SA 2.375 20301120 0.0412 BNP PARIBAS SA 1.625 20310702 0.0804 BNP PARIBAS SA 1.125 20320115 0.0233 BNP PARIBAS SA 0.625 20321203 0.0358 BNZ INTL FUNDING LTD LONDON BRANCH 0.500 20230513 0.0127 BNZ INTL FUNDING LTD LONDON BRANCH 0.375 20240914 0.0575 BOUYGUES SA 3.625 20230116 0.0171 BOUYGUES SA 1.375 20270607 0.0179 BOUYGUES SA 1.125 20280724 0.0236 BP CAP MARKETS BV 0.933 20401204 0.0158 BP CAP MARKETS PLC 1.526 20220926 0.0148 BP CAP MARKETS PLC 1.109 20230216 0.0156 BP CAP MARKETS PLC 1.876 20240407 0.0241 BP CAP MARKETS PLC 1.953 20250303 0.0609 BP CAP MARKETS PLC 2.972 20260227 0.0861 BP CAP MARKETS PLC 2.213 20260925 0.0217 BP CAP MARKETS PLC 1.573 20270216 0.0308

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 12 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) BP CAP MARKETS PLC 0.831 20271108 0.0252 BP CAP MARKETS PLC 2.519 20280407 0.0253 BP CAP MARKETS PLC 1.594 20280703 0.0136 BP CAP MARKETS PLC 1.637 20290626 0.0524 BP CAP MARKETS PLC 1.231 20310508 0.0859 BP CAP MARKETS PLC 2.822 20320407 0.0336 BP CAP MARKETS PLC 1.104 20341115 0.0203 BP CAP MARKETS PLC 3.250 22991231 0.2024 BP CAP MARKETS PLC 3.625 22991231 0.1823 BRAMBLES FIN LTD 2.375 20240612 0.0121 BRAMBLES FIN PLC 1.500 20271004 0.0120 BRIGHT FOOD SINGAPORE HLDGS PTE LTD 1.375 20240619 0.0116 BRIGHT FOOD SINGAPORE HLDGS PTE LTD 1.750 20250722 0.0624 BRITISH TELECOMMS PLC 1.125 20230310 0.0256 BRITISH TELECOMMS PLC 0.875 20230926 0.0117 BRITISH TELECOMMS PLC 1.000 20240623 0.0134 BRITISH TELECOMMS PLC 1.000 20241121 0.0856 BRITISH TELECOMMS PLC 0.500 20250912 0.0498 BRITISH TELECOMMS PLC 1.750 20260310 0.1054 BRITISH TELECOMMS PLC 1.500 20270623 0.0269 BRITISH TELECOMMS PLC 2.125 20280926 0.0415 BRITISH TELECOMMS PLC 1.125 20290912 0.0580 CADENT FIN PLC 0.625 20240922 0.0578 CADENT FIN PLC 0.625 20300319 0.0468 CADENT FIN PLC 0.750 20320311 0.0111 CAIXABANK SA 1.125 20230112 0.0291 CAIXABANK SA 0.750 20230418 0.0231 CAIXABANK SA 1.750 20231024 0.0239 CAIXABANK SA 2.375 20240201 0.0243 CAIXABANK SA 0.875 20240325 0.0117 CAIXABANK SA 1.125 20240517 0.0235 CAIXABANK SA 1.000 20240625 0.0117 CAIXABANK SA 0.625 20241001 0.0769 CAIXABANK SA 0.375 20250203 0.0763 CAIXABANK SA 1.125 20260327 0.0791 CAIXABANK SA 1.375 20260619 0.0989 CAIXABANK SA 0.750 20260709 0.0580 CAIXABANK SA 0.750 20260710 0.0771 CAIXABANK SA 1.125 20261112 0.0178 CAIXABANK SA 0.375 20261118 0.0758 CAIXABANK SA 0.750 20280526 0.0231 CAIXABANK SA 2.750 20280714 0.0238

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 13 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) CAIXABANK SA 0.500 20290209 0.0219 CAIXABANK SA 3.750 20290215 0.0249 CAIXABANK SA 2.250 20300417 0.0795 CAIXABANK SA 1.250 20310618 0.0761 CANADIAN IMPERIAL BANK OF COMMERCE 0.750 20230322 0.0255 CANADIAN IMPERIAL BANK OF COMMERCE 0.375 20240503 0.0230 CAP ONE FINL CORP 0.800 20240612 0.0174 CAP ONE FINL CORP 1.650 20290612 0.0395 CAPGEMINI SE 2.500 20230701 0.0238 CAPGEMINI SE 1.000 20241018 0.0470 CAPGEMINI SE 0.625 20250623 0.0618 CAPGEMINI SE 1.625 20260415 0.0650 CAPGEMINI SE 1.750 20280418 0.0122 CAPGEMINI SE 2.000 20290415 0.0841 CAPGEMINI SE 1.125 20300623 0.0631 CAPGEMINI SE 2.375 20320415 0.0316 CARLSBERG BREWERIES A/S 2.625 20221115 0.0180 CARLSBERG BREWERIES A/S 0.500 20230906 0.0115 CARLSBERG BREWERIES A/S 2.500 20240528 0.0244 CARLSBERG BREWERIES A/S 0.375 20270630 0.0112 CARLSBERG BREWERIES A/S 0.625 20300309 0.0377 CARREFOUR SA 0.875 20230612 0.0116 CARREFOUR SA 0.750 20240426 0.0174 CARREFOUR SA 1.250 20250603 0.0591 CARREFOUR SA 1.750 20260504 0.0408 CARREFOUR SA 1.000 20270517 0.0120 CARREFOUR SA 2.625 20271215 0.0257 CCEP FIN IRELAND DAC 0.000 20250906 0.0603 CCEP FIN IRELAND DAC 0.500 20290906 0.0522 CCEP FIN IRELAND DAC 0.875 20330506 0.0223 CCEP FIN IRELAND DAC 1.500 20410506 0.0171 CELANESE US HLDGS LLC 1.125 20230926 0.0176 CELANESE US HLDGS LLC 2.125 20270301 0.0125 CEPSA FIN SA 1.000 20250216 0.0387 CEPSA FIN SA 2.250 20260213 0.0409 CEPSA FIN SA 0.750 20280212 0.0108 CEZ AS 4.875 20250416 0.0674 CEZ AS 0.875 20261202 0.0177 CEZ AS 3.000 20280605 0.0186 CGNPC INTL LTD 1.625 20241211 0.0395 CGNPC INTL LTD 2.000 20250911 0.0405 CHINA CONSTRUCTION BANK CORP SA LUXEMBOURG BRANCH 0.050 20221022 0.0114

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 14 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) CHINA CONSTRUCTION BANK CORP SA LUXEMBOURG BRANCH 0.000 20240422 0.0182 CHINA CONSTRUCTION BANK EUROPE SA 0.000 20240628 0.0181 CHUBB INA HLDGS INC 0.300 20241215 0.0532 CHUBB INA HLDGS INC 0.875 20270615 0.0132 CHUBB INA HLDGS INC 1.550 20280315 0.0215 CHUBB INA HLDGS INC 0.875 20291215 0.0540 CHUBB INA HLDGS INC 1.400 20310615 0.0459 CHUBB INA HLDGS INC 2.500 20380315 0.0247 CITIGROUP INC 0.750 20231026 0.0407 CITIGROUP INC 2.375 20240522 0.0244 CITIGROUP INC 1.750 20250128 0.1005 CITIGROUP INC 1.250 20260706 0.1372 CITIGROUP INC 1.500 20260724 0.1384 CITIGROUP INC 2.125 20260910 0.0228 CITIGROUP INC 0.500 20271008 0.0345 CITIGROUP INC 1.625 20280321 0.0179 CITIGROUP INC 1.500 20281026 0.0804 CITIGROUP INC 1.250 20290410 0.1056 CITIGROUP INC 2.000 20340307 0.0130 CK HUTCHISON EUROPE FIN 18 LTD 1.250 20250413 0.0591 CK HUTCHISON EUROPE FIN 18 LTD 2.000 20300413 0.0419 CK HUTCHISON FIN 16 (II) LTD 0.875 20241003 0.0777 CK HUTCHISON FIN 16 LTD 1.250 20230406 0.0314 CK HUTCHISON FIN 16 LTD 2.000 20280406 0.0160 CK HUTCHISON GROUP TELECOM FIN SA 0.375 20231017 0.0344 CK HUTCHISON GROUP TELECOM FIN SA 0.750 20260417 0.0774 CK HUTCHISON GROUP TELECOM FIN SA 1.125 20281017 0.0776 CK HUTCHISON GROUP TELECOM FIN SA 1.500 20311017 0.0176 CK HUTCHISON HLDGS LTD 3.875 22991231 0.0124 CLOVERIE PLC 1.750 20240916 0.0405 CLOVERIE PLC 1.500 20281215 0.0408 CNAC HK FINBRIDGE CO LTD 1.125 20240922 0.0383 CNH INDUSTRIAL FIN EUROPE SA 0.000 20240401 0.0170 CNH INDUSTRIAL FIN EUROPE SA 1.750 20250912 0.0527 CNH INDUSTRIAL FIN EUROPE SA 1.875 20260119 0.0406 CNH INDUSTRIAL FIN EUROPE SA 1.750 20270325 0.0147 CNH INDUSTRIAL FIN EUROPE SA 1.625 20290703 0.0397 CNP ASSURANCES SA 1.875 20221020 0.0235 CNP ASSURANCES SA 0.375 20280308 0.0109 CNP ASSURANCES SA 2.750 20290205 0.0428 CNP ASSURANCES SA 4.250 20450605 0.0432 CNP ASSURANCES SA 4.500 20470610 0.0200

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 15 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) CNP ASSURANCES SA 2.000 20500727 0.0584 CNP ASSURANCES SA 2.500 20510630 0.0180 CNP ASSURANCES SA 4.000 22991231 0.0430 CNP ASSURANCES SA 4.750 22991231 0.0127 COCA COLA HBC FIN BV 1.875 20241111 0.0487 COCA COLA HBC FIN BV 1.000 20270514 0.0167 COCA COLA HBC FIN BV 0.625 20291121 0.0379 COCA COLA HBC FIN BV 1.625 20310514 0.0494 COCA-COLA CO 0.500 20240308 0.0116 COCA-COLA CO 1.875 20260922 0.0218 COCA-COLA CO 1.125 20270309 0.0363 COCA-COLA CO 0.125 20290309 0.0514 COCA-COLA CO 0.125 20290315 0.0734 COCA-COLA CO 0.400 20300506 0.0485 COCA-COLA CO 1.250 20310308 0.0601 COCA-COLA CO 0.500 20330309 0.0142 COCA-COLA CO 0.375 20330315 0.0161 COCA-COLA CO 1.625 20350309 0.0372 COCA-COLA CO 0.950 20360506 0.0112 COCA-COLA CO 1.100 20360902 0.0116 COCA-COLA CO 0.800 20400315 0.0183 COCA-COLA CO 1.000 20410309 0.0143 COCA-COLA EUROPACIFIC PARTNERS PLC 1.125 20240526 0.0118 COCA-COLA EUROPACIFIC PARTNERS PLC 1.750 20260327 0.0490 COCA-COLA EUROPACIFIC PARTNERS PLC 1.500 20271108 0.0156 COCA-COLA EUROPACIFIC PARTNERS PLC 1.750 20280526 0.0121 COCA-COLA EUROPACIFIC PARTNERS PLC 0.200 20281202 0.0551 COCA-COLA EUROPACIFIC PARTNERS PLC 1.125 20290412 0.0392 COCA-COLA EUROPACIFIC PARTNERS PLC 1.875 20300318 0.0415 COCA-COLA EUROPACIFIC PARTNERS PLC 0.700 20310912 0.0112 COENTREPRISE DE TRANSPORT D ELECTRICITE SA 0.875 20240929 0.0388 COENTREPRISE DE TRANSPORT D ELECTRICITE SA 1.500 20280729 0.0286 COENTREPRISE DE TRANSPORT D ELECTRICITE SA 2.125 20320729 0.0311 COFIROUTE SA 0.375 20250207 0.0499 COFIROUTE SA 1.125 20271013 0.0178 COFIROUTE SA 0.750 20280909 0.0509 COFIROUTE SA 1.000 20310519 0.0752 COLGATE-PALMOLIVE CO 0.500 20260306 0.0387 COLGATE-PALMOLIVE CO 1.375 20340306 0.0123 COLGATE-PALMOLIVE CO 0.875 20391112 0.0114 COMCAST CORP 0.250 20270520 0.0183 COMCAST CORP 0.750 20320220 0.0314

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 16 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) COMCAST CORP 1.250 20400220 0.0183 COMMERZBANK AG 1.500 20220921 0.0117 COMMERZBANK AG 0.500 20230828 0.0287 COMMERZBANK AG 0.500 20230913 0.0231 COMMERZBANK AG 1.250 20231023 0.0118 COMMERZBANK AG 1.125 20240524 0.0117 COMMERZBANK AG 0.625 20240828 0.0232 COMMERZBANK AG 0.250 20240916 0.0378 COMMERZBANK AG 0.100 20250911 0.0377 COMMERZBANK AG 1.125 20250919 0.0393 COMMERZBANK AG 1.000 20260304 0.0983 COMMERZBANK AG 4.000 20260323 0.0862 COMMERZBANK AG 0.750 20260324 0.0384 COMMERZBANK AG 1.125 20260622 0.0390 COMMERZBANK AG 0.500 20261204 0.0232 COMMERZBANK AG 0.875 20270122 0.0175 COMMERZBANK AG 4.000 20270330 0.0172 COMMERZBANK AG 0.375 20270901 0.0167 COMMERZBANK AG 1.875 20280228 0.0120 COMMERZBANK AG 1.500 20280828 0.0119 COMMERZBANK AG 4.000 20301205 0.0650 COMMONWEALTH BANK OF AUSTRALIA 1.125 20280118 0.0143 COMMONWEALTH BANK OF AUSTRALIA 1.936 20291003 0.0799 COMPAGNIE DE SAINT GOBAIN SA 1.750 20230403 0.0177 COMPAGNIE DE SAINT GOBAIN SA 0.875 20230921 0.0117 COMPAGNIE DE SAINT GOBAIN SA 0.625 20240315 0.0174 COMPAGNIE DE SAINT GOBAIN SA 1.000 20250317 0.0590 COMPAGNIE DE SAINT GOBAIN SA 1.125 20260323 0.0599 COMPAGNIE DE SAINT GOBAIN SA 1.375 20270614 0.0178 COMPAGNIE DE SAINT GOBAIN SA 2.375 20271004 0.0191 COMPAGNIE DE SAINT GOBAIN SA 1.875 20280921 0.0590 COMPAGNIE DE SAINT GOBAIN SA 1.875 20310315 0.0889 COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 0.875 20250903 0.0591 COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 0.000 20281102 0.0366 COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 1.750 20300903 0.0854 COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 0.250 20321102 0.0109 COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 2.500 20380903 0.0221 COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 0.625 20401102 0.0109 COMPASS GROUP FIN NETHERLANDS BV 1.500 20280905 0.0409 COMPASS GROUP INTL BV 0.625 20240703 0.0174 COMPASS GROUP PLC 1.875 20230127 0.0118 CONTI GUMMI FIN BV 2.125 20231127 0.0181

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 17 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) CONTI GUMMI FIN BV 1.125 20240925 0.0490 CONTINENTAL AG 0.000 20230912 0.0114 CONTINENTAL AG 0.375 20250627 0.0457 CONTINENTAL AG 2.500 20260827 0.0627 COOPERATIEVE RABOBANK UA 4.125 20220914 0.0246 COOPERATIEVE RABOBANK UA 0.500 20221206 0.0230 COOPERATIEVE RABOBANK UA 2.375 20230522 0.0359 COOPERATIEVE RABOBANK UA 3.875 20230725 0.0245 COOPERATIEVE RABOBANK UA 0.750 20230829 0.0231 COOPERATIEVE RABOBANK UA 0.625 20240227 0.0290 COOPERATIEVE RABOBANK UA 4.125 20250714 0.2426 COOPERATIEVE RABOBANK UA 1.250 20260323 0.1608 COOPERATIEVE RABOBANK UA 0.250 20261030 0.0173 COOPERATIEVE RABOBANK UA 1.375 20270203 0.0370 COOPERATIEVE RABOBANK UA 0.875 20280505 0.0237 COOPERATIEVE RABOBANK UA 1.125 20310507 0.0796 COOPERATIEVE RABOBANK UA 0.625 20330225 0.0167 COVESTRO AG 1.750 20240925 0.0402 COVESTRO AG 0.875 20260203 0.0391 COVESTRO AG 1.375 20300612 0.0399 COVIVIO SA 1.875 20260520 0.0412 COVIVIO SA 1.500 20270621 0.0142 COVIVIO SA 1.625 20300623 0.0405 COVIVIO SA 1.125 20310917 0.0117 CPI PPTY GROUP SA 2.750 20260512 0.0620 CPI PPTY GROUP SA 1.625 20270423 0.0179 CPI PPTY GROUP SA 1.500 20310127 0.0477 CREDIT AGRICOLE ASSURANCES SA 2.000 20300717 0.0784 CREDIT AGRICOLE ASSURANCES SA 2.625 20480129 0.0241 CREDIT AGRICOLE ASSURANCES SA 4.750 20480927 0.0939 CREDIT AGRICOLE ASSURANCES SA 4.250 22991231 0.0857 CREDIT AGRICOLE ASSURANCES SA 4.500 22991231 0.0669 CREDIT AGRICOLE SA 3.150 20231223 0.0193 CREDIT AGRICOLE SA 3.000 20250202 0.0464 CREDIT AGRICOLE SA 0.526 20250424 0.0385 CREDIT AGRICOLE SA 0.375 20251021 0.0764 CREDIT AGRICOLE SA 2.800 20260127 0.0507 CREDIT AGRICOLE SA 1.000 20260422 0.1166 CREDIT AGRICOLE SA 2.850 20260427 0.0829 CREDIT AGRICOLE SA 0.131 20260722 0.0370 CREDIT AGRICOLE SA 0.066 20260904 0.0168 CREDIT AGRICOLE SA 0.139 20261009 0.0224

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 18 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) CREDIT AGRICOLE SA 0.294 20261025 0.0113 CREDIT AGRICOLE SA 0.358 20270120 0.0113 CREDIT AGRICOLE SA 0.274 20270130 0.0112 CREDIT AGRICOLE SA 0.203 20270206 0.0223 CREDIT AGRICOLE SA 2.625 20270317 0.0511 CREDIT AGRICOLE SA 0.629 20270427 0.0114 CREDIT AGRICOLE SA 0.170 20270624 0.0107 CREDIT AGRICOLE SA 0.173 20270706 0.0107 CREDIT AGRICOLE SA 0.186 20270722 0.0214 CREDIT AGRICOLE SA 0.121 20270904 0.0160 CREDIT AGRICOLE SA 0.125 20271209 0.0217 CREDIT AGRICOLE SA 0.036 20280120 0.0320 CREDIT AGRICOLE SA 0.375 20280420 0.0219 CREDIT AGRICOLE SA 2.000 20290325 0.1014 CREDIT AGRICOLE SA 1.625 20300605 0.0591 CREDIT AGRICOLE SA 0.875 20320114 0.0281 CREDIT AGRICOLE SA LONDON BRANCH 1.340 20221102 0.0117 CREDIT AGRICOLE SA LONDON BRANCH 1.380 20221118 0.0232 CREDIT AGRICOLE SA LONDON BRANCH 0.750 20221201 0.0163 CREDIT AGRICOLE SA LONDON BRANCH 5.125 20230418 0.0232 CREDIT AGRICOLE SA LONDON BRANCH 3.125 20230717 0.0281 CREDIT AGRICOLE SA LONDON BRANCH 0.750 20231205 0.0234 CREDIT AGRICOLE SA LONDON BRANCH 2.375 20240520 0.0296 CREDIT AGRICOLE SA LONDON BRANCH 0.500 20240624 0.0231 CREDIT AGRICOLE SA LONDON BRANCH 1.000 20240916 0.0598 CREDIT AGRICOLE SA LONDON BRANCH 0.954 20241210 0.0392 CREDIT AGRICOLE SA LONDON BRANCH 1.375 20250313 0.0792 CREDIT AGRICOLE SA LONDON BRANCH 0.938 20250710 0.1176 CREDIT AGRICOLE SA LONDON BRANCH 3.125 20260205 0.0872 CREDIT AGRICOLE SA LONDON BRANCH 1.250 20260414 0.1202 CREDIT AGRICOLE SA LONDON BRANCH 0.449 20260626 0.0379 CREDIT AGRICOLE SA LONDON BRANCH 1.235 20261026 0.0118 CREDIT AGRICOLE SA LONDON BRANCH 1.875 20261220 0.0376 CREDIT AGRICOLE SA LONDON BRANCH 1.375 20270503 0.0368 CREDIT AGRICOLE SA LONDON BRANCH 1.750 20290305 0.1220 CREDIT AGRICOLE SA LONDON BRANCH 1.000 20290703 0.0785 CREDIT MUTUEL ARKEA SA 1.000 20230126 0.0116 CREDIT MUTUEL ARKEA SA 0.875 20231005 0.0117 CREDIT MUTUEL ARKEA SA 1.250 20240531 0.0118 CREDIT MUTUEL ARKEA SA 1.375 20250117 0.0398 CREDIT MUTUEL ARKEA SA 0.010 20260128 0.0376 CREDIT MUTUEL ARKEA SA 1.625 20260415 0.0402

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 19 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) CREDIT MUTUEL ARKEA SA 3.250 20260601 0.0431 CREDIT MUTUEL ARKEA SA 0.875 20270507 0.0178 CREDIT MUTUEL ARKEA SA 0.375 20281003 0.0374 CREDIT MUTUEL ARKEA SA 3.500 20290209 0.0449 CREDIT MUTUEL ARKEA SA 1.125 20290523 0.0394 CREDIT MUTUEL ARKEA SA 1.250 20290611 0.0173 CREDIT MUTUEL ARKEA SA 1.875 20291025 0.0398 CREDIT MUTUEL ARKEA SA 3.375 20310311 0.0684 CREDIT MUTUEL ARKEA SA 0.875 20330311 0.0111 CRH FIN DAC 3.125 20230403 0.0181 CRH FIN DAC 1.375 20281018 0.0484 CRH FINLAND SVCS OYJ 0.875 20231105 0.0117 CRH FUNDING BV 1.875 20240109 0.0144 CRH FUNDING BV 1.625 20300505 0.0616 CRITERIA CAIXA SAU 1.375 20240410 0.0142 CRITERIA CAIXA SAU 0.875 20271028 0.0135 CYRUSONE EUROPE FIN DAC 1.125 20280526 0.0110 CYRUSONE LP 1.450 20270122 0.0117 CZECH GAS NETWORKS INVS SARL 1.000 20270716 0.0137 CZECH GAS NETWORKS INVS SARL 0.875 20310331 0.0375 DAIMLER AG 2.375 20220912 0.0179 DAIMLER AG 2.375 20230308 0.0119 DAIMLER AG 0.750 20230511 0.0174 DAIMLER AG 1.625 20230822 0.0235 DAIMLER AG 1.400 20240112 0.0237 DAIMLER AG 0.000 20240208 0.0171 DAIMLER AG 1.875 20240708 0.0120 DAIMLER AG 0.850 20250228 0.0974 DAIMLER AG 2.625 20250407 0.1249 DAIMLER AG 1.500 20260309 0.0809 DAIMLER AG 2.000 20260822 0.1034 DAIMLER AG 0.375 20261108 0.0232 DAIMLER AG 1.000 20271115 0.0233 DAIMLER AG 1.375 20280511 0.0297 DAIMLER AG 1.500 20290703 0.1212 DAIMLER AG 0.750 20300208 0.0573 DAIMLER AG 2.375 20300522 0.0651 DAIMLER AG 0.750 20300910 0.0770 DAIMLER AG 2.000 20310227 0.0638 DAIMLER AG 1.125 20311106 0.0235 DAIMLER AG 0.750 20330311 0.0224 DAIMLER AG 1.125 20340808 0.0115

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 20 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) DAIMLER AG 2.125 20370703 0.0337 DAIMLER INTL FIN BV 0.625 20230227 0.0346 DAIMLER INTL FIN BV 0.250 20231106 0.0401 DAIMLER INTL FIN BV 0.875 20240409 0.0234 DAIMLER INTL FIN BV 1.000 20251111 0.0989 DAIMLER INTL FIN BV 1.375 20260626 0.0805 DAIMLER INTL FIN BV 1.500 20270209 0.0123 DAIMLER INTL FIN BV 0.625 20270506 0.0293 DANAHER CORP 1.700 20240330 0.0215 DANAHER CORP 2.100 20260930 0.0204 DANAHER CORP 2.500 20300330 0.0695 DANFOSS FIN I BV 0.125 20260428 0.0528 DANFOSS FIN I BV 0.375 20281028 0.0517 DANFOSS FIN II BV 0.750 20310428 0.0374 DANONE SA 0.424 20221103 0.0229 DANONE SA 2.600 20230628 0.0120 DANONE SA 1.250 20240530 0.0178 DANONE SA 0.709 20241103 0.0972 DANONE SA 1.125 20250114 0.0591 DANONE SA 0.000 20251201 0.0756 DANONE SA 0.571 20270317 0.0188 DANONE SA 1.208 20281103 0.1291 DANONE SA 0.395 20290610 0.0604 DANONE SA 1.750 22991231 0.0292 DASSAULT SYSTEMES SE 0.000 20220916 0.0205 DASSAULT SYSTEMES SE 0.000 20240916 0.0529 DASSAULT SYSTEMES SE 0.125 20260916 0.0207 DASSAULT SYSTEMES SE 0.375 20290916 0.0871 DE VOLKSBANK NV 0.750 20230625 0.0116 DE VOLKSBANK NV 0.010 20240916 0.0378 DE VOLKSBANK NV 0.250 20260622 0.0376 DE VOLKSBANK NV 0.375 20280303 0.0109 DE VOLKSBANK NV 1.750 20301022 0.0401 DELL BANK INTL DAC 0.625 20221017 0.0115 DELL BANK INTL DAC 1.625 20240624 0.0119 DEUTSCHE BANK AG 2.375 20230111 0.0312 DEUTSCHE BANK AG 1.125 20230830 0.0233 DEUTSCHE BANK AG 1.125 20250317 0.0742 DEUTSCHE BANK AG 1.000 20251119 0.1159 DEUTSCHE BANK AG 2.625 20260212 0.0571 DEUTSCHE BANK AG 1.375 20260610 0.0396 DEUTSCHE BANK AG 1.375 20260903 0.0593

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 21 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) DEUTSCHE BANK AG 1.625 20270120 0.0363 DEUTSCHE BANK AG 0.750 20270217 0.1143 DEUTSCHE BANK AG 1.750 20280117 0.0189 DEUTSCHE BANK AG 1.750 20301119 0.1187 DEUTSCHE BANK AG 1.375 20320217 0.1138 DEUTSCHE BANK AG LONDON BRANCH 0.250 20230819 0.0454 DEUTSCHE BANK AG LONDON BRANCH 0.050 20231218 0.0178 DEUTSCHE BANK AG LONDON BRANCH 0.200 20260115 0.0755 DEUTSCHE BANK AG LONDON BRANCH 0.200 20260115 0.0787 DEUTSCHE BANK AG LONDON BRANCH 0.200 20260115 0.0378 DEUTSCHE BANK AG LONDON BRANCH 0.200 20260115 0.0522 DEUTSCHE KREDITBANK AG 0.750 20240926 0.0388 DEUTSCHE KREDITBANK AG 0.010 20260223 0.0377 DEUTSCHE POST AG 2.750 20231009 0.0124 DEUTSCHE POST AG 2.875 20241211 0.0590 DEUTSCHE POST AG 1.250 20260401 0.0401 DEUTSCHE POST AG 0.375 20260520 0.0577 DEUTSCHE POST AG 1.000 20271213 0.0118 DEUTSCHE POST AG 1.625 20281205 0.0623 DEUTSCHE POST AG 0.750 20290520 0.0584 DEUTSCHE POST AG 1.000 20320520 0.0179 DEUTSCHE TELEKOM AG 0.875 20260325 0.0394 DEUTSCHE TELEKOM AG 0.500 20270705 0.0282 DEUTSCHE TELEKOM AG 1.750 20310325 0.0840 DEUTSCHE TELEKOM AG 1.375 20340705 0.0203 DEUTSCHE TELEKOM AG 2.250 20390329 0.0133 DEUTSCHE TELEKOM AG 1.750 20491209 0.0172 DEUTSCHE TELEKOM INTL FIN BV 0.625 20221201 0.0115 DEUTSCHE TELEKOM INTL FIN BV 0.625 20230403 0.0404 DEUTSCHE TELEKOM INTL FIN BV 0.875 20240130 0.0293 DEUTSCHE TELEKOM INTL FIN BV 2.750 20241024 0.0545 DEUTSCHE TELEKOM INTL FIN BV 0.625 20241213 0.0580 DEUTSCHE TELEKOM INTL FIN BV 4.875 20250422 0.0451 DEUTSCHE TELEKOM INTL FIN BV 1.375 20251201 0.0806 DEUTSCHE TELEKOM INTL FIN BV 1.125 20260522 0.0596 DEUTSCHE TELEKOM INTL FIN BV 1.375 20270130 0.0307 DEUTSCHE TELEKOM INTL FIN BV 3.250 20280117 0.0201 DEUTSCHE TELEKOM INTL FIN BV 1.500 20280403 0.0360 DEUTSCHE TELEKOM INTL FIN BV 2.000 20291201 0.0854 DEUTSCHE TELEKOM INTL FIN BV 7.500 20330124 0.0197 DEUTSCHE WOHNEN SE 1.000 20250430 0.0464 DEUTSCHE WOHNEN SE 1.500 20300430 0.0481

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 22 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) DEUTSCHE WOHNEN SE 0.500 20310407 0.0371 DEUTSCHE WOHNEN SE 1.300 20410407 0.0112 DH EUROPE FIN II SARL 0.200 20260318 0.0949 DH EUROPE FIN II SARL 0.450 20280318 0.0279 DH EUROPE FIN II SARL 0.750 20310918 0.0393 DH EUROPE FIN II SARL 1.350 20390918 0.0286 DH EUROPE FIN II SARL 1.800 20490918 0.0180 DH EUROPE FIN SARL 2.500 20250708 0.0659 DH EUROPE FIN SARL 1.200 20270630 0.0140 DIAGEO CAP BV 0.125 20280928 0.0519 DIAGEO FIN PLC 0.125 20231012 0.0137 DIAGEO FIN PLC 0.500 20240619 0.0116 DIAGEO FIN PLC 1.750 20240923 0.0402 DIAGEO FIN PLC 1.000 20250422 0.0470 DIAGEO FIN PLC 2.375 20260520 0.0714 DIAGEO FIN PLC 1.875 20270327 0.0189 DIAGEO FIN PLC 1.500 20271022 0.0121 DIAGEO FIN PLC 2.500 20320327 0.0268 DIGITAL DUTCH FINCO BV 0.625 20250715 0.0499 DIGITAL DUTCH FINCO BV 1.500 20300315 0.0593 DIGITAL DUTCH FINCO BV 1.250 20310201 0.0383 DIGITAL DUTCH FINCO BV 1.000 20320115 0.0166 DIGITAL EURO FINCO LLC 2.625 20240415 0.0147 DIGITAL EURO FINCO LLC 2.500 20260116 0.0899 DIGITAL EURO FINCO LLC 1.125 20280409 0.0115 DIGITAL INTREPID HLDG BV 0.625 20310715 0.0720 DNB BANK ASA 1.125 20230301 0.0175 DNB BANK ASA 0.600 20230925 0.0174 DNB BANK ASA 0.050 20231114 0.0458 DNB BANK ASA 0.250 20240409 0.0173 DNB BANK ASA 1.125 20280320 0.0139 DNB BANK ASA 0.250 20290223 0.0218 DOVER CORP 1.250 20261109 0.0145 DOVER CORP 0.750 20271104 0.0113 DOW CHEMICAL CO 0.500 20270315 0.0231 DOW CHEMICAL CO 1.125 20320315 0.0171 DOW CHEMICAL CO 1.875 20400315 0.0121 DS SMITH PLC 2.250 20220916 0.0118 DS SMITH PLC 1.375 20240726 0.0177 DS SMITH PLC 0.875 20260912 0.0141 DSV PANALPINA A/S 0.375 20270226 0.0116 DSV PANALPINA FIN BV 0.500 20310303 0.0373

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 23 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) DSV PANALPINA FIN BV 0.750 20330705 0.0134 DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK FRANKFURT AM 0.010 20230628 0.0114 DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK FRANKFURT AM 0.170 20230628 0.0229 DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK FRANKFURT AM 0.220 20230927 0.0115 E ON INTL FIN BV 0.750 20221130 0.0173 E ON INTL FIN BV 3.000 20240117 0.0199 E ON INTL FIN BV 1.000 20250413 0.0585 E ON INTL FIN BV 1.625 20260530 0.0405 E ON INTL FIN BV 1.250 20271019 0.0201 E ON INTL FIN BV 1.500 20290731 0.0804 E ON INTL FIN BV 5.750 20330214 0.0208 E.ON SE 0.000 20220929 0.0114 E.ON SE 0.000 20221024 0.0171 E.ON SE 0.375 20230420 0.0229 E.ON SE 0.000 20231218 0.0171 E.ON SE 0.875 20240522 0.0117 E.ON SE 0.000 20240828 0.0171 E.ON SE 1.000 20251007 0.0592 E.ON SE 0.250 20261024 0.0173 E.ON SE 0.375 20270929 0.0224 E.ON SE 0.750 20280220 0.0114 E.ON SE 0.100 20281219 0.0438 E.ON SE 1.625 20290522 0.0610 E.ON SE 0.350 20300228 0.0554 E.ON SE 0.750 20301218 0.0383 E.ON SE 0.875 20310820 0.0384 E.ON SE 0.625 20311107 0.0112 E.ON SE 0.600 20321001 0.0166 EASTMAN CHEMICAL CO 1.500 20230526 0.0175 EASTMAN CHEMICAL CO 1.875 20261123 0.0125 ECOLAB INC 1.000 20240115 0.0135 ECOLAB INC 2.625 20250708 0.0476 EDENRED SE 1.375 20250310 0.0396 EDENRED SE 1.875 20260306 0.0410 EDENRED SE 1.875 20270330 0.0126 EDENRED SE 1.375 20290618 0.0479 EDP ENERGIAS DE PORTUGAL SA 1.625 20270415 0.0185 EDP FIN BV 1.125 20240212 0.0175 EDP FIN BV 2.000 20250422 0.0609 EDP FIN BV 1.875 20251013 0.0493 EDP FIN BV 1.625 20260126 0.0608 EDP FIN BV 0.375 20260916 0.0139

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 24 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) EDP FIN BV 1.500 20271122 0.0120 EL CORTE INGLES SA 3.000 20240315 0.0161 EL CORTE INGLES SA 3.625 20240315 0.0142 ELECTRICITE DE FRANCE SA 2.750 20230310 0.0480 ELECTRICITE DE FRANCE SA 4.625 20240911 0.2224 ELECTRICITE DE FRANCE SA 4.000 20251112 0.0678 ELECTRICITE DE FRANCE SA 1.000 20261013 0.0421 ELECTRICITE DE FRANCE SA 4.125 20270325 0.0281 ELECTRICITE DE FRANCE SA 4.625 20300426 0.1481 ELECTRICITE DE FRANCE SA 2.000 20301002 0.0848 ELECTRICITE DE FRANCE SA 5.625 20330221 0.0294 ELECTRICITE DE FRANCE SA 1.875 20361013 0.0188 ELECTRICITE DE FRANCE SA 4.500 20401112 0.0266 ELECTRICITE DE FRANCE SA 2.000 20491209 0.0305 ELECTRICITE DE FRANCE SA 2.625 22991231 0.0282 ELECTRICITE DE FRANCE SA 2.875 22991231 0.0203 ELECTRICITE DE FRANCE SA 3.000 22991231 0.0393 ELECTRICITE DE FRANCE SA 3.375 22991231 0.1004 ELECTRICITE DE FRANCE SA 4.000 22991231 0.1039 ELECTRICITE DE FRANCE SA 5.000 22991231 0.0871 ELECTRICITE DE FRANCE SA 5.375 22991231 0.1082 ELI LILLY AND CO 1.625 20260602 0.0611 ELI LILLY AND CO 2.125 20300603 0.0647 ELI LILLY AND CO 0.625 20311101 0.0137 ELI LILLY AND CO 1.700 20491101 0.0256 ELIA GROUP SA 2.750 22991231 0.0171 ELIA TRANSMISSION BELGIUM NV 1.375 20240527 0.0118 ELIA TRANSMISSION BELGIUM NV 1.375 20260114 0.0401 ELIA TRANSMISSION BELGIUM NV 3.250 20280404 0.0147 ELIA TRANSMISSION BELGIUM NV 0.875 20300428 0.0616 ELM BV 3.375 20470929 0.0128 ELM BV 2.600 22991231 0.0621 ELM BV 4.500 22991231 0.0163 ELO SA 2.625 20240130 0.0244 ELO SA 2.375 20250425 0.0577 ELO SA 2.875 20260129 0.0845 ELO SA 3.250 20270723 0.0190 EMERSON ELECTRIC CO 0.375 20240522 0.0115 EMERSON ELECTRIC CO 1.250 20251015 0.0400 EMERSON ELECTRIC CO 2.000 20291015 0.0425 EMIRATES TELECOMMS GROUP CO PJSC 2.750 20260618 0.1025 EMIRATES TELECOMMS GROUP CO PJSC 0.375 20280517 0.0111

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 25 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) EMIRATES TELECOMMS GROUP CO PJSC 0.875 20330517 0.0109 ENBW ENERGIE BADEN WUERTTEMBERG AG 1.625 20790805 0.0112 ENBW ENERGIE BADEN WUERTTEMBERG AG 1.125 20791105 0.0384 ENBW ENERGIE BADEN WUERTTEMBERG AG 1.875 20800629 0.0391 ENBW INTL FIN BV 4.875 20250116 0.0451 ENBW INTL FIN BV 0.625 20250417 0.0386 ENBW INTL FIN BV 2.500 20260604 0.0422 ENBW INTL FIN BV 0.125 20280301 0.0110 ENBW INTL FIN BV 0.250 20301019 0.0369 ENBW INTL FIN BV 0.500 20330301 0.0110 ENBW INTL FIN BV 1.875 20331031 0.0129 ENBW INTL FIN BV 6.125 20390707 0.0249 ENEL FIN INTL NV 5.000 20220914 0.0488 ENEL FIN INTL NV 4.875 20230417 0.0146 ENEL FIN INTL NV 0.000 20240617 0.0228 ENEL FIN INTL NV 1.000 20240916 0.0980 ENEL FIN INTL NV 1.966 20250127 0.0800 ENEL FIN INTL NV 1.500 20250721 0.0796 ENEL FIN INTL NV 1.375 20260601 0.0708 ENEL FIN INTL NV 1.125 20260916 0.0302 ENEL FIN INTL NV 0.000 20270617 0.0218 ENEL FIN INTL NV 0.375 20270617 0.0222 ENEL FIN INTL NV 0.500 20300617 0.0929 ENEL FIN INTL NV 1.125 20341017 0.0117 ENEL FIN INTL NV 0.875 20360617 0.0220 ENEL SPA 5.250 20240520 0.0198 ENEL SPA 5.625 20270621 0.0247 ENEL SPA 3.500 20800524 0.0746 ENEL SPA 1.375 22991231 0.0276 ENEL SPA 1.875 22991231 0.0746 ENEL SPA 2.250 22991231 0.0145 ENEL SPA 2.500 22991231 0.0181 ENEL SPA 3.375 22991231 0.0194 ENEXIS HLDG NV 1.500 20231020 0.0119 ENEXIS HLDG NV 0.875 20260428 0.0394 ENEXIS HLDG NV 0.750 20310702 0.0386 ENEXIS HLDG NV 0.625 20320617 0.0113 ENEXIS HLDG NV 0.375 20330414 0.0109 ENGIE ALLIANCE GIE 5.750 20230624 0.0253 ENGIE SA 3.500 20221018 0.0169 ENGIE SA 3.000 20230201 0.0179 ENGIE SA 0.375 20230228 0.0115

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 26 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) ENGIE SA 0.875 20240327 0.0164 ENGIE SA 1.375 20250327 0.0793 ENGIE SA 0.875 20250919 0.0393 ENGIE SA 1.000 20260313 0.0592 ENGIE SA 2.375 20260519 0.1095 ENGIE SA 0.000 20270304 0.0170 ENGIE SA 0.375 20270611 0.0167 ENGIE SA 0.375 20270621 0.0168 ENGIE SA 1.500 20280327 0.0192 ENGIE SA 1.750 20280327 0.0183 ENGIE SA 1.375 20280622 0.0178 ENGIE SA 1.375 20290228 0.0603 ENGIE SA 0.500 20301024 0.0675 ENGIE SA 2.125 20320330 0.0193 ENGIE SA 1.875 20330919 0.0127 ENGIE SA 1.500 20350313 0.0122 ENGIE SA 2.000 20370928 0.0222 ENGIE SA 1.375 20390621 0.0179 ENGIE SA 1.250 20411024 0.0140 ENGIE SA 1.375 22991231 0.0231 ENGIE SA 1.500 22991231 0.0639 ENGIE SA 1.625 22991231 0.0387 ENGIE SA 1.875 22991231 0.0563 ENGIE SA 3.250 22991231 0.0827 ENGIE SA 3.875 22991231 0.0251 ENI SPA 3.250 20230710 0.0243 ENI SPA 1.750 20240118 0.0180 ENI SPA 0.625 20240919 0.0695 ENI SPA 1.000 20250314 0.0509 ENI SPA 3.750 20250912 0.1071 ENI SPA 1.500 20260202 0.0809 ENI SPA 1.250 20260518 0.0798 ENI SPA 1.500 20270117 0.0185 ENI SPA 1.625 20280517 0.0193 ENI SPA 0.375 20280614 0.0222 ENI SPA 1.125 20280919 0.0474 ENI SPA 3.625 20290129 0.0929 ENI SPA 0.625 20300123 0.0751 ENI SPA 2.000 20310518 0.0843 ENI SPA 1.000 20341011 0.0174 ENI SPA 2.000 22991231 0.0231 ENI SPA 2.625 22991231 0.1201

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 27 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) ENI SPA 2.750 22991231 0.0759 ENI SPA 3.375 22991231 0.1224 EP INFRASTRUCTURE AS 1.659 20240426 0.0177 EP INFRASTRUCTURE AS 1.698 20260730 0.0473 EP INFRASTRUCTURE AS 2.045 20281009 0.0399 EP INFRASTRUCTURE AS 1.816 20310302 0.0386 EQUINOR ASA 0.875 20230217 0.0231 EQUINOR ASA 2.875 20250910 0.0563 EQUINOR ASA 0.750 20260522 0.0587 EQUINOR ASA 0.750 20261109 0.0143 EQUINOR ASA 1.250 20270217 0.0304 EQUINOR ASA 1.375 20320522 0.0240 EQUINOR ASA 1.625 20350217 0.0247 EQUINOR ASA 1.625 20361109 0.0150 ERSTE GROUP BANK AG 0.375 20240416 0.0115 ERSTE GROUP BANK AG 0.050 20250916 0.0378 ERSTE GROUP BANK AG 0.875 20260522 0.0393 ERSTE GROUP BANK AG 0.875 20270513 0.0179 ERSTE GROUP BANK AG 0.125 20280517 0.0110 ERSTE GROUP BANK AG 0.100 20281116 0.0164 ERSTE GROUP BANK AG 1.000 20300610 0.0382 ERSTE GROUP BANK AG 0.250 20310127 0.0368 ERSTE GROUP BANK AG 1.625 20310908 0.0120 ESB FIN DAC 2.125 20270608 0.0122 ESB FIN DAC 1.750 20290207 0.0413 ESB FIN DAC 1.125 20300611 0.0551 ESB FIN DAC 1.875 20310614 0.0503 ESB FIN DAC 2.125 20331105 0.0131 ESSILORLUXOTTICA SA 0.000 20230527 0.0228 ESSILORLUXOTTICA SA 0.250 20240105 0.0115 ESSILORLUXOTTICA SA 2.625 20240210 0.0123 ESSILORLUXOTTICA SA 0.125 20250527 0.1141 ESSILORLUXOTTICA SA 0.375 20260105 0.0964 ESSILORLUXOTTICA SA 0.375 20271127 0.0338 ESSILORLUXOTTICA SA 0.500 20280605 0.0284 ESSILORLUXOTTICA SA 0.750 20311127 0.0231 ESSITY AB PUBL 2.500 20230609 0.0120 ESSITY AB PUBL 1.125 20240327 0.0141 ESSITY AB PUBL 1.625 20270330 0.0124 ESSITY AB PUBL 0.250 20310208 0.0505 EUROCLEAR BANK SA 0.250 20220907 0.0114 EUROCLEAR BANK SA 0.500 20230710 0.0115

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 28 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) EUROCLEAR BANK SA 0.125 20250707 0.0379 EUROCLEAR INVS SA 1.125 20261207 0.0146 EUSTREAM AS 1.625 20270625 0.0117 EVONIK FIN BV 0.375 20240907 0.0573 EVONIK FIN BV 0.750 20280907 0.0387 EVONIK INDUSTRIES AG 1.000 20230123 0.0174 EVONIK INDUSTRIES AG 0.625 20250918 0.0388 EVONIK INDUSTRIES AG 2.125 20770707 0.0117 EWE AG 0.250 20280608 0.0110 EWE AG 0.375 20321022 0.0108 EXOR NV 2.125 20221202 0.0142 EXOR NV 2.500 20241008 0.0415 EXOR NV 1.750 20280118 0.0120 EXOR NV 2.250 20300429 0.0415 EXOR NV 0.875 20310119 0.0371 EXOR NV 1.750 20341014 0.0120 EXXON MOBIL CORP 0.142 20240626 0.0343 EXXON MOBIL CORP 0.524 20280626 0.0224 EXXON MOBIL CORP 0.835 20320626 0.0221 EXXON MOBIL CORP 1.408 20390626 0.0218 FASTIGHETS AB BALDER 1.875 20250314 0.0399 FASTIGHETS AB BALDER 1.875 20260123 0.0402 FASTIGHETS AB BALDER 1.125 20270129 0.0117 FEDEX CORP 0.450 20250805 0.0383 FEDEX CORP 1.625 20270111 0.0309 FEDEX CORP 0.450 20290504 0.0446 FEDEX CORP 1.300 20310805 0.0391 FEDEX CORP 0.950 20330504 0.0144 FERROVIAL EMISIONES SA 0.375 20220914 0.0114 FERROVIAL EMISIONES SA 1.375 20250331 0.0396 FERROVIAL EMISIONES SA 1.382 20260514 0.0623 FERROVIAL EMISIONES SA 0.540 20281112 0.0376 FIDELITY NATL INFORMATION SVCS INC 0.125 20221203 0.0228 FIDELITY NATL INFORMATION SVCS INC 0.750 20230521 0.0289 FIDELITY NATL INFORMATION SVCS INC 1.100 20240715 0.0117 FIDELITY NATL INFORMATION SVCS INC 0.625 20251203 0.0483 FIDELITY NATL INFORMATION SVCS INC 1.500 20270521 0.0304 FIDELITY NATL INFORMATION SVCS INC 1.000 20281203 0.0482 FIDELITY NATL INFORMATION SVCS INC 2.000 20300521 0.0828 FIDELITY NATL INFORMATION SVCS INC 2.950 20390521 0.0138 FIRMENICH PRODUCTIONS PARTICIPATIONS SAS 1.375 20261030 0.0184 FIRMENICH PRODUCTIONS PARTICIPATIONS SAS 1.750 20300430 0.0617

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 29 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) FISERV INC 0.375 20230701 0.0115 FISERV INC 1.125 20270701 0.0115 FISERV INC 1.625 20300701 0.0401 FLUVIUS SYSTEM OPERATOR CVBA 2.750 20221130 0.0120 FLUVIUS SYSTEM OPERATOR CVBA 2.875 20231009 0.0124 FLUVIUS SYSTEM OPERATOR CVBA 0.250 20280614 0.0110 FLUVIUS SYSTEM OPERATOR CVBA 2.875 20290507 0.0493 FLUVIUS SYSTEM OPERATOR CVBA 0.250 20301202 0.0441 FOMENTO ECONOMICO MEXICANO SAB DE CV 0.500 20280528 0.0154 FOMENTO ECONOMICO MEXICANO SAB DE CV 1.000 20330528 0.0110 FORTUM OYJ 2.250 20220906 0.0237 FORTUM OYJ 0.875 20230227 0.0231 FORTUM OYJ 1.625 20260227 0.0605 FORTUM OYJ 2.125 20290227 0.0628 GAZ CAP SA 3.125 20231117 0.0245 GAZ CAP SA 2.250 20241122 0.0596 GAZ CAP SA 4.364 20250321 0.0425 GAZ CAP SA 2.500 20260321 0.0598 GAZ FIN PLC 2.950 20250415 0.0806 GAZ FIN PLC 1.500 20270217 0.0229 GE CAP EUROPEAN FUNDING UNLTD CO 2.625 20230315 0.0130 GE CAP EUROPEAN FUNDING UNLTD CO 4.625 20270222 0.0172 GE CAP EUROPEAN FUNDING UNLTD CO 6.025 20380301 0.0246 GECINA SA 1.500 20250120 0.0400 GECINA SA 1.375 20270630 0.0167 GECINA SA 1.375 20280126 0.0168 GECINA SA 1.000 20290130 0.0395 GECINA SA 1.625 20300314 0.0415 GECINA SA 2.000 20320630 0.0129 GECINA SA 1.625 20340529 0.0175 GECINA SA 0.875 20360630 0.0113 GENERAL ELECTRIC CO 1.250 20230526 0.0178 GENERAL ELECTRIC CO 0.875 20250517 0.1551 GENERAL ELECTRIC CO 1.875 20270528 0.0210 GENERAL ELECTRIC CO 1.500 20290517 0.1160 GENERAL ELECTRIC CO 4.125 20350919 0.0234 GENERAL ELECTRIC CO 2.125 20370517 0.0248 GENERAL MILLS INC 1.000 20230427 0.0116 GENERAL MILLS INC 0.450 20260115 0.0460 GENERAL MOTORS FINL CO INC 0.200 20220902 0.0148 GENERAL MOTORS FINL CO INC 0.955 20230907 0.0175 GENERAL MOTORS FINL CO INC 2.200 20240401 0.0205

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 30 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) GENERAL MOTORS FINL CO INC 1.694 20250326 0.0397 GENERAL MOTORS FINL CO INC 0.850 20260226 0.0581 GENERAL MOTORS FINL CO INC 0.600 20270520 0.0171 GESTION SECURITE DE STOCKS SECURITE SA 3.125 20221021 0.0121 GESTION SECURITE DE STOCKS SECURITE SA 0.625 20230525 0.0138 GESTION SECURITE DE STOCKS SECURITE SA 4.000 20240124 0.0153 GESTION SECURITE DE STOCKS SECURITE SA 2.625 20250306 0.0502 GESTION SECURITE DE STOCKS SECURITE SA 1.500 20271025 0.0121 GESTION SECURITE DE STOCKS SECURITE SA 0.625 20281020 0.0464 GIVAUDAN FIN EUROPE BV 1.000 20270422 0.0120 GIVAUDAN FIN EUROPE BV 1.625 20320422 0.0123 GLENCORE CAP FIN DAC 1.125 20280310 0.0215 GLENCORE CAP FIN DAC 0.750 20290301 0.0443 GLENCORE CAP FIN DAC 1.250 20330301 0.0109 GLENCORE FIN EUROPE LTD 1.875 20230913 0.0239 GLENCORE FIN EUROPE LTD 0.625 20240911 0.0461 GLENCORE FIN EUROPE LTD 1.750 20250317 0.0596 GLENCORE FIN EUROPE LTD 3.750 20260401 0.0435 GLENCORE FIN EUROPE LTD 1.500 20261015 0.0121 GLOBAL SWITCH FIN BV 1.375 20301007 0.0537 GLOBAL SWITCH HLDGS LTD 1.500 20240131 0.0118 GLOBAL SWITCH HLDGS LTD 2.250 20270531 0.0121 GOLDMAN SACHS GROUP INC 3.250 20230201 0.0242 GOLDMAN SACHS GROUP INC 2.000 20230727 0.0355 GOLDMAN SACHS GROUP INC 0.010 20240430 0.0454 GOLDMAN SACHS GROUP INC 1.375 20240515 0.0467 GOLDMAN SACHS GROUP INC 0.125 20240819 0.0228 GOLDMAN SACHS GROUP INC 2.125 20240930 0.0814 GOLDMAN SACHS GROUP INC 3.375 20250327 0.1700 GOLDMAN SACHS GROUP INC 1.250 20250501 0.0973 GOLDMAN SACHS GROUP INC 2.875 20260603 0.0639 GOLDMAN SACHS GROUP INC 1.625 20260727 0.1608 GOLDMAN SACHS GROUP INC 0.250 20280126 0.0380 GOLDMAN SACHS GROUP INC 2.000 20280322 0.0183 GOLDMAN SACHS GROUP INC 2.000 20281101 0.1244 GOLDMAN SACHS GROUP INC 0.875 20300121 0.0950 GOLDMAN SACHS GROUP INC 3.000 20310212 0.0908 GOLDMAN SACHS GROUP INC 1.000 20330318 0.0277 GREAT-WEST LIFECO INC 2.500 20230418 0.0119 GREAT-WEST LIFECO INC 1.750 20261207 0.0125 GROEP BRUSSEL LAMBERT NV 1.375 20240523 0.0119 GROEP BRUSSEL LAMBERT NV 1.875 20250619 0.0404

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 31 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) GROEP BRUSSEL LAMBERT NV 0.125 20310128 0.0362 HAMBURG COMMERCIAL BANK AG 0.750 20231123 0.0115 HAMBURG COMMERCIAL BANK AG 0.375 20260309 0.0377 HANNOVER FIN LUXEMBOURG SA 5.000 20430630 0.0124 HANNOVER RUECK SE 1.125 20280418 0.0178 HANNOVER RUECK SE 1.125 20391009 0.0568 HANNOVER RUECK SE 1.750 20401008 0.0398 HANNOVER RUECK SE 1.375 20420630 0.0169 HANNOVER RUECK SE 3.375 22991231 0.0422 HARLEY-DAVIDSON FINL SVCS INC 3.875 20230519 0.0159 HARLEY-DAVIDSON FINL SVCS INC 0.900 20241119 0.0464 HEATHROW FUNDING LTD 1.500 20251012 0.0597 HEATHROW FUNDING LTD 1.500 20300211 0.0579 HEATHROW FUNDING LTD 1.125 20301008 0.0372 HEATHROW FUNDING LTD 1.875 20320712 0.0118 HEATHROW FUNDING LTD 1.875 20340314 0.0152 HEIDELBERGCEMENT AG 2.250 20230330 0.0236 HEIDELBERGCEMENT AG 2.250 20240603 0.0181 HEIDELBERGCEMENT AG 1.500 20250207 0.0795 HEIDELBERGCEMENT FIN LUXEMBOURG SA 2.500 20241009 0.0537 HEIDELBERGCEMENT FIN LUXEMBOURG SA 1.625 20260407 0.0807 HEIDELBERGCEMENT FIN LUXEMBOURG SA 1.500 20270614 0.0118 HEIDELBERGCEMENT FIN LUXEMBOURG SA 1.125 20271201 0.0175 HEIDELBERGCEMENT FIN LUXEMBOURG SA 1.750 20280424 0.0181 HEIMSTADEN BOSTAD AB 1.125 20260121 0.0390 HEIMSTADEN BOSTAD TREASURY BV 1.375 20270303 0.0167 HEINEKEN NV 3.500 20240319 0.0126 HEINEKEN NV 1.625 20250330 0.0482 HEINEKEN NV 2.875 20250804 0.0630 HEINEKEN NV 1.000 20260504 0.0791 HEINEKEN NV 1.375 20270129 0.0123 HEINEKEN NV 1.250 20270317 0.0146 HEINEKEN NV 1.500 20291003 0.0655 HEINEKEN NV 2.250 20300330 0.0693 HEINEKEN NV 1.750 20310317 0.0627 HEINEKEN NV 2.020 20320512 0.0128 HEINEKEN NV 1.250 20330507 0.0152 HEINEKEN NV 1.750 20400507 0.0206 HEMSO FASTIGHETS AB 1.000 20260909 0.0120 HEMSO TREASURY OYJ 0.000 20280119 0.0108 HERA SPA 0.875 20270705 0.0115 HERA SPA 5.200 20280129 0.0190

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 32 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) HERA SPA 0.250 20301203 0.0362 HLDG D INFRASTRUCTURES DE TRANSPORT SAS 0.625 20230327 0.0115 HLDG D INFRASTRUCTURES DE TRANSPORT SAS 2.250 20250324 0.0530 HLDG D INFRASTRUCTURES DE TRANSPORT SAS 2.500 20270504 0.0153 HLDG D INFRASTRUCTURES DE TRANSPORT SAS 1.625 20271127 0.0119 HLDG D INFRASTRUCTURES DE TRANSPORT SAS 0.625 20280914 0.0443 HLDG D INFRASTRUCTURES DE TRANSPORT SAS 1.625 20290918 0.0478 HOLCIM FIN LUXEMBOURG SA 1.375 20230526 0.0203 HOLCIM FIN LUXEMBOURG SA 2.375 20250409 0.0411 HOLCIM FIN LUXEMBOURG SA 0.500 20261129 0.0117 HOLCIM FIN LUXEMBOURG SA 0.125 20270719 0.0109 HOLCIM FIN LUXEMBOURG SA 2.250 20280526 0.0286 HOLCIM FIN LUXEMBOURG SA 1.750 20290829 0.0608 HOLCIM FIN LUXEMBOURG SA 0.625 20300406 0.0372 HOLCIM FIN LUXEMBOURG SA 0.500 20310423 0.0618 HOLCIM FIN LUXEMBOURG SA 0.625 20330119 0.0140 HSBC CONTINENTAL EUROPE SA 0.600 20230320 0.0289 HSBC CONTINENTAL EUROPE SA 0.250 20240517 0.0230 HSBC CONTINENTAL EUROPE SA 0.100 20270903 0.0274 HSBC CONTINENTAL EUROPE SA 1.375 20280904 0.0608 HSBC HLDGS PLC 0.875 20240906 0.1558 HSBC HLDGS PLC 1.500 20241204 0.0297 HSBC HLDGS PLC 3.000 20250630 0.1252 HSBC HLDGS PLC 0.309 20261113 0.0758 HSBC HLDGS PLC 2.500 20270315 0.0321 HSBC HLDGS PLC 3.125 20280607 0.0260 HSBC HLDGS PLC 0.770 20311113 0.0745 HYPO NOE LANDESBANK FUER NIEDEROESTERREICH UND WIEN AG 0.875 20231016 0.0116 HYPO NOE LANDESBANK FUER NIEDEROESTERREICH UND WIEN AG 0.375 20240625 0.0115 HYPO NOE LANDESBANK FUER NIEDEROESTERREICH UND WIEN AG 0.125 20260630 0.0377 IBERDROLA FINANZAS SA 1.000 20240307 0.0176 IBERDROLA FINANZAS SA 1.000 20250307 0.0784 IBERDROLA FINANZAS SA 0.875 20250616 0.0585 IBERDROLA FINANZAS SA 1.250 20261028 0.0184 IBERDROLA FINANZAS SA 1.250 20270913 0.0179 IBERDROLA FINANZAS SA 1.621 20291129 0.0614 IBERDROLA INTL BV 2.500 20221024 0.0179 IBERDROLA INTL BV 1.125 20230127 0.0140 IBERDROLA INTL BV 1.750 20230917 0.0120 IBERDROLA INTL BV 1.875 20241008 0.0406 IBERDROLA INTL BV 0.375 20250915 0.0539 IBERDROLA INTL BV 1.125 20260421 0.0798

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 33 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) IBERDROLA INTL BV 1.450 22991231 0.0232 IBERDROLA INTL BV 1.825 22991231 0.0753 IBERDROLA INTL BV 1.874 22991231 0.1249 IBERDROLA INTL BV 1.875 22991231 0.0233 IBERDROLA INTL BV 2.250 22991231 0.1083 IBERDROLA INTL BV 2.625 22991231 0.0169 IBERDROLA INTL BV 3.250 22991231 0.0663 ICADE SA 1.125 20251117 0.0397 ICADE SA 1.750 20260610 0.0611 ICADE SA 1.500 20270913 0.0144 ICADE SA 1.625 20280228 0.0143 ICADE SA 0.625 20310118 0.0440 ICADE SANTE SAS 0.875 20291104 0.0379 ICADE SANTE SAS 1.375 20300917 0.0475 ILE-DE-FRANCE MOBILITES 0.400 20310528 0.0376 ILE-DE-FRANCE MOBILITES 1.000 20340525 0.0117 ILE-DE-FRANCE MOBILITES 0.200 20351116 0.0105 ILE-DE-FRANCE MOBILITES 0.950 20410528 0.0114 IMERYS SA 2.000 20241210 0.0404 IMERYS SA 1.500 20270115 0.0146 IMMOFINANZ AG 2.625 20230127 0.0118 IMMOFINANZ AG 2.500 20271015 0.0118 INDIGO GROUP SA 2.125 20250416 0.0523 INDIGO GROUP SA 1.625 20280419 0.0186 INFORMA PLC 1.500 20230705 0.0152 INFORMA PLC 2.125 20251006 0.0568 INFORMA PLC 1.250 20280422 0.0113 ING GROEP NV 1.000 20230920 0.0235 ING GROEP NV 1.125 20250214 0.0786 ING GROEP NV 0.100 20250903 0.0754 ING GROEP NV 2.125 20260110 0.0830 ING GROEP NV 1.375 20280111 0.0236 ING GROEP NV 3.000 20280411 0.0240 ING GROEP NV 2.000 20280920 0.1252 ING GROEP NV 2.500 20290215 0.0182 ING GROEP NV 0.250 20290218 0.0271 ING GROEP NV 1.625 20290926 0.0790 ING GROEP NV 0.250 20300201 0.1085 ING GROEP NV 2.000 20300322 0.0599 ING GROEP NV 1.000 20301113 0.0769 ING GROEP NV 2.500 20301115 0.1344 ING GROEP NV 2.125 20310526 0.1207

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 34 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) ING GROEP NV 0.875 20320609 0.0110 INMOBILIARIA COLONIAL SOCIMI SA 1.625 20251128 0.0403 INMOBILIARIA COLONIAL SOCIMI SA 2.000 20260417 0.0531 INMOBILIARIA COLONIAL SOCIMI SA 1.350 20281014 0.0395 INMOBILIARIA COLONIAL SOCIMI SA 0.750 20290622 0.0466 INTERCONTINENTAL HOTELS GROUP PLC 1.625 20241008 0.0397 INTERCONTINENTAL HOTELS GROUP PLC 2.125 20270515 0.0124 INTESA SANPAOLO SPA 0.750 20221017 0.0173 INTESA SANPAOLO SPA 0.625 20221222 0.0275 INTESA SANPAOLO SPA 1.750 20230412 0.0118 INTESA SANPAOLO SPA 2.125 20230830 0.0261 INTESA SANPAOLO SPA 4.000 20231030 0.0255 INTESA SANPAOLO SPA 1.375 20240118 0.0237 INTESA SANPAOLO SPA 1.500 20240410 0.0119 INTESA SANPAOLO SPA 2.625 20240620 0.0122 INTESA SANPAOLO SPA 1.000 20240704 0.0293 INTESA SANPAOLO SPA 0.800 20241104 0.0388 INTESA SANPAOLO SPA 0.750 20241204 0.0581 INTESA SANPAOLO SPA 1.625 20250421 0.0396 INTESA SANPAOLO SPA 2.125 20250526 0.1014 INTESA SANPAOLO SPA 0.625 20260224 0.0758 INTESA SANPAOLO SPA 1.000 20261119 0.0296 INTESA SANPAOLO SPA 0.750 20280316 0.0280 INTESA SANPAOLO SPA 1.750 20280320 0.0298 INTESA SANPAOLO SPA 1.750 20290704 0.0802 INTESA SANPAOLO SPA 1.350 20310224 0.0561 INTL BUSINESS MACHINES CORP 0.375 20230131 0.0402 INTL BUSINESS MACHINES CORP 1.250 20230526 0.0234 INTL BUSINESS MACHINES CORP 1.125 20240906 0.0591 INTL BUSINESS MACHINES CORP 0.875 20250131 0.0781 INTL BUSINESS MACHINES CORP 0.950 20250523 0.0782 INTL BUSINESS MACHINES CORP 2.875 20251107 0.0860 INTL BUSINESS MACHINES CORP 1.250 20270129 0.0243 INTL BUSINESS MACHINES CORP 0.300 20280211 0.0289 INTL BUSINESS MACHINES CORP 1.750 20280307 0.0122 INTL BUSINESS MACHINES CORP 1.500 20290523 0.0809 INTL BUSINESS MACHINES CORP 1.750 20310131 0.1044 INTL BUSINESS MACHINES CORP 0.650 20320211 0.0356 INTL BUSINESS MACHINES CORP 1.200 20400211 0.0198 INVESTOR AB 4.500 20230512 0.0174 INVESTOR AB 1.500 20300912 0.0415 INVESTOR AB 0.375 20351029 0.0128

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 35 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) INVESTOR AB 1.500 20390620 0.0124 ISS FIN BV 1.250 20250707 0.0391 ISS GLOBAL A/S 2.125 20241202 0.0405 ISS GLOBAL A/S 0.875 20260618 0.0385 ISS GLOBAL A/S 1.500 20270831 0.0138 ITALGAS SPA 0.250 20250624 0.0379 ITALGAS SPA 1.625 20270119 0.0186 ITALGAS SPA 0.000 20280216 0.0108 ITALGAS SPA 1.625 20290118 0.0610 ITALGAS SPA 0.875 20300424 0.0458 ITALGAS SPA 1.000 20311211 0.0114 ITALGAS SPA 0.500 20330216 0.0107 JCDECAUX SA 1.000 20230601 0.0174 JCDECAUX SA 2.000 20241024 0.0485 JCDECAUX SA 2.625 20280424 0.0149 JDE PEETS NV 0.000 20260116 0.0561 JDE PEETS NV 0.500 20290116 0.0553 JDE PEETS NV 1.125 20330616 0.0111 JOHN DEERE CASH MGMT SA 0.500 20230915 0.0116 JOHN DEERE CASH MGMT SA 1.375 20240402 0.0190 JOHN DEERE CASH MGMT SA 1.850 20280402 0.0148 JOHN DEERE CASH MGMT SA 2.200 20320402 0.0158 JOHN DEERE CASH MGMT SA 1.650 20390613 0.0168 JOHNSON CONTROLS INTL PLC 1.000 20230915 0.0208 JOHNSON CONTROLS INTL PLC 0.375 20270915 0.0111 JOHNSON CONTROLS INTL PLC 1.000 20320915 0.0115 JPMORGAN CHASE & CO 1.500 20221026 0.0352 JPMORGAN CHASE & CO 2.750 20230201 0.0240 JPMORGAN CHASE & CO 0.625 20240125 0.0464 JPMORGAN CHASE & CO 1.500 20250127 0.1196 JPMORGAN CHASE & CO 3.000 20260219 0.0863 JPMORGAN CHASE & CO 1.500 20261029 0.0370 JPMORGAN CHASE & CO 1.090 20270311 0.1572 JPMORGAN CHASE & CO 0.389 20280224 0.0286 JPMORGAN CHASE & CO 1.638 20280518 0.0492 JPMORGAN CHASE & CO 2.875 20280524 0.0259 JPMORGAN CHASE & CO 1.812 20290612 0.0241 JPMORGAN CHASE & CO 1.001 20310725 0.1142 JPMORGAN CHASE & CO 1.047 20321104 0.0399 JPMORGAN CHASE & CO 0.597 20330217 0.0324 JYSKE BANK A/S 0.625 20240620 0.0115 JYSKE BANK A/S 0.375 20251015 0.0381

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 36 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) KBC GROEP NV 0.875 20230627 0.0116 KBC GROEP NV 0.750 20231018 0.0175 KBC GROEP NV 1.125 20240125 0.0236 KBC GROEP NV 0.625 20250410 0.0385 KBC GROEP NV 0.125 20260910 0.0565 KBC GROEP NV 0.375 20270616 0.0381 KBC GROEP NV 0.125 20290114 0.0162 KBC GROEP NV 1.625 20290918 0.0396 KBC GROEP NV 0.500 20291203 0.0568 KBC GROEP NV 0.750 20300124 0.0383 KBC GROEP NV 0.750 20310531 0.0376 KELLOGG CO 0.800 20221117 0.0139 KELLOGG CO 1.000 20240517 0.0141 KELLOGG CO 1.250 20250310 0.0474 KERING SA 0.250 20230513 0.0137 KERING SA 2.750 20240408 0.0124 KERING SA 1.250 20260510 0.0401 KERING SA 0.750 20280513 0.0138 KERRY GROUP FINL SVCS UNLTD CO 2.375 20250910 0.0797 KERRY GROUP FINL SVCS UNLTD CO 0.625 20290920 0.0566 KOJAMO OYJ 1.500 20240619 0.0118 KOJAMO OYJ 1.625 20250307 0.0396 KOJAMO OYJ 1.875 20270527 0.0119 KONINKLIJKE AHOLD DELHAIZE NV 0.875 20240919 0.0584 KONINKLIJKE AHOLD DELHAIZE NV 0.250 20250626 0.0457 KONINKLIJKE AHOLD DELHAIZE NV 1.125 20260319 0.0397 KONINKLIJKE AHOLD DELHAIZE NV 1.750 20270402 0.0125 KONINKLIJKE AHOLD DELHAIZE NV 0.375 20300318 0.0445 KONINKLIJKE KPN NV 0.625 20250409 0.0481 KONINKLIJKE KPN NV 1.125 20280911 0.0484 KONINKLIJKE KPN NV 0.875 20321214 0.0133 KONINKLIJKE PHILIPS NV 0.500 20230906 0.0116 KONINKLIJKE PHILIPS NV 0.750 20240502 0.0116 KONINKLIJKE PHILIPS NV 1.375 20250330 0.0397 KONINKLIJKE PHILIPS NV 0.500 20260522 0.0579 KONINKLIJKE PHILIPS NV 1.375 20280502 0.0119 KONINKLIJKE PHILIPS NV 2.000 20300330 0.0425 KRAFT HEINZ FOODS CO 2.000 20230630 0.0176 KRAFT HEINZ FOODS CO 1.500 20240524 0.0129 KRAFT HEINZ FOODS CO 2.250 20280525 0.0301 LA BANQUE POSTALE SA 1.000 20241016 0.0391 LA BANQUE POSTALE SA 0.500 20260617 0.0572

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 37 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) LA BANQUE POSTALE SA 0.250 20260712 0.0571 LA BANQUE POSTALE SA 2.750 20271119 0.0179 LA BANQUE POSTALE SA 3.000 20280609 0.0168 LA BANQUE POSTALE SA 2.000 20280713 0.0183 LA BANQUE POSTALE SA 1.375 20290424 0.0595 LA BANQUE POSTALE SA 0.875 20310126 0.0380 LA BANQUE POSTALE SA 0.750 20310623 0.0552 LA BANQUE POSTALE SA 0.750 20320802 0.0163 LA MONDIALE SAM 0.750 20260420 0.0383 LA MONDIALE SAM 2.125 20310623 0.0393 LA MONDIALE SAM 5.050 22991231 0.0696 LANDESBANK BADEN WUERTTEMBERG 0.375 20240524 0.0173 LANDESBANK BADEN WUERTTEMBERG 3.625 20250616 0.0422 LANDESBANK BADEN WUERTTEMBERG 0.375 20260729 0.0383 LANDESBANK BADEN WUERTTEMBERG 2.875 20260928 0.0129 LANDESBANK BADEN WUERTTEMBERG 0.375 20270218 0.0231 LANDESBANK BADEN WUERTTEMBERG 0.375 20270930 0.0112 LANDESBANK BADEN WUERTTEMBERG 0.250 20280721 0.0110 LANDESBANK BADEN WUERTTEMBERG 0.375 20290507 0.0371 LANDESBANK BADEN WUERTTEMBERG 2.200 20290509 0.0399 LANDESBANK BADEN WUERTTEMBERG 0.375 20310221 0.0550 LANDESBANK HESSEN THUERINGEN GIROZENTRALE 0.125 20241119 0.0763 LANDESBANK HESSEN THUERINGEN GIROZENTRALE 0.375 20250512 0.1151 LANDESBANK HESSEN THUERINGEN GIROZENTRALE 0.375 20290604 0.0371 LANSFORSAKRINGAR BANK AB 0.500 20220919 0.0115 LANSFORSAKRINGAR BANK AB 0.875 20230925 0.0117 LANSFORSAKRINGAR BANK AB 0.125 20250219 0.0378 LANSFORSAKRINGAR BANK AB 0.050 20260415 0.0376 LEASEPLAN CORP NV 0.750 20221003 0.0173 LEASEPLAN CORP NV 1.000 20230502 0.0116 LEASEPLAN CORP NV 0.125 20230913 0.0228 LEASEPLAN CORP NV 1.375 20240307 0.0118 LEASEPLAN CORP NV 3.500 20250409 0.0427 LEASEPLAN CORP NV 0.250 20260223 0.0752 LEG IMMOBILIEN SE 1.250 20240123 0.0118 LEG IMMOBILIEN SE 0.875 20271128 0.0115 LEG IMMOBILIEN SE 0.750 20310630 0.0448 LEG IMMOBILIEN SE 0.875 20330330 0.0111 LEGRAND SA 0.750 20240706 0.0117 LEGRAND SA 0.750 20300520 0.0466 LEGRAND SA 1.875 20320706 0.0129 LIBERTY MUTUAL GROUP INC 2.750 20260504 0.0634

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 38 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) LIBERTY MUTUAL GROUP INC 3.625 20590523 0.0119 LINDE FIN BV 2.000 20230418 0.0154 LINDE FIN BV 0.250 20270519 0.0174 LINDE FIN BV 1.000 20280420 0.0176 LINDE FIN BV 0.550 20320519 0.0169 LINDE INC 1.200 20240212 0.0130 LINDE INC 1.625 20251201 0.0409 LLOYDS BANK CORPORATE MARKETS PLC 0.250 20221004 0.0229 LLOYDS BANK CORPORATE MARKETS PLC 0.375 20250128 0.0572 LLOYDS BANK CORPORATE MARKETS PLC 2.375 20260409 0.0838 LLOYDS BANK PLC 1.375 20220908 0.0152 LLOYDS BANK PLC 1.250 20250113 0.0710 LLOYDS BANKING GROUP PLC 1.000 20231109 0.0182 LLOYDS BANKING GROUP PLC 0.625 20240115 0.0288 LLOYDS BANKING GROUP PLC 0.500 20251112 0.0765 LLOYDS BANKING GROUP PLC 3.500 20260401 0.1281 LLOYDS BANKING GROUP PLC 1.500 20270912 0.0241 LLOYDS BANKING GROUP PLC 1.750 20280907 0.0179 LOGICOR FINANCING SARL 1.500 20221114 0.0233 LOGICOR FINANCING SARL 0.750 20240715 0.0197 LOGICOR FINANCING SARL 2.250 20250513 0.0405 LOGICOR FINANCING SARL 1.500 20260713 0.0396 LOGICOR FINANCING SARL 1.625 20270715 0.0233 LOGICOR FINANCING SARL 3.250 20281113 0.0528 LOGICOR FINANCING SARL 0.875 20310114 0.0472 LUNAR FUNDING V PLC 1.750 20250915 0.0411 LUNAR FUNDING V PLC 1.125 20261012 0.0121 LVMH MOET HENNESSY LOUIS VUITTON SE 0.125 20230228 0.0160 LVMH MOET HENNESSY LOUIS VUITTON SE 0.000 20240211 0.0286 LVMH MOET HENNESSY LOUIS VUITTON SE 0.750 20240526 0.0280 LVMH MOET HENNESSY LOUIS VUITTON SE 0.750 20250407 0.1167 LVMH MOET HENNESSY LOUIS VUITTON SE 0.000 20260211 0.0947 LVMH MOET HENNESSY LOUIS VUITTON SE 0.125 20280211 0.0390 LVMH MOET HENNESSY LOUIS VUITTON SE 0.375 20310211 0.1135 LYB INTL FIN II BV 0.875 20260917 0.0118 LYB INTL FIN II BV 1.625 20310917 0.0122 MACQUARIE GROUP LTD 0.625 20270203 0.0116 MACQUARIE GROUP LTD 0.350 20280303 0.0164 MACQUARIE GROUP LTD 0.950 20310521 0.0374 MAGNA INTL INC 1.900 20231124 0.0132 MAGNA INTL INC 1.500 20270925 0.0144 MARSH & MCLENNAN COMPANIES INC 1.349 20260921 0.0134

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 39 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) MARSH & MCLENNAN COMPANIES INC 1.979 20300321 0.0459 MASTERCARD INC 1.100 20221201 0.0162 MASTERCARD INC 2.100 20271201 0.0200 MCDONALD S CORP 1.000 20231115 0.0235 MCDONALD S CORP 0.625 20240129 0.0163 MCDONALD S CORP 2.375 20241127 0.0413 MCDONALD S CORP 0.900 20260615 0.0393 MCDONALD S CORP 1.875 20270526 0.0151 MCDONALD S CORP 1.750 20280503 0.0182 MCDONALD S CORP 1.500 20291128 0.0406 MCDONALD S CORP 1.600 20310315 0.0410 MCKESSON CORP 1.500 20251117 0.0483 MCKESSON CORP 1.625 20261030 0.0124 MDGH GMTN BV 3.625 20230530 0.0206 MEDTRONIC GLOBAL HLDGS SCA 0.000 20221202 0.0171 MEDTRONIC GLOBAL HLDGS SCA 0.375 20230307 0.0344 MEDTRONIC GLOBAL HLDGS SCA 0.000 20230315 0.0285 MEDTRONIC GLOBAL HLDGS SCA 0.250 20250702 0.0762 MEDTRONIC GLOBAL HLDGS SCA 0.000 20251015 0.0754 MEDTRONIC GLOBAL HLDGS SCA 1.125 20270307 0.0362 MEDTRONIC GLOBAL HLDGS SCA 0.375 20281015 0.0750 MEDTRONIC GLOBAL HLDGS SCA 1.625 20310307 0.0825 MEDTRONIC GLOBAL HLDGS SCA 1.000 20310702 0.0775 MEDTRONIC GLOBAL HLDGS SCA 0.750 20321015 0.0225 MEDTRONIC GLOBAL HLDGS SCA 2.250 20390307 0.0263 MEDTRONIC GLOBAL HLDGS SCA 1.500 20390702 0.0234 MEDTRONIC GLOBAL HLDGS SCA 1.375 20401015 0.0229 MEDTRONIC GLOBAL HLDGS SCA 1.750 20490702 0.0235 MEDTRONIC GLOBAL HLDGS SCA 1.625 20501015 0.0233 MERCK FINL SVCS GMBH 1.375 20220901 0.0128 MERCK FINL SVCS GMBH 0.005 20231215 0.0137 MERCK FINL SVCS GMBH 0.125 20250716 0.0570 MERCK FINL SVCS GMBH 0.375 20270705 0.0135 MERCK FINL SVCS GMBH 0.500 20280716 0.0169 MERCK FINL SVCS GMBH 0.875 20310705 0.0624 MERCK KGAA 3.375 20741212 0.0421 MERCK KGAA 1.625 20790625 0.0393 MERCK KGAA 2.875 20790625 0.0819 MERCK KGAA 1.625 20800909 0.0239 MERLIN PROPERTIES SOCIMI SA 2.225 20230425 0.0175 MERLIN PROPERTIES SOCIMI SA 1.750 20250526 0.0478 MERLIN PROPERTIES SOCIMI SA 1.875 20261102 0.0198

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 40 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) MERLIN PROPERTIES SOCIMI SA 2.375 20270713 0.0121 MERLIN PROPERTIES SOCIMI SA 1.375 20300601 0.0373 MERLIN PROPERTIES SOCIMI SA 1.875 20341204 0.0136 METRO AG 1.125 20230306 0.0116 METRO AG 1.500 20250319 0.0471 METROPOLITAN LIFE GLOBAL FUNDING I 0.000 20220923 0.0114 METROPOLITAN LIFE GLOBAL FUNDING I 2.375 20230111 0.0179 METROPOLITAN LIFE GLOBAL FUNDING I 0.375 20240409 0.0231 METROPOLITAN LIFE GLOBAL FUNDING I 0.550 20270616 0.0113 METROPOLITAN LIFE GLOBAL FUNDING I 0.500 20290525 0.0452 MICROSOFT CORP 3.125 20281206 0.1603 MICROSOFT CORP 2.625 20330502 0.0155 MIZUHO FINL GROUP INC 1.020 20231011 0.0117 MIZUHO FINL GROUP INC 0.523 20240610 0.0173 MIZUHO FINL GROUP INC 0.118 20240906 0.0378 MIZUHO FINL GROUP INC 0.956 20241016 0.0390 MIZUHO FINL GROUP INC 0.214 20251007 0.0379 MIZUHO FINL GROUP INC 0.184 20260413 0.0565 MIZUHO FINL GROUP INC 1.598 20280410 0.0120 MIZUHO FINL GROUP INC 0.402 20290906 0.0368 MIZUHO FINL GROUP INC 0.797 20300415 0.0571 MIZUHO FINL GROUP INC 0.693 20301007 0.0749 MIZUHO FINL GROUP INC 0.843 20330412 0.0167 MMS USA FINANCING INC 0.625 20250613 0.0576 MMS USA FINANCING INC 1.250 20280613 0.0176 MMS USA FINANCING INC 1.750 20310613 0.0611 MOL MAGYAR OLAJES GAZIPARI NYRT 2.625 20230428 0.0179 MOL MAGYAR OLAJES GAZIPARI NYRT 1.500 20271008 0.0150 MOLNLYCKE HLDG AB 1.750 20240228 0.0120 MOLNLYCKE HLDG AB 1.875 20250228 0.0403 MOLNLYCKE HLDG AB 0.875 20290905 0.0378 MONDELEZ INTL HLDGS NETHERLANDS BV 0.000 20260922 0.0113 MONDELEZ INTL HLDGS NETHERLANDS BV 0.375 20290922 0.0556 MONDELEZ INTL HLDGS NETHERLANDS BV 0.875 20311001 0.0114 MONDELEZ INTL INC 1.625 20270308 0.0185 MONDELEZ INTL INC 0.250 20280317 0.0165 MONDELEZ INTL INC 0.750 20330317 0.0131 MONDELEZ INTL INC 1.375 20410317 0.0144 MONDI FIN EUROPE GMBH 2.375 20280401 0.0187 MONDI FIN PLC 1.500 20240415 0.0118 MONDI FIN PLC 1.625 20260427 0.0484 MOODY S CORP 1.750 20270309 0.0124

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 41 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) MOODY S CORP 0.950 20300225 0.0579 MORGAN STANLEY 1.000 20221202 0.0232 MORGAN STANLEY 1.875 20230330 0.0295 MORGAN STANLEY 1.750 20240311 0.0360 MORGAN STANLEY 0.637 20240726 0.0346 MORGAN STANLEY 1.750 20250130 0.1207 MORGAN STANLEY 1.342 20261023 0.0798 MORGAN STANLEY 1.375 20261027 0.0367 MORGAN STANLEY 1.875 20270427 0.0499 MORGAN STANLEY 0.406 20271029 0.0400 MORGAN STANLEY 0.495 20291026 0.1294 MORGAN STANLEY 0.497 20310207 0.1273 MOTABILITY OPERATIONS GROUP PLC 1.625 20230609 0.0130 MOTABILITY OPERATIONS GROUP PLC 0.875 20250314 0.0391 MOTABILITY OPERATIONS GROUP PLC 0.375 20260103 0.0461 MOTABILITY OPERATIONS GROUP PLC 0.125 20280720 0.0110 MUFG FINL GROUP INC 0.680 20230126 0.0115 MUFG FINL GROUP INC 0.980 20231009 0.0117 MUFG FINL GROUP INC 0.978 20240609 0.0117 MUFG FINL GROUP INC 0.339 20240719 0.0115 MUFG FINL GROUP INC 0.872 20240907 0.0584 MUFG FINL GROUP INC 0.337 20270608 0.0378 MUFG FINL GROUP INC 0.848 20290719 0.0386 MYLAN II BV 3.125 20281122 0.0656 MYLAN INC 2.125 20250523 0.0404 NASDAQ INC 1.750 20290328 0.0487 NASDAQ INC 0.875 20300213 0.0456 NATIONWIDE BUILDING SOCIETY 0.625 20230419 0.0173 NATIONWIDE BUILDING SOCIETY 1.250 20250303 0.0709 NATIONWIDE BUILDING SOCIETY 0.250 20250722 0.0760 NATIONWIDE BUILDING SOCIETY 1.500 20260308 0.0795 NATIONWIDE BUILDING SOCIETY 2.000 20290725 0.0239 NATL AUSTRALIA BANK LTD 0.350 20220907 0.0115 NATL AUSTRALIA BANK LTD 0.625 20230830 0.0173 NATL AUSTRALIA BANK LTD 0.625 20231110 0.0116 NATL AUSTRALIA BANK LTD 0.250 20240520 0.0173 NATL AUSTRALIA BANK LTD 0.625 20240918 0.0387 NATL AUSTRALIA BANK LTD 1.250 20260518 0.0802 NATL AUSTRALIA BANK LTD 1.375 20280830 0.0299 NATL AUSTRALIA BANK LTD 1.125 20310520 0.0402 NATL GRID ELECTRICITY TRANSMISSION PLC 0.190 20250120 0.0379 NATL GRID ELECTRICITY TRANSMISSION PLC 0.823 20320707 0.0169

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 42 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) NATL GRID ELECTRICITY TRANSMISSION PLC 0.872 20401126 0.0108 NATL GRID NORTH AMERICA INC 0.750 20230808 0.0115 NATL GRID NORTH AMERICA INC 1.000 20240712 0.0117 NATL GRID PLC 0.163 20280120 0.0109 NATL GRID PLC 0.553 20290918 0.0373 NATLE NEDERLANDEN BANK NV 0.375 20230531 0.0115 NATLE NEDERLANDEN BANK NV 0.375 20250226 0.0383 NATURGY CAP MARKETS SA 1.125 20240411 0.0174 NATURGY FIN BV 0.875 20250515 0.0623 NATURGY FIN BV 1.250 20260115 0.0797 NATURGY FIN BV 1.250 20260419 0.0477 NATURGY FIN BV 1.375 20270119 0.0244 NATURGY FIN BV 1.500 20280129 0.0203 NATURGY FIN BV 0.750 20291128 0.0691 NATWEST GROUP PLC 2.500 20230322 0.0358 NATWEST GROUP PLC 2.000 20250304 0.0180 NATWEST GROUP PLC 0.750 20251115 0.0579 NATWEST GROUP PLC 1.750 20260302 0.1197 NATWEST GROUP PLC 0.780 20300226 0.0746 NATWEST MARKETS PLC 1.125 20230614 0.0116 NATWEST MARKETS PLC 1.000 20240528 0.0293 NATWEST MARKETS PLC 2.750 20250402 0.0834 NATWEST MARKETS PLC 0.125 20260618 0.0937 NE PPTY BV 2.625 20230522 0.0119 NE PPTY BV 1.750 20241123 0.0393 NE PPTY BV 1.875 20261009 0.0120 NE PPTY BV 3.375 20270714 0.0124 NESTLE FIN INTL LTD SA 1.750 20220912 0.0200 NESTLE FIN INTL LTD SA 0.750 20230516 0.0115 NESTLE FIN INTL LTD SA 0.375 20240118 0.0115 NESTLE FIN INTL LTD SA 0.000 20241112 0.0492 NESTLE FIN INTL LTD SA 0.000 20251203 0.0378 NESTLE FIN INTL LTD SA 1.125 20260401 0.0798 NESTLE FIN INTL LTD SA 0.000 20260614 0.0945 NESTLE FIN INTL LTD SA 0.125 20271112 0.0189 NESTLE FIN INTL LTD SA 0.250 20290614 0.0560 NESTLE FIN INTL LTD SA 1.250 20291102 0.0608 NESTLE FIN INTL LTD SA 1.500 20300401 0.0825 NESTLE FIN INTL LTD SA 0.375 20320512 0.0221 NESTLE FIN INTL LTD SA 0.000 20330303 0.0105 NESTLE FIN INTL LTD SA 0.625 20340214 0.0112 NESTLE FIN INTL LTD SA 1.750 20371102 0.0196

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 43 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) NESTLE FIN INTL LTD SA 0.375 20401203 0.0103 NESTLE FIN INTL LTD SA 0.875 20410614 0.0145 NESTLE HLDGS INC 0.875 20250718 0.0664 NGG FIN PLC 1.625 20791205 0.0385 NGG FIN PLC 2.125 20820905 0.0172 NIBC BANK NV 1.125 20230419 0.0116 NIBC BANK NV 2.000 20240409 0.0120 NIBC BANK NV 0.875 20250708 0.0388 NISSAN MOTOR CO LTD 1.940 20230915 0.0120 NISSAN MOTOR CO LTD 2.652 20260317 0.0621 NISSAN MOTOR CO LTD 3.201 20280917 0.0644 NN GROUP NV 0.875 20230113 0.0116 NN GROUP NV 1.625 20270601 0.0144 NN GROUP NV 4.625 20440408 0.0256 NN GROUP NV 4.625 20480113 0.0230 NN GROUP NV 4.375 22991231 0.0189 NN GROUP NV 4.500 22991231 0.0865 NORDEA BANK ABP 1.000 20230222 0.0291 NORDEA BANK ABP 0.875 20230626 0.0232 NORDEA BANK ABP 1.125 20250212 0.0989 NORDEA BANK ABP 0.375 20260528 0.0578 NORDEA BANK ABP 0.500 20270514 0.0293 NORDEA BANK ABP 1.125 20270927 0.0237 NORDEA BANK ABP 0.500 20310319 0.0374 NORDEA BANK ABP 0.625 20310818 0.0755 NORTEGAS ENERGIA DISTRIBUCION SAU 2.065 20270928 0.0139 NORTEGAS ENERGIA DISTRIBUCION SAU 0.905 20310122 0.0407 NOVARTIS FIN SA 0.500 20230814 0.0173 NOVARTIS FIN SA 0.125 20230920 0.0287 NOVARTIS FIN SA 1.625 20261109 0.0151 NOVARTIS FIN SA 1.125 20270930 0.0142 NOVARTIS FIN SA 0.625 20280920 0.0386 NOVARTIS FIN SA 0.000 20280923 0.1357 NOVARTIS FIN SA 1.375 20300814 0.0609 NOVARTIS FIN SA 1.700 20380814 0.0193 NOVO NORDISK FIN NETHERLANDS BV 0.000 20240604 0.0149 NOVO NORDISK FIN NETHERLANDS BV 0.125 20280604 0.0144 NTT FIN CORP 0.010 20250303 0.0755 NTT FIN CORP 0.342 20300303 0.0744 OMNICOM FIN HLDGS PLC 0.800 20270708 0.0114 OMNICOM FIN HLDGS PLC 1.400 20310708 0.0402 OMV AG 2.625 20220927 0.0180

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 44 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) OMV AG 0.000 20230616 0.0171 OMV AG 0.750 20231204 0.0117 OMV AG 1.500 20240409 0.0119 OMV AG 0.000 20250703 0.0377 OMV AG 1.000 20261214 0.0241 OMV AG 3.500 20270927 0.0204 OMV AG 2.000 20280409 0.0124 OMV AG 1.875 20281204 0.0418 OMV AG 0.750 20300616 0.0575 OMV AG 2.375 20320409 0.0198 OMV AG 1.000 20340703 0.0114 OMV AG 2.500 22991231 0.0184 OMV AG 2.875 22991231 0.0120 OMV AG 2.875 22991231 0.0400 OMV AG 6.250 22991231 0.0713 ONTARIO TEACHERS FIN TRUST 0.500 20250506 0.1160 ONTARIO TEACHERS FIN TRUST 0.100 20280519 0.0277 ONTARIO TEACHERS FIN TRUST 0.050 20301125 0.0546 ONTARIO TEACHERS FIN TRUST 0.900 20410520 0.0283 OP YRITYSPANKKI OYJ 0.375 20221011 0.0115 OP YRITYSPANKKI OYJ 0.375 20230829 0.0115 OP YRITYSPANKKI OYJ 0.375 20240226 0.0116 OP YRITYSPANKKI OYJ 0.375 20240619 0.0115 OP YRITYSPANKKI OYJ 0.125 20240701 0.0229 OP YRITYSPANKKI OYJ 1.000 20250522 0.0393 OP YRITYSPANKKI OYJ 0.500 20250812 0.0770 OP YRITYSPANKKI OYJ 0.250 20260324 0.0378 OP YRITYSPANKKI OYJ 0.600 20270118 0.0116 OP YRITYSPANKKI OYJ 0.100 20271116 0.0220 OP YRITYSPANKKI OYJ 0.375 20280616 0.0110 OP YRITYSPANKKI OYJ 0.625 20291112 0.0376 OP YRITYSPANKKI OYJ 1.625 20300609 0.0781 OPTUS FIN PTY LTD 1.000 20290620 0.0385 ORANGE SA 3.375 20220916 0.0121 ORANGE SA 2.500 20230301 0.0120 ORANGE SA 0.750 20230911 0.0175 ORANGE SA 3.125 20240109 0.0162 ORANGE SA 1.125 20240715 0.0294 ORANGE SA 1.000 20250512 0.0587 ORANGE SA 1.000 20250912 0.0633 ORANGE SA 0.000 20260629 0.0528 ORANGE SA 0.000 20260904 0.0171

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 45 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) ORANGE SA 0.875 20270203 0.0179 ORANGE SA 1.250 20270707 0.0176 ORANGE SA 1.500 20270909 0.0121 ORANGE SA 1.375 20280320 0.0239 ORANGE SA 2.000 20290115 0.1057 ORANGE SA 0.125 20290916 0.0368 ORANGE SA 1.375 20300116 0.0813 ORANGE SA 1.875 20300912 0.1024 ORANGE SA 1.625 20320407 0.0186 ORANGE SA 0.500 20320904 0.0222 ORANGE SA 8.125 20330128 0.0620 ORANGE SA 0.750 20340629 0.0179 ORANGE SA 1.375 20490904 0.0176 ORANGE SA 1.375 22991231 0.0369 ORANGE SA 1.750 22991231 0.0116 ORANGE SA 1.750 22991231 0.0541 ORANGE SA 2.375 22991231 0.0799 ORANGE SA 5.000 22991231 0.0354 ORANGE SA 5.250 22991231 0.0261 ORLEN CAP AB PUBL 2.500 20230607 0.0179 ORSTED A/S 2.625 20220919 0.0124 ORSTED A/S 1.500 20291126 0.0613 ORSTED A/S 2.250 20491124 0.0401 ORSTED A/S 1.750 30191209 0.0137 ORSTED A/S 1.500 30210218 0.0372 PEPSICO INC 0.250 20240506 0.0230 PEPSICO INC 2.625 20260428 0.0425 PEPSICO INC 0.750 20270318 0.0119 PEPSICO INC 0.500 20280506 0.0227 PEPSICO INC 0.875 20280718 0.0174 PEPSICO INC 1.125 20310318 0.0400 PEPSICO INC 0.400 20321009 0.0165 PEPSICO INC 0.875 20391016 0.0113 PEPSICO INC 1.050 20501009 0.0168 PERNOD RICARD SA 1.875 20230928 0.0120 PERNOD RICARD SA 0.000 20231024 0.0114 PERNOD RICARD SA 2.125 20240927 0.0530 PERNOD RICARD SA 1.125 20250407 0.0788 PERNOD RICARD SA 1.500 20260518 0.0486 PERNOD RICARD SA 0.500 20271024 0.0114 PERNOD RICARD SA 1.750 20300408 0.0841 PERNOD RICARD SA 0.875 20311024 0.0118

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 46 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) POLSKI KONCERN NAFTOWY ORLEN SA 1.125 20280527 0.0113 PPG INDUSTRIES INC 0.875 20251103 0.0471 PPG INDUSTRIES INC 1.400 20270313 0.0147 PROCTER & GAMBLE CO 1.125 20231102 0.0295 PROCTER & GAMBLE CO 0.500 20241025 0.0386 PROCTER & GAMBLE CO 0.625 20241030 0.0621 PROCTER & GAMBLE CO 4.875 20270511 0.0295 PROCTER & GAMBLE CO 1.200 20281030 0.0646 PROCTER & GAMBLE CO 1.250 20291025 0.0407 PROCTER & GAMBLE CO 1.875 20381030 0.0135 PROLOGIS EURO FIN LLC 0.250 20270910 0.0133 PROLOGIS EURO FIN LLC 0.375 20280206 0.0123 PROLOGIS EURO FIN LLC 1.875 20290105 0.0581 PROLOGIS EURO FIN LLC 0.625 20310910 0.0155 PROLOGIS EURO FIN LLC 0.500 20320216 0.0184 PROLOGIS EURO FIN LLC 1.000 20350206 0.0145 PROLOGIS EURO FIN LLC 1.000 20410216 0.0107 PROLOGIS EURO FIN LLC 1.500 20490910 0.0114 PROLOGIS INTL FUNDING II SA 1.625 20320617 0.0120 PROLOGIS INTL FUNDING II SA 0.750 20330323 0.0110 PROLOGIS LP 3.000 20260602 0.0430 PROSEGUR CASH SA 1.375 20260204 0.0480 PROSUS NV 1.539 20280803 0.0192 PROSUS NV 1.288 20290713 0.0735 PROSUS NV 2.031 20320803 0.0167 PROSUS NV 1.985 20330713 0.0186 PROXIMUS NV 2.375 20240404 0.0147 PROXIMUS NV 1.875 20251001 0.0411 PSA BANQUE FRANCE SA 0.625 20221010 0.0115 PSA BANQUE FRANCE SA 0.750 20230419 0.0115 PSA BANQUE FRANCE SA 0.625 20240621 0.0116 PSA BANQUE FRANCE SA 0.000 20250122 0.0375 PSA TRESORERIE GIE 6.000 20330919 0.0209 PUBLICIS GROUPE SA 0.500 20231103 0.0116 PUBLICIS GROUPE SA 1.625 20241216 0.0481 PVH CORP 3.625 20240715 0.0131 PVH CORP 3.125 20271215 0.0151 RAIFFEISEN BANK INTL AG 6.000 20231016 0.0134 RAIFFEISEN BANK INTL AG 1.000 20231204 0.0117 RAIFFEISEN BANK INTL AG 0.250 20250122 0.0570 RAIFFEISEN BANK INTL AG 0.375 20260925 0.0174 RAIFFEISEN BANK INTL AG 1.500 20300312 0.0386

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 47 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) RAIFFEISEN BANK INTL AG 2.875 20320618 0.0121 RAIFFEISEN BANK INTL AG 1.375 20330617 0.0111 RCI BANQUE SA 0.750 20220926 0.0173 RCI BANQUE SA 0.250 20230308 0.0137 RCI BANQUE SA 0.750 20230410 0.0173 RCI BANQUE SA 1.000 20230517 0.0139 RCI BANQUE SA 0.500 20230915 0.0173 RCI BANQUE SA 1.375 20240308 0.0153 RCI BANQUE SA 2.000 20240711 0.0179 RCI BANQUE SA 1.625 20250411 0.0475 RCI BANQUE SA 1.750 20260410 0.0522 RCI BANQUE SA 1.625 20260526 0.0599 RCI BANQUE SA 1.125 20270115 0.0178 REDEXIS GAS FIN BV 1.875 20250528 0.0400 REDEXIS GAS FIN BV 1.875 20270427 0.0123 RELX CAP INC 1.300 20250512 0.0474 RELX FIN BV 0.000 20240318 0.0160 RELX FIN BV 1.000 20240322 0.0117 RELX FIN BV 1.375 20260512 0.0602 RELX FIN BV 1.500 20270513 0.0123 RELX FIN BV 0.500 20280310 0.0179 RELX FIN BV 0.875 20320310 0.0113 REN FIN BV 1.750 20230601 0.0129 REN FIN BV 2.500 20250212 0.0414 RENTOKIL INITIAL PLC 0.875 20260530 0.0390 RENTOKIL INITIAL PLC 0.500 20281014 0.0450 REPSOL EUROPE FIN SARL 0.375 20290706 0.0482 REPSOL EUROPE FIN SARL 0.875 20330706 0.0134 REPSOL INTL FIN BV 2.000 20251215 0.0618 REPSOL INTL FIN BV 2.250 20261210 0.0129 REPSOL INTL FIN BV 0.250 20270802 0.0166 REPSOL INTL FIN BV 2.625 20300415 0.0662 ROBERT BOSCH GMBH 1.750 20240708 0.0181 ROBERT BOSCH INV NEDERLAND BV 2.625 20280524 0.0195 ROCHE FIN EUROPE BV 0.500 20230227 0.0150 ROCHE FIN EUROPE BV 0.875 20250225 0.0783 ROYAL BANK OF CANADA 0.250 20240502 0.0115 ROYAL BANK OF CANADA 0.125 20240723 0.0229 ROYAL MAIL PLC 2.375 20240729 0.0122 ROYAL MAIL PLC 1.250 20261008 0.0133 ROYAL SCHIPHOL GROUP NV 0.375 20270908 0.0157 ROYAL SCHIPHOL GROUP NV 2.000 20290406 0.0629

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 48 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) ROYAL SCHIPHOL GROUP NV 1.500 20301105 0.0411 ROYAL SCHIPHOL GROUP NV 0.875 20320908 0.0114 ROYAL SCHIPHOL GROUP NV 0.750 20330422 0.0156 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 2.875 20230912 0.0124 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 1.625 20241008 0.0400 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 1.625 20251127 0.0813 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 1.000 20261019 0.0156 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 0.000 20270909 0.0109 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 2.750 20290620 0.0530 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 1.500 20300927 0.0411 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 0.625 20320708 0.0112 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 2.000 20360418 0.0182 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 1.875 20371023 0.0195 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 2.125 20380927 0.0135 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 1.125 20400708 0.0172 RTE RESEAU DE TRANSPORT D ELECTRICITE SA 1.125 20490909 0.0158 RYANAIR DAC 1.125 20230310 0.0197 RYANAIR DAC 1.125 20230815 0.0174 RYANAIR DAC 2.875 20250915 0.0717 RYANAIR DAC 0.875 20260525 0.0916 RZD CAP PLC 4.600 20230306 0.0124 RZD CAP PLC 2.200 20270523 0.0121 SAGAX AB 2.000 20240117 0.0120 SAMHALLSBYGGNADSBOLAGET I NORDEN AB 1.750 20250114 0.0438 SAMHALLSBYGGNADSBOLAGET I NORDEN AB 1.125 20260904 0.0119 SAMHALLSBYGGNADSBOLAGET I NORDEN AB 1.000 20270812 0.0168 SAMPO PLC 1.625 20280221 0.0122 SAMPO PLC 2.250 20300927 0.0442 SAMPO PLC 3.375 20490523 0.0427 SAMPO PLC 2.500 20520903 0.0242 SANEF SA 1.875 20260316 0.0488 SANTANDER CONSUMER BANK AG 0.750 20221017 0.0115 SANTANDER CONSUMER BANK AG 0.250 20241015 0.0380 SANTANDER CONSUMER BANK AS 0.750 20230301 0.0116 SANTANDER CONSUMER BANK AS 0.125 20240911 0.0378 SANTANDER CONSUMER BANK AS 0.125 20250225 0.0377 SANTANDER CONSUMER BANK AS 0.125 20260414 0.0376 SANTANDER CONSUMER FIN SA 0.875 20230530 0.0116 SANTANDER CONSUMER FIN SA 1.125 20231009 0.0196 SANTANDER CONSUMER FIN SA 1.000 20240227 0.0235 SANTANDER CONSUMER FIN SA 0.375 20240627 0.0230 SANTANDER CONSUMER FIN SA 0.675 20241205 0.0498

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 49 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) SANTANDER CONSUMER FIN SA 0.375 20250117 0.0762 SANTANDER CONSUMER FIN SA 0.380 20251203 0.0456 SANTANDER CONSUMER FIN SA 0.000 20260223 0.0374 SANTANDER CONSUMER FIN SA 0.500 20261114 0.0116 SANTANDER UK GROUP HLDGS PLC 1.125 20230908 0.0235 SANTANDER UK GROUP HLDGS PLC 0.391 20250228 0.0172 SAP SE 1.125 20230220 0.0232 SAP SE 0.000 20230517 0.0137 SAP SE 0.750 20241210 0.0661 SAP SE 1.000 20250401 0.0471 SAP SE 1.000 20260313 0.0397 SAP SE 0.125 20260518 0.0457 SAP SE 1.750 20270222 0.0251 SAP SE 1.250 20280310 0.0239 SAP SE 0.375 20290518 0.0605 SAP SE 1.375 20300313 0.0409 SAP SE 1.625 20310310 0.1045 SBB TREASURY OYJ 0.750 20281214 0.0516 SBB TREASURY OYJ 1.125 20291126 0.0562 SCANIA CV AB 0.000 20221123 0.0114 SCANIA CV AB 0.500 20231006 0.0115 SCANIA CV AB 2.250 20250603 0.0408 SCHLUMBERGER FIN BV 0.000 20241015 0.0377 SCHLUMBERGER FIN BV 1.375 20261028 0.0245 SCHLUMBERGER FIN BV 0.250 20271015 0.0199 SCHLUMBERGER FIN BV 0.500 20311015 0.0198 SCHLUMBERGER FIN BV 2.000 20320506 0.0253 SCHLUMBERGER FIN FRANCE SAS 1.000 20260218 0.0473 SCOR SE 3.000 20460608 0.0507 SCOR SE 3.625 20480527 0.0130 SELP FIN SARL 1.250 20231025 0.0117 SELP FIN SARL 1.500 20251120 0.0399 SELP FIN SARL 1.500 20261220 0.0121 SELP FIN SARL 0.875 20290527 0.0374 SES SA 1.625 20260322 0.0525 SES SA 0.875 20271104 0.0114 SHELL INTL FIN BV 1.125 20240407 0.0236 SHELL INTL FIN BV 0.500 20240511 0.0232 SHELL INTL FIN BV 0.750 20240512 0.0175 SHELL INTL FIN BV 0.375 20250215 0.0959 SHELL INTL FIN BV 1.875 20250915 0.0827 SHELL INTL FIN BV 2.500 20260324 0.0848

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 50 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) SHELL INTL FIN BV 1.625 20270120 0.0311 SHELL INTL FIN BV 0.125 20271108 0.0221 SHELL INTL FIN BV 1.500 20280407 0.0241 SHELL INTL FIN BV 1.250 20280512 0.0236 SHELL INTL FIN BV 0.750 20280815 0.0228 SHELL INTL FIN BV 0.500 20311108 0.0221 SHELL INTL FIN BV 1.875 20320407 0.0251 SHELL INTL FIN BV 1.250 20321111 0.0237 SHELL INTL FIN BV 0.875 20391108 0.0214 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.000 20230220 0.0285 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.375 20230906 0.0231 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.300 20240228 0.0173 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.250 20240605 0.0230 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.000 20240905 0.0378 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.000 20260220 0.0757 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.375 20260605 0.0771 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.000 20270906 0.0177 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.900 20280228 0.0152 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 2.875 20280310 0.0264 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.250 20290220 0.0749 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.125 20290905 0.0745 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.375 20300906 0.0828 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.250 20310228 0.0655 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.500 20320220 0.0169 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.500 20340905 0.0224 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.750 20390228 0.0210 SIGNIFY NV 2.000 20240511 0.0162 SIGNIFY NV 2.375 20270511 0.0153 SIKA CAP BV 0.875 20270429 0.0119 SIKA CAP BV 1.500 20310429 0.0409 SIMON INTL FIN SCA 1.375 20221118 0.0175 SIMON INTL FIN SCA 1.250 20250513 0.0395 SIMON INTL FIN SCA 1.125 20330319 0.0169 SKANDINAVISKA ENSKILDA BANKEN AB 0.500 20230313 0.0230 SKANDINAVISKA ENSKILDA BANKEN AB 0.250 20230519 0.0229 SKANDINAVISKA ENSKILDA BANKEN AB 0.050 20240701 0.0229 SKANDINAVISKA ENSKILDA BANKEN AB 0.375 20270211 0.0231 SKANDINAVISKA ENSKILDA BANKEN AB 0.375 20280621 0.0221 SKANDINAVISKA ENSKILDA BANKEN AB 1.375 20281031 0.0200 SKANDINAVISKA ENSKILDA BANKEN AB 0.625 20291112 0.0759 SKY LTD 1.875 20231124 0.0205 SKY LTD 2.250 20251117 0.0418

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 51 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) SKY LTD 2.500 20260915 0.0261 SMITHS GROUP PLC 1.250 20230428 0.0139 SMITHS GROUP PLC 2.000 20270223 0.0162 SMURFIT KAPPA ACQUISITIONS UNLTD CO 2.375 20240201 0.0120 SMURFIT KAPPA ACQUISITIONS UNLTD CO 2.875 20260115 0.0836 SMURFIT KAPPA TREASURY UNLTD CO 1.500 20270915 0.0177 SOCIETE FONCIERE LYONNAISE SA 1.500 20250529 0.0398 SOCIETE FONCIERE LYONNAISE SA 1.500 20270605 0.0118 SODEXO SA 0.500 20240117 0.0116 SODEXO SA 0.750 20250427 0.0543 SODEXO SA 2.500 20260624 0.0423 SODEXO SA 0.750 20270414 0.0190 SODEXO SA 1.000 20280717 0.0117 SODEXO SA 1.000 20290427 0.0628 SPAREBANK 1 OSTLANDET 0.875 20230313 0.0116 SPAREBANK 1 OSTLANDET 0.250 20240930 0.0381 SPAREBANK 1 OSTLANDET 0.125 20280303 0.0109 SPAREBANK 1 SMN 0.750 20230703 0.0116 SPAREBANK 1 SMN 0.125 20260911 0.0114 SPAREBANK 1 SMN 0.010 20280218 0.0108 SPAREBANK 1 SR BANK ASA 0.625 20240325 0.0174 SPAREBANK 1 SR BANK ASA 0.375 20270715 0.0376 SPP INFRASTRUCTURE FINANCING BV 2.625 20250212 0.0413 SSE PLC 1.750 20230908 0.0168 SSE PLC 1.250 20250416 0.0472 SSE PLC 0.875 20250906 0.0469 SSE PLC 1.375 20270904 0.0154 SSE PLC 1.750 20300416 0.0407 SSE PLC 3.125 22991231 0.0119 STANDARD CHARTERED PLC 3.625 20221123 0.0183 STANDARD CHARTERED PLC 0.750 20231003 0.0173 STANDARD CHARTERED PLC 3.125 20241119 0.0422 STANDARD CHARTERED PLC 0.900 20270702 0.0389 STANDARD CHARTERED PLC 1.625 20271003 0.0123 STANDARD CHARTERED PLC 0.850 20280127 0.0176 STANDARD CHARTERED PLC 2.500 20300909 0.0816 STANDARD CHARTERED PLC 1.200 20310923 0.0230 STATE GRID OVERSEAS INV BVI LTD 1.375 20250502 0.0393 STATE GRID OVERSEAS INV BVI LTD 1.750 20250519 0.0398 STATE GRID OVERSEAS INV BVI LTD 0.797 20260805 0.0768 STATE GRID OVERSEAS INV BVI LTD 1.303 20320805 0.0138 STATKRAFT AS 2.500 20221128 0.0167

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 52 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) STATKRAFT AS 1.500 20230921 0.0119 STATKRAFT AS 1.125 20250320 0.0393 STATKRAFT AS 1.500 20300326 0.0408 STEDIN HLDG NV 0.875 20251024 0.0393 STEDIN HLDG NV 1.375 20280919 0.0404 STEDIN HLDG NV 0.500 20291114 0.0378 STEDIN HLDG NV 1.500 22991231 0.0117 STELLANTIS NV 2.375 20230414 0.0119 STELLANTIS NV 3.375 20230707 0.0301 STELLANTIS NV 2.000 20240323 0.0169 STELLANTIS NV 3.750 20240329 0.0315 STELLANTIS NV 2.000 20250320 0.0523 STELLANTIS NV 3.875 20260105 0.1101 STELLANTIS NV 2.750 20260515 0.0840 STELLANTIS NV 0.625 20270330 0.0288 STELLANTIS NV 4.500 20280707 0.0276 STELLANTIS NV 0.750 20290118 0.0918 STELLANTIS NV 1.125 20290918 0.0462 STELLANTIS NV 1.250 20330620 0.0276 STRYKER CORP 1.125 20231130 0.0130 STRYKER CORP 0.250 20241203 0.0646 STRYKER CORP 2.125 20271130 0.0186 STRYKER CORP 0.750 20290301 0.0610 STRYKER CORP 2.625 20301130 0.0578 STRYKER CORP 1.000 20311203 0.0173 SUEZ SA 1.000 20250403 0.0392 SUEZ SA 1.750 20250910 0.0409 SUEZ SA 0.000 20260609 0.0564 SUEZ SA 1.250 20270402 0.0206 SUEZ SA 1.250 20280519 0.0188 SUEZ SA 1.500 20290403 0.0566 SUEZ SA 1.625 20300917 0.0415 SUEZ SA 0.500 20311014 0.0155 SUEZ SA 1.625 20320921 0.0133 SUEZ SA 1.250 20350514 0.0176 SUEZ SA 1.625 22991231 0.0118 SUEZ SA 2.875 22991231 0.0145 SUMITOMO MITSUI BANKING CORP 2.750 20230724 0.0120 SUMITOMO MITSUI FINL GROUP INC 0.819 20230723 0.0116 SUMITOMO MITSUI FINL GROUP INC 0.465 20240530 0.0115 SUMITOMO MITSUI FINL GROUP INC 0.934 20241011 0.0391 SUMITOMO MITSUI FINL GROUP INC 1.546 20260615 0.1208

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 53 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) SUMITOMO MITSUI FINL GROUP INC 1.413 20270614 0.0117 SUMITOMO MITSUI FINL GROUP INC 0.303 20271028 0.0110 SUMITOMO MITSUI FINL GROUP INC 0.632 20291023 0.0939 SVENSKA HANDELSBANKEN AB 1.125 20221214 0.0291 SVENSKA HANDELSBANKEN AB 0.500 20230321 0.0173 SVENSKA HANDELSBANKEN AB 0.375 20230703 0.0115 SVENSKA HANDELSBANKEN AB 0.125 20240618 0.0230 SVENSKA HANDELSBANKEN AB 1.000 20250415 0.0984 SVENSKA HANDELSBANKEN AB 0.050 20260903 0.0171 SVENSKA HANDELSBANKEN AB 0.010 20271202 0.0109 SVENSKA HANDELSBANKEN AB 1.250 20280302 0.0175 SVENSKA HANDELSBANKEN AB 1.625 20290305 0.0178 SVENSKA HANDELSBANKEN AB 0.500 20300218 0.0747 SWISS RE FIN LUXEMBOURG SA 2.534 20500430 0.0619 SWISS RE FIN UK PLC 1.375 20230527 0.0175 SWISS RE FIN UK PLC 2.714 20520604 0.0196 SYDNEY AIRPORT FIN CO PTY LTD 2.750 20240423 0.0172 SYDNEY AIRPORT FIN CO PTY LTD 1.750 20280426 0.0118 SYNGENTA FIN NV 3.375 20260416 0.0754 SYNGENTA FIN NV 1.250 20270910 0.0113 TAKEDA PHARMACEUTICAL CO LTD 2.250 20261121 0.0383 TAKEDA PHARMACEUTICAL CO LTD 0.750 20270709 0.0170 TAKEDA PHARMACEUTICAL CO LTD 1.000 20290709 0.0655 TAKEDA PHARMACEUTICAL CO LTD 3.000 20301121 0.1358 TAKEDA PHARMACEUTICAL CO LTD 1.375 20320709 0.0232 TAKEDA PHARMACEUTICAL CO LTD 2.000 20400709 0.0241 TALANX AG 3.125 20230213 0.0181 TALANX AG 2.500 20260723 0.0425 TALANX AG 2.250 20471205 0.0181 TELE2 AB 1.125 20240515 0.0117 TELE2 AB 2.125 20280515 0.0122 TELEFONAKTIEBOLAGET LM ERICSSON 1.875 20240301 0.0120 TELEFONAKTIEBOLAGET LM ERICSSON 1.000 20290526 0.0376 TELEFONICA EMISIONES SAU 3.987 20230123 0.0314 TELEFONICA EMISIONES SAU 1.069 20240205 0.0235 TELEFONICA EMISIONES SAU 1.528 20250117 0.0901 TELEFONICA EMISIONES SAU 1.495 20250911 0.0720 TELEFONICA EMISIONES SAU 1.460 20260413 0.1032 TELEFONICA EMISIONES SAU 1.447 20270122 0.0245 TELEFONICA EMISIONES SAU 1.201 20270821 0.0291 TELEFONICA EMISIONES SAU 1.715 20280112 0.0303 TELEFONICA EMISIONES SAU 2.318 20281017 0.0601

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 54 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) TELEFONICA EMISIONES SAU 1.788 20290312 0.0825 TELEFONICA EMISIONES SAU 2.932 20291017 0.0726 TELEFONICA EMISIONES SAU 0.664 20300203 0.0756 TELEFONICA EMISIONES SAU 1.930 20311017 0.0189 TELEFONICA EMISIONES SAU 1.807 20320521 0.0184 TELEFONICA EMISIONES SAU 1.957 20390701 0.0124 TELEFONICA EMISIONES SAU 1.864 20400713 0.0123 TELEFONICA EUROPE BV 5.875 20330214 0.0174 TELENOR ASA 0.000 20230925 0.0114 TELENOR ASA 2.625 20241206 0.0501 TELENOR ASA 2.500 20250522 0.0539 TELENOR ASA 0.750 20260531 0.0780 TELENOR ASA 0.250 20270925 0.0111 TELENOR ASA 0.250 20280214 0.0111 TELENOR ASA 1.125 20290531 0.0792 TELENOR ASA 0.625 20310925 0.0113 TELENOR ASA 1.750 20340531 0.0126 TELENOR ASA 0.875 20350214 0.0114 TELEPERFORMANCE SE 1.500 20240403 0.0142 TELEPERFORMANCE SE 1.875 20250702 0.0601 TELEPERFORMANCE SE 0.250 20271126 0.0109 TELIA CO AB 3.625 20240214 0.0151 TELIA CO AB 3.875 20251001 0.0584 TELIA CO AB 3.000 20270907 0.0132 TELIA CO AB 0.125 20301127 0.0360 TELIA CO AB 3.500 20330905 0.0153 TELIA CO AB 2.125 20340220 0.0129 TELIA CO AB 1.625 20350223 0.0123 TELIA CO AB 3.000 20780404 0.0216 TELIA CO AB 1.375 20810511 0.0385 TELSTRA CORP LTD 3.500 20220921 0.0243 TELSTRA CORP LTD 2.500 20230915 0.0245 TELSTRA CORP LTD 1.125 20260414 0.0595 TELSTRA CORP LTD 1.375 20290326 0.0482 TELSTRA CORP LTD 1.000 20300423 0.0390 TEMASEK FINL I LTD 1.500 20280301 0.0121 TEMASEK FINL I LTD 0.500 20311120 0.0112 TEMASEK FINL I LTD 1.250 20491120 0.0127 TENNET HLDG BV 4.625 20230221 0.0125 TENNET HLDG BV 0.750 20250626 0.0389 TENNET HLDG BV 1.000 20260613 0.0395 TENNET HLDG BV 1.750 20270604 0.0121

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 55 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) TENNET HLDG BV 0.125 20271209 0.0144 TENNET HLDG BV 1.375 20280605 0.0119 TENNET HLDG BV 1.375 20290626 0.0402 TENNET HLDG BV 0.875 20300603 0.0388 TENNET HLDG BV 0.500 20310609 0.0374 TENNET HLDG BV 0.125 20321130 0.0127 TENNET HLDG BV 1.250 20331024 0.0121 TENNET HLDG BV 2.000 20340605 0.0195 TENNET HLDG BV 1.875 20360613 0.0129 TENNET HLDG BV 1.500 20390603 0.0185 TENNET HLDG BV 0.500 20401130 0.0155 TENNET HLDG BV 1.125 20410609 0.0150 TENNET HLDG BV 2.374 22991231 0.0804 TENNET HLDG BV 2.995 22991231 0.0242 TEREGA SA 2.200 20250805 0.0448 TEREGA SA 0.875 20300917 0.0378 TERNA RETE ELETTRICA NAZIONALE SPA 1.000 20230723 0.0233 TERNA RETE ELETTRICA NAZIONALE SPA 4.900 20241028 0.0721 TERNA RETE ELETTRICA NAZIONALE SPA 0.125 20250725 0.0379 TERNA RETE ELETTRICA NAZIONALE SPA 1.000 20260410 0.0394 TERNA RETE ELETTRICA NAZIONALE SPA 1.375 20270726 0.0235 TERNA RETE ELETTRICA NAZIONALE SPA 1.000 20281011 0.0587 TERNA RETE ELETTRICA NAZIONALE SPA 0.375 20290623 0.0447 TERNA RETE ELETTRICA NAZIONALE SPA 0.375 20300925 0.0368 TERNA RETE ELETTRICA NAZIONALE SPA 0.750 20320724 0.0112 TESCO CORPORATE TREASURY SVCS PLC 1.375 20231024 0.0177 TESCO CORPORATE TREASURY SVCS PLC 0.875 20260529 0.0583 TESCO CORPORATE TREASURY SVCS PLC 0.375 20290727 0.0548 THERMO FISHER SCIENTIFIC INC 0.750 20240912 0.0775 THERMO FISHER SCIENTIFIC INC 0.125 20250301 0.0606 THERMO FISHER SCIENTIFIC INC 2.000 20250415 0.0518 THERMO FISHER SCIENTIFIC INC 1.400 20260123 0.0561 THERMO FISHER SCIENTIFIC INC 1.450 20270316 0.0123 THERMO FISHER SCIENTIFIC INC 1.750 20270415 0.0149 THERMO FISHER SCIENTIFIC INC 0.500 20280301 0.0179 THERMO FISHER SCIENTIFIC INC 1.375 20280912 0.0479 THERMO FISHER SCIENTIFIC INC 1.950 20290724 0.0575 THERMO FISHER SCIENTIFIC INC 0.875 20311001 0.0204 THERMO FISHER SCIENTIFIC INC 2.375 20320415 0.0155 THERMO FISHER SCIENTIFIC INC 2.875 20370724 0.0193 THERMO FISHER SCIENTIFIC INC 1.500 20391001 0.0209 THERMO FISHER SCIENTIFIC INC 1.875 20491001 0.0242

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 56 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) TORONTO-DOMINION BANK 0.625 20230720 0.0347 TORONTO-DOMINION BANK 0.375 20240425 0.0346 TOYOTA FIN AUSTRALIA LTD 0.500 20230406 0.0115 TOYOTA FIN AUSTRALIA LTD 0.250 20240409 0.0115 TOYOTA FIN AUSTRALIA LTD 2.004 20241021 0.0407 TOYOTA FIN AUSTRALIA LTD 2.280 20271021 0.0127 TOYOTA MOTOR CREDIT CORP 2.375 20230201 0.0179 TOYOTA MOTOR CREDIT CORP 0.625 20241121 0.0464 TOYOTA MOTOR CREDIT CORP 0.250 20260716 0.0762 TOYOTA MOTOR CREDIT CORP 0.125 20271105 0.0219 TOYOTA MOTOR FIN NETHERLANDS BV 0.625 20230926 0.0163 TRANSURBAN FIN CO PTY LTD 1.875 20240916 0.0483 TRANSURBAN FIN CO PTY LTD 2.000 20250828 0.0404 TRANSURBAN FIN CO PTY LTD 1.750 20280329 0.0120 TRANSURBAN FIN CO PTY LTD 1.450 20290516 0.0473 TRANSURBAN FIN CO PTY LTD 3.000 20300408 0.0665 TRATON FIN LUXEMBOURG SA 0.000 20240614 0.0114 TRATON FIN LUXEMBOURG SA 0.125 20250324 0.0754 TRATON FIN LUXEMBOURG SA 0.750 20290324 0.0942 TRATON FIN LUXEMBOURG SA 1.250 20330324 0.0170 UBS AG LONDON BRANCH 0.625 20230123 0.0288 UBS AG LONDON BRANCH 0.750 20230421 0.0462 UBS AG LONDON BRANCH 0.010 20260331 0.1128 UBS AG LONDON BRANCH 0.010 20260629 0.0377 UBS AG LONDON BRANCH 0.500 20310331 0.0739 UBS GROUP AG 1.750 20221116 0.0294 UBS GROUP AG 2.125 20240304 0.0182 UBS GROUP AG 1.500 20241130 0.0983 UBS GROUP AG 0.250 20260129 0.1138 UBS GROUP AG 1.250 20260901 0.0302 UBS GROUP AG 0.250 20280224 0.0219 UBS GROUP AG 0.250 20281105 0.0328 UBS GROUP AG 0.625 20330224 0.0275 UBS GROUP FUNDING SWITZERLAND AG 1.250 20250417 0.1364 UNIBAIL-RODAMCO-WESTFIELD SE 2.500 20240226 0.0158 UNIBAIL-RODAMCO-WESTFIELD SE 0.875 20250221 0.0392 UNIBAIL-RODAMCO-WESTFIELD SE 1.000 20250314 0.0393 UNIBAIL-RODAMCO-WESTFIELD SE 2.125 20250409 0.0489 UNIBAIL-RODAMCO-WESTFIELD SE 1.125 20250915 0.0634 UNIBAIL-RODAMCO-WESTFIELD SE 1.375 20260309 0.0403 UNIBAIL-RODAMCO-WESTFIELD SE 2.500 20260604 0.0507 UNIBAIL-RODAMCO-WESTFIELD SE 1.000 20270227 0.0180

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 57 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) UNIBAIL-RODAMCO-WESTFIELD SE 1.125 20270428 0.0120 UNIBAIL-RODAMCO-WESTFIELD SE 0.625 20270504 0.0233 UNIBAIL-RODAMCO-WESTFIELD SE 1.500 20280222 0.0142 UNIBAIL-RODAMCO-WESTFIELD SE 0.750 20281025 0.0491 UNIBAIL-RODAMCO-WESTFIELD SE 1.500 20290529 0.0399 UNIBAIL-RODAMCO-WESTFIELD SE 2.625 20300409 0.0698 UNIBAIL-RODAMCO-WESTFIELD SE 1.375 20300415 0.0516 UNIBAIL-RODAMCO-WESTFIELD SE 1.875 20310115 0.0738 UNIBAIL-RODAMCO-WESTFIELD SE 1.375 20311204 0.0232 UNIBAIL-RODAMCO-WESTFIELD SE 0.875 20320329 0.0165 UNIBAIL-RODAMCO-WESTFIELD SE 2.000 20320629 0.0183 UNIBAIL-RODAMCO-WESTFIELD SE 1.375 20330525 0.0136 UNIBAIL-RODAMCO-WESTFIELD SE 1.750 20340227 0.0179 UNIBAIL-RODAMCO-WESTFIELD SE 2.000 20360428 0.0122 UNIBAIL-RODAMCO-WESTFIELD SE 2.000 20370529 0.0121 UNIBAIL-RODAMCO-WESTFIELD SE 2.250 20380514 0.0125 UNIBAIL-RODAMCO-WESTFIELD SE 1.750 20490701 0.0111 UNIBAIL-RODAMCO-WESTFIELD SE 2.125 22991231 0.0286 UNIBAIL-RODAMCO-WESTFIELD SE 2.875 22991231 0.0575 UNICREDIT SPA 6.950 20221031 0.0388 UNICREDIT SPA 1.000 20230118 0.0347 UNICREDIT SPA 2.000 20230304 0.0260 UNICREDIT SPA 0.500 20250409 0.0762 UNICREDIT SPA 1.250 20250625 0.0293 UNICREDIT SPA 1.625 20250703 0.0176 UNICREDIT SPA 0.325 20260119 0.0753 UNICREDIT SPA 1.200 20260120 0.0967 UNICREDIT SPA 1.250 20260616 0.0975 UNICREDIT SPA 2.125 20261024 0.0252 UNICREDIT SPA 2.200 20270722 0.1007 UNICREDIT SPA 4.875 20290220 0.0252 UNICREDIT SPA 0.800 20290705 0.0223 UNICREDIT SPA 2.000 20290923 0.0966 UNICREDIT SPA 1.800 20300120 0.0589 UNICREDIT SPA 0.850 20310119 0.0737 UNICREDIT SPA 2.731 20320115 0.0297 UNILEVER FIN NETHERLANDS BV 0.375 20230214 0.0138 UNILEVER FIN NETHERLANDS BV 1.000 20230603 0.0116 UNILEVER FIN NETHERLANDS BV 0.500 20230812 0.0115 UNILEVER FIN NETHERLANDS BV 0.500 20240429 0.0116 UNILEVER FIN NETHERLANDS BV 0.500 20250106 0.0502 UNILEVER FIN NETHERLANDS BV 1.250 20250325 0.0795

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 58 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) UNILEVER FIN NETHERLANDS BV 0.875 20250731 0.0509 UNILEVER FIN NETHERLANDS BV 1.125 20270212 0.0171 UNILEVER FIN NETHERLANDS BV 1.000 20270214 0.0145 UNILEVER FIN NETHERLANDS BV 1.125 20280429 0.0166 UNILEVER FIN NETHERLANDS BV 1.375 20290731 0.0608 UNILEVER FIN NETHERLANDS BV 1.750 20300325 0.0842 UNILEVER FIN NETHERLANDS BV 1.375 20300904 0.0539 UNILEVER FIN NETHERLANDS BV 1.625 20330212 0.0203 UNILEVER PLC 1.500 20390611 0.0163 UNIQA INSURANCE GROUP AG 1.375 20300709 0.0478 UNIQA INSURANCE GROUP AG 6.000 20460727 0.0471 UNITED PARCEL SVC INC 0.375 20231115 0.0161 UNITED PARCEL SVC INC 1.625 20251115 0.0570 UNITED PARCEL SVC INC 1.000 20281115 0.0394 UNITED PARCEL SVC INC 1.500 20321115 0.0123 UPJOHN FIN BV 1.023 20240623 0.0175 UPJOHN FIN BV 1.362 20270623 0.0196 UPJOHN FIN BV 1.908 20320623 0.0293 UPM-KYMMENE OYJ 0.125 20281119 0.0549 UPM-KYMMENE OYJ 0.500 20310322 0.0369 UTAH ACQUISITION SUB INC 2.250 20241122 0.0814 VALEO SE 0.375 20220912 0.0137 VALEO SE 0.625 20230111 0.0115 VALEO SE 3.250 20240122 0.0174 VALEO SE 1.500 20250618 0.0468 VALEO SE 1.625 20260318 0.0473 VEOLIA ENVIRONNEMENT SA 0.314 20231004 0.0138 VEOLIA ENVIRONNEMENT SA 0.892 20240114 0.0175 VEOLIA ENVIRONNEMENT SA 1.496 20261130 0.0160 VEOLIA ENVIRONNEMENT SA 0.000 20270114 0.0159 VEOLIA ENVIRONNEMENT SA 4.625 20270330 0.0217 VEOLIA ENVIRONNEMENT SA 1.590 20280110 0.0120 VEOLIA ENVIRONNEMENT SA 1.250 20280415 0.0165 VEOLIA ENVIRONNEMENT SA 0.927 20290104 0.0388 VEOLIA ENVIRONNEMENT SA 1.940 20300107 0.0632 VEOLIA ENVIRONNEMENT SA 0.664 20310115 0.0379 VEOLIA ENVIRONNEMENT SA 0.800 20320115 0.0113 VEOLIA ENVIRONNEMENT SA 6.125 20331125 0.0259 VEOLIA ENVIRONNEMENT SA 2.250 22991231 0.0662 VEOLIA ENVIRONNEMENT SA 2.500 22991231 0.0870 VERBUND AG 1.500 20241120 0.0402 VERBUND AG 0.900 20410401 0.0115

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 59 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) VERIZON COMMS INC 1.625 20240301 0.0164 VERIZON COMMS INC 0.875 20250402 0.0779 VERIZON COMMS INC 3.250 20260217 0.1090 VERIZON COMMS INC 1.375 20261027 0.0306 VERIZON COMMS INC 0.875 20270408 0.0296 VERIZON COMMS INC 1.375 20281102 0.1001 VERIZON COMMS INC 0.375 20290322 0.0737 VERIZON COMMS INC 1.875 20291026 0.0625 VERIZON COMMS INC 1.250 20300408 0.0984 VERIZON COMMS INC 2.625 20311201 0.0265 VERIZON COMMS INC 0.875 20320319 0.0179 VERIZON COMMS INC 0.750 20320322 0.0220 VERIZON COMMS INC 1.300 20330518 0.0311 VERIZON COMMS INC 1.125 20350919 0.0166 VERIZON COMMS INC 2.875 20380115 0.0415 VERIZON COMMS INC 1.500 20390919 0.0116 VERIZON COMMS INC 1.850 20400518 0.0192 VESTEDA FIN BV 2.000 20260710 0.0410 VESTEDA FIN BV 1.500 20270524 0.0122 VF CORP 0.625 20230920 0.0197 VF CORP 0.250 20280225 0.0110 VF CORP 0.625 20320225 0.0110 VIENNA INSURANCE GROUP AG WIENER VERSICHERUNG GRUPPE 1.000 20360326 0.0113 VIENNA INSURANCE GROUP AG WIENER VERSICHERUNG GRUPPE 5.500 20431009 0.0132 VIER GAS TRANSPORT GMBH 3.125 20230710 0.0181 VIER GAS TRANSPORT GMBH 2.875 20250612 0.0630 VIER GAS TRANSPORT GMBH 1.500 20280925 0.0408 VIER GAS TRANSPORT GMBH 0.125 20290910 0.0365 VIER GAS TRANSPORT GMBH 0.500 20340910 0.0109 VINCI SA 1.000 20250926 0.0595 VINCI SA 0.000 20281127 0.0368 VINCI SA 1.625 20290118 0.0784 VINCI SA 1.750 20300926 0.0941 VINCI SA 0.500 20320109 0.0169 VIRGIN MONEY UK PLC 0.375 20240527 0.0114 VIRGIN MONEY UK PLC 2.875 20250624 0.0123 VIVENDI SE 1.125 20231124 0.0141 VIVENDI SE 0.875 20240918 0.0661 VIVENDI SE 0.625 20250611 0.0540 VIVENDI SE 1.875 20260526 0.0412 VIVENDI SE 1.125 20281211 0.0551 VODAFONE GROUP PLC 1.750 20230825 0.0208

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 60 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) VODAFONE GROUP PLC 0.500 20240130 0.0123 VODAFONE GROUP PLC 1.875 20250911 0.0819 VODAFONE GROUP PLC 1.125 20251120 0.0793 VODAFONE GROUP PLC 2.200 20260825 0.1454 VODAFONE GROUP PLC 0.900 20261124 0.0179 VODAFONE GROUP PLC 1.500 20270724 0.0120 VODAFONE GROUP PLC 1.875 20291120 0.0627 VODAFONE GROUP PLC 1.625 20301124 0.0819 VODAFONE GROUP PLC 1.600 20310729 0.0927 VODAFONE GROUP PLC 2.875 20371120 0.0209 VODAFONE GROUP PLC 2.500 20390524 0.0198 VOLKSWAGEN BANK GMBH 0.750 20230615 0.0173 VOLKSWAGEN BANK GMBH 1.875 20240131 0.0204 VOLKSWAGEN BANK GMBH 1.250 20240610 0.0188 VOLKSWAGEN BANK GMBH 1.250 20251215 0.0396 VOLKSWAGEN BANK GMBH 2.500 20260731 0.0711 VOLKSWAGEN FINL SVCS AG 2.500 20230406 0.0155 VOLKSWAGEN FINL SVCS AG 0.875 20230412 0.0173 VOLKSWAGEN FINL SVCS AG 1.375 20231016 0.0201 VOLKSWAGEN FINL SVCS AG 1.500 20241001 0.0794 VOLKSWAGEN FINL SVCS AG 3.000 20250406 0.0586 VOLKSWAGEN FINL SVCS AG 2.250 20261016 0.0192 VOLKSWAGEN FINL SVCS AG 2.250 20271001 0.0161 VOLKSWAGEN FINL SVCS AG 3.375 20280406 0.0211 VOLKSWAGEN INTL FIN NV 0.875 20230116 0.0231 VOLKSWAGEN INTL FIN NV 1.125 20231002 0.0352 VOLKSWAGEN INTL FIN NV 0.050 20240610 0.0114 VOLKSWAGEN INTL FIN NV 1.875 20270330 0.0623 VOLKSWAGEN INTL FIN NV 2.625 20271116 0.0191 VOLKSWAGEN INTL FIN NV 0.875 20280922 0.0963 VOLKSWAGEN INTL FIN NV 1.625 20300116 0.0809 VOLKSWAGEN INTL FIN NV 3.250 20301118 0.0925 VOLKSWAGEN INTL FIN NV 1.250 20320923 0.0175 VOLKSWAGEN INTL FIN NV 4.125 20381116 0.0397 VOLKSWAGEN INTL FIN NV 2.700 22991231 0.0357 VOLKSWAGEN INTL FIN NV 3.375 22991231 0.0304 VOLKSWAGEN INTL FIN NV 3.500 22991231 0.1158 VOLKSWAGEN INTL FIN NV 3.500 22991231 0.1221 VOLKSWAGEN INTL FIN NV 3.875 22991231 0.0492 VOLKSWAGEN INTL FIN NV 3.875 22991231 0.1251 VOLKSWAGEN INTL FIN NV 4.625 22991231 0.1521 VOLKSWAGEN INTL FIN NV 4.625 22991231 0.0389

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 61 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) VOLKSWAGEN INTL FIN NV 5.125 22991231 0.0195 VOLKSWAGEN LEASING GMBH 2.375 20220906 0.0238 VOLKSWAGEN LEASING GMBH 1.000 20230216 0.0174 VOLKSWAGEN LEASING GMBH 0.000 20230712 0.0227 VOLKSWAGEN LEASING GMBH 2.625 20240115 0.0306 VOLKSWAGEN LEASING GMBH 1.125 20240404 0.0234 VOLKSWAGEN LEASING GMBH 0.000 20240719 0.0283 VOLKSWAGEN LEASING GMBH 1.375 20250120 0.0790 VOLKSWAGEN LEASING GMBH 1.625 20250815 0.0596 VOLKSWAGEN LEASING GMBH 0.250 20260112 0.0566 VOLKSWAGEN LEASING GMBH 1.500 20260619 0.0519 VOLKSWAGEN LEASING GMBH 0.375 20260720 0.0756 VOLKSWAGEN LEASING GMBH 0.500 20290112 0.0553 VOLKSWAGEN LEASING GMBH 0.625 20290719 0.0555 VOLVO TREASURY AB 0.000 20230211 0.0148 VOLVO TREASURY AB 0.125 20240917 0.0379 VOLVO TREASURY AB 1.625 20250526 0.0400 VOLVO TREASURY AB 0.000 20260518 0.0376 VOLVO TREASURY AB 4.850 20780310 0.0149 VONOVIA FIN BV 0.125 20230406 0.0114 VONOVIA FIN BV 0.875 20230703 0.0116 VONOVIA FIN BV 2.250 20231215 0.0243 VONOVIA FIN BV 0.750 20240115 0.0116 VONOVIA FIN BV 1.625 20240407 0.0119 VONOVIA FIN BV 1.250 20241206 0.0791 VONOVIA FIN BV 1.500 20250331 0.0399 VONOVIA FIN BV 1.800 20250629 0.0402 VONOVIA FIN BV 1.125 20250908 0.0397 VONOVIA FIN BV 1.500 20260322 0.0564 VONOVIA FIN BV 1.500 20260610 0.0403 VONOVIA FIN BV 0.625 20260709 0.0577 VONOVIA FIN BV 1.750 20270125 0.0124 VONOVIA FIN BV 0.625 20271007 0.0113 VONOVIA FIN BV 1.500 20280114 0.0119 VONOVIA FIN BV 0.500 20290914 0.0372 VONOVIA FIN BV 2.125 20300322 0.0420 VONOVIA FIN BV 2.250 20300407 0.0422 VONOVIA FIN BV 1.000 20300709 0.0573 VONOVIA FIN BV 1.125 20340914 0.0113 VONOVIA FIN BV 2.750 20380322 0.0135 VONOVIA FIN BV 1.625 20391007 0.0116 VONOVIA FIN BV 1.000 20410128 0.0103

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 62 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) VONOVIA SE 0.000 20240916 0.0377 VONOVIA SE 0.375 20270616 0.0221 VONOVIA SE 0.625 20291214 0.0745 VONOVIA SE 0.625 20310324 0.0445 VONOVIA SE 1.000 20330616 0.0223 VONOVIA SE 1.500 20410614 0.0112 WALMART INC 2.550 20260408 0.0550 WALMART INC 4.875 20290921 0.1044 WENDEL SE 2.750 20241002 0.0415 WENDEL SE 2.500 20270209 0.0128 WESTPAC BANKING CORP 0.375 20230305 0.0172 WESTPAC BANKING CORP 0.750 20231017 0.0152 WESTPAC BANKING CORP 0.625 20241122 0.0387 WESTPAC BANKING CORP 0.875 20270417 0.0120 WESTPAC BANKING CORP 1.125 20270905 0.0177 WESTPAC BANKING CORP 1.450 20280717 0.0204 WESTPAC BANKING CORP 0.766 20310513 0.0756 WESTPAC SECURITIES NZ LTD LONDON BRANCH 0.300 20240625 0.0115 WESTPAC SECURITIES NZ LTD LONDON BRANCH 0.100 20270713 0.0164 WHIRLPOOL EMEA FIN SARL 0.500 20280220 0.0111 WHIRLPOOL FIN LUXEMBOURG SARL 1.250 20261102 0.0121 WHIRLPOOL FIN LUXEMBOURG SARL 1.100 20271109 0.0140 WINTERSHALL DEA FIN BV 0.452 20230925 0.0230 WINTERSHALL DEA FIN BV 0.840 20250925 0.0773 WINTERSHALL DEA FIN BV 1.332 20280925 0.0778 WINTERSHALL DEA FIN BV 1.823 20310925 0.0236 WOLTERS KLUWER NV 2.875 20230321 0.0169 WOLTERS KLUWER NV 1.500 20270322 0.0123 WOLTERS KLUWER NV 0.250 20280330 0.0111 WOLTERS KLUWER NV 0.750 20300703 0.0381 WORLDLINE SA 0.500 20230630 0.0115 WORLDLINE SA 0.250 20240918 0.0380 WORLDLINE SA 0.875 20270630 0.0114 WPC EUROBOND BV 2.250 20240719 0.0121 WPC EUROBOND BV 2.250 20260409 0.0412 WPC EUROBOND BV 2.125 20270415 0.0125 WPC EUROBOND BV 1.350 20280415 0.0115 WPC EUROBOND BV 0.950 20300601 0.0386 WPP FIN 2016 1.375 20250320 0.0396 WPP FIN DEUTSCHLAND GMBH 1.625 20300323 0.0488 WPP FIN SA 2.250 20260922 0.0193 WPP FIN SA 2.375 20270519 0.0193

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 63 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

INDEX CONSTITUENTS (CONTINUED) September 2021 Index Profile - Index data as of August 31, 2021

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) WURTH FIN INTL BV 1.000 20250526 0.0393 WURTH FIN INTL BV 0.750 20271122 0.0172 XLIT LTD 3.250 20470629 0.0124 YORKSHIRE BUILDING SOCIETY 0.625 20250921 0.0388 YORKSHIRE BUILDING SOCIETY 0.500 20280701 0.0133 ZIMMER BIOMET HLDGS INC 1.414 20221213 0.0117 ZIMMER BIOMET HLDGS INC 2.425 20261213 0.0128 ZIMMER BIOMET HLDGS INC 1.164 20271115 0.0116 ZURICH FIN IRELAND DAC 1.625 20390617 0.0123 ZURICH FIN IRELAND DAC 1.875 20500917 0.0598

Sources: FTSE Russell and Refinitiv

FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | 64 FTSE Russell Factsheet | FTSE Goldman Sachs ESG-Enhanced Euro Investment-Grade Corporate Bond Index | August 31, 2021

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