Date: 20-Jan-15

Index Rebalance Weights as of 08-Jan-15

Citi Quality Pure Europe TR Index (CIISQUET) Long Exposure Short Exposure Constituent Bloomberg Ticker Constituent Name Weight(%) Constituent Bloomberg Ticker Constituent Name Weight(%) 1 ABBN VX ABB Ltd 0.09727% 1 AAL LN Anglo American Plc -0.46461% 2 ABF LN Associated British Foods 0.20446% 2 ABI BB Anheuser Busch Inbev NV -0.49632% 3 AC FP Accor 0.37446% 3 ADEN VX Adecco SA Reg -0.58330% 4 ACA FP Credit Agricole SA 0.81674% 4 ADS GY Adidas AG -0.52737% 5 ADN LN Aberdeen Asset Mgmt 1.28657% 5 AGN NA Aegon NV -0.13843% 6 AH NA Ahold NV 1.49352% 6 AHT LN Ashtead Group -1.34738% 7 AI FP Air Liquide 1.00445% 7 ALFA SS AB -0.13408% 8 AKE FP Arkema 0.67977% 8 ANN GY Deutsche Annington Immobilien -0.10200% 9 AKZA NA Akzo Nobel NV 1.75637% 9 ARYN VX Aryzta AG -1.68841% 10 ALV GY Allianz SE 0.20878% 10 ASML NA ASML Holding NV -1.60438% 11 AMEC LN AMEC 2.24978% 11 ASSAB SS B -0.10856% 12 AMS SM Amadeus IT Hldg SA 1.60160% 12 ATL IM Atlantia SpA -0.98428% 13 ANTO LN Antofagasta Hldgs 0.70516% 13 BA/ LN BAE Systems Plc -0.56056% 14 ARM LN ARM Holdings 0.32040% 14 BAB LN Babcock Intl Group -0.33793% 15 ATCOA SS AB A 0.51917% 15 BARC LN Barclays -0.25345% 16 ATLN VX Actelion Ltd 2.46280% 16 BAS GY BASF SE -0.21582% 17 AV/ LN Aviva 0.60255% 17 BAYN GY Bayer AG -0.15620% 18 AZN LN AstraZeneca Plc 0.41719% 18 BBVA SM Banco Bilbao Vizcaya Argentaria SA -0.30887% 19 BEI GY Beiersdorf AG 0.27160% 19 BG/ LN BG GROUP PLC -0.47360% 20 BELG BB Belgacom SA 0.51343% 20 BMW GY Bayer Motoren Werke AG (BMW) -1.42341% 21 BKIA SM Bankia SA 0.71570% 21 BOKA NA Boskalis Westminster Group -0.99442% 22 BKIR ID BANK OF IRELAND 0.40250% 22 BP IM Banco Popolare - Societa Cooperativa -1.86309% 23 BKT SM Bankinter SA 0.11532% 23 BSY LN British Sky Broadcasting -0.37604% 24 BLND LN British Land Co 0.51238% 24 CABK SM CaixaBank -0.38001% 25 BLT LN BHP Billiton Plc 0.98450% 25 CARLB DC Carlsberg AS B -0.86679% 26 BN FP Danone 0.37036% 26 CBK GY Commerzbank AG -0.65278% 27 BNP FP BNP Paribas 0.36931% 27 CCL LN Carnival Plc -1.39500% 28 BOL SS Boliden AB 0.30850% 28 CNA LN Centrica -0.34553% 29 BOSS GY HUGO BOSS AG -ORD 1.27748% 29 CNHI IM CNH Industrial -0.81452% 30 BP/ LN BP 0.24134% 30 CO FP Casino Guichard-Perrachon -0.04293% 31 BRBY LN Burberry Group 0.29858% 31 CPW LN Carphone Warehouse Group -5.00000% 32 BT/A LN BT Group 1.57261% 32 CSGN VX Credit Suisse Group AG -0.76195% 33 CA FP Carrefour SA 1.02770% 33 DAI GY Daimler AG -0.24622% 34 CAP FP Cap Gemini SA 0.62386% 34 DANSKE DC Danske Bank A/S -0.81423% 35 CFR VX CIE FINANCIERE RICHEMON-BR A 0.21813% 35 DL NA DELTA LLOYD NV -0.03761% 36 CON GY Continental AG 0.22769% 36 DSM NA Koninklijke DSM NV -0.12457% 37 CPG LN Compass Group 0.74958% 37 DTE GY Deutsche Telekom -1.13031% 38 CPI LN Capita Group 0.94490% 38 EAD FP EADS NV-Euro Aero Defense -1.21056% 39 CS FP AXA 0.84171% 39 EDF FP Electricite de France -0.58814% 40 DB1 GY Deutsche Boerse AG 0.66049% 40 EGPW IM Enel Green Power SpA -1.18133% 41 DBK GY Deutsche Bank AG 0.84223% 41 EI FP Essilor Intl -0.25196% 42 DELB BB Delhaize Group 0.25669% 42 ELUXB SS AB B -0.77932% 43 DGE LN Diageo Plc 1.99023% 43 ERICB SS LM-B SHS -0.35619% 44 DNB NO DNB ASA 0.00379% 44 EXO IM Exor Ordinary SpA-Ordinary -0.13893% 45 DPW GY Deutsche Post AG 1.19445% 45 EXPN LN Experian Plc -0.15977% 46 EDP PL Electricidade de Portugal SA 0.31314% 46 FER SM Ferrovial SA -0.37753% 47 ENEL IM Enel SpA 0.64107% 47 FME GY Fresenius Medical -1.25464% 48 ENG SM Enagas SpA 1.70798% 48 FP FP TOTAL SA -0.07139% 49 ENI IM ENI SpA 0.19434% 49 FRE GY Fresenius SE & Co KGaA -1.98753% 50 EOAN GY E.ON AG 0.14506% 50 FUM1V FH Fortum Oyj -0.39508% 51 EZJ LN Easyjet 0.91032% 51 GALP PL Galp Energia SGPS SA -0.31338% 52 FR FP Valeo 0.95577% 52 GAS SM Gas Natural SDG SA -0.56141% 53 G IM Assicurazioni Generali SpA 0.17316% 53 GLEN LN Glencore International PLC -4.06285% 54 GEBN VX Geberit AG Reg 0.03950% 54 GRF SM Grifols SA -1.12374% 55 GIVN VX Givaudan AG 0.17713% 55 GSZ FP GDF Suez -0.58292% 56 GKN LN GKN 0.75682% 56 HEI GY HeidelbergCement AG -0.29312% 57 GLE FP Societe Generale 0.49443% 57 HEIA NA Heineken NV -0.42424% 58 HEN3 GY Henkel AG & Co. KGaA Nvtg Prf 0.33023% 58 HSBA LN HSBC Holdings Plc -0.64941% 59 HMB SS Hennes & Mauritz AB B 0.82097% 59 IBE SM Iberdrola SA -0.80991% 60 IAG LN International Consolidated Airlines Group SA 0.74149% 60 ICA SS Hakon Invest AB -2.99266% 61 IHG LN InterContinental Hotels Group Plc 3.52433% 61 ILD FP ILIAD SA -0.76941% 62 IMI LN IMI 2.04029% 62 INGA NA ING Groep NV -0.24474% 63 ISP IM Intesa SanPaolo 0.11899% 63 INVEB SS Investor AB B -0.10167% 64 ITV LN ITV Plc 2.06876% 64 ITRK LN Intertek Group PLC -0.34112% 65 JMAT LN JOHNSON MATTHEY PLC 0.57580% 65 ITX SM Inditex SA -0.28361% 66 KBC BB KBC Group NV 0.60013% 66 KER FP PPR SA -1.02746% 67 KN FP Natixis 0.53643% 67 KGF LN Kingfisher -0.43273% 68 LAND LN Land Securities Group PLC 0.47899% 68 KINVB SS Kinnevik Investment AB B -0.65250% 69 LGEN LN Legal & General Group 0.02103% 69 KPN NA Koninklijke KPN NV -2.34039% 70 LHA GY Deutsche Lufthansa Reg 1.50468% 70 LLOY LN Lloyds Banking Group Plc -0.50803% 71 LIN GY Linde AG 0.34314% 71 LUPE SS Lundin Petroleum A -1.14994% 72 LR FP Legrand Promesses 0.36177% 72 LUX IM Luxottica Group SpA -0.35633% 73 LSE LN London Stock Exchange Plc 0.35007% 73 LXS GY Lanxess AG -0.68031% 74 ML FP Michelin CGDE B Brown 0.11619% 74 MAERSKB DC AP Moller - Maersk AS B -1.04444% 75 NDA SS AB 0.18120% 75 MEO GY METRO AG -0.29573% 76 NES1V FH Neste Oil OYJ 0.50041% 76 MKS LN Marks & Spencer Group -0.15801% 77 NG/ LN National Grid PLC 0.79579% 77 MRK GY MERCK KGaA -0.09942% 78 NOK1V FH OYJ 0.08477% 78 MT NA ArcelorMittal -0.02290% 79 NOVOB DC Novo Nordisk AS B 2.06498% 79 MUV2 GY Munich Re AG -0.20804% 80 NXT LN Next 2.08039% 80 NESN VX Nestle SA Reg -0.01420% 81 NZYMB DC Novozymes AS B 0.07929% 81 NHY NO Norsk Hydro AS -0.52911% 82 OR FP L'Oreal 0.29828% 82 OML LN Old Mutual -0.42460% 83 PC IM Pirelli & Co Ord 0.64698% 83 ORA FP Orange S.A. -0.57761% 84 PRY IM Prysmian SpA 1.02423% 84 PAH3 GY Porsche Automobil Holding SE -2.12732% 85 PSM GY ProSiebenSat.1 Media AG 3.54646% 85 PFC LN Petrofac -0.27694% 86 RB/ LN Reckitt Benckiser Group PLC 0.75644% 86 PHIA NA Koninklijke Electronics NV (Royal Philips Electronics) -0.28659% 87 REE SM Red Electrica Corporacion SA 1.56727% 87 PNDORA DC Pandora A/S -0.09864% 88 REN NA Reed Elsevier NV 1.27875% 88 POP SM Banco Popular Espanol SA -0.69017% 89 RI FP Pernod-Ricard 0.50881% 89 PRU LN Prudential Plc -0.07622% 90 RIO LN Rio Tinto Plc 0.30085% 90 PSN LN Persimmon -0.55965% 91 ROG VX Roche Hldgs AG Ptg Genus 1.75322% 91 PSON LN Pearson -0.47827% 92 RR/ LN Rolls-Royce Holdings Plc 0.85994% 92 RAND NA Randstad Hldgs NV -0.00990% 93 SAF FP Safran SA 0.15880% 93 RBS LN ROYAL BANK OF SCOTLAND GROUP -0.84351% 94 SAMAS FH Sampo Oyj A 0.28301% 94 RDSA LN PLC -0.75248% 95 SAN FP Sanofi-Aventis 0.62295% 95 RDSB LN Royal Dutch Shell PLC B -0.54108% 96 SDF GY K & S AG 0.68696% 96 REL LN Reed Elsevier -0.60003% 97 SEBA SS SEB-Skand Enskilda Banken A 1.03816% 97 REP SM Repsol-YPF SA -0.66530% 98 SGE LN Sage Group 0.79107% 98 RMG LN ROYAL MAIL PLC ORD GBP0.01 -1.33751% 99 SGO FP COMPAGNIE DE SAINT-GOBAIN 0.26282% 99 RNO FP Renault SA -0.60572% 100 SGSN VX SGS-Soc Gen Surveil Hldg Reg 0.79373% 100 RRS LN Randgold Resources Ltd -1.51326% 101 SHBA SS Svenska A 0.51202% 101 RSL LN Resolution Ltd. -0.35075% 102 SHP LN Shire Plc 0.21033% 102 RWE GY RWE AG -0.18776% 103 SLHN VX Swiss Life Reg 0.14498% 103 RYA ID Ryanair Holdings Plc -0.40281% 104 SMIN LN Smiths Group 1.12301% 104 SAB LN SABMILLER PLC -0.46361% 105 SOLB BB Solvay 0.48484% 105 SAB SM Banco de Sabadell SA -0.47603% 106 SPM IM Saipem SpA Ord 0.09045% 106 SAN SM Banco Santander SA -0.03366% 107 SRG IM Snam Rete Gas SpA 1.02810% 107 SAND SS AB -0.31661% 108 STERV FH Stora Enso OYJ R 0.13820% 108 SAP GY SAP AG -0.29694% 109 SU FP Schneider Electric SA 0.39212% 109 SCAB SS SCA-Svenska Cellulosa B -0.44333% 110 SUBC NO Subsea 7 SA 0.70466% 110 SCMN VX Swisscom AG Reg -0.15918% 111 SW FP Sodexo 0.82421% 111 SEV FP Suez Environment SA -0.40799% 112 SWEDA SS AB 0.57519% 112 SIE GY Siemens AG -0.01199% 113 SWMA SS AB 0.22849% 113 SKFB SS SKF AB B -0.54723% 114 SY1 GY Symrise AG 0.08246% 114 SL/ LN Standard Life -0.30193% 115 SYNN VX Syngenta AG 0.25767% 115 SN/ LN Smith & Nephew -0.70391% 116 TDC DC TDC A/S 0.26754% 116 SOON VX Sonova Holding AG -0.59965% 117 TEC FP Technip SA 1.72200% 117 SREN VX Swiss Re Reg -0.39671% 118 TEL NO Telenor ASA 0.48784% 118 SSE LN Scottish & Southern Energy -0.56346% 119 TEL2B SS AB B 3.34486% 119 STAN LN Standard Chartered -0.16298% 120 TEN IM Tenaris SA 0.87871% 120 STL NO Statoil ASA -0.48749% 121 TKA GY ThyssenKrupp AG 0.54482% 121 STM IM STMICROELECTRONICS NV -1.16682% 122 TLSN SS TeliaSonera AB 1.02470% 122 SVT LN Severn Trent -0.72998% 123 TRN IM Terna SpA 1.23828% 123 TEF SM Telefonica SA -0.00199% 124 UBI IM UBI Banca 0.31498% 124 TLW LN Tullow Oil -1.85512% 125 UCG IM UNICREDIT SPA 0.15105% 125 TSCO LN Tesco -0.73582% 126 UNA NA NV 1.24139% 126 UBSN VX UBS GROUP CHF0.10 (REGD) -0.83447% 127 VK FP Vallourec 0.13335% 127 UCB BB UCB SA -1.36019% 128 VOW3 GY Volkswagen AG Nvtg Prf 0.02129% 128 UG FP Peugeot SA -3.64137% 129 VWS DC Vestas Wind Systems AS 0.41012% 129 UHR VX Swatch Group AG-B -0.11219% 130 WEIR LN Weir Group 0.91422% 130 UL NA Unibail - Rodamco -0.15638% 131 WKL NA NV 0.60965% 131 ULVR LN Unilever -0.52105% 132 WOS LN Wolseley 0.12241% 132 UPM1V FH UPM-Kymmene Oyj -1.02973% 133 WPP LN WPP Plc 1.01509% 133 UU/ LN United Utilities Group Plc -0.54701% 134 WRT1V FH Wartsila Oyj B 0.41734% 134 VIE FP Veolia Environnement -0.54185% 135 VIV FP Vivendi SA -1.09877% 136 VOD LN Vodafone Group -1.13884% 137 VOLVB SS AB B -0.97771% 138 WMH LN William Hill -0.80509% 139 WTB LN Whitbread -0.31762% 140 YAR NO Yara International ASA -0.18060% 141 ZC FP Zodiac Aerospace -2.08855% 142 ZURN VX Zurich Financial Services AG -0.79892%