FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) 1011778 BC UNLTD LIABILITY CO 5.750 20250415 0.0500 1011778 BC UNLTD LIABILITY CO 3.875 20280115 0.1966 1011778 BC UNLTD LIABILITY CO 4.375 20280115 0.0952 1011778 BC UNLTD LIABILITY CO 3.500 20290215 0.0922 1011778 BC UNLTD LIABILITY CO 4.000 20301015 0.3607 AADVANTAGE LOYALTY IP LTD 5.500 20260420 0.3472 AADVANTAGE LOYALTY IP LTD 5.750 20290420 0.4045 ACRISURE LLC 7.000 20251115 0.0889 ACRISURE LLC 10.125 20260801 0.0421 ACRISURE LLC 4.250 20290215 0.0855 ACRISURE LLC 6.000 20290801 0.0609 ADIENT GLOBAL HLDGS LTD 4.875 20260815 0.0761 ADIENT US LLC 9.000 20250415 0.0627 ADT SECURITY CORP 4.125 20230615 0.0686 ADT SECURITY CORP 4.125 20290801 0.1234 ADT SECURITY CORP 4.875 20320715 0.0922 AIR CANADA 3.875 20260815 0.1124 ALBERTSONS COMPANIES INC 3.500 20230215 0.0715 ALBERTSONS COMPANIES INC 3.250 20260315 0.0726 ALBERTSONS COMPANIES INC 7.500 20260315 0.0626 ALBERTSONS COMPANIES INC 4.625 20270115 0.1774 ALBERTSONS COMPANIES INC 5.875 20280215 0.0995 ALBERTSONS COMPANIES INC 3.500 20290315 0.1710 ALBERTSONS COMPANIES INC 4.875 20300215 0.1346 ALCOA NEDERLAND HLDG BV 7.000 20260930 0.0661 ALCOA NEDERLAND HLDG BV 5.500 20271215 0.1008 ALCOA NEDERLAND HLDG BV 6.125 20280515 0.0682 ALCOA NEDERLAND HLDG BV 4.125 20290331 0.0661 ALLIANT HLDGS INTERMEDIATE LLC 4.250 20271015 0.0660 ALLIANT HLDGS INTERMEDIATE LLC 6.750 20271015 0.1758 ALLIED UNIVERSAL HOLDCO LLC 6.625 20260715 0.1929 ALLIED UNIVERSAL HOLDCO LLC 9.750 20270715 0.1430 ALLIED UNIVERSAL HOLDCO LLC 4.625 20280601 0.1540 ALLIED UNIVERSAL HOLDCO LLC 6.000 20290601 0.1203 ALLISON TRANSMISSION INC 4.750 20271001 0.0526 ALLISON TRANSMISSION INC 5.875 20290601 0.0687 ALLISON TRANSMISSION INC 3.750 20310130 0.1238 ALLY FINL INC 5.750 20251120 0.1130 AMC ENTERTAINMENT HLDGS INC 10.500 20250415 0.0516 AMC ENTERTAINMENT HLDGS INC 12.000 20260615 0.1356 AMC NETWORKS INC 5.000 20240401 0.0383 AMC NETWORKS INC 4.750 20250801 0.0762

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FTSE Goldman Sachs High Yield Corporate Bond Index | 1 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) AMC NETWORKS INC 4.250 20290215 0.1222 AMERICAN AIRLINES 2015-1 PASS-THRU TRUSTS 3.375 20270501 0.0612 AMERICAN AIRLINES GROUP INC 3.750 20250301 0.0423 AMERICAN AIRLINES INC 11.750 20250715 0.2912 AMERICAN AIRLINES PASS-THRU TRUST SERIES 2014 1 3.700 20261001 0.0463 AMERICAN AXLE & MANUFACTURING INC 6.250 20260315 0.0393 AMERICAN AXLE & MANUFACTURING INC 6.500 20270401 0.0663 AMERICAN AXLE & MANUFACTURING INC 6.875 20280701 0.0536 AMERICAN AXLE & MANUFACTURING INC 5.000 20291001 0.0740 AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 4.000 20280115 0.0895 AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 3.875 20291115 0.0495 AMERIGAS PARTNERS LP 5.625 20240520 0.0694 AMERIGAS PARTNERS LP 5.500 20250520 0.0726 AMERIGAS PARTNERS LP 5.875 20260820 0.0707 AMERIGAS PARTNERS LP 5.750 20270520 0.0737 ANTERO MIDSTREAM PARTNERS LP 7.875 20260515 0.0571 ANTERO MIDSTREAM PARTNERS LP 5.750 20270301 0.0849 ANTERO MIDSTREAM PARTNERS LP 5.750 20280115 0.0838 ANTERO MIDSTREAM PARTNERS LP 5.375 20290615 0.0953 ANTERO RESOURCES CORP 5.000 20250301 0.0571 ANTERO RESOURCES CORP 7.625 20290201 0.0956 ANTERO RESOURCES CORP 5.375 20300301 0.0763 APACHE CORP 4.625 20251115 0.0508 APACHE CORP 4.375 20281015 0.0946 APACHE CORP 4.250 20300115 0.0774 APX GROUP INC 7.625 20230901 0.0390 APX GROUP INC 6.750 20270215 0.0794 APX GROUP INC 5.750 20290715 0.0996 ARAMARK SVCS INC 5.000 20250401 0.0583 ARAMARK SVCS INC 6.375 20250501 0.1500 ARAMARK SVCS INC 5.000 20280201 0.1478 ARCHES BUYER INC 4.250 20280601 0.0883 ARCHES BUYER INC 6.125 20281201 0.0642 ARCHROCK PARTNERS LP 6.875 20270401 0.0658 ARCHROCK PARTNERS LP 6.250 20280401 0.1028 ARCONIC CORP PITTSBURGH 6.000 20250515 0.0699 ARCONIC CORP PITTSBURGH 6.125 20280215 0.1186 ASCENT RESOURCES UTICA HLDGS LLC 7.000 20261101 0.0771 ASCENT RESOURCES UTICA HLDGS LLC 5.875 20290630 0.0479 ASSUREDPARTNERS INC 7.000 20250815 0.0473 ASSUREDPARTNERS INC 5.625 20290115 0.0688 AVANTOR FUNDING INC 4.625 20280715 0.2025

FTSE Goldman Sachs High Yield Corporate Bond Index | 2 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) AVAYA INC 6.125 20280915 0.1337 AVIS BUDGET CAR RENTAL LLC 5.750 20270715 0.0518 AVIS BUDGET CAR RENTAL LLC 4.750 20280401 0.0648 AVIS BUDGET CAR RENTAL LLC 5.375 20290301 0.0797 AXALTA COATING SYSTEMS LLC 4.750 20270615 0.0652 AXALTA COATING SYSTEMS LLC 3.375 20290215 0.0847 BALL CORP 4.000 20231115 0.0989 BALL CORP 5.250 20250701 0.1056 BALL CORP 4.875 20260315 0.0797 BALL CORP 2.875 20300815 0.1611 BALLY S CORP 6.750 20270601 0.0708 BANFF MERGER SUB INC 9.750 20260901 0.1989 BATH & BODY WORKS INC 9.375 20250701 0.0607 BATH & BODY WORKS INC 5.250 20280201 0.0693 BATH & BODY WORKS INC 7.500 20290615 0.0726 BATH & BODY WORKS INC 6.625 20301001 0.1464 BATH & BODY WORKS INC 6.875 20351101 0.1612 BATH & BODY WORKS INC 6.750 20360701 0.1110 BAUSCH HEALTH AMERICAS INC 9.250 20260401 0.1553 BAUSCH HEALTH AMERICAS INC 8.500 20270131 0.2334 BAUSCH HEALTH COMPANIES INC 6.125 20250415 0.2905 BAUSCH HEALTH COMPANIES INC 5.500 20251101 0.1690 BAUSCH HEALTH COMPANIES INC 9.000 20251215 0.1505 BAUSCH HEALTH COMPANIES INC 5.750 20270815 0.0646 BAUSCH HEALTH COMPANIES INC 7.000 20280115 0.0965 BAUSCH HEALTH COMPANIES INC 5.000 20280130 0.1477 BAUSCH HEALTH COMPANIES INC 4.875 20280601 0.2040 BAUSCH HEALTH COMPANIES INC 5.000 20290215 0.1154 BAUSCH HEALTH COMPANIES INC 6.250 20290215 0.1841 BAUSCH HEALTH COMPANIES INC 7.250 20290530 0.0970 BAUSCH HEALTH COMPANIES INC 5.250 20300130 0.1452 BAUSCH HEALTH COMPANIES INC 5.250 20310215 0.1151 BOMBARDIER INC 7.500 20241201 0.0983 BOMBARDIER INC 7.500 20250315 0.1474 BOMBARDIER INC 7.125 20260615 0.1190 BOMBARDIER INC 7.875 20270415 0.2649 BOMBARDIER INC 6.000 20280215 0.0932 BOYD GAMING CORP 8.625 20250601 0.0615 BOYD GAMING CORP 4.750 20271201 0.1284 BOYD GAMING CORP 4.750 20310615 0.1155 BRINKS CO 5.500 20250715 0.0393 BRINKS CO 4.625 20271015 0.0787

FTSE Goldman Sachs High Yield Corporate Bond Index | 3 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) BROOKFIELD PPTY REIT INC 5.750 20260515 0.0918 BROOKFIELD RESIDENTIAL PROPERTIES INC 6.250 20270915 0.0801 BROOKFIELD RESIDENTIAL PROPERTIES INC 4.875 20300215 0.0622 BUCKEYE PARTNERS LP 4.150 20230701 0.0485 BUCKEYE PARTNERS LP 4.125 20250301 0.0491 BUCKEYE PARTNERS LP 3.950 20261201 0.0771 BUCKEYE PARTNERS LP 4.125 20271201 0.0512 BUCKEYE PARTNERS LP 4.500 20280301 0.0653 BUILDERS FIRSTSOURCE INC 5.000 20300301 0.0743 BUILDERS FIRSTSOURCE INC 4.250 20320201 0.1274 CAESARS ENTERTAINMENT INC 6.250 20250701 0.3357 CAESARS ENTERTAINMENT INC 8.125 20270701 0.2476 CAESARS RESORT COLLECTION LLC 5.750 20250701 0.0978 CAESARS RESORT COLLECTION LLC 5.250 20251015 0.1629 CALLON PETROLEUM CO 6.125 20241001 0.0428 CALLON PETROLEUM CO 8.000 20280801 0.0782 CALPINE CORP 5.250 20260601 0.0820 CALPINE CORP 4.500 20280215 0.1591 CALPINE CORP 5.125 20280315 0.1797 CALPINE CORP 4.625 20290201 0.0804 CALPINE CORP 5.000 20310201 0.1076 CALPINE CORP 3.750 20310301 0.1117 CARNIVAL CORP 11.500 20230401 0.2164 CARNIVAL CORP 10.500 20260201 0.0836 CARNIVAL CORP 7.625 20260301 0.1475 CARNIVAL CORP 5.750 20270301 0.4535 CARNIVAL CORP 9.875 20270801 0.1289 CARNIVAL CORP 4.000 20280801 0.2981 CARVANA CO 5.625 20251001 0.0494 CARVANA CO 5.500 20270415 0.0782 CARVANA CO 5.875 20281001 0.0789 CARVANA CO 4.875 20290901 0.0919 CATALENT PHARMA SOLUTIONS INC 5.000 20270715 0.0650 CATALENT PHARMA SOLUTIONS INC 3.125 20290215 0.0668 CDK GLOBAL INC 5.000 20241015 0.0524 CDK GLOBAL INC 4.875 20270601 0.0787 CDK GLOBAL INC 5.250 20290515 0.0683 CEDAR FAIR LP 5.375 20240601 0.0425 CEDAR FAIR LP 5.500 20250501 0.0987 CEDAR FAIR LP 5.375 20270415 0.0647 CEDAR FAIR LP 5.250 20290715 0.0635 CENTURY COMMUNITIES INC 6.750 20270601 0.0665

FTSE Goldman Sachs High Yield Corporate Bond Index | 4 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) CENTURY COMMUNITIES INC 3.875 20290815 0.0625 CHANGE HEALTHCARE HLDGS LLC 5.750 20250301 0.1272 CHARLES RIVER LABORATORIES INTL INC 4.250 20280501 0.0654 CHARLES RIVER LABORATORIES INTL INC 3.750 20290315 0.0647 CHARLES RIVER LABORATORIES INTL INC 4.000 20310315 0.0667 CHEMOURS CO 5.375 20270515 0.0679 CHEMOURS CO 5.750 20281115 0.1058 CHEMOURS CO 4.625 20291115 0.0797 CHENIERE ENERGY INC 4.625 20281015 0.2646 CHENIERE ENERGY PARTNERS LP 5.625 20261001 0.1428 CHENIERE ENERGY PARTNERS LP 4.500 20291001 0.2019 CHENIERE ENERGY PARTNERS LP 4.000 20310301 0.1979 CHESAPEAKE ENERGY CORP 5.500 20260201 0.0487 CHESAPEAKE ENERGY CORP 5.875 20290201 0.0660 CHS/COMMUNITY HEALTH SYSTEMS INC 6.625 20250215 0.1434 CHS/COMMUNITY HEALTH SYSTEMS INC 8.000 20260315 0.2156 CHS/COMMUNITY HEALTH SYSTEMS INC 5.625 20270315 0.2562 CHS/COMMUNITY HEALTH SYSTEMS INC 8.000 20271215 0.0967 CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 20280401 0.0964 CHS/COMMUNITY HEALTH SYSTEMS INC 6.000 20290115 0.1190 CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 20290415 0.2357 CHS/COMMUNITY HEALTH SYSTEMS INC 6.125 20300401 0.1811 CHS/COMMUNITY HEALTH SYSTEMS INC 4.750 20310215 0.1376 CHURCHILL DOWNS INC 5.500 20270401 0.0787 CHURCHILL DOWNS INC 4.750 20280115 0.0906 CINEMARK USA INC 5.875 20260315 0.0383 CINEMARK USA INC 5.250 20280715 0.0904 CIT GROUP INC 5.000 20230801 0.0752 CIT GROUP INC 4.750 20240216 0.0501 CIT GROUP INC 3.929 20240619 0.0490 CIT GROUP INC 5.250 20250307 0.0533 CIT GROUP INC 6.125 20280309 0.0619 CITGO PETROLEUM CORP 7.000 20250615 0.1085 CITGO PETROLEUM CORP 6.375 20260615 0.0633 CLARIOS GLOBAL LP 6.750 20250515 0.0451 CLARIOS GLOBAL LP 6.250 20260515 0.0898 CLARIOS GLOBAL LP 8.500 20270515 0.2618 CLARIVATE SCIENCE HLDGS CORP 3.875 20280701 0.1159 CLARIVATE SCIENCE HLDGS CORP 4.875 20290701 0.1182 CLEAR CHANNEL OUTDOOR HLDGS INC 5.125 20270815 0.1585 CLEAR CHANNEL OUTDOOR HLDGS INC 7.750 20280415 0.1333 CLEAR CHANNEL OUTDOOR HLDGS INC 7.500 20290601 0.1362

FTSE Goldman Sachs High Yield Corporate Bond Index | 5 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) CLEARWAY ENERGY OPERATING LLC 4.750 20280315 0.1134 CLEARWAY ENERGY OPERATING LLC 3.750 20310215 0.1161 CLEVELAND-CLIFFS INC 9.875 20251017 0.0705 CLEVELAND-CLIFFS INC 6.750 20260315 0.0867 CLEVELAND-CLIFFS INC 5.875 20270601 0.0727 CLEVELAND-CLIFFS INC 4.625 20290301 0.0663 CLEVELAND-CLIFFS INC 4.875 20310301 0.0676 COMMSCOPE INC 6.000 20260301 0.1500 COMMSCOPE INC 8.250 20270301 0.1351 COMMSCOPE INC 7.125 20280701 0.0913 COMMSCOPE INC 4.750 20290901 0.1556 COMMSCOPE TECHNOLOGIES LLC 6.000 20250615 0.1236 COMMSCOPE TECHNOLOGIES LLC 5.000 20270315 0.0932 COMPASS GROUP DIVERSIFIED HLDGS LLC 5.250 20290415 0.1313 CONSOLIDATED COMMS INC 5.000 20281001 0.0517 CONSOLIDATED COMMS INC 6.500 20281001 0.1037 CONTINENTAL RESOURCES INC 4.500 20230415 0.0639 CONTINENTAL RESOURCES INC 3.800 20240601 0.0905 CONTINENTAL RESOURCES INC 4.375 20280115 0.1385 CONTINENTAL RESOURCES INC 5.750 20310115 0.2266 COTY INC 5.000 20260415 0.0878 COTY INC 6.500 20260415 0.0540 COVANTA HLDG CORP 5.875 20250701 0.0388 COVANTA HLDG CORP 6.000 20270101 0.0515 COVANTA HLDG CORP 5.000 20300901 0.0521 CRESTWOOD MIDSTREAM PARTNERS LP 5.750 20250401 0.0485 CRESTWOOD MIDSTREAM PARTNERS LP 5.625 20270501 0.0760 CRESTWOOD MIDSTREAM PARTNERS LP 6.000 20290201 0.0888 CROWN AMERICAS LLC 4.500 20230115 0.0971 CROWN AMERICAS LLC 4.750 20260201 0.0841 CROWN AMERICAS LLC 4.250 20260930 0.0540 CROWNROCK LP 5.625 20251015 0.1155 CROWNROCK LP 5.000 20290501 0.0514 CVR ENERGY INC 5.250 20250215 0.0554 CVR ENERGY INC 5.750 20280215 0.0488 CVR PARTNERS LP 6.125 20280615 0.0700 DANA FINANCING LUXEMBOURG SARL 5.750 20250415 0.0390 DANA INC 5.375 20271115 0.0528 DANA INC 5.625 20280615 0.0535 DANA INC 4.250 20300901 0.0517 DAVITA INC 4.625 20300601 0.3577 DAVITA INC 3.750 20310215 0.1827

FTSE Goldman Sachs High Yield Corporate Bond Index | 6 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) DCP MIDSTREAM OPERATING LP 3.875 20230315 0.0486 DCP MIDSTREAM OPERATING LP 5.375 20250715 0.0845 DCP MIDSTREAM OPERATING LP 5.625 20270715 0.0703 DCP MIDSTREAM OPERATING LP 5.125 20290515 0.0835 DELL INTL LLC 7.125 20240615 0.1563 DIAMOND SPORTS GROUP LLC 5.375 20260815 0.1890 DIAMOND SPORTS GROUP LLC 6.625 20270815 0.0938 DIEBOLD NIXDORF INC 8.500 20240415 0.0389 DIEBOLD NIXDORF INC 9.375 20250715 0.0723 DIRECTV FINANCING LLC 5.875 20270815 0.2973 DISH DBS CORP 5.000 20230315 0.1485 DISH DBS CORP 5.875 20241115 0.2023 DISH DBS CORP 7.750 20260701 0.2142 DISH DBS CORP 7.375 20280701 0.1337 DISH DBS CORP 5.125 20290601 0.1856 DIVERSIFIED HEALTHCARE TRUST 9.750 20250615 0.1039 DIVERSIFIED HEALTHCARE TRUST 4.750 20280215 0.0626 DIVERSIFIED HEALTHCARE TRUST 4.375 20310301 0.0618 DT MIDSTREAM INC 4.125 20290615 0.1400 DT MIDSTREAM INC 4.375 20310615 0.1283 EDGEWELL PERSONAL CARE CO 5.500 20280601 0.0988 EDGEWELL PERSONAL CARE CO 4.125 20290401 0.0636 EMBARQ CORP 7.995 20360601 0.1912 EMC CORP 3.375 20230601 0.0968 ENCOMPASS HEALTH CORP 4.500 20280201 0.1035 ENCOMPASS HEALTH CORP 4.750 20300201 0.1054 ENCOMPASS HEALTH CORP 4.625 20310401 0.0538 ENDEAVOR ENERGY RESOURCES LP 6.625 20250715 0.0594 ENDEAVOR ENERGY RESOURCES LP 5.500 20260130 0.0481 ENDEAVOR ENERGY RESOURCES LP 5.750 20280130 0.1305 ENLINK MIDSTREAM LLC 5.625 20280115 0.0649 ENLINK MIDSTREAM LLC 5.375 20290601 0.0642 ENLINK MIDSTREAM PARTNERS LP 4.400 20240401 0.0512 ENLINK MIDSTREAM PARTNERS LP 4.150 20250601 0.0694 ENLINK MIDSTREAM PARTNERS LP 4.850 20260715 0.0473 ENVISION HEALTHCARE CORP DELAWARE 8.750 20261015 0.1117 EQT CORP 3.000 20221001 0.0543 EQT CORP 6.625 20250201 0.1070 EQT CORP 3.125 20260515 0.0480 EQT CORP 3.900 20271001 0.1685 EQT CORP 7.500 20300201 0.1208 EQT CORP 3.625 20310515 0.0657

FTSE Goldman Sachs High Yield Corporate Bond Index | 7 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) EXELA INTERMEDIATE LLC 10.000 20230715 0.0706 FERRELLGAS ESCROW LLC 5.375 20260401 0.0607 FERRELLGAS ESCROW LLC 5.875 20290401 0.1026 FIRST QUANTUM MINERALS LTD 7.250 20230401 0.1553 FIRST QUANTUM MINERALS LTD 6.500 20240301 0.0824 FIRST QUANTUM MINERALS LTD 7.500 20250401 0.1335 FIRST QUANTUM MINERALS LTD 6.875 20260301 0.0997 FIRST QUANTUM MINERALS LTD 6.875 20271015 0.2038 FLEX ACQUISITION CO INC 6.875 20250115 0.0589 FLEX ACQUISITION CO INC 7.875 20260715 0.0487 FORD MOTOR CO 8.500 20230421 0.2329 FORD MOTOR CO 9.000 20250422 0.2570 FORD MOTOR CO 4.346 20261208 0.1268 FORD MOTOR CO 6.625 20281001 0.0609 FORD MOTOR CO 9.625 20300422 0.1140 FORD MOTOR CO 7.450 20310716 0.1853 FORD MOTOR CREDIT CO LLC 4.250 20220920 0.0613 FORD MOTOR CREDIT CO LLC 3.550 20221007 0.0364 FORD MOTOR CREDIT CO LLC 3.350 20221101 0.0755 FORD MOTOR CREDIT CO LLC 3.087 20230109 0.0898 FORD MOTOR CREDIT CO LLC 4.140 20230215 0.0545 FORD MOTOR CREDIT CO LLC 3.096 20230504 0.0604 FORD MOTOR CREDIT CO LLC 4.375 20230806 0.0614 FORD MOTOR CREDIT CO LLC 3.370 20231117 0.0610 FORD MOTOR CREDIT CO LLC 3.810 20240109 0.0458 FORD MOTOR CREDIT CO LLC 5.584 20240318 0.0972 FORD MOTOR CREDIT CO LLC 3.664 20240908 0.0465 FORD MOTOR CREDIT CO LLC 4.063 20241101 0.0937 FORD MOTOR CREDIT CO LLC 4.687 20250609 0.0385 FORD MOTOR CREDIT CO LLC 5.125 20250616 0.1135 FORD MOTOR CREDIT CO LLC 4.134 20250804 0.0879 FORD MOTOR CREDIT CO LLC 3.375 20251113 0.1286 FORD MOTOR CREDIT CO LLC 4.389 20260108 0.0761 FORD MOTOR CREDIT CO LLC 4.542 20260801 0.0480 FORD MOTOR CREDIT CO LLC 2.700 20260810 0.0890 FORD MOTOR CREDIT CO LLC 4.271 20270109 0.0757 FORD MOTOR CREDIT CO LLC 4.125 20270817 0.1045 FORD MOTOR CREDIT CO LLC 3.815 20271102 0.0621 FORD MOTOR CREDIT CO LLC 2.900 20280216 0.0585 FORD MOTOR CREDIT CO LLC 5.113 20290503 0.1331 FORD MOTOR CREDIT CO LLC 4.000 20301113 0.1377 FORD MOTOR CREDIT CO LLC 3.625 20310617 0.0810

FTSE Goldman Sachs High Yield Corporate Bond Index | 8 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 6.500 20251001 0.0833 FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 9.750 20270801 0.0562 FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 5.500 20280501 0.0637 FREEDOM MTG CORP 8.125 20241115 0.0419 FREEDOM MTG CORP 8.250 20250415 0.0524 FREEDOM MTG CORP 7.625 20260501 0.0573 FREEDOM MTG CORP 6.625 20270115 0.0776 FREEPORT-MCMORAN INC 3.875 20230315 0.0974 FREEPORT-MCMORAN INC 4.550 20241114 0.0745 FREEPORT-MCMORAN INC 5.000 20270901 0.0797 FREEPORT-MCMORAN INC 4.125 20280301 0.0922 FREEPORT-MCMORAN INC 4.375 20280801 0.0852 FREEPORT-MCMORAN INC 5.250 20290901 0.0837 FREEPORT-MCMORAN INC 4.250 20300301 0.0813 FREEPORT-MCMORAN INC 4.625 20300801 0.1155 FREEPORT-MCMORAN INC 5.400 20341114 0.1162 FRESH MARKET INC 9.750 20230501 0.0783 FRONTIER COMMS HLDGS LLC 5.875 20291101 0.0958 FRONTIER COMMS PARENT INC 5.875 20271015 0.1542 FRONTIER COMMS PARENT INC 5.000 20280501 0.2024 FRONTIER COMMS PARENT INC 6.750 20290501 0.1342 GAP INC 8.375 20230515 0.0529 GAP INC 8.625 20250515 0.0775 GAP INC 8.875 20270515 0.1448 GARDA WORLD SECURITY CORP 4.625 20270215 0.0703 GARDA WORLD SECURITY CORP 9.500 20271101 0.0835 GARDA WORLD SECURITY CORP 6.000 20290601 0.0606 GARTNER INC 4.500 20280701 0.1053 GARTNER INC 3.625 20290615 0.0767 GARTNER INC 3.750 20301001 0.1048 GENESIS ENERGY LP 6.500 20251001 0.0501 GENESIS ENERGY LP 8.000 20270115 0.1235 GENESIS ENERGY LP 7.750 20280201 0.0872 GFL ENVIRONMENTAL INC 4.250 20250601 0.0486 GFL ENVIRONMENTAL INC 3.750 20250801 0.0719 GFL ENVIRONMENTAL INC 5.125 20261215 0.0658 GFL ENVIRONMENTAL INC 4.000 20280801 0.0614 GFL ENVIRONMENTAL INC 3.500 20280901 0.0945 GFL ENVIRONMENTAL INC 4.750 20290615 0.0961 GFL ENVIRONMENTAL INC 4.375 20290815 0.0682 GO DADDY OPERATING CO LLC 5.250 20271201 0.0785 GO DADDY OPERATING CO LLC 3.500 20290301 0.0993

FTSE Goldman Sachs High Yield Corporate Bond Index | 9 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) GOODYEAR TIRE & RUBBER CO 9.500 20250531 0.0837 GOODYEAR TIRE & RUBBER CO 5.000 20260531 0.0866 GOODYEAR TIRE & RUBBER CO 4.875 20270315 0.0945 GOODYEAR TIRE & RUBBER CO 5.000 20290715 0.1119 GOODYEAR TIRE & RUBBER CO 5.250 20310430 0.0737 GOODYEAR TIRE & RUBBER CO 5.250 20310715 0.0800 GOODYEAR TIRE & RUBBER CO 5.625 20330430 0.0614 GRAHAM PACKAGING CO INC 7.125 20280815 0.0671 GRAY TELEVISION INC 5.875 20260715 0.0676 GRAY TELEVISION INC 7.000 20270515 0.1012 GRAY TELEVISION INC 4.750 20301015 0.0994 H&E EQUIPMENT SVCS INC 3.875 20281215 0.1550 HANESBRANDS INC 4.625 20240515 0.0899 HANESBRANDS INC 5.375 20250515 0.0693 HANESBRANDS INC 4.875 20260515 0.0924 HAT HLDGS I LLC 6.000 20250415 0.0399 HAT HLDGS I LLC 3.375 20260615 0.0947 HAWAIIAN BRAND INTELLECTUAL PPTY LTD 5.750 20260120 0.1180 HERC HLDGS INC 5.500 20270715 0.1569 HESS MIDSTREAM OPERATIONS LP 5.625 20260215 0.0766 HESS MIDSTREAM OPERATIONS LP 5.125 20280615 0.0717 HESS MIDSTREAM OPERATIONS LP 4.250 20300215 0.0937 HILCORP ENERGY I LP 6.250 20281101 0.0780 HILCORP ENERGY I LP 5.750 20290201 0.0755 HILCORP ENERGY I LP 6.000 20310201 0.0763 HILTON DOMESTIC OPERATING CO INC 5.375 20250501 0.0492 HILTON DOMESTIC OPERATING CO INC 4.875 20270401 0.0778 HILTON DOMESTIC OPERATING CO INC 5.750 20280501 0.0674 HILTON DOMESTIC OPERATING CO INC 3.750 20290501 0.1018 HILTON DOMESTIC OPERATING CO INC 4.875 20300115 0.1330 HILTON DOMESTIC OPERATING CO INC 4.000 20310501 0.1418 HILTON DOMESTIC OPERATING CO INC 3.625 20320215 0.1849 HILTON GRAND VACATIONS BORROWER ESCROW LLC 4.875 20310701 0.0619 HILTON GRAND VACATIONS BORROWER LLC 5.000 20290601 0.1075 HOLOGIC INC 4.625 20280201 0.0525 HOLOGIC INC 3.250 20290215 0.1201 HOWARD HUGHES CORP 5.375 20280801 0.0984 HOWARD HUGHES CORP 4.125 20290201 0.0812 HOWARD HUGHES CORP 4.375 20310201 0.0812 HOWMET AEROSPACE INC 5.125 20241001 0.1298 HOWMET AEROSPACE INC 6.875 20250501 0.1340 HOWMET AEROSPACE INC 5.900 20270201 0.0912

FTSE Goldman Sachs High Yield Corporate Bond Index | 10 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) HUB INTL LTD 7.000 20260501 0.1639 HUDBAY MINERALS INC 4.500 20260401 0.0571 HUDBAY MINERALS INC 6.125 20290401 0.0813 IAA INC 5.500 20270615 0.0652 ICAHN ENTERPRISES LP 6.750 20240201 0.0474 ICAHN ENTERPRISES LP 4.750 20240915 0.1080 ICAHN ENTERPRISES LP 6.375 20251215 0.0722 ICAHN ENTERPRISES LP 6.250 20260515 0.1242 ICAHN ENTERPRISES LP 5.250 20270515 0.0597 ICAHN ENTERPRISES LP 5.250 20270515 0.1296 ICAHN ENTERPRISES LP 4.375 20290201 0.0932 IHEARTCOMMS INC 6.375 20260501 0.0786 IHEARTCOMMS INC 8.375 20270501 0.1944 IHEARTCOMMS INC 5.250 20270815 0.0965 IHEARTCOMMS INC 4.750 20280115 0.0641 IHS MARKIT LTD 4.125 20230801 0.0495 IHS MARKIT LTD 3.625 20240501 0.0401 IHS MARKIT LTD 4.750 20250215 0.0828 IHS MARKIT LTD 4.000 20260301 0.0523 IHS MARKIT LTD 4.750 20280801 0.1096 IHS MARKIT LTD 4.250 20290501 0.1371 IMOLA MERGER CORP 4.750 20290515 0.2588 IQVIA INC 5.000 20261015 0.1354 IQVIA INC 5.000 20270515 0.1435 IRB HLDG CORP 7.000 20250615 0.0752 IRB HLDG CORP 6.750 20260215 0.0475 IRON MOUNTAIN INC 4.875 20270915 0.1313 IRON MOUNTAIN INC 5.250 20280315 0.1091 IRON MOUNTAIN INC 5.000 20280715 0.0647 IRON MOUNTAIN INC 4.875 20290915 0.1330 IRON MOUNTAIN INC 5.250 20300715 0.1719 IRON MOUNTAIN INC 4.500 20310215 0.1394 IRON MOUNTAIN INC 5.625 20320715 0.0807 ISTAR INC 4.750 20241001 0.0777 ISTAR INC 4.250 20250801 0.0534 ISTAR INC 5.500 20260215 0.0389 ITT HLDGS LLC 6.500 20290801 0.1547 JAGUAR HLDG CO II 4.625 20250615 0.0489 JAGUAR HLDG CO II 5.000 20280615 0.0939 JBS INVS II GMBH 7.000 20260115 0.0985 JBS USA LUX SA 6.750 20280215 0.1223 JBS USA LUX SA 6.500 20290415 0.1998

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

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) JBS USA LUX SA 5.500 20300115 0.1751 JBS USA LUX SA 3.750 20311201 0.0655 JEFFERIES FIN LLC 5.000 20280815 0.1269 KAR AUCTION SVCS INC 5.125 20250601 0.0914 KENNEDY WILSON INC 4.750 20290301 0.0778 KENNEDY WILSON INC 4.750 20300201 0.0759 KENNEDY WILSON INC 5.000 20310301 0.0786 KFC HLDG CO 4.750 20270601 0.0977 KRONOS ACQUISITION HLDGS INC 5.000 20261231 0.0588 LABL INC 6.750 20260715 0.0690 LABL INC 10.500 20270715 0.0936 LADDER CAP FIN HLDGS LLLP 4.250 20270201 0.0815 LADDER CAP FIN HLDGS LLLP 4.750 20290615 0.0828 LAMAR MEDIA CORP 3.750 20280215 0.0756 LAMAR MEDIA CORP 4.000 20300215 0.0704 LAMAR MEDIA CORP 3.625 20310115 0.0687 LAMB WESTON HLDGS INC 4.625 20241101 0.0803 LAMB WESTON HLDGS INC 4.875 20261101 0.1068 LAMB WESTON HLDGS INC 4.875 20280515 0.0692 LAREDO PETROLEUM INC 9.500 20250115 0.0578 LAREDO PETROLEUM INC 10.125 20280115 0.0525 LAREDO PETROLEUM INC 7.750 20290731 0.0481 LD HLDGS GROUP LLC 6.500 20251101 0.0484 LD HLDGS GROUP LLC 6.125 20280401 0.0745 LEVEL 3 FINANCING INC 5.375 20250501 0.0773 LEVEL 3 FINANCING INC 5.250 20260315 0.0753 LEVEL 3 FINANCING INC 4.625 20270915 0.1298 LEVEL 3 FINANCING INC 4.250 20280701 0.1512 LEVEL 3 FINANCING INC 3.625 20290115 0.1011 LEVEL 3 FINANCING INC 3.750 20290715 0.1087 LIFE TIME INC 5.750 20260115 0.0884 LIFEPOINT HEALTH INC 6.750 20250415 0.0601 LIFEPOINT HEALTH INC 9.750 20261201 0.1913 LIFEPOINT HEALTH INC 4.375 20270215 0.0738 LIFEPOINT HEALTH INC 5.375 20290115 0.0609 LIGADO NETWORKS LLC 15.500 20231101 0.2754 LIONS GATE CAP HLDGS LLC 5.500 20290415 0.1278 LITHIA MOTORS INC 4.625 20271215 0.0528 LITHIA MOTORS INC 3.875 20290601 0.1042 LITHIA MOTORS INC 4.375 20310115 0.0738 LIVE NATION ENTERTAINMENT INC 4.875 20241101 0.0548 LIVE NATION ENTERTAINMENT INC 6.500 20270515 0.1657

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

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) LIVE NATION ENTERTAINMENT INC 4.750 20271015 0.1213 LIVE NATION ENTERTAINMENT INC 3.750 20280115 0.0619 LPL HLDGS INC 4.625 20271115 0.0519 LPL HLDGS INC 4.000 20290315 0.1151 LPL HLDGS INC 4.375 20310515 0.0517 LUMEN TECHNOLOGIES INC 6.750 20231201 0.0778 LUMEN TECHNOLOGIES INC 7.500 20240401 0.1063 LUMEN TECHNOLOGIES INC 5.625 20250401 0.0513 LUMEN TECHNOLOGIES INC 5.125 20261215 0.1596 LUMEN TECHNOLOGIES INC 6.875 20280115 0.0594 LUMEN TECHNOLOGIES INC 4.500 20290115 0.1214 LUMEN TECHNOLOGIES INC 5.375 20290615 0.1278 MACY S RETAIL HLDGS LLC 2.875 20230215 0.0475 MACY S RETAIL HLDGS LLC 5.875 20290401 0.0689 MADISON IAQ LLC 4.125 20280630 0.0873 MADISON IAQ LLC 5.875 20290630 0.1316 MARRIOTT OWNERSHIP RESORTS INC 6.125 20250915 0.0497 MARRIOTT OWNERSHIP RESORTS INC 4.500 20290615 0.0625 MATADOR RESOURCES CO 5.875 20260915 0.1337 MATTAMY CORP 5.250 20271215 0.0647 MATTAMY CORP 4.625 20300301 0.0776 MATTEL INC 3.375 20260401 0.0588 MATTEL INC 5.875 20271215 0.0817 MATTEL INC 3.750 20290401 0.0790 MAUSER PACKAGING SOLUTIONS HLDG CO 5.500 20240415 0.1415 MEDNAX INC 6.250 20270115 0.1310 MEG ENERGY CORP 7.125 20270201 0.1571 MEG ENERGY CORP 5.875 20290201 0.0760 MEREDITH CORP 6.875 20260201 0.0988 METHANEX CORP 5.125 20271015 0.0953 METHANEX CORP 5.250 20291215 0.0950 MGM RESORTS INTL 6.000 20230315 0.1262 MGM RESORTS INTL 6.750 20250501 0.0755 MGM RESORTS INTL 5.750 20250615 0.0694 MGM RESORTS INTL 4.625 20260901 0.0532 MGM RESORTS INTL 5.500 20270415 0.0922 MGM RESORTS INTL 4.750 20281015 0.0993 MICHAELS COMPANIES INC 5.250 20280501 0.1092 MICHAELS COMPANIES INC 7.875 20290501 0.1688 MICROCHIP TECHNOLOGY INC 4.250 20250901 0.1193 MIDAS OPCO HLDGS LLC 5.625 20290815 0.1263 MIDCAP FINL ISSUER TRUST 6.500 20280501 0.1311

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

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) MIDCAP FINL ISSUER TRUST 5.625 20300115 0.0495 MOHEGAN GAMING & ENTERTAINMENT 7.875 20241015 0.0497 MOHEGAN GAMING & ENTERTAINMENT 8.000 20260201 0.1149 MOLINA HEALTHCARE INC 5.375 20221115 0.0684 MOLINA HEALTHCARE INC 4.375 20280615 0.1045 MOLINA HEALTHCARE INC 3.875 20301115 0.0860 MOSS CREEK RESOURCES HLDGS INC 7.500 20260115 0.0563 MOSS CREEK RESOURCES HLDGS INC 10.500 20270515 0.0584 MSCI INC 5.375 20270515 0.0665 MSCI INC 4.000 20291115 0.1336 MSCI INC 3.625 20300901 0.1189 MSCI INC 3.875 20310215 0.1329 MSCI INC 3.625 20311101 0.0797 MSCI INC 3.250 20330815 0.0888 MURPHY OIL CORP 5.750 20250815 0.0522 MURPHY OIL CORP 5.875 20271201 0.0713 MURPHY OIL CORP 6.375 20280715 0.0720 NABORS INDUSTRIES INC 5.750 20250201 0.0470 NABORS INDUSTRIES LTD 7.250 20260115 0.0489 NATIONSTAR MTG HLDGS INC 6.000 20270115 0.0785 NATIONSTAR MTG HLDGS INC 5.500 20280815 0.1081 NATIONSTAR MTG HLDGS INC 5.125 20301215 0.0829 NAVIENT CORP 5.500 20230125 0.0977 NAVIENT CORP 7.250 20230925 0.0523 NAVIENT CORP 6.125 20240325 0.0875 NAVIENT CORP 5.875 20241025 0.0514 NAVIENT CORP 6.750 20250625 0.0523 NAVIENT CORP 6.750 20260615 0.0529 NAVIENT CORP 5.000 20270315 0.0922 NAVIENT CORP 4.875 20280315 0.0645 NAVIENT CORP 5.625 20330801 0.0712 NBM US HLDGS INC 7.000 20260514 0.1004 NBM US HLDGS INC 6.625 20290806 0.0694 NCL CORP LTD 12.250 20240515 0.0761 NCL CORP LTD 3.625 20241215 0.0499 NCL CORP LTD 10.250 20260201 0.0809 NCL CORP LTD 5.875 20260315 0.1361 NCR CORP 5.750 20270901 0.0670 NCR CORP 5.000 20281001 0.0844 NCR CORP 5.125 20290415 0.1563 NCR CORP 6.125 20290901 0.0690 NCR CORP 5.250 20301001 0.0592

FTSE Goldman Sachs High Yield Corporate Bond Index | 14 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) NEW FORTRESS ENERGY INC 6.750 20250915 0.1215 NEW FORTRESS ENERGY INC 6.500 20260930 0.1900 NEWELL BRANDS INC 4.350 20230401 0.1078 NEWELL BRANDS INC 4.875 20250601 0.0520 NEWELL BRANDS INC 4.700 20260401 0.2089 NEWELL BRANDS INC 5.875 20360401 0.0658 NEWS CORP 3.875 20290515 0.1280 NEXSTAR ESCROW INC 5.625 20270715 0.2345 NEXSTAR MEDIA INC 4.750 20281101 0.1300 NEXTERA ENERGY OPERATING PARTNERS LP 4.250 20240715 0.0689 NEXTERA ENERGY OPERATING PARTNERS LP 3.875 20261015 0.0663 NEXTERA ENERGY OPERATING PARTNERS LP 4.500 20270915 0.0746 NFP CORP 6.875 20280815 0.2250 NIELSEN FIN LLC 5.625 20281001 0.1325 NIELSEN FIN LLC 4.500 20290715 0.0773 NIELSEN FIN LLC 5.875 20301001 0.1011 NIELSEN FIN LLC 4.750 20310715 0.0769 NMG HLDG CO INC 7.125 20260401 0.1108 NORTONLIFELOCK INC 5.000 20250415 0.1043 NOVA CHEMICALS CORP 4.875 20240601 0.1041 NOVA CHEMICALS CORP 5.000 20250501 0.0500 NOVA CHEMICALS CORP 5.250 20270601 0.1400 NOVA CHEMICALS CORP 4.250 20290515 0.0722 NOVELIS CORP 3.250 20261115 0.0934 NOVELIS CORP 4.750 20300130 0.2106 NOVELIS CORP 3.875 20310815 0.0934 NRG ENERGY INC 6.625 20270115 0.1601 NRG ENERGY INC 5.750 20280115 0.1090 NRG ENERGY INC 3.375 20290215 0.0620 NRG ENERGY INC 5.250 20290615 0.0991 NRG ENERGY INC 3.625 20310215 0.1289 NRG ENERGY INC 3.875 20320215 0.1378 NUSTAR LOGISTICS LP 5.750 20251001 0.0610 NUSTAR LOGISTICS LP 6.000 20260601 0.0508 NUSTAR LOGISTICS LP 5.625 20270428 0.0732 NUSTAR LOGISTICS LP 6.375 20301001 0.0836 OCCIDENTAL PETROLEUM CORP 2.700 20230215 0.0417 OCCIDENTAL PETROLEUM CORP 6.950 20240701 0.0614 OCCIDENTAL PETROLEUM CORP 2.900 20240815 0.1297 OCCIDENTAL PETROLEUM CORP 3.500 20250615 0.0511 OCCIDENTAL PETROLEUM CORP 8.000 20250715 0.0562 OCCIDENTAL PETROLEUM CORP 5.875 20250901 0.0963

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

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) OCCIDENTAL PETROLEUM CORP 5.500 20251201 0.0787 OCCIDENTAL PETROLEUM CORP 5.550 20260315 0.1145 OCCIDENTAL PETROLEUM CORP 3.400 20260415 0.0894 OCCIDENTAL PETROLEUM CORP 3.200 20260815 0.0853 OCCIDENTAL PETROLEUM CORP 3.000 20270215 0.0919 OCCIDENTAL PETROLEUM CORP 8.500 20270715 0.0783 OCCIDENTAL PETROLEUM CORP 6.375 20280901 0.0900 OCCIDENTAL PETROLEUM CORP 3.500 20290815 0.1918 OCCIDENTAL PETROLEUM CORP 8.875 20300715 0.1700 OCCIDENTAL PETROLEUM CORP 6.625 20300901 0.2360 OCCIDENTAL PETROLEUM CORP 6.125 20310101 0.1879 OCCIDENTAL PETROLEUM CORP 7.500 20310501 0.1431 OCCIDENTAL PETROLEUM CORP 7.875 20310915 0.0816 OLIN CORP 9.500 20250601 0.0590 OLIN CORP 5.125 20270915 0.0655 OLIN CORP 5.625 20290801 0.0984 OLIN CORP 5.000 20300201 0.0719 ONEMAIN FIN CORP 5.625 20230315 0.0874 ONEMAIN FIN CORP 6.125 20240315 0.1331 ONEMAIN FIN CORP 6.875 20250315 0.1351 ONEMAIN FIN CORP 8.875 20250601 0.0621 ONEMAIN FIN CORP 7.125 20260315 0.1784 ONEMAIN FIN CORP 3.500 20270115 0.0941 ONEMAIN FIN CORP 6.625 20280115 0.1148 ONEMAIN FIN CORP 3.875 20280915 0.0743 ONEMAIN FIN CORP 5.375 20291115 0.1024 ONEMAIN FIN CORP 4.000 20300915 0.1069 OPEN TEXT CORP 5.875 20260601 0.0824 OPEN TEXT CORP 3.875 20280215 0.1146 OPEN TEXT HLDGS INC 4.125 20300215 0.1167 ORGANON & CO 4.125 20280430 0.2701 ORGANON & CO 5.125 20310430 0.2618 OUTFRONT MEDIA CAP LLC 6.250 20250615 0.0398 OUTFRONT MEDIA CAP LLC 5.000 20270815 0.0826 OUTFRONT MEDIA CAP LLC 4.250 20290115 0.0622 OUTFRONT MEDIA CAP LLC 4.625 20300315 0.0638 OWENS-BROCKWAY GLASS CONTAINER INC 5.875 20230815 0.0693 OWENS-BROCKWAY GLASS CONTAINER INC 6.625 20270513 0.0945 PARK INTERMEDIATE HLDGS LLC 7.500 20250601 0.0658 PARK INTERMEDIATE HLDGS LLC 5.875 20281001 0.0972 PARK INTERMEDIATE HLDGS LLC 4.875 20290515 0.0965 PBF LOGISTICS LP 6.875 20230515 0.0480

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

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) PDC ENERGY INC 6.125 20240915 0.0389 PDC ENERGY INC 5.750 20260515 0.0729 PENINSULA PACIFIC ENTERTAINMENT LLC 8.500 20271115 0.1143 PENSKE AUTOMOTIVE GROUP INC 3.500 20250901 0.0527 PENSKE AUTOMOTIVE GROUP INC 3.750 20290615 0.0628 PERFORMANCE FOOD GROUP INC 5.500 20271015 0.1386 PERFORMANCE FOOD GROUP INC 4.250 20290801 0.1240 PETSMART LLC 4.750 20280215 0.1543 PETSMART LLC 7.750 20290215 0.1562 PG&E CORP 5.000 20280701 0.1235 PG&E CORP 5.250 20300701 0.1225 PICASSO FIN SUB INC 6.125 20250615 0.0524 PREMIER ENTERTAINMENT SUB LLC 5.625 20290901 0.0948 PREMIER ENTERTAINMENT SUB LLC 5.875 20310901 0.0948 PRESTIGE BRANDS INC 5.125 20280115 0.0522 PRESTIGE BRANDS INC 3.750 20310401 0.0741 PRIME SECURITY SVCS BORROWER LLC 5.250 20240415 0.0742 PRIME SECURITY SVCS BORROWER LLC 5.750 20260415 0.1337 PRIME SECURITY SVCS BORROWER LLC 3.375 20270831 0.1193 PRIME SECURITY SVCS BORROWER LLC 6.250 20280115 0.1671 QUEBECOR MEDIA INC 5.750 20230115 0.0843 QUICKEN LOANS INC 5.250 20280115 0.1319 QUICKEN LOANS LLC 3.625 20290301 0.0959 QUICKEN LOANS LLC 3.875 20310301 0.1605 RACKSPACE TECHNOLOGY GLOBAL INC 3.500 20280215 0.0652 RACKSPACE TECHNOLOGY GLOBAL INC 5.375 20281201 0.0680 RADIAN GROUP INC 4.500 20241001 0.0460 RADIAN GROUP INC 6.625 20250315 0.0565 RADIAN GROUP INC 4.875 20270315 0.0624 RADIATE HOLDCO LLC 4.500 20260915 0.1175 RADIATE HOLDCO LLC 6.500 20280915 0.1302 RANGE RESOURCES CORP 5.000 20230315 0.0519 RANGE RESOURCES CORP 4.875 20250515 0.0732 RANGE RESOURCES CORP 9.250 20260201 0.0871 RANGE RESOURCES CORP 8.250 20290115 0.0828 REALOGY GROUP LLC 4.875 20230601 0.0397 REALOGY GROUP LLC 7.625 20250615 0.0555 REALOGY GROUP LLC 9.375 20270401 0.0775 REALOGY GROUP LLC 5.750 20290115 0.1166 REYNOLDS GROUP ISSUER LLC 4.000 20271015 0.1248 RHP HOTEL PROPERTIES LP 4.750 20271015 0.0905 RHP HOTEL PROPERTIES LP 4.500 20290215 0.0750

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

Coupon Maturity Index Weight Description (%) (YYYYMMDD) (%) RITE AID CORP 7.500 20250701 0.0580 RITE AID CORP 8.000 20261115 0.1090 ROCKIES EXPRESS PIPELINE LLC 3.600 20250515 0.0385 ROCKIES EXPRESS PIPELINE LLC 4.950 20290715 0.0710 ROYAL CARIBBEAN CRUISES LTD 5.250 20221115 0.0630 ROYAL CARIBBEAN CRUISES LTD 10.875 20230601 0.1058 ROYAL CARIBBEAN CRUISES LTD 9.125 20230615 0.1029 ROYAL CARIBBEAN CRUISES LTD 11.500 20250601 0.1503 ROYAL CARIBBEAN CRUISES LTD 4.250 20260701 0.0595 ROYAL CARIBBEAN CRUISES LTD 5.500 20260831 0.1253 ROYAL CARIBBEAN CRUISES LTD 3.700 20280315 0.0590 ROYAL CARIBBEAN CRUISES LTD 5.500 20280401 0.1903 RP ESCROW ISSUER LLC 5.250 20251215 0.0764 SABRE GLBL INC 9.250 20250415 0.0854 SABRE GLBL INC 7.375 20250901 0.0865 SBA COMMS CORP 4.875 20240901 0.1059 SBA COMMS CORP 3.875 20270215 0.1911 SBA COMMS CORP 3.125 20290201 0.1824 SCIENTIFIC GAMES INTL INC 8.625 20250701 0.0557 SCIENTIFIC GAMES INTL INC 5.000 20251015 0.1212 SCIENTIFIC GAMES INTL INC 8.250 20260315 0.1128 SCIENTIFIC GAMES INTL INC 7.000 20280515 0.0945 SCIENTIFIC GAMES INTL INC 7.250 20291115 0.0701 SCIH SALT HLDGS INC 4.875 20280501 0.1385 SCIH SALT HLDGS INC 6.625 20290501 0.0878 SCRIPPS ESCROW II INC 3.875 20290115 0.0680 SCRIPPS ESCROW II INC 5.375 20310115 0.0611 SCRIPPS ESCROW INC 5.875 20270715 0.0637 SEAGATE HDD CAYMAN 4.750 20230601 0.0544 SEAGATE HDD CAYMAN 4.875 20240301 0.0512 SEAGATE HDD CAYMAN 4.750 20250101 0.0494 SEAGATE HDD CAYMAN 4.875 20270601 0.0705 SEAGATE HDD CAYMAN 4.091 20290601 0.0657 SEAGATE HDD CAYMAN 3.125 20290715 0.0607 SEAGATE HDD CAYMAN 4.125 20310115 0.0653 SEAGATE HDD CAYMAN 3.375 20310715 0.0612 SEAGATE HDD CAYMAN 5.750 20341201 0.0721 SEALED AIR CORP 4.875 20221201 0.0414 SEALED AIR CORP 5.250 20230401 0.0423 SEALED AIR CORP 5.125 20241201 0.0433 SEALED AIR CORP 5.500 20250915 0.0424 SEALED AIR CORP 4.000 20271201 0.0568

FTSE Goldman Sachs High Yield Corporate Bond Index | 18 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) SEALED AIR CORP 6.875 20330715 0.0730 SELECT MEDICAL CORP 6.250 20260815 0.1204 SENSATA TECHNOLOGIES BV 4.875 20231015 0.0505 SENSATA TECHNOLOGIES BV 5.625 20241101 0.0421 SENSATA TECHNOLOGIES BV 5.000 20251001 0.0739 SENSATA TECHNOLOGIES BV 4.000 20290415 0.1287 SENSATA TECHNOLOGIES INC 4.375 20300215 0.0599 SENSATA TECHNOLOGIES INC 3.750 20310215 0.0931 SINCLAIR TELEVISION GROUP INC 5.125 20270215 0.0481 SINCLAIR TELEVISION GROUP INC 5.500 20300301 0.0610 SINCLAIR TELEVISION GROUP INC 4.125 20301201 0.0912 SIRIUS XM RADIO INC 3.125 20260901 0.1254 SIRIUS XM RADIO INC 5.000 20270801 0.1940 SIRIUS XM RADIO INC 4.000 20280715 0.2534 SIRIUS XM RADIO INC 5.500 20290701 0.1699 SIRIUS XM RADIO INC 4.125 20300701 0.1906 SIRIUS XM RADIO INC 3.875 20310901 0.1836 SIX FLAGS ENTERTAINMENT CORP 4.875 20240731 0.0891 SIX FLAGS ENTERTAINMENT CORP 5.500 20270415 0.0651 SIX FLAGS THEME PARKS INC 7.000 20250701 0.0726 SM ENERGY CO 10.000 20250115 0.0466 SM ENERGY CO 6.750 20260915 0.0536 SM ENERGY CO 6.625 20270115 0.0521 SM ENERGY CO 6.500 20280715 0.0502 SMYRNA READY MIX CONCRETE LLC 6.000 20281101 0.1466 SOUTHWESTERN ENERGY CO 6.450 20250123 0.0873 SOUTHWESTERN ENERGY CO 7.500 20260401 0.0625 SOUTHWESTERN ENERGY CO 7.750 20271001 0.0604 SOUTHWESTERN ENERGY CO 5.375 20300315 0.1533 SPIRIT AEROSYSTEMS INC 5.500 20250115 0.0489 SPIRIT AEROSYSTEMS INC 7.500 20250415 0.1207 SPIRIT AEROSYSTEMS INC 4.600 20280615 0.0851 SPRINT CAP CORP 6.875 20281115 0.4033 SPRINT CAP CORP 8.750 20320315 0.3869 SPRINT COMMS INC 6.000 20221115 0.2265 SPRINT CORP 7.875 20230915 0.4605 SPRINT CORP 7.125 20240615 0.2700 SPRINT CORP 7.625 20250215 0.1651 SPRINT CORP 7.625 20260301 0.1768 SRS DISTRIBUTION INC 4.625 20280701 0.0831 SS&C TECHNOLOGIES INC 5.500 20270930 0.2673 STANDARD INDUSTRIES INC 5.000 20270215 0.1084

FTSE Goldman Sachs High Yield Corporate Bond Index | 19 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) STANDARD INDUSTRIES INC 4.750 20280115 0.1286 STANDARD INDUSTRIES INC 4.375 20300715 0.1399 STANDARD INDUSTRIES INC 3.375 20310115 0.1309 STAPLES INC 7.500 20260415 0.1926 STAPLES INC 10.750 20270415 0.1251 STERICYCLE INC 5.375 20240715 0.0574 STERICYCLE INC 3.875 20290115 0.0631 SUNOCO LP 5.500 20260215 0.0761 SUNOCO LP 6.000 20270415 0.0789 SUNOCO LP 4.500 20290515 0.1015 SVC CORP INTL 4.625 20271215 0.0724 SVC CORP INTL 5.125 20290601 0.1015 SVC CORP INTL 3.375 20300815 0.1055 SVC CORP INTL 4.000 20310515 0.1034 SVC PROPERTIES TRUST 4.500 20230615 0.0478 SVC PROPERTIES TRUST 4.350 20241001 0.0787 SVC PROPERTIES TRUST 7.500 20250915 0.0861 SVC PROPERTIES TRUST 4.750 20261001 0.0565 SVC PROPERTIES TRUST 4.950 20270215 0.0495 SVC PROPERTIES TRUST 5.500 20271215 0.0599 SVC PROPERTIES TRUST 3.950 20280115 0.0471 SVC PROPERTIES TRUST 4.950 20291001 0.0527 SVC PROPERTIES TRUST 4.375 20300215 0.0474 T-MOBILE USA INC 2.250 20260215 0.0946 T-MOBILE USA INC 2.250 20260215 0.0757 T-MOBILE USA INC 2.625 20260415 0.1157 T-MOBILE USA INC 5.375 20270415 0.0662 T-MOBILE USA INC 4.750 20280201 0.1970 T-MOBILE USA INC 2.625 20290215 0.1254 T-MOBILE USA INC 3.375 20290415 0.1648 T-MOBILE USA INC 3.375 20290415 0.1448 T-MOBILE USA INC 2.875 20310215 0.1269 T-MOBILE USA INC 3.500 20310415 0.1796 T-MOBILE USA INC 3.500 20310415 0.1462 TALEN ENERGY SUPPLY LLC 7.250 20270515 0.0819 TALEN ENERGY SUPPLY LLC 6.625 20280115 0.0505 TALEN ENERGY SUPPLY LLC 7.625 20280601 0.0437 TALLGRASS ENERGY PARTNERS LP 7.500 20251001 0.0617 TALLGRASS ENERGY PARTNERS LP 6.000 20270301 0.0564 TALLGRASS ENERGY PARTNERS LP 5.500 20280115 0.0939 TALLGRASS ENERGY PARTNERS LP 6.000 20301231 0.0949 TALLGRASS ENERGY PARTNERS LP 6.000 20310901 0.0619

FTSE Goldman Sachs High Yield Corporate Bond Index | 20 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) TARGA RESOURCES PARTNERS LP 5.875 20260415 0.0989 TARGA RESOURCES PARTNERS LP 5.375 20270201 0.0600 TARGA RESOURCES PARTNERS LP 6.500 20270715 0.0947 TARGA RESOURCES PARTNERS LP 5.000 20280115 0.0913 TARGA RESOURCES PARTNERS LP 6.875 20290115 0.0946 TARGA RESOURCES PARTNERS LP 5.500 20300301 0.1325 TARGA RESOURCES PARTNERS LP 4.000 20320115 0.1296 TAYLOR MORRISON COMMUNITIES INC 5.875 20270615 0.0708 TAYLOR MORRISON COMMUNITIES INC 5.750 20280115 0.0628 TAYLOR MORRISON COMMUNITIES INC 5.125 20300801 0.0674 TEGNA INC 4.750 20260315 0.0551 TEGNA INC 4.625 20280315 0.1304 TEGNA INC 5.000 20290915 0.1460 TELEFLEX INC 4.625 20271115 0.0656 TELEFLEX INC 4.250 20280601 0.0649 TENET HEALTHCARE CORP 6.750 20230615 0.1903 TENET HEALTHCARE CORP 4.625 20240715 0.1764 TENET HEALTHCARE CORP 4.625 20240901 0.0583 TENET HEALTHCARE CORP 7.500 20250401 0.0715 TENET HEALTHCARE CORP 4.875 20260101 0.2036 TENET HEALTHCARE CORP 6.250 20270201 0.1942 TENET HEALTHCARE CORP 5.125 20271101 0.1978 TENET HEALTHCARE CORP 4.625 20280615 0.0776 TENET HEALTHCARE CORP 6.125 20281001 0.3341 TENET HEALTHCARE CORP 4.250 20290601 0.1775 TENNECO INC 5.000 20260715 0.0467 TENNECO INC 7.875 20290115 0.0701 TENNECO INC 5.125 20290415 0.1045 TERRAFORM GLOBAL OPERATING LP 6.125 20260301 0.0393 TERRAFORM POWER OPERATING LLC 4.250 20230131 0.0478 TERRAFORM POWER OPERATING LLC 5.000 20280131 0.0936 TERRAFORM POWER OPERATING LLC 4.750 20300115 0.0912 TERRIER MEDIA BUYER INC 8.875 20271215 0.1354 TKC HLDGS INC 6.875 20280515 0.0554 TOLL BROTHERS FIN CORP 4.375 20230415 0.0393 TOLL BROTHERS FIN CORP 4.875 20270315 0.0643 TOLL BROTHERS FIN CORP 4.350 20280215 0.0550 TOLL BROTHERS FIN CORP 3.800 20291101 0.0541 TRANSDIGM INC 8.000 20251215 0.1123 TRANSDIGM INC 6.250 20260315 0.4407 TRANSDIGM INC 6.375 20260615 0.0924 TRANSDIGM INC 7.500 20270315 0.0740

FTSE Goldman Sachs High Yield Corporate Bond Index | 21 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) TRANSDIGM INC 5.500 20271115 0.3392 TRANSDIGM INC 4.625 20290115 0.1472 TRANSDIGM INC 4.875 20290501 0.0934 TRANSOCEAN GUARDIAN LTD 5.875 20240115 0.0449 TRANSOCEAN INC 7.250 20251101 0.0310 TRANSOCEAN INC 7.500 20260115 0.0416 TRANSOCEAN INC 11.500 20270130 0.0859 TRANSOCEAN INC 8.000 20270201 0.0561 TRANSOCEAN PONTUS LTD 6.125 20250801 0.0372 TRANSOCEAN POSEIDON LTD 6.875 20270201 0.0498 TRAVEL + LEISURE CO 3.900 20230301 0.0387 TRAVEL + LEISURE CO 6.625 20260731 0.0686 TRAVEL + LEISURE CO 6.000 20270401 0.0555 TRIUMPH GROUP INC 8.875 20240601 0.0613 TRIUMPH GROUP INC 6.250 20240915 0.0508 TRIUMPH GROUP INC 7.750 20250815 0.0465 TRONOX INC 6.500 20250501 0.0500 TRONOX INC 4.625 20290315 0.1370 TWILIO INC 3.625 20290315 0.0646 TWILIO INC 3.875 20310315 0.0653 UBER TECHNOLOGIES INC 7.500 20250515 0.1011 UBER TECHNOLOGIES INC 8.000 20261101 0.2016 UBER TECHNOLOGIES INC 7.500 20270915 0.1667 UBER TECHNOLOGIES INC 6.250 20280115 0.0667 UBER TECHNOLOGIES INC 4.500 20290815 0.1826 UNITED AIRLINES HLDGS INC 4.250 20221001 0.0384 UNITED AIRLINES INC 4.375 20260415 0.1954 UNITED AIRLINES INC 4.625 20290415 0.2601 UNITED RENTALS NORTH AMERICA INC 5.875 20260915 0.1300 UNITED RENTALS NORTH AMERICA INC 5.500 20270515 0.1296 UNITED RENTALS NORTH AMERICA INC 4.875 20280115 0.2196 UNITED RENTALS NORTH AMERICA INC 5.250 20300115 0.1021 UNITED RENTALS NORTH AMERICA INC 4.000 20300715 0.0973 UNITED RENTALS NORTH AMERICA INC 3.875 20310215 0.1405 UNITED RENTALS NORTH AMERICA INC 3.750 20320115 0.0945 UNITED STATES STEEL CORP 6.250 20260315 0.0587 UNITED STATES STEEL CORP 6.875 20290301 0.1044 UNITED WHOLESALE MTG LLC 5.500 20251115 0.0773 UNITED WHOLESALE MTG LLC 5.500 20290415 0.0869 UNITI GROUP INC 7.125 20241215 0.0579 UNITI GROUP LP 7.875 20250215 0.2227 UNITI GROUP LP 4.750 20280415 0.0729

FTSE Goldman Sachs High Yield Corporate Bond Index | 22 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) UNITI GROUP LP 6.500 20290215 0.1422 UNIVISION COMMS INC 5.125 20250215 0.1401 UNIVISION COMMS INC 6.625 20270601 0.2025 UNIVISION COMMS INC 4.500 20290501 0.1328 US FOODS INC 6.250 20250415 0.0997 US FOODS INC 4.750 20290215 0.1137 USA COMPRESSION PARTNERS LP 6.875 20260401 0.0718 USA COMPRESSION PARTNERS LP 6.875 20270901 0.0999 VALVOLINE INC 4.250 20300215 0.0780 VALVOLINE INC 3.625 20310615 0.0659 VECTOR GROUP LTD 10.500 20261101 0.0746 VECTOR GROUP LTD 5.750 20290201 0.1101 VENTURE GLOBAL CALCASIEU PASS LLC 3.875 20290815 0.1587 VENTURE GLOBAL CALCASIEU PASS LLC 4.125 20310815 0.1620 VERITAS US INC 7.500 20250901 0.1741 VERSCEND ESCROW CORP 9.750 20260815 0.1079 VIASAT INC 5.625 20250915 0.0677 VIASAT INC 5.625 20270415 0.0782 VIASAT INC 6.500 20280715 0.0524 VIDEOTRON LTD 5.375 20240615 0.0618 VIDEOTRON LTD 5.125 20270415 0.0783 VIDEOTRON LTD 3.625 20290615 0.0639 W R GRACE & CO-CONN 4.875 20270615 0.0970 W R GRACE HLDGS LLC 5.625 20290815 0.1482 WEATHERFORD INTL LTD 8.750 20240901 0.0502 WEATHERFORD INTL LTD 11.000 20241201 0.2093 WESCO DISTRIBUTION INC 7.125 20250615 0.1516 WESCO DISTRIBUTION INC 7.250 20280615 0.1838 WESTERN MIDSTREAM OPERATING LP 4.350 20250201 0.0977 WESTERN MIDSTREAM OPERATING LP 3.950 20250601 0.0489 WESTERN MIDSTREAM OPERATING LP 4.650 20260701 0.0503 WESTERN MIDSTREAM OPERATING LP 4.500 20280301 0.0540 WESTERN MIDSTREAM OPERATING LP 4.750 20280815 0.0539 WESTERN MIDSTREAM OPERATING LP 5.300 20300201 0.1657 WILLIAM CARTER CO 5.500 20250515 0.0495 WILLIAM CARTER CO 5.625 20270315 0.0660 WILLIAMS SCOTSMAN INTL INC 4.625 20280815 0.0642 WINDSTREAM ESCROW LLC 7.750 20280815 0.1788 WMG ACQUISITION CORP 3.875 20300715 0.0695 WMG ACQUISITION CORP 3.000 20310215 0.0977 WOLVERINE ESCROW LLC 8.500 20241115 0.0585 WOLVERINE ESCROW LLC 9.000 20261115 0.1082

FTSE Goldman Sachs High Yield Corporate Bond Index | 23 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield 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) (%) WYNN LAS VEGAS LLC 4.250 20230530 0.0482 WYNN LAS VEGAS LLC 5.500 20250301 0.1815 WYNN LAS VEGAS LLC 5.250 20270515 0.1183 WYNN RESORTS FIN LLC 7.750 20250415 0.0609 WYNN RESORTS FIN LLC 5.125 20291001 0.0982 XEROX CORP 4.375 20230315 0.0988 XEROX HLDGS CORP 5.000 20250815 0.0736 XEROX HLDGS CORP 5.500 20280815 0.0968 XHR LP 6.375 20250815 0.0495 XHR LP 4.875 20290601 0.0642 XPO LOGISTICS INC 6.250 20250501 0.1149 YUM BRANDS INC 7.750 20250401 0.0615 YUM BRANDS INC 4.750 20300115 0.1094 YUM BRANDS INC 3.625 20310315 0.1353 YUM BRANDS INC 4.625 20320131 0.1492 ZAYO GROUP HLDGS INC 4.000 20270301 0.1835 ZAYO GROUP HLDGS INC 6.125 20280301 0.1389

Sources: FTSE Russell and Refinitiv

FTSE Goldman Sachs High Yield Corporate Bond Index | 24 FTSE Russell Factsheet | FTSE Goldman Sachs High Yield Corporate Bond Index | August 31, 2021

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