This is an improvement

selectOBJECT_NAME(i.object_id) AS TableName

, i.name AS IndexName

, FILEGROUP_NAME(i.data_space_id) AS FileGrpName

from sys.indexes i inner join sys.objects o

on i.object_id = o.object_id

where i.index_id = 1 and o.is_ms_shipped <> 1

and i.data_space_id > 1