* 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:
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of the Citi Retirement Savings Plan (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 1987.
New York, New York
June 21, 2023
2
CITI RETIREMENT SAVINGS PLAN
Statements of Net Assets Available for Benefits
December 31, 2022 and 2021
2022
2021
Assets:
Investments, at fair value
$
15,637,777,884
$
18,574,877,752
Investments in fully benefit-responsive investment contracts,
at contract value
1,224,668,199
1,184,360,975
Total investments
$
16,862,446,083
$
19,759,238,727
Receivables:
Employer contributions
$
468,514,042
$
434,579,876
Interest and dividends
6,387,294
4,339,147
Receivable for securities sold
3,704,566
1,371,277
Participant contributions
533,096
296,013
Participant loans
197,215,177
201,654,860
Total receivables
$
676,354,175
$
642,241,173
Total assets
$
17,538,800,258
$
20,401,479,900
Liabilities:
Payable for securities purchased
$
6,013,104
$
2,312,555
Other investment liabilities
13,086,043
1,834,691
Payable for trustee, administrative fees and other
4,111,644
4,420,383
Total liabilities
$
23,210,791
$
8,567,629
Net assets available for benefits
$
17,515,589,467
$
20,392,912,271
See accompanying notes to financial statements.
3
CITI RETIREMENT SAVINGS PLAN
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
$
35,181,384
$
28,510,074
Interest
22,740,113
21,194,840
Net (depreciation) appreciation in fair value of investments
(3,125,265,006)
2,538,780,132
Net investment (loss) income
$
(3,067,343,509)
$
2,588,485,046
Interest income on loans receivable from participants
$
9,371,415
$
10,286,035
Contributions:
Employer
$
468,560,846
$
434,647,937
Participants
739,710,443
642,031,902
Rollover
108,390,417
87,533,153
Total contributions
$
1,316,661,706
$
1,164,212,992
Total (reductions) additions to net assets
$
(1,741,310,388)
$
3,762,984,073
Deductions from net assets attributable to:
Distributions to participants
$
1,117,942,390
$
1,210,079,168
Trustee and administrative expenses
17,573,253
19,818,068
Dividends paid directly to participants
496,773
617,902
Total deductions from net assets
$
1,136,012,416
$
1,230,515,138
Net (decrease) increase
$
(2,877,322,804)
$
2,532,468,935
Net assets available for benefits at:
Beginning of year
20,392,912,271
17,860,443,336
End of year
$
17,515,589,467
$
20,392,912,271
See accompanying notes to financial statements.
4
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
(1)Description of the Plan
The following brief description of the Citi Retirement Savings Plan (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 1987 and is a defined contribution plan designed to encourage savings on the part of eligible employees. The Plan covers eligible employees of Citigroup Inc. (the Company), its subsidiaries and affiliates. The Company is the Plan Sponsor, as defined by the Plan document. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA), and the Internal Revenue Code of 1986, as amended (the Code). 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.
The Plan was initially designed as an Employee Stock Ownership Plan (ESOP) within the meaning of Section 4975(e)(7) of the Code. Effective March 1, 2003, the Plan consists of a non-leveraged ESOP component and a non‑ESOP component. The ESOP component consists of any amount invested in the Citigroup Common Stock Fund under the Plan.
Bank of New York Mellon is the trustee and the custodian of the Plan. The Plan is administered by Alight Solutions Inc., a third‑party administrator.
(b) Eligibility
Eligible employees generally include (1) employees working in the U.S. and paid from a Company payroll or (2) U.S. citizens or lawful permanent residents of the U.S. performing services overseas in an expatriate employment classification in each case who are performing services for the Company and participating subsidiaries, 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 and/or Roth 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 maximum annual eligible pay under the Plan does not exceed the applicable statutory limit.
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%.
5
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
Participants who are age 50 or older 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.
(d) Employer Contributions
During 2022 and 2021, employer contributions consisted of three components: the Company matching contribution, fixed contribution, and transition contribution. A one‑time Company contribution is also provided to certain grandfathered participants on a limited basis when they become eligible.
The Company matching contribution was equal to 100% of the participant’s before-tax and/or Roth contributions up to 6% of the participant’s eligible compensation (up to the annual compensation maximum set by the Code) 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, the employer contribution receivable was $468.5 million; whereas, at December 31, 2021, the employer contribution receivable was $434.6 million. 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.
6
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
(f) Rollover and Transfer Contributions
The Plan accepts qualifying rollover contributions made by participants in cash from qualified retirement plans or Individual Retirement Accounts (IRA). Such transfers or rollovers to the Plan may only be made with the approval of the Plan’s management and do not affect any other contributions made by or on behalf of a participant.
Participant rollover contributions into the Plan in 2022 and 2021 amounted to $108.4 million and $87.5 million, respectively.
(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.
7
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
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).
(i) Forfeited Accounts
Forfeitures may be used to offset expenses of the Plan. During 2022 and 2021, $421,712 and $15,492, respectively, of forfeitures were used to offset Plan expenses. As of December 31, 2022 and 2021, unallocated forfeitures were $598,929 and $416,987, respectively.
(j) Loans Receivable from Participants
Subject to the Plan’s provisions and the requirements contained within ERISA and the Code, 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 10.25% and 4.25% to 10.25%, 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. Plan participants who reside in Florida may be subject to a nominal tax imposed by Florida law, which is deducted from the participant’s Plan account at the time his or her loan request is processed as soon as administratively practicable.
(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 and the State Street Common Stock Fund (removed from the Plan effective July 31, 2021) 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.
8
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
(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. 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 exceeds $5,000, the participant may elect to defer the commencement of his or her distribution until the date he or she must take the first required minimum distribution (RMD). If the participant is still employed at RMD age, minimum distributions must commence when the participant retires or otherwise separates from service.
If the value of a participant’s account is at least $1,000 and does not exceed $5,000, the Plan will automatically roll the participant’s account over to an IRA, if the participant does not elect otherwise within 90 days of receiving a notice from the Plan. However, if the Plan participant is age 65 or older and his or her account balance is $5,000 or less, the Plan will distribute his or her account as a lump‑sum distribution and withhold the applicable taxes. If the value of a participant’s account is less than $1,000, the Plan will distribute the participant’s account upon termination of employment, unless otherwise instructed.
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.
9
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
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.
Debt securities for which published quotations are not available are valued based on yields currently available on comparable securities of other issuers with similar credit ratings, and long-term debt securities are valued using the latest available bid prices as quoted by dealers making a market in the securities.
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.
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.
10
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
• 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
$
1,224,668,199
$
1,184,360,975
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.
(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.
11
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
December 31, 2022
Level 1
Level 2
Total
Investments, at fair value:
Cash equivalents and short-term investments
$
13,853,350
$
67,250,583
$
81,103,933
Collective trust funds
—
13,413,539,732
13,413,539,732
U.S. equities
787,036,825
—
787,036,825
Non-U.S. equities
487,299,352
—
487,299,352
Mutual funds and other registered investment companies
867,817,749
—
867,817,749
Non-U.S. corporate bonds
—
980,293
980,293
Investments, at fair value
$
2,156,007,276
$
13,481,770,608
$
15,637,777,884
Other investment liabilities
$
—
$
(13,086,043)
$
(13,086,043)
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
$
28,888
$
70,111,454
$
70,140,342
Collective trust funds
—
15,976,439,144
15,976,439,144
U.S. equities
1,002,332,996
—
1,002,332,996
Non-U.S. equities
661,316,622
—
661,316,622
Mutual funds and other registered investment companies
864,648,648
—
864,648,648
Investments, at fair value
$
2,528,327,154
$
16,046,550,598
$
18,574,877,752
Other investment liabilities
$
(83,600)
$
(1,751,091)
$
(1,834,691)
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 changes in net assets
12
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
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 and one election that is closed to new contributions. Additionally, the investments within each investment fund option are further diversified into varied financial instruments, with the exception of the Citigroup Common Stock Fund and State Street Common Stock Fund (removed from the Plan effective July 31, 2021), which primarily invest in the securities of a single issuer. At December 31, 2022 and 2021, approximately 3% and 3% of the Plan’s total investments were invested in Citigroup common stock, respectively.
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 $513.9 million and $630.8 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 $22.4 million and $21.2 million, respectively, to the participants for dividends on common stocks held directly.
At December 31, 2022 and 2021, the Plan held $67.2 million and $67.8 million, 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 $601,939 and $667,987, 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 Internal Revenue Service (the IRS) has determined and informed the Plan by a letter dated April 8, 2016 that the Plan as amended and restated effective January 1, 2014 and related trust are established in accordance with applicable sections of the Code and, therefore, the Plan qualifies as tax‑exempt under Section 401(a) of the Code. Although the Plan has been amended since receiving the favorable determination letter, 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
13
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2022 and 2021
requirements of the Code. 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 IRS. 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.
The Plan is subject to audits by taxing jurisdictions. An examination of the Plan by the U.S. Department of Labor, Employee Benefits Security Administration (DOL), which commenced on March 20, 2019, was closed by the DOL with no findings on July 13, 2021. 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
$
17,515,589,467
$
20,392,912,271
Adjustment from contract value to fair value for fully benefit-responsive investment contracts
(99,854,224)
14,940,610
Net assets available for benefits per Form 5500
$
17,415,735,243
$
20,407,852,881
Net (decrease) increase in net assets available for benefits per the financial statements
$
(2,877,322,804)
$
2,532,468,935
Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts
(14,940,610)
(53,562,265)
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts
(99,854,224)
14,940,610
Net (decrease) increase in net assets per Form 5500
$
(2,992,117,638)
$
2,493,847,280
14
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
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
$
2,056
Brazil Real
14,560
Canadian Dollar
10,099
Chinese Yuan Renminbi
10,912,859
Euro Currency Unit
24,100
Hong Kong Dollar
29,748
Indian Rupee
96,142
Japanese Yen
67,237
Mexican Peso
4,035
New Taiwan Dollar
120,303
New Zealand Dollar
4,088
Norwegian Krone
54
Polish Zloty
5
Pound Sterling
6,229
Qatari Riyal
21
South African Rand
22
South Korean Won
22,141
Swedish Krona
192
Swiss Franc
160
Thailand Baht
34
Turkish Lira
2
U.S. Dollar
2,539,248
UAE Dirham
15
*
Collective U.S. Gov't Stif 15 Bps
4.20%
67,250,583
Total cash equivalents and short-term investments
81,103,933
Collective trust funds:
Blackrock EAFE Equity Fund
22,149,094
1,045,824,830
Blackrock Emerg Mkts Fund
34,046,685
390,988,724
Blackrock Gbl Esg
2,454,999
33,750,094
Blackrock Lifepath 2025
14,828,228
338,389,057
Blackrock Lifepath 2030
17,319,124
446,461,050
Blackrock Lifepath 2035
18,922,309
477,283,076
Blackrock Lifepath 2040
18,181,103
515,077,928
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Blackrock Lifepath 2045
23,530,644
$
632,395,467
Blackrock Lifepath 2050
21,276,872
474,157,228
Blackrock Lifepath 2055
11,231,321
325,482,558
Blackrock Lifepath 2060
3,942,730
66,531,195
Blackrock Lifepath Index Retirement Fund
17,630,289
394,449,503
Blackrock Roll Select Fund
8,745,881
121,407,703
Blackrock Russ 1000 G
154,241
6,463,093
Blackrock Russ 1000 Val
249,254
11,194,043
Blackrock Russell 2000 Fund
9,773,261
558,019,976
Blackrock Russell 3000 Fund
14,397,053
1,113,933,106
Blackrock S&P 400 Index
7,814,723
958,113,578
Blackrock S&P 500 Index
51,368,341
4,034,303,361
Blackrock US Debt Fund
34,857,477
1,087,173,331
Blackrock US Tips Fund
9,929,679
228,423,320
Schroder Collective Invt Tr
7,433,353
97,228,262
Wellington Em Mkt Dt
6,180,443
56,489,249
Total collective trust funds
13,413,539,732
Mutual funds and other registered investment companies:
Blackrock Cash-Trsry-Inst
609,094,896
609,094,896
Blackrock Hi Yld Bnd Port-K
9,941,593
66,012,177
Blackrock Instl Trr Co N A Inv
797,645
9,365,543
Dimensional Emrg Mrkts Ii
3,459,171
55,035,418
Fidelity Adv Ttl Bnd-Z
1,221,370
11,383,171
Ishares Msci Eafe Small-Cap
13,765
777,452
Natixis Ls Core Pl Bnd-Y
996,076
11,415,027
Pgim High Yield-R6
7,268,566
32,999,289
Pimco Income Fund-Ins
551,444
5,707,444
T Rowe Pr Inst Hi Yld-Inst
8,971,105
66,027,332
Total mutual funds
867,817,749
Non U.S. Corporate Bonds:
HSBC Bank Plc
0%
7/20/2023
10,911
456,431
HSBC Bank Plc
0%
11/9/2023
32,903
523,862
Total Non-U.S. corporate bonds
980,293
Non-U.S. equities:
3I Group Plc
85,337
1,377,072
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Aalberts Nv
5,615
$
217,116
Aarti Industries Ltd
3,104
14,227
Abb India Ltd
4,955
160,683
Abb Ltd
51,855
1,572,674
Abcam Plc
38,718
602,459
Absa Group Ltd
60,213
686,173
Abu Dhabi National Oil Co For
114,669
137,691
Academedia Ab
41,344
177,130
Accenture Plc
11,831
3,156,951
Accton Technology Corp
15,938
121,599
Adani Ports & Special Economic
15,092
149,242
Adesso Se
649
91,319
Adriatic Metals Plc
67,832
144,900
Advantech Co Ltd
16,831
181,261
Adyen Nv
1,799
2,473,776
Aedas Homes Sa
11,855
174,354
Affle India Ltd
4,699
61,495
African Rainbow Minerals Ltd
22,808
386,053
Aia Group Ltd
216,160
2,403,949
Aia Group Ltd
216,085
2,403,118
Aia Group Ltd
126,306
1,404,672
Aida Engineering Ltd
19,876
117,345
Aiful Corp
163,599
492,242
Air Arabia Pjsc
522,550
305,905
Air Liquide Sa
15,313
2,163,781
Air Liquide Sa
18,605
2,628,928
Airtac International Group
5,397
163,476
Airtel Africa Plc
191,604
257,677
Aixtron Se
4,467
128,563
Aj Bell Plc
33,703
145,217
Aker Solutions Asa
32,960
125,133
Akzo Nobel Nv
18,587
1,240,970
Alcon Inc
42,862
2,926,975
Alibaba Group Holding Ltd
183,194
2,024,420
Alibaba Group Holding Ltd
76,302
843,187
Alibaba Group Holding Ltd
221,833
2,451,406
Alibaba Group Holding Ltd
14,895
1,312,082
Alkermes Plc
6,593
172,288
*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
17
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Alleima Ab
—
$
1
Als Ltd
14,936
123,873
Altium Ltd
10,757
255,899
Altus Group Ltd
7,760
309,514
Amadeus Fire Ag
1,848
227,962
Amadeus It Group Sa
13,983
724,517
Amadeus It Group Sa
10,495
543,804
Americana Restaurants Internat
194,267
157,100
Amplifon Spa
31,926
947,905
Ams-Osram Ag
23,016
167,916
Andritz Ag
7,091
405,276
Anglo American Plc
38,040
1,480,976
Anglogold Ashanti Ltd
21,521
416,416
Anglogold Ashanti Ltd
21,065
409,076
Anhui Conch Cement Co Ltd
39,844
139,367
Anima Holding Spa
31,961
127,640
Anta Sports Products Ltd
20,918
274,177
Anta Sports Products Ltd
63,950
838,198
Aon Plc
8,328
2,499,704
Aon Plc
12,100
3,631,690
Apl Apollo Tubes Ltd
10,773
142,198
Apollo Hospitals Enterprise Lt
6,726
364,016
Applus Services Sa
19,726
135,051
Arca Continental Sab De Cv
236,717
1,919,757
Arca Continental Sab De Cv
47,813
387,761
Arcadis Nv
10,507
411,543
Arcland Service Holdings Co Lt
16,879
276,321
Arco Platform Ltd
15,381
207,645
Arcticzymes Technologies Asa
20,375
148,195
Argo Graphics Inc
5,593
157,690
Ariston Holding Nv
25,637
263,209
Aritzia Inc
10,487
366,482
Aryzta Ag
197,757
235,333
Ascential Plc
247,787
600,894
Asiainfo Technologies Ltd
97,081
171,152
Asian Paints Ltd
7,144
266,653
Asics Corp
61,397
1,355,950
Askul Corp
26,168
338,936
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Asm International Nv
6,928
$
1,742,397
Asml Holding Nv
2,673
1,437,306
Asml Holding Nv
4,440
2,426,189
Aspeed Technology Inc
2,291
125,601
Assured Guaranty Ltd
6,907
430,036
Astra International Tbk Pt
367,663
134,618
Astral Ltd
5,856
139,016
Astrazeneca Plc
22,849
3,083,334
Atlas Copco Ab
110,649
1,307,251
Atoss Software Ag
1,029
152,830
Ats Corporation
2,597
80,667
Atul Ltd
447
44,644
Auction Technology Group Plc
20,303
183,658
Austevoll Seafood Asa
19,975
179,355
Auto1 Group Se
6,907
57,383
Autohome Inc
34,670
1,060,913
Avanza Bank Holding Ab
16,665
357,617
Axalta Coating Systems Ltd
6,093
155,192
Axfood Ab
25,069
687,872
Axis Bank Ltd
20,230
1,149,061
Axis Capital Holdings Ltd
10,250
555,231
Azimut Holding Spa
29,508
659,131
B3 Sa - Brasil Bolsa Balcao
181,690
454,590
Bajaj Finance Ltd
9,911
787,726
Baltic Classifieds Group Plc
117,510
199,024
Banco Bradesco Sa
1
2
Banco Btg Pactual Sa
99,013
448,955
Bandai Namco Holdings Inc
18,140
1,143,022
Bangkok Dusit Medical Services
709,428
599,127
Bank Central Asia Tbk Pt
3,475,318
1,908,707
Bank Mandiri Persero Tbk Pt
2,400,804
1,530,614
Bank Mandiri Persero Tbk Pt
343,757
219,159
Bank Of Chengdu Co Ltd
1,793
3,946
Bank Of Chengdu Co Ltd
175,514
386,289
Bank Of Ningbo Co Ltd
106,656
497,863
Bank Of Nt Butterfield & Son L
20,616
614,553
Bank Rakyat Indonesia Persero
3,440,628
1,091,800
Barclays Plc
408,494
778,932
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Barrick Gold Corp
66,641
$
1,144,885
Bawag Group Ag
16,017
851,306
Baycurrent Consulting Inc
5,793
180,664
Bayer Ag
21,570
1,112,453
Bayer Ag
27,578
1,422,321
Bdo Unibank Inc
148,561
281,781
Beiersdorf Ag
15,736
1,800,339
Beijer Ref Ab
11,543
162,959
Bell System24 Holdings Inc
9,988
103,174
Bharat Electronics Ltd
139,460
168,404
Bid Corp Ltd
10,122
196,232
Bidvest Group Ltd/The
24,295
306,119
Big Yellow Group Plc
11,912
164,358
Biogaia Ab
20,325
163,018
Biohaven Ltd
1,711
23,746
Bml Inc
11,885
302,213
Boe Varitronix Ltd
114,859
218,388
Bolsa Mexicana De Valores Sab
57,929
112,158
Bossard Holding Ag
497
107,413
Bouvet Asa
13,503
82,246
Bp Plc
485,794
2,775,131
Bridgepoint Group Plc
54,879
125,822
Britannia Industries Ltd
3,728
194,126
Brp Inc
10,895
830,059
Bucher Industries Ag
1,060
443,030
Bumrungrad Hospital Pcl
44,825
274,372
Byd Co Ltd
22,412
553,063
Bytes Technology Group Plc
30,967
144,158
Cae Inc
11,486
222,012
Cairn Homes Plc
274,145
259,528
Canadian National Railway Co
13,000
1,545,441
Canadian Pacific Railway Ltd
61,855
4,613,798
Cancom Se
8,001
233,634
Capgemini Se
4,785
796,433
Capgemini Se
11,887
1,978,393
Capitaland India Trust
270,468
227,877
Capitec Bank Holdings Ltd
3,765
411,287
Capri Holdings Ltd
3,647
209,063
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Carel Industries Spa
24,486
$
614,116
Carlsberg As
11,145
1,476,668
Carlsberg As
6,403
848,338
Centrais Eletricas Brasileiras
27,991
229,184
Centrais Eletricas Brasileiras
142,443
1,136,363
Central Pattana Pcl
157,086
322,019
Central Retail Corp Pcl
154,994
206,972
Centrica Plc
272,665
316,575
Centuria Office Reit
111,863
116,065
Chacha Food Co Ltd
26,795
192,725
Chailease Holding Co Ltd
51,267
361,955
Charter Hall Group
92,454
751,122
Check Point Software Technolog
10,815
1,364,450
Chicony Power Technology Co Lt
65,919
156,565
China Longyuan Power Group Cor
799,357
977,055
China Overseas Property Holdin
199,755
208,074
China Resources Gas Group Ltd
91,587
343,822
China Resources Mixc Lifestyle
117,655
597,703
China Tourism Group Duty Free
42,932
1,334,155
Chroma Ate Inc
27,966
164,688
Chroma Ate Inc
16,934
99,723
Ci Financial Inc
16,879
168,301
Ci&T Inc
9,070
58,954
Cie Automotive Sa
8,063
207,044
Cie De Saint-Gobain
17,506
852,897
Cie Financiere Richemont Sa
13,532
1,753,693
Cie Financiere Richemont Sa
14,690
1,903,785
Cie Financiere Richemont Sa
6,399
829,268
Clicks Group Ltd
20,536
325,965
Coca-Cola Europacific Partners
37,546
2,077,036
Cochlear Ltd
2,649
366,650
Coface Sa
34,188
442,954
Cogeco Communications Inc
22,805
1,292,420
Compass Group Plc
54,819
1,264,427
Compass Group Plc
84,299
1,944,413
Computacenter Plc
27,128
623,595
Contemporary Amperex Technolog
4,981
281,865
Continental Ag
12,634
754,827
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Coor Service Management Holdin
24,140
$
148,973
Coronado Global Resources Inc
145,821
196,788
Corp Inmobiliaria Vesta Sab De
74,908
177,514
Credicorp Ltd
1,427
193,644
Credo Technology Group Holding
32,324
430,237
Crispr Therapeutics Ag
2,132
86,676
Croda International Plc
5,928
470,895
Csl Ltd
15,098
2,946,305
Cts Eventim Ag & Co Kgaa
10,031
638,032
Dabur India Ltd
23,445
159,113
Daewoo Engineering & Construct
49,888
164,911
Daihen Corp
8,889
260,720
Daikin Industries Ltd
8,970
1,373,305
Daiwabo Holdings Co Ltd
32,660
481,686
Dassault Syst Shs
14,986
535,728
Dbs Group Holdings Ltd
55,935
1,414,641
Dbs Group Holdings Ltd
53,124
1,343,556
Dechra Pharmaceuticals Plc
7,481
235,585
Definity Financial Corp
8,884
252,304
Denso Corp
18,140
898,580
Dentalcorp Holdings Ltd
23,771
156,139
Derwent London Plc
9,564
272,435
Descartes Sys Group Inc
7,966
554,951
Descartes Systems Group Inc/Th
3,987
277,685
Deutsche Boerse Ag
11,282
1,943,318
Devyani International Ltd
31,701
69,261
Dexerials Corp
17,878
345,515
Diageo Plc
35,647
1,565,117
Diagnosticos Da America Sa
71,122
184,953
Dic Corp
14,582
257,061
Dino Polska Sa
5,165
441,916
Diploma Plc
3,208
107,125
Disco Corp
7,376
2,110,192
Disco Corp
400
114,301
Dixon Technologies India Ltd
2,604
122,892
Dksh Holding Ag
5,412
410,665
Dmg Mori Co Ltd
31,561
419,796
Domino'S Pizza Group Plc
22,158
78,202
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Dr Martens Plc
98,760
$
226,429
Drax Group Plc
26,148
221,117
Ds Smith Plc
136,832
529,173
Dsv A/S
8,701
1,369,274
Dundee Precious Metals Inc
56,601
271,948
E.Sun Financial Holding Co Ltd
365,249
285,801
Edenred
4,250
230,770
Edita Food Industries Sae
12,485
28,964
Eguarantee Inc
6,892
127,599
Eiken Chemical Co Ltd
18,377
238,031
Electric Power Development Co
23,172
368,089
Elis Sa
15,541
229,219
Emaar Properties Pjsc
230,744
368,170
Emaar Properties Pjsc
989,024
1,578,065
Ememory Technology Inc
2,988
129,798
Encavis Ag
18,038
355,853
Enerplus Corp
27,982
493,881
Enghouse Systems Ltd
9,009
239,161
Engie Sa
100,951
1,442,425
Engie Sa
92,841
1,326,544
Eni Spa
80,638
1,143,410
Enn Energy Holdings Ltd
64,487
905,547
Equinor Asa
28,675
1,024,051
Ergomed Plc
13,050
199,676
Ermenegildo Zegna Nv
28,265
295,937
Esker Sa
1,252
210,261
Esr Group Ltd
606,395
1,272,621
Esr-Logos Reit
625,065
172,438
Essent Group Ltd
7,183
279,265
Essilorluxottica Sa
9,355
1,689,325
Eurofins Scientific Se
8,856
633,831
Europris Asa
55,266
385,140
Evertec Inc
2,196
71,112
Evolution Ab
26,896
2,621,072
Evotec Se
6,737
109,716
Evraz Plc
78,939
76,810
Experian Plc
93,842
3,175,375
Experian Plc
46,664
1,578,986
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fabrinet
2,256
$
289,276
Fd Technologies Plc
12,216
200,141
Ferguson Plc
6,544
821,859
Ferguson Plc
14,901
1,871,274
Ferrari Nv
15,384
3,287,026
Fine Organic Industries Ltd
1,843
127,878
Finecobank Banca Fineco Spa
33,819
560,176
First Abu Dhabi Bank Pjsc
89,833
418,266
First International Bank Of Is
13,818
544,341
Fisher & Paykel Healthcare Cor
29,500
421,651
Flatexdegiro Ag
44,009
297,123
Fluidra Sa
18,783
291,069
Formula Systems 1985 Ltd
2,477
178,936
Foshan Haitian Flavouring & Fo
896
10,265
Foshan Haitian Flavouring & Fo
23,309
266,897
Fresh Del Monte Produce Inc
11,008
288,294
Frontier Developments Plc
11,687
135,096
Fujikura Ltd
44,845
341,235
Fujimi Inc
4,494
212,895
Fujitec Co Ltd
599
13,612
Fukui Computer Holdings Inc
6,492
129,993
Fullcast Holdings Co Ltd
6,292
134,673
Funding Circle Holdings Plc
158,684
104,985
Future Corp
9,089
113,451
Fuyo General Lease Co Ltd
4,694
306,675
G-7 Holdings Inc
21,374
267,931
Galp Energia Sgps Sa
151,654
2,040,956
Galp Energia Sgps Sa
59,047
794,652
Geely Automobile Holdings Ltd
491,081
717,278
Genuit Group Plc
45,671
154,374
Genus Plc
9,788
351,335
Gestamp Automocion Sa
69,914
269,662
Getinge Ab
7,680
159,421
Gildan Activewear Inc
26,402
722,517
Globant Sa
1,553
261,141
Globant Sa
5,111
859,470
Goldcrest Co Ltd
8,490
108,158
Golden Agri-Resources Ltd
830,979
154,895
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Goldwin Inc
2,597
$
187,954
Golfzon Co Ltd
2,008
179,082
Grange Resources Ltd
260,680
149,379
Greggs Plc
15,311
432,082
Grieg Seafood Asa
18,028
143,842
Grupo Aeroportuario Del Surest
749
174,528
Grupo Aeroportuario Del Surest
1,764
411,019
Grupo Financiero Banorte Sab D
177,214
1,275,320
Grupo Financiero Banorte Sab D
175,414
1,262,370
Grupo Sbf Sa
68,416
165,606
Gujarat Fluorochemicals Ltd
3,309
124,427
Gunma Bank Ltd/The
88,891
339,543
Gvs Spa
23,312
100,764
H World Group Ltd
97,280
419,412
H. Lundbeck A/S
28,964
108,286
Haier Smart Home Co Ltd
107,268
365,580
Hansol Chemical Co Ltd
2,656
389,575
Hanwa Co Ltd
17,978
510,268
Hapvida Participacoes E Invest
676,257
650,672
Havells India Ltd
7,418
98,627
Hdfc Bank Ltd
7,237
495,088
Hdfc Bank Ltd
53,800
1,058,794
Hdfc Bank Ltd
32,685
2,235,999
Headhunter Group Plc
8,290
1
Heineken Nv
5,944
557,466
Helen Of Troy Ltd
206
22,818
Helios Towers Plc
184,803
235,860
Hensoldt Ag
10,687
252,063
Herbalife Ltd
15,648
232,840
Hikari Tsushin Inc
2,597
366,460
Hilan Ltd
3,915
193,513
Hindustan Unilever Ltd
8,940
276,755
Hitachi Ltd
19,934
1,010,868
Hitachi Ltd
40,666
2,062,170
Horiba Ltd
4,395
190,845
Horizon Therapeutics Plc
2,277
259,130
Horizon Therapeutics Plc
19,175
2,182,146
Housing Development Finance Co
22,347
712,457
*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
25
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Howden Joinery Group Plc
98,719
$
666,893
Hoya Corp
11,362
1,094,089
Hoya Corp
12,558
1,209,257
Hsbc Bank Plc
775,228
616,152
Huaneng Lancang River Hydropow
2,391
2,270
Huaneng Lancang River Hydropow
303,912
288,537
Hypera Sa
53,989
462,201
Hypoport Se
609
63,332
Icici Bank Ltd
73,839
1,616,332
Icici Bank Ltd
113,855
2,492,297
Icici Bank Ltd
109,639
2,399,987
Icon Plc
8,014
1,556,816
Icon Plc
13,753
2,671,428
Idec Corp/Japan
12,185
269,660
Idec Corp/Japan
7,191
159,144
Idom Inc
40,850
205,573
Idp Education Ltd
14,472
266,754
Ig Group Holdings Plc
58,227
547,727
Ihi Corp
7,091
206,647
Ihi Corp
18,677
544,267
Iluka Resources Ltd
75,987
491,084
Imcd Nv
3,321
471,917
Immunocore Holdings Plc
10,686
609,863
Impro Precision Industries Ltd
492,395
140,054
Inchcape Plc
28,485
280,970
Indivior Plc
11,386
253,654
Infineon Technologies Ag
53,835
1,633,456
Infocom Corp
14,882
242,831
Infosys Ltd
20,399
371,887
Ing Groep Nv
107,595
1,307,695
Ingenia Communities Group
216,248
655,520
Inmode Ltd
8,709
310,922
Intact Financial Corp
5,071
729,498
Integrated Diagnostics Holding
168,633
106,913
Integrated Diagnostics Holding
8,281
3,808
Intelbras Sa Industria De Tele
30,862
177,991
Intermediate Capital Group Plc
33,267
459,396
International Container Termin
84,739
304,119
International Game Technology
12,117
274,822
*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
26
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
International Games System Co
13,983
$
197,217
Internet Initiative Japan Inc
26,967
500,730
Intershop Holding Ag
201
130,841
Intesa Sanpaolo Spa
515,869
1,144,066
Inwido Ab
14,892
158,214
Iph Ltd
44,365
262,655
Ipsos
3,675
229,476
Iqe Plc
587,356
350,793
Itau Unibanco Holding Sa
124,102
584,520
Janus Henderson Group Plc
32,258
758,718
Jcu Corp
8,190
191,178
Jd.Com Inc
34,889
984,309
Jd.Com Inc
12,402
349,883
Jd.Com Inc
19,446
1,091,504
Jk Cement Ltd
2,923
103,175
Jpm -Cw23 Beijing Orien
142,842
661,286
Jpm -Cw23 Ming Yang Sma
146,926
514,211
Jpm -Cw23 Shandong Phar
152,583
617,762
Jpm Cw23 Sungrow Power
55,284
724,418
Jpm Struct.Prod.Bv Cert
130,291
589,279
Jpm Struct.Prod.Bv Lepw
78,998
583,971
Jpm-Cw23 Anhui Conch C
116,345
456,935
Jubilant Foodworks Ltd
4,222
26,078
Julius Baer Group Ltd
13,527
787,482
Jumbo Sa
6,622
112,934
Justsystems Corp
11,586
247,354
Jyp Entertainment Corp
3,942
211,341
Kajaria Ceramics Ltd
10,335
144,932
Kanamoto Co Ltd
13,883
238,108
Kanzhun Ltd
46,813
953,591
Kanzhun Ltd
21,763
443,311
Kasikornbank Pcl
32,573
138,717
Kb Financial Group Inc
39,522
1,515,851
Kbc Group Nv
10,872
697,120
Kei Industries Ltd
10,783
190,906
Kendrion Nv
4,281
70,814
Kerry Properties Ltd
114,859
250,175
Keyence Corp
6,479
2,524,752
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Keywords Studios Plc
19,941
$
653,390
Kfc Holdings Japan Ltd
14,682
306,669
Kindred Group Plc
35,042
365,234
Knaus Tabbert Ag
3,689
124,428
Koito Manufacturing Co Ltd
31,895
480,309
Komeri Co Ltd
10,687
221,359
Koninklijke Bam Groep Nv
61,924
143,412
Koninklijke Dsm Nv
8,138
992,738
Kose Corp
7,575
827,851
Kotobuki Spirits Co Ltd
3,496
204,796
Kpit Technologies Ltd
19,889
169,310
Kubota Corp
48,539
668,432
Kureha Corp
4,494
274,550
Kweichow Moutai Co Ltd
4,781
1,187,814
Kyocera Corp
22,426
1,113,601
L&F Co Ltd
4,853
665,877
Laboratorios Farmaceuticos Rov
10,246
394,334
Laboratorios Farmaceuticos Rov
12,102
465,751
Lasertec Corp
11,627
1,916,097
Leeno Industrial Inc
1,638
201,381
Legrand Sa
10,590
845,627
Li Ning Co Ltd
157,978
1,371,307
Li Ning Co Ltd
219,312
1,903,711
Li Ning Co Ltd
25,968
225,413
Li Ning Co Ltd
74,708
648,495
Linde Plc
5,955
1,941,379
Linde Plc
4,252
1,386,096
Linea Directa Aseguradora Sa C
94,747
104,354
Localiza Rent A Car Sa
25,998
261,966
Localiza Rent A Car Sa
114
231
Lojas Renner Sa
142,144
551,374
London Stock Exchange Group Pl
9,377
804,911
Lonza Group Ag
2,841
1,391,136
L'Oreal Sa
2,160
768,984
Lotes Co Ltd
11,207
301,188
Lvmh Moet Hennessy Louis Vuitt
3,780
2,743,218
Lvmh Moet Hennessy Louis Vuitt
3,421
2,482,131
Macrotech Developers Ltd
11,207
147,774
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Majorel Group Luxembourg Sa
14,780
$
323,363
Makino Milling Machine Co Ltd
4,494
147,494
Man Group Plc/Jersey
268,058
689,068
Mapletree Industrial Trust
159,804
264,513
Marcopolo Sa
415,143
222,521
Marfrig Global Foods Sa
67,917
111,913
Masonite International Corp
1,837
148,051
Matsukiyococokara & Co
20,632
1,032,019
Matsukiyococokara & Co
15,081
754,388
Max Healthcare Institute Ltd
35,845
190,446
Mcmillan Shakespeare Ltd
9,938
90,576
Media Do Co Ltd
3,995
52,412
Mediatek Inc
38,848
789,970
Medical Data Vision Co Ltd
13,384
91,087
Mega Lifesciences Pcl
134,834
181,998
Melexis Nv
3,025
261,527
Merck Kgaa
10,941
2,112,295
Merck Kgaa
10,213
1,971,822
Metawater Co Ltd
13,483
166,161
Michelin (Cgde) Eur0.50
23,067
639,698
Minerva Sa/Brazil
37,953
93,163
Mitsubishi Shokuhin Co Ltd
7,291
172,406
Mitsui Mining & Smelting Co Lt
12,485
291,903
Mitsui-Soko Holdings Co Ltd
11,286
307,504
Modec Inc
17,479
180,422
Molten Ventures Plc
73,451
312,950
Montana Aerospace Ag
16,955
262,794
Montea Nv
1,948
138,434
Morgan Advanced Materials Plc
69,807
264,089
Morgan Sindall Group Plc
14,706
270,653
Motherson Sumi Wiring India Lt
249,489
175,815
Mtu Aero Engines Ag
4,926
1,062,958
Mtu Aero Engines Ag
2,881
621,816
Multiplan Empreendimentos Imob
25,700
106,600
Musashi Seimitsu Industry Co L
23,172
274,838
Myt Netherlands Parent Bv
9,189
81,871
Nabors Industries Ltd
473
73,314
Nachi-Fujikoshi Corp
6,991
190,754
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Nagarro Se
1,664
$
196,410
Nakanishi Inc
13,983
270,977
Nari Technology Co Ltd
51,917
182,226
National Energy Services Reuni
20,842
144,644
National Express Group Plc
104,398
163,254
Nestle India Ltd
730
173,036
Nestle Sa
24,736
2,864,501
Nestle Sa
31,082
3,599,382
Net One Systems Co Ltd
10,387
270,023
Netease Inc
42,360
621,428
Netease Inc
42,683
626,170
New Work Se
499
81,331
Nexity Sa
10,541
293,173
Nextage Co Ltd
24,370
469,135
Nifco Inc/Japan
8,589
201,806
Nippon Carbon Co Ltd
6,492
206,897
Nippon Ceramic Co Ltd
6,192
110,759
Nippon Gas Co Ltd
14,482
228,519
Nippon Seiki Co Ltd
25,768
153,503
Nippon Soda Co Ltd
13,883
454,540
Nipro Corp
46,343
363,172
Niterra Co Ltd
15,681
289,858
Nitto Boseki Co Ltd
4,794
69,289
Noevir Holdings Co Ltd
3,895
170,929
Nojima Corp
28,964
313,253
Nordea Bank Abp
134,688
1,443,631
Nova Ljubljanska Banka Dd
35,198
478,961
Novanta Inc
2,015
273,833
Novartis Ag
17,647
1,594,340
Novo Nordisk A/S
31,780
4,278,157
Novo Nordisk A/S
18,739
2,522,616
Nrw Holdings Ltd
138,829
264,554
Nsk Ltd
22,572
119,922
Ntg Nordic Transport Group A/S
4,276
146,353
Obara Group Inc
12,485
340,633
Oberoi Realty Ltd
11,056
115,990
Ocado Group Plc
45,164
335,090
Oci Nv
9,357
333,723
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Odfjell Drilling Ltd
53,934
$
143,991
Ohsho Food Service Corp
2,697
122,219
Okea Asa
72,910
253,125
Olink Holding Ab
9,703
246,264
Olink Holding Ab
200
5,069
Olink Holding Ab
7,890
200,244
Olympus Corp
94,488
1,684,298
Olympus Corp
65,384
1,165,506
Ooh!Media Ltd
163,853
142,785
Ordina Nv
60,925
251,962
Osaka Soda Co Ltd
9,388
272,521
Osg Corp
18,477
254,449
Osstem Implant Co Ltd
11,869
1,296,223
Oxford Nanopore Technologies P
41,872
124,155
Oz Minerals Ltd
14,608
276,390
Page Industries Ltd
272
140,806
Pagegroup Plc
77,415
429,480
Patria Investments Ltd
9,656
134,512
Pepco Group Nv
34,573
311,501
Pernod Ricard Sa
6,324
1,240,199
Pernod Ricard Sa
11,138
2,184,275
Pernod Ricard Sa
8,768
1,719,469
Perseus Mining Ltd
297,634
425,884
Persol Holdings Co Ltd
5,893
126,301
Petroleo Brasileiro Sa
49,891
531,339
Pharma Mar Sa
3,596
246,744
Phoenix Holdings Ltd/The
15,667
166,502
Pi Industries Ltd
4,000
165,368
Pidilite Industries Ltd
6,330
195,130
Ping An Insurance Group Co Of
173,821
1,150,275
Pirelli & C Spa
52,935
226,205
Plus500 Ltd
8,452
183,403
Pm Struct.Prod.Bv Lepw
16,336
731,022
Polycab India Ltd
4,592
142,602
Polymetal International Plc
30,576
152,207
Polypeptide Group Ag
3,764
103,020
Popular Inc
8,289
549,747
Premier Investments Ltd
8,063
135,825
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Prosus Nv
8,186
$
563,069
Prothena Corp Plc
1,872
112,763
Proya Cosmetics Co Ltd
16,409
395,322
Prudential Plc
100,635
1,364,885
Prudential Plc
59,811
811,201
Prudential Plc
48,112
652,528
Ptt Exploration & Production P
51,897
264,468
Qatar Gas Transport Co Ltd
118,601
119,261
Qatar Islamic Bank Saq
40,444
206,121
Qatar National Bank Qpsc
86,632
428,196
Qatar National Bank Qpsc
90,695
448,274
Qiagen Nv
19,367
971,668
Qifu Technology Inc
79,116
1,610,798
Qol Holdings Co Ltd
13,284
117,791
Raia Drogasil Sa
62,954
282,829
Randstad Nv
12,070
733,747
Reckitt Benckiser Group Plc
12,514
866,128
Reliance Industries Ltd
18,437
1,135,327
Reliance Industries Ltd
78,652
2,421,630
Reliance Industries Ltd
24,724
1,522,492
Relx Plc
90,684
2,495,840
Relx Plc
57,438
1,580,831
Renaissancere Holdings Ltd
1,176
216,743
Renew Energy Global Plc
68,133
374,730
Renew Holdings Plc
18,477
162,697
Renishaw Plc
3,742
165,124
Rentokil Initial Plc
6,507
200,469
Resilient Reit Ltd
56,930
179,841
Resorttrust Inc
32,061
570,771
Richelieu Hardware Ltd
5,293
141,465
Rightmove Plc
28,497
175,303
Rightmove Plc
59,913
368,565
Rio Tinto Plc
14,676
1,023,598
Roche Holding Ag
9,303
2,921,087
Rolls-Royce Holdings Plc
393,022
440,618
Rotork Plc
128,410
473,589
Round One Corp
53,534
194,751
Rumo Sa
71,620
252,446
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Rws Holdings Plc
60,925
$
275,265
Ryanair Holdings Plc
8,684
649,237
Ryanair Holdings Plc
13,731
1,026,499
Ryohin Keikaku Co Ltd
15,181
180,181
Safestore Holdings Plc
41,459
471,282
Sakata Inx Corp
37,654
299,643
Salik Co Pjsc
226,531
152,968
Samsung Biologics Co Ltd
503
326,604
Samsung Biologics Co Ltd
587
380,930
Samsung Electronics Co Ltd
46,877
2,050,048
Samsung Electronics Co Ltd
34,856
1,392,025
Samsung Electronics Co Ltd
46,535
2,035,106
Samsung Sdi Co Ltd
1,313
613,606
Samsung Sdi Co Ltd
628
293,302
Sandvik Ab
45,377
820,482
Sangetsu Corp
7,990
130,076
Sanki Engineering Co Ltd
10,487
123,116
Sankyu Inc
4,195
153,557
Sanofi
17,565
1,684,155
Sanwa Holdings Corp
16,779
155,274
Sap Se
17,622
1,812,786
Sapiens International Corp Nv
4,586
84,751
Sapiens International Corp Nv
12,575
229,253
Saras Spa
399,509
489,906
Saudi Tadawul Group Holding Co
3,536
170,291
Savills Plc
17,748
176,239
Schneider Electric Se
21,170
2,953,445
Schneider Electric Se
21,296
2,970,966
Schoeller-Bleckmann Oilfield E
2,943
182,825
Scout24 Se
3,033
151,925
Screen Holdings Co Ltd
6,692
429,061
Sega Sammy Holdings Inc
8,490
128,490
Sensirion Holding Ag
1,521
161,123
Serco Group Plc
260,791
487,498
Serica Energy Plc
32,960
112,994
Shandong Weigao Group Medical
251,691
413,414
Shell Plc
19,666
550,248
Sheng Siong Group Ltd
209,742
258,034
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Shenzhen Inovance Technology C
14,115
$
141,114
Shenzhen Inovance Technology C
20,387
203,823
Shin-Etsu Chemical Co Ltd
4,385
539,275
Shop Apotheke Europe Nv
6,433
302,847
Shopify Inc
9,998
346,871
Shoprite Holdings Ltd
29,707
394,579
Sika Ag
11,537
2,764,504
Sika Ag
3,520
843,562
Simplo Technology Co Ltd
23,971
222,271
Sinbon Electronics Co Ltd
29,883
267,374
Sitc International Holdings Co
75,907
168,834
Sk Hynix Inc
13,989
829,700
Skan Group Ag
778
52,980
Skc Co Ltd
4,236
296,501
Sky Perfect Jsat Holdings Inc
72,211
265,432
Smart Global Holdings Inc
10,851
161,463
Smartgroup Corp Ltd
77,904
269,437
Smc Corp
2,392
1,007,635
Sociedad Quimica Y Minera De C
2,507
200,175
Socionext Inc
4,494
197,567
Sonova Holding Ag
1,865
442,021
Sony Group Corp
16,545
1,258,342
Sophia Genetics Sa
11,685
24,071
Sophia Genetics Sa
13,383
27,568
Sparebank 1 Sr-Bank Asa
27,606
338,245
Spie Sa
22,283
579,308
Spie Sa
23,341
606,833
Spin Master Corp
13,014
320,032
Spirax-Sarco Engineering Plc
2,662
339,871
Srf Ltd
6,362
176,133
Ssab Ab
44,945
245,612
Stanley Electric Co Ltd
10,088
193,350
Star Micronics Co Ltd
26,368
323,537
Starts Corp Inc
17,279
342,315
Steadfast Group Ltd
40,100
148,749
Steris Plc
12,962
2,393,977
Steris Plc
935
172,647
Strabag Se
9,229
385,107
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Subsea 7 Sa
7,715
$
88,532
Sumitomo Mitsui Financial Grou
41,862
1,680,237
Sumitomo Seika Chemicals Co Lt
5,993
185,077
Sun Frontier Fudousan Co Ltd
19,676
164,183
Sun Pharmaceutical Industries
32,485
393,213
Suncor Energy Inc
56,288
1,784,246
Suncor Energy Inc
21,217
672,544
Sunny Optical Technology Group
49,507
588,944
Suzhou Maxwell Technologies Co
4,283
253,753
Swcc Corp
10,987
149,129
Syncona Ltd
87,541
190,600
Systena Corp
75,907
236,445
Taiheiyo Cement Corp
23,072
359,683
Taiwan Semiconductor Manufactu
36,985
2,754,990
Taiwan Semiconductor Manufactu
15,744
1,172,766
Taiwan Semiconductor Manufactu
41,257
3,073,217
Taiwan Semiconductor Manufactu
62,755
915,733
Taiwan Semiconductor Manufactu
267,953
3,910,034
Taiwan Semiconductor Manufactu
11,296
841,428
Taiyo Yuden Co Ltd
4,594
133,361
Takeuchi Manufacturing Co Ltd
10,987
242,636
Takuma Co Ltd
13,883
129,944
Tamron Co Ltd
14,582
328,897
Tata Consultancy Services Ltd
11,215
441,490
Tata Consumer Products Ltd
19,739
182,989
Tecan Group Ag
324
144,243
Technipfmc Plc
18,502
225,541
Telekom Austria Ag
31,758
195,906
Teleperformance
6,062
1,440,784
Telkom Indonesia Persero Tbk P
44,670
1,065,386
Tencent Holdings Ltd
27,310
1,168,673
Tencent Holdings Ltd
22,426
959,677
Tencent Holdings Ltd
19,718
843,797
Tencent Holdings Ltd
30,381
1,300,116
Tencent Holdings Ltd
13,190
558,748
Terumo Corp
36,180
1,027,183
Tesco Plc
299,898
808,796
Tessenderlo Group Sa
6,372
226,803
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Tgs Asa
30,416
$
407,559
Thales Sa
12,663
1,612,306
Thomson Reuters Corp
17,323
1,974,735
Thule Group Ab
14,131
295,239
Tikehau Capital Sca
10,713
277,257
Tingyi Cayman Islands Holding
177,782
313,882
Titan Co Ltd
12,386
388,875
Tmx Group Ltd
10,974
1,097,574
Tokai Carbon Co Ltd
15,481
125,894
Tokyo Century Corp
7,491
254,339
Tokyo Seimitsu Co Ltd
3,795
122,825
Tokyo Tatemono Co Ltd
25,469
308,647
Tokyo Tatemono Co Ltd
19,576
237,235
Tokyu Reit Inc
130
204,190
Topcon Corp
27,666
321,018
Toronto Dominion Bank
14,768
955,552
Totvs Sa
67,038
350,697
Toyo Tire Corp
24,170
274,228
Trainline Plc
109,971
363,252
Transcosmos Inc
16,879
416,401
Trelleborg Ab
9,081
209,863
Trent Ltd
15,387
251,336
Tsingtao Brewery Co Ltd
41,948
414,381
Tube Investments Of India Ltd
6,426
215,585
Ubs Group Ag
112,315
2,088,600
Unilever Plc
37,953
1,909,261
United Laboratories Internatio
265,674
166,792
United Tractors Tbk Pt
79,788
133,642
Uno Minda Ltd
40,951
257,992
Upl Ltd
30,128
260,804
Valmet Oyj
6,092
163,569
Van Lanschot Kempen Nv
8,716
203,724
Varun Beverages Ltd
25,152
402,084
Veidekke Asa
9,918
97,457
Verallia Sa
17,655
596,935
Victorian Plumbing Group Plc
68,233
63,200
Victrex Plc
14,117
271,185
Vinci Partners Investments Ltd
13,248
119,764
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Vnet Group Inc
88,436
$
501,434
Voltronic Power Technology Cor
7,740
389,059
Vonovia Se
37,563
882,757
Wajax Corp
5,443
79,262
Wal-Mart De Mexico Sab De Cv
332,686
1,175,918
Wal-Mart De Mexico Sab De Cv
101,503
358,776
Waste Connections Inc
13,495
1,788,947
Watches Of Switzerland Group P
37,601
371,112
Watkin Jones Plc
121,384
146,597
Weatherford International Plc
3,015
153,529
Weg Sa
66,161
482,575
Weir Group Plc/The
18,054
362,456
White Mountains Insurance Grou
465
658,229
Whitehaven Coal Ltd
23,501
150,129
Wienerberger Ag
8,729
210,176
Wingarc1St Inc
9,888
151,902
Wiwynn Corp
3,984
103,320
Wuliangye Yibin Co Ltd
26,397
686,112
Wuxi Lead Intelligent Equipmen
43,928
254,343
Yamaha Corp
25,516
951,433
Ya-Man Ltd
16,879
184,086
Yangzijiang Shipbuilding Holdi
497,788
504,766
Yangzijiang Shipbuilding Holdi
364,552
369,662
Yellow Hat Ltd
22,572
306,906
Yougov Plc
46,157
566,331
Zealand Pharma A/S
13,470
389,352
Zeria Pharmaceutical Co Ltd
6,991
119,910
Zhangzhou Pientzehuang Pharmac
299
12,400
Zhangzhou Pientzehuang Pharmac
4,283
177,733
Zhejiang Jingsheng Mechanical
28,190
257,742
Zurich Insurance Group Ag
3,366
1,609,084
Total non-U.S. equities
487,299,352
U.S. equities:
2Seventy Bio Inc
—
3
A10 Networks Inc
4,860
80,817
Aaon Inc
1,443
108,697
Abm Industries Inc
20,299
901,674
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Abm Industries Inc
19,567
$
869,156
Academy Sports & Outdoors Inc
2,576
135,326
Acadia Healthcare Co Inc
677
55,741
Acadia Pharmaceuticals Inc
4,441
70,705
Aci Worldwide Inc
2,730
62,801
Acuity Brands Inc
928
153,654
Adaptive Biotechnologies Corp
2,489
19,014
Adaptive Biotechnologies Corp
30,561
233,483
Addus Homecare Corp
1,763
175,374
Addus Homecare Corp
9,887
983,682
Advanced Energy Industries Inc
1,897
162,686
Aerojet Rocketdyne Holdings In
2,937
164,278
Agios Pharmaceuticals Inc
1,804
50,647
Agree Realty Corp
25,867
1,834,721
Agree Realty Corp
19,365
1,373,556
Akero Therapeutics Inc
1,174
64,362
Alarm.Com Holdings Inc
409
20,261
Albany International Corp
1,358
133,910
Alector Inc
1,763
16,270
Alexandria Real Estate Equitie
16,141
2,351,301
Alexandria Real Estate Equitie
13,789
2,008,630
Allegro Microsystems Inc
48,637
1,460,091
Allison Transmission Holdings
5,824
242,299
Allogene Therapeutics Inc
2,123
13,355
Alpha Metallurgical Resources
574
84,066
Altra Industrial Motion Corp
5,124
306,182
Amedisys Inc
981
81,931
Amedisys Inc
2,514
209,999
American Homes 4 Rent
55,213
1,664,105
American Tower Corp
8,835
1,871,707
Ameris Bancorp
38,850
1,831,384
Ameris Bancorp
2,757
129,986
Amicus Therapeutics Inc
6,090
74,361
Amn Healthcare Services Inc
2,866
294,713
Amn Healthcare Services Inc
1,828
187,918
Amphastar Pharmaceuticals Inc
3,715
104,100
Apa Corp
1,469
68,578
Apellis Pharmaceuticals Inc
2,656
137,320
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Arch Resources Inc
397
$
56,757
Arconic Corp
1,320
27,937
Ares Commercial Real Estate Co
10,956
112,736
Array Technologies Inc
35,255
681,470
Arvinas Inc
1,485
50,805
Asbury Automotive Group Inc
236
42,249
Asgn Inc
1,082
88,129
Asgn Inc
5,243
427,219
Ashland Inc
1,665
179,022
Aspen Technology Inc
427
87,798
Atkore Inc
2,701
306,293
Atlassian Corp
18,229
2,345,672
Atricure Inc
1,889
83,814
Avalonbay Communities Inc
16,638
2,687,420
Avantax Inc
5,461
139,418
Aveanna Healthcare Holdings In
73,405
57,256
Avidity Biosciences Inc
1,617
35,879
Avnet Inc
7,196
299,198
Axcelis Technologies Inc
2,321
184,195
Azenta Inc
372
21,630
Balchem Corp
1,556
190,002
Bancorp Inc/The
3,163
89,764
Bankunited Inc
3,595
122,134
Belden Inc
9,578
688,633
Bellring Brands Inc
3,922
100,559
Berkshire Hills Bancorp Inc
5,773
172,599
Berry Global Group Inc
1,282
77,492
Bgc Partners Inc
54,387
205,038
Bj'S Wholesale Club Holdings I
2,314
153,095
Bj'S Wholesale Club Holdings I
16,079
1,063,804
Blackstone Mortgage Trust Inc
13,392
283,503
Bloomin' Brands Inc
3,502
70,470
Bloomin' Brands Inc
24,369
490,296
Bloomin' Brands Inc
8,126
163,485
Blue Owl Capital Inc
10,039
106,414
Blueprint Medicines Corp
2,334
102,252
Booz Allen Hamilton Holding Co
2,576
269,210
Boston Beer Co Inc/The
173
56,934
*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
39
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Boston Properties Inc
20,128
$
1,360,281
Box Inc
6,577
204,727
Boyd Gaming Corp
4,412
240,603
Bright Horizons Family Solutio
490
30,942
Brink'S Co/The
5,407
290,411
Brixmor Property Group Inc
128,773
2,919,284
Brixmor Property Group Inc
22,099
500,975
Broadridge Financial Solutions
812
108,907
Brp Group Inc
2,077
52,224
Bruker Corp
1,239
84,713
Brunswick Corp/De
438
31,602
Buckle Inc/The
4,339
196,792
Builders Firstsource Inc
3,278
212,662
Burlington Stores Inc
385
77,962
Bwx Technologies Inc
2,092
121,521
C4 Therapeutics Inc
662
3,907
Cabot Corp
3,689
246,589
Caci International Inc
1,100
330,523
Cactus Inc
2,055
103,302
Cactus Inc
4,884
245,455
Cadre Holdings Inc
1,750
35,240
Caesars Entertainment Inc
21,872
909,867
Caleres Inc
44,842
999,084
Caleres Inc
5,840
130,126
California Resources Corp
20,474
890,806
Caredx Inc
1,010
11,521
Carriage Services Inc
1,099
30,255
Casella Waste Systems Inc
5,225
414,416
Casey'S General Stores Inc
476
106,877
Castle Biosciences Inc
16,579
390,261
Catalent Inc
2,103
94,669
Catalyst Pharmaceuticals Inc
4,587
85,320
Cavco Industries Inc
525
118,854
Cbiz Inc
3,118
146,077
Centerspace
8,668
508,550
Central Garden & Pet Co
16,379
586,364
Centrus Energy Corp
768
24,945
Cerevel Therapeutics Holdings
2,595
81,835
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Championx Corp
3,055
$
88,566
Championx Corp
74,804
2,168,555
Championx Corp
13,072
378,961
Charles River Laboratories Int
849
184,976
Chart Industries Inc
8,289
955,177
Chemed Corp
143
72,897
Choice Hotels International In
2,342
263,801
Chord Energy Corp
2,369
324,074
Churchill Downs Inc
1,413
298,788
Cirrus Logic Inc
1,508
112,320
*
Citigroup Inc
11,361,846
513,896,297
Clean Harbors Inc
2,181
248,917
Clearway Energy Inc
2,972
94,723
Cno Financial Group Inc
32,558
743,951
Coca-Cola Consolidated Inc
428
219,519
Cogent Communications Holdings
555
31,696
Cognex Corp
938
44,179
Collegium Pharmaceutical Inc
34,855
808,637
Comfort Systems Usa Inc
2,460
283,077
Commercial Metals Co
26,466
1,278,302
Commscope Holding Co Inc
35,054
257,645
Concentrix Corp
1,359
180,997
Concentrix Corp
9,188
1,223,494
Concentrix Corp
5,059
673,720
Conmed Corp
1,176
104,283
Consensus Cloud Solutions Inc
645
34,684
Core & Main Inc
43,544
840,832
Corecivic Inc
15,418
178,233
Corvel Corp
1,282
186,363
Coty Inc
13,540
115,898
Cousins Properties Inc
8,596
217,391
Crocs Inc
2,658
288,161
Cross Country Healthcare Inc
21,872
581,134
Csw Industrials Inc
934
108,255
Cto Realty Growth Inc
11,744
214,679
Curtiss-Wright Corp
1,846
308,200
Curtiss-Wright Corp
4,048
675,939
Cvb Financial Corp
14,981
385,753
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Cytokinetics Inc
2,438
$
111,703
Darling Ingredients Inc
1,585
99,202
Darling Ingredients Inc
19,375
1,212,682
Deckers Outdoor Corp
482
192,546
Delek Us Holdings Inc
4,431
119,645
Denali Therapeutics Inc
2,693
74,879
Denali Therapeutics Inc
9,488
263,855
Design Therapeutics Inc
18,876
193,664
Dice Therapeutics Inc
1,334
41,630
Dick'S Sporting Goods Inc
1,319
158,698
Digital Turbine Inc
3,224
49,131
Digitalocean Holdings Inc
13,722
349,507
Digitalocean Holdings Inc
5,253
133,800
Diodes Inc
2,324
176,950
Domino'S Pizza Inc
310
107,246
Dorman Products Inc
1,228
99,342
Doubleverify Holdings Inc
1,394
30,617
Doubleverify Holdings Inc
20,661
453,723
Douglas Emmett Inc
54,260
850,803
Doximity Inc
13,383
449,125
Dycom Industries Inc
19,904
1,863,045
Eagle Materials Inc
1,220
162,134
Ecovyst Inc
23,090
204,579
Element Solutions Inc
8,933
162,500
Embecta Corp
1,420
35,916
Emcor Group Inc
2,111
312,701
Emcor Group Inc
2,644
391,542
Employers Holdings Inc
3,922
169,153
Encompass Health Corp
37,536
2,245,043
Encore Capital Group Inc
8,389
402,177
Endeavor Group Holdings Inc
8,008
180,493
Enersys
13,383
988,182
Enersys
3,598
265,703
Ensign Group Inc/The
4,028
381,071
Entegris Inc
1,314
86,205
Entegris Inc
12,484
818,819
Envestnet Inc
2,189
135,072
Envista Holdings Corp
11,539
388,522
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Enviva Inc
818
$
43,327
Epam Systems Inc
7,994
2,619,812
Eplus Inc
609
26,976
Epr Properties
22,823
860,889
Equinix Inc
7,574
4,961,275
Equinix Inc
5,810
3,805,453
Equity Lifestyle Properties In
1,395
90,130
Equity Lifestyle Properties In
46,137
2,980,473
Equity Residential
43,233
2,550,750
Essex Property Trust Inc
11,037
2,339,028
Euronet Worldwide Inc
1,127
106,324
Evercore Inc
3,999
436,194
Everi Holdings Inc
5,568
79,898
Evolent Health Inc
3,615
101,519
Evoqua Water Technologies Corp
2,540
100,573
Exact Sciences Corp
10,387
514,241
Exelixis Inc
6,541
104,911
Exlservice Holdings Inc
2,062
349,422
Exlservice Holdings Inc
9,488
1,607,512
Exponent Inc
2,776
275,115
Extra Space Storage Inc
21,182
3,117,623
Factset Research Systems Inc
417
167,490
Fair Isaac Corp
478
286,351
Farmland Partners Inc
23,843
297,086
Fate Therapeutics Inc
2,287
23,076
Federal Agricultural Mortgage
2,805
316,195
Federal Signal Corp
2,150
99,921
Fibrogen Inc
1,994
31,951
First Advantage Corp
44,243
575,158
First Bancorp/Southern Pines N
1,496
64,092
First Foundation Inc
13,083
187,481
First Hawaiian Inc
6,380
166,129
First Industrial Realty Trust
2,991
144,353
First Merchants Corp
22,072
907,361
First Merchants Corp
8,195
336,914
Firstcash Holdings Inc
1,838
159,708
Floor & Decor Holdings Inc
273
18,985
Flywire Corp
16,978
415,454
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Focus Financial Partners Inc
38,051
$
1,418,158
Foot Locker Inc
6,863
259,358
Formfactor Inc
4,440
98,707
Fortinet Inc
1,654
80,858
Fti Consulting Inc
2,311
366,990
Gaming And Leisure Properties
40,131
2,090,432
Gartner Inc
310
104,069
Generation Bio Co
2,328
9,149
Gibraltar Industries Inc
652
29,921
Globus Medical Inc
3,976
295,288
Graco Inc
680
45,745
Grand Canyon Education Inc
1,185
125,257
Graphic Packaging Holding Co
14,823
329,809
Graphic Packaging Holding Co
48,338
1,075,513
Graphic Packaging Holding Co
52,081
1,158,799
Gray Television Inc
11,631
130,151
Gxo Logistics Inc
3,490
148,967
Haemonetics Corp
2,135
167,937
Haemonetics Corp
4,145
325,977
Halozyme Therapeutics Inc
7,400
421,086
Hancock Whitney Corp
3,976
192,392
Hanover Insurance Group Inc/Th
6,782
916,486
Hanover Insurance Group Inc/Th
2,930
395,961
Harley-Davidson Inc
10,667
443,757
Hb Fuller Co
2,106
150,852
Herc Holdings Inc
1,152
151,505
Heritage Commerce Corp
10,533
136,934
Hexcel Corp
2,186
128,657
Highwoods Properties Inc
6,643
185,883
Hillenbrand Inc
7,089
302,482
Hilton Grand Vacations Inc
3,283
126,518
Host Hotels & Resorts Inc
117,235
1,881,616
Hostess Brands Inc
4,328
97,130
Hub Group Inc
3,175
252,373
Iaa Inc
3,669
146,771
Icf International Inc
8,889
880,410
Icu Medical Inc
956
150,514
Igm Biosciences Inc
935
15,901
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Inari Medical Inc
1,257
$
79,919
Informatica Inc
3,832
62,424
Ingevity Corp
1,692
119,172
Ingevity Corp
3,765
265,217
Insight Enterprises Inc
6,357
637,397
Insmed Inc
6,858
137,026
Insmed Inc
30,161
602,619
Insperity Inc
1,994
226,567
Inspire Medical Systems Inc
1,169
294,572
Intellia Therapeutics Inc
2,045
71,363
Inter Parfums Inc
1,930
186,236
Interdigital Inc
5,964
295,114
Intra-Cellular Therapies Inc
2,376
125,735
Invitation Homes Inc
60,064
1,780,297
Ionis Pharmaceuticals Inc
4,475
169,029
Iovance Biotherapeutics Inc
3,065
19,586
Iovance Biotherapeutics Inc
22,171
141,675
Irhythm Technologies Inc
1,156
108,237
Iridium Communications Inc
5,192
266,884
Iveric Bio Inc
2,805
60,063
Jamf Holding Corp
20,973
446,724
John Bean Technologies Corp
1,708
155,973
John Wiley & Sons Inc
3,983
159,554
Kadant Inc
1,182
210,043
Karuna Therapeutics Inc
796
156,409
Kennedy-Wilson Holdings Inc
6,874
108,130
Kite Realty Group Trust
126,057
2,653,507
Knowbe4 Inc
45,825
1,135,541
Korn Ferry
6,039
305,705
Kosmos Energy Ltd
44,246
281,402
Kosmos Energy Ltd
51,881
329,964
Kulicke & Soffa Industries Inc
2,669
118,110
Kymera Therapeutics Inc
1,615
40,308
Landstar System Inc
1,031
167,896
Landstar System Inc
726
118,276
Lantheus Holdings Inc
3,644
185,714
Lattice Semiconductor Corp
5,908
383,336
Laureate Education Inc
16,551
159,217
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Lci Industries
226
$
20,867
Lci Industries
4,102
379,203
Life Storage Inc
921
90,700
Life Storage Inc
17,329
1,706,902
Life Time Group Holdings Inc
109,059
1,304,350
Lifestance Health Group Inc
74,604
368,543
Lincoln Electric Holdings Inc
1,142
164,939
Lindblad Expeditions Holdings
28,863
222,243
Littelfuse Inc
402
88,626
Livent Corp
7,272
144,487
Louisiana-Pacific Corp
3,347
198,124
Lpl Financial Holdings Inc
1,114
240,719
Lululemon Athletica Inc
6,037
1,934,146
Lulu'S Fashion Lounge Holdings
3,895
9,776
Lulu'S Fashion Lounge Holdings
40,648
102,025
Lumentum Holdings Inc
2,090
109,051
Madrigal Pharmaceuticals Inc
258
74,788
Magnolia Oil & Gas Corp
9,391
220,216
Manhattan Associates Inc
2,997
363,852
Maravai Lifesciences Holdings
4,182
59,839
Marketaxess Holdings Inc
574
160,155
Matador Resources Co
4,018
229,980
Mativ Holdings Inc
11,506
240,479
Mattel Inc
12,768
227,773
Maximus Inc
1,723
126,331
Maxlinear Inc
4,354
147,831
Mcgrath Rentcorp
908
89,639
Medical Properties Trust Inc
95,828
1,067,521
Medifast Inc
3,196
368,645
Medpace Holdings Inc
1,495
317,568
Mercadolibre Inc
1,010
854,499
Mercadolibre Inc
577
488,066
Mercury Systems Inc
1,289
57,685
Merit Medical Systems Inc
3,898
275,275
Mettler-Toledo International I
1,542
2,228,741
Mirati Therapeutics Inc
1,176
53,306
Mirion Technologies Inc Cw25
40,348
45,190
Mks Instruments Inc
861
72,943
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Modine Manufacturing Co
46,090
$
915,339
Modivcare Inc
564
50,632
Moelis & Co
10,786
413,862
Molina Healthcare Inc
993
327,816
Monolithic Power Systems Inc
257
90,761
Monte Rosa Therapeutics Inc
300
2,280
Moog Inc
923
80,986
Morphic Holding Inc
599
16,029
Msa Safety Inc
653
94,179
Murphy Usa Inc
1,042
291,185
Myr Group Inc
12,384
1,140,198
Natera Inc
2,329
93,556
Natera Inc
50,035
2,009,925
National Retail Properties Inc
54,896
2,512,047
National Vision Holdings Inc
1,577
61,123
Ncr Corp
3,597
84,214
Ncr Corp
10,601
248,177
Nelnet Inc
2,947
267,458
Neogenomics Inc
1,236
11,400
Netstreit Corp
56,806
1,041,261
Neurocrine Biosciences Inc
1,196
142,905
Nevro Corp
19,675
779,115
Nexstar Media Group Inc
1,692
296,119
Nexstar Media Group Inc
4,004
700,792
Nextera Energy Partners Lp
1,348
94,500
Nextier Oilfield Solutions Inc
35,001
323,408
Now Inc
12,542
159,281
Nurix Therapeutics Inc
817
8,970
Nv5 Global Inc
795
105,191
Oceanfirst Financial Corp
6,003
127,569
Olin Corp
1,426
75,501
Omnicell Inc
2,147
108,263
Onto Innovation Inc
2,287
155,725
Option Care Health Inc
7,485
225,234
Ormat Technologies Inc
770
66,590
Osi Systems Inc
2,112
167,968
Pacira Biosciences Inc
1,602
61,851
Pacwest Bancorp
12,898
296,018
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Palomar Holdings Inc
2,233
$
100,848
Papa John'S International Inc
1,816
149,447
Par Pacific Holdings Inc
7,448
173,175
Patrick Industries Inc
407
24,693
Paya Holdings Inc
9,058
71,289
Paylocity Holding Corp
866
168,207
Pbf Energy Inc
406
16,576
Pdc Energy Inc
1,103
69,992
Pdc Energy Inc
27,165
1,724,432
Pdc Energy Inc
2,608
165,533
Peapack-Gladstone Financial Co
5,656
210,505
Pebblebrook Hotel Trust
98,673
1,321,228
Pennymac Financial Services In
2,600
147,296
Penske Automotive Group Inc
458
52,685
Penumbra Inc
552
122,862
Perficient Inc
1,938
135,296
Performance Food Group Co
5,475
319,682
Performance Food Group Co
18,276
1,067,161
Petco Health & Wellness Co Inc
52,532
498,006
Petco Health & Wellness Co Inc
13,062
123,829
Petiq Inc
12,563
115,829
Phillips Edison & Co Inc
66,152
2,106,280
Piedmont Lithium Inc
7,291
320,422
Piper Sandler Cos
2,374
309,063
Planet Fitness Inc
2,404
189,427
Pmv Pharmaceuticals Inc
21,372
185,940
Pool Corp
593
179,353
Portillo'S Inc
22,471
366,727
Portland General Electric Co
32,358
1,585,555
Post Holdings Inc
3,218
290,443
Postal Realty Trust Inc
12,832
186,446
Power Integrations Inc
3,019
216,530
Powerschool Holdings Inc
3,671
84,733
Pra Group Inc
6,078
205,320
Preferred Bank/Los Angeles Ca
3,781
282,147
Prestige Consumer Healthcare I
499
31,260
Primerica Inc
1,276
181,013
Privia Health Group Inc
28,963
657,742
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Procept Biorobotics Corp
1,549
$
64,346
Prologis Inc
47,612
5,367,352
Prologis Inc
57,379
6,468,322
Propetro Holding Corp
17,552
182,018
Provident Financial Services I
32,758
699,706
Ptc Inc
1,373
164,842
Ptc Therapeutics Inc
2,764
105,518
Public Storage
10,439
2,925,040
Pure Storage Inc
9,927
265,652
Qualys Inc
1,711
192,002
Quidelortho Corp
1,195
102,373
R1 Rcm Inc
18,021
197,327
Range Resources Corp
6,975
174,515
Rapid7 Inc
1,894
64,343
Rayonier Inc
54,751
1,804,607
Rbc Bearings Inc
1,121
234,588
Realty Income Corp
35,086
2,225,509
Red Rock Resorts Inc
3,392
135,699
Regal Rexnord Corp
4,495
539,289
Repligen Corp
1,274
215,761
Replimune Group Inc
2,408
65,495
Resideo Technologies Inc
25,190
414,368
Resmed Inc
8,417
1,751,865
Revolution Medicines Inc
2,340
55,738
Rexford Industrial Realty Inc
1,898
103,682
Rexford Industrial Realty Inc
28,963
1,582,519
Rexford Industrial Realty Inc
35,177
1,922,065
Rocket Pharmaceuticals Inc
1,861
36,412
Royal Gold Inc
932
105,032
Rush Enterprises Inc
23,370
1,221,776
Rxo Inc
2,352
40,454
Ryan Specialty Holdings Inc
4,918
204,132
Ryman Hospitality Properties I
747
61,093
Sage Therapeutics Inc
1,523
58,089
Saia Inc
1,592
333,799
Sarepta Therapeutics Inc
990
128,248
Sba Communications Corp
6,504
1,823,198
Sba Communications Corp
3,463
970,768
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Scholar Rock Holding Corp
2,536
$
22,948
Science Applications Internati
5,803
643,673
Seagen Inc
600
77,135
Seagen Inc
5,093
654,557
Seaworld Entertainment Inc
1,719
91,972
Selective Insurance Group Inc
2,153
190,797
Servisfirst Bancshares Inc
486
33,516
Shoals Technologies Group Inc
3,250
80,173
Shockwave Medical Inc
514
105,753
Signify Health Inc
15,180
435,071
Simon Property Group Inc
38,362
4,506,724
Simon Property Group Inc
17,225
2,023,611
Simply Good Foods Co/The
5,895
224,202
Siteone Landscape Supply Inc
1,463
171,652
Sitime Corp
7,191
730,722
Skechers Usa Inc
3,313
138,969
Skyline Champion Corp
2,076
106,951
Slm Corp
3,824
63,480
Slm Corp
57,222
949,889
Sm Energy Co
5,434
189,266
Sonder Holdings Inc
67,513
83,716
Sotera Health Co
23,202
193,273
Southstate Corp
2,768
211,397
Southwest Gas Holdings Inc
19,675
1,217,466
Spirit Realty Capital Inc
5,591
223,240
Sprout Social Inc
18,276
1,031,887
Sps Commerce Inc
2,132
273,845
Spx Technologies Inc
2,728
179,125
Ss&C Technologies Holdings Inc
1,643
85,528
Staar Surgical Co
9,688
470,232
Standard Motor Products Inc
3,618
125,918
Starwood Property Trust Inc
16,197
296,893
Steven Madden Ltd
12,123
387,463
Stonex Group Inc
5,294
504,535
Stonex Group Inc
1,571
149,714
Stride Inc
18,530
579,622
Summit Materials Inc
41,237
1,170,719
Sun Communities Inc
19,887
2,843,830
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Sun Communities Inc
20,421
$
2,920,185
Sun Country Airlines Holdings
19,675
312,040
Supernus Pharmaceuticals Inc
2,142
76,414
Synaptics Inc
1,167
111,099
Syneos Health Inc
22,571
827,900
Syneos Health Inc
9,671
354,715
Synovus Financial Corp
12,176
457,220
Tandem Diabetes Care Inc
1,201
54,005
Targa Resources Corp
1,007
73,993
Taylor Morrison Home Corp
35,554
1,079,068
Td Synnex Corp
9,588
908,045
Techtarget Inc
608
26,798
Tegna Inc
19,298
408,927
Teledyne Technologies Inc
465
186,118
Tempur Sealy International Inc
5,236
179,760
Tempur Sealy International Inc
13,478
462,687
Tenable Holdings Inc
3,280
125,123
Teradata Corp
2,020
68,006
Terex Corp
3,922
167,545
Terreno Realty Corp
1,334
75,880
Texas Pacific Land Corp
35
81,942
Texas Roadhouse Inc
3,150
286,487
Thryv Holdings Inc
2,252
42,790
Titan Machinery Inc
25,168
999,907
Topbuild Corp
849
132,845
Topgolf Callaway Brands Corp
33,381
659,274
Toro Co/The
1,892
214,125
Travel + Leisure Co
2,113
76,923
Travel + Leisure Co
8,056
293,224
Ttec Holdings Inc
4,881
215,386
Twist Bioscience Corp
1,369
32,601
Tyler Technologies Inc
474
152,948
Ubiquiti Inc
128
34,967
Udr Inc
58,873
2,280,164
Ufp Industries Inc
3,335
264,275
Ultra Clean Holdings Inc
7,410
245,656
Ultragenyx Pharmaceutical Inc
2,301
106,607
United Community Banks Inc/Ga
55,628
1,880,235
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Universal Corp/Va
2,209
$
116,665
Univest Financial Corp
5,080
132,752
Urban Edge Properties
135,179
1,904,678
Urban Edge Properties
58,102
818,655
Vail Resorts Inc
569
135,685
Valley National Bancorp
30,939
349,921
Valvoline Inc
16,923
552,542
Vector Group Ltd
10,565
125,305
Ventas Inc
42,165
1,899,540
Ventyx Biosciences Inc
979
32,093
Veritex Holdings Inc
6,002
168,543
Viad Corp
4,327
105,546
Victoria'S Secret & Co
5,374
192,284
Viper Energy Partners Lp
17,602
559,577
Voya Financial Inc
3,381
207,876
Wabash National Corp
9,874
223,158
Walker & Dunlop Inc
3,890
305,286
Watsco Inc
477
119,060
Watts Water Technologies Inc
1,506
220,231
Webster Financial Corp
40,799
1,931,443
Welltower Inc
43,351
2,841,646
Wendy'S Co/The
11,946
270,329
Werner Enterprises Inc
4,096
164,894
Wesco International Inc
10,087
1,262,891
Wesco International Inc
8,132
1,018,066
West Pharmaceutical Services I
646
152,075
Western Alliance Bancorp
1,281
76,317
Weyerhaeuser Co
72,268
2,240,308
Willscot Mobile Mini Holdings
4,913
221,905
Wintrust Financial Corp
5,034
425,432
Workiva Inc
820
68,851
World Fuel Services Corp
27,265
745,148
World Fuel Services Corp
21,869
597,674
World Wrestling Entertainment
2,795
191,540
World Wrestling Entertainment
24,668
1,690,264
Xencor Inc
2,845
74,092
Xpo Inc
3,668
122,117
Yum China Holdings Inc
19,058
1,041,519
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Yum China Holdings Inc
13,990
$
764,539
Zebra Technologies Corp
388
99,615
Zentalis Pharmaceuticals Inc
896
18,042
Ziff Davis Inc
1,106
87,451
Total U.S. equities
787,036,825
Synthetic guaranteed investment contracts (GICs):
Voya Retirement Ins & Annuity Co 60266
1-3 Year Credit Bond Index Fund
1,029,271
13,068,455
Asset-Backed Securities Index Fund
1,154,720
41,835,958
Commercial Mortgage-Backed Securities Index Fund
547,225
16,325,517
GOV1-3A (#101089)
545,994
66,022,003
Intermediate Government Bond Index Fund
—
1
Intermediate Term Credit Bond Index Fund
1,332,100
77,085,308
Mortgage-Backed Securities (MBS) Index Fund
941,950
46,925,927
Total Voya Retirement Ins & Annuity Co 60266
261,263,169
Prudential GA-62194
Treasury Bond
6.25
%
8/15/2023
3,923,497
4,046,620
Treasury Note
2.13
%
7/31/2024
10,063,322
9,769,933
Treasury Note
3.13
%
11/15/2028
5,605,709
5,378,386
Treasury Note
2.63
%
2/15/2029
6,015,031
5,632,472
Treasury Note
2.00
%
8/15/2025
3,474,242
3,308,861
Treasury Note
2.13
%
5/15/2025
3,599,035
3,431,825
Treasury Note
0.38
%
4/30/2025
1,048,263
957,868
Treasury Note
0.38
%
1/31/2026
34,942
31,170
Treasury Note
0.75
%
3/31/2026
11,515,914
10,355,800
Treasury Note
0.75
%
4/30/2026
8,211,391
7,359,101
Treasury Note
0.88
%
6/30/2026
3,059,929
2,752,336
Treasury Note
1.25
%
11/30/2026
3,429,316
3,083,723
Treasury Note
1.50
%
11/30/2028
2,640,624
2,301,237
Treasury Note
1.25
%
12/31/2026
3,024,987
2,731,100
Treasury Note
1.75
%
3/15/2025
289,520
275,153
Treasury Note
2.50
%
4/30/2024
329,454
321,496
Treasury Note
2.88
%
5/15/2032
4,387,728
4,077,769
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Treasury Note
2.50
%
5/31/2024
1,831,964
$
1,780,960
Treasury Note
2.75
%
7/31/2027
3,064,920
2,939,044
Treasury Note
4.25
%
9/30/2024
7,013,376
7,055,834
Treasury Note
4.13
%
11/15/2032
2,820,326
2,903,295
Treasury Note
4.50
%
11/30/2024
913,486
917,706
Treasury Note
3.88
%
11/30/2029
2,445,946
2,444,724
Treasury Note
3.88
%
11/30/2027
3,983,398
3,982,653
Treasury Note
4.00
%
12/15/2025
4,592,389
4,576,930
Treasury Note
3.88
%
12/31/2029
1,447,601
1,443,755
Treasury Note
3.88
%
12/31/2027
898,511
895,327
Fhlmc
6.75
%
3/15/2031
399,338
479,095
Fnma
6.63
%
11/15/2030
299,504
352,739
Fnma
0.50
%
6/17/2025
444,264
404,466
Fnma
0.88
%
8/5/2030
99,835
79,958
Fnma
1.63
%
1/7/2025
169,719
161,736
Pefco
3.55
%
1/15/2024
144,760
144,793
Pefco
1.40
%
7/15/2028
1,008,329
861,639
Tva
1.50
%
9/15/2031
64,892
51,570
Fgold 30Yr Giant
5.50
%
1/1/2035
21,742
22,325
Fgold 30Yr Giant
4.50
%
6/1/2039
25,502
25,401
Fgold 30Yr Giant
4.00
%
11/1/2039
87,403
85,075
Fgold 30Yr Giant
4.50
%
12/1/2039
50,097
49,898
Fgold 30Yr Giant
5.50
%
1/1/2040
27,228
28,193
Fgold 30Yr Giant
4.00
%
12/1/2040
67,315
65,407
Fgold 30Yr Giant
4.00
%
12/1/2040
75,475
73,336
Fgold 30Yr Giant
4.00
%
2/1/2041
145,693
141,565
Fgold 30Yr Giant
4.50
%
4/1/2041
215,057
214,163
Fgold 30Yr Giant
3.00
%
6/1/2042
91,274
83,083
Fgold 30Yr Giant
3.50
%
9/1/2042
149,369
141,082
Fgold 15Yr Giant
3.00
%
1/1/2032
182,380
173,463
Fgold 15Yr Giant
2.00
%
1/1/2032
106,185
97,535
Fgold 30Yr Giant
3.50
%
7/1/2047
172,127
159,980
Fgold 30Yr Giant
4.00
%
8/1/2047
87,707
84,113
Fgold 30Yr Giant
4.50
%
8/1/2047
93,095
91,724
Fgold 30Yr Giant
3.50
%
10/1/2047
88,173
81,950
Fgold 30Yr Giant
3.50
%
1/1/2048
103,402
96,104
Fgold 30Yr Giant
5.50
%
6/1/2038
127,982
132,516
Fgold 30Yr Giant
4.50
%
10/1/2039
110,335
109,897
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fgold 30Yr Giant
4.50
%
11/1/2039
21,487
$
21,401
Fgold 30Yr Giant
3.50
%
5/1/2045
239,435
222,908
Fgold 30Yr Giant
4.00
%
11/1/2045
149,556
144,452
Fgold 30Yr Giant
3.50
%
12/1/2045
372,882
347,144
Fgold 30Yr Giant
4.00
%
12/1/2046
119,668
114,841
Fgold 30Yr Giant
3.00
%
1/1/2047
223,825
201,884
Fgold 30Yr Giant
3.00
%
2/1/2047
495,700
447,108
Fgold 15Yr Giant
2.50
%
12/1/2031
75,320
70,481
Fgold 20Yr
3.00
%
1/1/2037
83,977
77,733
Fgold 20Yr
3.50
%
11/1/2037
68,509
65,374
Fgold 20Yr
3.00
%
12/1/2037
60,038
55,530
Fgold 15Yr
4.00
%
6/1/2026
30,682
30,209
Fgold 15Yr
4.00
%
7/1/2026
24,216
23,782
Fgold 30Yr
3.00
%
12/1/2042
187,088
170,298
Fgold 30Yr
3.00
%
10/1/2042
107,675
98,012
Fgold 30Yr
3.00
%
1/1/2043
331,591
301,832
Fgold 30Yr
4.00
%
11/1/2040
59,203
57,525
Fgold 30Yr
4.00
%
12/1/2040
190,829
185,499
Fgold 15Yr
2.50
%
8/1/2028
55,924
53,449
Fgold 15Yr
3.00
%
8/1/2029
90,864
87,924
Fgold 15Yr
2.50
%
4/1/2031
109,096
102,087
Fgold 15Yr
2.50
%
7/1/2031
81,720
76,470
Fhlmc 30Yr Umbs Mirror
2.50
%
10/1/2046
57,690
50,145
Fhlmc 30Yr Umbs Mirror
4.00
%
7/1/2048
16,627
15,917
Fhlmc 30Yr Umbs Mirror
4.50
%
12/1/2048
117,988
116,081
Fhlmc 15Yr Umbs Super
4.00
%
11/1/2037
595,103
582,160
Fhlmc 30Yr Umbs Super
3.00
%
2/1/2050
1,018,257
907,726
Fhlmc 30Yr Umbs Super
2.00
%
9/1/2050
403,662
331,979
Fhlmc 30Yr Umbs Super
2.00
%
2/1/2051
980,009
804,458
Fhlmc 30Yr Umbs Super
1.50
%
11/1/2050
392,428
303,675
Fhlmc 30Yr Umbs Super
2.00
%
12/1/2050
1,600,364
1,314,680
Fhlmc 30Yr Umbs Super
2.00
%
3/1/2051
441,851
362,304
Fhlmc 30Yr Umbs Super
2.00
%
4/1/2051
425,896
349,089
Fhlmc 30Yr Umbs Super
2.50
%
4/1/2051
1,648,488
1,409,949
Fhlmc 30Yr Umbs Super
2.00
%
5/1/2051
471,633
386,431
Fhlmc 30Yr Umbs Super
2.50
%
9/1/2051
478,822
408,328
Fhlmc 30Yr Umbs Super
3.00
%
6/1/2052
481,702
424,411
Fhlmc 30Yr Umbs Super
3.50
%
8/1/2052
497,372
453,826
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fhlmc 30Yr Umbs Super
5.00
%
9/1/2052
993,000
$
983,363
Fhlmc 30Yr Umbs Super
5.50
%
1/1/2053
499,123
502,927
Fhlmc 30Yr Umbs Super
5.50
%
11/1/2052
572,326
576,688
Fgold 30Yr
5.00
%
8/1/2041
152,638
155,333
Fgold 30Yr
5.00
%
7/1/2041
27,291
27,773
Fhlmc Gold 30Yr
2.50
%
1/1/2043
148,615
130,956
Fhlmc Gold 30Yr
3.00
%
2/1/2043
272,929
249,394
Fhlmc Gold 30Yr
3.50
%
9/1/2043
214,240
201,372
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
147,917
143,131
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
223,903
216,659
Fhlmc Gold 30Yr
3.50
%
12/1/2046
86,429
80,958
Fhlmc Gold 30Yr
4.50
%
7/1/2047
48,532
47,817
Fhlmc Gold 30Yr
4.00
%
1/1/2048
155,563
149,190
Fhlmc 30Yr Umbs
3.00
%
1/1/2050
207,018
184,547
Fhlmc 30Yr Umbs
2.50
%
10/1/2051
2,164,160
1,856,461
Fhlmc 30Yr Umbs
2.50
%
4/1/2052
93,875
79,807
Fhlmc 30Yr Umbs
2.50
%
9/1/2051
489,495
415,943
Fhlmc 20Yr Umbs
2.00
%
6/1/2040
371,156
314,064
Fnma 30Yr
5.50
%
5/1/2037
30,538
31,580
Fnma 30Yr
5.50
%
6/1/2033
41,625
42,651
Fnma 30Yr
5.50
%
10/1/2033
52,626
53,923
Fnma 30Yr
4.00
%
12/1/2040
102,591
99,589
Fnma 30Yr
4.00
%
1/1/2041
125,631
121,956
Fnma 30Yr
4.50
%
2/1/2041
290,310
288,820
Fnma 30Yr
4.00
%
2/1/2041
56,049
54,244
Fnma 30Yr
4.00
%
1/1/2042
153,683
148,733
Fnma 30Yr
3.00
%
10/1/2043
22,353
20,322
Fnma 30Yr
5.00
%
12/1/2034
97,772
98,688
Fnma 15Yr
3.00
%
5/1/2027
116,174
112,356
Fnma 30Yr
4.50
%
5/1/2039
35,153
34,979
Fnma 30Yr
3.50
%
8/1/2042
257,087
242,590
Fnma 30Yr
3.50
%
5/1/2042
424,488
398,810
Fnma 30Yr
3.00
%
12/1/2042
138,254
126,755
Fnma 30Yr
3.00
%
1/1/2043
276,686
252,566
Fnma 30Yr
3.00
%
2/1/2043
325,414
295,848
Fnma 30Yr
3.00
%
7/1/2043
144,277
131,168
Fnma 30Yr
3.50
%
3/1/2043
229,357
216,129
Fnma 30Yr
3.00
%
10/1/2043
69,374
63,070
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fnma 15Yr
3.00
%
8/1/2028
98,961
$
95,694
Fnma 30Yr
4.00
%
9/1/2044
96,522
93,221
Fnma 30Yr
4.00
%
7/1/2045
79,965
77,161
Fnma 30Yr
3.50
%
5/1/2045
258,276
242,280
Fnma 30Yr
3.50
%
6/1/2045
327,952
305,018
Fnma 15Yr
3.00
%
12/1/2030
76,487
72,704
Fnma 30Yr
4.00
%
12/1/2045
128,246
123,748
Fnma 30Yr
3.50
%
4/1/2046
134,875
125,256
Fnma 30Yr
4.00
%
7/1/2046
31,262
29,973
Fnma 15Yr
2.00
%
8/1/2031
121,662
111,630
Fnma 30Yr
2.50
%
9/1/2046
171,671
149,214
Fnma 20Yr
3.00
%
11/1/2036
215,585
199,344
Fnma 30Yr
3.00
%
11/1/2046
195,667
176,311
Fnma 30Yr
3.00
%
12/1/2046
56,745
51,131
Fnma 30Yr
3.50
%
12/1/2046
241,623
224,390
Fnma 30Yr
3.00
%
1/1/2047
613,834
553,110
Fnma 30Yr
4.00
%
2/1/2047
250,818
240,477
Fnma 15Yr
2.50
%
7/1/2028
63,701
60,825
Fnma 30Yr
3.00
%
9/1/2043
53,734
48,852
Fnma 15Yr
2.50
%
8/1/2028
71,865
68,620
Fnma 15Yr
2.50
%
8/1/2028
6,372
6,084
Fnma 15Yr
3.00
%
11/1/2028
56,545
54,678
Fnma 30Yr
4.00
%
10/1/2043
46,316
44,757
Fnma 15Yr
2.50
%
2/1/2029
42,702
40,214
Fnma 15Yr
2.50
%
7/1/2030
47,806
44,899
Fnma 30Yr
5.50
%
4/1/2034
45,761
46,889
Fnma 30Yr
5.00
%
4/1/2034
209,360
211,126
Fnma 30Yr
5.50
%
9/1/2034
44,123
45,258
Fnma 30Yr
5.00
%
7/1/2035
62,561
63,147
Fnma 30Yr
5.50
%
2/1/2035
77,237
79,141
Fnma 30Yr
3.00
%
10/1/2046
301,380
271,565
Fnma 30Yr
3.50
%
9/1/2047
178,852
167,596
Fnma 15Yr
3.50
%
12/1/2030
37,156
36,252
Fnma 30Yr
4.00
%
1/1/2048
101,780
97,517
Fnma 30Yr
4.50
%
11/1/2048
67,359
66,271
Fnma 30Yr Umbs
3.00
%
2/1/2050
280,179
249,912
Fnma 30Yr Umbs
3.00
%
6/1/2050
301,634
268,816
Fnma 30Yr Umbs
2.50
%
8/1/2050
1,398,171
1,198,785
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fnma 30Yr Umbs
2.00
%
12/1/2050
319,987
$
264,561
Fnma 30Yr Umbs
2.50
%
3/1/2052
139,903
118,843
Fnma 30Yr
3.50
%
8/1/2048
66,745
61,934
Fnma 30Yr Umbs
3.00
%
4/1/2052
463,070
408,671
Fnma 30Yr Umbs
3.00
%
3/1/2052
480,856
423,851
Fnma 30Yr Umbs Super
3.50
%
11/1/2048
318,929
296,139
Fnma 30Yr Umbs Super
2.50
%
4/1/2051
714,392
616,767
Fnma 30Yr Umbs Super
3.00
%
7/1/2050
384,934
343,524
Fnma 30Yr Umbs Super
3.00
%
3/1/2052
919,587
819,234
Fnma 30Yr Umbs Super
3.00
%
4/1/2052
971,666
864,761
Fnma 30Yr Umbs Super
2.50
%
5/1/2052
477,785
408,406
Fnma 30Yr
6.50
%
12/1/2037
28,960
31,158
Fnma 30Yr
6.00
%
5/1/2038
123,769
130,370
Fnma 30Yr
4.00
%
9/1/2040
64,198
62,320
Fnma 30Yr
5.50
%
3/1/2038
49,162
50,850
Fnma 30Yr
4.00
%
3/1/2039
21,215
20,629
Fnma 30Yr
4.50
%
2/1/2041
281,277
279,834
Fnma 30Yr
4.50
%
3/1/2041
91,717
91,218
Fnma 30Yr
3.50
%
5/1/2042
237,928
224,980
Fnma 30Yr
3.50
%
9/1/2042
88,620
83,259
Fnma 30Yr
3.50
%
6/1/2042
860,387
808,341
Fnma 30Yr
3.00
%
10/1/2042
119,421
108,591
Fnma 30Yr
3.50
%
11/1/2042
300,850
282,651
Fnma 30Yr
3.00
%
12/1/2042
246,165
223,841
Fnma 30Yr
3.00
%
1/1/2043
70,044
63,798
Fnma 30Yr
3.00
%
1/1/2043
196,990
179,424
Fnma 30Yr
3.00
%
1/1/2043
209,604
190,595
Fnma 30Yr
3.00
%
3/1/2043
331,947
304,341
Fnma 30Yr
4.50
%
9/1/2039
34,245
34,076
Fnma 20Yr
4.50
%
6/1/2031
63,942
63,448
Fnma 30Yr
3.50
%
1/1/2046
105,397
98,026
Fnma 30Yr
4.50
%
12/1/2048
42,189
41,507
Fnma 30Yr
3.00
%
11/1/2046
184,357
166,119
Fnma 30Yr
3.00
%
1/1/2047
234,170
211,004
Fnma 30Yr
3.50
%
8/1/2047
125,024
116,090
Fnma 30Yr
4.00
%
10/1/2047
388,435
372,166
Fnma 30Yr
3.50
%
11/1/2047
312,995
290,629
Fnma 30Yr
4.50
%
3/1/2048
59,561
58,626
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fnma 30Yr
4.00
%
2/1/2048
87,497
$
83,833
Fnma 30Yr
4.00
%
4/1/2048
179,492
171,826
Fnma 15Yr
3.50
%
3/1/2033
53,329
51,728
Fnma 15Yr
3.50
%
5/1/2033
127,088
123,273
Fnma 30Yr Umbs
2.00
%
8/1/2051
501,585
410,516
Fnma 30Yr Umbs
2.00
%
10/1/2051
989,295
809,062
Fnma 30Yr Umbs
2.50
%
11/1/2051
1,928,799
1,642,884
Fnma 30Yr Umbs
3.00
%
11/1/2051
467,715
413,626
Fnma 30Yr Umbs
2.50
%
12/1/2051
484,651
412,564
Fnma 20Yr Umbs
2.00
%
8/1/2040
420,307
355,500
Fnma 30Yr Umbs
1.50
%
9/1/2050
874,254
676,503
Fnma 30Yr Umbs
2.00
%
9/1/2050
841,428
692,006
Fnma 30Yr Umbs
2.50
%
9/1/2050
1,230,743
1,055,233
Fnma 30Yr Umbs
1.50
%
10/1/2050
74,855
57,923
Fnma 30Yr Umbs
2.00
%
10/1/2050
776,680
638,515
Fnma 30Yr Umbs
2.50
%
10/1/2050
2,047,435
1,754,826
Fnma 30Yr Umbs
2.00
%
11/1/2050
2,060,754
1,693,523
Fnma 20Yr Umbs
2.00
%
1/1/2041
1,207,036
1,020,050
Fnma 30Yr Umbs
1.50
%
1/1/2051
892,999
691,008
Fnma 30Yr Umbs
2.00
%
1/1/2051
403,627
331,449
Fnma 30Yr Umbs
1.50
%
12/1/2050
2,226,240
1,722,677
Fnma 20Yr Umbs
2.00
%
2/1/2041
454,779
384,257
Fnma 30Yr Umbs
2.00
%
2/1/2051
1,753,161
1,439,112
Fnma 30Yr Umbs
2.00
%
3/1/2051
881,675
722,966
Fnma 15Yr Umbs
2.00
%
5/1/2036
789,256
706,179
Fnma 20Yr Umbs
2.00
%
5/1/2041
2,696,557
2,279,521
Fnma 20Yr Umbs
2.50
%
5/1/2041
845,223
737,899
Fnma 30Yr Umbs
2.50
%
4/1/2051
1,904,422
1,628,847
Fnma 30Yr Umbs
2.00
%
5/1/2051
1,457,466
1,194,204
Fnma 30Yr Umbs
3.50
%
5/1/2052
496,923
453,027
Fnma 30Yr Umbs
4.00
%
4/1/2052
941,422
886,259
Fnma 30Yr Umbs
3.50
%
7/1/2052
989,711
902,362
Fnma 30Yr Umbs
4.50
%
6/1/2052
1,408,329
1,362,287
Fnma 30Yr Umbs
5.00
%
7/1/2052
484,020
479,322
Fnma 15Yr Umbs
4.00
%
7/1/2037
373,210
365,080
Fnma 30Yr Umbs
3.50
%
9/1/2052
494,174
450,829
Fnma 30Yr Umbs
5.50
%
11/1/2052
499,185
502,989
Fnma 30Yr Umbs
5.50
%
1/1/2053
249,586
251,494
Fnma 30Yr
4.00
%
7/1/2040
32,439
31,543
Fnma 30Yr
3.50
%
6/1/2039
64,385
60,471
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fnma 30Yr
4.00
%
10/1/2040
24,912
$
24,183
Gnma 30Yr
3.50
%
1/15/2042
132,903
125,165
Gnma 30Yr
3.00
%
11/15/2042
201,325
182,930
Gnma2 30Yr
4.00
%
4/20/2042
39,958
39,089
Gnma2 30Yr
3.00
%
8/20/2042
76,474
69,748
Gnma2 30Yr
3.50
%
8/20/2042
227,365
214,841
Gnma2 30Yr
3.00
%
9/20/2042
158,135
144,226
Gnma2 30Yr
3.50
%
9/20/2042
185,564
175,342
Gnma2 30Yr
3.50
%
10/20/2042
184,438
174,278
Gnma2 30Yr
3.00
%
12/20/2042
81,046
73,918
Gnma2 30Yr
3.00
%
1/20/2043
112,194
102,326
Gnma2 30Yr
3.50
%
5/20/2043
235,394
222,409
Gnma2 30Yr
4.50
%
6/20/2044
120,718
120,869
Gnma2 30Yr
3.50
%
10/20/2044
188,926
178,324
Gnma2 30Yr
4.00
%
10/20/2044
143,443
139,072
Gnma2 30Yr
3.00
%
12/20/2044
44,294
40,323
Gnma2 30Yr
3.50
%
4/20/2046
125,795
118,391
Gnma2 30Yr
3.50
%
4/20/2045
215,951
203,599
Gnma2 30Yr
3.50
%
6/20/2045
87,849
82,824
Gnma2 30Yr
3.00
%
8/20/2045
111,209
101,074
Gnma2 30Yr
3.00
%
9/20/2045
105,168
95,583
Gnma2 30Yr
4.00
%
12/20/2045
231,340
224,047
Gnma2 30Yr
3.00
%
5/20/2046
147,612
134,151
Gnma2 30Yr
4.00
%
5/20/2046
112,931
109,371
Gnma2 30Yr
3.00
%
7/20/2046
335,740
305,123
Gnma2 30Yr
3.50
%
7/20/2046
96,236
90,572
Gnma2 30Yr
3.50
%
8/20/2046
110,088
103,609
Gnma2 30Yr
3.50
%
9/20/2046
114,673
107,925
Gnma2 30Yr
3.00
%
10/20/2046
284,058
258,155
Gnma2 30Yr
4.00
%
10/20/2046
44,285
42,881
Gnma2 30Yr
3.50
%
11/20/2046
36,183
34,053
Gnma2 30Yr
4.00
%
11/20/2046
52,856
51,180
Gnma2 30Yr
2.50
%
12/20/2046
74,826
66,011
Gnma2 30Yr
3.50
%
12/20/2046
396,092
372,781
Gnma2 30Yr
4.00
%
3/20/2047
109,506
106,032
Gnma2 30Yr
3.50
%
8/20/2048
65,783
61,546
Gnma2 30Yr
3.50
%
7/20/2047
144,490
135,373
Gnma2 30Yr
4.00
%
8/20/2047
139,708
134,782
Gnma2 30Yr
3.50
%
8/20/2047
99,746
93,452
Gnma2 30Yr
4.00
%
9/20/2047
164,110
158,323
Gnma2 30Yr
3.50
%
11/20/2047
269,640
252,626
Gnma2 30Yr
4.00
%
12/20/2047
68,841
66,413
*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
60
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Gnma2 30Yr
3.00
%
1/20/2048
129,474
$
117,653
Gnma2 30Yr
4.00
%
1/20/2048
100,854
97,297
Gnma2 30Yr
4.50
%
1/20/2048
67,072
66,116
Gnma2 30Yr
4.50
%
2/20/2048
62,493
61,602
Gnma2 30Yr
3.00
%
10/20/2049
46,366
41,896
Gnma2 30Yr
3.50
%
12/20/2048
146,919
137,457
Gnma2 30Yr
3.00
%
7/20/2049
148,950
134,799
Gnma2 30Yr
3.00
%
9/20/2049
165,486
149,581
Gnma 30Yr
3.00
%
12/20/2049
199,942
180,559
Gnma2 30Yr
3.50
%
12/20/2049
104,667
97,669
Gnma2 30Yr
2.00
%
3/20/2051
389,746
328,738
Gnma2 30Yr
2.50
%
3/20/2051
2,181,348
1,903,588
Gnma2 30Yr
2.50
%
5/20/2051
1,119,429
976,194
Gnma2 30Yr
3.00
%
6/20/2051
309,864
278,052
Gnma2 30Yr
2.00
%
7/20/2051
445,255
375,007
Gnma2 30Yr
3.00
%
7/20/2051
1,049,869
941,791
Gnma2 30Yr
2.50
%
8/20/2051
499,038
434,132
Gnma2 30Yr
3.00
%
8/20/2051
560,532
502,673
Gnma2 30Yr
2.00
%
9/20/2051
1,095,251
921,774
Gnma2 30Yr
2.00
%
12/20/2051
934,475
785,595
Gnma2 30Yr
4.50
%
8/20/2052
506,609
493,113
Gnma2 30Yr
5.00
%
8/20/2052
997,461
992,205
Gnma 30Yr
3.50
%
5/15/2043
74,700
70,262
Gnma 30Yr
3.00
%
3/15/2043
87,638
79,629
Gnma2 15Yr
3.00
%
3/20/2027
26,058
25,021
Gnma2 30Yr
5.00
%
8/20/2039
25,216
25,792
Gnma2 30Yr
4.50
%
5/20/2040
97,460
97,795
Gnma2 30Yr
4.50
%
7/20/2040
61,416
61,627
Gnma2 30Yr
4.00
%
9/20/2040
72,810
71,310
Gnma2 30Yr
4.00
%
10/20/2040
115,246
112,872
Gnma2 30Yr
4.50
%
10/20/2040
71,613
71,859
Gnma2 30Yr
4.50
%
12/20/2040
103,520
103,875
Gnma2 30Yr
4.00
%
2/20/2041
25,879
25,346
Gnma2 30Yr
4.00
%
1/20/2041
47,030
46,061
Gnma2 30Yr
4.00
%
3/20/2041
75,488
73,884
Gnma2 30Yr
5.00
%
4/20/2041
90,914
93,011
Gnma2 30Yr
4.50
%
8/20/2041
90,401
90,688
Gnma2 30Yr
4.50
%
7/20/2041
29,462
29,556
Gnma 30Yr
4.50
%
11/15/2039
40,284
40,261
Gnma 30Yr
4.50
%
4/15/2040
95,606
95,554
Gnma 30Yr
5.00
%
5/15/2035
35,915
36,606
Gnma 30Yr Platinum
5.00
%
7/15/2039
47,583
48,777
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Gnma 30Yr
5.50
%
4/15/2038
14,364
$
14,792
Gnma 30Yr
5.50
%
6/15/2038
76,180
79,009
Umbs 30Yr Tba(Reg A)
3.50
%
1/12/2023
998,345
907,317
Umbs 30Yr Tba(Reg A)
4.00
%
1/12/2023
499,173
468,523
Gnma2 30Yr Tba(Reg C)
3.00
%
1/23/2023
499,173
444,484
Gnma2 30Yr Tba(Reg C)
5.50
%
2/21/2023
249,586
251,272
Bbcms_20-C8
1.62
%
10/15/2053
848,594
725,251
Bank_21-Bn37
2.37
%
11/15/2064
599,007
486,754
Bank_19-Bn22
2.73
%
11/15/2062
474,214
409,938
Bank_21-Bn31
1.77
%
2/15/2054
998,345
789,046
Bbcms_19-C4
2.66
%
8/15/2052
599,007
524,668
Bmark_20-B17
2.04
%
3/15/2053
1,198,014
987,640
Bmark_20-B18
1.67
%
7/15/2053
698,842
560,298
Bmark_21-B31
2.67
%
12/15/2054
499,173
415,267
Comm_15-Pc1
3.62
%
7/10/2050
211,916
205,261
Comm_15-Cr25
3.51
%
8/10/2048
502,376
479,508
Comm_16-Dc2
3.50
%
2/10/2049
525,935
500,286
Comm_16-Dc2
3.77
%
2/10/2049
698,842
665,883
Csail_15-C3
3.45
%
8/15/2048
449,715
429,728
Csail_16-C5
3.76
%
11/15/2048
369,388
352,960
Csail_16-C7
3.21
%
11/15/2049
481,932
450,784
Dbjpm_17-C6
3.27
%
6/10/2050
149,393
144,536
Cgcmt_15-Gc33
3.52
%
9/10/2058
204,654
195,429
Jpmbb_15-C30
3.55
%
7/15/2048
544,892
521,928
Jpmcc_19-Cor4
3.76
%
3/10/2052
798,676
745,785
Msbam_15-C23
3.45
%
7/15/2050
971,127
927,277
Msbam_15-C24
3.73
%
5/15/2048
998,345
953,068
Msbam_15-C25
3.37
%
10/15/2048
698,842
664,026
Ubscm_18-C8
3.72
%
2/15/2051
826,228
769,224
Ubscm_19-C17
2.67
%
10/15/2052
249,586
213,537
Ubscm_18-C13
4.07
%
10/15/2051
798,676
762,998
Wfcm_16-C37
3.79
%
12/15/2049
603,999
571,860
American Intl Grp Inc
3.90
%
4/1/2026
170,717
167,148
Anthem Inc
3.65
%
12/1/2027
94,843
89,857
Anthem Inc
4.10
%
3/1/2028
119,801
116,686
Anthem Inc
2.25
%
5/15/2030
194,677
162,356
Arch Cap Fin Llc
4.01
%
12/15/2026
24,959
23,931
Banco Santander Sa
3.80
%
2/23/2028
399,338
368,502
Banco Santander Sa
3.49
%
5/28/2030
399,338
338,676
Bank Of Amer Corp
4.00
%
1/22/2025
179,702
179,198
Bank Of Amer Corp
3.95
%
4/21/2025
409,322
402,170
Bank Of Amer Corp
3.97
%
3/5/2029
1,133,122
1,062,508
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Bank Of Amer Corp
3.97
%
2/7/2030
249,586
$
231,260
Bank Of Amer Corp
2.50
%
2/13/2031
923,469
761,267
Bank Of Amer Corp
2.69
%
4/22/2032
24,959
20,170
*
Bank Of NY Mellon Corp
1.60
%
4/24/2025
89,851
83,819
Barclays Plc
4.97
%
5/16/2029
109,818
104,415
Barclays Plc
3.93
%
5/7/2025
499,173
486,812
Barclays Plc
2.28
%
11/24/2027
374,380
325,666
Broadstone Net Lease Inc
2.60
%
9/15/2031
194,677
147,979
Cna Finl Corp
3.95
%
5/15/2024
204,661
202,237
Corebridge Finl Inc
3.90
%
4/5/2032
304,495
270,463
Credit Suisse Grp Fdg Guernsey Ltd
4.55
%
4/17/2026
524,131
470,888
Cubesmart Lp
2.25
%
12/15/2028
84,859
70,243
Fairfax Fin Hldgs Ltd
5.63
%
8/16/2032
64,892
62,544
Goldman Sachs Grp Inc
4.22
%
5/1/2029
474,214
445,934
Goldman Sachs Grp Inc
1.99
%
1/27/2032
514,148
397,671
Goldman Sachs Grp Inc
1.43
%
3/9/2027
164,727
144,988
Goldman Sachs Grp Inc
2.62
%
4/22/2032
154,744
124,478
Goldman Sachs Grp Inc
1.54
%
9/10/2027
469,222
408,078
Hsbc Hldgs Plc
4.58
%
6/19/2029
364,396
336,377
Hsbc Holdings Plc
1.65
%
4/18/2026
99,835
90,541
Hcp Inc
3.00
%
1/15/2030
119,801
104,645
Jpmorgan Chase & Co
3.88
%
9/10/2024
194,677
192,889
Jpmorgan Chase & Co
3.51
%
1/23/2029
1,477,551
1,366,427
Jpmorgan Chase & Co
4.45
%
12/5/2029
249,586
236,037
Jpmorgan Chase & Co
2.74
%
10/15/2030
409,322
346,825
Jpmorgan Chase & Co
2.58
%
4/22/2032
584,032
471,314
Kimco Realty Corp
1.90
%
3/1/2028
299,504
253,521
Lincoln Natl Corp
3.05
%
1/15/2030
44,926
37,861
Lloyds Bkg Grp Plc
4.38
%
3/22/2028
199,669
191,704
Markel Corp
3.35
%
9/17/2029
209,653
184,390
Marsh & Mclennan Cos Inc
3.50
%
6/3/2024
124,793
122,604
Mitsubishi Ufj Fin Grp Inc
1.54
%
7/20/2027
349,421
306,222
Morgan Stanley
4.43
%
1/23/2030
459,239
438,704
Morgan Stanley
2.70
%
1/22/2031
778,709
655,603
Morgan Stanley
1.93
%
4/28/2032
559,073
425,447
Morgan Stanley
3.77
%
1/24/2029
269,553
251,687
Morgan Stanley
3.88
%
1/27/2026
404,330
398,185
Morgan Stanley
2.51
%
10/20/2032
44,926
35,454
Morgan Stanley
1.59
%
5/4/2027
94,843
83,591
Nomura Hldgs Inc
2.61
%
7/14/2031
199,669
156,692
Pnc Finl Svcs Grp Inc
3.90
%
4/29/2024
54,909
54,650
Realty Income Corp
3.10
%
12/15/2029
174,710
152,879
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Royal Bk Of Canada
1.15
%
6/10/2025
424,297
$
389,354
Simon Property Grp Lp
3.75
%
2/1/2024
394,346
394,871
Simon Property Grp Lp
3.50
%
9/1/2025
79,868
77,571
Simon Property Grp Lp
2.65
%
2/1/2032
104,826
85,736
Unitedhealth Grp Inc
3.75
%
7/15/2025
289,520
288,579
Unum Grp
4.00
%
6/15/2029
474,214
429,898
Ventas Realty Lp
3.85
%
4/1/2027
124,793
119,093
Wells Fargo & Co
3.00
%
10/23/2026
284,528
265,079
Wells Fargo & Co
2.57
%
2/11/2031
449,255
377,182
Wells Fargo & Co
4.81
%
7/25/2028
354,413
353,536
At&T Inc
2.30
%
6/1/2027
254,578
227,619
At&T Inc
2.55
%
12/1/2033
250,585
194,091
Abbvie Inc
3.20
%
11/21/2029
853,585
774,899
Altria Grp Inc
4.00
%
1/31/2024
239,603
241,242
Anheuser Busch Inbev Worldwide Inc
4.75
%
1/23/2029
369,388
373,672
Apple Inc
3.25
%
2/23/2026
129,785
126,328
Automatic Data Processing Inc
1.70
%
5/15/2028
94,843
82,717
Autonation Inc
1.95
%
8/1/2028
69,884
56,574
Autozone Inc
3.75
%
4/18/2029
49,917
46,717
Bat Cap Corp
3.56
%
8/15/2027
59,901
55,395
Bat Cap Corp
4.70
%
4/2/2027
54,909
53,439
Bat Intl Fin Plc
4.45
%
3/16/2028
279,537
262,665
Becton Dickinson & Co
3.73
%
12/15/2024
159,735
156,028
Berry Global Inc
1.57
%
1/15/2026
59,901
53,919
Boeing Co
2.25
%
6/15/2026
104,826
94,843
Boeing Co
3.10
%
5/1/2026
29,950
28,361
Boeing Co
2.70
%
2/1/2027
424,297
388,398
Boeing Co
2.20
%
2/4/2026
249,586
229,091
Broadcom Inc
4.11
%
9/15/2028
525,130
497,027
Broadcom Inc
3.15
%
11/15/2025
58,902
56,122
Broadcom Inc
3.42
%
4/15/2033
190,684
155,315
Broadcom Inc
4.00
%
4/15/2029
234,611
215,938
Burlington Northern Santa Fe Llc
3.40
%
9/1/2024
154,744
153,097
Cigna Corp
4.50
%
2/25/2026
464,231
465,316
Cigna Corp
2.40
%
3/15/2030
199,669
169,107
Cvs Hlth Corp
4.30
%
3/25/2028
156,740
153,666
Carlisle Cos Inc
2.20
%
3/1/2032
289,520
222,366
Cenovus Energy Inc
2.65
%
1/15/2032
99,835
81,081
Charter Comms Operating Llc Cap
5.05
%
3/30/2029
314,479
300,024
Charter Comms Operating Llc Cap
2.80
%
4/1/2031
374,380
293,967
Cintas Corp No 2
3.70
%
4/1/2027
124,793
121,604
Comcast Corp
3.70
%
4/15/2024
109,818
109,037
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Comcast Corp
4.15
%
10/15/2028
69,884
$
67,794
Constellation Brands Inc
3.70
%
12/6/2026
79,868
76,297
Constellation Brands Inc
4.40
%
11/15/2025
59,901
59,262
Constellation Brands Inc
2.25
%
8/1/2031
144,760
116,697
Continental Airlines Inc
4.15
%
4/11/2024
18,604
18,097
Continental Airlines Inc
4.00
%
10/29/2024
57,866
55,445
Dcp Midstream Operating Lp
5.13
%
5/15/2029
99,835
97,203
Diamondback Energy Inc
3.50
%
12/1/2029
4,992
4,405
Diamondback Energy Inc
3.13
%
3/24/2031
189,686
159,294
Discovery Comm Llc
3.95
%
3/20/2028
718,809
647,692
Dowdupont Inc
4.49
%
11/15/2025
174,710
173,019
Eog Resources Inc
3.15
%
4/1/2025
34,942
34,015
Eastman Chemical Co
3.80
%
3/15/2025
64,892
63,664
Energy Transfer Lp
4.75
%
1/15/2026
331,451
331,054
Enterprise Products Operating Llc
3.13
%
7/31/2029
199,669
178,848
Equifax Inc
2.60
%
12/1/2024
269,553
257,857
Equifax Inc
2.35
%
9/15/2031
274,545
215,454
Expedia Grp Inc
4.63
%
8/1/2027
249,586
244,885
Fmc Corp
3.45
%
10/1/2029
299,504
267,167
Fiserv Inc
3.85
%
6/1/2025
154,744
150,781
Fiserv Inc
2.75
%
7/1/2024
19,967
19,544
Freeport Mcmoran Inc
4.38
%
8/1/2028
149,752
143,149
Glp Cap Lp Glp Fin Ii Inc
5.38
%
4/15/2026
174,710
174,256
General Motors Fin Co Inc
4.00
%
1/15/2025
254,578
251,673
General Motors Fin Co Inc
3.60
%
6/21/2030
773,718
654,422
Halliburton Co
3.80
%
11/15/2025
35,940
35,169
Helmerich & Payne Inc
2.90
%
9/29/2031
149,752
122,773
Intuit Inc
1.35
%
7/15/2027
29,950
26,148
Kinross Gold Corp
4.50
%
7/15/2027
49,917
48,378
Lyb Intl Fin Iii Llc
2.25
%
10/1/2030
59,901
48,131
Laboratory Corp Of Amer
3.60
%
2/1/2025
239,603
235,733
Mplx Lp
4.50
%
7/15/2023
199,669
202,994
Mplx Lp
4.13
%
3/1/2027
94,843
91,094
Mplx Lp
4.00
%
3/15/2028
84,859
80,171
Mplx Lp
4.25
%
12/1/2027
184,694
175,394
Mplx Lp
2.65
%
8/15/2030
174,710
144,018
Magallanes Inc
4.28
%
3/15/2032
324,462
272,546
Magellan Midstream Partners Lp
3.25
%
6/1/2030
119,801
104,995
Marriott Intl Inc
3.13
%
6/15/2026
149,752
140,346
Martin Marietta Materials Inc
2.50
%
3/15/2030
59,901
50,012
Martin Marietta Materials Inc
2.40
%
7/15/2031
74,876
60,908
Mcdonalds Corp
3.70
%
1/30/2026
174,710
172,897
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Mylan Inc
4.55
%
4/15/2028
638,941
$
598,990
Newmont Goldcorp Corp
2.80
%
10/1/2029
234,611
202,417
Newmont Corp
2.25
%
10/1/2030
44,926
36,499
Newmont Corp
2.60
%
7/15/2032
99,835
81,059
Nucor Corp
4.30
%
5/23/2027
129,785
127,096
O Reilly Automotive Inc
1.75
%
3/15/2031
49,917
39,024
Oreilly Automotive Inc
4.70
%
6/15/2032
109,818
107,002
Oneok Inc
3.40
%
9/1/2029
89,851
78,852
Oneok Inc
3.10
%
3/15/2030
594,016
505,147
Owens Corning Inc
4.20
%
12/1/2024
299,504
296,132
Owens Corning Inc
3.95
%
8/15/2029
74,876
69,154
Phillips 66
2.15
%
12/15/2030
149,752
120,176
Pioneer Natural Resources Co
1.13
%
1/15/2026
449,255
403,169
Plains All Amern Pipeline Lp
3.55
%
12/15/2029
79,868
69,720
Southwest Airlines Co
5.13
%
6/15/2027
119,801
118,898
Steel Dynamics Inc
3.45
%
4/15/2030
299,504
266,431
Stryker Corp
3.38
%
5/15/2024
79,868
78,333
Stryker Corp
3.38
%
11/1/2025
69,884
67,898
Energy Transfer Lp
3.90
%
7/15/2026
449,255
433,188
T Mobile Usa Inc
3.88
%
4/15/2030
169,719
155,597
T Mobile Usa Inc
2.05
%
2/15/2028
648,925
564,276
Takeda Pharmaceutical Co Ltd
2.05
%
3/31/2030
239,603
197,264
Teledyne Tech Inc
2.25
%
4/1/2028
244,595
212,990
Transcontinental Gas Pipe Line Co
3.25
%
5/15/2030
419,305
366,678
Tyson Foods Inc
4.00
%
3/1/2026
254,578
250,045
Raytheon Tech Corp
4.13
%
11/16/2028
89,851
86,707
Verizon Comms Inc
4.33
%
9/21/2028
274,545
268,159
Verizon Comms Inc
4.02
%
12/3/2029
412,317
388,300
Viatris Inc
2.70
%
6/22/2030
209,653
165,003
Vulcan Materials Co
3.50
%
6/1/2030
174,710
155,040
Wabtec Corp
3.45
%
11/15/2026
199,669
187,088
Weyerhaeuser Co
4.00
%
4/15/2030
184,694
170,570
Williams Cos Inc
3.75
%
6/15/2027
149,752
141,624
Williams Cos Inc
4.30
%
3/4/2024
194,677
194,898
Workday Inc
3.50
%
4/1/2027
44,926
42,469
Workday Inc
3.70
%
4/1/2029
119,801
111,034
Aep Texas Inc
2.10
%
7/1/2030
559,073
459,576
Ameren Illinois Co
3.80
%
5/15/2028
269,553
258,356
Atlantic City Elec Co
2.30
%
3/15/2031
84,859
69,767
Avangrid Inc
3.20
%
4/15/2025
374,380
360,686
Centerpoint Energy Inc
2.95
%
3/1/2030
149,752
130,573
Cleveland Elec Illuminating Co
5.50
%
8/15/2024
149,752
153,596
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Commonwealth Edison Co
3.70
%
8/15/2028
159,735
$
152,845
Dte Energy Co
1.50
%
10/1/2024
144,760
139,160
Dte Elec Co
2.25
%
3/1/2030
134,777
114,991
Duke Energy Carolinas Llc
3.95
%
11/15/2028
239,603
231,725
Duke Energy Fl Llc
1.75
%
6/15/2030
149,752
119,845
Emera Us Fin Lp
3.55
%
6/15/2026
274,545
257,670
Entergy Louisiana Llc
2.40
%
10/1/2026
99,835
91,531
Evergy Inc
2.90
%
9/15/2029
299,504
262,103
Eversource Energy
1.65
%
8/15/2030
54,909
43,179
Fortis Inc
3.06
%
10/4/2026
40,932
38,369
Nextera Energy Cap Hldgs Inc
2.75
%
11/1/2029
174,710
152,302
Oncor Elec Delivery Co Llc
2.95
%
4/1/2025
119,801
115,926
Pacific Gas & Elec Co
4.55
%
7/1/2030
199,669
185,912
Pacificorp
2.70
%
9/15/2030
69,884
60,705
Puget Energy Inc
3.65
%
5/15/2025
84,859
81,451
Puget Energy Inc
4.10
%
6/15/2030
164,727
148,059
Puget Energy Inc
2.38
%
6/15/2028
24,959
21,339
Sempra Energy
3.40
%
2/1/2028
144,760
136,533
Sempra Energy
3.30
%
4/1/2025
184,694
178,922
Tampa Elec Co
2.40
%
3/15/2031
129,785
106,386
Tucson Elec Pwr Co
3.25
%
5/15/2032
84,859
72,834
Xcel Energy Inc
4.00
%
6/15/2028
149,752
143,963
Hydro Quebec
8.05
%
7/7/2024
69,884
75,771
Italy Rep Of
2.38
%
10/17/2024
399,338
377,903
Quebec Province Of
7.13
%
2/9/2024
124,793
131,168
Advocate Hlth Corp
2.21
%
6/15/2030
369,388
305,406
Ascension Hlth
2.53
%
11/15/2029
119,801
103,280
Johns Hopkins Univ
4.71
%
7/1/2032
124,793
124,528
Peacehealth Obligated Grp
1.38
%
11/15/2025
24,959
22,357
Stanford Univ
1.29
%
6/1/2027
399,338
346,559
Sutter Health
3.70
%
8/15/2028
289,520
270,282
University Ca
3.06
%
7/1/2025
474,214
460,145
University Ca
3.35
%
7/1/2029
324,462
299,882
University Ca
1.61
%
5/15/2030
174,710
138,134
Yale Univ
1.48
%
4/15/2030
354,413
285,131
Suzano Austria Gmbh
6.00
%
1/15/2029
199,669
205,162
Vale Overseas Ltd
6.25
%
8/10/2026
89,851
95,501
Indonesia Rep Of
3.50
%
1/11/2028
449,255
434,750
Indonesia Rep Of
4.15
%
9/20/2027
269,553
268,609
Panama Rep Of
7.13
%
1/29/2026
299,504
325,247
Peru Rep Of
2.78
%
1/23/2031
38,935
32,902
Uruguay Oriental Rep Of
4.38
%
10/27/2027
529,123
539,283
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Mexico United Mexican States
4.50
%
4/22/2029
269,553
$
260,216
Cash
1,286,318
Total Prudential GA-62194
246,244,504
American General Life Contract No. 725840
Cash Collateral Fut Rdr Usd
4.23
%
12/31/2060
207,157
207,157
Vm Cash Fut Dom Rdr Usd
4.23
%
12/31/2060
125,411
125,411
Atmos Energy Corp Sr Unsec
0.63
%
3/9/2023
648,925
644,199
Entergy Louisiana Llc 1St Mtge Sec
0.62
%
11/17/2023
301,500
290,364
Slclt 2007-1 A4 3Mlib+6Bp
4.67
%
5/15/2029
241,192
233,224
Slma 2005-7 A4 3Mlib+15Bp
4.51
%
10/25/2029
162,878
161,822
Fh Arm 1Q1534 H15T1Y+222.9 10.262
3.22
%
6/1/2037
103,346
104,199
Fn Arm 793029 Us0006M+158.2 10.869
4.32
%
7/1/2034
68,327
69,404
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
15,724
15,793
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
1,364
1,370
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
5,770
5,795
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
299,504
300,941
*
Collective U.S. Gov't Stif 15 Bps
4.20
%
12/1/2030
259,060
259,060
Fed Home Ln Bk Bd (2.963Mmm)
3.38
%
12/8/2023
848,594
836,513
U S Treasury Note
0.13
%
7/31/2023
24,958,635
24,302,204
U S Treasury Note
0.13
%
5/31/2023
4,891,892
4,804,660
U S Treasury Repo
4.26
%
1/4/2023
9,783,785
9,783,785
U S Treasury Repo
4.35
%
1/3/2023
9,783,785
9,783,785
7-Eleven Inc Sr Unsec 144A Smr
0.80
%
2/10/2024
449,255
427,654
Advent Health System
2.95
%
3/1/2029
299,504
257,668
American Express Co Sofr Sr Unsec Sofr
4.74
%
5/3/2024
998,345
997,462
American Homes 4 Rent Sr Unsec
4.25
%
2/15/2028
249,586
231,604
Andrew W Mellon Foundati Unsec
0.95
%
8/1/2027
599,007
512,255
Arrow Electronics Inc Sr Unsec
3.25
%
9/8/2024
499,173
480,188
Avangrid Inc Sr Unsec
3.80
%
6/1/2029
399,338
364,632
Bank Of America Corp Sr Unsec Sofr
2.59
%
4/29/2031
1,247,932
1,022,095
Bank Of America Corp Sr Unsec Sofr
1.66
%
3/11/2027
1,198,014
1,061,650
Dell Int Llc / Emc Corp
4.90
%
10/1/2026
249,586
246,364
Dell Int Llc / Emc Corp
6.02
%
6/15/2026
249,586
255,480
Emory University Unsec
2.14
%
9/1/2030
648,925
540,183
Equitable Financial Life Sec 144A
1.80
%
3/8/2028
349,421
292,349
Florida Power & Light 1St Mtg
2.45
%
2/3/2032
299,504
251,128
Ga Global Funding Trust 144A
1.00
%
4/8/2024
698,842
655,224
Ga Global Funding Trust Sec 144A
1.95
%
9/15/2028
349,421
290,942
Ga Global Funding Trust Sec 144A
2.25
%
1/6/2027
249,586
220,342
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Goldman Sachs Group Inc Sr Unsec
3.85
%
1/26/2027
1,996,691
$
1,903,424
Hormel Foods Corp Sr Unsec Smr
0.65
%
6/3/2024
499,173
470,516
Hyundai Capital America Sr Unsec 144A
0.80
%
4/3/2023
499,173
493,401
Jpmorgan Chase & Co Sr Unsec
4.01
%
4/23/2029
1,497,518
1,385,800
Jpmorgan Chase & Co Sr Unsec Sofr
1.58
%
4/22/2027
648,925
571,886
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
848,594
835,208
Lloyds Banking Group Plc Sr Unsec
3.75
%
3/18/2028
149,752
138,251
Morgan Stanley Sr Unsec
3.59
%
7/22/2028
499,173
460,515
Morgan Stanley Sr Unsec
3.63
%
1/20/2027
1,297,849
1,227,296
Nvr Inc Sr Unsec
3.00
%
5/15/2030
399,338
337,118
Pacific Gas & Electric
3.00
%
6/15/2028
299,504
259,971
Pacific Gas & Electric Sr Sec
4.25
%
8/1/2023
249,586
248,352
Pacific Gas & Electric Sr Sec
3.85
%
11/15/2023
399,338
393,747
Pinnacle West Capital Sr Unsec
1.30
%
6/15/2025
399,338
364,207
Rga Global Funding Sec 144A
2.00
%
11/30/2026
499,173
442,980
Sba Tower Trust Nt Sec 144A 2A C
3.87
%
10/8/2049
549,090
525,313
Seattle Children Hosp Unsec
1.21
%
10/1/2027
449,255
365,759
Southern Cal Edison 1St Mtge Sofr
4.24
%
4/3/2023
698,842
697,820
Southern Calif Gas Co Sr Unsec
2.95
%
4/15/2027
599,007
554,020
Stanford University Unsec
1.29
%
6/1/2027
349,421
304,350
Sutter Health Unsec
3.70
%
8/15/2028
599,007
553,349
Ubs Group Ag Sr Unsec 144A
1.36
%
1/30/2027
998,345
876,330
Verizon Communications Sr Unsec
2.55
%
3/21/2031
499,173
412,435
Wells Fargo & Company Sr Unsec
3.20
%
6/17/2027
349,421
324,434
Wells Fargo & Company Sr Unsec
3.00
%
4/22/2026
623,966
584,500
Wells Fargo & Company Sr Unsec
3.58
%
5/22/2028
499,173
464,937
Wells Fargo & Company Sr Unsec Tsfr3M
2.88
%
10/30/2030
648,925
554,601
Yale University Unsec
0.87
%
4/15/2025
998,345
919,728
Zimmer Biomet Holdings Inc Sr Unsec Smr
3.55
%
4/1/2025
549,090
531,004
Barclays Plc Sr Unsec
3.65
%
3/16/2025
499,173
480,284
Barclays Plc Sr Unsec Sofr
2.85
%
5/7/2026
648,925
604,012
Bnp Paribas Sr Non-Prefer 144A Sofr
3.05
%
1/13/2031
748,759
617,558
Brookfield Finance Inc Sr Unsec
4.35
%
4/15/2030
748,759
684,424
Credit Suisse Group Ag Sr Unsec 144A
3.87
%
1/12/2029
549,090
441,641
Credit Suisse Group Ag Srunsec 144A Sofr
6.44
%
8/11/2028
499,173
455,982
Credit Suisse Group Ag Srunsec 144A Sofr
4.19
%
4/1/2031
499,173
389,512
Deutsche Bank Ny Sofr
3.04
%
5/28/2032
698,842
533,127
Hsbc Holdings Plc Sr Unsec
4.58
%
6/19/2029
1,896,856
1,753,029
Ing Groep Nv Sr Unsec
4.05
%
4/9/2029
748,759
692,866
Lloyds Banking Group Plc Sr Unsec
4.55
%
8/16/2028
698,842
660,018
Lloyds Banking Group Plc Sr Unsec
3.57
%
11/7/2028
249,586
225,537
Mizuho Financial Group Sr Unsec 144A
3.48
%
4/12/2026
748,759
703,982
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Nissan Motor Co Sr Unsec 144A
4.35
%
9/17/2027
499,173
$
453,898
Nomura Holdings Inc Sr Unsec
3.10
%
1/16/2030
399,338
334,040
Olympus Corp Sr Unsec 144A
2.14
%
12/8/2026
499,173
442,346
Santander Uk Group Hldgs Sr Unsec
3.37
%
1/5/2024
499,173
499,173
Santander Uk Group Hldgs Sr Unsec Sofr
2.47
%
1/11/2028
99,835
85,502
Santander Uk Group Hldgs Sr Unsec Sofr
2.90
%
3/15/2032
698,842
543,305
Smbc Aviation Capital Fi Sr Unsec 144A
4.13
%
7/15/2023
499,173
494,004
Standard Charter Sr Unsec 144A
2.68
%
6/29/2032
599,007
453,136
Sumitomo Mitsui Finl Grp Sr Unsec
2.13
%
7/8/2030
499,173
396,931
Ubs Group Ag Sr Unsec 144A
4.70
%
8/5/2027
174,710
169,289
Fed Home Ln Bk Bd (600Mm)
1.05
%
8/13/2026
698,842
617,672
Fed Home Ln Bk Glbl Bd (300Mm)
1.00
%
7/27/2026
1,148,097
1,014,992
Fed Home Ln Bk Glbl Nt (2Mmm)
4.50
%
10/3/2024
2,695,533
2,694,157
Fed Home Ln Mtge Glbl Nt (1.035Mmm)
0.80
%
10/28/2026
1,347,766
1,175,077
Fed Home Ln Mtge Glbl Nt (850Mm)
0.65
%
10/27/2025
1,946,774
1,742,401
Fin Fut Us 2Yr Cbt 03/31/23
6.00
%
4/1/2023
8,585,770
8,803,768
Fin Fut Us Ultra 10Yr Cbt 03/22/23
6.00
%
3/23/2023
(2,995,036)
(3,542,566)
Fin Fut Us Ultra 30Yr Cbt 03/22/23
6.00
%
3/23/2023
(599,007)
(804,542)
Carmx 2022-4 A3
5.34
%
8/16/2027
499,173
504,698
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
546,763
492,346
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
614,739
573,220
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
13,888
12,950
Fhlmc Gold 30Yr Gnt #G0-8823
3.50
%
7/1/2048
240,300
222,979
Fhlmc Gold 30Yr Gnt #G6-1040
3.50
%
6/1/2047
2,205,592
2,054,298
Fnma Pass Thru 15Yr #Al2222
3.00
%
8/1/2027
33,327
32,123
Fnma Pass Thru 15Yr #Fm1796
3.50
%
10/1/2034
417,153
401,921
Fnma Pass Thru 15Yr #Fm1843
3.50
%
11/1/2034
351,698
338,456
Fnma Pass Thru 15Yr #Fm3869
3.00
%
6/1/2035
67,001
63,020
Fnma Pass Thru 20Yr #256600
5.50
%
2/1/2027
196
197
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
10,433
10,479
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
8,322
8,358
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
36,928
37,088
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
12,048
12,100
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
5,531
5,742
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
4,844
5,005
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
2,513
2,524
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
81,072
83,986
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
66,601
66,920
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
35,361
36,662
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
75,963
78,782
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
3,494
3,563
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
49,737
51,660
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
27,978
$
28,789
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
127,924
132,865
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
17,497
18,173
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
41,109
42,698
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
392,960
396,855
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
841,144
766,472
Fnma Pass Thru 30Yr #Bv2616
3.00
%
7/1/2052
4,455,450
3,923,139
Fnma Pass Thru 30Yr #Fm3241
3.00
%
3/1/2050
822,313
731,148
Fnma Pass Thru 30Yr #Ma4698
3.00
%
8/1/2052
5,168,018
4,549,091
Fnma Tba 4.5% Feb 30Yr
4.50
%
2/13/2053
5,241,313
5,051,111
Fnma Tba 5.0% Feb 30Yr
5.00
%
2/13/2053
1,048,263
1,033,849
Fnma Tba 5.0% Jan 30Yr
5.00
%
1/12/2053
6,688,914
6,597,987
Gnma Ii Multpl Sgl 30Yr #Ma4587M
4.00
%
7/20/2047
256,107
246,434
Gnma Ii Multpl Sgl 30Yr #Ma4720M
4.00
%
9/20/2047
552,007
532,507
Gnma Ii Tba 2.5% Jan 30Yr Jmbo
2.50
%
1/23/2053
3,594,043
3,120,630
Bay Area Ca Toll Auth
2.57
%
4/1/2031
599,007
525,344
La Local Govt Envrn-A
4.15
%
2/1/2033
149,752
141,980
La Local Govt Envrn-A
4.28
%
2/1/2036
449,255
418,357
Nyc Transtnl Fin-C3
3.50
%
11/1/2032
1,123,139
969,900
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
848,594
857,722
Sales Tax Securitiztn
2.96
%
1/1/2032
499,173
409,578
Ut St-Babs-B
3.54
%
7/1/2025
751,173
737,019
Va St Clg Bldg Auth-B
0.77
%
9/1/2026
678,875
584,620
U S Treasury Note
4.38
%
10/31/2024
40,782,409
40,688,418
U S Treasury Note
4.25
%
10/15/2025
11,980,145
11,982,017
U S Treasury Note
0.38
%
1/31/2026
7,487,590
6,669,513
Uninvested Cash Plus Receivables
928,710
Net Unsettled Trades
(25,638,308)
Net Futures Held
(4,456,661)
Broker Cash Collateral Received
(145,907)
Total American General Life Contract No. 725840
167,995,840
Royal Bank of Canada Contract No. Citigroup01
Cash Collateral Fut Rdr Usd
4.23
%
12/31/2060
207,157
207,157
Vm Cash Fut Dom Rdr Usd
4.23
%
12/31/2060
125,411
125,411
Atmos Energy Corp Sr Unsec
0.63
%
3/9/2023
648,925
644,199
Entergy Louisiana Llc 1St Mtge Sec
0.62
%
11/17/2023
301,500
290,364
Slclt 2007-1 A4 3Mlib+6Bp
4.67
%
5/15/2029
241,192
233,224
Slma 2005-7 A4 3Mlib+15Bp
4.51
%
10/25/2029
162,878
161,822
Fh Arm 1Q1534 H15T1Y+222.9 10.262
3.22
%
6/1/2037
103,346
104,199
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fn Arm 793029 Us0006M+158.2 10.869
4.32
%
7/1/2034
68,327
$
69,404
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
15,724
15,793
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
1,364
1,370
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
5,770
5,795
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
299,504
300,941
*
Collective U.S. Gov't Stif 15 Bps
4.20
%
12/1/2030
259,060
259,060
Fed Home Ln Bk Bd (2.963Mmm)
3.38
%
12/8/2023
848,594
836,513
U S Treasury Note
0.13
%
7/31/2023
24,958,635
24,302,204
U S Treasury Note
0.13
%
5/31/2023
4,891,892
4,804,660
U S Treasury Repo
4.26
%
1/4/2023
9,783,785
9,783,785
U S Treasury Repo
4.35
%
1/3/2023
9,783,785
9,783,785
7-Eleven Inc Sr Unsec 144A Smr
0.80
%
2/10/2024
449,255
427,654
Advent Health System
2.95
%
3/1/2029
299,504
257,668
American Express Co Sofr Sr Unsec Sofr
4.74
%
5/3/2024
998,345
997,462
American Homes 4 Rent Sr Unsec
4.25
%
2/15/2028
249,586
231,604
Andrew W Mellon Foundati Unsec
0.95
%
8/1/2027
599,007
512,255
Arrow Electronics Inc Sr Unsec
3.25
%
9/8/2024
499,173
480,188
Avangrid Inc Sr Unsec
3.80
%
6/1/2029
399,338
364,632
Bank Of America Corp Sr Unsec Sofr
2.59
%
4/29/2031
1,247,932
1,022,095
Bank Of America Corp Sr Unsec Sofr
1.66
%
3/11/2027
1,198,014
1,061,650
Dell Int Llc / Emc Corp
4.90
%
10/1/2026
249,586
246,364
Dell Int Llc / Emc Corp
6.02
%
6/15/2026
249,586
255,480
Emory University Unsec
2.14
%
9/1/2030
648,925
540,183
Equitable Financial Life Sec 144A
1.80
%
3/8/2028
349,421
292,349
Florida Power & Light 1St Mtg
2.45
%
2/3/2032
299,504
251,128
Ga Global Funding Trust 144A
1.00
%
4/8/2024
698,842
655,224
Ga Global Funding Trust Sec 144A
1.95
%
9/15/2028
349,421
290,942
Ga Global Funding Trust Sec 144A
2.25
%
1/6/2027
249,586
220,342
Goldman Sachs Group Inc Sr Unsec
3.85
%
1/26/2027
1,996,691
1,903,424
Hormel Foods Corp Sr Unsec Smr
0.65
%
6/3/2024
499,173
470,516
Hyundai Capital America Sr Unsec 144A
0.80
%
4/3/2023
499,173
493,401
Jpmorgan Chase & Co Sr Unsec
4.01
%
4/23/2029
1,497,518
1,385,800
Jpmorgan Chase & Co Sr Unsec Sofr
1.58
%
4/22/2027
648,925
571,886
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
848,594
835,208
Lloyds Banking Group Plc Sr Unsec
3.75
%
3/18/2028
149,752
138,251
Morgan Stanley Sr Unsec
3.59
%
7/22/2028
499,173
460,515
Morgan Stanley Sr Unsec
3.63
%
1/20/2027
1,297,849
1,227,296
Nvr Inc Sr Unsec
3.00
%
5/15/2030
399,338
337,118
Pacific Gas & Electric
3.00
%
6/15/2028
299,504
259,971
Pacific Gas & Electric Sr Sec
4.25
%
8/1/2023
249,586
248,352
Pacific Gas & Electric Sr Sec
3.85
%
11/15/2023
399,338
393,747
*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
72
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Pinnacle West Capital Sr Unsec
1.30
%
6/15/2025
399,338
$
364,207
Rga Global Funding Sec 144A
2.00
%
11/30/2026
499,173
442,980
Sba Tower Trust Nt Sec 144A 2A C
3.87
%
10/8/2049
549,090
525,313
Seattle Children Hosp Unsec
1.21
%
10/1/2027
449,255
365,759
Southern Cal Edison 1St Mtge Sofr
4.24
%
4/3/2023
698,842
697,820
Southern Calif Gas Co Sr Unsec
2.95
%
4/15/2027
599,007
554,020
Stanford University Unsec
1.29
%
6/1/2027
349,421
304,350
Sutter Health Unsec
3.70
%
8/15/2028
599,007
553,349
Ubs Group Ag Sr Unsec 144A
1.36
%
1/30/2027
998,345
876,330
Verizon Communications Sr Unsec
2.55
%
3/21/2031
499,173
412,435
Wells Fargo & Company Sr Unsec
3.20
%
6/17/2027
349,421
324,434
Wells Fargo & Company Sr Unsec
3.00
%
4/22/2026
623,966
584,500
Wells Fargo & Company Sr Unsec
3.58
%
5/22/2028
499,173
464,937
Wells Fargo & Company Sr Unsec Tsfr3M
2.88
%
10/30/2030
648,925
554,601
Yale University Unsec
0.87
%
4/15/2025
998,345
919,728
Zimmer Biomet Holdings Inc Sr Unsec Smr
3.55
%
4/1/2025
549,090
531,004
Barclays Plc Sr Unsec
3.65
%
3/16/2025
499,173
480,284
Barclays Plc Sr Unsec Sofr
2.85
%
5/7/2026
648,925
604,012
Bnp Paribas Sr Non-Prefer 144A Sofr
3.05
%
1/13/2031
748,759
617,558
Brookfield Finance Inc Sr Unsec
4.35
%
4/15/2030
748,759
684,424
Credit Suisse Group Ag Sr Unsec 144A
3.87
%
1/12/2029
549,090
441,641
Credit Suisse Group Ag Srunsec 144A Sofr
6.44
%
8/11/2028
499,173
455,982
Credit Suisse Group Ag Srunsec 144A Sofr
4.19
%
4/1/2031
499,173
389,512
Deutsche Bank Ny Sofr
3.04
%
5/28/2032
698,842
533,127
Hsbc Holdings Plc Sr Unsec
4.58
%
6/19/2029
1,896,856
1,753,029
Ing Groep Nv Sr Unsec
4.05
%
4/9/2029
748,759
692,866
Lloyds Banking Group Plc Sr Unsec
4.55
%
8/16/2028
698,842
660,018
Lloyds Banking Group Plc Sr Unsec
3.57
%
11/7/2028
249,586
225,537
Mizuho Financial Group Sr Unsec 144A
3.48
%
4/12/2026
748,759
703,982
Nissan Motor Co Sr Unsec 144A
4.35
%
9/17/2027
499,173
453,898
Nomura Holdings Inc Sr Unsec
3.10
%
1/16/2030
399,338
334,040
Olympus Corp Sr Unsec 144A
2.14
%
12/8/2026
499,173
442,346
Santander Uk Group Hldgs Sr Unsec
3.37
%
1/5/2024
499,173
499,173
Santander Uk Group Hldgs Sr Unsec Sofr
2.47
%
1/11/2028
99,835
85,502
Santander Uk Group Hldgs Sr Unsec Sofr
2.90
%
3/15/2032
698,842
543,305
Smbc Aviation Capital Fi Sr Unsec 144A
4.13
%
7/15/2023
499,173
494,004
Standard Charter Sr Unsec 144A
2.68
%
6/29/2032
599,007
453,136
Sumitomo Mitsui Finl Grp Sr Unsec
2.13
%
7/8/2030
499,173
396,931
Ubs Group Ag Sr Unsec 144A
4.70
%
8/5/2027
174,710
169,289
Fed Home Ln Bk Bd (600Mm)
1.05
%
8/13/2026
698,842
617,672
Fed Home Ln Bk Glbl Bd (300Mm)
1.00
%
7/27/2026
1,148,097
1,014,992
Fed Home Ln Bk Glbl Nt (2Mmm)
4.50
%
10/3/2024
2,695,533
2,694,157
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fed Home Ln Mtge Glbl Nt (1.035Mmm)
0.80
%
10/28/2026
1,347,766
$
1,175,077
Fed Home Ln Mtge Glbl Nt (850Mm)
0.65
%
10/27/2025
1,946,774
1,742,401
Fin Fut Us 2Yr Cbt 03/31/23
6.00
%
4/1/2023
8,585,770
8,803,768
Fin Fut Us Ultra 10Yr Cbt 03/22/23
6.00
%
3/23/2023
(2,995,036)
(3,542,566)
Fin Fut Us Ultra 30Yr Cbt 03/22/23
6.00
%
3/23/2023
(599,007)
(804,542)
Carmx 2022-4 A3
5.34
%
8/16/2027
499,173
504,698
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
546,763
492,346
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
614,739
573,220
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
13,888
12,950
Fhlmc Gold 30Yr Gnt #G0-8823
3.50
%
7/1/2048
240,300
222,979
Fhlmc Gold 30Yr Gnt #G6-1040
3.50
%
6/1/2047
2,205,592
2,054,298
Fnma Pass Thru 15Yr #Al2222
3.00
%
8/1/2027
33,327
32,123
Fnma Pass Thru 15Yr #Fm1796
3.50
%
10/1/2034
417,153
401,921
Fnma Pass Thru 15Yr #Fm1843
3.50
%
11/1/2034
351,698
338,456
Fnma Pass Thru 15Yr #Fm3869
3.00
%
6/1/2035
67,001
63,020
Fnma Pass Thru 20Yr #256600
5.50
%
2/1/2027
196
197
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
10,433
10,479
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
8,322
8,358
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
36,928
37,088
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
12,048
12,100
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
5,531
5,742
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
4,844
5,005
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
2,513
2,524
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
81,072
83,986
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
66,601
66,920
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
35,361
36,662
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
75,963
78,782
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
3,494
3,563
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
49,737
51,660
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
27,978
28,789
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
127,924
132,865
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
17,497
18,173
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
41,109
42,698
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
392,960
396,855
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
841,144
766,472
Fnma Pass Thru 30Yr #Bv2616
3.00
%
7/1/2052
4,455,450
3,923,139
Fnma Pass Thru 30Yr #Fm3241
3.00
%
3/1/2050
822,313
731,148
Fnma Pass Thru 30Yr #Ma4698
3.00
%
8/1/2052
5,168,018
4,549,091
Fnma Tba 4.5% Feb 30Yr
4.50
%
2/13/2053
5,241,313
5,051,111
Fnma Tba 5.0% Feb 30Yr
5.00
%
2/13/2053
1,048,263
1,033,849
Fnma Tba 5.0% Jan 30Yr
5.00
%
1/12/2053
6,688,914
6,597,987
Gnma Ii Multpl Sgl 30Yr #Ma4587M
4.00
%
7/20/2047
256,107
246,434
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Gnma Ii Multpl Sgl 30Yr #Ma4720M
4.00
%
9/20/2047
552,007
$
532,507
Gnma Ii Tba 2.5% Jan 30Yr Jmbo
2.50
%
1/23/2053
3,594,043
3,120,630
Bay Area Ca Toll Auth
2.57
%
4/1/2031
599,007
525,344
La Local Govt Envrn-A
4.15
%
2/1/2033
149,752
141,980
La Local Govt Envrn-A
4.28
%
2/1/2036
449,255
418,357
Nyc Transtnl Fin-C3
3.50
%
11/1/2032
1,123,139
969,900
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
848,594
857,722
Sales Tax Securitiztn
2.96
%
1/1/2032
499,173
409,578
Ut St-Babs-B
3.54
%
7/1/2025
751,173
737,019
Va St Clg Bldg Auth-B
0.77
%
9/1/2026
678,875
584,620
U S Treasury Note
4.38
%
10/31/2024
40,782,409
40,688,418
U S Treasury Note
4.25
%
10/15/2025
11,980,145
11,982,017
U S Treasury Note
0.38
%
1/31/2026
7,487,590
6,669,513
Uninvested Cash Plus Receivables
928,710
Net Unsettled Trades
(25,638,308)
Net Futures Held
(4,456,661)
Broker Cash Collateral Received
(145,907)
Total Royal Bank of Canada Contract No. Citigroup01
167,995,840
American United Life Insurance Company: S00020
Amxca 2022-4 A
5.18
%
10/15/2025
468,224
473,160
Bbcms 2022-C18 A2
5.50
%
11/15/2027
933,453
946,929
Bmwot 2022-A A3
3.21
%
6/25/2025
170,717
166,376
Bank 2018-Bn13 A1
3.22
%
5/15/2023
4,242,968
327,939
Cd 2016-Cd2 A3
3.25
%
10/13/2026
848,594
750,138
Cnh 2019-C A3
2.01
%
7/17/2023
1,996,691
390,104
Comm 2014-Cr14 A2
3.15
%
3/10/2023
2,470,905
629,789
Comet 2021-A1 A1
0.55
%
7/15/2024
2,021,649
1,892,544
Cnp 2012-1 A3
3.03
%
10/15/2024
2,096,525
961,378
Cgcmt 2019-C7 A1
2.08
%
11/15/2024
1,996,691
1,062,821
Dbjpm 2017-C6 A4
3.07
%
5/10/2027
998,345
921,016
Dcent 2022-A3 A3
3.56
%
7/15/2025
1,232,957
1,199,803
Fnr 2014-81 Ve
3.00
%
1/27/2025
1,597,353
1,539,910
Fnr 2017-104 Pa
3.00
%
9/25/2028
6,189,741
1,097,638
Fnr 2022-29 Nq
4.00
%
4/27/2026
1,497,518
1,274,340
Fnr 2022-50 A
4.50
%
6/25/2026
1,547,435
1,477,015
Fnr 2022-54 Da
4.50
%
9/25/2030
1,048,263
927,770
Fhr 4272 Yg
2.00
%
11/15/2023
4,991,727
149,667
Fhr 4486 Jn
2.00
%
4/15/2024
2,995,036
141,441
*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
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Fhr 4571 Ca
2.50
%
11/17/2025
4,093,216
$
665,914
Fhr 5057 Ab
2.50
%
7/25/2028
2,675,566
1,699,795
Fhr 4888 Cb
3.00
%
5/15/2028
5,490,900
1,094,569
Fhr 5254 A
4.50
%
10/25/2030
1,487,535
1,331,555
Fhr 5263 Ea
4.00
%
5/25/2029
1,232,957
1,158,056
Fnr 2011-36 Qb
4.00
%
7/25/2030
2,745,450
1,092,555
Fordl 2022-A A3
3.23
%
5/15/2024
1,098,180
1,078,139
Fordo 2022-B A3
4.41
%
5/15/2025
291,517
285,637
Gnr 2013-41 Pa
2.50
%
6/20/2023
5,690,569
166,280
Gnr 2015-16 Gm
2.00
%
10/21/2024
6,189,741
231,164
Gnr 2020-74 Dc
1.00
%
10/20/2027
3,993,382
1,313,815
Gnr 2021-78 D
2.50
%
1/20/2031
2,096,525
1,401,285
Gnr 2022-85 Ka
4.00
%
4/20/2026
1,597,353
1,467,157
Gnr 2022-100 Ka
4.00
%
7/20/2026
1,247,932
1,166,975
Gnr 2022-107 A
3.00
%
2/20/2026
1,447,601
1,223,560
Jdot 2022-B A3
3.74
%
2/17/2026
512,151
501,227
Mbart 2022-1 A3
5.21
%
5/15/2026
756,746
765,499
Narot 2019-C A3
1.93
%
3/15/2023
1,497,518
176,448
Narot 2022-B A3
4.46
%
3/16/2026
906,498
901,451
T 2 5/8 04/15/25
2.63
%
4/15/2025
1,562,610
1,513,674
T 2 3/4 05/15/25
2.75
%
5/15/2025
2,042,615
1,978,261
T 2 7/8 06/15/25
2.88
%
6/16/2025
2,027,839
1,964,031
T 3 07/15/25
3.00
%
7/15/2025
5,136,487
5,049,769
Woart 2022-B A3
3.25
%
11/17/2025
327,457
317,193
Woart 2022-C A3
3.66
%
2/17/2026
643,933
627,912
Total American United Life Insurance Company: S00020
45,501,699
Reinsurance Group of America Contract No. RGA00084
Net Receivable
101,070
101,070
Us Dollar
3.53
%
3,096,123
3,096,123
Dominion Energy 2.75 03/15/2023
2.75
%
3/15/2023
973,387
977,287
Boston Properties, Inc. 3.125 09/01/2023
3.13
%
9/1/2023
848,594
844,178
Jpmorgan Chase & Co. 3.375 05/01/2023
3.38
%
5/1/2023
299,504
299,781
Ford Motor Credit Co. Llc 4.375 08/06/2023
4.38
%
8/6/2023
2,346,112
2,360,343
Bank Of America Corp. 4.20 08/26/2024
4.20
%
8/26/2024
1,597,353
1,595,935
Kinder Morgan, Inc. 4.30 06/01/2025
4.30
%
6/1/2025
2,346,112
2,309,192
Cox Enterprises, Inc. 3.85 02/01/2025
3.85
%
2/1/2025
1,397,684
1,372,659
Crh Plc 3.875 05/18/2025
3.88
%
5/18/2025
948,428
919,280
Burlington Northern Santa Fe Llc 3.442 06/16/2028
3.44
%
6/16/2028
358,357
336,484
*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
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Wells Fargo & Co. 4.30 07/22/2027
4.30
%
7/22/2027
998,345
$
979,695
Hsbc Holdings Plc 4.25 08/18/2025
4.25
%
8/18/2025
1,272,890
1,244,443
Bnp Paribas Sa 4.375 09/28/2025
4.38
%
9/28/2025
1,297,849
1,274,873
Exelon Corp. 3.15 10/15/2025
3.15
%
10/15/2025
943,436
913,614
Capital One Financial Corp. 4.20 10/29/2025
4.20
%
10/29/2025
499,173
485,979
Zoetis, Inc. 4.50 11/13/2025
4.50
%
11/13/2025
973,387
975,611
U.S. Treasury Note/Bond 1.625 04/30/2023
1.63
%
4/30/2023
4,208,026
4,180,603
Bayerische Motoren Werke Ag 2.80 04/11/2026
2.80
%
4/11/2026
998,345
938,886
Bnp Paribas Sa 4.375 05/12/2026
4.38
%
5/12/2026
623,966
598,200
Lloyds Banking Group Plc 4.582 12/10/2025
4.58
%
12/10/2025
923,469
896,661
Fannie Mae 4.50 08/01/2040
4.50
%
8/1/2040
974,810
956,554
Charter Communications, Inc. 4.908 07/23/2025
4.91
%
7/23/2025
873,552
874,986
Bank Of America Corp. 4.183 11/25/2027
4.18
%
11/25/2027
449,255
427,998
Jpmorgan Chase & Co. 3.625 12/01/2027
3.63
%
12/1/2027
349,421
324,081
Barclays Plc 4.337 01/10/2028
4.34
%
1/10/2028
998,345
948,159
Fannie Mae 3.50 02/01/2037
3.50
%
2/1/2037
2,225,363
2,133,811
Bnp Paribas Sa 4.625 03/13/2027
4.63
%
3/13/2027
224,628
216,126
The Sherwin-Williams Co. 3.45 06/01/2027
3.45
%
6/1/2027
998,345
939,258
Fannie Mae 3.077 07/01/2047
3.08
%
7/1/2047
593,076
581,873
Freddie Mac Gold 4.50 09/01/2044
4.50
%
9/1/2044
1,918,356
1,893,859
Fannie Mae 3.10 07/01/2047
3.10
%
7/1/2047
440,528
432,263
Fannie Mae 4.50 01/01/2043
4.50
%
1/1/2043
2,119,400
2,088,955
Freddie Mac 3.152 05/01/2047
3.15
%
5/1/2047
69,780
68,368
Freddie Mac Gold 4.50 07/01/2045
4.50
%
7/1/2045
1,511,563
1,505,821
Fannie Mae 4.50 06/01/2047
4.50
%
6/1/2047
1,519,901
1,498,623
Fannie Mae 3.131 06/01/2047
3.13
%
6/1/2047
393,659
386,729
Freddie Mac 3.37 07/01/2047
3.37
%
7/1/2047
36,207
35,538
Bank Of America Corp. 3.593 07/21/2028
3.59
%
7/21/2028
399,338
374,004
Exelon Corp. 2.95 08/15/2027
2.95
%
8/15/2027
499,173
466,040
Freddie Mac Gold 4.50 04/01/2047
4.50
%
4/1/2047
957,730
945,394
Fannie Mae 2.86 10/01/2047
2.86
%
10/1/2047
189,677
184,901
Unitedhealth Group, Inc. 2.95 10/15/2027
2.95
%
10/15/2027
998,345
930,456
Fannie Mae 2.987 10/01/2047
2.99
%
10/1/2047
83,244
80,830
Charter Communications, Inc. 4.20 03/15/2028
4.20
%
3/15/2028
1,946,774
1,813,374
Freddie Mac Gold 4.50 10/01/2047
4.50
%
10/1/2047
260,174
256,687
Slm Student Loan Trust 4.95843 01/25/2041
4.96
%
1/25/2041
526,472
500,750
*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
77
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Freddie Mac Gold 4.00 11/01/2045
4.00
%
11/1/2045
201,930
$
192,184
Cvs Health Corp. 4.30 03/25/2028
4.30
%
3/25/2028
816,647
799,260
Slm Student Loan Trust 4.52843 07/25/2040
4.53
%
7/25/2040
2,585,715
2,445,893
Slm Student Loan Trust 4.98843 01/25/2040
4.99
%
1/25/2040
1,153,639
1,117,370
Freddie Mac 3.38 06/01/2048
3.38
%
6/1/2048
65,253
63,389
Bayer Ag 4.375 12/15/2028
4.38
%
12/15/2028
923,469
868,671
Comcast Corp. 3.95 10/15/2025
3.95
%
10/15/2025
549,090
542,308
Charter Communications, Inc. 5.05 03/30/2029
5.05
%
3/30/2029
249,586
238,007
Fannie Mae 5.00 02/01/2049
5.00
%
2/1/2049
119,457
120,238
Fannie Mae 5.00 03/01/2049
5.00
%
3/1/2049
396,574
396,076
Fannie Mae 5.00 12/01/2048
5.00
%
12/1/2048
498,178
502,437
Bayerische Motoren Werke Ag 3.15 04/18/2024
3.15
%
4/18/2024
524,131
514,486
Anheuser-Busch Inbev Sa/Nv 3.65 02/01/2026
3.65
%
2/1/2026
973,387
951,601
Imperial Brands Plc 3.875 07/26/2029
3.88
%
7/26/2029
998,345
870,403
Cigna Corp. 4.375 10/15/2028
4.38
%
10/15/2028
1,098,180
1,069,265
Ford Motor Credit Co. Llc 4.063 11/01/2024
4.06
%
11/1/2024
449,255
434,360
Wells Fargo & Co. 2.879 10/30/2030
2.88
%
10/30/2030
249,586
213,217
Fannie Mae 3.343 10/01/2049
3.34
%
10/1/2049
771,598
748,778
Dow, Inc. 4.80 11/30/2028
4.80
%
11/30/2028
1,447,601
1,432,580
Prosus Nv 3.68 01/21/2030
3.68
%
1/21/2030
1,322,808
1,121,479
U.S. Treasury Note/Bond 0.50 03/15/2023
0.50
%
3/15/2023
4,028,324
4,003,637
Exxon Mobil Corp. 3.482 03/19/2030
3.48
%
3/19/2030
1,148,097
1,082,042
United Parcel Service, Inc. 4.45 04/01/2030
4.45
%
4/1/2030
973,387
968,934
Jpmorgan Chase & Co. 4.493 03/24/2031
4.49
%
3/24/2031
1,397,684
1,322,296
Wells Fargo & Co. 4.478 04/04/2031
4.48
%
4/4/2031
2,171,401
2,058,992
Nextera Energy, Inc. 2.85 04/01/2025
2.85
%
4/1/2025
449,255
433,354
Cvs Health Corp. 3.75 04/01/2030
3.75
%
4/1/2030
399,338
365,809
Target Corp. 2.65 09/15/2030
2.65
%
9/15/2030
1,048,263
908,910
Oracle Corp. 2.95 04/01/2030
2.95
%
4/1/2030
1,322,808
1,137,585
Dominion Energy 3.375 04/01/2030
3.38
%
4/1/2030
1,148,097
1,021,409
The Southern Co. 3.70 04/30/2030
3.70
%
4/30/2030
1,098,180
998,014
Tc Energy Corp. 4.10 04/15/2030
4.10
%
4/15/2030
1,098,180
1,015,515
Berkshire Hathaway Energy 2.70 09/15/2030
2.70
%
9/15/2030
1,547,435
1,342,632
Jpmorgan Chase & Co. 2.522 04/22/2031
2.52
%
4/22/2031
823,635
677,951
Jpmorgan Chase & Co. 2.083 04/22/2026
2.08
%
4/22/2026
723,800
674,794
Toyota Auto Receivables Owner Trust 1.66 09/15/2025
1.66
%
9/15/2025
1,083,205
1,047,825
Philip Morris International, Inc. 2.10 05/01/2030
2.10
%
5/1/2030
2,545,781
2,067,709
Boston Properties, Inc. 3.25 01/30/2031
3.25
%
1/30/2031
374,380
314,595
*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
78
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Jpmorgan Chase & Co. 2.956 05/13/2031
2.96
%
5/13/2031
823,635
$
681,885
Relx Plc 3.00 05/22/2030
3.00
%
5/22/2030
998,345
853,985
At&T, Inc. 2.75 06/01/2031
2.75
%
6/1/2031
3,144,788
2,613,337
Hsbc Holdings Plc 2.848 06/04/2031
2.85
%
6/4/2031
998,345
798,918
Freddie Mac Pool 2.50 07/01/2050
2.50
%
7/1/2050
3,693,997
3,166,827
Fannie Mae 2.50 08/01/2050
2.50
%
8/1/2050
4,619,930
3,970,197
Freddie Mac Pool 2.00 08/01/2050
2.00
%
8/1/2050
4,645,241
3,823,111
Fannie Mae 2.50 09/01/2050
2.50
%
9/1/2050
6,152,449
5,273,838
British American Tobacco Plc 2.726 03/25/2031
2.73
%
3/25/2031
1,297,849
1,022,039
British American Tobacco Plc 2.259 03/25/2028
2.26
%
3/25/2028
848,594
709,379
U.S. Treasury Note/Bond 0.125 10/15/2023
0.13
%
10/15/2023
289,520
279,386
Fannie Mae 2.00 11/01/2050
2.00
%
11/1/2050
3,760,108
3,092,375
State Street Corp. 3.152 03/30/2031
3.15
%
3/30/2031
1,772,063
1,573,676
Fannie Mae 2.50 09/01/2040
2.50
%
9/1/2040
8,687,317
7,659,115
Freddie Mac Pool 2.50 10/01/2040
2.50
%
10/1/2040
917,626
809,019
Abbvie, Inc. 3.20 11/21/2029
3.20
%
11/21/2029
2,895,202
2,620,243
The Williams Companies, Inc. 3.25 05/15/2030
3.25
%
5/15/2030
1,198,014
1,044,600
Freddie Mac Pool 2.50 10/01/2040
2.50
%
10/1/2040
2,550,109
2,248,287
Freddie Mac Pool 2.50 11/01/2050
2.50
%
11/1/2050
1,677,932
1,439,000
Freddie Mac Pool 2.50 10/01/2050
2.50
%
10/1/2050
2,611,699
2,251,144
Freddie Mac Pool 2.50 08/01/2040
2.50
%
8/1/2040
3,050,741
2,689,696
Fannie Mae 2.50 01/01/2041
2.50
%
1/1/2041
1,791,680
1,579,623
Fannie Mae 2.00 01/01/2051
2.00
%
1/1/2051
2,317,016
1,907,638
U.S. Treasury Note/Bond 0.125 01/31/2023
0.13
%
1/31/2023
5,990,072
5,975,176
U.S. Treasury Note/Bond 0.125 04/30/2023
0.13
%
4/30/2023
4,900,878
4,834,540
T-Mobile U.S., Inc. 2.55 02/15/2031
2.55
%
2/15/2031
1,297,849
1,072,742
T-Mobile U.S., Inc. 3.75 04/15/2027
3.75
%
4/15/2027
524,131
497,823
Nextera Energy, Inc. 1.90 06/15/2028
1.90
%
6/15/2028
1,297,849
1,109,135
U.S. Treasury Note/Bond 0.25 06/15/2024
0.25
%
6/15/2024
1,078,213
1,012,050
U.S. Treasury Note/Bond 0.125 06/30/2023
0.13
%
6/30/2023
9,758,826
9,542,312
Prosus Nv 3.061 07/13/2031
3.06
%
7/13/2031
2,470,905
1,940,563
Freddie Mac Pool 2.50 07/01/2041
2.50
%
7/1/2041
3,278,815
2,851,858
U.S. Treasury Note/Bond 0.125 08/31/2023
0.13
%
8/31/2023
6,494,237
6,300,869
Freddie Mac Pool 2.50 02/01/2051
2.50
%
2/1/2051
1,872,247
1,607,235
U.S. Treasury Note/Bond 0.50 11/30/2023
0.50
%
11/30/2023
7,492,582
7,211,982
Fannie Mae 2.50 12/01/2051
2.50
%
12/1/2051
6,017,350
5,142,146
Prosus Nv 4.193 01/19/2032
4.19
%
1/19/2032
274,545
232,467
*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
79
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
U.S. Treasury Note/Bond 1.50 02/29/2024
1.50
%
2/29/2024
5,371,098
$
5,204,630
Exelon Corp. 3.35 03/15/2032
3.35
%
3/15/2032
1,098,180
964,591
Goldman Sachs Group, Inc. 3.615 03/15/2028
3.62
%
3/15/2028
1,871,898
1,763,526
Charter Communications, Inc. 4.40 04/01/2033
4.40
%
4/1/2033
274,545
237,937
British American Tobacco Plc 4.742 03/16/2032
4.74
%
3/16/2032
1,497,518
1,349,496
Wells Fargo & Co. 3.908 04/25/2026
3.91
%
4/25/2026
798,676
781,964
Verizon Communications, Inc. 2.355 03/15/2032
2.36
%
3/15/2032
1,074,220
858,983
Capital One Financial Corp. 5.268 05/10/2033
5.27
%
5/10/2033
1,272,890
1,191,914
Dominion Energy 3.75 05/15/2027
3.75
%
5/15/2027
449,255
430,891
U.S. Treasury Note/Bond 3.25 06/30/2027
3.25
%
6/30/2027
2,535,797
2,452,115
Fannie Mae 3.50 04/01/2052
3.50
%
4/1/2052
1,182,513
1,081,393
Fannie Mae 3.50 07/01/2052
3.50
%
7/1/2052
5,447,976
4,993,924
Kinder Morgan, Inc. 4.80 02/01/2033
4.80
%
2/1/2033
623,966
590,801
Fannie Mae 2.537 06/01/2052
2.54
%
6/1/2052
2,533,846
2,286,782
Freddie Mac 4.24 09/01/2052
4.24
%
9/1/2052
11,043,623
10,749,678
Freddie Mac 3.339 07/01/2052
3.34
%
7/1/2052
5,073,907
4,786,940
Jpmorgan Chase & Co. 5.717 09/14/2033
5.72
%
9/14/2033
648,925
644,412
T-Mobile U.S., Inc. 5.20 01/15/2033
5.20
%
1/15/2033
823,635
828,820
The Southern Co. 5.70 10/15/2032
5.70
%
10/15/2032
1,921,815
1,991,804
Enel Spa 7.1 10/14/2027
7.10
%
10/14/2027
1,148,097
1,204,637
Bank Of America Corp. 6.204 11/10/2028
6.20
%
11/10/2028
574,049
597,734
Philip Morris International, Inc. 5.125 11/17/2027
5.13
%
11/17/2027
324,462
328,863
Ford Credit Auto Owner Trust 2022-D 5.27 05/17/2027
5.27
%
5/17/2027
4,130,155
4,180,820
Freddie Mac 4.669 01/01/2053
4.67
%
1/1/2053
1,233,955
1,221,712
Total Reinsurance Group of America Contract No. RGA00084
235,812,923
Total Synthetic guaranteed investment contracts (GICs)
1,124,813,975
Total investments
16,762,591,859
*
Participant loans
4.25% to 10.25%
$0
197,215,177
Other investment liabilities
Payable in Brazil Real
(30,417)
Payable in Canadian Dollar
(3,885)
*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
80
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2022
Interest
Maturity
Number of
Cost
Current
Identity of issuer
rate
date
shares/units
value**
value
Payable in Japanese Yen
$
(4,562)
Payable in Pound Sterling
(1,022,957)
Payable in South African Rand
(15,573)
Payable in South Korean Won
(138,619)
Payable in U.S. Dollar
(49,916)
Payable in Chinese R Yuan
(10,964,672)
Payable in Euro
(855,442)
Total Other investment liabilities
(13,086,043)
Totals
$
16,946,720,993
*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
81
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.
