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

Citi Multi Risk Premia Equity ER EUR Net Fee Index (CIISMREE) Constituent Name Weight Constituent Name Weight S&P 100 TR 4 JAN 1988 -27.20% KBC GROEP NV 0.79% ESTX 50 € GRt -10.53% KERING -0.42% FTSE 100 TR GBP -10.63% KINGFISHER PLC -0.48% KONINKLIJKE AHOLD NV 2.04% 3I GROUP PLC 0.08% KONINKLIJKE DSM NV -0.56% 3M CO 0.10% KONINKLIJKE KPN NV -0.35% ABB LTD-REG -0.43% KONINKLIJKE PHILIPS NV -0.32% ABBOTT LABORATORIES 0.43% LAFARGE SA 0.12% ABBVIE INC 0.11% LAND SECURITIES GROUP PLC 0.32% ABERDEEN ASSET MGMT PLC 0.47% LANXESS AG -0.92% ACCENTURE PLC-CL A 0.13% LEGAL & GENERAL GROUP PLC 0.23% ACCOR SA -0.24% LEGRAND SA -0.43% ACTELION LTD-REG 0.91% LINDE AG -0.42% ADECCO SA-REG -0.40% LLOYDS BANKING GROUP PLC 0.19% ADIDAS AG 0.17% LOCKHEED MARTIN CORP 0.14% AEGON NV -0.14% LONDON STOCK EXCHANGE GROUP -0.01% AGGREKO PLC 0.08% L'OREAL 0.71% AIR LIQUIDE SA 0.02% LOWE'S COS INC 0.16% AIRBUS GROUP NV -0.20% LUNDIN PETROLEUM AB -1.04% AKZO NOBEL 0.78% LUXOTTICA GROUP SPA 0.44% ALFA LAVAL AB -0.05% LVMH MOET HENNESSY LOUIS VUI 0.18% ALLIANZ SE-REG 0.33% MAN GROUP PLC 0.09% ALLSTATE CORP 0.29% MARKS & SPENCER GROUP PLC -0.51% ALTRIA GROUP INC 0.20% MASTERCARD INC-CLASS A 0.10% AMADEUS IT HOLDING SA-A SHS 1.19% MCDONALD'S CORP 0.72% AMAZON.COM INC 0.05% MEDTRONIC PLC 0.39% AMEC FOSTER WHEELER PLC 1.56% MERCK & CO. INC. 0.30% AMERICAN EXPRESS CO 0.06% MERCK KGAA 0.06% AMERICAN INTERNATIONAL GROUP 0.24% METLIFE INC 0.15% AMGEN INC 0.30% METRO AG 0.03% ANADARKO PETROLEUM CORP 0.15% MICHELIN (CGDE) -0.86% ANGLO AMERICAN PLC -0.31% MICROSOFT CORP 0.40% ANHEUSER-BUSCH INBEV NV -0.53% MONDELEZ INTERNATIONAL INC-A 0.11% ANTOFAGASTA PLC 0.77% MONSANTO CO 0.49% AP MOELLER-MAERSK A/S-B -1.34% MORGAN STANLEY 0.24% APACHE CORP 0.20% MUENCHENER RUECKVER AG-REG 0.04% APPLE INC 0.15% NATIONAL GRID PLC 0.54% ARCELORMITTAL 0.30% NATIONAL OILWELL VARCO INC 0.11% ARKEMA 0.62% NATIXIS 0.31% ARM HOLDINGS PLC 0.74% NESTE OIL OYJ 0.36% ARYZTA AG -0.54% NESTLE SA-REG -0.12% ASHTEAD GROUP PLC -0.62% NEXT PLC 0.05% ASML HOLDING NV -0.21% NIKE INC -CL B 0.17% ASSA ABLOY AB-B 0.70% NOKIA OYJ 0.23% ASSICURAZIONI GENERALI 0.49% NORDEA BANK AB -0.23% ASSOCIATED BRITISH FOODS PLC 0.32% NORFOLK SOUTHERN CORP 0.08% ASTRAZENECA PLC 0.51% NORSK HYDRO ASA 0.60% AT&T INC 0.58% NOVO NORDISK A/S-B 0.78% ATLANTIA SPA -0.45% NOVOZYMES A/S-B SHARES 0.60% ATLAS COPCO AB-A SHS -0.09% OCCIDENTAL PETROLEUM CORP 0.24% AVIVA PLC 0.14% OLD MUTUAL PLC 0.01% AXA SA 0.68% ORACLE CORP 0.28% BABCOCK INTL GROUP PLC 0.16% ORANGE 0.18% BAE SYSTEMS PLC 0.18% PANDORA A/S 0.19% BANCO BILBAO VIZCAYA ARGENTA 0.03% PEARSON PLC 0.09% BANCO DE SABADELL SA -0.24% PEPSICO INC 0.52% BANCO POPOLARE SC -0.85% PERNOD RICARD SA 0.47% BANCO POPULAR ESPANOL -0.66% PERSIMMON PLC -0.15% BANCO SANTANDER SA 0.32% PETROFAC LTD 0.36% BANK OF AMERICA CORP 0.60% PEUGEOT SA -0.96% BANK OF IRELAND -0.35% PFIZER INC 0.36% BANK OF NEW YORK MELLON CORP 0.41% PHILIP MORRIS INTERNATIONAL 0.41% BANKIA SA 0.54% PIRELLI & C. 0.18% BANKINTER SA -0.04% PORSCHE AUTOMOBIL HLDG-PRF -0.83% BARCLAYS PLC 0.40% PROCTER & GAMBLE CO/THE 0.97% BASF SE -0.24% PROSIEBEN SAT.1 MEDIA AG-REG 1.54% BAXTER INTERNATIONAL INC 0.35% PROVIDENT FINANCIAL PLC 0.11% BAYER AG-REG 0.15% PRUDENTIAL PLC 0.12% BAYERISCHE MOTOREN WERKE AG -0.30% PRYSMIAN SPA -0.08% BEIERSDORF AG 0.36% QUALCOMM INC 0.29% BELGACOM SA 0.05% RANDGOLD RESOURCES LTD -0.02% BERKSHIRE HATHAWAY INC-CL B 0.12% RANDSTAD HOLDING NV 0.28% BG GROUP PLC -0.29% RAYTHEON COMPANY 0.11% BHP BILLITON PLC 0.28% RECKITT BENCKISER GROUP PLC -0.62% BIOGEN IDEC INC 0.08% RED ELECTRICA CORPORACION SA 0.37% BNP PARIBAS 1.01% REED ELSEVIER NV 0.60% BOEING CO/THE 0.10% REED ELSEVIER PLC 0.49% BOLIDEN AB 0.46% RENAULT SA 0.23% BOSKALIS WESTMINSTER -0.28% RENTOKIL INITIAL PLC 0.11% BP PLC 0.24% REPSOL SA -0.01% BRISTOL-MYERS SQUIBB CO 0.51% REXAM PLC 0.10% BRITISH AMERICAN TOBACCO PLC 0.11% RIO TINTO PLC 0.42% BRITISH LAND CO PLC -0.22% ROCHE HOLDING AG-GENUSSCHEIN 1.03% BT GROUP PLC 0.50% ROLLS-ROYCE HOLDINGS PLC -0.53% BUNZL PLC 0.10% ROYAL BANK OF SCOTLAND GROUP 0.25% BURBERRY GROUP PLC 0.40% ROYAL DUTCH SHELL PLC-A SHS -0.05% CAIXABANK S.A -0.28% ROYAL DUTCH SHELL PLC-B SHS -0.59% CAP GEMINI 0.44% ROYAL MAIL PLC 0.17% CAPITA PLC 0.39% RSA INSURANCE GROUP PLC 0.16% CAPITAL ONE FINANCIAL CORP 0.08% RWE AG 0.10% CARLSBERG AS-B -0.74% RYANAIR HOLDINGS PLC 0.40% CARNIVAL PLC -0.15% SABMILLER PLC -0.79% CARREFOUR SA 0.75% SAFRAN SA 0.64% CASINO GUICHARD PERRACHON 0.10% SAGE GROUP PLC/THE 0.49% CATERPILLAR INC 0.06% SAINSBURY (J) PLC 0.08% CENTRICA PLC 0.19% SAIPEM SPA -0.11% CHEVRON CORP 0.21% SAMPO OYJ-A SHS -0.42% CIE FINANCIERE RICHEMON-REG 0.15% SANDVIK AB -0.24% CISCO SYSTEMS INC 0.51% SANOFI -0.62% CNH INDUSTRIAL NV -0.44% SAP SE -0.06% COBHAM PLC 0.08% SCHLUMBERGER LTD 0.17% COCA-COLA CO/THE 0.54% SCHNEIDER ELECTRIC SE 0.51% COLGATE-PALMOLIVE CO 0.35% SCHRODERS PLC 0.06% COMCAST CORP-CLASS A 0.11% SEGRO PLC 0.09% COMMERZBANK AG -0.13% SEVERN TRENT PLC -0.30% COMPAGNIE DE SAINT GOBAIN -0.42% SGS SA-REG 0.77% COMPASS GROUP PLC 0.39% SHIRE PLC 1.05% CONOCOPHILLIPS 0.07% SIEMENS AG-REG 0.16% CONTINENTAL AG -0.01% SIMON PROPERTY GROUP INC 0.19% COSTCO WHOLESALE CORP 0.35% SKANDINAVISKA ENSKILDA BAN-A 0.16% CREDIT AGRICOLE SA 0.25% SKF AB-B SHARES -0.36% CREDIT SUISSE GROUP AG-REG -0.05% SKY PLC 0.14% CVS HEALTH CORP 0.12% SMITH & NEPHEW PLC -0.60% DAILY MAIL&GENERAL TST-A NV 0.06% SMITHS GROUP PLC 0.67% DAIMLER AG-REGISTERED SHARES 0.81% SNAM SPA 1.09% DANONE 0.69% SOCIETE GENERALE SA 0.53% DANSKE BANK A/S -0.42% SODEXO 0.03% DELHAIZE GROUP 0.74% SOLVAY SA 0.06% DELTA LLOYD NV -0.22% SONOVA HOLDING AG-REG -0.53% DEUTSCHE ANNINGTON IMMOBILIE -0.69% SOUTHERN CO/THE 1.10% DEUTSCHE BANK AG-REGISTERED 0.66% SSE PLC -0.11% DEUTSCHE BOERSE AG 0.50% STANDARD CHARTERED PLC -0.05% DEUTSCHE LUFTHANSA-REG -0.18% STANDARD LIFE PLC -0.32% DEUTSCHE POST AG-REG 0.68% STARBUCKS CORP 0.12% DEUTSCHE TELEKOM AG-REG -0.11% STATOIL ASA -0.62% DEVON ENERGY CORP 0.18% STMICROELECTRONICS NV -1.20% DIAGEO PLC 1.10% STORA ENSO OYJ-R SHS -0.18% DIXONS CARPHONE PLC -2.23% SUBSEA 7 SA -0.22% DNB ASA 0.12% SUEZ ENVIRONNEMENT CO -0.53% DOW CHEMICAL CO/THE 0.07% SVENSKA CELLULOSA AB SCA-B 0.23% DRAX GROUP PLC 0.48% SVENSKA HANDELSBANKEN-A SHS 0.22% DU PONT (E.I.) DE NEMOURS 0.19% SWATCH GROUP AG/THE-BR 0.29% E.ON SE 0.32% SWEDBANK AB - A SHARES 0.34% EASYJET PLC 0.56% SWEDISH MATCH AB 0.38% EBAY INC 0.47% SWISS LIFE HOLDING AG-REG -0.09% EDF 0.34% SWISS RE AG 0.03% EDP-ENERGIAS DE PORTUGAL SA 0.08% SWISSCOM AG-REG -0.11% ELECTROLUX AB-SER B -0.36% SYMRISE AG 0.07% ELI LILLY & CO 0.10% SYNGENTA AG-REG -0.21% EMC CORP/MA 1.71% TARGET CORP 0.41% EMERSON ELECTRIC CO 0.20% TATE & LYLE PLC 0.07% ENAGAS SA 0.25% TDC A/S 0.11% ENEL GREEN POWER SPA -0.31% TECHNIP SA 1.26% ENEL SPA 0.42% TELE2 AB-B SHS 1.49% ENI SPA 0.07% TELEFONICA SA 0.24% ERICSSON LM-B SHS -0.19% TELENOR ASA -0.10% ESSILOR INTERNATIONAL 0.48% TELIASONERA AB 0.22% EXELON CORP 1.31% TENARIS SA 0.13% EXOR SPA -0.19% TERNA SPA 0.57% EXPERIAN PLC -0.31% TESCO PLC -1.00% EXXON MOBIL CORP 0.23% TEXAS INSTRUMENTS INC 0.29% FACEBOOK INC-A 0.14% THYSSENKRUPP AG -0.04% FEDEX CORP 0.10% TIME WARNER INC 0.15% FERROVIAL SA 0.10% TOTAL SA 0.19% FIRSTGROUP PLC 0.06% TRAVIS PERKINS PLC 0.14% FORD MOTOR CO 0.08% TULLOW OIL PLC -0.33% FORTUM OYJ -0.52% TWENTY-FIRST CENTURY FOX-A 0.16% FREEPORT-MCMORAN INC 0.15% UBI BANCA SCPA 0.25% FRESENIUS MEDICAL CARE AG & 0.54% UBM PLC 0.08% FRESENIUS SE & CO KGAA -0.32% UBS GROUP AG -0.47% FRIENDS LIFE GROUP LTD 0.18% UCB SA -0.91% G4S PLC 0.15% UNIBAIL-RODAMCO SE -0.02% GALP ENERGIA SGPS SA -0.08% UNICREDIT SPA 0.36% GAS NATURAL SDG SA -0.16% UNILEVER NV-CVA 0.06% GDF SUEZ -0.14% UNILEVER PLC -0.58% GEBERIT AG-REG 0.58% UNION PACIFIC CORP 0.08% GENERAL DYNAMICS CORP 0.39% UNITED PARCEL SERVICE-CL B 0.25% GENERAL ELECTRIC CO 0.28% UNITED TECHNOLOGIES CORP 0.25% GENERAL MOTORS CO 0.08% UNITED UTILITIES GROUP PLC -0.20% GILEAD SCIENCES INC 0.12% UNITEDHEALTH GROUP INC 0.11% GIVAUDAN-REG -0.28% UPM-KYMMENE OYJ 0.31% GKN PLC 0.27% US BANCORP 0.12% GLAXOSMITHKLINE PLC 0.13% VALEO SA 0.28% GLENCORE PLC -1.28% VALLOUREC SA -0.30% GOLDMAN SACHS GROUP INC 0.45% VEOLIA ENVIRONNEMENT -0.22% GOOGLE INC-CL A 0.07% VERIZON COMMUNICATIONS INC 0.43% GRIFOLS SA -0.41% VESTAS WIND SYSTEMS A/S 0.83% HALLIBURTON CO 0.03% VINCI SA 0.11% HAMMERSON PLC 0.08% VISA INC-CLASS A SHARES 0.12% HAYS PLC 0.06% VIVENDI -0.40% HEIDELBERGCEMENT AG -0.04% VODAFONE GROUP PLC 0.13% HEINEKEN NV -0.30% VOLKSWAGEN AG-PREF 0.67% HENKEL AG & CO KGAA VORZUG 1.06% VOLVO AB-B SHS -0.73% HENNES & MAURITZ AB-B SHS 0.02% WALGREENS BOOTS ALLIANCE INC 0.25% HEWLETT-PACKARD CO 0.35% WAL-MART STORES INC 0.47% HOME DEPOT INC 0.13% WALT DISNEY CO/THE 0.11% HONEYWELL INTERNATIONAL INC 0.08% WARTSILA OYJ ABP 0.44% HSBC HOLDINGS PLC 0.30% WEIR GROUP PLC/THE 0.46% HUGO BOSS AG -ORD -0.60% WELLS FARGO & CO 0.26% IBERDROLA SA -0.13% WHITBREAD PLC 0.22% ICA GRUPPEN AB -0.29% WILLIAM HILL PLC 0.38% ILIAD SA -0.36% WM MORRISON SUPERMARKETS 0.18% IMI PLC 0.87% WOLSELEY PLC 0.51% IMPERIAL TOBACCO GROUP PLC 0.14% WOLTERS KLUWER 0.65% INDITEX 0.14% WPP PLC 1.10% INFINEON TECHNOLOGIES AG 0.12% YARA INTERNATIONAL ASA 0.17% ING GROEP NV-CVA 0.12% ZODIAC AEROSPACE -0.37% INTEL CORP 0.30% ZURICH INSURANCE GROUP AG -0.58% INTERCONTINENTAL HOTELS GROU 1.15% INTERTEK GROUP PLC -0.10% INTESA SANPAOLO 0.11% INTL BUSINESS MACHINES CORP 0.27% INTL CONSOLIDATED AIRLINE-DI 0.78% INVESTMENT AB KINNEVIK-B SHS -0.23% INVESTOR AB-B SHS -0.46% ITV PLC 0.83% JOHNSON & JOHNSON 0.27% JOHNSON MATTHEY PLC 0.70% JPMORGAN CHASE & CO 0.33% K+S AG-REG 1.13%