Date: 05-Apr-19

Index Weights as of quarterly rebalance date 04-Apr-19

Citi VIBE Equity US Alpha Trend Net TR Index (CIISRAUT) Constituent Bloomberg Ticker Constituent Name Weight(%) 1 AGN UN Equity Allergan Plc 1.68% 2 AIG UN Equity American Intl Group Inc 1.11% 3 AXP UN Equity American Express Co 1.05% 4 BIIB UW Equity Biogen Idec Inc 2.42% 5 BLK UN Equity BlackRock Inc 0.98% 6 BMY UN Equity Bristol-Myers Squibb 1.65% 7 CAT UN Equity Caterpillar Inc 1.01% 8 CELG UW Equity Celgene Corp 1.38% 9 CL UN Equity Colgate-Palmolive Co 2.23% 10 COF UN Equity Capital One Financial 1.06% 11 COP UN Equity ConocoPhillips 1.21% 12 CVS UN Equity CVS Caremark Corp. 1.99% 13 CVX UN Equity Chevron Corp 1.18% 14 DIS UN Equity Walt Disney Co 2.06% 15 DWDP UN Equity Dow Chemical 1.30% 16 DUK UN Equity Duke Energy Corp 10.00% 17 EMR UN Equity Emerson Electric Co 0.93% 18 F UN Equity Ford Motor Co 1.50% 19 FDX UN Equity FedEx Corp 0.76% 20 GE UN Equity General Electric Co 1.48% 21 GILD UW Equity Gilead Sciences Inc 1.96% 22 GM UN Equity General Motors Company 1.43% 23 GS UN Equity Goldman Sachs Group Inc 0.94% 24 HAL UN Equity Halliburton Co 0.00% 25 IBM UN Equity Intl Business Machines Corp 1.06% 26 KMI UN Equity Kinder Morgan Inc 1.16% 27 KO UN Equity Coca-Cola Co 7.70% 28 MDLZ UW Equity MONDELEZ INTERNATIONAL INC-A 1.92% 29 MET UN Equity Metlife Inc 1.15% 30 MS UN Equity Morgan Stanley 1.10% 31 ORCL UN Equity Oracle Corp 1.29% 32 OXY UN Equity Occidental Petroleum 0.96% 33 BKNG UW Equity Booking Holdings Inc 1.13% 34 PFE UN Equity Pfizer Inc 2.94% 35 PG UN Equity Procter & Gamble 3.07% 36 PM UN Equity Philip Morris International 2.24% 37 QCOM UW Equity QUALCOMM Inc 2.91% 38 SLB UN Equity Schlumberger Ltd 1.02% 39 SO UN Equity Southern Co 6.79% 40 SPG UN Equity Simon Property Group 2.48% 41 T UN Equity AT&T Inc 1.99% 42 TGT UN Equity Target Corp 1.33% 43 UPS UN Equity United Parcel Service Inc B 0.95% 44 USB UN Equity US Bancorp 1.40% 45 UTX UN Equity United Technologies Corp 1.07% 46 VZ UN Equity Verizon Communications Inc 6.50% 47 WBA US Equity WALGREENS BOOTS ALLIANCE INC COM 1.95% 48 WFC UN Equity Wells Fargo & Co 1.39% 49 WMT UN Equity Wal-Mart Stores 2.08% 50 XOM UN Equity Exxon Mobil Corp 1.13%