Relationships Role Relationship Start Relationship End
Morgan Stanley Smith Barney Holdings Llc Parent 8/1/2009
Citigroup Global Markets Holdings Inc. Parent 9/30/1999 7/31/2009
Managed Futures Premier Energy Fund L.P. Subsidary 9/30/1999
Potomac Futures Fund L.P. Subsidary 4/1/2001
Westport Futures Fund L.P. Subsidary 9/30/1999
Global Diversified Futures Fund L.P. Subsidary 9/30/1999
Orion Futures Fund L.P. Subsidary 9/30/1999
Diversified 2000 Futures Fund L.P. Subsidary 9/30/1999
Managed Futures Premier Energy Fund L.P. Ii Subsidary 7/1/2002
Tactical Diversified Futures Fund L.P. Subsidary 5/1/2003
Managed Futures Premier Aventis Ii L.P. Subsidary 9/6/2005
Cmf Graham Capital Master Fund L.P. Subsidary 4/1/2006
Cmf Campbell Master Fund L.P. Subsidary 1/1/2005
Emerging Cta Portfolio L.P. Subsidary 8/5/2004
Cmf Winton Master L.P. Subsidary 11/1/2004
Cmf Aspect Master Fund L.P. Subsidary 3/1/2005
Institutional Futures Portfolio L.P. Subsidary 8/1/2009
Cmf Willowbridge Master Fund L.P. Subsidary 7/1/2005
Managed Futures Premier Abingdon L.P. Subsidary 11/1/2005
Commodity Advisors Fund L.P. Subsidary 1/30/2006
Morgan Stanley Smith Barney Boronia I, Llc Subsidary 12/1/2010
Morgan Stanley Smith Barney Tt Ii, Llc Subsidary 12/1/2010
Morgan Stanley Smith Barney Aspect I, Llc Subsidary 12/1/2010
Meritage Futures Fund L.P. Subsidary 12/1/2010
Lv Futures Fund L.P. Subsidary 12/1/2010
Polaris Futures Fund L.P. Subsidary 12/1/2010
Morgan Stanley Smith Barney Charter Campbell L.P. Subsidary 12/1/2010
Global Futures Fund Ltd. Subsidary 5/31/2009
Morgan Stanley Smith Barney Spectrum Select L.P. Subsidary 12/1/2010
Morgan Stanley Smith Barney Charter Aspect, L.P. Subsidary 12/1/2010
Morgan Stanley Smith Barney Spectrum Strategic L.P. Subsidary 12/1/2010
Morgan Stanley Smith Barney Spectrum Technical L.P. Subsidary 12/1/2010
Managed Futures Premier Graham L.P. Subsidary 12/1/2010
Morgan Stanley Smith Barney Charter Wnt, L.P. Subsidary 12/1/2010
Managed Futures Strategic Alternatives, L.P. Subsidary 12/1/2010
Ceres Tactical Currency L.P. Subsidary 12/1/2010
Managed Futures Premier Macro L.P. Subsidary 8/23/2010
Pgr Master Fund L.P. Subsidary 10/20/2010
Mb Master Fund L.P. Subsidary 4/21/2011
Morgan Stanley Managed Futures Custom Solutions Fund Lp Subsidary 6/4/2013
Rabar Master Fund L.P. Subsidary 6/4/2013
Cambridge Master Fund L.P. Subsidary 6/5/2013
Secor Master Fund L.P. Subsidary 7/19/2013
Global Futures Fund Subsidary 5/31/2009
Je Moody Master Fund Lp Subsidary 12/21/2010 9/30/2016
Morgan Stanley Smith Barney Augustus I, Llc Subsidary 12/1/2010 7/31/2016
Cmf Altis Partners Master Fund L.P. Subsidary 11/1/2005 6/30/2016
Morgan Stanley Smith Barney Altis I, Llc Subsidary 12/1/2010 6/30/2016
Morgan Stanley Smith Barney Bhm I, Llc Subsidary 12/1/2010 1/31/2016
Fairfield Futures Fund L.P. Subsidary 6/5/2002 11/17/2015
Fairfield Futures Fund L.P. Ii Subsidary 3/15/2004 11/17/2015
Aaa Master Fund Llc Subsidary 8/17/2001 11/5/2015
Cmf Eckhardt Master Fund L.P. Subsidary 2/13/2008 10/26/2015
Cmf Winton Feeder Fund I L.P. Subsidary 5/31/2009 10/23/2015
300 North Capital Master Fund L.P. Subsidary 2/11/2013 10/12/2015
Kr Master Fund L.P. Subsidary 4/21/2011 10/10/2015
Pgm Master Fund L.P. Subsidary 8/6/2014 10/9/2015
Managed Futures Premier Aventis L.P. Subsidary 12/31/2012 10/8/2015
Diversified Multi-Advisor Futures Fund L.P. Ii Subsidary 9/30/1999 9/30/2015
Blackwater Master Fund L.P. Subsidary 10/20/2010 9/30/2015
Aaa Arc Energy Feeder Fund L.P. Subsidary 4/1/2012 9/28/2015
Morgan Stanley Smith Barney Rotella I, Llc Subsidary 12/1/2010 9/23/2015
Managed Futures Premier Warrington L.P. Subsidary 2/21/2006 3/31/2015
Tidewater Futures Fund L.P. Subsidary 4/1/2001 3/26/2015
Morgan Stanley Smith Barney Spectrum Global Balanced L.P. Subsidary 12/1/2010 12/31/2014
Cmf Drury Capital Master Fund L.P. Subsidary 8/1/2005 11/4/2014
Morgan Stanley Smith Barney Kaiser I, Llc Subsidary 12/1/2010 10/8/2014
Morgan Stanley Smith Barney Wnt I, Llc Subsidary 12/1/2010 9/10/2014
Principle Master Fund L.P. Subsidary 2/11/2013 7/31/2014
Cta Capital Llc Subsidary 8/1/2001 3/27/2014
Cmf Cirrus Master Fund L.P. Subsidary 12/21/2010 1/17/2014
Diversified Multi-Advisor Futures Fund L.P. Subsidary 9/30/1999 12/31/2013
Managed Futures Premier Rotterdam L.P. Subsidary 7/15/2011 12/31/2013
Managed Futures Premier Altis L.P. Subsidary 7/26/2011 12/31/2013
Waypoint Master Fund L.P. Subsidary 2/19/2010 11/30/2013
Morgan Stanley Smith Barney Campbell I, Llc Subsidary 12/1/2010 11/5/2013
Morgan Stanley Smith Barney Ahl I, Llc Subsidary 4/13/2011 10/31/2013
Orion Futures Fund (Cayman) Ltd Subsidary 5/31/2009 6/30/2013
Morgan Stanley Smith Barney Chesapeake Diversified I, Llc Subsidary 12/1/2010 6/30/2013
Jwh Master Fund Llc Subsidary 10/16/2000 5/17/2013
Managed Futures Premier Man-Ahl L.P. Subsidary 7/26/2011 4/2/2013
Morgan Stanley Smith Barney Chesapeake Diversified Plus L.P. Subsidary 12/1/2010 4/1/2013
Morgan Stanley Smith Barney Glc I, Llc Subsidary 12/1/2010 2/28/2013
Cmf Sandridge Master Fund L.P. Subsidary 12/1/2005 1/31/2013
Cmf Capital Fund Management Master Fund L.P. Subsidary 8/1/2005 12/31/2012
Flintlock Master Fund Lp Subsidary 4/21/2011 10/31/2012
Morgan Stanley Smith Barney Dkr Fusion I, Llc Subsidary 12/1/2010 8/31/2011
Cmf Sasco Master Fund L.P. Subsidary 5/31/2009 5/31/2011
Cmf Avant Master Fund L.P. Subsidary 3/1/2006 12/31/2010
Morgan Stanley Smith Barney Jwh Futures Fund L.P. Subsidary 10/1/2010 10/31/2010
Cmf Sandridge Feeder (Cayman) Ltd. Subsidary 5/31/2009 6/30/2010
Cmf Winton Feeder Fund I L.P. Subsidary 11/1/2004 5/30/2009
Smith Barney Mid-West Futures Fund Lp Ii Subsidary 9/30/1999 4/29/2008
Shearson Mid-West Futures Fund Subsidary 6/30/2007 4/29/2008
Smith Barney Global Markets Futures Fund L.P. Subsidary 9/30/1999 4/29/2008
Shearson Select Advisors Futures Fund L.P. Subsidary 9/30/1999 4/28/2008
Hutton Investors Futures Fund, L.P. Ii Subsidary 9/30/1999 4/28/2008
Shearson Mid-West Futures Fund Subsidary 9/30/1999 6/29/2007
Salomon Smith Barney Equity Plus Futures Fund L.P. Subsidary 10/24/2000 10/26/2004
Smith Barney Principal Plus Futures Fund L.P. Ii Subsidary 9/30/1999 11/17/2003
Smith Barney Principal Plus Futures Fund Lp Subsidary 9/30/1999 7/9/2003
Salomon Smith Barney Riverton Futures Fund L.P. Subsidary 4/1/2001 12/18/2002
Smith Barney International Advisors Currency Fund L.P. Subsidary 9/30/1999 10/31/2001
Sb/Michigan Futures Fund L.P. Subsidary 9/30/1999 5/26/2000
F-1000 Futures Fund L.P., Michigan Series I Subsidary 9/30/1999 5/26/2000
F-1000 Futures Fund L.P., Michigan Series Ii Subsidary 9/30/1999 5/26/2000
Smith Barney Great Lakes Futures Fund L.P. Subsidary 9/30/1999 12/30/1999
Acquisitions & Mergers Role Assets Acct Method Type Transaction Date
Demeter Management Llc Seller Discontinued 12/1/2010
Smith Barney Futures Management Inc. Seller Discontinued 9/30/1999