* Other schedules required by Form 5500 which are not applicable have been omitted
Report of Independent Registered Public Accounting Firm
To the Plan Participants and Plan Administrator Citi Retirement Savings Plan for Puerto Rico:
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of the Citi Retirement Savings Plan for Puerto Rico (the Plan) as of December 31, 2022 and 2021, the related statements of changes in net assets available for benefits for the years then ended, and the related notes (collectively, the financial statements). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2022 and 2021, and the changes in net assets available for benefits for the years then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
1
Accompanying Supplemental Information
The Schedule H, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2022, has been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information, is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ KPMG LLP
We have served as the Plan's auditor since 2001.
New York, New York
June 21, 2023
2
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Statements of Net Assets Available for Benefits
December 31, 2022 and 2021
2022
2021
Assets:
Investments, at fair value
$
41,373,127
$
50,100,182
Investments in fully benefit-responsive investment contracts, at contract value
2,029,708
1,622,570
Total investments
$
43,402,835
$
51,722,752
Receivables:
Employer contributions
899,905
1,169,311
Interest and dividends
16,451
15,142
Receivable for securities sold
8,926
2,679
Participant contributions
93
—
Participant loans
811,238
1,046,211
Total receivables
$
1,736,613
$
2,233,343
Total assets
$
45,139,448
$
53,956,095
Liabilities:
Payable for securities purchased
$
6,069
$
2,495
Other investment liabilities
33,626
4,857
Payable for trustee, administrative fees and other
11,351
11,703
Total liabilities
$
51,046
$
19,055
Net assets available for benefits
$
45,088,402
$
53,937,040
See accompanying notes to financial statements.
3
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Statements of Changes in Net Assets Available for Benefits
Years Ended December 31, 2022 and 2021
2022
2021
Additions to net assets attributable to:
Investment (loss) income:
Dividends
$
90,403
$
119,104
Interest
58,434
56,113
Net (depreciation) appreciation in fair value of investments
(8,183,762)
6,607,977
Net investment (loss) income
$
(8,034,925)
$
6,783,194
Interest income on loans receivable from participants
$
50,431
$
55,757
Contributions:
Employer
$
899,905
$
1,169,311
Participants
1,086,472
1,399,045
Total contributions
$
1,986,377
$
2,568,356
Total (reductions) additions to net assets
$
(5,998,117)
$
9,407,307
Deductions from net assets attributable to:
Distributions to participants
$
2,805,599
$
3,789,441
Trustee and administrative expenses
44,922
49,766
Dividends paid directly to participants
—
43,625
Total deductions from net assets
$
2,850,521
$
3,882,832
Net (decrease) increase
$
(8,848,638)
$
5,524,475
Net assets available for benefits at:
Beginning of year
53,937,040
48,412,565
End of year
$
45,088,402
$
53,937,040
See accompanying notes to financial statements.
4
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
(1)Description of the Plan
The following brief description of the Citi Retirement Savings Plan for Puerto Rico (the Plan) is provided for general information purposes only. Participants should refer to the Plan's Summary Plan Description and legal plan document for a more complete description of the Plan.
(a) General
The Plan was established in 2001 and is a defined contribution plan designed to encourage savings on the part of eligible employees. The Plan covers eligible employees of Citibank, N.A., a subsidiary of Citigroup Inc. (the Company), and its affiliates who primarily reside and work in Puerto Rico. Citibank, N.A. is the Plan Sponsor. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA), and the Puerto Rico Internal Revenue Code of 2011, as amended (PRIRC). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations. The Plan provides for participant-directed accounts, which permits a participant or beneficiary to exercise control over the assets in the account and make investment decisions. As a result, the Plan's fiduciaries may be released from liability for any losses that result from the participant's or beneficiary's individual investment decisions.
Banco Popular de Puerto Rico (Banco Popular) is the trustee of the Plan. Bank of New York Mellon is the custodian of the Plan. The Plan is administered by Alight Solutions Inc., a third‑party administrator.
(b) Eligibility
Eligible employees generally include employees performing services for the Company and employees of participating subsidiaries, who are considered bona fide residents of Puerto Rico or who perform services primarily in Puerto Rico, as defined in the Plan document.
Effective January 1, 2021, full-time and part-time employees are eligible to participate on the first day of the first pay period after the participant becomes an employee of the Company.
(c) Employee Contributions
Eligible employees may defer on a before-tax basis through payroll deductions up to 50% (in 1% increments) of their eligible pay subject to certain legal limitations. Eligible pay generally includes base salary, overtime, commissions, shift differential pay, and periodic incentive bonuses. The minimum annual eligible pay does not exceed the applicable limits permitted by the PRIRC.
Newly hired and rehired eligible employees are automatically enrolled in the Plan at a 6% before-tax contribution rate unless they otherwise enroll themselves or opt out of the Plan. Participants who are automatically enrolled in the Plan, but do not make an investment election, are invested in the Plan’s default investment, which is the Plan’s “target retirement date” fund consistent with the participant’s projected year of retirement. Further, unless the participant elects a different rate, for employees who are automatically enrolled, their contribution rate is automatically increased by 1% annually until they reach a before-tax contribution rate of 15% or reach the maximum statutory dollar contribution limit.
Participants who are age 50 or over by the end of the Plan year are permitted to make additional contributions up to 49% of their eligible pay, known as "catch-up" contributions, up to the applicable statutory limit. There is no automatic enrollment for catch‑up contributions.
5
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
(d) Employer Contributions
During 2022 and 2021, employer contributions consisted of three components: the Company matching contribution, fixed contribution, and transition contribution.
The Company matching contribution was equal to 100% of the participant’s before-tax contributions up to 6% of the participant’s eligible compensation (up to the annual compensation maximum set by the PRIRC) for eligible employees at all compensation levels. Company matching contributions did not exceed the lesser of the participant’s contribution or 6% of the participant’s eligible compensation up to the statutory limit. Catch‑up contributions are not subject to matching contributions. Participants must contribute to the Plan to receive Company matching contributions.
A fixed contribution of up to 2% of eligible pay is credited to the Plan accounts of eligible employees whose qualifying annual compensation, as defined in the Plan, is $100,000 or less.
An annual transition contribution is credited to the Plan accounts of certain employees who were eligible to receive benefits under the Plan, the Citigroup Pension Plan, and the Citigroup Ownership Program in 2007, prior to the Plans’ redesign. If an employee’s total benefit opportunity under the three programs was greater than his or her benefit opportunity under the Plan, an additional transition contribution is credited. Participants receiving this transition contribution generally have long service and must be continuously employed by the Company since December 31, 2006.
Matching, fixed, and transition contributions are invested in the same manner as a participant's contributions, or in the Plan's qualified default investment alternative in the absence of such an election.
At December 31, 2022 and 2021, the employer contribution receivable was $0.9 million and $1.20 million, respectively. Company contributions relating to 2022 and 2021 were received and credited to participant accounts during the first quarter of 2023 and 2022, respectively.
(e) Participant Accounts
The Plan maintains a separate account for each participant, to which contributions, expenses, and investment gains and losses are allocated.
Participants may elect to invest their account balance among the investment fund options offered under the Plan in whole increments of 1%.
A participant may elect to suspend or resume his or her contributions, subject to the Plan’s notice requirements. In addition, a participant may change the rate of his or her contributions, subject to the Plan’s notice requirements, and may elect to change the allocation of future contributions among the funds daily. A participant may also elect to transfer the value of his or her contributions in whole increments of 1% to other Plan investment funds, subject to certain restrictions.
Changes requested by participants are implemented as soon as administratively practicable, in accordance with the Plan document.
(f) Rollover and Transfer Contributions
The Plan accepts qualifying rollover contributions made by participants in cash from other Puerto Rico qualified plans. However, rollovers from an Individual Retirement Account (IRA) are not permitted under Puerto Rico law. Transfers or rollovers to the Plan may only be made with the
6
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
approval of the Plan’s management and do not affect any other contributions made by or on behalf of a participant.
There are no rollover contributions into the Plan in 2022 and 2021.
(g) Investment Options
Plan assets are held in a trust fund and are invested in the investment options offered under the Plan at the direction of Plan participants, in accordance with the Plan document.
Subject to certain restrictions, Plan participants may move a portion or all of their account balances among the Plan’s investment options through a fund transfer, reallocation, or rebalance, generally not more frequently than once every seven calendar days.
Restrictions are subject to change at any time depending on generally applicable Plan rules or the requirements of the funds.
To the extent required by the compliance procedures of a mutual fund to ensure the fund’s adherence to the market timing rules mandated by the Securities and Exchange Commission and upon request by a mutual fund, the Plan may provide reports to the fund detailing Plan participants’ trading activity in that particular fund. The Company also may restrict the ability of certain Plan participants to invest in or divest from the Citigroup Common Stock Fund.
In general, no investment-related transaction costs are associated with the Plan, though the funds have the right to impose redemption fees, should they decide to do so.
The Plan does not directly participate in securities lending programs; however, there are investment funds that engage in securities lending which are available to Plan participants. The investment manager for an investment option determines the terms of, and the extent to which, securities lending is used. Engaging in securities lending is intended to benefit Plan participants investing in such investment offering.
(h) Vesting
The rights of a participant to his or her own contributions, matching contributions, and any earnings thereon are at all times fully vested and non-forfeitable.
Company fixed and transition contributions, as described in note 1(d), vest according to the following schedule:
•Upon completion of three years of service, any fixed and/or transition contributions made on a participant’s behalf will be immediately vested;
• If a participant reaches age 55, dies, or becomes disabled while in service;
• In the case of a full or partial termination of the Plan or complete discontinuance of contributions under the Plan.
Once a participant is vested in his or her Company contributions, those contributions are available for distribution or rollover once he or she leaves the Company or is otherwise eligible to take a distribution, as more fully described in notes 1(k) and (l).
7
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
(i) Forfeited Accounts
Forfeitures may be used to offset expenses of the Plan. During 2022 and 2021, $1,083 and $41, respectively, of forfeitures were used to offset Plan expenses. As of December 31, 2022 and 2021, unallocated forfeitures were $1,539 and $1,104, respectively.
(j) Loans Receivable from Participants
Subject to the Plan’s provisions and the requirements contained within ERISA and PRIRC, participants may apply for up to two loans from the Plan at a fixed annual interest rate equal to the prime rate, as published in The Wall Street Journal for the fifteenth business day of the month in which the loan application is initiated, plus 1%. Loans may be made for a minimum amount of $1,000, the maximum of which would be the lesser of 50% of the participant’s vested account balance or $50,000, less the highest outstanding loan balance in the previous twelve months. Loans receivable from participants as of December 31, 2022 and 2021 bore interest rates from 4.25% to 8.00% and 4.25% to 6.50%, respectively. Loan terms range from 1 to 5 years for general purpose loans or up to 20 years for the purchase of a primary residence.
Loans receivable from participants are valued at unpaid principal plus any accrued but unpaid interest.
Each loan is secured through the vested balance in the participant’s Plan account. If a participant defaults on his or her loan by failing to make timely repayments, the outstanding principal and interest due on the loan is treated as a deemed distribution and reported as a taxable distribution to the participant as soon as administratively practicable in the year of default. If the participant has an outstanding loan and takes a distribution of his or her Plan benefit, the outstanding principal and interest due on the loan is deducted from the account balance before an amount is distributed to the participant.
A participant applying for a loan through the Plan will be charged a $50 loan application fee. The loan application fee is nonrefundable and will be used to offset the administrative expenses associated with the loan. The fee will be deducted from the participant’s Plan account at the time his or her loan request is processed.
(k) Withdrawals
Prior to termination of employment, a participant may withdraw, subject to the Plan’s notice requirements, all or a portion of the vested value of his or her participant account if the participant has attained age 59½ or becomes totally and permanently disabled, or a certain portion of the value of his or her participant account in the event of demonstrated financial hardship, subject to the Plan’s provisions. Withdrawals to which a participant is entitled are the amounts that can be provided by the contributions and income thereon (including net realized and unrealized investment gains and losses) allocated to each participant’s account, less allocated expenses. Withdrawals from the Citigroup Common Stock Fund may be paid in either shares of common stock or cash at the discretion of the participant, with the exception of a hardship withdrawal, which must be paid in cash. Fractional shares and withdrawals from other funds are paid in cash.
(l) Distributions
A participant, after leaving the Company, can have the total of his or her vested account distributed in accordance with the provisions of the Plan.
8
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
If the value of a participant’s account equals or exceeds $5,000, the participant may elect to defer the commencement of his or her distribution until his or her normal retirement age, age 65, or may request a distribution at any time in the form of a lump‑sum payment or installments. The value of this distribution will be based on the value of the participant’s vested account at the valuation date that coincides with the distribution, to the extent administratively practicable. If the value of a participant’s account is less than $5,000, the Plan will distribute the participant’s account upon termination of employment.
Distributions to which a participant is entitled are the vested amounts that can be provided by the contributions and income thereon (including net realized and unrealized investment gains and losses) allocated to each participant’s account, less allocated expenses. Fractional shares and distributions from other funds are paid in cash.
(2) Summary of Significant Accounting Policies
(a) Basis of Accounting
The accompanying financial statements have been prepared under the accrual basis of accounting and displayed in U.S. dollars.
(b) Use of Estimates
The preparation of the financial statements in conformity with U.S. generally accepted accounting principles (GAAP) requires the Plan’s management to make estimates and assumptions that affect the reported amounts of assets and liabilities, changes therein, and disclosure of contingent assets and liabilities at the date the financial statements are prepared. Actual results could differ from those estimates and assumptions. Significant estimates inherent in the preparation of the financial statements include the fair value of investments.
(c) Investment Valuation and Income Recognition
Investments held by the Plan are generally stated at fair value with the exception of fully benefit-responsive investment contracts, which according to GAAP are stated at contract value.
Equity investments traded on national securities exchanges are valued at their closing market prices. When no trades are reported, they are valued at the most recent reported sale price on the last business day of the year; securities traded in the over the counter market are valued at their last sale or bid price. This includes U.S. and non-U.S. equities in separately managed accounts, and the Citigroup Common Stock Fund.
Mutual funds are valued at the net asset value (NAV) as reported by the underlying fund or its agent. Exchange-traded funds are valued at their last sale price.
Collective trust funds are determined to have readily determinable fair values and valued based on NAV. Participant‑directed redemptions from these collective trust funds generally can be made daily, subject to a Plan imposed 7‑day minimum holding period on investments (other than BNY Mellon Stable Value Fund related investments, which have a longer holding period).
Purchases and sales of investments are recorded on a trade-date basis. Securities purchased or sold near year-end may result in payments on these securities not being made or received until after the Plan’s year-end. The amounts of such payments are recorded as payables or receivables as of year-end in the statements of net assets available for benefits. Interest income is recorded as earned on the accrual basis. Dividend income is recorded on the ex-dividend date.
9
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
Pending foreign exchange purchases are marked to market based upon year-end forward exchange rates.
(d) Fair Value of Other Assets and Liabilities
The carrying value of other assets and liabilities approximates fair value because of the short-term nature of these items.
(e) Payment of Benefits
Benefits are recorded when paid.
(3) Guaranteed Investment Contracts (GIC)
The Plan’s BNY Mellon Stable Value Fund (Fund) is a custom investment vehicle that invests in fully benefit‑responsive investment contracts, which are synthetic GICs issued by insurance companies.
The Plan’s GICs consist of the underlying investments, which are fixed-income securities owned directly by the Plan and “wrapper” contracts purchased from the insurance companies. The wrapper contracts guarantee full payment of principal and interest and provide an interest crediting rate of not less than zero. The wrapper contracts amortize the realized and unrealized gains and losses on the underlying fixed income investments over the duration of the investments, through adjustments to the future interest crediting rate. These investments are credited with earnings on the underlying investments and charged for participant withdrawals and administrative expenses. Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value.
There are no reserves against contract value for credit risk of the contract issuers or otherwise.
An investment contract is considered fully benefit‑responsive if all of the following criteria are met:
• The investment contract is between the Fund and the issuer and the contract cannot be sold or assigned.
• The contract issuer must be obligated to repay principal and interest to participants in the Fund or provide prospective crediting rate adjustments that cannot result in an interest crediting rate less than zero.
• All permitted participant‑initiated transactions occur at contract value, without limitations.
• An event that limits the ability of the participant to transact at contract value is not probable.
• The Fund must allow participants reasonable access to their funds.
The Plan’s management has concluded that the GICs are fully benefit‑responsive investment contracts and has reported such contracts at contract value as shown in the table below:
2022
2021
Synthetic GICs
$
2,029,708
$
1,622,570
In addition, the Fund owns units of the Bank of New York Mellon Short‑Term Investment Fund, which serves as the Fund’s short‑term liquidity vehicle, included in the fair value hierarchy table in cash equivalents and short-term investments.
10
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
(4) Fair Value Measurements
FASB Accounting Standards Codification (ASC) 820, Fair Value Measurement, provides a framework for measuring fair value, which provides a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are described below:
• Level 1 – Quoted prices for identical instruments in active markets.
• Level 2 – Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model‑derived valuations in which all significant inputs and significant value drivers are observable in active markets.
• Level 3 – Valuations derived from valuation techniques in which one or more significant inputs or significant value drivers are unobservable.
This hierarchy requires the Plan’s management to use observable market data, when available, and to minimize the use of unobservable inputs when determining fair value. As required by ASC 820, assets are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
The methods described above may produce a fair value measurement that may not be indicative of net realizable value or reflective of future fair values. Furthermore, while the Plan believes its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in a different fair value measurement at the reporting date.
The table below categorizes the Plan’s investments by level within the fair value hierarchy as of December 31, 2022.
December 31, 2022
Level 1
Level 2
Total
Investments, at fair value:
Cash equivalents and short-term investments
$
43,567
$
564,296
$
607,863
Collective trust funds
—
35,012,040
35,012,040
U.S. equities
1,379,381
—
1,379,381
Non-U.S. equities
1,445,140
—
1,445,140
Non-U.S. corporate bonds
—
3,831
3,831
Mutual funds and other registered investment companies
2,924,872
—
2,924,872
Investments, at fair value
$
5,792,960
$
35,580,167
$
41,373,127
Other investment liabilities
$
—
$
(33,626)
$
(33,626)
11
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
The table below categorizes the Plan’s investments by level within the fair value hierarchy as of December 31, 2021.
December 31, 2021
Level 1
Level 2
Total
Investments, at fair value:
Cash equivalents and short-term investments
$
64
$
111,098
$
111,162
Collective trust funds
—
43,027,953
43,027,953
U.S. equities
2,136,776
—
2,136,776
Non-U.S. equities
2,020,794
—
2,020,794
Mutual funds and other registered investment companies
2,803,497
—
2,803,497
Investments, at fair value
$
6,961,131
$
43,139,051
$
50,100,182
Other investment liabilities
$
(2,110)
$
(2,747)
$
(4,857)
There were no transfers or reclassifications of investments between levels within the fair value hierarchy during the years ended December 31, 2022 and 2021, and there were no changes in valuation methodologies used to measure the fair value of the Plan’s investments as of and for the years ended December 31, 2022 and 2021.
(5) Administrative Expenses
Plan provisions allow for administrative expenses, including, but not limited to, audit fees, custodial and trustee fees, investment manager fees, and recordkeeping fees to be paid by the Plan and allocated to participant accounts. Expenses related to monthly investment service fees and loan fees are charged to participants’ investment balances and are reflected in the value of their participant accounts. These expenses are reported in trustee and administrative expenses in the statements of net assets available for benefits, or if paid by the investment funds, are included in net appreciation (depreciation) in fair value of investments.
Any expenses not borne by the Plan are paid by the Company.
(6) Risks and Uncertainties
The Plan invests in a variety of investment securities. Investment securities, in general, are exposed to various risks, such as interest rate, credit, foreign exchange, and overall market volatility risk. Due to the level of risk associated with certain investment securities, it is reasonable to expect that changes in the values of investment securities will occur in the near term and that such changes could materially affect participant account balances and the net assets available for plan benefits.
The Plan’s exposure to a concentration of credit risk is limited by the diversification of investments across participant‑directed fund elections. Additionally, the investments within each investment fund option are further diversified into varied financial instruments, with the exception of the Citigroup Common Stock Fund, which primarily invests in the securities of a single issuer. At December 31, 2022 and 2021, approximately 2% and 3% of the Plan’s total investments were invested in Citigroup common stock, respectively.
12
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
Plan investments include a variety of investments that may directly or indirectly invest in securities with contractual cash flows. The value, liquidity, and related income of these securities are sensitive to changes in economic conditions and may be adversely affected by shifts in the market’s perception of the issuers and changes in interest rates.
(7) Party‑in‑Interest Transactions
Certain Plan investments are units of the Citigroup Common Stock Fund, which consists of common stock issued by the Company. The Plan’s investment in the Citigroup Common Stock Fund was $0.9 million and $1.3 million at December 31, 2022 and 2021, respectively.
The Plan held no direct investments through other investment options in the Company’s common stock at December 31, 2022 and 2021. However, certain of the collective trust funds and mutual funds may have invested in Citigroup common stock if consistent with the fund's objective. In 2022 and 2021, the Company paid $44,230 and $43,625, respectively, to the participants for dividends on common stocks held directly.
At December 31, 2022 and 2021, the Plan held $564,296 and $103,516, respectively, of the Bank of New York Mellon Short-Term Investment Fund. At December 31, 2022 and 2021, the Plan also held through its investment in synthetic GICs valued at $997 and $916, respectively, of Bank of New York Mellon corporate bonds and the Bank of New York Mellon Short-Term Investment Fund.
These transactions qualify as exempt party‑in‑interest transactions.
(8) Tax Status
The Puerto Rico Department of Treasury (PR Treasury) has determined and informed the Plan by a letter dated September 12, 2014 that the Plan as amended and restated effective January 1, 2012 and related trust are established in accordance with applicable sections of the PRIRC and, therefore, qualify as exempt from taxes under Section 1165(a) of the PRIRC. By letters dated April 29, 2016, the PR Treasury determined and informed the Plan that Amendments 1, 2, and 3 to the Plan meet the applicable requirements of the PRIRC. By letter dated June 2, 2017, the PR Treasury determined and informed the Plan that Amendment 4 to the Plan and the amendment to the Trust Agreement meet the applicable requirements of the PRIRC. On February 5, 2018, the PR Treasury determined and informed the Plan that Amendment 5 to the Plan meets the applicable requirements of the PRIRC. On June 4, 2018, the PR Treasury determined and informed the Plan that Amendment 6 to the Plan meets the applicable requirements of the PRIRC. On July 11, 2019, the PR Treasury determined and informed the Plan that Amendment 7 to the Plan meets the applicable requirements of the PRIRC. On December 1, 2022, the Plan applied to the taxing authority for a determination that Amendment 8 to the Plan meets the applicable requirements of the PRIRC.
Although the Plan has been amended (Amendment 8) since receiving the above-referenced determination letters, the Plan's management and the Plan's legal counsel believe that the Plan, as amended, continues to be qualified as tax-exempt and continues to operate in compliance with the applicable requirements of the PRIRC. Therefore, no provision for income taxes is included in the Plan’s financial statements.
GAAP requires the Plan’s management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the Internal Revenue Service. The Plan's management has concluded that, as of December 31, 2022 and 2021, there are no uncertain positions taken or expected to be taken that would require recognition of a liability (or asset) or disclosure in the financial statements.
13
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2022 and 2021
The Plan is subject to audits by taxing jurisdictions; however, there are currently no audits for any open tax periods in progress. The Company believes the Plan is no longer subject to tax examination for years prior to 2019.
(9) Plan Termination
Although it has not expressed any intention to do so, the Plan Sponsor reserves the right under the Plan to amend or discontinue its contributions at any time and to amend or terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, either full or partial, all amounts credited to the impacted participants’ accounts will become 100% vested and, therefore, will not be subject to forfeiture.
(10) Subsequent Events
The Plan’s management evaluated subsequent events through the date on which the financial statements were issued and determined that, other than those disclosed throughout the financial statements, no additional disclosures were required.
(11) Reconciliation of Financial Statements to Form 5500
The following is a reconciliation of amounts reported in the financial statements to amounts reported on Form 5500 as of and for the years ended December 31, 2022 and 2021:
2022
2021
Net assets available for benefits per the financial statements
$
45,088,402
$
53,937,040
Adjustment from contract value to fair value for fully benefit-responsive investment contracts
(165,495)
20,469
Net assets available for benefits per Form 5500
$
44,922,907
$
53,957,509
Net (decrease) increase in net assets available for benefits per the financial statements
$
(8,848,638)
$
5,524,475
Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts
(20,469)
(75,325)
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts
(165,495)
20,469
Net (decrease) increase in net assets per Form 5500
$
(9,034,602)
$
5,469,619
14
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Cash equivalents and short-term investments:
Australian Dollar
$
3
Brazil Real
30
Canadian Dollar
29
Chinese Yuan Renminbi
42,648
Euro Currency Unit
32
Hong Kong Dollar
80
Indian Rupee
376
Japanese Yen
82
Mexican Peso
16
New Taiwan Dollar
148
New Zealand Dollar
5
Pound Sterling
25
South Korean Won
87
Swiss Franc
6
*
Collective Us Gov'T Stif 15
4.20%
564,296
Total cash equivalents and short-term investments
607,863
Collective trust funds:
Blackrock EAFE Equity Fund
93,653
4,422,094
Blackrock Emerg Mkts Fund
130,953
1,503,854
Blackrock Gbl Esg
10,662
146,580
Blackrock Lifepath 2025
4,814
109,858
Blackrock Lifepath 2030
14,423
371,798
Blackrock Lifepath 2035
27,276
688,004
Blackrock Lifepath 2040
71,224
2,017,809
Blackrock Lifepath 2045
67,172
1,805,274
Blackrock Lifepath 2050
49,679
1,107,088
Blackrock Lifepath 2055
10,382
300,877
Blackrock Lifepath 2060
1,738
29,328
Blackrock Lifepath Index Retirement Fund
7,525
168,356
Blackrock Roll Select Fund
15,434
214,244
Blackrock Russ 1000 G
240
10,061
Blackrock Russ 1000 Val
305
13,701
Blackrock Russell 2000 Fund
15,122
863,405
Blackrock Russell 3000 Fund
49,130
3,801,326
Blackrock S&P 400 Index
24,686
3,026,635
Blackrock S&P 500 Index
116,197
9,125,776
Blackrock US Debt Fund
135,982
4,241,149
Blackrock US Tips Fund
25,580
588,457
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
15
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Schroder Collective Invt Tr
24,581
$
321,518
Wellington Em Mkt Dt
14,754
134,848
Total collective trust funds
35,012,040
Mutual funds and other registered investment companies:
Blackrock Cash-Trsry-Inst
2,267,804
2,267,804
Blackrock Hi Yld Bnd Port-K
23,223
154,198
Blackrock Instl Trr Co N A Inv
163
1,924
Dimensional Emrg Mrkts Ii
13,519
215,081
Fidelity Adv Ttl Bnd-Z
2,297
21,402
Ishares Msci Eafe Small-Cap
17
955
Natixis Ls Core Pl Bnd-Y
1,872
21,461
Pgim High Yield-R6
16,979
77,083
Pimco Income Fund-Ins
1,037
10,730
T Rowe Pr Inst Hi Yld-Inst
20,956
154,234
Total mutual funds
2,924,872
Non U.S. Corporate Bonds:
HSBC Bank Plc
0%
7/20/2023
43
1,784
HSBC Bank Plc
0%
11/9/2023
129
2,047
Total Non-U.S. corporate bonds
3,831
Non-U.S. equities:
3I Group Plc
282
4,554
Aalberts Nv
7
267
Aarti Industries Ltd
12
55
Abb India Ltd
19
628
Abb Ltd
171
5,201
Abcam Plc
48
740
Absa Group Ltd
235
2,682
Abu Dhabi National Oil Co For
448
538
Academedia Ab
51
218
Accenture Plc
39
10,440
Accton Technology Corp
62
475
Adani Ports & Special Economic
59
583
Adesso Se
1
112
Adriatic Metals Plc
83
178
Advantech Co Ltd
66
708
Adyen Nv
6
8,180
Aedas Homes Sa
15
215
Affle India Ltd
18
240
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
16
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
African Rainbow Minerals Ltd
28
$
475
Aia Group Ltd
715
7,950
Aia Group Ltd
715
7,947
Aia Group Ltd
494
5,490
Aida Engineering Ltd
24
144
Aiful Corp
201
604
Air Arabia Pjsc
642
376
Air Liquide Sa
51
7,156
Air Liquide Sa
61
8,693
Airtac International Group
21
639
Airtel Africa Plc
235
316
Aixtron Se
5
158
Aj Bell Plc
41
179
Aker Solutions Asa
40
154
Akzo Nobel Nv
61
4,104
Alcon Inc
142
9,679
Alibaba Group Holding Ltd
606
6,695
Alibaba Group Holding Ltd
298
3,295
Alibaba Group Holding Ltd
867
9,580
Alibaba Group Holding Ltd
58
5,128
Alkermes Plc
9
222
Als Ltd
18
152
Altium Ltd
13
314
Altus Group Ltd
10
380
Amadeus Fire Ag
2
280
Amadeus It Group Sa
46
2,395
Amadeus It Group Sa
13
668
Americana Restaurants Internat
759
614
Amplifon Spa
39
1,164
Ams-Osram Ag
28
207
Andritz Ag
9
498
Anglo American Plc
126
4,897
Anglogold Ashanti Ltd
84
1,628
Anglogold Ashanti Ltd
82
1,599
Anhui Conch Cement Co Ltd
156
544
Anima Holding Spa
39
157
Anta Sports Products Ltd
82
1,071
Anta Sports Products Ltd
250
3,276
Aon Plc
28
8,266
Aon Plc
40
12,010
Apl Apollo Tubes Ltd
42
555
Apollo Hospitals Enterprise Lt
26
1,423
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
17
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Applus Services Sa
24
$
166
Arca Continental Sab De Cv
783
6,349
Arca Continental Sab De Cv
187
1,515
Arcadis Nv
13
505
Arcland Service Holdings Co Lt
21
340
Arco Platform Ltd
19
255
Arcticzymes Technologies Asa
25
182
Argo Graphics Inc
7
194
Ariston Holding Nv
31
323
Aritzia Inc
13
450
Aryzta Ag
243
290
Ascential Plc
304
738
Asiainfo Technologies Ltd
119
210
Asian Paints Ltd
28
1,042
Asics Corp
203
4,483
Askul Corp
32
416
Asm International Nv
23
5,762
Asml Holding Nv
9
4,753
Asml Holding Nv
15
8,023
Aspeed Technology Inc
9
491
Assured Guaranty Ltd
9
554
Astra International Tbk Pt
1,437
526
Astral Ltd
23
544
Astrazeneca Plc
76
10,196
Atlas Copco Ab
366
4,323
Atoss Software Ag
1
188
Ats Corporation
3
99
Atul Ltd
2
175
Auction Technology Group Plc
25
225
Austevoll Seafood Asa
25
221
Auto1 Group Se
8
71
Autohome Inc
115
3,508
Avanza Bank Holding Ab
20
439
Axalta Coating Systems Ltd
8
200
Axfood Ab
31
845
Axis Bank Ltd
79
4,490
Axis Capital Holdings Ltd
13
716
Azimut Holding Spa
36
809
B3 Sa - Brasil Bolsa Balcao
710
1,777
Bajaj Finance Ltd
39
3,078
Baltic Classifieds Group Plc
144
245
Banco Btg Pactual Sa
387
1,755
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
18
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Bandai Namco Holdings Inc
60
$
3,780
Bangkok Dusit Medical Services
2,772
2,341
Bank Central Asia Tbk Pt
13,582
7,459
Bank Mandiri Persero Tbk Pt
7,939
5,062
Bank Mandiri Persero Tbk Pt
1,343
857
Bank Of Chengdu Co Ltd
7
16
Bank Of Chengdu Co Ltd
686
1,510
Bank Of Ningbo Co Ltd
417
1,946
Bank Of Nt Butterfield & Son L
25
755
Bank Rakyat Indonesia Persero
13,446
4,267
Barclays Plc
1,351
2,576
Barrick Gold Corp
260
4,474
Bawag Group Ag
20
1,045
Baycurrent Consulting Inc
7
222
Bayer Ag
71
3,678
Bayer Ag
91
4,704
Bdo Unibank Inc
581
1,101
Beiersdorf Ag
52
5,953
Beijer Ref Ab
14
200
Bell System24 Holdings Inc
12
127
Bharat Electronics Ltd
545
658
Bid Corp Ltd
40
767
Bidvest Group Ltd/The
95
1,196
Big Yellow Group Plc
15
202
Biogaia Ab
25
200
Biohaven Ltd
2
30
Bml Inc
15
371
Boe Varitronix Ltd
141
268
Bolsa Mexicana De Valores Sab
71
138
Bossard Holding Ag
1
132
Bouvet Asa
17
101
Bp Plc
1,606
9,177
Bridgepoint Group Plc
67
154
Britannia Industries Ltd
15
758
Brp Inc
36
2,745
Bucher Industries Ag
1
544
Bumrungrad Hospital Pcl
175
1,072
Byd Co Ltd
88
2,162
Bytes Technology Group Plc
38
177
Cae Inc
14
273
Cairn Homes Plc
337
319
Canadian National Railway Co
43
5,111
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
19
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Canadian Pacific Railway Ltd
205
$
15,257
Cancom Se
10
287
Capgemini Se
16
2,634
Capgemini Se
39
6,542
Capitaland India Trust
332
280
Capitec Bank Holdings Ltd
15
1,607
Capri Holdings Ltd
5
270
Carel Industries Spa
30
754
Carlsberg As
37
4,883
Carlsberg As
21
2,805
Centrais Eletricas Brasileiras
109
896
Centrais Eletricas Brasileiras
557
4,441
Central Pattana Pcl
614
1,258
Central Retail Corp Pcl
606
809
Centrica Plc
335
389
Centuria Office Reit
137
143
Chacha Food Co Ltd
105
753
Chailease Holding Co Ltd
200
1,414
Charter Hall Group
114
922
Check Point Software Technolog
36
4,512
Chicony Power Technology Co Lt
81
192
China Longyuan Power Group Cor
2,643
3,231
China Overseas Property Holdin
245
255
China Resources Gas Group Ltd
113
422
China Resources Mixc Lifestyle
145
734
China Tourism Group Duty Free
168
5,214
Chroma Ate Inc
34
203
Chroma Ate Inc
66
389
Ci Financial Inc
21
206
Ci&T Inc
11
73
Cie Automotive Sa
10
255
Cie De Saint-Gobain
58
2,820
Cie Financiere Richemont Sa
45
5,799
Cie Financiere Richemont Sa
49
6,295
Cie Financiere Richemont Sa
25
3,241
Clicks Group Ltd
80
1,274
Coca-Cola Europacific Partners
124
6,868
Cochlear Ltd
3
450
Coface Sa
42
544
Cogeco Communications Inc
75
4,274
Compass Group Plc
181
4,181
Compass Group Plc
279
6,430
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
20
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Computacenter Plc
33
$
766
Contemporary Amperex Technolog
19
1,102
Continental Ag
42
2,496
Coor Service Management Holdin
30
183
Coronado Global Resources Inc
179
242
Corp Inmobiliaria Vesta Sab De
92
218
Credicorp Ltd
6
757
Credo Technology Group Holding
42
554
Crispr Therapeutics Ag
3
112
Croda International Plc
7
579
Csl Ltd
50
9,743
Cts Eventim Ag & Co Kgaa
12
784
Dabur India Ltd
92
622
Daewoo Engineering & Construct
61
203
Daihen Corp
11
321
Daikin Industries Ltd
30
4,542
Daiwabo Holdings Co Ltd
40
592
Dassault Syst Shs
50
1,772
Dbs Group Holdings Ltd
185
4,678
Dbs Group Holdings Ltd
176
4,443
Dechra Pharmaceuticals Plc
9
290
Definity Financial Corp
11
310
Denso Corp
60
2,971
Dentalcorp Holdings Ltd
29
191
Derwent London Plc
12
334
Descartes Sys Group Inc
10
682
Descartes Systems Group Inc/Th
5
358
Deutsche Boerse Ag
37
6,427
Devyani International Ltd
124
271
Dexerials Corp
22
425
Diageo Plc
118
5,176
Diagnosticos Da America Sa
278
723
Dic Corp
18
316
Dino Polska Sa
20
1,727
Diploma Plc
4
132
Disco Corp
24
6,978
Disco Corp
—
141
Dixon Technologies India Ltd
10
481
Dksh Holding Ag
7
504
Dmg Mori Co Ltd
39
515
Domino'S Pizza Group Plc
27
96
Dr Martens Plc
121
278
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
21
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Drax Group Plc
32
$
271
Ds Smith Plc
168
650
Dsv A/S
29
4,528
Dundee Precious Metals Inc
70
334
E.Sun Financial Holding Co Ltd
1,427
1,117
Edenred
5
284
Edita Food Industries Sae
15
36
Eguarantee Inc
8
157
Eiken Chemical Co Ltd
23
293
Electric Power Development Co
28
452
Elis Sa
19
282
Emaar Properties Pjsc
902
1,439
Emaar Properties Pjsc
3,865
6,167
Ememory Technology Inc
12
507
Encavis Ag
22
437
Enerplus Corp
36
637
Enghouse Systems Ltd
11
294
Engie Sa
334
4,770
Engie Sa
307
4,387
Eni Spa
267
3,781
Enn Energy Holdings Ltd
213
2,994
Equinor Asa
95
3,386
Ergomed Plc
16
245
Ermenegildo Zegna Nv
35
364
Esker Sa
2
259
Esr Group Ltd
2,005
4,209
Esr-Logos Reit
768
212
Essent Group Ltd
9
360
Essilorluxottica Sa
31
5,587
Eurofins Scientific Se
11
778
Europris Asa
68
474
Evertec Inc
3
92
Evolution Ab
89
8,667
Evotec Se
8
135
Evraz Plc
97
94
Experian Plc
310
10,501
Experian Plc
154
5,222
Fabrinet
3
373
Fd Technologies Plc
15
246
Ferguson Plc
22
2,717
Ferguson Plc
49
6,188
Ferrari Nv
51
10,869
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
22
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fine Organic Industries Ltd
7
$
499
Finecobank Banca Fineco Spa
42
688
First Abu Dhabi Bank Pjsc
351
1,634
First International Bank Of Is
17
668
Fisher & Paykel Healthcare Cor
36
518
Flatexdegiro Ag
54
365
Fluidra Sa
23
358
Formula Systems 1985 Ltd
3
220
Foshan Haitian Flavouring & Fo
4
40
Foshan Haitian Flavouring & Fo
91
1,043
Fresh Del Monte Produce Inc
14
372
Frontier Developments Plc
14
166
Fujikura Ltd
55
419
Fujimi Inc
6
262
Fujitec Co Ltd
1
16
Fukui Computer Holdings Inc
8
160
Fullcast Holdings Co Ltd
8
165
Funding Circle Holdings Plc
195
129
Future Corp
11
140
Fuyo General Lease Co Ltd
6
377
G-7 Holdings Inc
26
329
Galp Energia Sgps Sa
501
6,749
Galp Energia Sgps Sa
195
2,628
Geely Automobile Holdings Ltd
1,919
2,803
Genuit Group Plc
56
190
Genus Plc
12
431
Gestamp Automocion Sa
86
331
Getinge Ab
9
196
Gildan Activewear Inc
87
2,390
Globant Sa
6
1,020
Globant Sa
20
3,359
Goldcrest Co Ltd
10
133
Golden Agri-Resources Ltd
1,021
190
Goldwin Inc
3
230
Golfzon Co Ltd
2
220
Grange Resources Ltd
320
184
Greggs Plc
19
531
Grieg Seafood Asa
22
177
Grupo Aeroportuario Del Surest
1
215
Grupo Aeroportuario Del Surest
7
1,606
Grupo Financiero Banorte Sab D
586
4,218
Grupo Financiero Banorte Sab D
686
4,934
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
23
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Grupo Sbf Sa
84
$
203
Gujarat Fluorochemicals Ltd
13
486
Gunma Bank Ltd/The
109
417
Gvs Spa
29
124
H World Group Ltd
120
515
H. Lundbeck A/S
36
133
Haier Smart Home Co Ltd
132
449
Hansol Chemical Co Ltd
10
1,522
Hanwa Co Ltd
22
627
Hapvida Participacoes E Invest
2,643
2,543
Havells India Ltd
29
386
Hdfc Bank Ltd
24
1,637
Hdfc Bank Ltd
210
4,138
Hdfc Bank Ltd
128
8,738
Heineken Nv
23
2,179
Helen Of Troy Ltd
—
29
Helios Towers Plc
227
290
Hensoldt Ag
13
310
Herbalife Ltd
20
300
Hikari Tsushin Inc
3
450
Hilan Ltd
5
237
Hindustan Unilever Ltd
35
1,082
Hitachi Ltd
66
3,342
Hitachi Ltd
134
6,819
Horiba Ltd
5
235
Horizon Therapeutics Plc
3
334
Horizon Therapeutics Plc
25
2,814
Housing Development Finance Co
87
2,784
Howden Joinery Group Plc
121
819
Hoya Corp
38
3,618
Hoya Corp
42
3,998
Hsbc Bank Plc
3,030
2,407
Huaneng Lancang River Hydropow
9
9
Huaneng Lancang River Hydropow
1,188
1,127
Hypera Sa
211
1,806
Hypoport Se
1
78
Icici Bank Ltd
244
5,345
Icici Bank Ltd
377
8,241
Icici Bank Ltd
428
9,380
Icon Plc
27
5,148
Icon Plc
45
8,834
Idec Corp/Japan
15
331
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
24
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Idec Corp/Japan
9
$
195
Idom Inc
50
252
Idp Education Ltd
18
327
Ig Group Holdings Plc
72
673
Ihi Corp
9
254
Ihi Corp
23
668
Iluka Resources Ltd
93
604
Imcd Nv
4
580
Immunocore Holdings Plc
14
786
Impro Precision Industries Ltd
605
172
Inchcape Plc
35
345
Indivior Plc
14
312
Infineon Technologies Ag
178
5,402
Infocom Corp
18
298
Infosys Ltd
80
1,453
Ing Groep Nv
356
4,325
Ingenia Communities Group
266
805
Inmode Ltd
11
382
Intact Financial Corp
17
2,412
Integrated Diagnostics Holding
207
132
Integrated Diagnostics Holding
10
4
Intelbras Sa Industria De Tele
38
219
Intermediate Capital Group Plc
41
564
International Container Termin
331
1,188
International Game Technology
16
354
International Games System Co
17
242
Internet Initiative Japan Inc
33
615
Intershop Holding Ag
—
161
Intesa Sanpaolo Spa
1,706
3,784
Inwido Ab
18
194
Iph Ltd
55
322
Ipsos
5
282
Iqe Plc
722
431
Itau Unibanco Holding Sa
485
2,285
Janus Henderson Group Plc
42
978
Jcu Corp
10
235
Jd.Com Inc
136
3,847
Jd.Com Inc
48
1,367
Jd.Com Inc
76
4,266
Jk Cement Ltd
11
403
Jpm -Cw23 Beijing Orien
558
2,584
Jpm -Cw23 Ming Yang Sma
574
2,010
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
25
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Jpm -Cw23 Shandong Phar
596
$
2,414
Jpm Cw23 Sungrow Power
216
2,831
Jpm Struct.Prod.Bv Cert
509
2,303
Jpm Struct.Prod.Bv Lepw
309
2,282
Jpm-Cw23 Anhui Conch C
455
1,785
Jubilant Foodworks Ltd
16
102
Julius Baer Group Ltd
45
2,604
Jumbo Sa
8
138
Justsystems Corp
14
304
Jyp Entertainment Corp
15
825
Kajaria Ceramics Ltd
40
566
Kanamoto Co Ltd
17
292
Kanzhun Ltd
58
1,171
Kanzhun Ltd
85
1,733
Kasikornbank Pcl
127
542
Kb Financial Group Inc
154
5,924
Kbc Group Nv
36
2,305
Kei Industries Ltd
42
746
Kendrion Nv
5
87
Kerry Properties Ltd
141
307
Keyence Corp
21
8,349
Keywords Studios Plc
24
803
Kfc Holdings Japan Ltd
18
377
Kindred Group Plc
43
449
Knaus Tabbert Ag
5
153
Koito Manufacturing Co Ltd
105
1,589
Komeri Co Ltd
13
272
Koninklijke Bam Groep Nv
76
176
Koninklijke Dsm Nv
27
3,283
Kose Corp
25
2,737
Kotobuki Spirits Co Ltd
4
252
Kpit Technologies Ltd
78
662
Kubota Corp
161
2,210
Kureha Corp
6
337
Kweichow Moutai Co Ltd
19
4,643
Kyocera Corp
74
3,683
L&F Co Ltd
19
2,602
Laboratorios Farmaceuticos Rov
13
484
Laboratorios Farmaceuticos Rov
15
572
Lasertec Corp
38
6,336
Leeno Industrial Inc
6
787
Legrand Sa
35
2,797
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
26
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Li Ning Co Ltd
522
$
4,535
Li Ning Co Ltd
725
6,296
Li Ning Co Ltd
32
277
Li Ning Co Ltd
292
2,534
Linde Plc
20
6,420
Linde Plc
14
4,584
Linea Directa Aseguradora Sa C
116
128
Localiza Rent A Car Sa
102
1,024
Localiza Rent A Car Sa
—
1
Lojas Renner Sa
556
2,155
London Stock Exchange Group Pl
31
2,662
Lonza Group Ag
9
4,600
L'Oreal Sa
7
2,543
Lotes Co Ltd
44
1,177
Lvmh Moet Hennessy Louis Vuitt
13
9,071
Lvmh Moet Hennessy Louis Vuitt
11
8,208
Macrotech Developers Ltd
44
578
Majorel Group Luxembourg Sa
18
397
Makino Milling Machine Co Ltd
6
181
Man Group Plc/Jersey
329
847
Mapletree Industrial Trust
196
324
Marcopolo Sa
510
273
Marfrig Global Foods Sa
83
138
Masonite International Corp
2
191
Matsukiyococokara & Co
68
3,412
Matsukiyococokara & Co
19
927
Max Healthcare Institute Ltd
140
745
Mcmillan Shakespeare Ltd
12
112
Media Do Co Ltd
5
64
Mediatek Inc
152
3,087
Medical Data Vision Co Ltd
16
112
Mega Lifesciences Pcl
166
224
Melexis Nv
4
322
Merck Kgaa
36
6,985
Merck Kgaa
34
6,520
Metawater Co Ltd
17
204
Michelin (Cgde) Eur0.50
76
2,115
Minerva Sa/Brazil
47
114
Mitsubishi Shokuhin Co Ltd
9
211
Mitsui Mining & Smelting Co Lt
15
359
Mitsui-Soko Holdings Co Ltd
14
378
Modec Inc
21
221
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
27
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Molten Ventures Plc
90
$
384
Montana Aerospace Ag
21
323
Montea Nv
2
170
Morgan Advanced Materials Plc
86
325
Morgan Sindall Group Plc
18
333
Motherson Sumi Wiring India Lt
975
688
Mtu Aero Engines Ag
16
3,515
Mtu Aero Engines Ag
10
2,056
Multiplan Empreendimentos Imob
100
416
Musashi Seimitsu Industry Co L
28
337
Myt Netherlands Parent Bv
11
101
Nabors Industries Ltd
1
94
Nachi-Fujikoshi Corp
9
235
Nagarro Se
2
241
Nakanishi Inc
17
333
Nari Technology Co Ltd
203
712
National Energy Services Reuni
27
187
National Express Group Plc
128
201
Nestle India Ltd
3
676
Nestle Sa
82
9,473
Nestle Sa
103
11,903
Net One Systems Co Ltd
13
332
Netease Inc
140
2,055
Netease Inc
167
2,447
New Work Se
1
100
Nexity Sa
13
360
Nextage Co Ltd
30
576
Nifco Inc/Japan
11
248
Nippon Carbon Co Ltd
8
254
Nippon Ceramic Co Ltd
8
136
Nippon Gas Co Ltd
18
281
Nippon Seiki Co Ltd
32
188
Nippon Soda Co Ltd
17
559
Nipro Corp
57
446
Niterra Co Ltd
19
356
Nitto Boseki Co Ltd
6
85
Noevir Holdings Co Ltd
5
210
Nojima Corp
36
385
Nordea Bank Abp
445
4,774
Nova Ljubljanska Banka Dd
138
1,871
Novanta Inc
3
353
Novartis Ag
58
5,272
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
28
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Novo Nordisk A/S
105
$
14,147
Novo Nordisk A/S
62
8,342
Nrw Holdings Ltd
171
325
Nsk Ltd
28
148
Ntg Nordic Transport Group A/S
5
180
Obara Group Inc
15
418
Oberoi Realty Ltd
43
454
Ocado Group Plc
55
412
Oci Nv
11
410
Odfjell Drilling Ltd
66
177
Ohsho Food Service Corp
3
150
Okea Asa
90
311
Olink Holding Ab
12
303
Olink Holding Ab
—
7
Olink Holding Ab
10
258
Olympus Corp
312
5,570
Olympus Corp
216
3,854
Ooh!Media Ltd
201
175
Ordina Nv
75
309
Osaka Soda Co Ltd
12
335
Osg Corp
23
312
Osstem Implant Co Ltd
39
4,286
Oxford Nanopore Technologies P
51
153
Oz Minerals Ltd
18
340
Page Industries Ltd
1
550
Pagegroup Plc
95
528
Patria Investments Ltd
38
525
Pepco Group Nv
135
1,217
Pernod Ricard Sa
21
4,101
Pernod Ricard Sa
37
7,223
Pernod Ricard Sa
29
5,686
Perseus Mining Ltd
366
523
Persol Holdings Co Ltd
7
155
Petroleo Brasileiro Sa
165
1,757
Pharma Mar Sa
4
303
Phoenix Holdings Ltd/The
19
205
Pi Industries Ltd
16
646
Pidilite Industries Ltd
25
763
Ping An Insurance Group Co Of
679
4,495
Pirelli & C Spa
65
278
Plus500 Ltd
10
225
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
29
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Pm Struct.Prod.Bv Lepw
64
$
2,857
Polycab India Ltd
18
557
Polymetal International Plc
119
595
Polypeptide Group Ag
5
126
Popular Inc
11
709
Premier Investments Ltd
10
167
Prosus Nv
32
2,200
Prothena Corp Plc
2
146
Proya Cosmetics Co Ltd
64
1,545
Prudential Plc
333
4,513
Prudential Plc
198
2,683
Prudential Plc
188
2,550
Ptt Exploration & Production P
203
1,034
Qatar Gas Transport Co Ltd
464
466
Qatar Islamic Bank Saq
158
805
Qatar National Bank Qpsc
339
1,674
Qatar National Bank Qpsc
354
1,752
Qiagen Nv
64
3,213
Qifu Technology Inc
309
6,295
Qol Holdings Co Ltd
16
145
Raia Drogasil Sa
246
1,106
Randstad Nv
40
2,427
Reckitt Benckiser Group Plc
41
2,865
Reliance Industries Ltd
61
3,754
Reliance Industries Ltd
307
9,464
Reliance Industries Ltd
97
5,950
Relx Plc
300
8,254
Relx Plc
190
5,227
Renaissancere Holdings Ltd
2
280
Renew Energy Global Plc
266
1,465
Renew Holdings Plc
23
200
Renishaw Plc
5
203
Rentokil Initial Plc
8
258
Resilient Reit Ltd
70
221
Resorttrust Inc
39
701
Richelieu Hardware Ltd
7
173
Rightmove Plc
35
215
Rightmove Plc
74
453
Rio Tinto Plc
49
3,384
Roche Holding Ag
31
9,660
Rolls-Royce Holdings Plc
1,300
1,457
Rotork Plc
158
582
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
30
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Round One Corp
66
$
239
Rumo Sa
280
986
Rws Holdings Plc
75
339
Ryanair Holdings Plc
29
2,147
Ryanair Holdings Plc
45
3,395
Ryohin Keikaku Co Ltd
19
221
Safestore Holdings Plc
51
579
Sakata Inx Corp
46
368
Salik Co Pjsc
885
597
Samsung Biologics Co Ltd
2
1,276
Samsung Biologics Co Ltd
2
1,489
Samsung Electronics Co Ltd
183
8,012
Samsung Electronics Co Ltd
136
5,440
Samsung Electronics Co Ltd
182
7,954
Samsung Sdi Co Ltd
5
2,398
Samsung Sdi Co Ltd
2
1,146
Sandvik Ab
150
2,714
Sangetsu Corp
10
160
Sanki Engineering Co Ltd
13
151
Sankyu Inc
5
189
Sanofi
58
5,569
Sanwa Holdings Corp
21
191
Sap Se
58
5,995
Sapiens International Corp Nv
6
109
Sapiens International Corp Nv
15
282
Saras Spa
491
602
Saudi Tadawul Group Holding Co
4
209
Savills Plc
22
216
Schneider Electric Se
70
9,767
Schneider Electric Se
70
9,824
Schoeller-Bleckmann Oilfield E
4
225
Scout24 Se
4
186
Screen Holdings Co Ltd
8
527
Sega Sammy Holdings Inc
10
158
Sensirion Holding Ag
2
198
Serco Group Plc
320
599
Serica Energy Plc
40
139
Shandong Weigao Group Medical
309
508
Shell Plc
77
2,150
Sheng Siong Group Ltd
258
317
Shenzhen Inovance Technology C
55
551
Shenzhen Inovance Technology C
80
797
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
31
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Shin-Etsu Chemical Co Ltd
15
$
1,784
Shop Apotheke Europe Nv
8
372
Shopify Inc
12
426
Shoprite Holdings Ltd
116
1,542
Sika Ag
38
9,142
Sika Ag
12
2,789
Simplo Technology Co Ltd
29
273
Sinbon Electronics Co Ltd
117
1,045
Sitc International Holdings Co
93
207
Sk Hynix Inc
46
2,743
Skan Group Ag
1
65
Skc Co Ltd
17
1,158
Sky Perfect Jsat Holdings Inc
89
326
Smart Global Holdings Inc
14
208
Smartgroup Corp Ltd
96
331
Smc Corp
8
3,332
Sociedad Quimica Y Minera De C
10
782
Socionext Inc
6
243
Sonova Holding Ag
6
1,462
Sony Group Corp
55
4,161
Sophia Genetics Sa
15
31
Sophia Genetics Sa
17
36
Sparebank 1 Sr-Bank Asa
34
416
Spie Sa
27
712
Spie Sa
29
745
Spin Master Corp
16
393
Spirax-Sarco Engineering Plc
3
417
Srf Ltd
25
689
Ssab Ab
55
302
Stanley Electric Co Ltd
12
237
Star Micronics Co Ltd
32
398
Starts Corp Inc
21
420
Steadfast Group Ltd
49
183
Steris Plc
43
7,916
Steris Plc
1
223
Strabag Se
11
473
Subsea 7 Sa
9
109
Sumitomo Mitsui Financial Grou
138
5,556
Sumitomo Seika Chemicals Co Lt
7
227
Sun Frontier Fudousan Co Ltd
24
201
Sun Pharmaceutical Industries
127
1,537
Suncor Energy Inc
186
5,900
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
32
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Suncor Energy Inc
70
$
2,224
Sunny Optical Technology Group
193
2,302
Suzhou Maxwell Technologies Co
17
992
Swcc Corp
13
183
Syncona Ltd
108
234
Systena Corp
93
290
Taiheiyo Cement Corp
28
442
Taiwan Semiconductor Manufactu
122
9,110
Taiwan Semiconductor Manufactu
52
3,878
Taiwan Semiconductor Manufactu
161
12,010
Taiwan Semiconductor Manufactu
245
3,579
Taiwan Semiconductor Manufactu
1,047
15,280
Taiwan Semiconductor Manufactu
44
3,289
Taiyo Yuden Co Ltd
6
164
Takeuchi Manufacturing Co Ltd
13
299
Takuma Co Ltd
17
159
Tamron Co Ltd
18
404
Tata Consultancy Services Ltd
44
1,725
Tata Consumer Products Ltd
77
716
Tecan Group Ag
—
177
Technipfmc Plc
24
291
Telekom Austria Ag
39
240
Teleperformance
20
4,765
Telkom Indonesia Persero Tbk P
148
3,523
Tencent Holdings Ltd
90
3,865
Tencent Holdings Ltd
74
3,174
Tencent Holdings Ltd
77
3,297
Tencent Holdings Ltd
119
5,081
Tencent Holdings Ltd
52
2,183
Terumo Corp
120
3,396
Tesco Plc
992
2,675
Tessenderlo Group Sa
8
279
Tgs Asa
37
501
Thales Sa
42
5,332
Thomson Reuters Corp
57
6,530
Thule Group Ab
17
362
Tikehau Capital Sca
13
341
Tingyi Cayman Islands Holding
218
385
Titan Co Ltd
48
1,519
Tmx Group Ltd
36
3,629
Tokai Carbon Co Ltd
19
155
Tokyo Century Corp
9
313
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
33
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Tokyo Seimitsu Co Ltd
5
$
150
Tokyo Tatemono Co Ltd
31
379
Tokyo Tatemono Co Ltd
24
291
Tokyu Reit Inc
—
251
Topcon Corp
34
394
Toronto Dominion Bank
49
3,160
Totvs Sa
262
1,370
Toyo Tire Corp
30
336
Trainline Plc
135
446
Transcosmos Inc
21
511
Trelleborg Ab
11
258
Trent Ltd
60
982
Tsingtao Brewery Co Ltd
52
510
Tube Investments Of India Ltd
25
843
Ubs Group Ag
371
6,907
Unilever Plc
126
6,314
United Laboratories Internatio
326
205
United Tractors Tbk Pt
312
522
Uno Minda Ltd
160
1,008
Upl Ltd
118
1,020
Valmet Oyj
7
201
Van Lanschot Kempen Nv
11
250
Varun Beverages Ltd
98
1,571
Veidekke Asa
12
119
Verallia Sa
22
733
Victorian Plumbing Group Plc
84
77
Victrex Plc
17
334
Vinci Partners Investments Ltd
52
468
Vnet Group Inc
346
1,960
Voltronic Power Technology Cor
30
1,520
Vonovia Se
124
2,919
Wajax Corp
7
98
Wal-Mart De Mexico Sab De Cv
1,300
4,595
Wal-Mart De Mexico Sab De Cv
397
1,402
Waste Connections Inc
45
5,915
Watches Of Switzerland Group P
46
456
Watkin Jones Plc
149
180
Weatherford International Plc
4
198
Weg Sa
259
1,886
Weir Group Plc/The
22
445
White Mountains Insurance Grou
1
849
Whitehaven Coal Ltd
29
185
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
34
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Wienerberger Ag
11
$
258
Wingarc1St Inc
12
186
Wiwynn Corp
16
404
Wuliangye Yibin Co Ltd
103
2,681
Wuxi Lead Intelligent Equipmen
172
994
Yamaha Corp
84
3,147
Ya-Man Ltd
21
226
Yangzijiang Shipbuilding Holdi
612
620
Yangzijiang Shipbuilding Holdi
448
454
Yellow Hat Ltd
28
377
Yougov Plc
57
695
Zealand Pharma A/S
17
479
Zeria Pharmaceutical Co Ltd
9
148
Zhangzhou Pientzehuang Pharmac
1
48
Zhangzhou Pientzehuang Pharmac
17
695
Zhejiang Jingsheng Mechanical
110
1,007
Zurich Insurance Group Ag
11
5,321
Total non-U.S. equities
1,445,140
U.S. equities:
A10 Networks Inc
6
105
Aaon Inc
2
140
Abm Industries Inc
26
1,163
Abm Industries Inc
25
1,121
Academy Sports & Outdoors Inc
3
175
Acadia Healthcare Co Inc
1
72
Acadia Pharmaceuticals Inc
6
91
Aci Worldwide Inc
4
81
Acuity Brands Inc
1
198
Adaptive Biotechnologies Corp
3
25
Adaptive Biotechnologies Corp
39
301
Addus Homecare Corp
2
226
Addus Homecare Corp
13
1,269
Advanced Energy Industries Inc
2
210
Aerojet Rocketdyne Holdings In
4
212
Agios Pharmaceuticals Inc
2
65
Agree Realty Corp
33
2,366
Agree Realty Corp
38
2,699
Akero Therapeutics Inc
2
83
Alarm.Com Holdings Inc
1
26
Albany International Corp
2
172
Alector Inc
2
21
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
35
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Alexandria Real Estate Equitie
32
$
4,620
Alexandria Real Estate Equitie
27
3,947
Allegro Microsystems Inc
63
1,883
Allison Transmission Holdings
8
312
Allogene Therapeutics Inc
3
18
Alpha Metallurgical Resources
1
108
Altra Industrial Motion Corp
7
395
Amedisys Inc
1
105
Amedisys Inc
3
271
American Homes 4 Rent
108
3,270
American Tower Corp
17
3,678
Ameris Bancorp
50
2,362
Ameris Bancorp
4
168
Amicus Therapeutics Inc
8
96
Amn Healthcare Services Inc
4
380
Amn Healthcare Services Inc
2
243
Amphastar Pharmaceuticals Inc
5
134
Apa Corp
2
88
Apellis Pharmaceuticals Inc
3
177
Arch Resources Inc
1
73
Arconic Corp
2
37
Ares Commercial Real Estate Co
14
145
Array Technologies Inc
45
879
Arvinas Inc
2
65
Asbury Automotive Group Inc
—
54
Asgn Inc
1
114
Asgn Inc
7
551
Ashland Inc
2
231
Aspen Technology Inc
1
113
Atkore Inc
3
395
Atlassian Corp
60
7,757
Atricure Inc
2
109
Avalonbay Communities Inc
33
5,280
Avantax Inc
7
180
Aveanna Healthcare Holdings In
95
74
Avidity Biosciences Inc
2
47
Avnet Inc
9
386
Axcelis Technologies Inc
3
238
Azenta Inc
—
28
Balchem Corp
2
245
Bancorp Inc/The
4
115
Bankunited Inc
5
158
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
36
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Belden Inc
12
$
888
Bellring Brands Inc
5
129
Berkshire Hills Bancorp Inc
7
223
Berry Global Group Inc
2
100
Bgc Partners Inc
70
265
Bj'S Wholesale Club Holdings I
3
198
Bj'S Wholesale Club Holdings I
21
1,372
Blackstone Mortgage Trust Inc
17
366
Bloomin' Brands Inc
5
91
Bloomin' Brands Inc
31
632
Bloomin' Brands Inc
10
211
Blue Owl Capital Inc
13
137
Blueprint Medicines Corp
3
132
Booz Allen Hamilton Holding Co
3
347
Boston Beer Co Inc/The
—
73
Boston Properties Inc
40
2,672
Box Inc
8
264
Boyd Gaming Corp
6
311
Bright Horizons Family Solutio
1
40
Brink'S Co/The
7
375
Brixmor Property Group Inc
253
5,735
Brixmor Property Group Inc
43
984
Broadridge Financial Solutions
1
141
Brp Group Inc
3
67
Bruker Corp
2
109
Brunswick Corp/De
1
41
Buckle Inc/The
6
254
Builders Firstsource Inc
4
274
Burlington Stores Inc
—
101
Bwx Technologies Inc
3
157
C4 Therapeutics Inc
1
5
Cabot Corp
5
318
Caci International Inc
1
427
Cactus Inc
3
133
Cactus Inc
6
316
Cadre Holdings Inc
2
45
Caesars Entertainment Inc
28
1,173
Caleres Inc
58
1,288
Caleres Inc
8
167
California Resources Corp
26
1,149
Caredx Inc
1
15
Carriage Services Inc
1
39
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
37
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Casella Waste Systems Inc
7
$
534
Casey'S General Stores Inc
1
138
Castle Biosciences Inc
21
503
Catalent Inc
3
122
Catalyst Pharmaceuticals Inc
6
110
Cavco Industries Inc
1
154
Cbiz Inc
4
189
Centerspace
17
999
Central Garden & Pet Co
21
756
Centrus Energy Corp
1
32
Cerevel Therapeutics Holdings
3
106
Championx Corp
4
114
Championx Corp
96
2,796
Championx Corp
17
489
Charles River Laboratories Int
1
239
Chart Industries Inc
11
1,232
Chemed Corp
—
94
Choice Hotels International In
3
340
Chord Energy Corp
3
418
Churchill Downs Inc
2
385
Cirrus Logic Inc
2
145
*
Citigroup Inc
20,530
928,569
Clean Harbors Inc
3
321
Clearway Energy Inc
4
122
Cno Financial Group Inc
42
959
Coca-Cola Consolidated Inc
1
283
Cogent Communications Holdings
1
40
Cognex Corp
1
57
Collegium Pharmaceutical Inc
45
1,043
Comfort Systems Usa Inc
3
365
Commercial Metals Co
34
1,648
Commscope Holding Co Inc
45
333
Concentrix Corp
2
234
Concentrix Corp
12
1,578
Concentrix Corp
7
869
Conmed Corp
2
135
Consensus Cloud Solutions Inc
1
45
Core & Main Inc
56
1,084
Corecivic Inc
20
230
Corvel Corp
2
241
Coty Inc
17
150
Cousins Properties Inc
11
280
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
38
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Crocs Inc
3
$
371
Cross Country Healthcare Inc
28
749
Csw Industrials Inc
1
140
Cto Realty Growth Inc
23
422
Curtiss-Wright Corp
2
398
Curtiss-Wright Corp
5
871
Cvb Financial Corp
19
497
Cytokinetics Inc
3
144
Darling Ingredients Inc
2
128
Darling Ingredients Inc
25
1,564
Deckers Outdoor Corp
1
248
Delek Us Holdings Inc
6
154
Denali Therapeutics Inc
3
97
Denali Therapeutics Inc
12
340
Design Therapeutics Inc
24
250
Dice Therapeutics Inc
2
53
Dick'S Sporting Goods Inc
2
205
Digital Turbine Inc
4
64
Digitalocean Holdings Inc
18
451
Digitalocean Holdings Inc
7
172
Diodes Inc
3
228
Domino'S Pizza Inc
—
138
Dorman Products Inc
2
128
Doubleverify Holdings Inc
2
39
Doubleverify Holdings Inc
27
585
Douglas Emmett Inc
107
1,672
Doximity Inc
17
579
Dycom Industries Inc
26
2,403
Eagle Materials Inc
2
209
Ecovyst Inc
30
264
Element Solutions Inc
12
210
Embecta Corp
2
46
Emcor Group Inc
3
404
Emcor Group Inc
3
505
Employers Holdings Inc
5
219
Encompass Health Corp
74
4,411
Encore Capital Group Inc
11
519
Endeavor Group Holdings Inc
10
233
Enersys
17
1,274
Enersys
5
343
Ensign Group Inc/The
5
491
Entegris Inc
2
111
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
39
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Entegris Inc
16
$
1,056
Envestnet Inc
3
174
Envista Holdings Corp
15
501
Enviva Inc
1
55
Epam Systems Inc
26
8,663
Eplus Inc
1
35
Epr Properties
45
1,692
Equinix Inc
15
9,748
Equinix Inc
11
7,477
Equity Lifestyle Properties In
2
116
Equity Lifestyle Properties In
91
5,856
Equity Residential
85
5,012
Essex Property Trust Inc
22
4,595
Euronet Worldwide Inc
1
137
Evercore Inc
5
562
Everi Holdings Inc
7
103
Evolent Health Inc
5
131
Evoqua Water Technologies Corp
3
130
Exact Sciences Corp
13
663
Exelixis Inc
8
135
Exlservice Holdings Inc
3
451
Exlservice Holdings Inc
12
2,073
Exponent Inc
4
355
Extra Space Storage Inc
42
6,125
Factset Research Systems Inc
1
216
Fair Isaac Corp
1
369
Farmland Partners Inc
47
583
Fate Therapeutics Inc
3
30
Federal Agricultural Mortgage
4
407
Federal Signal Corp
3
129
Fibrogen Inc
3
41
First Advantage Corp
57
742
First Bancorp/Southern Pines N
2
82
First Foundation Inc
17
242
First Hawaiian Inc
8
215
First Industrial Realty Trust
4
186
First Merchants Corp
28
1,170
First Merchants Corp
11
435
Firstcash Holdings Inc
2
206
Floor & Decor Holdings Inc
—
24
Flywire Corp
22
536
Focus Financial Partners Inc
49
1,829
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
40
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Foot Locker Inc
9
$
335
Formfactor Inc
6
128
Fortinet Inc
2
104
Fti Consulting Inc
3
473
Gaming And Leisure Properties
79
4,107
Gartner Inc
—
134
Generation Bio Co
3
12
Gibraltar Industries Inc
1
39
Globus Medical Inc
5
381
Graco Inc
1
59
Grand Canyon Education Inc
2
161
Graphic Packaging Holding Co
19
426
Graphic Packaging Holding Co
62
1,387
Graphic Packaging Holding Co
67
1,494
Gray Television Inc
15
168
Gxo Logistics Inc
4
192
Haemonetics Corp
3
217
Haemonetics Corp
5
421
Halozyme Therapeutics Inc
10
543
Hancock Whitney Corp
5
249
Hanover Insurance Group Inc/Th
9
1,182
Hanover Insurance Group Inc/Th
4
510
Harley-Davidson Inc
14
573
Hb Fuller Co
3
195
Herc Holdings Inc
1
195
Heritage Commerce Corp
14
177
Hexcel Corp
3
166
Highwoods Properties Inc
9
240
Hillenbrand Inc
9
390
Hilton Grand Vacations Inc
4
163
Host Hotels & Resorts Inc
230
3,697
Hostess Brands Inc
6
125
Hub Group Inc
4
326
Iaa Inc
5
189
Icf International Inc
11
1,135
Icu Medical Inc
1
194
Igm Biosciences Inc
1
20
Inari Medical Inc
2
103
Informatica Inc
5
81
Ingevity Corp
2
153
Ingevity Corp
5
342
Insight Enterprises Inc
8
822
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
41
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Insmed Inc
9
$
177
Insmed Inc
39
777
Insperity Inc
3
292
Inspire Medical Systems Inc
2
379
Intellia Therapeutics Inc
3
92
Inter Parfums Inc
2
241
Interdigital Inc
8
381
Intra-Cellular Therapies Inc
3
162
Invitation Homes Inc
118
3,497
Ionis Pharmaceuticals Inc
6
218
Iovance Biotherapeutics Inc
4
25
Iovance Biotherapeutics Inc
29
183
Irhythm Technologies Inc
1
139
Iridium Communications Inc
7
345
Iveric Bio Inc
4
78
Jamf Holding Corp
27
576
John Bean Technologies Corp
2
201
John Wiley & Sons Inc
5
205
Kadant Inc
2
271
Karuna Therapeutics Inc
1
202
Kennedy-Wilson Holdings Inc
9
140
Kite Realty Group Trust
248
5,213
Knowbe4 Inc
59
1,465
Korn Ferry
8
394
Kosmos Energy Ltd
54
346
Kosmos Energy Ltd
67
425
Kulicke & Soffa Industries Inc
3
153
Kymera Therapeutics Inc
2
52
Landstar System Inc
1
217
Landstar System Inc
1
152
Lantheus Holdings Inc
5
239
Lattice Semiconductor Corp
8
494
Laureate Education Inc
21
206
Lci Industries
—
27
Lci Industries
5
489
Life Storage Inc
1
117
Life Storage Inc
34
3,354
Life Time Group Holdings Inc
141
1,682
Lifestance Health Group Inc
96
475
Lincoln Electric Holdings Inc
1
213
Lindblad Expeditions Holdings
37
287
Littelfuse Inc
1
115
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
42
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Livent Corp
9
$
186
Louisiana-Pacific Corp
4
255
Lpl Financial Holdings Inc
1
311
Lululemon Athletica Inc
20
6,396
Lulu'S Fashion Lounge Holdings
5
13
Lulu'S Fashion Lounge Holdings
52
132
Lumentum Holdings Inc
3
141
Madrigal Pharmaceuticals Inc
—
97
Magnolia Oil & Gas Corp
12
284
Manhattan Associates Inc
4
469
Maravai Lifesciences Holdings
5
77
Marketaxess Holdings Inc
1
207
Matador Resources Co
5
297
Mativ Holdings Inc
15
310
Mattel Inc
16
294
Maximus Inc
2
163
Maxlinear Inc
6
191
Mcgrath Rentcorp
1
116
Medical Properties Trust Inc
188
2,097
Medifast Inc
4
475
Medpace Holdings Inc
2
410
Mercadolibre Inc
1
1,050
Mercadolibre Inc
2
1,907
Mercury Systems Inc
2
74
Merit Medical Systems Inc
5
355
Mettler-Toledo International I
5
7,370
Mirati Therapeutics Inc
2
69
Mirion Technologies Inc Cw25
52
58
Mks Instruments Inc
1
94
Modine Manufacturing Co
59
1,180
Modivcare Inc
1
65
Moelis & Co
14
534
Molina Healthcare Inc
1
423
Monolithic Power Systems Inc
—
117
Monte Rosa Therapeutics Inc
—
3
Moog Inc
1
104
Morphic Holding Inc
1
21
Msa Safety Inc
1
121
Murphy Usa Inc
1
375
Myr Group Inc
16
1,470
Natera Inc
3
120
Natera Inc
65
2,592
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
43
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
National Retail Properties Inc
108
$
4,936
National Vision Holdings Inc
2
79
Ncr Corp
5
109
Ncr Corp
14
320
Nelnet Inc
4
345
Neogenomics Inc
2
14
Netstreit Corp
112
2,046
Neurocrine Biosciences Inc
2
184
Nevro Corp
25
1,005
Nexstar Media Group Inc
2
382
Nexstar Media Group Inc
5
903
Nextera Energy Partners Lp
2
122
Nextier Oilfield Solutions Inc
45
417
Now Inc
16
206
Nurix Therapeutics Inc
1
12
Nv5 Global Inc
1
136
Oceanfirst Financial Corp
8
165
Olin Corp
2
97
Omnicell Inc
3
140
Onto Innovation Inc
3
201
Option Care Health Inc
10
291
Ormat Technologies Inc
1
86
Osi Systems Inc
3
217
Pacira Biosciences Inc
2
79
Pacwest Bancorp
17
381
Palomar Holdings Inc
3
130
Papa John'S International Inc
2
193
Par Pacific Holdings Inc
10
224
Patrick Industries Inc
1
32
Paya Holdings Inc
12
92
Paylocity Holding Corp
1
216
Pbf Energy Inc
1
21
Pdc Energy Inc
1
90
Pdc Energy Inc
35
2,224
Pdc Energy Inc
3
213
Peapack-Gladstone Financial Co
7
272
Pebblebrook Hotel Trust
127
1,704
Pennymac Financial Services In
3
190
Penske Automotive Group Inc
1
68
Penumbra Inc
1
158
Perficient Inc
2
174
Performance Food Group Co
7
412
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
44
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Performance Food Group Co
24
$
1,376
Petco Health & Wellness Co Inc
68
642
Petco Health & Wellness Co Inc
17
160
Petiq Inc
16
149
Phillips Edison & Co Inc
130
4,139
Piedmont Lithium Inc
9
413
Piper Sandler Cos
3
399
Planet Fitness Inc
3
245
Pmv Pharmaceuticals Inc
28
240
Pool Corp
1
231
Portillo'S Inc
29
473
Portland General Electric Co
42
2,045
Post Holdings Inc
4
375
Postal Realty Trust Inc
25
366
Power Integrations Inc
4
280
Powerschool Holdings Inc
5
109
Pra Group Inc
8
265
Preferred Bank/Los Angeles Ca
5
364
Prestige Consumer Healthcare I
1
40
Primerica Inc
2
233
Privia Health Group Inc
37
848
Procept Biorobotics Corp
2
83
Prologis Inc
94
10,545
Prologis Inc
113
12,709
Propetro Holding Corp
23
235
Provident Financial Services I
42
902
Ptc Inc
2
213
Ptc Therapeutics Inc
4
137
Public Storage
21
5,747
Pure Storage Inc
13
342
Qualys Inc
2
248
Quidelortho Corp
2
132
R1 Rcm Inc
23
255
Range Resources Corp
9
225
Rapid7 Inc
2
83
Rayonier Inc
108
3,546
Rbc Bearings Inc
1
303
Realty Income Corp
69
4,373
Red Rock Resorts Inc
4
175
Regal Rexnord Corp
6
695
Repligen Corp
2
279
Replimune Group Inc
3
84
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
45
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Resideo Technologies Inc
32
$
534
Resmed Inc
28
5,793
Revolution Medicines Inc
3
72
Rexford Industrial Realty Inc
2
134
Rexford Industrial Realty Inc
37
2,041
Rexford Industrial Realty Inc
69
3,776
Rocket Pharmaceuticals Inc
2
47
Royal Gold Inc
1
136
Rush Enterprises Inc
30
1,576
Rxo Inc
3
52
Ryan Specialty Holdings Inc
6
263
Ryman Hospitality Properties I
1
78
Sage Therapeutics Inc
2
75
Saia Inc
2
431
Sarepta Therapeutics Inc
1
166
Sba Communications Corp
13
3,582
Sba Communications Corp
7
1,908
Scholar Rock Holding Corp
3
30
Science Applications Internati
7
830
Seagen Inc
1
100
Seagen Inc
7
844
Seaworld Entertainment Inc
2
119
Selective Insurance Group Inc
3
246
Servisfirst Bancshares Inc
1
43
Shoals Technologies Group Inc
4
103
Shockwave Medical Inc
1
136
Signify Health Inc
20
561
Simon Property Group Inc
75
8,855
Simon Property Group Inc
34
3,976
Simply Good Foods Co/The
8
289
Siteone Landscape Supply Inc
2
222
Sitime Corp
9
942
Skechers Usa Inc
4
179
Skyline Champion Corp
3
138
Slm Corp
5
81
Slm Corp
74
1,225
Sm Energy Co
7
244
Sonder Holdings Inc
87
108
Sotera Health Co
30
250
Southstate Corp
4
273
Southwest Gas Holdings Inc
25
1,570
Spirit Realty Capital Inc
7
288
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
46
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Sprout Social Inc
24
$
1,331
Sps Commerce Inc
3
353
Spx Technologies Inc
4
231
Ss&C Technologies Holdings Inc
2
111
Staar Surgical Co
12
606
Standard Motor Products Inc
5
162
Starwood Property Trust Inc
21
383
Steven Madden Ltd
16
499
Stonex Group Inc
7
650
Stonex Group Inc
2
193
Stride Inc
24
747
Summit Materials Inc
53
1,510
Sun Communities Inc
39
5,588
Sun Communities Inc
40
5,738
Sun Country Airlines Holdings
25
402
Supernus Pharmaceuticals Inc
3
98
Synaptics Inc
2
143
Syneos Health Inc
29
1,068
Syneos Health Inc
12
457
Synovus Financial Corp
16
590
Tandem Diabetes Care Inc
2
70
Targa Resources Corp
1
95
Taylor Morrison Home Corp
46
1,392
Td Synnex Corp
12
1,171
Techtarget Inc
1
35
Tegna Inc
25
527
Teledyne Technologies Inc
1
240
Tempur Sealy International Inc
7
232
Tempur Sealy International Inc
17
596
Tenable Holdings Inc
4
162
Teradata Corp
3
88
Terex Corp
5
216
Terreno Realty Corp
2
98
Texas Pacific Land Corp
—
106
Texas Roadhouse Inc
4
369
Thryv Holdings Inc
3
55
Titan Machinery Inc
32
1,289
Topbuild Corp
1
172
Topgolf Callaway Brands Corp
43
850
Toro Co/The
2
276
Travel + Leisure Co
3
99
Travel + Leisure Co
10
378
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
47
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Ttec Holdings Inc
6
$
277
Twist Bioscience Corp
2
43
Tyler Technologies Inc
1
197
Ubiquiti Inc
—
45
Udr Inc
116
4,480
Ufp Industries Inc
4
341
Ultra Clean Holdings Inc
10
317
Ultragenyx Pharmaceutical Inc
3
137
United Community Banks Inc/Ga
72
2,425
Universal Corp/Va
3
151
Univest Financial Corp
7
171
Urban Edge Properties
266
3,742
Urban Edge Properties
114
1,608
Vail Resorts Inc
1
175
Valley National Bancorp
40
451
Valvoline Inc
22
712
Vector Group Ltd
14
162
Ventas Inc
83
3,732
Ventyx Biosciences Inc
1
41
Veritex Holdings Inc
8
218
Viad Corp
6
136
Victoria'S Secret & Co
7
248
Viper Energy Partners Lp
23
722
Voya Financial Inc
4
268
Wabash National Corp
13
288
Walker & Dunlop Inc
5
394
Watsco Inc
1
153
Watts Water Technologies Inc
2
284
Webster Financial Corp
53
2,491
Welltower Inc
85
5,584
Wendy'S Co/The
15
348
Werner Enterprises Inc
5
212
Wesco International Inc
13
1,629
Wesco International Inc
10
1,312
West Pharmaceutical Services I
1
196
Western Alliance Bancorp
2
98
Weyerhaeuser Co
142
4,402
Willscot Mobile Mini Holdings
6
286
Wintrust Financial Corp
6
549
Workiva Inc
1
88
World Fuel Services Corp
35
961
World Fuel Services Corp
28
771
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
48
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
World Wrestling Entertainment
4
$
247
World Wrestling Entertainment
32
2,180
Xencor Inc
4
96
Xpo Inc
5
157
Yum China Holdings Inc
63
3,444
Yum China Holdings Inc
46
2,528
Zebra Technologies Corp
1
128
Zentalis Pharmaceuticals Inc
1
24
Ziff Davis Inc
1
113
Total U.S. equities
1,379,381
Synthetic guaranteed invesment contracts (GICs):
Voya Retirement Ins & Annuity Co 60266
1-3 Year Credit Bond Index Fund
1,706
21,659
Asset-Backed Securities Index Fund
1,914
69,337
Commercial Mortgage-Backed Securities Index Fund
907
27,057
GOV1-3A (#101089)
905
109,422
Intermediate Term Credit Bond Index Fund
2,208
127,758
Mortgage-Backed Securities (MBS) Index Fund
1,561
77,773
Total Voya Retirement Ins & Annuity Co 60266
433,006
Prudential GA-62194
Treasury Bond
6.25
%
8/15/2023
6,503
6,707
Treasury Note
2.13
%
7/31/2024
16,678
16,192
Treasury Note
3.13
%
11/15/2028
9,291
8,914
Treasury Note
2.63
%
2/15/2029
9,969
9,335
Treasury Note
2.00
%
8/15/2025
5,758
5,484
Treasury Note
2.13
%
5/15/2025
5,965
5,688
Treasury Note
0.38
%
4/30/2025
1,737
1,588
Treasury Note
0.38
%
1/31/2026
58
52
Treasury Note
0.75
%
3/31/2026
19,086
17,163
Treasury Note
0.75
%
4/30/2026
13,609
12,197
Treasury Note
0.88
%
6/30/2026
5,071
4,562
Treasury Note
1.25
%
11/30/2026
5,684
5,111
Treasury Note
1.50
%
11/30/2028
4,376
3,814
Treasury Note
1.25
%
12/31/2026
5,013
4,526
Treasury Note
1.75
%
3/15/2025
480
456
Treasury Note
2.50
%
4/30/2024
546
533
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
49
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Treasury Note
2.88
%
5/15/2032
7,272
$
6,758
Treasury Note
2.50
%
5/31/2024
3,036
2,952
Treasury Note
2.75
%
7/31/2027
5,080
4,871
Treasury Note
4.25
%
9/30/2024
11,624
11,694
Treasury Note
4.13
%
11/15/2032
4,674
4,812
Treasury Note
4.50
%
11/30/2024
1,514
1,521
Treasury Note
3.88
%
11/30/2029
4,054
4,052
Treasury Note
3.88
%
11/30/2027
6,602
6,601
Treasury Note
4.00
%
12/15/2025
7,611
7,586
Treasury Note
3.88
%
12/31/2029
2,399
2,393
Treasury Note
3.88
%
12/31/2027
1,489
1,484
Fhlmc
6.75
%
3/15/2031
662
794
Fnma
6.63
%
11/15/2030
496
585
Fnma
0.50
%
6/17/2025
736
670
Fnma
0.88
%
8/5/2030
165
133
Fnma
1.63
%
1/7/2025
281
268
Pefco
3.55
%
1/15/2024
240
240
Pefco
1.40
%
7/15/2028
1,671
1,428
Tva
1.50
%
9/15/2031
108
85
Fgold 30Yr Giant
5.50
%
1/1/2035
36
37
Fgold 30Yr Giant
4.50
%
6/1/2039
42
42
Fgold 30Yr Giant
4.00
%
11/1/2039
145
141
Fgold 30Yr Giant
4.50
%
12/1/2039
83
83
Fgold 30Yr Giant
5.50
%
1/1/2040
45
47
Fgold 30Yr Giant
4.00
%
12/1/2040
112
108
Fgold 30Yr Giant
4.00
%
12/1/2040
125
122
Fgold 30Yr Giant
4.00
%
2/1/2041
241
235
Fgold 30Yr Giant
4.50
%
4/1/2041
356
355
Fgold 30Yr Giant
3.00
%
6/1/2042
151
138
Fgold 30Yr Giant
3.50
%
9/1/2042
248
234
Fgold 15Yr Giant
3.00
%
1/1/2032
302
287
Fgold 15Yr Giant
2.00
%
1/1/2032
176
162
Fgold 30Yr Giant
3.50
%
7/1/2047
285
265
Fgold 30Yr Giant
4.00
%
8/1/2047
145
139
Fgold 30Yr Giant
4.50
%
8/1/2047
154
152
Fgold 30Yr Giant
3.50
%
10/1/2047
146
136
Fgold 30Yr Giant
3.50
%
1/1/2048
171
159
Fgold 30Yr Giant
5.50
%
6/1/2038
212
220
Fgold 30Yr Giant
4.50
%
10/1/2039
183
182
Fgold 30Yr Giant
4.50
%
11/1/2039
36
35
Fgold 30Yr Giant
3.50
%
5/1/2045
397
369
Fgold 30Yr Giant
4.00
%
11/1/2045
248
239
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
50
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fgold 30Yr Giant
3.50
%
12/1/2045
618
$
575
Fgold 30Yr Giant
4.00
%
12/1/2046
198
190
Fgold 30Yr Giant
3.00
%
1/1/2047
371
335
Fgold 30Yr Giant
3.00
%
2/1/2047
822
741
Fgold 15Yr Giant
2.50
%
12/1/2031
125
117
Fgold 20Yr
3.00
%
1/1/2037
139
129
Fgold 20Yr
3.50
%
11/1/2037
114
108
Fgold 20Yr
3.00
%
12/1/2037
100
92
Fgold 15Yr
4.00
%
6/1/2026
51
50
Fgold 15Yr
4.00
%
7/1/2026
40
39
Fgold 30Yr
3.00
%
12/1/2042
310
282
Fgold 30Yr
3.00
%
10/1/2042
178
162
Fgold 30Yr
3.00
%
1/1/2043
550
500
Fgold 30Yr
4.00
%
11/1/2040
98
95
Fgold 30Yr
4.00
%
12/1/2040
316
307
Fgold 15Yr
2.50
%
8/1/2028
93
89
Fgold 15Yr
3.00
%
8/1/2029
151
146
Fgold 15Yr
2.50
%
4/1/2031
181
169
Fgold 15Yr
2.50
%
7/1/2031
135
127
Fhlmc 30Yr Umbs Mirror
2.50
%
10/1/2046
96
83
Fhlmc 30Yr Umbs Mirror
4.00
%
7/1/2048
28
26
Fhlmc 30Yr Umbs Mirror
4.50
%
12/1/2048
196
192
Fhlmc 15Yr Umbs Super
4.00
%
11/1/2037
986
965
Fhlmc 30Yr Umbs Super
3.00
%
2/1/2050
1,688
1,504
Fhlmc 30Yr Umbs Super
2.00
%
9/1/2050
669
550
Fhlmc 30Yr Umbs Super
2.00
%
2/1/2051
1,624
1,333
Fhlmc 30Yr Umbs Super
1.50
%
11/1/2050
650
503
Fhlmc 30Yr Umbs Super
2.00
%
12/1/2050
2,652
2,179
Fhlmc 30Yr Umbs Super
2.00
%
3/1/2051
732
600
Fhlmc 30Yr Umbs Super
2.00
%
4/1/2051
706
579
Fhlmc 30Yr Umbs Super
2.50
%
4/1/2051
2,732
2,337
Fhlmc 30Yr Umbs Super
2.00
%
5/1/2051
782
640
Fhlmc 30Yr Umbs Super
2.50
%
9/1/2051
794
677
Fhlmc 30Yr Umbs Super
3.00
%
6/1/2052
798
703
Fhlmc 30Yr Umbs Super
3.50
%
8/1/2052
824
752
Fhlmc 30Yr Umbs Super
5.00
%
9/1/2052
1,646
1,630
Fhlmc 30Yr Umbs Super
5.50
%
1/1/2053
827
834
Fhlmc 30Yr Umbs Super
5.50
%
11/1/2052
949
956
Fgold 30Yr
5.00
%
8/1/2041
253
257
Fgold 30Yr
5.00
%
7/1/2041
45
46
Fhlmc Gold 30Yr
2.50
%
1/1/2043
246
217
Fhlmc Gold 30Yr
3.00
%
2/1/2043
452
413
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
51
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fhlmc Gold 30Yr
3.50
%
9/1/2043
355
$
334
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
245
237
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
371
359
Fhlmc Gold 30Yr
3.50
%
12/1/2046
143
134
Fhlmc Gold 30Yr
4.50
%
7/1/2047
80
79
Fhlmc Gold 30Yr
4.00
%
1/1/2048
258
247
Fhlmc 30Yr Umbs
3.00
%
1/1/2050
343
306
Fhlmc 30Yr Umbs
2.50
%
10/1/2051
3,587
3,077
Fhlmc 30Yr Umbs
2.50
%
4/1/2052
156
132
Fhlmc 30Yr Umbs
2.50
%
9/1/2051
811
689
Fhlmc 20Yr Umbs
2.00
%
6/1/2040
615
521
Fnma 30Yr
5.50
%
5/1/2037
51
52
Fnma 30Yr
5.50
%
6/1/2033
69
71
Fnma 30Yr
5.50
%
10/1/2033
87
89
Fnma 30Yr
4.00
%
12/1/2040
170
165
Fnma 30Yr
4.00
%
1/1/2041
208
202
Fnma 30Yr
4.50
%
2/1/2041
481
479
Fnma 30Yr
4.00
%
2/1/2041
93
90
Fnma 30Yr
4.00
%
1/1/2042
255
247
Fnma 30Yr
3.00
%
10/1/2043
37
34
Fnma 30Yr
5.00
%
12/1/2034
162
164
Fnma 15Yr
3.00
%
5/1/2027
193
186
Fnma 30Yr
4.50
%
5/1/2039
58
58
Fnma 30Yr
3.50
%
8/1/2042
426
402
Fnma 30Yr
3.50
%
5/1/2042
704
661
Fnma 30Yr
3.00
%
12/1/2042
229
210
Fnma 30Yr
3.00
%
1/1/2043
459
419
Fnma 30Yr
3.00
%
2/1/2043
539
490
Fnma 30Yr
3.00
%
7/1/2043
239
217
Fnma 30Yr
3.50
%
3/1/2043
380
358
Fnma 30Yr
3.00
%
10/1/2043
115
105
Fnma 15Yr
3.00
%
8/1/2028
164
159
Fnma 30Yr
4.00
%
9/1/2044
160
155
Fnma 30Yr
4.00
%
7/1/2045
133
128
Fnma 30Yr
3.50
%
5/1/2045
428
402
Fnma 30Yr
3.50
%
6/1/2045
544
506
Fnma 15Yr
3.00
%
12/1/2030
127
120
Fnma 30Yr
4.00
%
12/1/2045
213
205
Fnma 30Yr
3.50
%
4/1/2046
224
208
Fnma 30Yr
4.00
%
7/1/2046
52
50
Fnma 15Yr
2.00
%
8/1/2031
202
185
Fnma 30Yr
2.50
%
9/1/2046
285
247
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
52
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fnma 20Yr
3.00
%
11/1/2036
357
$
330
Fnma 30Yr
3.00
%
11/1/2046
324
292
Fnma 30Yr
3.00
%
12/1/2046
94
85
Fnma 30Yr
3.50
%
12/1/2046
400
372
Fnma 30Yr
3.00
%
1/1/2047
1,017
917
Fnma 30Yr
4.00
%
2/1/2047
416
399
Fnma 15Yr
2.50
%
7/1/2028
106
101
Fnma 30Yr
3.00
%
9/1/2043
89
81
Fnma 15Yr
2.50
%
8/1/2028
119
114
Fnma 15Yr
2.50
%
8/1/2028
11
10
Fnma 15Yr
3.00
%
11/1/2028
94
91
Fnma 30Yr
4.00
%
10/1/2043
77
74
Fnma 15Yr
2.50
%
2/1/2029
71
67
Fnma 15Yr
2.50
%
7/1/2030
79
74
Fnma 30Yr
5.50
%
4/1/2034
76
78
Fnma 30Yr
5.00
%
4/1/2034
347
350
Fnma 30Yr
5.50
%
9/1/2034
73
75
Fnma 30Yr
5.00
%
7/1/2035
104
105
Fnma 30Yr
5.50
%
2/1/2035
128
131
Fnma 30Yr
3.00
%
10/1/2046
499
450
Fnma 30Yr
3.50
%
9/1/2047
296
278
Fnma 15Yr
3.50
%
12/1/2030
62
60
Fnma 30Yr
4.00
%
1/1/2048
169
162
Fnma 30Yr
4.50
%
11/1/2048
112
110
Fnma 30Yr Umbs
3.00
%
2/1/2050
464
414
Fnma 30Yr Umbs
3.00
%
6/1/2050
500
446
Fnma 30Yr Umbs
2.50
%
8/1/2050
2,317
1,987
Fnma 30Yr Umbs
2.00
%
12/1/2050
530
438
Fnma 30Yr Umbs
2.50
%
3/1/2052
232
197
Fnma 30Yr
3.50
%
8/1/2048
111
103
Fnma 30Yr Umbs
3.00
%
4/1/2052
767
677
Fnma 30Yr Umbs
3.00
%
3/1/2052
797
702
Fnma 30Yr Umbs Super
3.50
%
11/1/2048
529
491
Fnma 30Yr Umbs Super
2.50
%
4/1/2051
1,184
1,022
Fnma 30Yr Umbs Super
3.00
%
7/1/2050
638
569
Fnma 30Yr Umbs Super
3.00
%
3/1/2052
1,524
1,358
Fnma 30Yr Umbs Super
3.00
%
4/1/2052
1,610
1,433
Fnma 30Yr Umbs Super
2.50
%
5/1/2052
792
677
Fnma 30Yr
6.50
%
12/1/2037
48
52
Fnma 30Yr
6.00
%
5/1/2038
205
216
Fnma 30Yr
4.00
%
9/1/2040
106
103
Fnma 30Yr
5.50
%
3/1/2038
81
84
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
53
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fnma 30Yr
4.00
%
3/1/2039
35
$
34
Fnma 30Yr
4.50
%
2/1/2041
466
464
Fnma 30Yr
4.50
%
3/1/2041
152
151
Fnma 30Yr
3.50
%
5/1/2042
394
373
Fnma 30Yr
3.50
%
9/1/2042
147
138
Fnma 30Yr
3.50
%
6/1/2042
1,426
1,340
Fnma 30Yr
3.00
%
10/1/2042
198
180
Fnma 30Yr
3.50
%
11/1/2042
499
468
Fnma 30Yr
3.00
%
12/1/2042
408
371
Fnma 30Yr
3.00
%
1/1/2043
116
106
Fnma 30Yr
3.00
%
1/1/2043
326
297
Fnma 30Yr
3.00
%
1/1/2043
347
316
Fnma 30Yr
3.00
%
3/1/2043
550
504
Fnma 30Yr
4.50
%
9/1/2039
57
56
Fnma 20Yr
4.50
%
6/1/2031
106
105
Fnma 30Yr
3.50
%
1/1/2046
175
162
Fnma 30Yr
4.50
%
12/1/2048
70
69
Fnma 30Yr
3.00
%
11/1/2046
306
275
Fnma 30Yr
3.00
%
1/1/2047
388
350
Fnma 30Yr
3.50
%
8/1/2047
207
192
Fnma 30Yr
4.00
%
10/1/2047
644
617
Fnma 30Yr
3.50
%
11/1/2047
519
482
Fnma 30Yr
4.50
%
3/1/2048
99
97
Fnma 30Yr
4.00
%
2/1/2048
145
139
Fnma 30Yr
4.00
%
4/1/2048
297
285
Fnma 15Yr
3.50
%
3/1/2033
88
86
Fnma 15Yr
3.50
%
5/1/2033
211
204
Fnma 30Yr Umbs
2.00
%
8/1/2051
831
680
Fnma 30Yr Umbs
2.00
%
10/1/2051
1,640
1,341
Fnma 30Yr Umbs
2.50
%
11/1/2051
3,197
2,723
Fnma 30Yr Umbs
3.00
%
11/1/2051
775
686
Fnma 30Yr Umbs
2.50
%
12/1/2051
803
684
Fnma 20Yr Umbs
2.00
%
8/1/2040
697
589
Fnma 30Yr Umbs
1.50
%
9/1/2050
1,449
1,121
Fnma 30Yr Umbs
2.00
%
9/1/2050
1,395
1,147
Fnma 30Yr Umbs
2.50
%
9/1/2050
2,040
1,749
Fnma 30Yr Umbs
1.50
%
10/1/2050
124
96
Fnma 30Yr Umbs
2.00
%
10/1/2050
1,287
1,058
Fnma 30Yr Umbs
2.50
%
10/1/2050
3,393
2,908
Fnma 30Yr Umbs
2.00
%
11/1/2050
3,415
2,807
Fnma 20Yr Umbs
2.00
%
1/1/2041
2,000
1,691
Fnma 30Yr Umbs
1.50
%
1/1/2051
1,480
1,145
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
54
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fnma 30Yr Umbs
2.00
%
1/1/2051
669
$
549
Fnma 30Yr Umbs
1.50
%
12/1/2050
3,690
2,855
Fnma 20Yr Umbs
2.00
%
2/1/2041
754
637
Fnma 30Yr Umbs
2.00
%
2/1/2051
2,906
2,385
Fnma 30Yr Umbs
2.00
%
3/1/2051
1,461
1,198
Fnma 15Yr Umbs
2.00
%
5/1/2036
1,308
1,170
Fnma 20Yr Umbs
2.00
%
5/1/2041
4,469
3,778
Fnma 20Yr Umbs
2.50
%
5/1/2041
1,401
1,223
Fnma 30Yr Umbs
2.50
%
4/1/2051
3,156
2,700
Fnma 30Yr Umbs
2.00
%
5/1/2051
2,416
1,979
Fnma 30Yr Umbs
3.50
%
5/1/2052
824
751
Fnma 30Yr Umbs
4.00
%
4/1/2052
1,560
1,469
Fnma 30Yr Umbs
3.50
%
7/1/2052
1,640
1,496
Fnma 30Yr Umbs
4.50
%
6/1/2052
2,334
2,258
Fnma 30Yr Umbs
5.00
%
7/1/2052
802
794
Fnma 15Yr Umbs
4.00
%
7/1/2037
619
605
Fnma 30Yr Umbs
3.50
%
9/1/2052
819
747
Fnma 30Yr Umbs
5.50
%
11/1/2052
827
834
Fnma 30Yr Umbs
5.50
%
1/1/2053
414
417
Fnma 30Yr
4.00
%
7/1/2040
54
52
Fnma 30Yr
3.50
%
6/1/2039
107
100
Fnma 30Yr
4.00
%
10/1/2040
41
40
Gnma 30Yr
3.50
%
1/15/2042
220
207
Gnma 30Yr
3.00
%
11/15/2042
334
303
Gnma2 30Yr
4.00
%
4/20/2042
66
65
Gnma2 30Yr
3.00
%
8/20/2042
127
116
Gnma2 30Yr
3.50
%
8/20/2042
377
356
Gnma2 30Yr
3.00
%
9/20/2042
262
239
Gnma2 30Yr
3.50
%
9/20/2042
308
291
Gnma2 30Yr
3.50
%
10/20/2042
306
289
Gnma2 30Yr
3.00
%
12/20/2042
134
123
Gnma2 30Yr
3.00
%
1/20/2043
186
170
Gnma2 30Yr
3.50
%
5/20/2043
390
369
Gnma2 30Yr
4.50
%
6/20/2044
200
200
Gnma2 30Yr
3.50
%
10/20/2044
313
296
Gnma2 30Yr
4.00
%
10/20/2044
238
230
Gnma2 30Yr
3.00
%
12/20/2044
73
67
Gnma2 30Yr
3.50
%
4/20/2046
208
196
Gnma2 30Yr
3.50
%
4/20/2045
358
337
Gnma2 30Yr
3.50
%
6/20/2045
146
137
Gnma2 30Yr
3.00
%
8/20/2045
184
168
Gnma2 30Yr
3.00
%
9/20/2045
174
158
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
55
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Gnma2 30Yr
4.00
%
12/20/2045
383
$
371
Gnma2 30Yr
3.00
%
5/20/2046
245
222
Gnma2 30Yr
4.00
%
5/20/2046
187
181
Gnma2 30Yr
3.00
%
7/20/2046
556
506
Gnma2 30Yr
3.50
%
7/20/2046
159
150
Gnma2 30Yr
3.50
%
8/20/2046
182
172
Gnma2 30Yr
3.50
%
9/20/2046
190
179
Gnma2 30Yr
3.00
%
10/20/2046
471
428
Gnma2 30Yr
4.00
%
10/20/2046
73
71
Gnma2 30Yr
3.50
%
11/20/2046
60
56
Gnma2 30Yr
4.00
%
11/20/2046
88
85
Gnma2 30Yr
2.50
%
12/20/2046
124
109
Gnma2 30Yr
3.50
%
12/20/2046
656
618
Gnma2 30Yr
4.00
%
3/20/2047
181
176
Gnma2 30Yr
3.50
%
8/20/2048
109
102
Gnma2 30Yr
3.50
%
7/20/2047
239
224
Gnma2 30Yr
4.00
%
8/20/2047
232
223
Gnma2 30Yr
3.50
%
8/20/2047
165
155
Gnma2 30Yr
4.00
%
9/20/2047
272
262
Gnma2 30Yr
3.50
%
11/20/2047
447
419
Gnma2 30Yr
4.00
%
12/20/2047
114
110
Gnma2 30Yr
3.00
%
1/20/2048
215
195
Gnma2 30Yr
4.00
%
1/20/2048
167
161
Gnma2 30Yr
4.50
%
1/20/2048
111
110
Gnma2 30Yr
4.50
%
2/20/2048
104
102
Gnma2 30Yr
3.00
%
10/20/2049
77
69
Gnma2 30Yr
3.50
%
12/20/2048
243
228
Gnma2 30Yr
3.00
%
7/20/2049
247
223
Gnma2 30Yr
3.00
%
9/20/2049
274
248
Gnma 30Yr
3.00
%
12/20/2049
331
299
Gnma2 30Yr
3.50
%
12/20/2049
173
162
Gnma2 30Yr
2.00
%
3/20/2051
646
545
Gnma2 30Yr
2.50
%
3/20/2051
3,615
3,155
Gnma2 30Yr
2.50
%
5/20/2051
1,855
1,618
Gnma2 30Yr
3.00
%
6/20/2051
514
461
Gnma2 30Yr
2.00
%
7/20/2051
738
622
Gnma2 30Yr
3.00
%
7/20/2051
1,740
1,561
Gnma2 30Yr
2.50
%
8/20/2051
827
720
Gnma2 30Yr
3.00
%
8/20/2051
929
833
Gnma2 30Yr
2.00
%
9/20/2051
1,815
1,528
Gnma2 30Yr
2.00
%
12/20/2051
1,549
1,302
Gnma2 30Yr
4.50
%
8/20/2052
840
817
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
56
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Gnma2 30Yr
5.00
%
8/20/2052
1,653
$
1,644
Gnma 30Yr
3.50
%
5/15/2043
124
116
Gnma 30Yr
3.00
%
3/15/2043
145
132
Gnma2 15Yr
3.00
%
3/20/2027
43
41
Gnma2 30Yr
5.00
%
8/20/2039
42
43
Gnma2 30Yr
4.50
%
5/20/2040
162
162
Gnma2 30Yr
4.50
%
7/20/2040
102
102
Gnma2 30Yr
4.00
%
9/20/2040
121
118
Gnma2 30Yr
4.00
%
10/20/2040
191
187
Gnma2 30Yr
4.50
%
10/20/2040
119
119
Gnma2 30Yr
4.50
%
12/20/2040
172
172
Gnma2 30Yr
4.00
%
2/20/2041
43
42
Gnma2 30Yr
4.00
%
1/20/2041
78
76
Gnma2 30Yr
4.00
%
3/20/2041
125
122
Gnma2 30Yr
5.00
%
4/20/2041
151
154
Gnma2 30Yr
4.50
%
8/20/2041
150
150
Gnma2 30Yr
4.50
%
7/20/2041
49
49
Gnma 30Yr
4.50
%
11/15/2039
67
67
Gnma 30Yr
4.50
%
4/15/2040
158
158
Gnma 30Yr
5.00
%
5/15/2035
60
61
Gnma 30Yr Platinum
5.00
%
7/15/2039
79
81
Gnma 30Yr
5.50
%
4/15/2038
24
25
Gnma 30Yr
5.50
%
6/15/2038
126
131
Umbs 30Yr Tba(Reg A)
3.50
%
1/12/2023
1,655
1,504
Umbs 30Yr Tba(Reg A)
4.00
%
1/12/2023
827
777
Gnma2 30Yr Tba(Reg C)
3.00
%
1/23/2023
827
737
Gnma2 30Yr Tba(Reg C)
5.50
%
2/21/2023
414
416
Bbcms_20-C8
1.62
%
10/15/2053
1,406
1,202
Bank_21-Bn37
2.37
%
11/15/2064
993
807
Bank_19-Bn22
2.73
%
11/15/2062
786
679
Bank_21-Bn31
1.77
%
2/15/2054
1,655
1,308
Bbcms_19-C4
2.66
%
8/15/2052
993
870
Bmark_20-B17
2.04
%
3/15/2053
1,986
1,637
Bmark_20-B18
1.67
%
7/15/2053
1,158
929
Bmark_21-B31
2.67
%
12/15/2054
827
688
Comm_15-Pc1
3.62
%
7/10/2050
351
340
Comm_15-Cr25
3.51
%
8/10/2048
833
795
Comm_16-Dc2
3.50
%
2/10/2049
872
829
Comm_16-Dc2
3.77
%
2/10/2049
1,158
1,104
Csail_15-C3
3.45
%
8/15/2048
745
712
Csail_16-C5
3.76
%
11/15/2048
612
585
Csail_16-C7
3.21
%
11/15/2049
799
747
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
57
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Dbjpm_17-C6
3.27
%
6/10/2050
248
$
240
Cgcmt_15-Gc33
3.52
%
9/10/2058
339
324
Jpmbb_15-C30
3.55
%
7/15/2048
903
865
Jpmcc_19-Cor4
3.76
%
3/10/2052
1,324
1,236
Msbam_15-C23
3.45
%
7/15/2050
1,610
1,537
Msbam_15-C24
3.73
%
5/15/2048
1,655
1,580
Msbam_15-C25
3.37
%
10/15/2048
1,158
1,101
Ubscm_18-C8
3.72
%
2/15/2051
1,369
1,275
Ubscm_19-C17
2.67
%
10/15/2052
414
354
Ubscm_18-C13
4.07
%
10/15/2051
1,324
1,265
Wfcm_16-C37
3.79
%
12/15/2049
1,001
948
American Intl Grp Inc
3.90
%
4/1/2026
283
277
Anthem Inc
3.65
%
12/1/2027
157
149
Anthem Inc
4.10
%
3/1/2028
199
193
Anthem Inc
2.25
%
5/15/2030
323
269
Arch Cap Fin Llc
4.01
%
12/15/2026
41
40
Banco Santander Sa
3.80
%
2/23/2028
662
611
Banco Santander Sa
3.49
%
5/28/2030
662
561
Bank Of Amer Corp
4.00
%
1/22/2025
298
297
Bank Of Amer Corp
3.95
%
4/21/2025
678
667
Bank Of Amer Corp
3.97
%
3/5/2029
1,878
1,761
Bank Of Amer Corp
3.97
%
2/7/2030
414
383
Bank Of Amer Corp
2.50
%
2/13/2031
1,531
1,262
Bank Of Amer Corp
2.69
%
4/22/2032
41
33
*
Bank Of NY Mellon Corp
1.60
%
4/24/2025
149
139
Barclays Plc
4.97
%
5/16/2029
182
173
Barclays Plc
3.93
%
5/7/2025
827
807
Barclays Plc
2.28
%
11/24/2027
620
540
Broadstone Net Lease Inc
2.60
%
9/15/2031
323
245
Cna Finl Corp
3.95
%
5/15/2024
339
335
Corebridge Finl Inc
3.90
%
4/5/2032
505
448
Credit Suisse Grp Fdg Guernsey Ltd
4.55
%
4/17/2026
869
780
Cubesmart Lp
2.25
%
12/15/2028
141
116
Fairfax Fin Hldgs Ltd
5.63
%
8/16/2032
108
104
Goldman Sachs Grp Inc
4.22
%
5/1/2029
786
739
Goldman Sachs Grp Inc
1.99
%
1/27/2032
852
659
Goldman Sachs Grp Inc
1.43
%
3/9/2027
273
240
Goldman Sachs Grp Inc
2.62
%
4/22/2032
256
206
Goldman Sachs Grp Inc
1.54
%
9/10/2027
778
676
Hsbc Hldgs Plc
4.58
%
6/19/2029
604
557
Hsbc Holdings Plc
1.65
%
4/18/2026
165
150
Hcp Inc
3.00
%
1/15/2030
199
173
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
58
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Jpmorgan Chase & Co
3.88
%
9/10/2024
323
$
320
Jpmorgan Chase & Co
3.51
%
1/23/2029
2,449
2,265
Jpmorgan Chase & Co
4.45
%
12/5/2029
414
391
Jpmorgan Chase & Co
2.74
%
10/15/2030
678
575
Jpmorgan Chase & Co
2.58
%
4/22/2032
968
781
Kimco Realty Corp
1.90
%
3/1/2028
496
420
Lincoln Natl Corp
3.05
%
1/15/2030
74
63
Lloyds Bkg Grp Plc
4.38
%
3/22/2028
331
318
Markel Corp
3.35
%
9/17/2029
347
306
Marsh & Mclennan Cos Inc
3.50
%
6/3/2024
207
203
Mitsubishi Ufj Fin Grp Inc
1.54
%
7/20/2027
579
508
Morgan Stanley
4.43
%
1/23/2030
761
727
Morgan Stanley
2.70
%
1/22/2031
1,291
1,087
Morgan Stanley
1.93
%
4/28/2032
927
705
Morgan Stanley
3.77
%
1/24/2029
447
417
Morgan Stanley
3.88
%
1/27/2026
670
660
Morgan Stanley
2.51
%
10/20/2032
74
59
Morgan Stanley
1.59
%
5/4/2027
157
139
Nomura Hldgs Inc
2.61
%
7/14/2031
331
260
Pnc Finl Svcs Grp Inc
3.90
%
4/29/2024
91
91
Realty Income Corp
3.10
%
12/15/2029
290
253
Royal Bk Of Canada
1.15
%
6/10/2025
703
645
Simon Property Grp Lp
3.75
%
2/1/2024
654
654
Simon Property Grp Lp
3.50
%
9/1/2025
132
129
Simon Property Grp Lp
2.65
%
2/1/2032
174
142
Unitedhealth Grp Inc
3.75
%
7/15/2025
480
478
Unum Grp
4.00
%
6/15/2029
786
712
Ventas Realty Lp
3.85
%
4/1/2027
207
197
Wells Fargo & Co
3.00
%
10/23/2026
472
439
Wells Fargo & Co
2.57
%
2/11/2031
745
625
Wells Fargo & Co
4.81
%
7/25/2028
587
586
At&T Inc
2.30
%
6/1/2027
422
377
At&T Inc
2.55
%
12/1/2033
415
322
Abbvie Inc
3.20
%
11/21/2029
1,415
1,284
Altria Grp Inc
4.00
%
1/31/2024
397
400
Anheuser Busch Inbev Worldwide Inc
4.75
%
1/23/2029
612
619
Apple Inc
3.25
%
2/23/2026
215
209
Automatic Data Processing Inc
1.70
%
5/15/2028
157
137
Autonation Inc
1.95
%
8/1/2028
116
94
Autozone Inc
3.75
%
4/18/2029
83
77
Bat Cap Corp
3.56
%
8/15/2027
99
92
Bat Cap Corp
4.70
%
4/2/2027
91
89
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
59
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Bat Intl Fin Plc
4.45
%
3/16/2028
463
$
435
Becton Dickinson & Co
3.73
%
12/15/2024
265
259
Berry Global Inc
1.57
%
1/15/2026
99
89
Boeing Co
2.25
%
6/15/2026
174
157
Boeing Co
3.10
%
5/1/2026
50
47
Boeing Co
2.70
%
2/1/2027
703
644
Boeing Co
2.20
%
2/4/2026
414
380
Broadcom Inc
4.11
%
9/15/2028
870
824
Broadcom Inc
3.15
%
11/15/2025
98
93
Broadcom Inc
3.42
%
4/15/2033
316
257
Broadcom Inc
4.00
%
4/15/2029
389
358
Burlington Northern Santa Fe Llc
3.40
%
9/1/2024
256
254
Cigna Corp
4.50
%
2/25/2026
769
771
Cigna Corp
2.40
%
3/15/2030
331
280
Cvs Hlth Corp
4.30
%
3/25/2028
260
255
Carlisle Cos Inc
2.20
%
3/1/2032
480
369
Cenovus Energy Inc
2.65
%
1/15/2032
165
134
Charter Comms Operating Llc Cap
5.05
%
3/30/2029
521
497
Charter Comms Operating Llc Cap
2.80
%
4/1/2031
620
487
Cintas Corp No 2
3.70
%
4/1/2027
207
202
Comcast Corp
3.70
%
4/15/2024
182
181
Comcast Corp
4.15
%
10/15/2028
116
112
Constellation Brands Inc
3.70
%
12/6/2026
132
126
Constellation Brands Inc
4.40
%
11/15/2025
99
98
Constellation Brands Inc
2.25
%
8/1/2031
240
193
Continental Airlines Inc
4.15
%
4/11/2024
31
30
Continental Airlines Inc
4.00
%
10/29/2024
96
92
Dcp Midstream Operating Lp
5.13
%
5/15/2029
165
161
Diamondback Energy Inc
3.50
%
12/1/2029
8
7
Diamondback Energy Inc
3.13
%
3/24/2031
314
264
Discovery Comm Llc
3.95
%
3/20/2028
1,191
1,073
Dowdupont Inc
4.49
%
11/15/2025
290
287
Eog Resources Inc
3.15
%
4/1/2025
58
56
Eastman Chemical Co
3.80
%
3/15/2025
108
106
Energy Transfer Lp
4.75
%
1/15/2026
549
549
Enterprise Products Operating Llc
3.13
%
7/31/2029
331
296
Equifax Inc
2.60
%
12/1/2024
447
427
Equifax Inc
2.35
%
9/15/2031
455
357
Expedia Grp Inc
4.63
%
8/1/2027
414
406
Fmc Corp
3.45
%
10/1/2029
496
443
Fiserv Inc
3.85
%
6/1/2025
256
250
Fiserv Inc
2.75
%
7/1/2024
33
32
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
60
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Freeport Mcmoran Inc
4.38
%
8/1/2028
248
$
237
Glp Cap Lp Glp Fin Ii Inc
5.38
%
4/15/2026
290
289
General Motors Fin Co Inc
4.00
%
1/15/2025
422
417
General Motors Fin Co Inc
3.60
%
6/21/2030
1,282
1,085
Halliburton Co
3.80
%
11/15/2025
60
58
Helmerich & Payne Inc
2.90
%
9/29/2031
248
203
Intuit Inc
1.35
%
7/15/2027
50
43
Kinross Gold Corp
4.50
%
7/15/2027
83
80
Lyb Intl Fin Iii Llc
2.25
%
10/1/2030
99
80
Laboratory Corp Of Amer
3.60
%
2/1/2025
397
391
Mplx Lp
4.50
%
7/15/2023
331
336
Mplx Lp
4.13
%
3/1/2027
157
151
Mplx Lp
4.00
%
3/15/2028
141
133
Mplx Lp
4.25
%
12/1/2027
306
291
Mplx Lp
2.65
%
8/15/2030
290
239
Magallanes Inc
4.28
%
3/15/2032
538
452
Magellan Midstream Partners Lp
3.25
%
6/1/2030
199
174
Marriott Intl Inc
3.13
%
6/15/2026
248
233
Martin Marietta Materials Inc
2.50
%
3/15/2030
99
83
Martin Marietta Materials Inc
2.40
%
7/15/2031
124
101
Mcdonalds Corp
3.70
%
1/30/2026
290
287
Mylan Inc
4.55
%
4/15/2028
1,059
993
Newmont Goldcorp Corp
2.80
%
10/1/2029
389
335
Newmont Corp
2.25
%
10/1/2030
74
60
Newmont Corp
2.60
%
7/15/2032
165
134
Nucor Corp
4.30
%
5/23/2027
215
211
O Reilly Automotive Inc
1.75
%
3/15/2031
83
65
Oreilly Automotive Inc
4.70
%
6/15/2032
182
177
Oneok Inc
3.40
%
9/1/2029
149
131
Oneok Inc
3.10
%
3/15/2030
984
837
Owens Corning Inc
4.20
%
12/1/2024
496
491
Owens Corning Inc
3.95
%
8/15/2029
124
115
Phillips 66
2.15
%
12/15/2030
248
199
Pioneer Natural Resources Co
1.13
%
1/15/2026
745
668
Plains All Amern Pipeline Lp
3.55
%
12/15/2029
132
116
Southwest Airlines Co
5.13
%
6/15/2027
199
197
Steel Dynamics Inc
3.45
%
4/15/2030
496
442
Stryker Corp
3.38
%
5/15/2024
132
130
Stryker Corp
3.38
%
11/1/2025
116
113
Energy Transfer Lp
3.90
%
7/15/2026
745
718
T Mobile Usa Inc
3.88
%
4/15/2030
281
258
T Mobile Usa Inc
2.05
%
2/15/2028
1,075
935
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
61
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Takeda Pharmaceutical Co Ltd
2.05
%
3/31/2030
397
$
327
Teledyne Tech Inc
2.25
%
4/1/2028
405
353
Transcontinental Gas Pipe Line Co
3.25
%
5/15/2030
695
608
Tyson Foods Inc
4.00
%
3/1/2026
422
414
Raytheon Tech Corp
4.13
%
11/16/2028
149
144
Verizon Comms Inc
4.33
%
9/21/2028
455
444
Verizon Comms Inc
4.02
%
12/3/2029
683
644
Viatris Inc
2.70
%
6/22/2030
347
273
Vulcan Materials Co
3.50
%
6/1/2030
290
257
Wabtec Corp
3.45
%
11/15/2026
331
310
Weyerhaeuser Co
4.00
%
4/15/2030
306
283
Williams Cos Inc
3.75
%
6/15/2027
248
235
Williams Cos Inc
4.30
%
3/4/2024
323
323
Workday Inc
3.50
%
4/1/2027
74
70
Workday Inc
3.70
%
4/1/2029
199
184
Aep Texas Inc
2.10
%
7/1/2030
927
762
Ameren Illinois Co
3.80
%
5/15/2028
447
428
Atlantic City Elec Co
2.30
%
3/15/2031
141
116
Avangrid Inc
3.20
%
4/15/2025
620
598
Centerpoint Energy Inc
2.95
%
3/1/2030
248
216
Cleveland Elec Illuminating Co
5.50
%
8/15/2024
248
255
Commonwealth Edison Co
3.70
%
8/15/2028
265
253
Dte Energy Co
1.50
%
10/1/2024
240
231
Dte Elec Co
2.25
%
3/1/2030
223
191
Duke Energy Carolinas Llc
3.95
%
11/15/2028
397
384
Duke Energy Fl Llc
1.75
%
6/15/2030
248
199
Emera Us Fin Lp
3.55
%
6/15/2026
455
427
Entergy Louisiana Llc
2.40
%
10/1/2026
165
152
Evergy Inc
2.90
%
9/15/2029
496
434
Eversource Energy
1.65
%
8/15/2030
91
72
Fortis Inc
3.06
%
10/4/2026
68
64
Nextera Energy Cap Hldgs Inc
2.75
%
11/1/2029
290
252
Oncor Elec Delivery Co Llc
2.95
%
4/1/2025
199
192
Pacific Gas & Elec Co
4.55
%
7/1/2030
331
308
Pacificorp
2.70
%
9/15/2030
116
101
Puget Energy Inc
3.65
%
5/15/2025
141
135
Puget Energy Inc
4.10
%
6/15/2030
273
245
Puget Energy Inc
2.38
%
6/15/2028
41
35
Sempra Energy
3.40
%
2/1/2028
240
226
Sempra Energy
3.30
%
4/1/2025
306
297
Tampa Elec Co
2.40
%
3/15/2031
215
176
Tucson Elec Pwr Co
3.25
%
5/15/2032
141
121
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
62
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Xcel Energy Inc
4.00
%
6/15/2028
248
$
239
Hydro Quebec
8.05
%
7/7/2024
116
126
Italy Rep Of
2.38
%
10/17/2024
662
626
Quebec Province Of
7.13
%
2/9/2024
207
217
Advocate Hlth Corp
2.21
%
6/15/2030
612
506
Ascension Hlth
2.53
%
11/15/2029
199
171
Johns Hopkins Univ
4.71
%
7/1/2032
207
206
Peacehealth Obligated Grp
1.38
%
11/15/2025
41
37
Stanford Univ
1.29
%
6/1/2027
662
574
Sutter Health
3.70
%
8/15/2028
480
448
University Ca
3.06
%
7/1/2025
786
763
University Ca
3.35
%
7/1/2029
538
497
University Ca
1.61
%
5/15/2030
290
229
Yale Univ
1.48
%
4/15/2030
587
473
Suzano Austria Gmbh
6.00
%
1/15/2029
331
340
Vale Overseas Ltd
6.25
%
8/10/2026
149
158
Indonesia Rep Of
3.50
%
1/11/2028
745
721
Indonesia Rep Of
4.15
%
9/20/2027
447
445
Panama Rep Of
7.13
%
1/29/2026
496
539
Peru Rep Of
2.78
%
1/23/2031
65
55
Uruguay Oriental Rep Of
4.38
%
10/27/2027
877
894
Mexico United Mexican States
4.50
%
4/22/2029
447
431
Cash
2.63
%
2/15/2029
9,969
2,132
Total Prudential GA-62194
408,117
American General Life Contract No. 725840
Cash Collateral Fut Rdr Usd
4.23
%
12/31/2060
343
343
Vm Cash Fut Dom Rdr Usd
4.23
%
12/31/2060
208
208
Atmos Energy Corp Sr Unsec
0.63
%
3/9/2023
1,075
1,068
Entergy Louisiana Llc 1St Mtge Sec
0.62
%
11/17/2023
500
481
Slclt 2007-1 A4 3Mlib+6Bp
4.67
%
5/15/2029
400
387
Slma 2005-7 A4 3Mlib+15Bp
4.51
%
10/25/2029
270
268
Fh Arm 1Q1534 H15T1Y+222.9 10.262
3.22
%
6/1/2037
171
173
Fn Arm 793029 Us0006M+158.2 10.869
4.32
%
7/1/2034
113
115
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
26
26
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
2
2
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
10
10
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
496
499
*
Collective U.S. Gov't Stif 15 Bps
4.20
%
12/1/2030
429
429
Fed Home Ln Bk Bd (2.963Mmm)
3.38
%
12/8/2023
1,406
1,386
U S Treasury Note
0.13
%
7/31/2023
41,365
40,277
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
63
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
U S Treasury Note
0.13
%
5/31/2023
8,108
$
7,963
U S Treasury Repo
4.26
%
1/4/2023
16,215
16,215
U S Treasury Repo
4.35
%
1/3/2023
16,215
16,215
7-Eleven Inc Sr Unsec 144A Smr
0.80
%
2/10/2024
745
709
Advent Health System
2.95
%
3/1/2029
496
427
American Express Co Sofr Sr Unsec Sofr
4.74
%
5/3/2024
1,655
1,653
American Homes 4 Rent Sr Unsec
4.25
%
2/15/2028
414
384
Andrew W Mellon Foundati Unsec
0.95
%
8/1/2027
993
849
Arrow Electronics Inc Sr Unsec
3.25
%
9/8/2024
827
796
Avangrid Inc Sr Unsec
3.80
%
6/1/2029
662
604
Bank Of America Corp Sr Unsec Sofr
2.59
%
4/29/2031
2,068
1,694
Bank Of America Corp Sr Unsec Sofr
1.66
%
3/11/2027
1,986
1,760
Dell Int Llc / Emc Corp
4.90
%
10/1/2026
414
408
Dell Int Llc / Emc Corp
6.02
%
6/15/2026
414
423
Emory University Unsec
2.14
%
9/1/2030
1,075
895
Equitable Financial Life Sec 144A
1.80
%
3/8/2028
579
485
Florida Power & Light 1St Mtg
2.45
%
2/3/2032
496
416
Ga Global Funding Trust 144A
1.00
%
4/8/2024
1,158
1,086
Ga Global Funding Trust Sec 144A
1.95
%
9/15/2028
579
482
Ga Global Funding Trust Sec 144A
2.25
%
1/6/2027
414
365
Goldman Sachs Group Inc Sr Unsec
3.85
%
1/26/2027
3,309
3,155
Hormel Foods Corp Sr Unsec Smr
0.65
%
6/3/2024
827
780
Hyundai Capital America Sr Unsec 144A
0.80
%
4/3/2023
827
818
Jpmorgan Chase & Co Sr Unsec
4.01
%
4/23/2029
2,482
2,297
Jpmorgan Chase & Co Sr Unsec Sofr
1.58
%
4/22/2027
1,075
948
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
1,406
1,384
Lloyds Banking Group Plc Sr Unsec
3.75
%
3/18/2028
248
229
Morgan Stanley Sr Unsec
3.59
%
7/22/2028
827
763
Morgan Stanley Sr Unsec
3.63
%
1/20/2027
2,151
2,034
Nvr Inc Sr Unsec
3.00
%
5/15/2030
662
559
Pacific Gas & Electric
3.00
%
6/15/2028
496
431
Pacific Gas & Electric Sr Sec
4.25
%
8/1/2023
414
412
Pacific Gas & Electric Sr Sec
3.85
%
11/15/2023
662
653
Pinnacle West Capital Sr Unsec
1.30
%
6/15/2025
662
604
Rga Global Funding Sec 144A
2.00
%
11/30/2026
827
734
Sba Tower Trust Nt Sec 144A 2A C
3.87
%
10/8/2049
910
871
Seattle Children Hosp Unsec
1.21
%
10/1/2027
745
606
Southern Cal Edison 1St Mtge Sofr
4.24
%
4/3/2023
1,158
1,157
Southern Calif Gas Co Sr Unsec
2.95
%
4/15/2027
993
918
Stanford University Unsec
1.29
%
6/1/2027
579
504
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
64
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Sutter Health Unsec
3.70
%
8/15/2028
993
$
917
Ubs Group Ag Sr Unsec 144A
1.36
%
1/30/2027
1,655
1,452
Verizon Communications Sr Unsec
2.55
%
3/21/2031
827
684
Wells Fargo & Company Sr Unsec
3.20
%
6/17/2027
579
538
Wells Fargo & Company Sr Unsec
3.00
%
4/22/2026
1,034
969
Wells Fargo & Company Sr Unsec
3.58
%
5/22/2028
827
771
Wells Fargo & Company Sr Unsec Tsfr3M
2.88
%
10/30/2030
1,075
919
Yale University Unsec
0.87
%
4/15/2025
1,655
1,524
Zimmer Biomet Holdings Inc Sr Unsec Smr
3.55
%
4/1/2025
910
880
Barclays Plc Sr Unsec
3.65
%
3/16/2025
827
796
Barclays Plc Sr Unsec Sofr
2.85
%
5/7/2026
1,075
1,001
Bnp Paribas Sr Non-Prefer 144A Sofr
3.05
%
1/13/2031
1,241
1,024
Brookfield Finance Inc Sr Unsec
4.35
%
4/15/2030
1,241
1,134
Credit Suisse Group Ag Sr Unsec 144A
3.87
%
1/12/2029
910
732
Credit Suisse Group Ag Srunsec 144A Sofr
6.44
%
8/11/2028
827
756
Credit Suisse Group Ag Srunsec 144A Sofr
4.19
%
4/1/2031
827
646
Deutsche Bank Ny Sofr
3.04
%
5/28/2032
1,158
884
Hsbc Holdings Plc Sr Unsec
4.58
%
6/19/2029
3,144
2,905
Ing Groep Nv Sr Unsec
4.05
%
4/9/2029
1,241
1,148
Lloyds Banking Group Plc Sr Unsec
4.55
%
8/16/2028
1,158
1,094
Lloyds Banking Group Plc Sr Unsec
3.57
%
11/7/2028
414
374
Mizuho Financial Group Sr Unsec 144A
3.48
%
4/12/2026
1,241
1,167
Nissan Motor Co Sr Unsec 144A
4.35
%
9/17/2027
827
752
Nomura Holdings Inc Sr Unsec
3.10
%
1/16/2030
662
554
Olympus Corp Sr Unsec 144A
2.14
%
12/8/2026
827
733
Santander Uk Group Hldgs Sr Unsec
3.37
%
1/5/2024
827
827
Santander Uk Group Hldgs Sr Unsec Sofr
2.47
%
1/11/2028
165
142
Santander Uk Group Hldgs Sr Unsec Sofr
2.90
%
3/15/2032
1,158
900
Smbc Aviation Capital Fi Sr Unsec 144A
4.13
%
7/15/2023
827
819
Standard Charter Sr Unsec 144A
2.68
%
6/29/2032
993
751
Sumitomo Mitsui Finl Grp Sr Unsec
2.13
%
7/8/2030
827
658
Ubs Group Ag Sr Unsec 144A
4.70
%
8/5/2027
290
281
Fed Home Ln Bk Bd (600Mm)
1.05
%
8/13/2026
1,158
1,024
Fed Home Ln Bk Glbl Bd (300Mm)
1.00
%
7/27/2026
1,903
1,682
Fed Home Ln Bk Glbl Nt (2Mmm)
4.50
%
10/3/2024
4,467
4,465
Fed Home Ln Mtge Glbl Nt (1.035Mmm)
0.80
%
10/28/2026
2,234
1,948
Fed Home Ln Mtge Glbl Nt (850Mm)
0.65
%
10/27/2025
3,226
2,888
Fin Fut Us 2Yr Cbt 03/31/23
6.00
%
4/1/2023
14,230
14,591
Fin Fut Us Ultra 10Yr Cbt 03/22/23
6.00
%
3/23/2023
(4,964)
(5,871)
Fin Fut Us Ultra 30Yr Cbt 03/22/23
6.00
%
3/23/2023
(993)
(1,333)
Carmx 2022-4 A3
5.34
%
8/16/2027
827
836
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
906
816
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
65
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
1,019
$
950
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
23
21
Fhlmc Gold 30Yr Gnt #G0-8823
3.50
%
7/1/2048
398
370
Fhlmc Gold 30Yr Gnt #G6-1040
3.50
%
6/1/2047
3,655
3,405
Fnma Pass Thru 15Yr #Al2222
3.00
%
8/1/2027
55
53
Fnma Pass Thru 15Yr #Fm1796
3.50
%
10/1/2034
691
666
Fnma Pass Thru 15Yr #Fm1843
3.50
%
11/1/2034
583
561
Fnma Pass Thru 15Yr #Fm3869
3.00
%
6/1/2035
111
104
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
17
17
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
14
14
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
61
61
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
20
20
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
9
10
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
8
8
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
4
4
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
134
139
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
110
111
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
59
61
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
126
131
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
6
6
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
82
86
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
46
48
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
212
220
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
29
30
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
68
71
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
651
658
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
1,394
1,270
Fnma Pass Thru 30Yr #Bv2616
3.00
%
7/1/2052
7,384
6,502
Fnma Pass Thru 30Yr #Fm3241
3.00
%
3/1/2050
1,363
1,212
Fnma Pass Thru 30Yr #Ma4698
3.00
%
8/1/2052
8,565
7,539
Fnma Tba 4.5% Feb 30Yr
4.50
%
2/13/2053
8,687
8,371
Fnma Tba 5.0% Feb 30Yr
5.00
%
2/13/2053
1,737
1,713
Fnma Tba 5.0% Jan 30Yr
5.00
%
1/12/2053
11,086
10,935
Gnma Ii Multpl Sgl 30Yr #Ma4587M
4.00
%
7/20/2047
424
408
Gnma Ii Multpl Sgl 30Yr #Ma4720M
4.00
%
9/20/2047
915
883
Gnma Ii Tba 2.5% Jan 30Yr Jmbo
2.50
%
1/23/2053
5,957
5,172
Bay Area Ca Toll Auth
2.57
%
4/1/2031
993
871
La Local Govt Envrn-A
4.15
%
2/1/2033
248
235
La Local Govt Envrn-A
4.28
%
2/1/2036
745
693
Nyc Transtnl Fin-C3
3.50
%
11/1/2032
1,861
1,607
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
1,406
1,422
Sales Tax Securitiztn
2.96
%
1/1/2032
827
679
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
66
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Ut St-Babs-B
3.54
%
7/1/2025
1,245
$
1,222
Va St Clg Bldg Auth-B
0.77
%
9/1/2026
1,125
969
U S Treasury Note
4.38
%
10/31/2024
67,591
67,435
U S Treasury Note
4.25
%
10/15/2025
19,855
19,858
U S Treasury Note
0.38
%
1/31/2026
12,410
11,054
Uninvested Cash Plus Receivables
1,539
Net Unsettled Trades
(42,492)
Net Futures Held
(7,386)
Broker Cash Collateral Received
(242)
Total American General Life Contract No. 725840
278,430
Royal Bank of Canada Contract No. Citigroup01
Cash Collateral Fut Rdr Usd
4.23
%
12/31/2060
343
343
Vm Cash Fut Dom Rdr Usd
4.23
%
12/31/2060
208
208
Atmos Energy Corp Sr Unsec
0.63
%
3/9/2023
1,075
1,068
Entergy Louisiana Llc 1St Mtge Sec
0.62
%
11/17/2023
500
481
Slclt 2007-1 A4 3Mlib+6Bp
4.67
%
5/15/2029
400
387
Slma 2005-7 A4 3Mlib+15Bp
4.51
%
10/25/2029
270
268
Fh Arm 1Q1534 H15T1Y+222.9 10.262
3.22
%
6/1/2037
171
173
Fn Arm 793029 Us0006M+158.2 10.869
4.32
%
7/1/2034
113
115
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
26
26
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
2
2
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
10
10
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
496
499
*
Collective U.S. Gov't Stif 15 Bps
4.20
%
12/1/2030
429
429
Fed Home Ln Bk Bd (2.963Mmm)
3.38
%
12/8/2023
1,406
1,386
U S Treasury Note
0.13
%
7/31/2023
41,365
40,277
U S Treasury Note
0.13
%
5/31/2023
8,108
7,963
U S Treasury Repo
4.26
%
1/4/2023
16,215
16,215
U S Treasury Repo
4.35
%
1/3/2023
16,215
16,215
7-Eleven Inc Sr Unsec 144A Smr
0.80
%
2/10/2024
745
709
Advent Health System
2.95
%
3/1/2029
496
427
American Express Co Sofr Sr Unsec Sofr
4.74
%
5/3/2024
1,655
1,653
American Homes 4 Rent Sr Unsec
4.25
%
2/15/2028
414
384
Andrew W Mellon Foundati Unsec
0.95
%
8/1/2027
993
849
Arrow Electronics Inc Sr Unsec
3.25
%
9/8/2024
827
796
Avangrid Inc Sr Unsec
3.80
%
6/1/2029
662
604
Bank Of America Corp Sr Unsec Sofr
2.59
%
4/29/2031
2,068
1,694
Bank Of America Corp Sr Unsec Sofr
1.66
%
3/11/2027
1,986
1,760
Dell Int Llc / Emc Corp
4.90
%
10/1/2026
414
408
Dell Int Llc / Emc Corp
6.02
%
6/15/2026
414
423
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
67
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Emory University Unsec
2.14
%
9/1/2030
1,075
$
895
Equitable Financial Life Sec 144A
1.80
%
3/8/2028
579
485
Florida Power & Light 1St Mtg
2.45
%
2/3/2032
496
416
Ga Global Funding Trust 144A
1.00
%
4/8/2024
1,158
1,086
Ga Global Funding Trust Sec 144A
1.95
%
9/15/2028
579
482
Ga Global Funding Trust Sec 144A
2.25
%
1/6/2027
414
365
Goldman Sachs Group Inc Sr Unsec
3.85
%
1/26/2027
3,309
3,155
Hormel Foods Corp Sr Unsec Smr
0.65
%
6/3/2024
827
780
Hyundai Capital America Sr Unsec 144A
0.80
%
4/3/2023
827
818
Jpmorgan Chase & Co Sr Unsec
4.01
%
4/23/2029
2,482
2,297
Jpmorgan Chase & Co Sr Unsec Sofr
1.58
%
4/22/2027
1,075
948
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
1,406
1,384
Lloyds Banking Group Plc Sr Unsec
3.75
%
3/18/2028
248
229
Morgan Stanley Sr Unsec
3.59
%
7/22/2028
827
763
Morgan Stanley Sr Unsec
3.63
%
1/20/2027
2,151
2,034
Nvr Inc Sr Unsec
3.00
%
5/15/2030
662
559
Pacific Gas & Electric
3.00
%
6/15/2028
496
431
Pacific Gas & Electric Sr Sec
4.25
%
8/1/2023
414
412
Pacific Gas & Electric Sr Sec
3.85
%
11/15/2023
662
653
Pinnacle West Capital Sr Unsec
1.30
%
6/15/2025
662
604
Rga Global Funding Sec 144A
2.00
%
11/30/2026
827
734
Sba Tower Trust Nt Sec 144A 2A C
3.87
%
10/8/2049
910
871
Seattle Children Hosp Unsec
1.21
%
10/1/2027
745
606
Southern Cal Edison 1St Mtge Sofr
4.24
%
4/3/2023
1,158
1,157
Southern Calif Gas Co Sr Unsec
2.95
%
4/15/2027
993
918
Stanford University Unsec
1.29
%
6/1/2027
579
504
Sutter Health Unsec
3.70
%
8/15/2028
993
917
Ubs Group Ag Sr Unsec 144A
1.36
%
1/30/2027
1,655
1,452
Verizon Communications Sr Unsec
2.55
%
3/21/2031
827
684
Wells Fargo & Company Sr Unsec
3.20
%
6/17/2027
579
538
Wells Fargo & Company Sr Unsec
3.00
%
4/22/2026
1,034
969
Wells Fargo & Company Sr Unsec
3.58
%
5/22/2028
827
771
Wells Fargo & Company Sr Unsec Tsfr3M
2.88
%
10/30/2030
1,075
919
Yale University Unsec
0.87
%
4/15/2025
1,655
1,524
Zimmer Biomet Holdings Inc Sr Unsec Smr
3.55
%
4/1/2025
910
880
Barclays Plc Sr Unsec
3.65
%
3/16/2025
827
796
Barclays Plc Sr Unsec Sofr
2.85
%
5/7/2026
1,075
1,001
Bnp Paribas Sr Non-Prefer 144A Sofr
3.05
%
1/13/2031
1,241
1,024
Brookfield Finance Inc Sr Unsec
4.35
%
4/15/2030
1,241
1,134
Credit Suisse Group Ag Sr Unsec 144A
3.87
%
1/12/2029
910
732
Credit Suisse Group Ag Srunsec 144A Sofr
6.44
%
8/11/2028
827
756
Credit Suisse Group Ag Srunsec 144A Sofr
4.19
%
4/1/2031
827
646
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
68
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Deutsche Bank Ny Sofr
3.04
%
5/28/2032
1,158
$
884
Hsbc Holdings Plc Sr Unsec
4.58
%
6/19/2029
3,144
2,905
Ing Groep Nv Sr Unsec
4.05
%
4/9/2029
1,241
1,148
Lloyds Banking Group Plc Sr Unsec
4.55
%
8/16/2028
1,158
1,094
Lloyds Banking Group Plc Sr Unsec
3.57
%
11/7/2028
414
374
Mizuho Financial Group Sr Unsec 144A
3.48
%
4/12/2026
1,241
1,167
Nissan Motor Co Sr Unsec 144A
4.35
%
9/17/2027
827
752
Nomura Holdings Inc Sr Unsec
3.10
%
1/16/2030
662
554
Olympus Corp Sr Unsec 144A
2.14
%
12/8/2026
827
733
Santander Uk Group Hldgs Sr Unsec
3.37
%
1/5/2024
827
827
Santander Uk Group Hldgs Sr Unsec Sofr
2.47
%
1/11/2028
165
142
Santander Uk Group Hldgs Sr Unsec Sofr
2.90
%
3/15/2032
1,158
900
Smbc Aviation Capital Fi Sr Unsec 144A
4.13
%
7/15/2023
827
819
Standard Charter Sr Unsec 144A
2.68
%
6/29/2032
993
751
Sumitomo Mitsui Finl Grp Sr Unsec
2.13
%
7/8/2030
827
658
Ubs Group Ag Sr Unsec 144A
4.70
%
8/5/2027
290
281
Fed Home Ln Bk Bd (600Mm)
1.05
%
8/13/2026
1,158
1,024
Fed Home Ln Bk Glbl Bd (300Mm)
1.00
%
7/27/2026
1,903
1,682
Fed Home Ln Bk Glbl Nt (2Mmm)
4.50
%
10/3/2024
4,467
4,465
Fed Home Ln Mtge Glbl Nt (1.035Mmm)
0.80
%
10/28/2026
2,234
1,948
Fed Home Ln Mtge Glbl Nt (850Mm)
0.65
%
10/27/2025
3,226
2,888
Fin Fut Us 2Yr Cbt 03/31/23
6.00
%
4/1/2023
14,230
14,591
Fin Fut Us Ultra 10Yr Cbt 03/22/23
6.00
%
3/23/2023
(4,964)
(5,871)
Fin Fut Us Ultra 30Yr Cbt 03/22/23
6.00
%
3/23/2023
(993)
(1,333)
Carmx 2022-4 A3
5.34
%
8/16/2027
827
836
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
906
816
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
1,019
950
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
23
21
Fhlmc Gold 30Yr Gnt #G0-8823
3.50
%
7/1/2048
398
370
Fhlmc Gold 30Yr Gnt #G6-1040
3.50
%
6/1/2047
3,655
3,405
Fnma Pass Thru 15Yr #Al2222
3.00
%
8/1/2027
55
53
Fnma Pass Thru 15Yr #Fm1796
3.50
%
10/1/2034
691
666
Fnma Pass Thru 15Yr #Fm1843
3.50
%
11/1/2034
583
561
Fnma Pass Thru 15Yr #Fm3869
3.00
%
6/1/2035
111
104
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
17
17
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
14
14
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
61
61
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
20
20
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
9
10
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
8
8
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
69
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
4
$
4
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
134
139
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
110
111
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
59
61
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
126
131
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
6
6
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
82
86
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
46
48
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
212
220
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
29
30
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
68
71
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
651
658
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
1,394
1,270
Fnma Pass Thru 30Yr #Bv2616
3.00
%
7/1/2052
7,384
6,502
Fnma Pass Thru 30Yr #Fm3241
3.00
%
3/1/2050
1,363
1,212
Fnma Pass Thru 30Yr #Ma4698
3.00
%
8/1/2052
8,565
7,539
Fnma Tba 4.5% Feb 30Yr
4.50
%
2/13/2053
8,687
8,371
Fnma Tba 5.0% Feb 30Yr
5.00
%
2/13/2053
1,737
1,713
Fnma Tba 5.0% Jan 30Yr
5.00
%
1/12/2053
11,086
10,935
Gnma Ii Multpl Sgl 30Yr #Ma4587M
4.00
%
7/20/2047
424
408
Gnma Ii Multpl Sgl 30Yr #Ma4720M
4.00
%
9/20/2047
915
883
Gnma Ii Tba 2.5% Jan 30Yr Jmbo
2.50
%
1/23/2053
5,957
5,172
Bay Area Ca Toll Auth
2.57
%
4/1/2031
993
871
La Local Govt Envrn-A
4.15
%
2/1/2033
248
235
La Local Govt Envrn-A
4.28
%
2/1/2036
745
693
Nyc Transtnl Fin-C3
3.50
%
11/1/2032
1,861
1,607
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
1,406
1,422
Sales Tax Securitiztn
2.96
%
1/1/2032
827
679
Ut St-Babs-B
3.54
%
7/1/2025
1,245
1,222
Va St Clg Bldg Auth-B
0.77
%
9/1/2026
1,125
969
U S Treasury Note
4.38
%
10/31/2024
67,591
67,435
U S Treasury Note
4.25
%
10/15/2025
19,855
19,858
U S Treasury Note
0.38
%
1/31/2026
12,410
11,054
Uninvested Cash Plus Receivables
1,539
Net Unsettled Trades
(42,492)
Net Futures Held
(7,386)
Broker Cash Collateral Received
(242)
Total Royal Bank of Canada Contract No. Citigroup01
278,430
American United Life Insurance Company: S00020
Amxca 2022-4 A
5.18
%
10/15/2025
776
784
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
70
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Bbcms 2022-C18 A2
5.50
%
11/15/2027
1,547
$
1,569
Bmwot 2022-A A3
3.21
%
6/25/2025
283
276
Bank 2018-Bn13 A1
3.22
%
5/15/2023
7,032
544
Cd 2016-Cd2 A3
3.25
%
10/13/2026
1,406
1,243
Cnh 2019-C A3
2.01
%
7/17/2023
3,309
647
Comm 2014-Cr14 A2
3.15
%
3/10/2023
4,095
1,044
Comet 2021-A1 A1
0.55
%
7/15/2024
3,351
3,137
Cnp 2012-1 A3
3.03
%
10/15/2024
3,475
1,593
Cgcmt 2019-C7 A1
2.08
%
11/15/2024
3,309
1,761
Dbjpm 2017-C6 A4
3.07
%
5/10/2027
1,655
1,526
Dcent 2022-A3 A3
3.56
%
7/15/2025
2,043
1,988
Fnr 2014-81 Ve
3.00
%
1/27/2025
2,647
2,552
Fnr 2017-104 Pa
3.00
%
9/25/2028
10,259
1,819
Fnr 2022-29 Nq
4.00
%
4/27/2026
2,482
2,112
Fnr 2022-50 A
4.50
%
6/25/2026
2,565
2,448
Fnr 2022-54 Da
4.50
%
9/25/2030
1,737
1,538
Fhr 4272 Yg
2.00
%
11/15/2023
8,273
248
Fhr 4486 Jn
2.00
%
4/15/2024
4,964
234
Fhr 4571 Ca
2.50
%
11/17/2025
6,784
1,104
Fhr 5057 Ab
2.50
%
7/25/2028
4,434
2,817
Fhr 4888 Cb
3.00
%
5/15/2028
9,100
1,814
Fhr 5254 A
4.50
%
10/25/2030
2,465
2,207
Fhr 5263 Ea
4.00
%
5/25/2029
2,043
1,919
Fnr 2011-36 Qb
4.00
%
7/25/2030
4,550
1,811
Fordl 2022-A A3
3.23
%
5/15/2024
1,820
1,787
Fordo 2022-B A3
4.41
%
5/15/2025
483
473
Gnr 2013-41 Pa
2.50
%
6/20/2023
9,431
276
Gnr 2015-16 Gm
2.00
%
10/21/2024
10,259
383
Gnr 2020-74 Dc
1.00
%
10/20/2027
6,618
2,177
Gnr 2021-78 D
2.50
%
1/20/2031
3,475
2,322
Gnr 2022-85 Ka
4.00
%
4/20/2026
2,647
2,432
Gnr 2022-100 Ka
4.00
%
7/20/2026
2,068
1,934
Gnr 2022-107 A
3.00
%
2/20/2026
2,399
2,028
Jdot 2022-B A3
3.74
%
2/17/2026
849
831
Mbart 2022-1 A3
5.21
%
5/15/2026
1,254
1,269
Narot 2019-C A3
1.93
%
3/15/2023
2,482
292
Narot 2022-B A3
4.46
%
3/16/2026
1,502
1,494
T 2 5/8 04/15/25
2.63
%
4/15/2025
2,590
2,509
T 2 3/4 05/15/25
2.75
%
5/15/2025
3,385
3,279
T 2 7/8 06/15/25
2.88
%
6/16/2025
3,361
3,255
T 3 07/15/25
3.00
%
7/15/2025
8,513
8,369
Woart 2022-B A3
3.25
%
11/17/2025
543
526
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
71
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Woart 2022-C A3
3.66
%
2/17/2026
1,067
$
1,041
Total American United Life Insurance Company: S00020
75,412
Reinsurance Group of America Contract No. RGA00084
Net Receivable
168
168
Us Dollar
3.53
%
5,131
5,131
Dominion Energy 2.75 03/15/2023
2.75
%
3/15/2023
1,613
1,620
Boston Properties, Inc. 3.125 09/01/2023
3.13
%
9/1/2023
1,406
1,399
Jpmorgan Chase & Co. 3.375 05/01/2023
3.38
%
5/1/2023
496
497
Ford Motor Credit Co. Llc 4.375 08/06/2023
4.38
%
8/6/2023
3,888
3,912
Bank Of America Corp. 4.20 08/26/2024
4.20
%
8/26/2024
2,647
2,645
Kinder Morgan, Inc. 4.30 06/01/2025
4.30
%
6/1/2025
3,888
3,827
Cox Enterprises, Inc. 3.85 02/01/2025
3.85
%
2/1/2025
2,316
2,275
Crh Plc 3.875 05/18/2025
3.88
%
5/18/2025
1,572
1,524
Burlington Northern Santa Fe Llc 3.442 06/16/2028
3.44
%
6/16/2028
594
558
Wells Fargo & Co. 4.30 07/22/2027
4.30
%
7/22/2027
1,655
1,624
Hsbc Holdings Plc 4.25 08/18/2025
4.25
%
8/18/2025
2,110
2,062
Bnp Paribas Sa 4.375 09/28/2025
4.38
%
9/28/2025
2,151
2,113
Exelon Corp. 3.15 10/15/2025
3.15
%
10/15/2025
1,564
1,514
Capital One Financial Corp. 4.20 10/29/2025
4.20
%
10/29/2025
827
805
Zoetis, Inc. 4.50 11/13/2025
4.50
%
11/13/2025
1,613
1,617
U.S. Treasury Note/Bond 1.625 04/30/2023
1.63
%
4/30/2023
6,974
6,929
Bayerische Motoren Werke Ag 2.80 04/11/2026
2.80
%
4/11/2026
1,655
1,556
Bnp Paribas Sa 4.375 05/12/2026
4.38
%
5/12/2026
1,034
991
Lloyds Banking Group Plc 4.582 12/10/2025
4.58
%
12/10/2025
1,531
1,486
Fannie Mae 4.50 08/01/2040
4.50
%
8/1/2040
1,616
1,585
Charter Communications, Inc. 4.908 07/23/2025
4.91
%
7/23/2025
1,448
1,450
Bank Of America Corp. 4.183 11/25/2027
4.18
%
11/25/2027
745
709
Jpmorgan Chase & Co. 3.625 12/01/2027
3.63
%
12/1/2027
579
537
Barclays Plc 4.337 01/10/2028
4.34
%
1/10/2028
1,655
1,571
Fannie Mae 3.50 02/01/2037
3.50
%
2/1/2037
3,688
3,536
Bnp Paribas Sa 4.625 03/13/2027
4.63
%
3/13/2027
372
358
The Sherwin-Williams Co. 3.45 06/01/2027
3.45
%
6/1/2027
1,655
1,557
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
72
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fannie Mae 3.077 07/01/2047
3.08
%
7/1/2047
983
$
964
Freddie Mac Gold 4.50 09/01/2044
4.50
%
9/1/2044
3,179
3,139
Fannie Mae 3.10 07/01/2047
3.10
%
7/1/2047
730
716
Fannie Mae 4.50 01/01/2043
4.50
%
1/1/2043
3,513
3,462
Freddie Mac 3.152 05/01/2047
3.15
%
5/1/2047
116
113
Freddie Mac Gold 4.50 07/01/2045
4.50
%
7/1/2045
2,505
2,496
Fannie Mae 4.50 06/01/2047
4.50
%
6/1/2047
2,519
2,484
Fannie Mae 3.131 06/01/2047
3.13
%
6/1/2047
652
641
Freddie Mac 3.37 07/01/2047
3.37
%
7/1/2047
60
59
Bank Of America Corp. 3.593 07/21/2028
3.59
%
7/21/2028
662
620
Exelon Corp. 2.95 08/15/2027
2.95
%
8/15/2027
827
772
Freddie Mac Gold 4.50 04/01/2047
4.50
%
4/1/2047
1,587
1,567
Fannie Mae 2.86 10/01/2047
2.86
%
10/1/2047
314
306
Unitedhealth Group, Inc. 2.95 10/15/2027
2.95
%
10/15/2027
1,655
1,542
Fannie Mae 2.987 10/01/2047
2.99
%
10/1/2047
138
134
Charter Communications, Inc. 4.20 03/15/2028
4.20
%
3/15/2028
3,226
3,005
Freddie Mac Gold 4.50 10/01/2047
4.50
%
10/1/2047
431
425
Slm Student Loan Trust 4.95843 01/25/2041
4.96
%
1/25/2041
873
830
Freddie Mac Gold 4.00 11/01/2045
4.00
%
11/1/2045
335
319
Cvs Health Corp. 4.30 03/25/2028
4.30
%
3/25/2028
1,353
1,325
Slm Student Loan Trust 4.52843 07/25/2040
4.53
%
7/25/2040
4,285
4,054
Slm Student Loan Trust 4.98843 01/25/2040
4.99
%
1/25/2040
1,912
1,852
Freddie Mac 3.38 06/01/2048
3.38
%
6/1/2048
108
105
Bayer Ag 4.375 12/15/2028
4.38
%
12/15/2028
1,531
1,440
Comcast Corp. 3.95 10/15/2025
3.95
%
10/15/2025
910
899
Charter Communications, Inc. 5.05 03/30/2029
5.05
%
3/30/2029
414
394
Fannie Mae 5.00 02/01/2049
5.00
%
2/1/2049
198
199
Fannie Mae 5.00 03/01/2049
5.00
%
3/1/2049
657
656
Fannie Mae 5.00 12/01/2048
5.00
%
12/1/2048
826
833
Bayerische Motoren Werke Ag 3.15 04/18/2024
3.15
%
4/18/2024
869
853
Anheuser-Busch Inbev Sa/Nv 3.65 02/01/2026
3.65
%
2/1/2026
1,613
1,577
Imperial Brands Plc 3.875 07/26/2029
3.88
%
7/26/2029
1,655
1,443
Cigna Corp. 4.375 10/15/2028
4.38
%
10/15/2028
1,820
1,772
Ford Motor Credit Co. Llc 4.063 11/01/2024
4.06
%
11/1/2024
745
720
Wells Fargo & Co. 2.879 10/30/2030
2.88
%
10/30/2030
414
353
Fannie Mae 3.343 10/01/2049
3.34
%
10/1/2049
1,279
1,241
Dow, Inc. 4.80 11/30/2028
4.80
%
11/30/2028
2,399
2,374
Prosus Nv 3.68 01/21/2030
3.68
%
1/21/2030
2,192
1,859
U.S. Treasury Note/Bond 0.50 03/15/2023
0.50
%
3/15/2023
6,676
6,635
Exxon Mobil Corp. 3.482 03/19/2030
3.48
%
3/19/2030
1,903
1,793
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
73
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
United Parcel Service, Inc. 4.45 04/01/2030
4.45
%
4/1/2030
1,613
$
1,606
Jpmorgan Chase & Co. 4.493 03/24/2031
4.49
%
3/24/2031
2,316
2,192
Wells Fargo & Co. 4.478 04/04/2031
4.48
%
4/4/2031
3,599
3,412
Nextera Energy, Inc. 2.85 04/01/2025
2.85
%
4/1/2025
745
718
Cvs Health Corp. 3.75 04/01/2030
3.75
%
4/1/2030
662
606
Target Corp. 2.65 09/15/2030
2.65
%
9/15/2030
1,737
1,506
Oracle Corp. 2.95 04/01/2030
2.95
%
4/1/2030
2,192
1,885
Dominion Energy 3.375 04/01/2030
3.38
%
4/1/2030
1,903
1,693
The Southern Co. 3.70 04/30/2030
3.70
%
4/30/2030
1,820
1,654
Tc Energy Corp. 4.10 04/15/2030
4.10
%
4/15/2030
1,820
1,683
Berkshire Hathaway Energy 2.70 09/15/2030
2.70
%
9/15/2030
2,565
2,225
Jpmorgan Chase & Co. 2.522 04/22/2031
2.52
%
4/22/2031
1,365
1,124
Jpmorgan Chase & Co. 2.083 04/22/2026
2.08
%
4/22/2026
1,200
1,118
Toyota Auto Receivables Owner Trust 1.66 09/15/2025
1.66
%
9/15/2025
1,795
1,737
Philip Morris International, Inc. 2.10 05/01/2030
2.10
%
5/1/2030
4,219
3,427
Boston Properties, Inc. 3.25 01/30/2031
3.25
%
1/30/2031
620
521
Jpmorgan Chase & Co. 2.956 05/13/2031
2.96
%
5/13/2031
1,365
1,130
Relx Plc 3.00 05/22/2030
3.00
%
5/22/2030
1,655
1,415
At&T, Inc. 2.75 06/01/2031
2.75
%
6/1/2031
5,212
4,331
Hsbc Holdings Plc 2.848 06/04/2031
2.85
%
6/4/2031
1,655
1,324
Freddie Mac Pool 2.50 07/01/2050
2.50
%
7/1/2050
6,122
5,249
Fannie Mae 2.50 08/01/2050
2.50
%
8/1/2050
7,657
6,580
Freddie Mac Pool 2.00 08/01/2050
2.00
%
8/1/2050
7,699
6,336
Fannie Mae 2.50 09/01/2050
2.50
%
9/1/2050
10,197
8,741
British American Tobacco Plc 2.726 03/25/2031
2.73
%
3/25/2031
2,151
1,694
British American Tobacco Plc 2.259 03/25/2028
2.26
%
3/25/2028
1,406
1,176
U.S. Treasury Note/Bond 0.125 10/15/2023
0.13
%
10/15/2023
480
463
Fannie Mae 2.00 11/01/2050
2.00
%
11/1/2050
6,232
5,125
State Street Corp. 3.152 03/30/2031
3.15
%
3/30/2031
2,937
2,608
Fannie Mae 2.50 09/01/2040
2.50
%
9/1/2040
14,398
12,694
Freddie Mac Pool 2.50 10/01/2040
2.50
%
10/1/2040
1,521
1,341
Abbvie, Inc. 3.20 11/21/2029
3.20
%
11/21/2029
4,798
4,343
The Williams Companies, Inc. 3.25 05/15/2030
3.25
%
5/15/2030
1,986
1,731
Freddie Mac Pool 2.50 10/01/2040
2.50
%
10/1/2040
4,226
3,726
Freddie Mac Pool 2.50 11/01/2050
2.50
%
11/1/2050
2,781
2,385
Freddie Mac Pool 2.50 10/01/2050
2.50
%
10/1/2050
4,329
3,731
Freddie Mac Pool 2.50 08/01/2040
2.50
%
8/1/2040
5,056
4,458
Fannie Mae 2.50 01/01/2041
2.50
%
1/1/2041
2,969
2,618
Fannie Mae 2.00 01/01/2051
2.00
%
1/1/2051
3,840
3,162
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
74
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
U.S. Treasury Note/Bond 0.125 01/31/2023
0.13
%
1/31/2023
9,928
9,903
U.S. Treasury Note/Bond 0.125 04/30/2023
0.13
%
4/30/2023
8,122
$
8,013
T-Mobile U.S., Inc. 2.55 02/15/2031
2.55
%
2/15/2031
2,151
1,778
T-Mobile U.S., Inc. 3.75 04/15/2027
3.75
%
4/15/2027
869
825
Nextera Energy, Inc. 1.90 06/15/2028
1.90
%
6/15/2028
2,151
1,838
U.S. Treasury Note/Bond 0.25 06/15/2024
0.25
%
6/15/2024
1,787
1,677
U.S. Treasury Note/Bond 0.125 06/30/2023
0.13
%
6/30/2023
16,174
15,815
Prosus Nv 3.061 07/13/2031
3.06
%
7/13/2031
4,095
3,216
Freddie Mac Pool 2.50 07/01/2041
2.50
%
7/1/2041
5,434
4,727
U.S. Treasury Note/Bond 0.125 08/31/2023
0.13
%
8/31/2023
10,763
10,443
Freddie Mac Pool 2.50 02/01/2051
2.50
%
2/1/2051
3,103
2,664
U.S. Treasury Note/Bond 0.50 11/30/2023
0.50
%
11/30/2023
12,418
11,953
Fannie Mae 2.50 12/01/2051
2.50
%
12/1/2051
9,973
8,522
Prosus Nv 4.193 01/19/2032
4.19
%
1/19/2032
455
385
U.S. Treasury Note/Bond 1.50 02/29/2024
1.50
%
2/29/2024
8,902
8,626
Exelon Corp. 3.35 03/15/2032
3.35
%
3/15/2032
1,820
1,599
Goldman Sachs Group, Inc. 3.615 03/15/2028
3.62
%
3/15/2028
3,102
2,923
Charter Communications, Inc. 4.40 04/01/2033
4.40
%
4/1/2033
455
394
British American Tobacco Plc 4.742 03/16/2032
4.74
%
3/16/2032
2,482
2,237
Wells Fargo & Co. 3.908 04/25/2026
3.91
%
4/25/2026
1,324
1,296
Verizon Communications, Inc. 2.355 03/15/2032
2.36
%
3/15/2032
1,780
1,424
Capital One Financial Corp. 5.268 05/10/2033
5.27
%
5/10/2033
2,110
1,975
Dominion Energy 3.75 05/15/2027
3.75
%
5/15/2027
745
714
U.S. Treasury Note/Bond 3.25 06/30/2027
3.25
%
6/30/2027
4,203
4,064
Fannie Mae 3.50 04/01/2052
3.50
%
4/1/2052
1,960
1,792
Fannie Mae 3.50 07/01/2052
3.50
%
7/1/2052
9,029
8,277
Kinder Morgan, Inc. 4.80 02/01/2033
4.80
%
2/1/2033
1,034
979
Fannie Mae 2.537 06/01/2052
2.54
%
6/1/2052
4,199
3,790
Freddie Mac 4.24 09/01/2052
4.24
%
9/1/2052
18,303
17,816
Freddie Mac 3.339 07/01/2052
3.34
%
7/1/2052
8,409
7,934
Jpmorgan Chase & Co. 5.717 09/14/2033
5.72
%
9/14/2033
1,075
1,068
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
75
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
T-Mobile U.S., Inc. 5.20 01/15/2033
5.20
%
1/15/2033
1,365
1,374
The Southern Co. 5.70 10/15/2032
5.70
%
10/15/2032
3,185
$
3,301
Enel Spa 7.1 10/14/2027
7.10
%
10/14/2027
1,903
1,997
Bank Of America Corp. 6.204 11/10/2028
6.20
%
11/10/2028
951
991
Philip Morris International, Inc. 5.125 11/17/2027
5.13
%
11/17/2027
538
545
Ford Credit Auto Owner Trust 2022-D 5.27 05/17/2027
5.27
%
5/17/2027
6,845
6,929
Freddie Mac 4.669 01/01/2053
4.67
%
1/1/2053
2,045
2,019
Total Reinsurance Group of America Contract No. RGA00084
390,818
Total Synthetic guaranteed invesment contracts (GICs)
1,864,213
Total investments
43,237,340
*
Participant loans
4.25% to 8.00%
$0
811,238
Other investment liabilities
Payable in Brazil Real
(119)
Payable in Canadian Dollar
(12)
Payable in Japanese Yen
(6)
Payable in Pound Sterling
(3,997)
Payable in South African Rand
(61)
Payable in South Korean Won
(542)
Payable in U.S. Dollar
(82)
Payable in Chinese R Yuan
(25,464)
Payable in Euro
(3,343)
Total Other investment liabilities
(33,626)
Totals
$
44,014,952
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
76
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
