Index Weights as of Quarterly Rebalance Date 05-Jan-15

Citi Multi Risk Premia Equity ER USD Net Fee Index (CIISMREU) Constituent Name Weight Constituent Name Weight S&P 100 TR 4 JAN 1988 -29.23% KBC GROEP NV 0.86% ESTX 50 € GRt -11.31% KERING -0.45% FTSE 100 TR GBP -11.42% KINGFISHER PLC -0.52% KONINKLIJKE AHOLD NV 2.20% 3I GROUP PLC 0.09% KONINKLIJKE DSM NV -0.60% 3M CO 0.10% KONINKLIJKE KPN NV -0.38% ABB LTD-REG -0.46% KONINKLIJKE PHILIPS NV -0.34% ABBOTT LABORATORIES 0.46% LAFARGE SA 0.13% ABBVIE INC 0.12% LAND SECURITIES GROUP PLC 0.35% ABERDEEN ASSET MGMT PLC 0.51% LANXESS AG -0.99% ACCENTURE PLC-CL A 0.14% LEGAL & GENERAL GROUP PLC 0.25% ACCOR SA -0.26% LEGRAND SA -0.47% ACTELION LTD-REG 0.98% LINDE AG -0.45% ADECCO SA-REG -0.43% LLOYDS BANKING GROUP PLC 0.20% ADIDAS AG 0.19% LOCKHEED MARTIN CORP 0.15% AEGON NV -0.15% LONDON STOCK EXCHANGE GROUP -0.01% AGGREKO PLC 0.08% L'OREAL 0.76% AIR LIQUIDE SA 0.02% LOWE'S COS INC 0.17% AIRBUS GROUP NV -0.22% LUNDIN PETROLEUM AB -1.12% AKZO NOBEL 0.84% LUXOTTICA GROUP SPA 0.48% ALFA LAVAL AB -0.06% LVMH MOET HENNESSY LOUIS VUI 0.19% ALLIANZ SE-REG 0.35% MAN GROUP PLC 0.09% ALLSTATE CORP 0.31% MARKS & SPENCER GROUP PLC -0.54% ALTRIA GROUP INC 0.21% MASTERCARD INC-CLASS A 0.10% AMADEUS IT HOLDING SA-A SHS 1.28% MCDONALD'S CORP 0.77% AMAZON.COM INC 0.05% MEDTRONIC PLC 0.42% AMEC FOSTER WHEELER PLC 1.68% MERCK & CO. INC. 0.32% AMERICAN EXPRESS CO 0.07% MERCK KGAA 0.07% AMERICAN INTERNATIONAL GROUP 0.26% METLIFE INC 0.17% AMGEN INC 0.33% METRO AG 0.04% ANADARKO PETROLEUM CORP 0.16% MICHELIN (CGDE) -0.93% ANGLO AMERICAN PLC -0.33% MICROSOFT CORP 0.44% ANHEUSER-BUSCH INBEV NV -0.57% MONDELEZ INTERNATIONAL INC-A 0.11% ANTOFAGASTA PLC 0.83% MONSANTO CO 0.53% AP MOELLER-MAERSK A/S-B -1.45% MORGAN STANLEY 0.26% APACHE CORP 0.21% MUENCHENER RUECKVER AG-REG 0.04% APPLE INC 0.16% NATIONAL GRID PLC 0.58% ARCELORMITTAL 0.32% NATIONAL OILWELL VARCO INC 0.12% ARKEMA 0.67% NATIXIS 0.33% ARM HOLDINGS PLC 0.79% NESTE OIL OYJ 0.39% ARYZTA AG -0.58% NESTLE SA-REG -0.13% ASHTEAD GROUP PLC -0.67% NEXT PLC 0.06% ASML HOLDING NV -0.23% NIKE INC -CL B 0.18% ASSA ABLOY AB-B 0.75% NOKIA OYJ 0.24% ASSICURAZIONI GENERALI 0.53% NORDEA BANK AB -0.25% ASSOCIATED BRITISH FOODS PLC 0.35% NORFOLK SOUTHERN CORP 0.09% ASTRAZENECA PLC 0.55% NORSK HYDRO ASA 0.65% AT&T INC 0.63% NOVO NORDISK A/S-B 0.84% ATLANTIA SPA -0.48% NOVOZYMES A/S-B SHARES 0.65% ATLAS COPCO AB-A SHS -0.10% OCCIDENTAL PETROLEUM CORP 0.26% AVIVA PLC 0.16% OLD MUTUAL PLC 0.01% AXA SA 0.74% ORACLE CORP 0.30% BABCOCK INTL GROUP PLC 0.17% ORANGE 0.19% BAE SYSTEMS PLC 0.19% PANDORA A/S 0.20% BANCO BILBAO VIZCAYA ARGENTA 0.03% PEARSON PLC 0.10% BANCO DE SABADELL SA -0.26% PEPSICO INC 0.56% BANCO POPOLARE SC -0.92% PERNOD RICARD SA 0.51% BANCO POPULAR ESPANOL -0.71% PERSIMMON PLC -0.16% BANCO SANTANDER SA 0.35% PETROFAC LTD 0.39% BANK OF AMERICA CORP 0.64% PEUGEOT SA -1.04% BANK OF IRELAND -0.38% PFIZER INC 0.39% BANK OF NEW YORK MELLON CORP 0.45% PHILIP MORRIS INTERNATIONAL 0.44% BANKIA SA 0.58% PIRELLI & C. 0.20% BANKINTER SA -0.04% PORSCHE AUTOMOBIL HLDG-PRF -0.90% BARCLAYS PLC 0.43% PROCTER & GAMBLE CO/THE 1.04% BASF SE -0.26% PROSIEBEN SAT.1 MEDIA AG-REG 1.66% BAXTER INTERNATIONAL INC 0.38% PROVIDENT FINANCIAL PLC 0.11% BAYER AG-REG 0.16% PRUDENTIAL PLC 0.13% BAYERISCHE MOTOREN WERKE AG -0.33% PRYSMIAN SPA -0.09% BEIERSDORF AG 0.39% QUALCOMM INC 0.31% BELGACOM SA 0.05% RANDGOLD RESOURCES LTD -0.02% BERKSHIRE HATHAWAY INC-CL B 0.13% RANDSTAD HOLDING NV 0.30% BG GROUP PLC -0.31% RAYTHEON COMPANY 0.12% BHP BILLITON PLC 0.30% RECKITT BENCKISER GROUP PLC -0.67% BIOGEN IDEC INC 0.09% RED ELECTRICA CORPORACION SA 0.40% BNP PARIBAS 1.09% REED ELSEVIER NV 0.65% BOEING CO/THE 0.10% REED ELSEVIER PLC 0.53% BOLIDEN AB 0.50% RENAULT SA 0.24% BOSKALIS WESTMINSTER -0.30% RENTOKIL INITIAL PLC 0.12% BP PLC 0.26% REPSOL SA -0.02% BRISTOL-MYERS SQUIBB CO 0.55% REXAM PLC 0.10% BRITISH AMERICAN TOBACCO PLC 0.12% RIO TINTO PLC 0.45% BRITISH LAND CO PLC -0.24% ROCHE HOLDING AG-GENUSSCHEIN 1.11% BT GROUP PLC 0.53% ROLLS-ROYCE HOLDINGS PLC -0.57% BUNZL PLC 0.11% ROYAL BANK OF SCOTLAND GROUP 0.27% BURBERRY GROUP PLC 0.43% ROYAL DUTCH SHELL PLC-A SHS -0.05% CAIXABANK S.A -0.30% ROYAL DUTCH SHELL PLC-B SHS -0.63% CAP GEMINI 0.48% ROYAL MAIL PLC 0.18% CAPITA PLC 0.42% RSA INSURANCE GROUP PLC 0.17% CAPITAL ONE FINANCIAL CORP 0.09% RWE AG 0.11% CARLSBERG AS-B -0.80% RYANAIR HOLDINGS PLC 0.43% CARNIVAL PLC -0.16% SABMILLER PLC -0.85% CARREFOUR SA 0.81% SAFRAN SA 0.68% CASINO GUICHARD PERRACHON 0.10% SAGE GROUP PLC/THE 0.53% CATERPILLAR INC 0.07% SAINSBURY (J) PLC 0.09% CENTRICA PLC 0.21% SAIPEM SPA -0.12% CHEVRON CORP 0.22% SAMPO OYJ-A SHS -0.45% CIE FINANCIERE RICHEMON-REG 0.16% SANDVIK AB -0.25% CISCO SYSTEMS INC 0.55% SANOFI -0.67% CNH INDUSTRIAL NV -0.48% SAP SE -0.06% COBHAM PLC 0.09% SCHLUMBERGER LTD 0.19% COCA-COLA CO/THE 0.58% SCHNEIDER ELECTRIC SE 0.54% COLGATE-PALMOLIVE CO 0.38% SCHRODERS PLC 0.07% COMCAST CORP-CLASS A 0.11% SEGRO PLC 0.10% COMMERZBANK AG -0.14% SEVERN TRENT PLC -0.32% COMPAGNIE DE SAINT GOBAIN -0.45% SGS SA-REG 0.83% COMPASS GROUP PLC 0.42% SHIRE PLC 1.13% CONOCOPHILLIPS 0.08% SIEMENS AG-REG 0.17% CONTINENTAL AG -0.01% SIMON PROPERTY GROUP INC 0.21% COSTCO WHOLESALE CORP 0.38% SKANDINAVISKA ENSKILDA BAN-A 0.18% CREDIT AGRICOLE SA 0.26% SKF AB-B SHARES -0.39% CREDIT SUISSE GROUP AG-REG -0.06% SKY PLC 0.15% CVS HEALTH CORP 0.13% SMITH & NEPHEW PLC -0.64% DAILY MAIL&GENERAL TST-A NV 0.06% SMITHS GROUP PLC 0.72% DAIMLER AG-REGISTERED SHARES 0.87% SNAM SPA 1.18% DANONE 0.74% SOCIETE GENERALE SA 0.57% DANSKE BANK A/S -0.45% SODEXO 0.03% DELHAIZE GROUP 0.80% SOLVAY SA 0.07% DELTA LLOYD NV -0.23% SONOVA HOLDING AG-REG -0.58% DEUTSCHE ANNINGTON IMMOBILIE -0.74% SOUTHERN CO/THE 1.18% DEUTSCHE BANK AG-REGISTERED 0.71% SSE PLC -0.12% DEUTSCHE BOERSE AG 0.53% STANDARD CHARTERED PLC -0.05% DEUTSCHE LUFTHANSA-REG -0.19% STANDARD LIFE PLC -0.34% DEUTSCHE POST AG-REG 0.74% STARBUCKS CORP 0.13% DEUTSCHE TELEKOM AG-REG -0.12% STATOIL ASA -0.66% DEVON ENERGY CORP 0.19% STMICROELECTRONICS NV -1.29% DIAGEO PLC 1.19% STORA ENSO OYJ-R SHS -0.20% DIXONS CARPHONE PLC -2.41% SUBSEA 7 SA -0.24% DNB ASA 0.13% SUEZ ENVIRONNEMENT CO -0.57% DOW CHEMICAL CO/THE 0.07% SVENSKA CELLULOSA AB SCA-B 0.25% DRAX GROUP PLC 0.52% SVENSKA HANDELSBANKEN-A SHS 0.24% DU PONT (E.I.) DE NEMOURS 0.20% SWATCH GROUP AG/THE-BR 0.32% E.ON SE 0.34% SWEDBANK AB - A SHARES 0.37% EASYJET PLC 0.60% SWEDISH MATCH AB 0.41% EBAY INC 0.50% SWISS LIFE HOLDING AG-REG -0.10% EDF 0.37% SWISS RE AG 0.03% EDP-ENERGIAS DE PORTUGAL SA 0.09% SWISSCOM AG-REG -0.12% ELECTROLUX AB-SER B -0.39% SYMRISE AG 0.08% ELI LILLY & CO 0.11% SYNGENTA AG-REG -0.22% EMC CORP/MA 1.84% TARGET CORP 0.44% EMERSON ELECTRIC CO 0.22% TATE & LYLE PLC 0.08% ENAGAS SA 0.27% TDC A/S 0.12% ENEL GREEN POWER SPA -0.33% TECHNIP SA 1.36% ENEL SPA 0.45% TELE2 AB-B SHS 1.61% ENI SPA 0.08% TELEFONICA SA 0.26% ERICSSON LM-B SHS -0.21% TELENOR ASA -0.11% ESSILOR INTERNATIONAL 0.52% TELIASONERA AB 0.23% EXELON CORP 1.40% TENARIS SA 0.14% EXOR SPA -0.21% TERNA SPA 0.62% EXPERIAN PLC -0.33% TESCO PLC -1.08% EXXON MOBIL CORP 0.25% TEXAS INSTRUMENTS INC 0.32% FACEBOOK INC-A 0.15% THYSSENKRUPP AG -0.05% FEDEX CORP 0.11% TIME WARNER INC 0.16% FERROVIAL SA 0.11% TOTAL SA 0.21% FIRSTGROUP PLC 0.06% TRAVIS PERKINS PLC 0.15% FORD MOTOR CO 0.09% TULLOW OIL PLC -0.35% FORTUM OYJ -0.56% TWENTY-FIRST CENTURY FOX-A 0.17% FREEPORT-MCMORAN INC 0.16% UBI BANCA SCPA 0.27% FRESENIUS MEDICAL CARE AG & 0.57% UBM PLC 0.09% FRESENIUS SE & CO KGAA -0.35% UBS GROUP AG -0.50% FRIENDS LIFE GROUP LTD 0.19% UCB SA -0.98% G4S PLC 0.16% UNIBAIL-RODAMCO SE -0.02% GALP ENERGIA SGPS SA -0.09% UNICREDIT SPA 0.39% GAS NATURAL SDG SA -0.17% UNILEVER NV-CVA 0.06% GDF SUEZ -0.16% UNILEVER PLC -0.63% GEBERIT AG-REG 0.62% UNION PACIFIC CORP 0.09% GENERAL DYNAMICS CORP 0.41% UNITED PARCEL SERVICE-CL B 0.27% GENERAL ELECTRIC CO 0.31% UNITED TECHNOLOGIES CORP 0.27% GENERAL MOTORS CO 0.09% UNITED UTILITIES GROUP PLC -0.22% GILEAD SCIENCES INC 0.13% UNITEDHEALTH GROUP INC 0.12% GIVAUDAN-REG -0.30% UPM-KYMMENE OYJ 0.34% GKN PLC 0.29% US BANCORP 0.13% GLAXOSMITHKLINE PLC 0.14% VALEO SA 0.30% GLENCORE PLC -1.38% VALLOUREC SA -0.33% GOLDMAN SACHS GROUP INC 0.48% VEOLIA ENVIRONNEMENT -0.24% GOOGLE INC-CL A 0.07% VERIZON COMMUNICATIONS INC 0.46% GRIFOLS SA -0.44% VESTAS WIND SYSTEMS A/S 0.89% HALLIBURTON CO 0.04% VINCI SA 0.12% HAMMERSON PLC 0.09% VISA INC-CLASS A SHARES 0.13% HAYS PLC 0.07% VIVENDI -0.43% HEIDELBERGCEMENT AG -0.04% VODAFONE GROUP PLC 0.14% HEINEKEN NV -0.33% VOLKSWAGEN AG-PREF 0.72% HENKEL AG & CO KGAA VORZUG 1.14% VOLVO AB-B SHS -0.79% HENNES & MAURITZ AB-B SHS 0.03% WALGREENS BOOTS ALLIANCE INC 0.27% HEWLETT-PACKARD CO 0.38% WAL-MART STORES INC 0.51% HOME DEPOT INC 0.14% WALT DISNEY CO/THE 0.12% HONEYWELL INTERNATIONAL INC 0.08% WARTSILA OYJ ABP 0.47% HSBC HOLDINGS PLC 0.32% WEIR GROUP PLC/THE 0.49% HUGO BOSS AG -ORD -0.65% WELLS FARGO & CO 0.28% IBERDROLA SA -0.14% WHITBREAD PLC 0.23% ICA GRUPPEN AB -0.31% WILLIAM HILL PLC 0.40% ILIAD SA -0.39% WM MORRISON SUPERMARKETS 0.19% IMI PLC 0.94% WOLSELEY PLC 0.55% IMPERIAL TOBACCO GROUP PLC 0.15% WOLTERS KLUWER 0.70% INDITEX 0.16% WPP PLC 1.19% INFINEON TECHNOLOGIES AG 0.13% YARA INTERNATIONAL ASA 0.19% ING GROEP NV-CVA 0.13% ZODIAC AEROSPACE -0.40% INTEL CORP 0.32% ZURICH INSURANCE GROUP AG -0.62% INTERCONTINENTAL HOTELS GROU 1.24% INTERTEK GROUP PLC -0.11% INTESA SANPAOLO 0.12% INTL BUSINESS MACHINES CORP 0.29% INTL CONSOLIDATED AIRLINE-DI 0.84% INVESTMENT AB KINNEVIK-B SHS -0.25% INVESTOR AB-B SHS -0.50%