Date: 18-Oct-20

Index Weights as of quarterly rebalance date 06-Oct-20

Citi VIBE Equity UK Net TR Index (CIISRLGT) Constituent Bloomberg Ticker Constituent Name Weight(%) 1 AAL LN Equity Anglo American Plc 0.49% 2 ABF LN Equity Associated British Foods 0.83% 3 ADM LN Equity Admiral Group 3.71% 4 AHT LN Equity Ashtead Group 0.45% 5 AV/ LN Equity Aviva 0.55% 6 AZN LN Equity AstraZeneca Plc 3.65% 7 BA/ LN Equity BAE Systems Plc 1.47% 8 BARC LN Equity Barclays 0.38% 9 BATS LN Equity British American Tobacco Plc 1.04% 10 BDEV LN Equity Barratt Developments 0.72% 11 BKG LN Equity Berkeley Group Holdings Plc 1.04% 12 BLND LN Equity British Land Co 0.84% 13 BHP LN Equity BHP GROUP PLC ORD USD0.50 0.58% 14 BNZL LN Equity Bunzl 0.82% 15 BP/ LN Equity BP 0.47% 16 BRBY LN Equity Burberry Group 0.65% 17 BT/A LN Equity BT Group 0.99% 18 CNA LN Equity Centrica 0.69% 19 CPG LN Equity Compass Group 1.06% 20 CRDA LN Equity Croda Intl 1.93% 21 DGE LN Equity Diageo Plc 1.05% 22 DLG LN Equity Direct Line Insurance Group PL 1.23% 23 EXPN LN Equity Experian Plc 0.68% 24 GLEN LN Equity Glencore International PLC 0.50% 25 GSK LN Equity GlaxoSmithKline 1.68% 26 GVC LN Equity GVC HLDGS PLC ORD EUR0.01 1.49% 27 HL/ LN Equity Hargreaves Landsdown Plc 0.83% 28 HLMA LN Equity Halma 1.22% 29 HSBA LN Equity HSBC Holdings Plc 0.78% 30 IAG LN Equity International Consolidated Airlines Group SA 0.37% 31 IHG LN Equity INTERCONTL HOTELS ORD GBP0.208521303 0.54% 32 III LN Equity 3I Group 0.74% 33 IMI LN Equity IMI 0.67% 34 IMB LN Equity Imperial Tobacco 3.06% 35 INF LN Equity INFORMA PLC ORD GBP0.001 0.49% 36 ITRK LN Equity Intertek Group PLC 0.91% 37 ITV LN Equity ITV Plc 0.49% 38 JMAT LN Equity JOHNSON MATTHEY PLC 0.64% 39 KGF LN Equity Kingfisher 0.92% 40 LAND LN Equity Land Securities Group PLC 0.85% 41 LGEN LN Equity Legal & General Group 0.46% 42 LLOY LN Equity Lloyds Banking Group Plc 0.46% 43 LSE LN Equity London Stock Exchange Plc 1.90% 44 MKS LN Equity Marks & Spencer Group 0.59% 45 MNDI LN Equity Mondi Plc 0.61% 46 MNG LN Equity M&G PLC ORD GBP0.05 0.57% 47 MRO LN Equity Melrose Industries PLC 0.31% 48 MRW LN Equity Morrison (WM) Supermarkets 4.12% 49 NG/ LN Equity National Grid PLC 1.63% 50 NXT LN Equity Next 0.70% 51 OCDO LN Equity Ocado Group PLC 4.93% 52 PRU LN Equity Prudential Plc 0.48% 53 PSN LN Equity Persimmon 0.70% 54 PSON LN Equity Pearson 0.86% 55 RB/ LN Equity Reckitt Benckiser Group PLC 4.50% 56 NWG LN Equity ROYAL BANK OF SCOTLAND GROUP 0.46% 57 RDSA LN Equity Royal Dutch Shell PLC 0.50% 58 REL LN Equity Reed Elsevier 0.86% 59 RIO LN Equity Rio Tinto Plc 0.79% 60 RR/ LN Equity Rolls-Royce Holdings Plc 0.30% 61 RSA LN Equity RSA Insurance Group Plc 0.77% 62 RTO LN Equity Rentokil Initial 1.40% 63 SBRY LN Equity Sainsbury (J) 3.84% 64 SDR LN Equity Schroders Plc 0.56% 65 SGE LN Equity Sage Group 1.29% 66 SGRO LN Equity SEGRO Plc 2.04% 67 SLA LN Equity Standard Life 0.40% 68 SMDS LN Equity DS Smith 0.53% 69 SMIN LN Equity Smiths Group 0.66% 70 SN/ LN Equity Smith & Nephew 0.79% 71 SPX LN Equity SPIRAX-SARCO ENG ORD GBP0.269230769 1.11% 72 SSE LN Equity Scottish & Southern Energy 1.03% 73 STAN LN Equity Standard Chartered 0.50% 74 STJ LN Equity St James's Place 0.51% 75 SVT LN Equity Severn Trent 1.63% 76 TATE LN Equity Tate & Lyle 1.69% 77 TPK LN Equity Travis Perkins 0.64% 78 TSCO LN Equity Tesco 6.03% 79 TW/ LN Equity Taylor Wimpey 0.61% 80 ULVR LN Equity Unilever 2.14% 81 UU/ LN Equity United Utilities Group Plc 1.61% 82 VOD LN Equity Vodafone Group 0.56% 83 WEIR LN Equity Weir Group 0.55% 84 FERG LN Equity Wolseley 0.71% 85 WPP LN Equity WPP Plc 0.51% 86 WTB LN Equity Whitbread 0.63%