Date: 20-Aug-21 Index Weights as of monthly rebalance date 10-Aug-21 Citi Pure Inverse Size US Long-Short Net TR Index (CIISSCUN) Long Exposure Short Exposure Constituent Bloomberg Ticker Constituent Name Weight(%) Constituent Bloomberg Ticker Constituent Name Weight(%) 1 A UN Equity Agilent Technologies Inc 0.24% 1 AAPL UW Equity Apple Inc. -1.43% 2 HWM UN Equity Alcoa Inc 0.30% 2 ABBV UN Equity AbbVie Inc. -0.83% 3 AAL UW Equity American Airlines Group Inc 0.27% 3 ABT UN Equity Abbott Laboratories -0.73% 4 AAP UN Equity Advance Auto Parts Inc 0.45% 4 CB UN Equity ACE Limited -0.46% 5 ABC UN Equity AmerisourceBergen Corp 0.19% 5 ACN UN Equity Accenture plc -0.66% 6 ABMD UW Equity ABIOMED Inc 0.68% 6 ADBE UW Equity Adobe Systems Inc -0.72% 7 ADM UN Equity Archer-Daniels-Midland Co 0.04% 7 ADI UW Equity Analog Devices Inc -0.18% 8 ADSK UW Equity Autodesk Inc 0.06% 8 ADP UW Equity Automatic Data Processing -0.17% 9 AEE UN Equity Ameren Corp 0.18% 9 AEP UW Equity American Electric Power -0.26% 10 AES UN Equity AES Corp 0.28% 10 AFL UN Equity AFLAC Inc -0.03% 11 AIZ UN Equity Assurant Inc 0.59% 11 AIG UN Equity American Intl Group Inc -0.40% 12 AJG UN Equity ARTHUR J GALLAGHER & CO 0.30% 12 ALL UN Equity Allstate Corp -0.19% 13 AKAM UW Equity Akamai Technologies Inc 0.38% 13 AMAT UW Equity Applied Materials Inc -0.39% 14 ALB UN Equity Albemarle Corp 0.05% 14 AMD UW Equity Advanced Micro Devices Inc -0.28% 15 ALGN UW Equity Align Technology Inc 0.23% 15 AMGN UW Equity Amgen Inc -0.55% 16 ALK UN Equity Alaska Air Group Inc 0.57% 16 AMT UN Equity American Tower Corp A -0.52% 17 ALLE UN Equity Allegion PLC 0.69% 17 AMZN UW Equity Amazon.com Inc -1.68% 18 AMCR UN Equity Amcor PLC 0.33% 18 APD UN Equity Air Products & Chemicals Inc -0.44% 19 AME UN Equity AMETEK Inc 0.15% 19 ARE UN Equity Alexandria Real Estate Eqty -0.02% 20 AMP UN Equity Ameriprise Financial Inc 0.28% 20 AVB UN Equity AvalonBay Communities Inc -0.15% 21 ANET UN Equity ARISTA NETWORKS INC 0.32% 21 AVGO UW Equity Avago Technologies Ltd -0.78% 22 ANSS UW Equity ANSYS Inc 0.13% 22 AXP UN Equity American Express Co -0.47% 23 AON UN Equity Aon Corp 0.05% 23 AZO UN Equity AutoZone Inc -0.11% 24 AOS UN Equity SMITH (A.O.) CORP 0.78% 24 BA UN Equity Boeing Co -1.06% 25 APA UW Equity Apache Corp 0.70% 25 BAC UN Equity Bank of America Corp -1.27% 26 APH UN Equity Amphenol Corp A 0.08% 26 TFC UN Equity BB&T Corp -0.39% 27 ATO UN Equity Atmos Energy Corp 0.46% 27 BBY UN Equity Best Buy Co Inc -0.03% 28 ATVI UW Equity Activision Blizzard Inc 0.06% 28 BDX UN Equity BECTON DICKINSON AND CO -0.35% 29 AVY UN Equity Avery Dennison Corp 0.44% 29 BIIB UW Equity Biogen Idec Inc -0.20% 30 AWK UN Equity American Water Works Co Inc 0.16% 30 BK UN Equity The Bank of New York Mellon Corp -0.08% 31 BAX UN Equity Baxter Intl Inc 0.06% 31 BLK UN Equity BlackRock Inc -0.44% 32 BEN UN Equity Franklin Resources Inc 0.31% 32 BMY UN Equity Bristol-Myers Squibb -0.71% 33 BF/B UN Equity Brown-Forman Corp B 0.44% 33 BRK/B UN Equity Berkshire Hathaway B -1.42% 34 BKR UN Equity Baker Hughes Inc 0.23% 34 BSX UN Equity Boston Scientific Corp -0.21% 35 BIO UN Equity Bio-Rad Laboratories Inc 0.63% 35 CARR UN Equity CARRIER GLOBAL CORP -0.07% 36 BLL UN Equity Ball Corp 0.01% 36 CAT UN Equity Caterpillar Inc -0.76% 37 BR UN Equity Broadridge Financial Solutions Inc. 0.45% 37 CCI UN Equity CROWN CASTLE INTL CORP -0.44% 38 BWA UN Equity Borgwarner Inc 0.21% 38 CCL UN Equity Carnival Corp -0.19% 39 BXP UN Equity Boston Properties Inc 0.15% 39 CHTR UW Equity Charter Communications Inc -0.36% 40 CAG UN Equity ConAgra Foods Inc 0.41% 40 CI UN Equity Cigna Corporation -0.45% 41 CAH UN Equity Cardinal Health Inc 0.50% 41 CL UN Equity Colgate-Palmolive Co -0.06% 42 CBRE UN Equity CBRE GROUP INC - A 0.14% 42 CMCSA UW Equity Comcast Corp -0.83% 43 CBOE UF Equity CBOE Holdings Inc 0.74% 43 CME UW Equity Chicago Mercantile Exchange -0.23% 44 VIAC UW Equity CBS Corp B 0.13% 44 CMG UN Equity Chipotle Mexican Grill Inc. -0.05% 45 CDNS UW Equity Cadence Design Systems Inc 0.20% 45 CMI UN Equity Cummins Inc -0.16% 46 CDW UW Equity CDW Corp/DE 0.46% 46 CNC UN Equity Centene Corp -0.22% 47 CE UN Equity Celanese Corp A 0.41% 47 COF UN Equity Capital One Financial -0.29% 48 CERN UW Equity Cerner Corp 0.37% 48 COP UN Equity ConocoPhillips -0.50% 49 CF UN Equity CF Industries Holdings 0.42% 49 COST UW Equity Costco Wholesale Corp -0.67% 50 CFG UN Equity Citizens Financial Group Inc 0.18% 50 CRM UN Equity Salesforce.com -0.76% 51 CHD UN Equity Church & Dwight Co 0.46% 51 CSCO UW Equity Cisco Systems Inc -0.88% 52 CHRW UW Equity CH Robinson Worldwide Inc 0.28% 52 CSX UW Equity CSX Corp -0.41% 53 CINF UW Equity Cincinnati Financial Corp 0.32% 53 CTAS UW Equity Cintas Corp -0.02% 54 CLX UN Equity Clorox Co 0.43% 54 CTSH UW Equity Cognizant Tech Solutions Corp -0.08% 55 CMA UN Equity Comerica Inc (MI) 0.52% 55 CTVA UN Equity Corteva Inc -0.02% 56 CMS UN Equity CMS Energy Corp 0.17% 56 CVS UN Equity CVS Caremark Corp. -0.67% 57 CNP UN Equity Centerpoint Energy Inc 0.01% 57 CVX UN Equity Chevron Corp -1.16% 58 COG UN Equity Cabot Oil & Gas A 0.84% 58 D UN Equity Dominion Resources Inc -0.53% 59 TPR UN Equity Tapestry Inc 0.32% 59 DAL UN Equity Delta Air Lines -0.10% 60 COO UN Equity Cooper Companies Inc 0.44% 60 DE UN Equity Deere & Co -0.67% 61 CPB UN Equity Campbell Soup Co 0.55% 61 DG UN Equity Dollar General Corp -0.22% 62 CPRT UW Equity Copart Inc 0.10% 62 DHI UN Equity DR HORTON INC -0.08% 63 CRL UN Equity Charles River Laboratories 0.69% 63 DHR UN Equity Danaher Corp -0.74% 64 LUMN UN Equity CenturyLink Inc 0.37% 64 DIS UN Equity Walt Disney Co -1.05% 65 CTLT UN Equity Catalent Inc 0.44% 65 APTV UN Equity Aptiv Plc -0.21% 66 CTXS UW Equity Citrix Systems Inc 0.58% 66 DLR UN Equity Digital Realty Trust -0.36% 67 DFS UN Equity Discover Financial Services 0.09% 67 DLTR UW Equity Dollar Tree Inc -0.02% 68 DGX UN Equity Quest Diagnostics 0.36% 68 DD UN Equity Dow Chemical -0.55% 69 DISCK UW Equity Discovery Communications Inc 0.58% 69 DOW UN Equity Dow Inc -0.20% 70 DISH UW Equity DISH Network Corp 0.57% 70 DTE UN Equity DTE Energy Co -0.02% 71 DOV UN Equity Dover Corp 0.28% 71 DUK UN Equity Duke Energy Corp -0.55% 72 DPZ UN Equity Domino's Pizza Inc 0.32% 72 ECL UN Equity Ecolab Inc -0.40% 73 DRE UN Equity Duke Realty Corp 0.10% 73 ED UN Equity Consolidated Edison Inc -0.10% 74 DRI UN Equity Darden Restaurants Inc 0.46% 74 EIX UN Equity Edison Intl -0.04% 75 DVA UN Equity Davita Inc 0.64% 75 EL UN Equity Estee Lauder Cos. -0.04% 76 DVN UN Equity Devon Energy Corp 0.42% 76 EMR UN Equity Emerson Electric Co -0.32% 77 DXC UN Equity DXC Technology Co 0.54% 77 EOG UN Equity EOG Resources -0.10% 78 DXCM UW Equity DexCom Inc 0.26% 78 EQIX UW Equity Equinix Inc -0.46% 79 EA UW Equity Electronic Arts 0.21% 79 EQR UN Equity Equity Residential -0.17% 80 EBAY UW Equity eBay Inc. 0.07% 80 ETN UN Equity Eaton Corp -0.34% 81 EFX UN Equity Equifax Inc 0.22% 81 EW UN Equity Edwards Lifesciences Corp -0.02% 82 EMN UN Equity Eastman Chemical Co 0.20% 82 EXC UW Equity Exelon Corp -0.44% 83 ENPH UQ Equity ENPHASE ENERGY INC 0.48% 83 EXPE UW Equity Expedia -0.12% 84 CZR UW Equity Eldorado Resorts Inc 0.15% 84 F UN Equity Ford Motor Co -0.59% 85 ESS UN Equity Essex Property Trust 0.11% 85 FB UW Equity Facebook Inc -1.18% 86 ETR UN Equity Entergy Corp 0.05% 86 FCX UN Equity Freeport McMoRan Copper & Gold -0.15% 87 ETSY UW Equity Etsy Inc 0.69% 87 FDX UN Equity FedEx Corp -0.51% 88 EXPD UW Equity Expeditors Intl of WA Inc 0.28% 88 FIS UN Equity Fidelity National Information -0.56% 89 EXR UN Equity Extra Space Storage Inc 0.24% 89 FISV UW Equity Fiserv Inc -0.23% 90 FANG UW Equity Diamondback Energy Inc 0.43% 90 GD UN Equity General Dynamics -0.37% 91 FAST UW Equity Fastenal Co 0.06% 91 GE UN Equity General Electric Co -0.83% 92 FBHS UN Equity Fortune Brands Home & Security Inc 0.47% 92 GILD UW Equity Gilead Sciences Inc -0.66% 93 FE UN Equity FirstEnergy Corp 0.10% 93 GLW UN Equity Corning Inc -0.04% 94 FFIV UW Equity F5 Networks Inc 0.64% 94 GM UN Equity General Motors Company -0.85% 95 FITB UW Equity Fifth Third Bancorp (OH) 0.12% 95 GOOG UW Equity GOOGLE INC-CL C -1.13% 96 FLT UN Equity FleetCor Technologies Inc 0.42% 96 GOOGL UW Equity GOOGLE INC-CL A -1.03% 97 FMC UN Equity FMC Corp 0.33% 97 GPN UN Equity Global Payments Inc -0.12% 98 FOX UW Equity Fox Corp 0.82% 98 GS UN Equity Goldman Sachs Group Inc -0.64% 99 FOXA UW Equity Fox Corp 0.65% 99 HCA UN Equity HCA Holdings Inc -0.16% 100 FRC UN Equity First Republic Bank 0.29% 100 WELL UN Equity Welltower Inc -0.31% 101 FRT UN Equity Federal Realty Invt Trust 0.48% 101 HD UN Equity Home Depot Inc -1.22% 102 FTNT UW Equity Fortinet Inc 0.53% 102 HLT UN Equity HILTON WORLDWIDE HLDGS INC COM -0.33% 103 FTV UN Equity Fortive Corp 0.21% 103 HON UW Equity Honeywell Intl Inc -0.79% 104 IR UN Equity Gardner Denver Holdings Inc 0.16% 104 HPE UN Equity HEWLETT PACKARD ENTERPRIS -0.04% 105 GIS UN Equity General Mills Inc 0.02% 105 HPQ UN Equity Hewlett-Packard Co -0.21% 106 GNRC UN Equity Generac Holdings Inc 0.46% 106 LHX UN Equity Harris Corp -0.21% 107 GPC UN Equity Genuine Parts Co 0.23% 107 HUM UN Equity Humana Inc -0.14% 108 GPS UN Equity Gap Inc 0.33% 108 IBM UN Equity Intl Business Machines Corp -0.76% 109 GRMN UW Equity Garmin Ltd 0.19% 109 ICE UN Equity IntercontinentalExchange -0.10% 110 GWW UN Equity WW GRAINGER INC 0.17% 110 IFF UN Equity Intl Flavors & Fragrances -0.27% 111 HAL UN Equity Halliburton Co 0.20% 111 ILMN UW Equity Illumina Inc -0.10% 112 HAS UW Equity Hasbro Inc 0.24% 112 INTC UW Equity