05,694) 0.0134% 511 Comdty $ 367,724 $ (65,116,681) 0.0058% High Yield Credit Indices IBOXHY Index $ 7,665,342 $ 1,524,125,326 0.1212% IBOMMJA Index $ (10,187,448) $ 1,030,103,820 0.1611% Page 8 of 9 Private and Confidential- NOT FOR REDISTRIBUTION EFTA00293363 Report Date: 8/29/20