11-K 1 c-401kplanx12312017.htm 11-K Document
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

FORM 11-K

ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934




For the fiscal year ended December 31, 2017

Commission File No. 1-9924


__________________________________



A.
Full title of the plan and the address of the plan, if different from that of the issuer named below:

CITI RETIREMENT SAVINGS PLAN
Plans Administration Committee
388 Greenwich Street, 15th Floor
New York, NY 10013



B.
Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:

Citigroup Inc.
388 Greenwich Street
New York, NY 10013


CITI RETIREMENT SAVINGS PLAN
Financial Statements and Supplemental Schedule
December 31, 2017 and 2016
(With Report of Independent Registered Public Accounting Firm Thereon)




CITI RETIREMENT SAVINGS PLAN
Financial Statements and Supplemental Schedule
December 31, 2017 and 2016
Table of Contents
 
Page
Report of Independent Registered Public Accounting Firm
 
 
Financial Statements:
 
 
 
Statements of Net Assets Available for Benefits as of December 31, 2017 and 2016
 
 
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2017 and 2016
 
 
Notes to Financial Statements
 
 
Supplemental Schedule:*
 
 
 
Schedule H, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2017
 
 
Signatures
 
 
 
 
 
 
*
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 of
The 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, 2017 and 2016, 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, 2017 and 2016, and the changes to 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 accompanying Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2017, 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 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 11, 2018


CITI RETIREMENT SAVINGS PLAN
Statements of Net Assets Available for Benefits
December 31, 2017 and 2016
 
2017
 
2016
Assets:
 
 
 
Investments, at fair value
$
12,532,451,625

 
$
10,498,388,993

Investments in fully benefit-responsive investment contracts,
 
 
 
at contract value
1,194,792,199

 
1,243,921,248

Total investments
13,727,243,824

 
11,742,310,241

Receivables:
 
 
 
Employer contributions
381,616,662

 
369,473,769

Interest and dividends
3,950,812

 
2,777,788

Receivable for securities sold
1,339,436

 
8,769,695

Participant contributions
836,470

 
527,735

Participant loans
228,425,739

 
225,768,994

Other
—

 
361,709

Total receivables
616,169,119

 
607,679,690

Total assets
14,343,412,943

 
12,349,989,931

Liabilities:
 
 
 
Payable for securities purchased
3,712,024

 
9,611,342

Payable for trustee and administrative fees
7,381,792

 
3,714,383

Total liabilities
11,093,816

 
13,325,725

Net assets available for benefits
$
14,332,319,127

 
$
12,336,664,206

See accompanying notes to financial statements.
 
 
 


3

CITI RETIREMENT SAVINGS PLAN
Statements of Changes in Net Assets Available for Benefits
Years Ended December 31, 2017 and 2016

 
2017
 
2016
Additions to net assets attributable to:
 
 
 
Investment income :
 
 
 
Dividends
$
39,381,593

 
$
59,883,406

Interest
27,436,950

 
27,175,479

Net appreciation in fair value of investments
1,932,013,254

 
913,854,323

Net investment income
1,998,831,797

 
1,000,913,208

Interest income from loans receivable from participants
9,909,158

 
9,578,925

Contributions:
 
 
 
Employer
381,862,875

 
369,578,220

Participants
503,532,614

 
481,912,224

Rollover
50,021,113

 
39,524,591

Total contributions
935,416,602

 
891,015,035

Total additions to net assets
2,944,157,557

 
1,901,507,168

Deductions from net assets attributable to:
 
 
 
Distributions to participants
919,461,178

 
960,550,791

Trustee and administrative expenses
18,875,863

 
18,295,046

Dividends paid directly to participants
10,165,595

 
5,195,127

Total deductions from net assets
948,502,636

 
984,040,964

Net increase
1,995,654,921

 
917,466,204

Net assets available for benefits at:
 
 
 
Beginning of year
12,336,664,206

 
11,419,198,002

End of year
$
14,332,319,127

 
$
12,336,664,206

See accompanying notes to financial statements.
 
 
 


4
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016




(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. As a result, the Plan's fiduciaries may be released from liability for any losses that result from the participant'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 an ESOP component and a non‑ESOP component. The ESOP component consists of any amount invested in the Citigroup Common Stock Fund under the Plan.
For the year ended December 31, 2016 and through January 31, 2017, State Street Bank & Trust Company was the trustee and the custodian of the Plan. Effective February 1, 2017, Bank of New York Mellon became 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.
Full‑time employees or part‑time employees scheduled to work 20 or more hours a week are eligible to participate on the first day of the first pay period after the participant becomes an employee of the Company.
Part‑time employees scheduled to work fewer than 20 hours a week are eligible to participate in the Plan on January 1 or July 1 after the employee is credited with at least 1,000 hours of service during the first 12 months with the Company or at least 1,000 hours of service in any calendar year beginning after the employee’s date of hire.
(c)
Employee Contributions
Eligible employees may defer on a before-tax and/or Roth basis a portion of their eligible pay, which generally includes overtime, commissions, shift differential pay, and periodic incentive bonuses, reduced each pay period, in any 1% increment, by an amount up to 50% of their eligible compensation in a whole percentage up to the maximum permitted by law, plus an additional catch‑up contribution, if eligible (in whole percentages but not exceeding 49% of pay).
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

5
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



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% until they reach a before-tax contribution rate of 15%.
Catch‑up contributions are permitted in accordance with Section 414(v) of the Code. Participants who are over age 50 by the Plan year‑end can contribute up to 49% of their eligible pay up to the applicable statutory limit. There is no automatic enrollment for catch‑up contributions.
(d)
Employer Contributions
During 2017 and 2016, 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 in 2017 and 2016 (up to the annual compensation maximum set by the Code for 2017 and 2016, respectively) 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, but may be reclassified as before-tax contributions if the participant has not reached 6% of before-tax 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.
At December 31, 2017, the employer contribution receivable was $381.6 million; whereas, at December 31, 2016, the employer contribution receivable was $369.5 million. Company contributions relating to 2017 and 2016 were received and credited to participant accounts during the first quarter of 2018 and 2017, respectively.
(e)
Participant Accounts
The Plan maintains a separate account for each participant, to which contributions, expenses, investment gains and losses are allocated.
Participants may elect to invest their deferral contributions, Company contributions, and 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.

6
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



Changes requested by participants are implemented as soon as administratively practicable, in accordance with the Plan document.
(f)
Rollover and Transfer Contributions
The Plan permits participants to have their interests in other qualified plans rolled over to the Plan or to make rollover contributions into the Plan from a conduit individual retirement account (IRA), which holds amounts attributable solely to a rollover from another qualified plan. 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.
Of the participant contributions reported in 2017 and 2016, $50.0 million and $39.5 million, respectively, related to rollover contributions into the Plan.
(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.
In general, 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. An exception to this rule is that they may move a portion or all of their account balances into the BlackRock Cash Funds: Treasury at any time. However, once a participant moves his or her Plan assets into that fund, he or she cannot move Plan assets out of the fund for seven calendar days.
In addition, Plan participants may not move an investment in the BNY Mellon Stable Value Fund (see note 3) through a fund transfer, reallocation, or rebalance directly into any of the two investment options that are considered competitors of the BNY Mellon Stable Value Fund - the BlackRock Cash Funds: Treasury and the BFA LifePath Index Retirement Fund. The BFA LifePath Index Retirement Fund is not considered a money market fund or stable value fund. This restriction on transfers enables the BNY Mellon Stable Value Fund to secure higher‑yielding, fixed‑income investments intended to preserve principal and earned interest.
If a Plan participant moves a portion or all of his or her account balance from the BNY Mellon Stable Value Fund through a fund transfer, reallocation, or rebalance into any investment option other than the two competing investment options named above, the amount moved must remain invested in a noncompeting investment option for at least 90 days before it can be moved into one of the two competing investment options.
These 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.

7
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



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.
Effective June 1, 2016, WAMCO High Yield was eliminated as a component of the High Yield Bond Fund and replaced by BlackRock High Yield and Prudential High Yield. Additionally, the weighting for the High Yield Bond Fund was changed to 40% T. Rowe Price, 40% BlackRock and 20% Prudential.
Effective November 30, 2016, the Large Cap U.S. Equity Fund was eliminated and all assets were transferred to the SSgA S&P 500 Index Fund.
Effective March 1, 2017, the Large Cap Non-U.S. Equity Fund was restructured, eliminating the DFA International Value IV and DFA Emerging Markets II components, and adding WCM Focused Growth International, Lazard International and the Schroder Multi Cap International Fund. Additionally, the weighting for the Large Cap Non-U.S. Fund was changed to 25% for each component strategy.
Effective May 22, 2017, the BlackRock T-Fund was eliminated and replaced by the BlackRock Cash Funds: Treasury.
Effective September 22, 2017, the Small Cap U.S. Equity Fund was restructured, eliminating the Numeric Small Cap Growth component, and adding T. Rowe Price Small Cap Growth and LA Capital Small Cap Growth. Additionally, the weighting for the Small Cap U.S. Fund was changed to 25% for each component strategy.
Effective March 29, 2018, State Street Global Advisors (SSgA) was replaced by BlackRock as the manager for the S&P 500 Index Fund, Russell 2000 Index Fund, S&P Midcap 400 Index Fund, Russell 3000 Index Fund, MSCI EAFE Index Fund, MSCI Emerging Markets Index Fund, Bloomberg Barclays US TIPS Index Fund and the Bloomberg Roll Select Commodity Index Fund.
Effective March 29, 2018, the SSgA Diversified Bond Fund was eliminated as an investment option and the assets were transferred to the BlackRock US Bond Fund.
(h)
Vesting
The rights of a participant to his or her own contributions and any earnings thereon are at all times fully vested and nonforfeitable.
Company fixed and transition contributions, as described in note 1(d), vest according to the following schedule:
•
Upon completion of three years of service, any fixed and/or transition contributions made on a participant’s behalf will be immediately vested;
•
If a participant reaches age 55, dies or becomes disabled while in service;
•
In the case of a full or partial termination of the Plan or complete discontinuance of contributions under the Plan.
Once a participant is vested in his or her Company contributions, those contributions are available for distribution or rollover once he or she leaves the Company or is otherwise eligible to take a distribution, as more fully described in notes 1(k) and (l).

8
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



(i)
Forfeited Accounts
Forfeitures may be used to offset expenses of the Plan. During 2017 and 2016, $415,413 and $2,486,133, respectively, of forfeitures were used to offset Plan expenses. As of December 31, 2017 and 2016, unallocated forfeitures were $809,637 and $924,446, 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, 2017 and 2016 bore interest rates from 4.25% to 10.50%.
Loans receivable from participants are valued at unpaid principal plus any accrued but unpaid interest.
Loan repayments by participants who are employed by the Company are generally made through after‑tax payroll deductions. Manual loan repayments by participants who are no longer employed by the Company and who are eligible to make manual loan repayments are submitted directly to Alight Solutions, Inc.. Loan terms range from 1 to 5 years for general‑purpose loans or up to 20 years for the purchase of a primary residence.
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 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.


9
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



(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.
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 April 1 of the calendar year following the calendar year in which the participant attains age 70 ½, or may request a distribution at any time in the form of a lump‑sum payment or installments. The value of this distribution will be based on the value of the participant’s vested account at the valuation date that coincides with the distribution, to the extent administratively practicable. If the participant has terminated employment, minimum distributions must commence no later than April 1 of the calendar year following the calendar year in which the participant attains age 70½. If the participant is still employed at age 70½, 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. This provision does not apply to participants who are age 65 or older. 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. Distributions from the Citigroup Common Stock Fund and the State Street Common Stock Fund may be paid in either shares of common stock or cash at the discretion of the participant. 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.
(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.

Cash equivalents and short-term investments are valued at cost, which approximates fair 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 bid quotation; securities traded in the

10
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



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.
The shares of common stock held by the Citigroup Common Stock Fund and the State Street Common Stock Fund are valued at the last reported sale price on the New York Stock Exchange on the last business day of the year.
Mutual funds are valued at the net asset value (NAV) reported in the active market where the fund is traded on a daily basis.
Collective trust funds are valued based on NAV. In 2016, these investments were re-evaluated and determined to have readily determinable fair values as compared to being valued at fair value using NAV as a practical expedient. 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). There were no unfunded commitments as of December 31, 2017.
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.

(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
The Plan’s BNY Mellon Stable Value Fund (Fund) is a custom investment vehicle that invests in fully benefit‑responsive investment contracts, including traditional GICs, synthetic GICs and separate account GICs issued by insurance companies.
Traditional GICs are investment contracts backed by the general assets of the issuer. The issuer agrees to provide the Fund with a guaranteed interest rate on the Fund’s investment for a specified period of time. Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value. Contract value represents contributions made under the contract, plus earnings, less participant withdrawals and administrative expenses. At December 31, 2017 and 2016, the Plan did not have any traditional GICs.
Synthetic GICs consist of two parts: underlying investments, generally fixed-income- related securities owned directly by the Plan and a “wrapper” contract purchased from an insurance company. The wrapper contract guarantees full payment of principal and interest. The wrapper contracts are obligated to provide an interest crediting rate of not less than zero. The wrapper contract amortizes the realized and unrealized gains and losses on the underlying fixed income investments, typically 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.

11
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



Separate account GICs are investment contracts in a segregated account backed by the general assets of the issuer for the benefit of the investors. The total return of the segregated account assets supports the separate account GICs return. The credited rate on this product will reset periodically and it will have an interest rate of not less than zero. During 2017, the Plan disposed of its separate account GICs.
There are no reserves against contract value for credit risk of the contract issuers or otherwise.
An investment contract is considered fully benefit‑responsive if all of the following criteria are met:
•
The investment contract is between the Fund and the issuer and the contract cannot be sold or assigned.
•
The contract issuer must be obligated to repay principal and interest to participants in the Fund or provide prospective crediting rate adjustments that cannot result in an interest crediting rate less than zero.
•
All permitted participant‑initiated transactions occur at contract value, without limitations.
•
An event that limits the ability of the participant to transact at contract value is not probable.
•
The Fund must allow participants reasonable access to their funds.
The Plan’s management has concluded that the GICs are fully benefit‑responsive investment contracts and has reported such contracts at contract value, as shown in the table below:
 
2017
 
2016
Investments in fully benefit-responsive investment contracts, at contract value:
 
 
 
Separate account GICs
$
—

 
$
194,931,959

Synthetic GICs
1,194,792,199

 
1,048,989,289

Investments in fully benefit-responsive investment contracts, at contract value:
$
1,194,792,199

 
$
1,243,921,248

In addition, the Fund owns units of the State Street 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.

12
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



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, 2017.
 
 
December 31, 2017
 
 
Level 1
 
 
Level 2
 
 
Total
Investments, at fair value:
 
 
 
 
 
 
 
 
Cash equivalents and short-term investments
$
668,042

 
$
71,783,909

 
$
72,451,951

Collective trust funds
 
—

 
 
9,899,697,200

 
 
9,899,697,200

U.S. equities
 
1,162,749,464

 
 
—

 
 
1,162,749,464

Non-U.S. equities
 
508,393,616

 
 
—

 
 
508,393,616

Mutual funds
 
889,159,394

 
 
—

 
 
889,159,394

Investments, at fair value
$
2,560,970,516

 
$
9,971,481,109

 
$
12,532,451,625

The table below categorizes the Plan’s investments by level within the fair value hierarchy as of December 31, 2016.
 
 
December 31, 2016
 
 
Level 1
 
 
Level 2
 
 
Total
Investments, at fair value:
 

 
 
 
 
 
 
Cash equivalents and short-term investments
$
418,956,859

 
$
89,964,066

 
$
508,920,925

Collective trust funds
 
—

 
 
8,064,318,775

 
 
8,064,318,775

U.S. equities
 
971,828,893

 
 
—

 
 
971,828,893

Non-U.S. equities
 
238,700,844

 
 
—

 
 
238,700,844

Mutual funds
 
714,619,556

 
 
—

 
 
714,619,556

Investments, at fair value
$
2,344,106,152

 
$
8,154,282,841

 
$
10,498,388,993

Apart from the reclassification of collective trust funds to Level 2 in 2016 which were previously reported as valued using NAV as a practical expedient to conform to ASU 2015-10 noted in Note 2 to the financial statements, there were no transfers or reclassifications of investments between levels within the fair value hierarchy during the years ended December 31, 2017 and 2016, 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, 2017 and 2016.


13
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



(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 available for benefits, or if paid by the investment funds, are included in net appreciation 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, which primarily invest in the securities of a single issuer. At both December 31, 2017 and 2016, approximately 6% of the Plan’s total investments were invested in Citigroup common stock.
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 $759.7 million and $661.8 million at December 31, 2017 and December 31, 2016, respectively.
The Plan held no direct investments through other investment options in the Company’s common stock at December 31, 2017 and December 31, 2016. In 2017 and 2016, the Company paid $10.2 million and $5.2 million, respectively, to the participants for dividends on common stocks held directly.
Certain Plan investments are units of the State Street Common Stock Fund, which consist of common stock issued by State Street Corporation. The Plan’s investment in State Street Common Stock Fund was $4.0 million and $3.6 million at December 31, 2017 and December 31, 2016, respectively. The Plan had no direct investments in State Street Corporation’s common stock at December 31, 2017 and 2016.
Certain Plan investments are shares of collective trust funds managed by State Street Corporation amounting to $7,322.8 million and $6,124.6 million at December 31, 2017 and December 31, 2016, respectively.
At December 31, 2017 and 2016, the Plan held $71.7 million and $90.0 million, respectively, of the Bank of New York Mellon Short-Term Investment Fund, State Street Bank & Trust Co Short‑Term Investment Fund, State Street Bank & Trust Co. Government Short‑Term Investment Fund and State Street (US Dollar) Fund. At December 31, 2017 and 2016, the Plan also held through synthetic GICs $656,392 and $130,458,

14
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016



respectively, of Bank of New York Mellon corporate bonds, Bank of New York Mellon Short-Term Investment Fund and State Street corporate bonds.
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 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, 2017 and 2016, 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; however, there are currently no audits for any open tax periods in progress. The Company believes the Plan is no longer subject to tax examination for years prior to 2014.
(9)    Plan Termination
Although it has not expressed any intention to do so, the Plan Sponsor has 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)
Pending Litigation
In October 2007, a complaint was filed on behalf of a putative class of participants in the 401(k) Plan from 2001 through 2007, against the Company and the 401(k) Plan administration and investment committees. Plaintiffs alleged that defendants engaged in prohibited transactions and breached fiduciary duties under ERISA by including Citigroup affiliated mutual funds as investment options, and by purchasing services from a Citigroup affiliated entity. Following several motions to dismiss and motions to amend the pleadings, the operative complaint now asserts claims for breach of fiduciary duties of prudence and loyalty by including, and failing to remove, nine specific Citigroup affiliated mutual funds as investment options in the 401(k) Plan which allegedly charged higher management fees than comparable non-affiliated funds. In November 2017, the court certified a class of participants in the 401(k) Plan who invested in the nine specific funds from October 18, 2001 to December 1, 2005. Expert discovery commenced thereafter and was completed on June 8, 2018. On May 18, 2018, the parties notified the Court that they reached a settlement in principle and requested that the Court stay the action for 45 days to give the parties time to finalize a settlement agreement and give plaintiffs time to prepare a motion for preliminary approval of the settlement. The settlement funds, after deduction of fees and expenses, will be paid to members of the class.
(11)
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.

15
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2017 and 2016








(12)
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, 2017 and 2016:
 
 
2017
 
2016
Net assets available for benefits per the financial statements
$
14,332,319,127

 
$
12,336,664,206

Adjustment from contract value to fair value for fully benefit-responsive investment contracts
2,450,402

 
7,279,972

Net assets available for benefits per the Form 5500
$
14,334,769,529

 
$
12,343,944,178

Net increase in net assets available for benefits per the financial statements
$
1,995,654,921

 
$
917,466,204

Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts
(7,279,972
)
 
(16,839,585
)
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts
2,450,402

 
7,279,972

Net increase in net assets per Form 5500
$
1,990,825,351

 
$
907,906,591



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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
 
 
 
 
 
 
 
Cash equivalents and short-term investments:
 
 
 
 
 
 
Australian Dollar
 
 
33,987

 
$
26,583

 
Brazilian Real
 
 
156,581

 
53,382

 
Canadian Dollar
 
 
16,079

 
12,833

 
Cash Collateral Held At Rbs
 
 
(49,863
)
 
(49,863
)
*
Collective US Gov't STIF 12
1.18
%
 
36,995

 
36,995

*
Collective US Gov't STIF 15
1.23
%
 
71,657,160

 
71,657,160

 
Danish Krone
 
 
24,253

 
3,912

 
Euro Currency
 
 
136,578

 
164,000

 
Great British Pound Overdrawn
 
 
(2,857,751
)
 
(3,865,814
)
 
Hong Kong Dollar
 
 
19,444

 
57,552

 
Hungarian Forint
 
 
320,714

 
1,241

 
Indonesian Rupiah
 
 
597,711,259

 
44,055

 
Japanese Yen Overdrawn
 
 
(100,689,415
)
 
(893,825
)
 
Mexican Peso
 
 
3,914

 
200

 
New Taiwan Dollar Overdrawn
 
 
(997
)
 
(134,596
)
 
New Turkish Lira
 
 
7,068

 
1,864

 
New Zealand Dollar
 
 
17,000

 
12,090

 
Philippine Peso
 
 
2,303,841

 
46,151

 
South African Rand Overdrawn
 
 
(13,547,664
)
 
(1,094,319
)
 
South Korean Won
 
 
196,988,864

 
184,007

 
Swedish Krona Overdrawn
 
 
(22,503
)
 
(2,749
)
 
Taiwan Dollar
 
 
4,495,024

 
151,050


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Thailand Baht
 
 
179,837

 
378,695

 
U.S. Dollar
 
 
5,661,347

 
5,661,347

 
Total cash equivalents and short-term investments
 
 
 
 
72,451,951

 
 
 
 
 
 
 
 
Collective trust funds:
 
 
 
 
 
 
BFA Lifepath Index 2020 Fund
 
 
10,805,478

 
216,221,935

 
BFA Lifepath Index 2025 Fund
 
 
14,633,840

 
284,601,851

 
BFA Lifepath Index 2030 Fund
 
 
15,207,671

 
324,524,096

 
BFA Lifepath Index 2035 Fund
 
 
14,985,039

 
304,463,016

 
BFA Lifepath Index 2040 Fund
 
 
13,662,711

 
304,765,895

 
BFA Lifepath Index 2045 Fund
 
 
18,921,113

 
393,135,310

 
BFA Lifepath Index 2050 Fund
 
 
13,803,499

 
235,660,243

 
BFA Lifepath Index 2055 Fund
 
 
3,062,964

 
67,882,931

 
BFA Lifepath Index Retirement
 
 
11,621,528

 
227,056,768

 
Schroder Collective Invt Trust
 
 
11,303,349

 
132,968,298

*
SSgA Emg Mkts Indx NL SF CL A
 
 
8,405,828

 
282,057,552

*
SSgA Bloomberg Roll Select Commodity Index
 
 
5,582,460

 
41,583,742

*
SSgA Intl Indx SL SF CL I
 
 
30,965,946

 
913,836,020

*
SSgA Russell All Cap (R) Indx SL SF CL I
 
 
17,647,899

 
895,119,086

*
SSgA Russell Small Cap (R) Indx SL SF CL I
 
 
9,524,533

 
568,728,914

*
SSGA S&P 400 Mid Cap Fund
 
 
10,185,687

 
805,697,989

*
SSgA S&P 500 (R) Indx SL SF CL I
 
 
4,597,892

 
2,961,612,523

*
Ssga U S Inflation Protected B
 
 
10,254,000

 
162,331,074


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
*
U.S. Diversified Bond BL SF CL A
 
 
63,427,135

 
691,799,761

 
Wellington CIF II Citigroup Emerging Markets Debt Portfolio
 
 
6,274,740

 
85,650,196

 
       Total collective trust funds
 
 
 
 
9,899,697,200

 
 
 
 
 
 
 
 
Mutual funds:
 
 
 
 
 
 
BlackRock Cash Funds: Treasury
 
 
403,819,154

 
403,819,154

 
BlackRock High Yield Portfolio Fund
 
 
9,457,723

 
73,864,814

 
DFA Emerging Markets Portfolio
 
 
3,003,327

 
87,486,917

 
Dodge & Cox International Stock Fund
 
 
2,838,260

 
131,468,194

 
Ishares Msci India Small Cap
 
 
160,062

 
8,414,507

 
Legg Mason Bw Global Opportunities
 
 
6,128,687

 
66,251,106

 
Prudential High Yield Fund
 
 
6,666,367

 
36,798,345

 
T Rowe Price International Discovery Fund
 
 
8,192,979

 
73,736,809

 
Wisdom Tree India Earnings Fund
 
 
262,915

 
7,319,548

 
       Total mutual funds
 
 
 
 
889,159,394

 
 
 
 
 
 
 
 
Non-U.S. equities:
 
 
 
 
 
 
3Sbio Inc
 
 
491,757

 
964,983

 
58.Com Inc
 
 
18,272

 
1,307,756

 
Aalberts Industries
 
 
20,602

 
1,048,799

 
Abcam Plc
 
 
178,587

 
2,548,711

 
Accton Technology Corp
 
 
65,819

 
234,449

 
Acerinox Sa
 
 
56,015

 
801,442


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Adidas Ag
 
 
13,530

 
2,715,753

 
Ado Properties Sa
 
 
12,144

 
616,532

 
Advanced Process Systems Corp
 
 
19,108

 
626,496

 
Aedas Homes Sau
 
 
31,657

 
1,163,227

 
Afreecatv Co Ltd
 
 
22,042

 
395,312

 
Ahlsell Ab
 
 
142,177

 
916,881

 
Aia Group Ltd
 
 
544,714

 
4,644,211

 
Air Arabia Pjsc
 
 
1,843,968

 
622,555

 
Air Liquide Sa
 
 
15,285

 
1,928,156

 
Air Water Inc
 
 
35,946

 
758,801

 
Airports Of Thailand Pcl
 
 
674,151

 
1,406,635

 
Aixtron Se
 
 
146,138

 
2,032,092

 
Alfa Financial Software Holdin
 
 
140,549

 
1,017,181

 
Als Ltd
 
 
144,100

 
787,830

 
Alsea Sab
 
 
130,203

 
428,166

 
Altus Group Ltd
 
 
36,545

 
1,077,138

 
Amadeus It Group
 
 
31,846

 
2,518,478

 
Ambu A/S
 
 
17,959

 
1,610,402

 
Amplifon Spa
 
 
78,384

 
1,208,540

 
Anheuser-Busch Inbev Sa/Nv
 
 
16,390

 
1,832,916

 
Ap Moller - Maersk A/S
 
 
793

 
1,385,830

 
Aruhi Corp
 
 
48,627

 
568,497

 
Ascential Plc
 
 
448,939

 
2,339,936


*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

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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Assa Abloy Ab
 
 
102,906

 
2,141,711

 
Atlas Copco Ab
 
 
92,465

 
4,000,132

 
Aumann Ag
 
 
8,747

 
671,361

 
Avanza bank Holding
 
 
18,859

 
792,576

 
Axiare Patrimonio Socimi Sa Reit
 
 
97,278

 
2,151,668

 
Ayala Land Inc
 
 
513,292

 
458,590

 
B3 Sa - Brasil Bolsa Balcao
 
 
132,636

 
910,871

 
Baic Motor Corp Ltd
 
 
1,139,873

 
1,484,388

 
Bakkavor Group Plc
 
 
377,589

 
984,535

 
Banca Generali Spa
 
 
26,223

 
873,506

 
Banco Del Bajio Sa
 
 
600,453

 
1,101,135

 
Bank Negara Indonesia Perser
 
 
837,104

 
610,826

 
Bank Of The Ryukyus Ltd
 
 
38,642

 
580,739

 
Bank Rakyat Indonesia Perser
 
 
3,663,336

 
982,836

 
Bankia Sa
 
 
62,718

 
300,267

 
Baozun Inc
 
 
45,668

 
1,441,283

 
Baron De Ley
 
 
2,781

 
367,310

 
BB Seguridade Participacoes
 
 
152,854

 
1,312,833

 
BDO Unibank Inc
 
 
153,508

 
504,313

 
Beauty Community Pcl
 
 
542,612

 
346,312

 
Bhp Billiton Plc
 
 
128,954

 
2,655,895

 
Bim Birlesik Magazalar As
 
 
15,477

 
318,788

 
Biomerieux
 
 
2,704

 
242,508


*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

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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Biotoscana Investments Sa
 
 
93,045

 
577,831

 
Bnk Financial Group Inc
 
 
210,178

 
1,849,405

 
BR Malls Participacoes
 
 
174,061

 
667,993

 
Brasil Brokers Participacoes
 
 
285,768

 
85,289

 
Brenntag Ag
 
 
13,331

 
844,727

 
Bridgestone Corp
 
 
23,531

 
1,094,157

 
British American Tobacco Plc
 
 
44,805

 
3,041,417

 
Brunello Cucinelli
 
 
18,934

 
614,111

 
Bt Group Plc
 
 
223,573

 
821,725

 
BT Investment management Ltd
 
 
95,326

 
841,774

 
Byd Co Ltd
 
 
40,389

 
351,848

 
Cae Inc
 
 
40,439

 
753,621

 
Cairn Homes Plc
 
 
380,709

 
893,739

 
Caltex Australia Ltd
 
 
28,545

 
760,206

 
Camil Alimentos Sa
 
 
314,338

 
741,993

 
Canadian National Railway Co
 
 
13,062

 
1,080,538

 
Capcom Co Ltd
 
 
12,381

 
392,926

 
Capgemini Se
 
 
21,458

 
2,548,114

 
Capitec Bank Holdings Ltd
 
 
10,075

 
893,566

 
Carlsberg A/S
 
 
14,599

 
1,754,165

 
Central Pattana Pub Co
 
 
170,133

 
445,040

 
Chailease Holding Co Ltd
 
 
146,598

 
426,613

 
China Communications Construct
 
 
689,110

 
782,789


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
China Construction Bank Corp
 
 
3,748,717

 
3,452,696

 
China Lodging Group Ltd
 
 
11,177

 
1,614,312

 
China Molybdenum Co Ltd
 
 
430,818

 
276,657

 
China Pacific Insurance
 
 
816,959

 
3,924,220

 
Chow Sang Sang Holdings Intern
 
 
255,614

 
617,348

 
Chr Hansen Holding A/S
 
 
41,733

 
3,917,274

 
Chroma Ate Inc
 
 
55,847

 
304,020

 
Cia De Saneamento Basico Do Es
 
 
97,415

 
1,008,192

 
Cia De Saneamento Do Parana
 
 
131,380

 
2,372,445

 
CIE Automotive Sa
 
 
25,345

 
736,806

 
Cie Generale Des Etablissement
 
 
13,258

 
1,903,300

 
Cielo Sa
 
 
216,647

 
1,536,144

 
Cineworld Group Plc
 
 
98,178

 
798,188

 
Clicks Group Ltd
 
 
46,198

 
675,920

 
Cochlear Ltd
 
 
9,702

 
1,299,412

 
Coloplast A/S
 
 
25,401

 
2,021,692

 
Compass Group Plc
 
 
211,197

 
4,571,151

 
Computer Modelling Group Ltd
 
 
22,067

 
169,073

 
Concentric
 
 
36,942

 
681,317

 
CP All Pcl
 
 
379,858

 
897,486

 
Csl Ltd
 
 
53,168

 
5,875,978

 
CSPC Pharmaceutical Group
 
 
810,392

 
1,635,858

 
Daio Paper Corp
 
 
70,494

 
932,405


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Daiwa House Industry Co Ltd
 
 
74,513

 
2,862,133

 
Dbs Group Holdings Ltd
 
 
99,509

 
1,850,350

 
DCC Plc
 
 
12,309

 
1,243,039

 
Denka Co Ltd
 
 
27,558

 
1,104,537

 
Descartes Systems
 
 
28,657

 
817,424

 
Diageo Plc
 
 
48,973

 
1,805,263

 
Dic Corp
 
 
23,664

 
894,894

 
Dirtt Environmental Solution
 
 
192,182

 
1,033,804

 
Disco Corp
 
 
4,393

 
977,733

 
Dixons Carphone Plc
 
 
171,466

 
461,582

 
Dksh Holding
 
 
12,279

 
1,074,216

 
Dollarama Inc
 
 
21,881

 
2,742,668

 
Dometic Group
 
 
89,550

 
913,818

 
Don Quijote Holdings Co Ltd
 
 
57,033

 
2,982,040

 
Dp World Ltd
 
 
100,019

 
3,354,378

 
Dufry Ag Reg
 
 
8,155

 
1,212,533

 
Duzonbizon Co Ltd
 
 
24,388

 
758,606

 
E.Sun Financial Holding Co
 
 
392,066

 
249,006

 
Ebiquity Plc
 
 
173,800

 
249,802

 
Edenred
 
 
25,891

 
751,751

 
Edita Food Industries
 
 
55,636

 
299,878

 
Eiken Chemical Co Ltd
 
 
23,864

 
1,143,945

 
Electric Power Development
 
 
36,545

 
984,585


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Elekta Ab
 
 
131,032

 
1,084,266

 
Elite Material Co Ltd
 
 
223,387

 
761,927

 
Essilor International Cie Gene
 
 
22,421

 
3,094,748

 
Eurofins Scientific
 
 
2,196

 
1,338,327

 
Experian Plc
 
 
208,912

 
4,623,425

 
Ezaki Glico Co Ltd
 
 
9,386

 
468,250

 
Fairfax India Holdings Corp
 
 
106,194

 
1,592,905

 
Ferguson Plc
 
 
32,133

 
2,316,851

 
Ferrari Nv
 
 
25,416

 
2,668,909

 
Finecobank Spa
 
 
124,078

 
1,271,650

 
Firstrand Ltd
 
 
121,446

 
659,712

 
Fisher & Paykel Healthcare
 
 
194,285

 
1,982,814

 
Flybe Group Plc
 
 
412,725

 
175,869

 
Fresh Del Monte Produce Inc
 
 
20,588

 
1,163,307

 
Fufeng Group Ltd
 
 
1,182,215

 
771,276

 
Fujitec Co Ltd
 
 
98,551

 
1,423,371

 
Fujitsu General Ltd
 
 
61,108

 
1,342,037

 
Fukuoka Financial Group Inc
 
 
203,692

 
1,144,583

 
Geely Automobile Holdings
 
 
398,906

 
1,382,875

 
Genus Plc
 
 
22,829

 
781,605

 
Georgia Healthcare Group Plc
 
 
166,713

 
800,601

 
Gima Tt Spa
 
 
37,339

 
744,729

 
Global Unichip Corp
 
 
30,915

 
264,912


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Globalwafers Co Ltd
 
 
30,915

 
412,951

 
Grifols Sa
 
 
38,146

 
1,072,022

 
Grupo Aeroport Del Pacific
 
 
23,236

 
239,898

 
Haier Electronics Group Co
 
 
399,397

 
1,093,356

 
Haitian International Holdings
 
 
67,814

 
203,859

 
Halfords Group Plc
 
 
113,443

 
536,803

 
Hana Financial Group
 
 
66,165

 
3,077,849

 
Hanssem Co Ltd
 
 
4,472

 
751,954

 
Hanwa Co Ltd
 
 
25,961

 
1,200,672

 
Hermes International
 
 
5,555

 
2,976,566

 
Hikari Tsushin Inc
 
 
9,086

 
1,306,682

 
His Co Ltd
 
 
16,675

 
604,675

 
Hitachi Metals Ltd
 
 
59,011

 
847,578

 
Hiwin Technologies Corp
 
 
49,664

 
537,384

 
Horiba Ltd
 
 
14,678

 
884,709

 
Hoshino Resorts Reit Inc
 
 
229

 
1,115,138

 
Howden Joinery Group Plc
 
 
425,772

 
2,688,597

 
Hugel Inc
 
 
414

 
216,336

 
Huhtamaki Oyj
 
 
18,835

 
791,579

 
Huntsworth Plc
 
 
275,501

 
302,806

 
Ibstock Plc
 
 
425,687

 
1,534,633

 
Idec Corp
 
 
12,781

 
304,513

 
Iguatemi Emp De Shopping
 
 
64,203

 
762,400


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Imcd Group
 
 
18,481

 
1,163,531

 
Indorama Ventures Pcl
 
 
177,214

 
289,556

 
Industria De Diseno Textil Sa
 
 
44,341

 
1,546,509

 
Integrated Diagnostics Holding
 
 
144,166

 
670,373

 
Intermediate Capital Group
 
 
102,983

 
1,596,503

 
Intertrust
 
 
34,651

 
650,341

 
Investec Plc
 
 
164,393

 
1,189,745

 
Inwido Ab
 
 
34,404

 
351,919

 
Iochpe Maxion Sa
 
 
40,389

 
280,049

 
IP Group Plc
 
 
281,678

 
541,838

 
IQE Plc
 
 
1,408,034

 
2,609,463

 
Irb Brasil Resseguros S/A
 
 
82,666

 
847,322

 
Isuzu Motors Ltd
 
 
101,005

 
1,691,934

 
Itau Unibanco Holding
 
 
64,573

 
828,890

 
Ivanhoe Mines Ltd
 
 
125,318

 
424,079

 
Japan Securities Finance Co
 
 
72,890

 
413,463

 
Jollibee Foods Corp
 
 
39,861

 
202,018

 
Julius Baer Group Ltd
 
 
23,727

 
1,451,115

 
Jumbo Sa
 
 
10,719

 
191,776

 
Just Eat Plc
 
 
172,901

 
1,826,694

 
Kakaku.Com Inc
 
 
54,618

 
923,625

 
Kao Corp
 
 
17,299

 
1,170,037

 
Kasikornbank Pcl
 
 
189,247

 
1,387,852


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Kbc Group Nv
 
 
12,310

 
1,051,141

 
Kddi Corp
 
 
47,262

 
1,176,619

 
Kendrion
 
 
14,358

 
692,417

 
Keyence Corp
 
 
9,791

 
5,486,314

 
Keywords Studios Plc
 
 
44,474

 
962,592

 
King Slide Works Co Ltd
 
 
112,691

 
1,516,632

 
King Yuan Electronics Co Ltd
 
 
1,026,185

 
1,043,134

 
Koito Manufacturing Co Ltd
 
 
17,174

 
1,207,444

 
Konecranes Oyj
 
 
15,119

 
693,162

 
Koninklijke Volkerwessels Nv
 
 
26,158

 
745,857

 
Korea Zinc Co Ltd
 
 
3,608

 
1,661,570

 
Korean Reinsurance Co
 
 
133,217

 
1,368,821

 
Kusuri No Aoki Holdings Co Ltd
 
 
4,693

 
248,706

 
Laboratorios Farmaceuticos
 
 
35,523

 
667,573

 
Leeno Industrial Inc
 
 
10,239

 
549,919

 
LG Corp
 
 
18,217

 
1,097,409

 
Lindab International
 
 
70,667

 
588,642

 
Livanova Plc
 
 
12,429

 
993,344

 
Localiza Rent A Car
 
 
73,897

 
491,446

 
Lojas Renner S.A.
 
 
80,679

 
863,190

 
Longfor Properties Co Ltd
 
 
543,010

 
1,360,079

 
Lonking Holdings Ltd
 
 
2,678,954

 
1,175,446

 
Luthai Textile Co Ltd
 
 
533,394

 
579,977


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Luxottica Group Spa
 
 
40,138

 
2,465,299

 
Lvmh Moet Hennessy Louis Vuitt
 
 
15,338

 
4,519,805

 
Mabuchi Motor Co Ltd
 
 
11,882

 
644,468

 
Macq Bk-Cw19 China Jushi C
 
 
469,512

 
1,174,501

 
Macquarie Bank Ltd
 
 
1,305,793

 
1,376,767

 
Magazine Luiza Sa
 
 
12,167

 
294,235

 
Mail.Ru Group
 
 
67,251

 
1,943,550

 
Majestic Wine Plc
 
 
120,255

 
730,413

 
Makita Corp
 
 
43,872

 
1,844,059

 
Marcopolo Sa
 
 
1,064,445

 
1,280,377

 
Mayora Indah
 
 
4,203,752

 
625,880

 
Megafon Pjsc
 
 
78,525

 
699,573

 
Metawater Co Ltd
 
 
29,855

 
773,869

 
Minor International Pcl
 
 
162,554

 
218,219

 
Minth Group Ltd
 
 
73,798

 
445,110

 
Miraca Holdings Inc
 
 
11,383

 
487,546

 
Mitsui Fudosan Logistics Par Reit
 
 
192

 
612,426

 
Miura Co Ltd
 
 
30,454

 
819,136

 
Mmg Ltd
 
 
530,545

 
263,328

 
Moncler Spa
 
 
29,760

 
931,992

 
Mondi Plc
 
 
41,521

 
1,084,598

 
Mori Hills Reit Investment
 
 
449

 
543,254

 
Mr Price Group Ltd
 
 
88,203

 
1,744,610


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Muangthai Leasing Pcl
 
 
228,772

 
272,014

 
Musashi Seimitsu Industry Co
 
 
39,840

 
1,273,177

 
Myob Group Ltd
 
 
275,960

 
781,349

 
Nabtesco Corp
 
 
25,961

 
995,567

 
Nakanishi Inc
 
 
7,589

 
396,100

 
Nanya Technology Corp
 
 
114,685

 
293,665

 
Naspers Ltd
 
 
31,560

 
8,797,659

 
National Bank Of Canada
 
 
34,499

 
1,726,958

 
Nedbank Group Ltd
 
 
76,689

 
1,586,426

 
Nestle Sa
 
 
55,072

 
4,735,809

 
Ngk Spark Plug Co Ltd
 
 
39,640

 
963,820

 
Nien Made Enterprise Co Ltd
 
 
116,680

 
1,246,844

 
Nifco Inc
 
 
18,872

 
1,288,254

 
Nikkiso Co Ltd
 
 
65,501

 
715,773

 
Nippon Ceramic Co Ltd
 
 
28,956

 
744,663

 
Nippon Seiki Co Ltd
 
 
64,902

 
1,393,679

 
Nippon Soda Co Ltd
 
 
164,751

 
1,099,804

 
Nmc Health Plc
 
 
11,827

 
461,553

 
Nof Corp
 
 
34,947

 
938,441

 
Nordea Bank Ab
 
 
139,638

 
1,693,566

 
Norma Group
 
 
18,765

 
1,261,150

 
Novartis Ag
 
 
41,326

 
3,494,394

 
Novozymes A/S
 
 
64,082

 
3,663,797


*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm

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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Obara Group Inc
 
 
24,663

 
1,692,349

 
Oci Nv
 
 
67,284

 
1,687,556

 
Odontoprev Sa
 
 
122,715

 
588,584

 
Oriflame Holding
 
 
17,291

 
714,444

 
Osstem Implant Co Ltd
 
 
15,827

 
873,739

 
OTP Bank Plc
 
 
14,869

 
617,028

 
Oxford Instruments Plc
 
 
59,940

 
690,029

 
Pacific Textiles Holdings
 
 
552,166

 
582,729

 
Paddy Power Betfair Plc
 
 
10,548

 
1,257,964

 
Pakuwon Jati Tbk Pt
 
 
14,155,469

 
714,690

 
Paltac Corporation
 
 
36,345

 
1,658,357

 
Parade Technologies Ltd
 
 
10,970

 
217,124

 
Paysafe Group Plc
 
 
173,917

 
1,388,074

 
Pembangunan Perumahan Perser
 
 
6,544,052

 
1,273,367

 
Ping An Insurance Group Co
 
 
387,138

 
4,028,715

 
Playtech Plc
 
 
211,319

 
2,459,839

 
Press Kogyo Co Ltd
 
 
210,183

 
1,274,343

 
Prosegur Comp Seguridad
 
 
82,212

 
646,616

 
Prudential Plc
 
 
221,596

 
5,711,989

 
Quintis Ltd
 
 
318,336

 
79,676

 
Raia Drogasil Sa
 
 
132,701

 
3,672,482

 
Rathbone Brothers Plc
 
 
13,409

 
463,262

 
Reckitt Benckiser Group Plc
 
 
51,233

 
4,795,277


*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm

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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Red Electrica Corp Sa
 
 
71,686

 
1,610,559

 
Relx Plc
 
 
91,173

 
2,144,776

 
Renishaw Plc
 
 
10,751

 
759,877

 
Rexel Sa
 
 
29,740

 
539,964

 
Robinsons Retail Holdings Inc
 
 
23,525

 
45,336

 
Round One Corp
 
 
40,838

 
687,345

 
Royal Dutch Shell Plc
 
 
100,360

 
3,366,893

 
S & T Motiv Co Ltd
 
 
9,161

 
400,916

 
Safaricom Plc
 
 
1,139,027

 
295,099

 
Safran Sa
 
 
12,619

 
1,301,800

 
Sakata Inx Corp
 
 
38,142

 
609,804

 
Sakata Seed Corp
 
 
20,569

 
713,933

 
Sampo Oyj
 
 
28,980

 
1,593,822

 
Samsung Biologics Co Ltd
 
 
1,304

 
452,048

 
Samsung Electronics
 
 
1,423

 
2,778,264

 
Samsung Electronics Co Ltd
 
 
5,205

 
12,386,914

 
Sanwa Holdings Corp
 
 
116,025

 
1,598,495

 
Sap Se
 
 
24,581

 
2,758,374

 
Savills Plc
 
 
71,185

 
956,221

 
Scout24 Ag
 
 
32,212

 
1,317,074

 
Security Bank Corp
 
 
41,087

 
206,918

 
Seoul Semiconductor Co Ltd
 
 
8,639

 
224,748

 
Seven Generations Energy
 
 
42,735

 
606,438


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Sfs Group Ag
 
 
3,379

 
392,500

 
Sg Holdings Co Ltd
 
 
46,729

 
949,937

 
Shanghai Fosun Pharmaceutical
 
 
58,340

 
374,266

 
Shin-Etsu Chemical Co Ltd
 
 
12,563

 
1,276,963

 
Shire Plc
 
 
47,571

 
2,509,718

 
Shop Apotheke Europe
 
 
11,788

 
656,097

 
Shopify Inc
 
 
14,878

 
1,509,305

 
Sika Ag
 
 
345

 
2,740,114

 
Silergy Corp
 
 
11,967

 
273,457

 
Sino Biopharmaceutical
 
 
977,170

 
1,732,513

 
Sinopec Engineering Group Co L
 
 
133,798

 
126,656

 
Sinotrans Ltd
 
 
1,654,501

 
810,605

 
Sitc International holdings
 
 
995,497

 
983,106

 
Sk Hynix Inc
 
 
14,833

 
1,059,967

 
SLM Corp
 
 
341,431

 
2,399,396

 
Smartone Telecommunications
 
 
279,079

 
336,295

 
Smcp Sa
 
 
28,881

 
667,605

 
Smiles Fidelidade Sa
 
 
5,474

 
125,253

 
Sony Corp
 
 
37,191

 
1,678,151

 
Spie Sa
 
 
42,240

 
1,100,922

 
Spin Master Corp
 
 
27,559

 
1,188,202

 
Spirax Sarco Engineering Plc
 
 
9,766

 
742,475

 
Stanley Electric Co Ltd
 
 
18,572

 
754,254


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Statoil Asa
 
 
86,030

 
1,842,739

 
Sumco Corp
 
 
41,486

 
1,063,579

 
Sumitomo Mitsui Financial Grou
 
 
41,379

 
1,788,137

 
Sumitomo Seika Chemicals Co
 
 
17,174

 
954,369

 
Suncor Energy Inc
 
 
54,242

 
1,997,884

 
Sunny Optical Tech
 
 
32,910

 
420,565

 
Surya Citra Media
 
 
1,169,334

 
213,744

 
Sysmex Corp
 
 
35,795

 
2,818,514

 
Takeaway.Com Holding
 
 
24,026

 
1,467,892

 
Tal Education Group
 
 
47,376

 
1,407,554

 
Tarkett
 
 
21,023

 
883,060

 
Tecan Group
 
 
7,275

 
1,513,233

 
Ted Baker Plc
 
 
18,708

 
686,070

 
Tele Columbus
 
 
98,962

 
1,099,206

 
Telenor Asa
 
 
77,462

 
1,665,844

 
Temp Holdings Co Ltd
 
 
47,828

 
1,198,985

 
Tencent Holdings Ltd
 
 
253,633

 
13,172,700

 
Tenneco Inc
 
 
56,086

 
886,304

 
Terveystalo Oyj
 
 
54,326

 
580,262

 
Thule Group
 
 
44,112

 
996,199

 
Tofas Turk Otomobil Fabrika
 
 
29,125

 
253,643

 
Tokmanni Group Corp
 
 
58,114

 
505,931

 
Tongda Group Holdings Ltd
 
 
2,951,902

 
755,223


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Tranmissora Alianca De Unit
 
 
129,341

 
832,091

 
Travelsky Technology Ltd
 
 
504,062

 
1,512,062

 
Turkcell Iletisim Hizmetleri A
 
 
547,771

 
2,236,390

 
Tyman Plc
 
 
176,784

 
868,693

 
Unicredit Spa
 
 
38,495

 
720,174

 
Unilever Indonesia Tbk
 
 
68,811

 
283,514

 
Unilever Plc
 
 
37,374

 
2,085,748

 
Uni-Select Inc
 
 
19,975

 
452,919

 
United Tractors Tbk
 
 
116,680

 
304,440

 
Ut Group Co Ltd
 
 
4,493

 
130,628

 
Vale Sa
 
 
85,021

 
1,031,906

 
Valeo Sa
 
 
14,771

 
1,104,473

 
Van Lanschot
 
 
31,604

 
992,403

 
Varta Ag
 
 
19,210

 
491,104

 
Via Varejo Sa
 
 
29,120

 
214,817

 
Victrex Plc
 
 
64,970

 
2,318,486

 
Vinacapital Vietnam Opportunity
 
 
307,083

 
1,378,109

 
Vinci Sa
 
 
26,449

 
2,704,335

 
Vostok New ventures Ltd
 
 
107,906

 
823,710

 
Vt Holdings Co Ltd
 
 
126,808

 
631,510

 
Walmart De Mexico
 
 
1,283,790

 
3,148,242

 
Wandisco Plc
 
 
74,122

 
574,038

 
Weg Sa
 
 
47,769

 
347,204


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Win Semiconductors Corp
 
 
38,893

 
369,871

 
Wirecard Ag
 
 
15,619

 
1,745,601

 
Wix.Com Ltd
 
 
13,779

 
792,992

 
Wolters Kluwer Nv
 
 
43,301

 
2,260,755

 
Xaar Plc
 
 
156,217

 
781,366

 
Xinyi Glass Holdings Ltd
 
 
979,314

 
1,275,301

 
XXL Asa
 
 
84,788

 
881,118

 
Yageo Corp
 
 
32,910

 
390,380

 
Yamaha Corp
 
 
21,039

 
776,923

 
Yellow Hat Ltd
 
 
27,658

 
836,008

 
Yoox Net A Porter Group
 
 
82,704

 
2,891,939

 
Yougov Plc
 
 
167,344

 
716,477

 
YY Inc
 
 
21,096

 
2,385,130

 
Zhou Hei Ya international
 
 
845,224

 
886,602

 
Zur Rose Group Ag
 
 
4,837

 
650,187

 
Jpm -Cw19 Al Rajhi Bank
 
 
83,561

 
1,427,719

 
       Total non-U.S. equities
 
 
 
 
508,393,616

 
 
 
 
 
 
 
 
U.S. equities:
 
 
 
 
 
 
A10 Networks Inc
 
 
2,787

 
21,515

 
Aaon Inc
 
 
2,767

 
101,547

 
Aaron's Inc
 
 
1,199

 
47,767

 
ABM Industries Inc
 
 
8,071

 
304,442


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Acadia Pharmaceuticals Inc
 
 
2,487

 
74,891

 
Acadia Realty Trust
 
 
57,534

 
1,574,128

 
Acceleron Pharma Inc
 
 
859

 
36,458

 
Accenture Plc
 
 
34,444

 
5,273,093

 
Acco Brands Corp
 
 
26,480

 
323,054

 
ACI Worldwide Inc
 
 
108,653

 
2,463,167

 
Acorda Therapeutics Inc
 
 
4,714

 
101,132

 
Actuant Corp
 
 
17,108

 
432,836

 
Acuity Brands Inc
 
 
4,120

 
725,200

 
Adams Resources & Energy Inc
 
 
99

 
4,345

 
Addus Homecare Corp
 
 
599

 
20,857

 
Adtran Inc
 
 
7,971

 
154,243

 
Advanced Disposal Services Inc
 
 
3,933

 
94,148

 
Advanced Energy Industries
 
 
7,792

 
525,764

 
Advansix Inc
 
 
5,573

 
234,450

 
Aegion Corp
 
 
14,832

 
377,169

 
Aerie Pharmaceuticals Inc
 
 
1,538

 
91,914

 
Aerojet Rocketdyne Holdings In
 
 
5,814

 
181,384

 
Agios Pharmaceuticals Inc
 
 
1,359

 
77,666

 
Air Lease Corp
 
 
15,474

 
744,141

 
Air Transport Services Group I
 
 
4,275

 
98,930

 
Akebia Therapeutics Inc
 
 
9,030

 
134,277

 
Alarm.Com Holdings Inc
 
 
1,508

 
56,940


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Alder Biopharmaceuticals Inc
 
 
220

 
2,528

 
Alibaba Group Holding
 
 
46,503

 
8,018,415

 
Align Technology Inc
 
 
1,883

 
418,367

 
Alkermes Plc
 
 
699

 
38,269

 
Alnylam Pharmaceuticals Inc
 
 
700

 
88,964

 
Alpha & Omega Semiconductor Lt
 
 
1,099

 
17,976

 
AMAG Pharmaceuticals Inc
 
 
1,109

 
14,691

 
Amber Road Inc
 
 
1,899

 
13,938

 
Amc Networks Inc
 
 
9,402

 
508,440

 
Amedisys Inc
 
 
7,692

 
405,420

 
American Assets Trust Inc
 
 
67,605

 
2,585,209

 
American Campus Communities
 
 
63,441

 
2,602,979

 
American Homes 4 Rent
 
 
124,082

 
2,709,947

 
American Software Inc
 
 
169

 
1,975

 
American Vanguard Corp
 
 
3,097

 
60,848

 
American Woodmark Corp
 
 
2,797

 
364,298

 
Ameris Bancorp
 
 
2,477

 
119,404

 
Amicus Therapeutics Inc
 
 
2,797

 
40,248

 
Amkor Technology Inc
 
 
4,595

 
46,179

 
Amphastar Pharmaceuticals Inc
 
 
699

 
13,453

 
Andeavor
 
 
1

 
92

 
Anika Therapeutics Inc
 
 
2,697

 
145,397

 
Anixter International Inc
 
 
3,262

 
247,943


*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

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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Anworth Mortgage Asset Corp
 
 
26,866

 
146,153

 
Aon Plc
 
 
15,854

 
2,124,395

 
Applied Industrial Technologie
 
 
5,594

 
380,940

 
Applied Optoelectronics Inc
 
 
16,483

 
623,379

 
Arc Document Solutions Inc
 
 
6,793

 
17,321

 
Arcbest Corp
 
 
1,339

 
47,852

 
Ares Commercial Real Estate Reit
 
 
22,606

 
291,618

 
Argan Inc
 
 
5,664

 
254,869

 
Arris International Plc
 
 
4,565

 
117,274

 
Aspen Insurance Holdings Ltd
 
 
54,460

 
2,211,114

 
Aspen Technology Inc
 
 
3,226

 
213,590

 
Assured Guaranty Ltd
 
 
18,435

 
624,382

 
Atkore International Group
 
 
7,502

 
160,912

 
Atlantic Capital Bancshares In
 
 
2,467

 
43,424

 
Atlas Financial Holdings Inc
 
 
639

 
13,138

 
Autohome Inc
 
 
4,377

 
283,060

 
Avalonbay Communities Inc
 
 
38,888

 
6,937,962

 
Axcelis Technologies Inc
 
 
99

 
2,867

 
Axis Capital Holdings Ltd
 
 
45,589

 
2,291,289

 
Azz Inc
 
 
1,798

 
91,879

 
Badger Meter Inc
 
 
1,618

 
77,351

 
Banco Macro Sa
 
 
11,544

 
1,337,757

 
Banco Santander Chile
 
 
24,240

 
757,969


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Bank Of Nt Butterfield & Son L
 
 
999

 
36,250

 
Bankunited Inc
 
 
15,537

 
632,661

 
Baozun Inc
 
 
6,606

 
208,482

 
Barrett Business Svcs Inc
 
 
3,496

 
225,466

 
Beacon Roofing Supply Inc
 
 
2,687

 
171,325

 
Belden Inc
 
 
8,649

 
667,479

 
Bellicum Pharmaceuticals Inc
 
 
909

 
7,645

 
Berry Global Group Inc
 
 
6,143

 
360,423

 
Bid Corp Ltd
 
 
37,673

 
1,943,950

 
Big Lots Inc
 
 
2,347

 
131,807

 
Biomarin Pharmaceutical Inc
 
 
429

 
38,301

 
Bio-Rad Laboratories Inc
 
 
836

 
199,785

 
Biospecifics technologies
 
 
1,199

 
51,939

 
Biotelemetry Inc
 
 
4,365

 
130,519

 
Bioverativ Inc
 
 
3,916

 
211,134

 
BJ's Restaurants Inc
 
 
939

 
34,178

 
Blackbaud Inc
 
 
3,286

 
310,530

 
Blackhawk Network Holdings Inc
 
 
2,427

 
86,534

 
Blackstone Mortgage Tru Cl A Reit
 
 
9,758

 
314,020

 
Bluebird Bio Inc
 
 
2,377

 
423,411

 
Blueprint Medicines Corp
 
 
1,740

 
131,220

 
BMC Stock Holdings Inc
 
 
18,020

 
455,909

 
Boingo Wireless Inc
 
 
7,422

 
166,991


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Booz Allen Hamilton Holdings
 
 
11,668

 
444,906

 
Boston Beer Co Inc
 
 
666

 
127,323

 
Boston Properties Inc
 
 
51,527

 
6,700,089

 
Box Inc
 
 
819

 
17,299

 
Brady Corp
 
 
5,454

 
206,706

 
Bridgepoint Education Inc
 
 
4,311

 
35,783

 
Bright Horizons Family Solutio
 
 
633

 
59,530

 
Brinker International Inc
 
 
1,598

 
62,076

 
Brink's Co
 
 
3,626

 
285,366

 
Broadridge Financial Solutions
 
 
3,017

 
273,250

 
Brooks Automation Inc
 
 
27,476

 
655,319

 
Bruker Corp
 
 
29

 
1,028

 
Brunello Cucinelli
 
 
3,047

 
168,235

 
Buffalo Wild Wings Inc
 
 
99

 
15,618

 
Builders Firstsource Inc
 
 
1,930

 
42,052

 
Burlington Stores Inc
 
 
3,447

 
424,109

 
Bwx Technologies Inc
 
 
4,585

 
277,343

 
Cable One Inc
 
 
379

 
266,979

 
Cabot Corp
 
 
2,330

 
143,531

 
Cabot Microelectronics Corp
 
 
2,104

 
197,915

 
Cai International Inc
 
 
6,233

 
176,522

 
Callidus Software Inc
 
 
199

 
5,724

 
Cambrex Corp
 
 
13,730

 
658,985


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Camden PropertyTrust
 
 
26,324

 
2,423,388

 
Camping World Holdings Inc
 
 
5,044

 
225,638

 
Canadian Pacific Railway Ltd
 
 
27,505

 
5,026,753

 
Cantel Medical Corp
 
 
5,307

 
545,946

 
Capella Education Co
 
 
3,157

 
244,314

 
Cardiovascular Systems Inc
 
 
1,099

 
26,030

 
Cardtronics Plc
 
 
4,365

 
80,843

 
Care.Com Inc
 
 
10,988

 
198,221

 
Caretrust Reit Inc
 
 
1,798

 
30,135

 
Carlisle Cos Inc
 
 
15,493

 
1,760,770

 
Carolina Financial Corp
 
 
399

 
14,844

 
Carrizo Oil & Gas Inc
 
 
5,924

 
126,051

 
Carter's Inc
 
 
1,858

 
218,291

 
Casella Waste Systems Inc
 
 
9,420

 
216,839

 
Casey's General Stores Inc
 
 
2,497

 
279,542

 
Cass Information Systems Inc
 
 
2,088

 
121,525

 
Catalent Inc
 
 
12,771

 
524,629

 
Cavco Industries Inc
 
 
699

 
106,702

 
Cavium Inc
 
 
2,307

 
193,434

 
Cboe Global Markets Inc
 
 
3,139

 
391,031

 
Centene Corp
 
 
2,712

 
273,587

 
Centerstate Bank Corp
 
 
7,082

 
182,225

 
Central Garden and Pet Co
 
 
1,998

 
75,337


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Central Pacific Financial Corp
 
 
2,277

 
67,937

 
Century Aluminum Co
 
 
2,637

 
51,792

 
Channeladvisor Corp
 
 
7,292

 
65,628

 
Charles River Laboratories Int
 
 
2,168

 
237,245

 
Chart Industries Inc
 
 
1,059

 
49,617

 
Charter Financial Corp
 
 
2,287

 
40,122

 
Chase Corp
 
 
1,478

 
178,144

 
Chatham Lodging Trust Reit
 
 
6,290

 
143,162

 
Cheesecake Factory Inc
 
 
1,758

 
84,703

 
Chemed Corp
 
 
4,166

 
1,012,520

 
Chemocentryx Inc
 
 
7,142

 
42,496

 
Children's Place Inc
 
 
1,379

 
200,508

 
China Lodging Group Ltd
 
 
9,579

 
1,383,455

 
Choice Hotels Intl Inc
 
 
8,284

 
642,827

 
Chubb Ltd
 
 
35,028

 
5,118,597

 
Churchill Downs Inc
 
 
1,197

 
278,467

 
Ciena Corp
 
 
15,760

 
329,849

 
Cirrus Logic Inc
 
 
11,298

 
585,891

*
Citigroup Inc
 
 
10,210,222

 
759,742,645

 
Clean Harbors Inc
 
 
969

 
52,516

 
Clovis Oncology Inc
 
 
4,245

 
288,682

 
Coca-Cola Bottling Co Consolid
 
 
589

 
126,863

 
Coeur Mining Inc
 
 
1,628

 
12,212


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Cognex Corp
 
 
5,134

 
314,016

 
Cohen & Steers Inc
 
 
1,598

 
75,581

 
Coherent Inc
 
 
3,043

 
858,977

 
Columbia Banking System Inc
 
 
7,837

 
340,455

 
Columbia Sportswear Co
 
 
599

 
43,080

 
Comfort Systems Usa Inc
 
 
5,494

 
239,811

 
Commercial Vehicle Group Inc
 
 
21,816

 
233,212

 
Commvault Systems Inc
 
 
5,044

 
264,833

 
Continental Building Products
 
 
5,694

 
160,278

 
Control4 Corp
 
 
299

 
8,918

 
Convergys Corp
 
 
8,769

 
206,079

 
Cooper Cos Inc
 
 
685

 
149,301

 
Cooper Standard Holding
 
 
2,318

 
284,026

 
Cooper Tire & Rubber Co
 
 
4,017

 
141,986

 
Copa Holdings Sa
 
 
3,903

 
523,275

 
Corcept Therapeutics Inc
 
 
17,880

 
322,918

 
Core Laboratories Nv
 
 
28,033

 
3,071,029

 
Coresite Realty Corp
 
 
2,537

 
288,987

 
Cornerstone Ondemand Inc
 
 
8,910

 
314,796

 
Corvel Corp
 
 
7,922

 
419,035

 
Costar Group Inc
 
 
523

 
155,430

 
Cotiviti Holdings Inc
 
 
3,196

 
102,958

 
Crane Co
 
 
13,882

 
1,238,524


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Cray Inc
 
 
1,082

 
26,180

 
Credicorp Ltd
 
 
3,113

 
645,825

 
Credit Acceptance Corp
 
 
4,383

 
1,417,867

 
Csg Systems International Inc
 
 
1,398

 
61,280

 
Csra Inc
 
 
6,113

 
182,909

 
Csw Industrials Inc
 
 
1,398

 
64,259

 
Cubesmart Reit
 
 
115,673

 
3,345,264

 
Culp Inc
 
 
399

 
13,385

 
Curtiss Wright Corp
 
 
3,844

 
468,362

 
Cyrusone Inc
 
 
12,063

 
718,132

 
CYS Investments Inc
 
 
71,088

 
570,833

 
Cytokinetics Inc
 
 
3,376

 
27,517

 
Cytomx Therapeutics Inc
 
 
3,246

 
68,532

 
Daktronics Inc
 
 
2,327

 
21,249

 
Dave & Buster Entertainment
 
 
3,413

 
188,308

 
Dct Industrial Trust Inc
 
 
2,447

 
143,852

 
Dean Foods Co
 
 
1,109

 
12,817

 
Deckers Outdoor Corp
 
 
299

 
24,048

 
Denny's Corp
 
 
11,537

 
152,753

 
Depomed Inc
 
 
3,936

 
31,682

 
Dermira Inc
 
 
1,658

 
46,114

 
Descartes Systems
 
 
3,266

 
92,766

 
Despegar.Com Corp
 
 
8,222

 
225,953


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Dexcom Inc
 
 
1,768

 
101,468

 
Diamondback Energy Inc
 
 
1,898

 
239,611

 
Dick's Sporting Goods Inc
 
 
7,721

 
221,915

 
Digital Realty Trust Inc
 
 
52,847

 
6,019,324

 
Domino's Pizza Inc
 
 
1,258

 
237,639

 
Dorman Products Inc
 
 
669

 
40,919

 
Douglas Dynamics Inc
 
 
2,307

 
87,222

 
Douglas Emmett Inc
 
 
44,079

 
1,809,874

 
Dril Quip Inc
 
 
8,069

 
384,896

 
Dst Systems Inc
 
 
3,556

 
220,726

 
Duke Realty Corp
 
 
69,699

 
1,896,504

 
Dun & Bradstreet Corp
 
 
1,009

 
119,462

 
Dxp Enterprises Inc
 
 
1,798

 
53,167

 
E*Trade Financial Corp
 
 
3,416

 
169,343

 
Eagle Bancorp Inc
 
 
1,792

 
103,758

 
Eagle Materials Inc
 
 
1,498

 
169,763

 
Easterly Government Properti
 
 
57,752

 
1,232,434

 
Ebro Foods Sa
 
 
56,812

 
1,306,684

 
Echostar Corp
 
 
1,818

 
108,898

 
Ellie Mae Inc
 
 
1,349

 
120,557

 
Emcor Group Inc
 
 
4,895

 
400,134

 
Emergent Biosolutions Inc
 
 
5,394

 
250,662

 
Empire State Realty Trust
 
 
124,319

 
2,552,279


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Energizer Holdings Inc
 
 
3,002

 
144,021

 
Energy Xxi Gulf Coast Inc
 
 
4,265

 
24,440

 
Enersys
 
 
13,012

 
906,001

 
Engility Holdings Inc
 
 
7,201

 
204,294

 
Enpro Industries Inc
 
 
499

 
46,703

 
Entegris Inc
 
 
349

 
10,646

 
Enteromedics Inc
 
 
22,241

 
—

 
Entravision Communications Cor
 
 
2,397

 
17,141

 
Envestnet Inc
 
 
3,465

 
172,789

 
Enzo Biochem Inc
 
 
799

 
6,513

 
Epam Systems Inc
 
 
3,666

 
393,834

 
Eplus Inc
 
 
399

 
30,047

 
Equinix Inc
 
 
2,892

 
1,310,555

 
Equity Bancshares Inc
 
 
1,508

 
53,410

 
Equity Lifestyle Properties
 
 
22,919

 
2,040,231

 
Equity Residential
 
 
114,170

 
7,280,648

 
Essent Group Ltd
 
 
28,310

 
1,229,211

 
Esterline Technologies Corp
 
 
659

 
49,248

 
Euronet Worldwide Inc
 
 
4,735

 
399,000

 
Evercore Inc
 
 
3,636

 
327,239

 
Everest Re Group Ltd
 
 
7,456

 
1,649,665

 
Everi Holdings Inc
 
 
13,215

 
99,644

 
Evertec Inc
 
 
5,194

 
70,902


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Exact Sciences Corp
 
 
8,452

 
444,051

 
Exelixis Inc
 
 
10,639

 
323,403

 
Exlservice Holdings Inc
 
 
2,997

 
180,851

 
Exponent Inc
 
 
5,963

 
424,000

 
Extended Stay America Inc
 
 
111,179

 
2,112,402

 
Exterran Corp
 
 
2,567

 
80,712

 
Extraction Oil & Gas Inc
 
 
20,500

 
293,361

 
Extreme Networks Inc
 
 
14,824

 
185,592

 
Factset Research Systems Inc
 
 
369

 
71,243

 
Fair Isaac Corp
 
 
3,704

 
567,440

 
FCB Financial Holdings
 
 
7,273

 
369,467

 
Federal Realty Invs Trust
 
 
23,632

 
3,138,537

 
Ferro Corp
 
 
17,392

 
410,273

 
Ferroglobe R+W Trust Rbr
 
 
45,431

 
—

 
Ferroglobe Rep & Wrnty Ins Tru Non Transferable Bene Int
 
 
37,962

 
614,987

 
Fibrogen Inc
 
 
2,137

 
101,324

 
Financial Engines Inc
 
 
1,359

 
41,163

 
First Bancorp/Southern Pines N
 
 
3,456

 
122,038

 
First Citizens Bcshs
 
 
1,186

 
477,834

 
First Connecticut Bancorp Inc
 
 
2,637

 
68,960

 
First Financial Northwest Inc
 
 
909

 
14,099

 
First Industrial Realty Trust
 
 
6,783

 
213,446

 
First Merchants Corp
 
 
5,021

 
211,203


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
First Midwest Bancorp Inc
 
 
5,656

 
135,795

 
Firstcash Inc
 
 
7,193

 
485,172

 
Five9 Inc
 
 
16,132

 
401,369

 
Foot Locker Inc
 
 
5,363

 
251,421

 
Forest City Realty Trust
 
 
80,865

 
1,948,862

 
Fortinet Inc
 
 
3,087

 
134,853

 
Forum Energy Technologies Inc
 
 
9,235

 
143,601

 
Forward Air Corp
 
 
9,574

 
549,955

 
Fox Factory Holding Corp
 
 
1,598

 
62,092

 
Francescas Holdings Corp
 
 
13,245

 
96,824

 
Fresh Del Monte Produce Inc
 
 
3,954

 
188,470

 
FTI Consulting Inc
 
 
7,414

 
318,498

 
Gardner Denver Holdings Inc
 
 
10,173

 
345,162

 
Gartner Inc
 
 
1,428

 
175,910

 
Gcp Applied Technologies Inc
 
 
4,200

 
133,992

 
Generac Holdings Inc
 
 
1,428

 
70,736

 
Genomic Health Inc
 
 
6,793

 
232,304

 
Geo Group Inc
 
 
1,818

 
42,905

 
Glaukos Corp
 
 
1,968

 
50,475

 
Global Indemnity Ltd
 
 
7,112

 
298,853

 
Globus Medical Inc
 
 
1,949

 
80,098

 
Gorman-Rupp Co
 
 
1,099

 
34,293

 
Graco Inc
 
 
5,844

 
264,246


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Gramercy Property Trust
 
 
111,977

 
2,985,300

 
Grand Canyon Education Inc
 
 
2,917

 
261,140

 
Granite Construction Inc
 
 
5,036

 
319,462

 
Granite Point Mortgage Trust I
 
 
6,784

 
120,340

 
Graphic Packaging Holding Co
 
 
75,854

 
1,171,949

 
Gray Television Inc
 
 
5,194

 
87,004

 
Greif Inc
 
 
499

 
30,257

 
Group 1 Automotive Inc
 
 
1,913

 
135,758

 
Groupon Inc
 
 
13,126

 
66,940

 
Grupo Aeroportuario Sur
 
 
1,253

 
228,605

 
Grupo Financiero Galicia Sa
 
 
5,942

 
391,261

 
Grupo Supervielle Sa
 
 
30,816

 
903,539

 
Gulfport Energy Corp
 
 
13,053

 
166,551

 
Hackett Group Inc
 
 
4,795

 
75,325

 
Haemonetics Corp
 
 
4,295

 
249,469

 
Hallmark Financial Services In
 
 
399

 
4,167

 
Halozyme Therapeutics Inc
 
 
6,553

 
132,759

 
Halyard Health Inc
 
 
1,748

 
80,726

 
Hanmi Financial Corporation
 
 
7,869

 
238,834

 
Hanover Insurance Group Inc
 
 
5,365

 
579,858

 
Harsco Corp
 
 
4,445

 
82,901

 
Hawaiian Holdings Inc
 
 
11,477

 
457,372

 
Hb Fuller Co
 
 
1,498

 
80,716


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Hci Group Inc
 
 
3,479

 
104,027

 
Hdfc Bank Ltd
 
 
105,158

 
10,691,449

 
Healthcare Services Group Inc
 
 
3,686

 
194,322

 
Healthcare Trust Of America In
 
 
75,083

 
2,255,501

 
Healthequity Inc
 
 
4,195

 
195,756

 
Healthsouth Corp
 
 
4,785

 
236,413

 
Heico Corp
 
 
4,725

 
373,495

 
Helen Of Troy Ltd
 
 
2,158

 
207,887

 
Heritage Insurance Holdings In
 
 
1,598

 
28,800

 
Heritage-Crystal Clean Inc
 
 
399

 
8,690

 
Herman Miller Inc
 
 
23,558

 
943,498

 
Hexcel Corp
 
 
3,057

 
189,052

 
Hillenbrand Inc
 
 
3,499

 
156,412

 
Hilltop Holdings Inc
 
 
3,736

 
94,630

 
Hilton Grand Vacations Inc
 
 
3,936

 
165,101

 
Horizon Global Corp
 
 
279

 
3,921

 
Host Hotels & Resorts Inc
 
 
217,275

 
4,312,905

 
Houlihan Lokey Inc
 
 
3,137

 
142,493

 
Hubspot Inc
 
 
1,299

 
114,793

 
Hudson Technologies Inc
 
 
6,683

 
40,564

 
Huron Consulting Group Inc
 
 
4,929

 
199,360

 
Ichor Holdings Ltd
 
 
5,774

 
142,031

 
Icici Bank Ltd
 
 
398,830

 
3,880,617


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Icon Plc
 
 
31,120

 
3,490,130

 
Icu Medical Inc
 
 
1,199

 
258,914

 
Idex Corp
 
 
959

 
126,552

 
Idexx Laboratories Inc
 
 
1,103

 
172,453

 
IDT Corp
 
 
3,646

 
38,647

 
Imperva Inc
 
 
7,801

 
309,715

 
INC research Holdings Inc
 
 
9,611

 
419,013

 
Incyte Corp
 
 
989

 
93,660

 
Infinity Property + Casualty
 
 
1,729

 
183,284

 
Information Services Group Inc
 
 
4,595

 
19,161

 
Ingevity Corp
 
 
6,623

 
466,701

 
Innophos Holdings Inc
 
 
2,797

 
130,700

 
Innospec Inc
 
 
1,848

 
130,466

 
Innoviva Inc
 
 
19,525

 
277,052

 
Inogen Inc
 
 
5,353

 
637,446

 
Insight Enterprises Inc
 
 
13,305

 
509,461

 
Insmed Inc
 
 
3,956

 
123,337

 
Insperity Inc
 
 
2,397

 
137,488

 
Installed Building Products In
 
 
1,438

 
109,248

 
Insteel Industries Inc
 
 
2,347

 
66,479

 
Instructure Inc
 
 
2,837

 
93,900

 
Insulet Corp
 
 
329

 
22,745

 
Integra Lifesciences Holding
 
 
4,186

 
200,360


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Integrated Device Technology I
 
 
6,563

 
195,111

 
Interface Inc
 
 
4,795

 
120,587

 
Intevac Inc
 
 
7,791

 
53,371

 
Investment Technology Group In
 
 
3,996

 
76,915

 
Ionis Pharmaceuticals Inc
 
 
1,199

 
60,294

 
Irobot Corp
 
 
399

 
30,646

 
Ironwood Pharmaceuticals Inc
 
 
4,685

 
70,226

 
Itron Inc
 
 
1,099

 
74,937

 
Ituran Location and Control
 
 
48,732

 
1,666,643

 
J&J Snack Foods Corp
 
 
2,737

 
415,556

 
J2 Global Inc
 
 
1,678

 
125,912

 
Jack Henry & Associates Inc
 
 
1,528

 
178,752

 
Jack In The Box Inc
 
 
1,478

 
145,042

 
Jagged Peak Energy Inc
 
 
22,679

 
357,874

 
Jazz Pharmaceuticals Plc
 
 
425

 
57,298

 
Jeld-Wen Holding Inc
 
 
7,272

 
286,298

 
John B Sanfilippo & Son Inc
 
 
1,578

 
99,825

 
John Bean Technologies Corp
 
 
3,236

 
358,597

 
Jones Lang Lasalle Inc
 
 
23,470

 
3,495,404

 
K2M Group Holdings Inc
 
 
1,069

 
19,239

 
Kadant Inc
 
 
2,098

 
210,608

 
Kaiser Aluminum Corp
 
 
1,998

 
213,465

 
Kapstone Paper and Packaging
 
 
4,355

 
98,819


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Kar Aution Services Inc
 
 
5,931

 
299,598

 
Kb Home
 
 
5,364

 
171,382

 
Kemet Corp
 
 
18,972

 
285,719

 
Kennametal Inc
 
 
9,190

 
444,881

 
Kennedy-Wilson Holdings Inc
 
 
2,747

 
47,660

 
Kimball International Inc
 
 
4,395

 
82,058

 
KMG Chemicals Inc
 
 
2,537

 
167,658

 
Koc Holding As
 
 
35,496

 
867,211

 
Koppers Holdings Inc
 
 
699

 
35,591

 
Kosmos Energy Ltd
 
 
43,294

 
296,566

 
Kraton Corp
 
 
1,638

 
78,912

 
Kratos Defense & Security Solu
 
 
2,417

 
25,600

 
Kronos Worldwide Inc
 
 
8,591

 
221,378

 
La Quinta Holdings Inc
 
 
21,828

 
402,944

 
LA Z boy Inc
 
 
11,760

 
366,913

 
Landstar System Inc
 
 
1,878

 
195,492

 
Lantheus Holdings Inc
 
 
4,105

 
83,957

 
LCI Industries
 
 
7,226

 
939,513

 
Legacytexas Financial Group In
 
 
7,472

 
315,383

 
Lendingclub Corp
 
 
699

 
2,888

 
Lennox International Inc
 
 
1,456

 
303,309

 
Lhc Group Inc
 
 
1,259

 
77,090

 
Liberty Expedia Holdings Inc
 
 
3,017

 
133,729


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Liberty Media Corp-Liberty Bra
 
 
799

 
17,756

 
Liberty Tax Inc
 
 
549

 
6,043

 
Liberty Tripadvisor Holdings I
 
 
2,837

 
26,738

 
Lifepoint Health Inc
 
 
9,400

 
468,102

 
Ligand Pharmaceuticals Inc
 
 
1,738

 
237,996

 
Lincoln Electric Holdings Inc
 
 
1,309

 
119,838

 
Lindblad Expeditions Holdings
 
 
4,295

 
42,051

 
Lindsay Corp
 
 
8,403

 
741,121

 
Lions Gate Entertainment Corp
 
 
5,564

 
176,597

 
Lithia Motors Inc
 
 
6,278

 
713,127

 
Littelfuse Inc
 
 
1,228

 
243,050

 
Live Nation Entertainment Inc
 
 
5,943

 
253,012

 
Logmein Inc
 
 
2,687

 
307,666

 
Loma Negra Cia Industrial Arge
 
 
69,212

 
1,594,648

 
Louisiana Pacific Corp
 
 
22,295

 
585,477

 
Loxo Oncology Inc
 
 
1,298

 
109,313

 
Lumentum Holdings Inc
 
 
699

 
34,192

 
Lydall Inc
 
 
4,864

 
246,880

 
M/I Homes Inc
 
 
2,038

 
70,099

 
Magellan Health Inc
 
 
699

 
67,511

 
Maiden Holdings Ltd
 
 
57,100

 
376,867

 
Malibu Boats Inc
 
 
3,696

 
109,880

 
Manhattan Associates Inc
 
 
3,556

 
176,168


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Marketaxess Holdings Inc
 
 
1,677

 
338,365

 
Marlin Business Services Corp
 
 
69

 
1,566

 
Marriott Vacations Worldwide C
 
 
848

 
114,801

 
Masimo Corp
 
 
8,840

 
749,654

 
Masonite International Corp
 
 
389

 
28,887

 
Mastec Inc
 
 
8,191

 
400,948

 
Matador Resources Co
 
 
9,939

 
309,403

 
Matson Inc
 
 
1,798

 
53,653

 
Maximus Inc
 
 
11,939

 
854,652

 
Maxlinear Inc
 
 
10,638

 
281,063

 
MCBC Holdings Inc
 
 
2,098

 
46,611

 
Mdc Holdings Inc
 
 
5,836

 
186,038

 
Medequities Realty Trust Inc
 
 
9,490

 
106,473

 
Medidata Solutions Inc
 
 
889

 
56,337

 
Medifast Inc
 
 
2,597

 
181,306

 
Medtronic Plc
 
 
30,491

 
2,462,144

 
Mercadolibre Inc
 
 
7,677

 
2,415,832

 
Mercury Systems Inc
 
 
3,296

 
169,268

 
Meridian Bioscience Inc
 
 
12,386

 
173,409

 
Merit Medical Systems Inc
 
 
1,998

 
86,305

 
Meta Financial Group Inc
 
 
739

 
68,485

 
Method Electronics Inc
 
 
3,796

 
152,212

 
MFA Financial Inc Reit
 
 
60,147

 
476,362


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Mge Energy Inc
 
 
1,898

 
119,758

 
Mgic Investment Corp
 
 
11,537

 
162,791

 
Microsemi Corp
 
 
9,060

 
467,949

 
Middleby Corp
 
 
1,359

 
183,330

 
Milacron Holdings Corp
 
 
4,435

 
84,888

 
Miller Industries Inc
 
 
679

 
17,525

 
Minerals Technologies Inc
 
 
8,525

 
586,919

 
Mistras Group Inc
 
 
3,296

 
77,366

 
Mks Instruments Inc
 
 
4,335

 
409,678

 
Moelis & Co
 
 
6,892

 
334,281

 
Molina Healthcare Inc
 
 
5,664

 
434,296

 
Monarch Casino & Resort Inc
 
 
199

 
8,954

 
Monolithic Power Systems Inc
 
 
789

 
88,667

 
Moog Inc
 
 
3,266

 
283,687

 
Msc Industrial Direct Co Inc
 
 
16,665

 
1,610,802

 
Msci Inc
 
 
1,985

 
251,158

 
MSG Networks Inc
 
 
6,193

 
125,412

 
MTGE Investment Corp
 
 
6,190

 
114,518

 
Mueller Industries Inc
 
 
399

 
14,156

 
Multi-Color Corp
 
 
299

 
22,430

 
Murphy Usa Inc
 
 
2,507

 
201,481

 
Myers Industries Inc
 
 
5,494

 
107,132

 
Myokardia Inc
 
 
769

 
32,381


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Myr Group Inc
 
 
2,314

 
82,695

 
Nanometrics Inc
 
 
6,303

 
157,072

 
National Bank Holdings Corp
 
 
4,825

 
156,464

 
National Beverage Corp
 
 
879

 
85,653

 
National General Holdings Corp
 
 
16,678

 
327,548

 
Natus Medical Inc
 
 
2,208

 
84,329

 
Navient Corp
 
 
36,554

 
486,895

 
Navigators Group Inc
 
 
48,929

 
2,382,844

 
Navigent Consulting Inc
 
 
16,508

 
320,416

 
Navistar International Corp
 
 
1,738

 
74,529

 
NCI Building Systems Inc
 
 
299

 
5,784

 
Ncr Corp
 
 
15,044

 
511,325

 
Neenah Inc
 
 
1,388

 
125,865

 
Nektar Therapeutics
 
 
11,468

 
684,830

 
Nelnet Inc
 
 
13,515

 
740,357

 
Neogen Corp
 
 
999

 
82,119

 
Netease Inc
 
 
3,245

 
1,119,786

 
Netgear Inc
 
 
4,778

 
280,692

 
Netscout Systems Inc
 
 
2,847

 
86,687

 
Neurocrine Biosciences Inc
 
 
3,167

 
245,689

 
New Oriental Educatio SP
 
 
11,590

 
1,089,479

 
New Relic Inc
 
 
1,099

 
63,477

 
New York Times Co
 
 
6,892

 
127,509


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Newmarket Corp
 
 
343

 
136,552

 
Nexstar Media Group Inc
 
 
129

 
10,155

 
Nic Inc
 
 
3,796

 
63,011

 
Nordson Corp
 
 
1,715

 
251,092

 
Northfield Bancorp Inc
 
 
1,898

 
32,416

 
Novanta Inc
 
 
3,706

 
185,296

 
Nu Skin Enterprises Inc
 
 
1,239

 
84,512

 
Nutrisystem Inc
 
 
3,306

 
173,914

 
Nuvasive Inc
 
 
2,357

 
137,884

 
Nve Corp
 
 
2,098

 
180,401

 
Oceaneering International Inc
 
 
2,607

 
55,115

 
Oil States International Inc
 
 
2,198

 
62,191

 
Old Dominion Freight Line Inc
 
 
2,233

 
293,690

 
Old Line Bancshares Inc
 
 
889

 
26,173

 
Olin Corp
 
 
6,907

 
245,765

 
Omnicell Inc
 
 
3,436

 
166,656

 
On Assignment Inc
 
 
11,220

 
721,150

 
Orasure Technologies Inc
 
 
2,687

 
50,678

 
Orion Group Holdings Inc
 
 
8,180

 
64,049

 
Ormat Technologies Inc
 
 
7,491

 
479,172

 
Orthofix International NV
 
 
1,498

 
81,960

 
Osi Systems Inc
 
 
2,267

 
145,981

 
Outfront Media Inc
 
 
21,493

 
498,644


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Owens-Illinois Inc
 
 
13,607

 
301,667

 
Pacira Pharmaceuticals Inc
 
 
1,099

 
50,160

 
Pampa Energia
 
 
18,380

 
1,236,578

 
Papa John's International Inc
 
 
4,735

 
265,668

 
Parsley Energy Inc
 
 
2,927

 
86,164

 
Patrick Industries Inc
 
 
3,625

 
251,826

 
PCM Inc
 
 
3,036

 
30,053

 
Pdc Energy Inc
 
 
1,558

 
80,314

 
Peapack Gladstone Financial Co
 
 
1,158

 
40,543

 
Pebblebrook Hotel Trust
 
 
2,258

 
83,912

 
Pegasystems Inc
 
 
3,776

 
178,031

 
Penn National Gaming Inc
 
 
99

 
3,130

 
Penn Real Estate Investment Reit
 
 
119,156

 
1,416,765

 
Penumbra Inc
 
 
1,099

 
103,396

 
Performance Food Group Co
 
 
489

 
16,201

 
Petroleo Brasileiro Sa
 
 
86,202

 
847,361

 
Petroleo Brasileiro Spon
 
 
174,765

 
1,798,328

 
Pgt Innovations Inc
 
 
1,498

 
25,247

 
Phibro Animal Health Corp
 
 
9,989

 
334,631

 
Piedmont Office Realty Trust
 
 
161,534

 
3,167,676

 
Pinnacle Entertainment Inc
 
 
17,101

 
559,720

 
Piper Jaffray Cos
 
 
159

 
13,785

 
Planet Fitness Inc
 
 
149

 
5,189


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Plantronics Inc
 
 
7,991

 
402,596

 
Plexus Corp
 
 
1,698

 
103,110

 
Ply Gem Holdings Inc
 
 
4,795

 
88,702

 
Polyone Corp
 
 
5,766

 
250,849

 
Pool Corp
 
 
2,427

 
314,702

 
Portland General Electric Co
 
 
3,012

 
137,272

 
Portola Pharmaceuticals Inc
 
 
709

 
34,525

 
Post Holdings Inc
 
 
2,617

 
207,354

 
Potbelly Corp
 
 
1,099

 
13,515

 
Potlatchdeltic Corp
 
 
5,794

 
289,101

 
Pq Group Holdings Inc
 
 
19,662

 
323,445

 
PRA Group Inc
 
 
7,566

 
251,180

 
Pra Health Sciences Inc
 
 
4,625

 
421,189

 
Prestige Brands Holdings Inc
 
 
4,505

 
200,068

 
Primerica Inc
 
 
2,497

 
253,595

 
Primo Water Corp
 
 
6,822

 
85,759

 
Progenics Pharmaceuticals Inc
 
 
3,566

 
21,218

 
Progress Software Corp
 
 
5,194

 
221,120

 
Prologis Inc
 
 
115,068

 
7,423,026

 
Proofpoint Inc
 
 
4,036

 
358,398

 
Prothena Corp Plc
 
 
1,289

 
48,309

 
Providence Service Corp
 
 
6,393

 
379,358

 
Ps Business Parks Inc
 
 
2,917

 
364,860


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Ptc Inc
 
 
2,757

 
167,540

 
Public Storage
 
 
23,432

 
4,897,363

 
Pzena Investment Management In
 
 
11,218

 
119,692

 
Q2 Holdings Inc
 
 
1,498

 
55,214

 
Quad Graphics Inc
 
 
10,089

 
228,009

 
Qualys inc
 
 
2,197

 
130,426

 
Quidel Corp
 
 
1,219

 
52,829

 
Radian Group Inc
 
 
34,962

 
720,556

 
Radius Health Inc
 
 
1,259

 
39,986

 
Rapid7 Inc
 
 
3,057

 
57,037

 
Rayonier Advanced Materials In
 
 
299

 
6,128

 
Rbb Bancorp
 
 
329

 
9,022

 
Realpage Inc
 
 
8,481

 
375,693

 
Regional Management Corp
 
 
899

 
23,653

 
Repligen Corp
 
 
8,181

 
296,806

 
Retail Properties Of America
 
 
208,691

 
2,804,801

 
Rexford Industrial Realty Inc
 
 
122,646

 
3,576,356

 
Ringcentral Inc
 
 
2,957

 
143,106

 
RLJ Lodging Trust
 
 
81,487

 
1,790,264

 
Rmr Group Inc
 
 
1,249

 
74,043

 
Rogers Corp
 
 
299

 
48,522

 
Rollins Inc
 
 
5,794

 
269,577

 
Rpc Inc
 
 
2,098

 
53,554


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
RPX Corp
 
 
21,946

 
294,952

 
RSP Permian Inc
 
 
20,151

 
819,734

 
Ruth Hospitality Group Inc
 
 
1,099

 
23,789

 
Ryanair Holdings Plc
 
 
37,319

 
3,888,267

 
Sabra Health Care Reit Inc
 
 
18,070

 
339,175

 
Sabre Corp
 
 
109,133

 
2,237,219

 
Sage Therapeutics Inc
 
 
1,678

 
276,408

 
Sally Beauty Holdings Inc
 
 
2,188

 
41,039

 
Sangamo Therapeutics Inc
 
 
869

 
14,252

 
Sarepta Therapeutics Inc
 
 
1,099

 
61,137

 
Scholastic Corp
 
 
5,577

 
223,687

 
Schweitzer Mauduit Intl Inc
 
 
10,712

 
485,905

 
Scientific Games Corp
 
 
3,306

 
169,616

 
Scotts Miracle-Gro Co
 
 
2,375

 
254,142

 
Seattle Genetics Inc
 
 
1,319

 
70,542

 
Select Medical Holdings Corp
 
 
9,136

 
161,249

 
Semtech Corp
 
 
5,034

 
172,178

 
Sensient Technologies Corp
 
 
2,897

 
211,901

 
Service Corp International
 
 
8,411

 
313,888

 
Servicemaster Global Holdings
 
 
4,388

 
224,981

 
Servisfirst Bancshares Inc
 
 
1,398

 
58,036

 
Shiloh Industries Inc
 
 
899

 
7,372

 
Shutterfly Inc
 
 
1,109

 
55,162


*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm

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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Signature Bank
 
 
939

 
128,882

 
Silicon Laboratories Inc
 
 
3,596

 
317,530

 
Silvercrest Asset Management G
 
 
865

 
13,884

 
Simon Property Group Inc
 
 
67,605

 
11,610,456

 
Simpson Manufacturing Co Inc
 
 
1,518

 
87,167

 
Sina Corp
 
 
5,846

 
586,409

 
Six Flags Entertainment Corp
 
 
1,958

 
130,333

 
Skechers USA Inc
 
 
17,079

 
646,276

 
Sleep Number Corp
 
 
75,302

 
2,830,601

 
SLM Corp
 
 
120,789

 
1,364,925

 
Sociedad Quimica Y Minera De C
 
 
10,936

 
649,270

 
Spark Therapeutics Inc
 
 
1,319

 
67,800

 
Spectrum Brands Holdings Inc
 
 
1,247

 
140,121

 
Sps Commerce Inc
 
 
699

 
33,976

 
Spx Corp
 
 
5,658

 
177,597

 
Spx Flow Inc
 
 
2,497

 
118,744

 
Src Energy Inc
 
 
19,369

 
165,214

 
Ss&C Technologies Holdings Inc
 
 
6,513

 
263,639

 
Stamps.Com Inc
 
 
1,837

 
345,351

 
Standard Motor Products Inc
 
 
8,980

 
403,296

 
Standex International Corp
 
 
1,638

 
166,850

 
Startek Inc
 
 
229

 
2,291

 
Starwood Property Trust Inc
 
 
24,880

 
531,179


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
*
State Street Corp
 
 
41,306

 
4,031,879

 
Steelcase Inc
 
 
1,199

 
18,220

 
Stepan Co
 
 
1,039

 
82,038

 
Sterling Construction Co Inc
 
 
5,364

 
87,327

 
Steven Madden Ltd
 
 
19,359

 
904,049

 
Stifel Financial Corp
 
 
13,237

 
788,420

 
Stoneridge Inc
 
 
4,725

 
108,009

 
Store Capital Corp
 
 
73,023

 
1,901,524

 
Strayer Education Inc
 
 
199

 
17,896

 
Sucampo Pharmaceuticals
 
 
3,856

 
69,211

 
Suncoke Energy Inc
 
 
30,947

 
371,053

 
Supernus Pharmaceuticals Inc
 
 
6,912

 
275,458

 
Surmodics Inc
 
 
799

 
22,375

 
Svb Financial Group
 
 
1,129

 
263,869

 
Sykes Enterprises Inc
 
 
17,902

 
563,026

 
Syndax Pharmaceuticals Inc
 
 
5,484

 
48,039

 
Synnex Corp
 
 
2,694

 
366,253

 
Taiwan Semiconductor Manufacture
 
 
589,383

 
4,545,372

 
Taiwan Semiconductor SP
 
 
276,116

 
10,947,959

 
Take-Two Interactive Software
 
 
5,718

 
627,688

 
Tal Education Group
 
 
15,497

 
460,430

 
Tanger Factory Outlet Center
 
 
53,246

 
1,411,559

 
Taubman Centers Inc
 
 
33,802

 
2,211,692


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Taylor Morrison Home Corp
 
 
20,907

 
511,593

 
Tech Data Corp
 
 
409

 
40,123

 
Telecom Argentina
 
 
7,552

 
276,640

 
Teledyne Technologies Inc
 
 
2,493

 
451,652

 
Telekomunikasi Indonesia Perse
 
 
78,471

 
2,528,329

 
Teletech Holdings Inc
 
 
16,990

 
683,818

 
Tempur Sealy International
 
 
1,952

 
122,361

 
Tenneco Inc
 
 
2,666

 
156,130

 
Ternium Sa
 
 
43,941

 
1,388,111

 
Terreno Realty Corp
 
 
2,737

 
95,959

 
Tesaro Inc
 
 
1,259

 
104,301

 
Tetra Tech Inc
 
 
12,428

 
598,375

 
Texas Capital Bancshares Inc
 
 
3,296

 
293,047

 
Texas Roadhouse Inc
 
 
1,378

 
72,618

 
Therapeuticsmd Inc
 
 
9,040

 
54,602

 
Theravance Biopharma Inc
 
 
2,757

 
76,892

 
Third Point Reinsurance Ltd
 
 
4,695

 
68,779

 
Tile Shop Holdings Inc
 
 
1,698

 
16,302

 
Tivity Health Inc
 
 
4,665

 
170,500

 
Toro Co
 
 
5,414

 
353,157

 
Tpi Composites Inc
 
 
3,157

 
64,582

 
Trade Desk Inc
 
 
799

 
36,544

 
Transunion
 
 
4,445

 
244,303


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Travelport Worldwide Ltd
 
 
1,718

 
22,456

 
Treehouse Foods Inc
 
 
1,998

 
98,811

 
Trex Co Inc
 
 
1,199

 
129,925

 
Trinet Group Inc
 
 
4,315

 
191,338

 
Trinseo SA
 
 
9,555

 
693,727

 
Triple-S Management Corp
 
 
4,395

 
109,220

 
Tronc Inc
 
 
1,748

 
30,749

 
Trueblue Inc
 
 
2,397

 
65,927

 
Ttm Technologies Inc
 
 
2,297

 
36,001

 
Tupperware Brands Corp
 
 
15,692

 
983,869

 
Tutor Perini Corp
 
 
10,823

 
274,364

 
Two Harbors Investment Corp
 
 
35,792

 
581,970

 
Tyler Technologies Inc
 
 
1,516

 
268,466

 
Ultimate Software Group Inc
 
 
854

 
186,381

 
Ultra Clean Holdings Inc
 
 
13,605

 
314,139

 
Ultragenyx Pharmaceutical Inc
 
 
1,009

 
46,792

 
Unilever Indonesia Tbk
 
 
5,624

 
174,113

 
United Therapeutics Corp
 
 
478

 
70,790

 
Universal Corp
 
 
5,216

 
273,853

 
Universal Forest Products
 
 
299

 
11,274

 
Universal Insurance Holdings I
 
 
8,411

 
230,033

 
Us Ecology Inc
 
 
2,371

 
120,941

 
Us Physical Therapy Inc
 
 
1,898

 
137,029


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Us Silica Holdings Inc
 
 
11,218

 
365,246

 
Vail Resorts Inc
 
 
1,750

 
371,837

 
Validus Holdings Ltd
 
 
8,712

 
408,785

 
Valmont Industries Inc
 
 
399

 
66,267

 
Valvoline Inc
 
 
19,280

 
483,150

 
Vanda Pharmaceuticals Inc
 
 
4,195

 
63,770

 
Varex Imaging Corp
 
 
2,517

 
101,117

 
Varonis Systems Inc
 
 
5,492

 
266,634

 
Vectrus Inc
 
 
1,828

 
56,393

 
Veeva Systems Inc
 
 
2,867

 
158,479

 
Ventas Inc
 
 
76,878

 
4,613,453

 
Versartis Inc
 
 
4,395

 
9,669

 
Versum Materials Inc
 
 
5,524

 
209,080

 
Videocon D2H Ltd
 
 
113,822

 
1,082,445

 
Virtus Investment Partners
 
 
6,633

 
763,090

 
Visteon Corp
 
 
1,321

 
165,253

 
Vocera Communications Inc
 
 
1,668

 
50,412

 
Vonage Holdings Corp
 
 
5,714

 
58,108

 
Vornado Realty Trust
 
 
11,754

 
918,933

 
Wabash National Corp
 
 
2,118

 
45,953

 
Wageworks Inc
 
 
1,199

 
74,318

 
Walker & Dunlop Inc
 
 
15,412

 
732,070

 
Washington Federal Inc
 
 
14,334

 
490,946


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Washington Reit
 
 
46,489

 
1,446,731

 
Waterstone Financial Inc
 
 
1,908

 
32,530

 
Watsco Inc
 
 
950

 
161,699

 
Wave Life Sciences Ltd
 
 
599

 
21,037

 
Weibo Corp
 
 
10,080

 
1,042,913

 
Welbilt Inc
 
 
4,705

 
110,610

 
Wellcare Health Plans Inc
 
 
1,448

 
291,288

 
Welltower Inc
 
 
97,319

 
6,206,037

 
Wesco International Inc
 
 
24,490

 
1,668,993

 
West Pharmaceutical Services I
 
 
2,387

 
235,562

 
Western New England Bancorp In
 
 
2,038

 
22,212

 
Wex Inc
 
 
1,558

 
220,076

 
White Mountains Insurance Grou
 
 
359

 
306,123

 
Wildhorse Resource development
 
 
15,906

 
292,838

 
Willis Lease Finance Corp
 
 
209

 
5,238

 
Winmark Corp
 
 
1,099

 
142,183

 
Winnebago Industries
 
 
159

 
8,886

 
Woodward Inc
 
 
11,596

 
887,574

 
World Fuel Services Corp
 
 
29,877

 
840,740

 
Worthington Industries
 
 
3,267

 
143,918

 
Wpx Energy Inc
 
 
17,641

 
248,202

 
X5 Retail Group
 
 
1,378

 
91,421

 
Xencor Inc
 
 
4,535

 
99,407


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Xo Group Inc
 
 
11,387

 
210,212

 
Xpo Logistics Inc
 
 
4,705

 
430,914

 
Yandex Nv
 
 
162,162

 
5,310,831

 
Yelp Inc
 
 
4,145

 
173,942

 
YRC Worldwide Inc
 
 
6,213

 
89,345

 
Zebra Technologies Corp
 
 
2,287

 
237,440

 
Zix Corp
 
 
23,674

 
103,692

 
Polyus Pjsc
 
 
33,271

 
1,327,738

 
       Total U.S. equities
 
 
 
 
1,162,749,464

 
 
 
 
 
 
 
 
Synthetic guaranteed invesment contracts (GICs):
 
 
 
 
 
 
Voya Retirement Ins & Annuity Co 60266
 
 
 
 
 
 
1-3 Year Government Bond Index Fund
 
 
239,802

 
27,759,973

 
Mortgage-Backed Securities Index Fund
 
 
1,085,518

 
55,641,496

 
Commercial Mortgage-Backed Securities Index Fund
 
 
294,204

 
8,478,677

 
Intermediate Government Bond Index Fund
 
 
540,781

 
22,856,759

 
Intermediate Term Credit Bond Index Fund
 
 
1,258,440

 
68,900,157

 
Asset-Backed Securities Index Fund
 
 
1,265,740

 
43,542,480

 
1-3 Year Credit Bond Index Non-Lendable Fund
 
 
1,210,247

 
14,509,697

 
Wrapper
 
 
 
 
316,939

 
       Fair value of contract
 
 
 
 
242,006,178

 
 
 
 
 
 
 
 
Prudential GA-62194
 
 
 
 
 

*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Treasury Note
1.88
%
9/30/2022
147,767

 
146,333

 
Treasury Note
1.38
%
9/30/2019
2,910,403

 
2,895,515

 
Treasury Note
2.25
%
11/15/2027
1,422,753

 
1,406,901

 
Treasury Note
2.13
%
11/30/2024
793,746

 
784,815

 
Treasury Note
1.88
%
12/15/2020
589,069

 
587,883

 
Treasury Note
1.25
%
11/30/2018
708,880

 
706,200

 
Treasury Note
2.00
%
11/30/2020
6,459,796

 
6,477,226

 
Treasury Note
1.50
%
1/31/2019
8,027,320

 
8,048,248

 
Treasury Note
1.63
%
4/30/2019
7,508,140

 
7,505,836

 
Treasury Note
2.38
%
8/15/2024
279,558

 
282,961

 
Treasury Note
2.13
%
9/30/2021
6,290,064

 
6,328,177

 
Treasury Note
2.00
%
2/15/2025
1,956,909

 
1,927,740

 
Treasury Note
1.75
%
3/31/2022
8,711,239

 
8,607,237

 
Treasury Note
2.25
%
11/15/2025
7,363,368

 
7,320,155

 
Treasury Note
2.00
%
11/30/2022
683,920

 
678,898

 
Treasury Note
2.13
%
12/31/2022
4,452,966

 
4,434,921

 
Treasury Note
2.63
%
11/15/2020
2,461,112

 
2,513,923

 
Treasury Note
1.38
%
4/30/2021
3,883,865

 
3,808,964

 
Treasury Note
1.38
%
5/31/2021
1,707,303

 
1,670,953

 
Treasury Note
1.00
%
11/15/2019
3,744,086

 
3,688,704

 
Treasury Note
1.25
%
12/31/2018
4,313,187

 
4,289,397

 
Treasury Note
2.13
%
6/30/2021
2,261,428

 
2,265,970

 
Treasury Note
1.88
%
4/30/2022
3,669,204

 
3,637,140


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Treasury Note
2.38
%
5/15/2027
1,916,972

 
1,917,420

 
Treasury Note
2.13
%
5/15/2025
1,627,429

 
1,607,068

 
Treasury Note
2.13
%
6/30/2022
5,321,594

 
5,312,114

 
Treasury Note
1.63
%
6/30/2020
5,426,428

 
5,386,625

 
Treasury Note
1.25
%
6/30/2019
2,306,357

 
2,285,979

 
Fnma
1.13
%
10/19/2018
69,890

 
69,696

 
Fnma
0.88
%
5/21/2018
269,574

 
269,130

 
Fnma
1.63
%
11/27/2018
149,763

 
149,757

 
Fhlmc
1.50
%
1/17/2020
379,401

 
378,404

 
Fhlmc
1.38
%
4/20/2020
479,243

 
473,771

 
Fhlmc
1.38
%
8/15/2019
89,858

 
89,643

 
Pefco
4.30
%
12/15/2021
354,440

 
382,264

 
Fgold 30Yr Giant
5.50
%
1/1/2035
62,381

 
68,258

 
Fgold 30Yr Giant
4.50
%
6/1/2039
106,544

 
114,709

 
Fgold 30Yr Giant
4.00
%
11/1/2039
274,285

 
290,375

 
Fgold 30Yr Giant
4.50
%
12/1/2039
170,288

 
183,338

 
Fgold 30Yr Giant
5.50
%
1/1/2040
88,073

 
96,940

 
Fgold 30Yr Giant
4.00
%
12/1/2040
245,054

 
258,217

 
Fgold 30Yr Giant
4.00
%
12/1/2040
254,880

 
269,271

 
Fgold 30Yr Giant
4.00
%
2/1/2041
437,116

 
461,796

 
Fgold 30Yr Giant
4.50
%
4/1/2041
593,777

 
641,958

 
Fgold 30Yr Giant
3.00
%
6/1/2042
305,753

 
307,909

 
Fgold 30Yr Giant
3.50
%
9/1/2042
570,663

 
589,525


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fgold 15Yr Giant
2.00
%
1/1/2032
102,748

 
100,237

 
Fgold 30Yr Giant
5.50
%
6/1/2038
379,802

 
418,039

 
Fgold 30Yr Giant
4.50
%
10/1/2039
406,651

 
437,814

 
Fgold 30Yr Giant
4.50
%
11/1/2039
81,096

 
87,311

 
Fgold 30Yr Giant
3.50
%
5/1/2045
1,109,075

 
1,144,266

 
Fgold 30Yr Giant
4.00
%
11/1/2045
739,185

 
778,385

 
Fgold 30Yr Giant
3.50
%
12/1/2045
1,859,434

 
1,918,434

 
Fgold 30Yr Giant
3.00
%
12/1/2046
956,764

 
959,565

 
Fgold 30Yr Giant
4.00
%
12/1/2046
498,053

 
522,572

 
Fgold 30Yr Giant
3.00
%
1/1/2047
1,233,051

 
1,236,661

 
Fgold 15Yr Giant
2.50
%
12/1/2031
241,461

 
241,672

 
Fgold 20Yr
3.00
%
1/1/2037
290,497

 
296,201

 
Fgold 15Yr
4.00
%
6/1/2026
232,960

 
245,795

 
Fgold 15Yr
4.00
%
7/1/2026
144,475

 
152,436

 
Fgold 30Yr
3.00
%
12/1/2042
503,358

 
506,908

 
Fgold 30Yr
3.00
%
10/1/2042
319,418

 
321,671

 
Fgold 30Yr
3.00
%
1/1/2043
991,571

 
998,564

 
Fgold 30Yr
4.00
%
11/1/2040
240,530

 
253,450

 
Fgold 30Yr
4.00
%
12/1/2040
537,008

 
565,853

 
Fgold 15Yr
2.50
%
11/1/2027
237,211

 
237,571

 
Fgold 15Yr
2.50
%
8/1/2028
240,936

 
242,609

 
Fgold 15Yr
3.00
%
8/1/2029
321,399

 
328,794

 
Fgold 15Yr
2.50
%
4/1/2031
427,054

 
427,427


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fgold 30Yr
5.00
%
8/1/2041
772,731

 
835,033

 
Fgold 30Yr
5.00
%
7/1/2041
201,316

 
217,547

 
Fhlmc Gold 30Yr
2.50
%
1/1/2043
277,910

 
271,083

 
Fhlmc Gold 30Yr
3.00
%
2/1/2043
604,313

 
608,707

 
Fhlmc Gold 30Yr
3.50
%
9/1/2043
820,911

 
848,294

 
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
555,731

 
568,518

 
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
819,352

 
838,205

 
Fnma 30Yr
5.50
%
5/1/2037
98,923

 
109,232

 
Fnma 30Yr
5.50
%
6/1/2033
125,548

 
138,462

 
Fnma 30Yr
5.50
%
10/1/2033
159,080

 
175,442

 
Fnma 30Yr
4.00
%
12/1/2040
399,977

 
422,806

 
Fnma 30Yr
4.00
%
1/1/2041
535,173

 
565,719

 
Fnma 30Yr
4.50
%
2/1/2041
925,638

 
996,859

 
Fnma 30Yr
4.00
%
2/1/2041
212,565

 
224,498

 
Fnma 15Yr
3.50
%
9/1/2026
158,398

 
164,714

 
Fnma 30Yr
4.00
%
1/1/2042
595,159

 
628,571

 
Fnma 30Yr
3.00
%
10/1/2043
36,017

 
36,251

 
Fnma 30Yr
5.00
%
12/1/2034
285,735

 
310,080

 
Fnma 15Yr
3.00
%
5/1/2027
577,804

 
591,351

 
Fnma 30Yr
4.50
%
5/1/2039
106,278

 
115,184

 
Fnma 30Yr
3.50
%
8/1/2042
598,460

 
618,500

 
Fnma 30Yr
3.50
%
5/1/2042
1,565,281

 
1,617,695

 
Fnma 15Yr
2.50
%
4/1/2028
111,590

 
112,480


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma 30Yr
3.00
%
12/1/2042
327,755

 
329,645

 
Fnma 30Yr
3.00
%
1/1/2043
629,483

 
633,114

 
Fnma 30Yr
3.00
%
2/1/2043
686,061

 
690,520

 
Fnma 30Yr
3.00
%
7/1/2043
460,454

 
463,446

 
Fnma 30Yr
3.50
%
3/1/2043
595,384

 
616,113

 
Fnma 30Yr
3.00
%
10/1/2043
204,458

 
205,787

 
Fnma 15Yr
3.00
%
8/1/2028
397,989

 
407,138

 
Fnma 30Yr
4.00
%
9/1/2044
495,865

 
520,602

 
Fnma 30Yr
4.00
%
7/1/2045
426,304

 
447,277

 
Fnma 30Yr
3.50
%
6/1/2045
1,441,442

 
1,486,764

 
Fnma 30Yr
4.00
%
12/1/2045
810,523

 
850,397

 
Fnma 30Yr
3.50
%
4/1/2046
872,048

 
899,704

 
Fnma 15Yr
2.00
%
8/1/2031
353,295

 
344,721

 
Fnma 30Yr
2.50
%
9/1/2046
477,254

 
461,702

 
Fnma 20Yr
3.00
%
11/1/2036
895,791

 
913,352

 
Fnma 30Yr
3.00
%
12/1/2046
197,984

 
198,580

 
Fnma 30Yr
3.00
%
1/1/2047
496,005

 
497,499

 
Fnma 15Yr
2.50
%
7/1/2028
258,905

 
260,971

 
Fnma 30Yr
3.00
%
9/1/2043
153,857

 
154,857

 
Fnma 15Yr
2.50
%
8/1/2028
272,930

 
275,108

 
Fnma 15Yr
2.50
%
8/1/2028
24,675

 
24,872

 
Fnma 15Yr
3.00
%
11/1/2028
203,397

 
208,072

 
Fnma 30Yr
4.00
%
10/1/2043
196,185

 
206,946


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma 15Yr
2.50
%
2/1/2029
239,834

 
240,721

 
Fnma 15Yr
3.50
%
7/1/2027
549,014

 
570,906

 
Fnma 30Yr
5.50
%
4/1/2034
132,558

 
146,192

 
Fnma 30Yr
5.00
%
4/1/2034
637,271

 
689,774

 
Fnma 30Yr
5.50
%
9/1/2034
127,820

 
140,896

 
Fnma 30Yr
5.00
%
7/1/2035
187,483

 
203,456

 
Fnma 30Yr
5.50
%
2/1/2035
227,463

 
250,860

 
Fnma 30Yr
6.50
%
12/1/2037
87,354

 
97,313

 
Fnma 30Yr
6.00
%
5/1/2038
384,967

 
433,808

 
Fnma 30Yr
4.00
%
9/1/2040
230,840

 
244,015

 
Fnma 30Yr
5.50
%
3/1/2038
135,001

 
148,720

 
Fnma 30Yr
4.00
%
3/1/2039
76,618

 
80,963

 
Fnma 30Yr
4.50
%
2/1/2041
798,097

 
859,506

 
Fnma 30Yr
4.50
%
3/1/2041
318,063

 
342,536

 
Fnma 30Yr
3.50
%
5/1/2042
627,470

 
648,481

 
Fnma 30Yr
3.50
%
9/1/2042
231,859

 
239,623

 
Fnma 30Yr
3.50
%
6/1/2042
1,548,160

 
1,600,000

 
Fnma 15Yr
2.50
%
9/1/2027
976,174

 
985,730

 
Fnma 30Yr
3.00
%
10/1/2042
330,456

 
332,362

 
Fnma 30Yr
3.50
%
11/1/2042
857,907

 
886,634

 
Fnma 30Yr
3.00
%
12/1/2042
890,029

 
895,163

 
Fnma 30Yr
3.00
%
1/1/2043
156,207

 
157,108

 
Fnma 30Yr
3.00
%
1/1/2043
459,990

 
462,643


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma 30Yr
3.00
%
1/1/2043
641,419

 
645,118

 
Fnma 30Yr
3.00
%
3/1/2043
707,601

 
712,200

 
Fnma 30Yr
4.50
%
9/1/2039
136,250

 
147,446

 
Fnma 20Yr
4.50
%
6/1/2031
219,336

 
234,141

 
Fnma 15Yr
3.50
%
3/1/2026
53,353

 
55,481

 
Fnma 30Yr
3.50
%
1/1/2046
487,166

 
502,483

 
Fnma 30Yr
3.00
%
1/1/2047
414,966

 
416,216

 
Fnma 15Yr
3.50
%
2/1/2026
113,397

 
117,919

 
Fnma 30Yr
4.00
%
7/1/2040
109,003

 
115,185

 
Fnma 30Yr
3.50
%
6/1/2039
172,237

 
178,626

 
Fnma 15Yr
3.50
%
10/1/2025
56,872

 
59,226

 
Fnma 30Yr
4.00
%
10/1/2040
81,251

 
85,889

 
Gnma 30Yr
3.50
%
1/15/2042
426,885

 
444,869

 
Gnma 30Yr
3.00
%
11/15/2042
597,947

 
606,878

 
Gnma2 30Yr
4.00
%
4/20/2042
137,361

 
144,397

 
Gnma2 30Yr
3.00
%
8/20/2042
248,116

 
252,433

 
Gnma2 30Yr
3.50
%
8/20/2042
796,969

 
831,479

 
Gnma2 30Yr
3.00
%
9/20/2042
501,054

 
509,773

 
Gnma2 30Yr
3.50
%
9/20/2042
622,957

 
649,932

 
Gnma2 30Yr
3.50
%
10/20/2042
617,649

 
644,394

 
Gnma2 30Yr
3.00
%
12/20/2042
256,039

 
260,494

 
Gnma2 30Yr
3.00
%
1/20/2043
361,990

 
368,289

 
Gnma2 30Yr
3.50
%
5/20/2043
762,790

 
795,665


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Gnma2 30Yr
4.50
%
6/20/2044
437,130

 
462,407

 
Gnma2 30Yr
3.50
%
10/20/2044
823,504

 
857,258

 
Gnma2 30Yr
4.00
%
10/20/2044
428,673

 
450,209

 
Gnma2 30Yr
3.00
%
12/20/2044
213,249

 
216,500

 
Gnma2 30Yr
3.50
%
4/20/2045
1,123,522

 
1,169,467

 
Gnma2 30Yr
3.50
%
6/20/2045
423,811

 
441,142

 
Gnma2 30Yr
3.00
%
8/20/2045
451,673

 
457,278

 
Gnma2 30Yr
3.00
%
9/20/2045
443,768

 
449,144

 
Gnma2 30Yr
4.00
%
12/20/2045
1,062,910

 
1,115,690

 
Gnma2 30Yr
3.50
%
9/20/2046
462,306

 
479,956

 
Gnma2 30Yr
3.00
%
10/20/2046
1,360,356

 
1,376,879

 
Gnma2 30Yr
4.00
%
10/20/2046
222,656

 
233,518

 
Gnma2 30Yr
3.50
%
11/20/2046
177,042

 
183,801

 
Gnma2 30Yr
4.00
%
11/20/2046
277,285

 
290,812

 
Gnma2 30Yr
2.50
%
12/20/2046
271,413

 
265,376

 
Gnma2 30Yr
3.00
%
12/20/2046
1,397,272

 
1,414,244

 
Gnma2 30Yr
3.50
%
12/20/2046
1,557,177

 
1,616,626

 
Gnma2 30Yr
4.00
%
3/20/2047
733,898

 
767,562

 
Gnma 30Yr
3.50
%
5/15/2043
284,177

 
296,836

 
Gnma 30Yr
3.00
%
3/15/2043
309,824

 
314,526

 
Gnma2 15Yr
3.00
%
3/20/2027
147,495

 
151,201

 
Gnma2 30Yr
5.00
%
8/20/2039
88,185

 
95,428

 
Gnma2 30Yr
4.50
%
5/20/2040
373,836

 
398,988


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Gnma2 30Yr
4.50
%
7/20/2040
227,242

 
242,531

 
Gnma2 30Yr
4.00
%
9/20/2040
276,331

 
290,900

 
Gnma2 30Yr
4.00
%
10/20/2040
421,270

 
443,480

 
Gnma2 30Yr
4.50
%
10/20/2040
240,503

 
256,685

 
Gnma2 30Yr
4.50
%
12/20/2040
340,572

 
363,486

 
Gnma2 30Yr
4.00
%
2/20/2041
91,453

 
96,037

 
Gnma2 30Yr
4.00
%
1/20/2041
166,165

 
174,493

 
Gnma2 30Yr
4.00
%
3/20/2041
253,420

 
266,121

 
Gnma2 30Yr
5.00
%
4/20/2041
302,968

 
330,234

 
Gnma2 30Yr
4.50
%
8/20/2041
298,295

 
319,208

 
Gnma2 30Yr
4.50
%
7/20/2041
101,751

 
108,884

 
Gnma 30Yr
4.50
%
11/15/2039
178,989

 
190,616

 
Gnma 30Yr
4.50
%
4/15/2040
360,543

 
382,144

 
Gnma 30Yr
5.00
%
5/15/2035
99,638

 
108,528

 
Gnma 30Yr Platinum
5.00
%
7/15/2039
160,012

 
175,502

 
Gnma 30Yr
5.50
%
4/15/2038
89,441

 
99,016

 
Gnma 30Yr
5.50
%
6/15/2038
146,211

 
161,862

 
Fnma 30Yr Tba(Reg A)
3.00
%
1/11/2018
1,497,634

 
1,498,724

 
Fnma 30Yr Tba(Reg A)
4.00
%
1/11/2018
1,497,634

 
1,567,830

 
Fnma 30Yr Tba(Reg A)
3.50
%
1/11/2018
499,211

 
513,081

 
Fgold 30Yr Tba(Reg A)
4.00
%
1/11/2018
249,606

 
261,325

 
Fgold 30Yr Tba(Reg A)
3.50
%
1/11/2018
1,248,029

 
1,282,914

 
Fnma 15Yr Tba(Reg B)
3.00
%
2/15/2018
748,817

 
762,870


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma 30Yr Tba(Reg A)
3.50
%
2/13/2018
499,211

 
512,369

 
Fgold 30Yr Tba(Reg A)
3.50
%
2/13/2018
499,211

 
512,469

 
Chait_12-A7
2.16
%
9/15/2024
299,527

 
296,008

 
Chait_14-A2
2.77
%
3/15/2023
399,369

 
405,723

 
Comm_15-Pc1
3.62
%
7/10/2050
499,211

 
518,595

 
Comm_15-Cr25
3.51
%
8/10/2048
698,896

 
722,742

 
Comm_15-Cr26
3.63
%
10/10/2048
748,817

 
781,923

 
Comm_16-Dc2
3.50
%
2/10/2049
499,211

 
515,565

 
Comm_16-Dc2
3.77
%
2/10/2049
698,896

 
734,150

 
Csail_15-C3
3.45
%
8/15/2048
499,211

 
511,837

 
Csail_16-C7
3.21
%
11/15/2049
499,211

 
503,272

 
Fna_14-M9
3.10
%
7/25/2024
459,275

 
473,290

 
Fna_17-M1
2.42
%
10/25/2026
399,369

 
386,923

 
Fhms_K038
3.39
%
3/25/2024
998,423

 
1,046,243

 
Jpmcc_13-C10
2.88
%
12/15/2047
247,943

 
250,598

 
Jpmbb_15-C30
3.55
%
7/15/2048
798,738

 
827,448

 
Msbam_15-C23
3.45
%
7/15/2050
998,423

 
1,030,673

 
Msbam_15-C26
3.21
%
10/15/2048
209,669

 
211,225

 
Msbam_15-C24
3.73
%
5/15/2048
998,423

 
1,049,996

 
Msbam_15-C25
3.37
%
10/15/2048
698,896

 
717,462

 
Chubb Ina Hldgs Inc
2.70
%
3/13/2023
254,598

 
254,987

 
Chubb Ina Hldgs Inc
3.35
%
5/15/2024
174,724

 
180,714

 
Chubb Ina Hldgs Inc
2.30
%
11/3/2020
99,842

 
100,054


*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, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Aetna Inc
2.75
%
11/15/2022
134,787

 
133,956

 
American Intl Grp Inc
4.13
%
2/15/2024
279,558

 
299,738

 
Arch Cap Fin Llc
4.01
%
12/15/2026
24,961

 
26,031

 
Axis Specialty Fin Llc
5.88
%
6/1/2020
194,692

 
209,329

 
Bnp Paribas Sa
2.38
%
5/21/2020
214,661

 
215,496

 
Bank Of Amer Corp
3.30
%
1/11/2023
594,062

 
616,982

 
Bank Of Amer Corp
4.13
%
1/22/2024
524,172

 
567,038

 
Bank Of Amer Corp
4.00
%
4/1/2024
129,795

 
138,508

 
Bank Of Amer Corp
4.00
%
1/22/2025
179,716

 
190,144

 
Bank Of Amer Corp
3.95
%
4/21/2025
349,448

 
364,055

 
Bank Of Amer Corp
3.42
%
12/20/2028
235,628

 
235,926

*
Bank Of Ny Mellon Corp
3.40
%
5/15/2024
129,795

 
135,250

 
Barclays Plc
4.38
%
1/12/2026
199,685

 
211,817

 
Barclays Plc
4.34
%
1/10/2028
199,685

 
210,781

 
Berkshire Hathaway Inc
2.75
%
3/15/2023
514,188

 
521,714

 
Boston Properties Lp
3.85
%
2/1/2023
179,716

 
190,106

 
Cigna Corp
4.38
%
12/15/2020
109,827

 
115,270

 
Cigna Corp
4.00
%
2/15/2022
109,827

 
116,358

 
Capital One Bk Usa Na
3.38
%
2/15/2023
144,771

 
148,046

 
Capital One Na
2.95
%
7/23/2021
129,795

 
132,249

 
Commonwealth Bk Of Au
2.30
%
3/12/2020
209,669

 
211,251

 
Coventry Hlth Care Inc
5.45
%
6/15/2021
269,574

 
292,486

 
Credit Suisse Grp Fdg Guernsey Ltd
3.75
%
3/26/2025
249,606

 
257,165


*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

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Credit Suisse Grp Fdg Guernsey Ltd
4.55
%
4/17/2026
249,606

 
269,551

 
Credit Suisse Ny
4.38
%
8/5/2020
249,606

 
265,973

 
Discover Finl Svcs
3.85
%
11/21/2022
364,424

 
375,874

 
Goldman Sachs Grp Inc
6.00
%
6/15/2020
9,984

 
10,822

 
Goldman Sachs Grp Inc
3.85
%
7/8/2024
29,953

 
31,623

 
Goldman Sachs Grp Inc
5.75
%
1/24/2022
74,882

 
84,909

 
Goldman Sachs Grp Inc
3.63
%
1/22/2023
549,133

 
576,062

 
Goldman Sachs Grp Inc
3.85
%
1/26/2027
504,204

 
526,003

 
Goldman Sachs Grp Inc
3.50
%
11/16/2026
169,732

 
171,467

 
Goldman Sachs Grp Inc
3.50
%
1/23/2025
244,614

 
252,243

 
Goldman Sachs Grp Inc
3.75
%
5/22/2025
104,834

 
108,432

 
Government Properties Income Tr
3.75
%
8/15/2019
59,905

 
61,257

 
Hsbc Hldgs Plc
4.88
%
1/14/2022
224,645

 
246,783

 
Hsbc Bk Usa Na
4.88
%
8/24/2020
349,448

 
375,565

 
Hartford Finl Svcs Grp Inc
5.50
%
3/30/2020
239,621

 
258,722

 
Hartford Finl Svcs Grp Inc
5.13
%
4/15/2022
144,771

 
159,552

 
Jpmorgan Chase & Co
4.35
%
8/15/2021
199,685

 
215,071

 
Jpmorgan Chase & Co
3.20
%
1/25/2023
209,669

 
216,770

 
Jpmorgan Chase & Co
3.88
%
2/1/2024
324,487

 
346,256

 
Jpmorgan Chase & Co
3.63
%
5/13/2024
399,369

 
417,198

 
Jpmorgan Chase & Co
3.88
%
9/10/2024
194,692

 
205,414

 
Jpmorgan Chase & Co
3.13
%
1/23/2025
624,014

 
636,011

 
Jpmorgan Chase & Co
3.90
%
7/15/2025
274,566

 
292,776


*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

82

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Keycorp
5.10
%
3/24/2021
69,890

 
76,278

 
Marsh & Mclennan Cos Inc
3.50
%
6/3/2024
124,803

 
129,290

 
Metlife Inc
4.37
%
9/15/2023
9,984

 
10,800

 
Morgan Stanley
4.00
%
7/23/2025
414,345

 
441,115

 
Morgan Stanley
3.88
%
4/29/2024
798,738

 
839,277

 
Morgan Stanley
3.88
%
1/27/2026
319,495

 
338,328

 
Morgan Stanley
5.50
%
7/28/2021
84,866

 
$
94,814

 
Nomura Hldgs Inc
2.75
%
3/19/2019
269,574

 
$
273,691

 
Pnc Finl Svcs Grp Inc
3.90
%
4/29/2024
54,913

 
$
57,869

 
Pnc Finl Svcs Grp Inc
4.38
%
8/11/2020
74,882

 
$
79,957

 
Pnc Bk Na
3.25
%
6/1/2025
249,606

 
$
254,008

 
Santander Uk Grp Hldgs Plc
2.88
%
10/16/2020
124,803

 
125,963

 
Santander Uk Plc
2.35
%
9/10/2019
129,795

 
130,787

 
Select Income Reit
2.85
%
2/1/2018
59,905

 
60,617

 
Simon Property Grp Lp
3.75
%
2/1/2024
499,211

 
527,339

 
Svenska Handelsbanken Ab
2.50
%
1/25/2019
249,606

 
253,271

 
Travelers Cos Inc
5.80
%
5/15/2018
279,558

 
285,566

 
Ubs Ag Stamford
2.38
%
8/14/2019
249,606

 
252,066

 
Us Bancorp
3.70
%
1/30/2024
114,819

 
122,369

 
Us Bancorp
2.63
%
1/24/2022
374,409

 
380,844

 
Unitedhealth Grp Inc
4.70
%
2/15/2021
119,811

 
129,528

 
Unitedhealth Grp Inc
3.75
%
7/15/2025
79,874

 
85,571

 
Unitedhealth Grp Inc
3.10
%
3/15/2026
69,890

 
71,044


*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

83

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Unitedhealth Grp Inc
2.95
%
10/15/2027
174,724

 
175,159

 
Ventas Realty Lp
3.85
%
4/1/2027
124,803

 
128,303

 
Wellpoint Inc
3.13
%
5/15/2022
399,369

 
404,490

 
Wellpoint Inc
3.30
%
1/15/2023
114,819

 
118,250

 
Wells Fargo & Co
2.10
%
7/26/2021
249,606

 
247,684

 
Wells Fargo & Co
4.13
%
8/15/2023
14,976

 
16,027

 
Abb Fin Usa Inc
2.88
%
5/8/2022
39,937

 
40,774

 
At&T Inc
5.50
%
2/1/2018
99,842

 
102,416

 
At&T Inc
3.60
%
2/17/2023
574,093

 
594,973

 
At&T Inc
4.45
%
4/1/2024
259,590

 
277,485

 
At&T Inc
3.90
%
8/14/2027
284,551

 
290,890

 
Abbott Labs
2.55
%
3/15/2022
84,866

 
84,627

 
Abbott Labs
3.25
%
4/15/2023
94,850

 
96,828

 
Abbvie Inc
3.60
%
5/14/2025
309,511

 
319,657

 
Actavis Fdg Scs
3.80
%
3/15/2025
344,456

 
354,527

 
Agrium Inc
3.50
%
6/1/2023
159,748

 
164,349

 
Altria Grp Inc
4.00
%
1/31/2024
239,621

 
258,230

 
Amazoncom Inc
2.80
%
8/22/2024
84,866

 
85,459

 
American Airlines Inc
3.70
%
10/1/2026
37,323

 
38,508

 
American Airlines Inc
4.95
%
1/15/2023
145,666

 
158,346

 
Amgen Inc
3.45
%
10/1/2020
149,763

 
155,195

 
Amgen Inc
3.63
%
5/22/2024
74,882

 
78,095

 
Amgen Inc
2.65
%
5/11/2022
269,574

 
269,841


*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

84

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Anadarko Petroleum Corp
5.55
%
3/15/2026
49,921

 
56,826

 
Anheuser Busch Inbev Worldwide Inc
5.38
%
1/15/2020
678,928

 
737,040

 
Anheuser Busch Inbev Fin Inc
3.30
%
2/1/2023
54,913

 
56,947

 
Apache Corp
3.25
%
4/15/2022
129,795

 
131,665

 
Apple Inc
2.40
%
5/3/2023
349,448

 
347,203

 
Apple Inc
3.25
%
2/23/2026
624,014

 
644,055

 
Autozone Inc
2.88
%
1/15/2023
99,842

 
100,704

 
Bat Cap Corp
3.22
%
8/15/2024
304,519

 
308,213

 
Bp Cap Markets Plc
4.75
%
3/10/2019
134,787

 
140,945

 
Bp Cap Markets Plc
3.25
%
5/6/2022
269,574

 
277,645

 
Baxalta Inc
4.00
%
6/23/2025
294,535

 
304,687

 
Becton Dickinson & Co
3.73
%
12/15/2024
179,716

 
184,363

 
British Telecom Plc
5.95
%
1/15/2018
269,574

 
277,331

 
Buckeye Partners Lp
2.65
%
11/15/2018
39,937

 
40,188

 
Burlington Northern Santa Fe Llc
3.40
%
9/1/2024
154,756

 
162,045

 
Burlington Northern Santa Fe Corp
5.75
%
3/15/2018
209,669

 
214,793

 
Cbs Corp
4.30
%
2/15/2021
49,921

 
52,972

 
Cvs Hlth Corp
3.88
%
7/20/2025
314,503

 
329,348

 
Ca Inc
3.60
%
8/1/2020
114,819

 
119,092

 
Canadian Natl Railway Co
5.55
%
3/1/2019
199,685

 
210,983

 
Cardinal Hlth Inc
4.63
%
12/15/2020
124,803

 
131,841

 
Cardinal Hlth Inc
3.20
%
6/15/2022
4,992

 
5,026

 
Caterpillar Inc
3.90
%
5/27/2021
204,677

 
215,998


*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

85

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Caterpillar Inc
2.60
%
6/26/2022
54,913

 
54,946

 
Celgene Corp
3.63
%
5/15/2024
169,732

 
175,345

 
Cenovus Energy Inc
4.25
%
4/15/2027
39,937

 
40,199

 
Charter Comms Operating Llc
4.91
%
7/23/2025
319,495

 
346,566

 
Chevron Corp
2.36
%
12/5/2022
139,779

 
138,908

 
Chevron Corp
3.19
%
6/24/2023
89,858

 
92,397

 
Cintas Corp No 2
3.70
%
4/1/2027
124,803

 
131,016

 
Cisco Systems Inc
3.00
%
6/15/2022
89,858

 
91,716

 
Cisco Systems Inc
1.85
%
9/20/2021
74,882

 
73,878

 
Coca Cola Co
3.15
%
11/15/2020
124,803

 
128,710

 
Comcast Corp
3.60
%
3/1/2024
304,519

 
321,115

 
Comcast Corp
3.00
%
2/1/2024
239,621

 
244,203

 
Conocophillips Co
2.40
%
12/15/2022
204,677

 
202,515

 
Continental Airlines Inc
4.15
%
4/11/2024
62,183

 
65,555

 
Continental Airlines Inc
4.00
%
10/29/2024
83,599

 
87,715

 
John Deere Cap Corp
2.80
%
1/27/2023
159,748

 
162,621

 
John Deere Cap Corp
2.80
%
3/6/2023
169,732

 
171,912

 
Delta Air Lines Inc
6.82
%
8/10/2022
50,769

 
59,106

 
Diamond Fin Corp 1 & 2
3.48
%
6/1/2019
479,243

 
486,638

 
Walt Disney Co
2.75
%
8/16/2021
99,842

 
102,376

 
Walt Disney Co
1.85
%
7/30/2026
134,787

 
124,483

 
Discovery Comm Llc
5.63
%
8/15/2019
39,937

 
42,741

 
Discovery Comm Llc
3.95
%
3/20/2028
124,803

 
125,506


*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

86

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Dominion Gas Hldgs Llc
3.55
%
11/1/2023
64,897

 
66,626

 
Dow Chemical Co
8.55
%
5/15/2019
139,779

 
152,933

 
Dow Chemical Co
3.00
%
11/15/2022
274,566

 
277,074

 
Dupont Ei De Nemours & Co
4.63
%
1/15/2020
189,700

 
202,937

 
Dupont Ei De Nemours & Co
2.80
%
2/15/2023
79,874

 
80,542

 
Eog Resources Inc
4.10
%
2/1/2021
119,811

 
126,971

 
Eog Resources Inc
3.15
%
4/1/2025
34,945

 
35,090

 
Eastman Chemical Co
3.80
%
3/15/2025
173,726

 
183,068

 
Ecolab Inc
4.35
%
12/8/2021
110,825

 
118,271

 
Enterprise Products Operating Llc
3.35
%
3/15/2023
379,401

 
390,621

 
Equifax Inc
3.30
%
12/15/2022
84,866

 
84,440

 
Express Scripts Hldg Co
4.50
%
2/25/2026
79,874

 
86,021

 
Exxon Mobil Corp
2.40
%
3/6/2022
139,779

 
140,626

 
Exxon Mobil Corp
3.04
%
3/1/2026
299,527

 
307,190

 
Fidelity Natl Information Svcs Inc
3.88
%
6/5/2024
37,940

 
39,710

 
Fidelity Natl Information Svcs Inc
4.50
%
10/15/2022
78,875

 
85,180

 
Fiserv Inc
3.85
%
6/1/2025
174,724

 
182,829

 
Ford Motor Cr Co Llc
4.13
%
8/4/2025
124,803

 
131,180

 
Ford Motor Cr Co Llc
2.55
%
10/5/2018
49,921

 
50,371

 
Ford Motor Cr Co Llc
3.81
%
1/9/2024
429,322

 
446,093

 
Fortune Brands Home & Sec Inc
3.00
%
6/15/2020
104,834

 
105,920

 
General Dynamics Corp
2.25
%
11/15/2022
179,716

 
177,913

 
General Elec Co
2.70
%
10/9/2022
454,282

 
456,381


*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

87

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
General Elec Co
4.65
%
10/17/2021
99,842

 
108,449

 
General Elec Co
3.15
%
9/7/2022
289,543

 
297,008

 
General Motors Co
4.88
%
10/2/2023
479,243

 
524,398

 
Gilead Sciences Inc
4.50
%
4/1/2021
254,598

 
274,171

 
Gilead Sciences Inc
3.50
%
2/1/2025
164,740

 
172,778

 
Glaxosmithkline Cap Inc
2.80
%
3/18/2023
24,961

 
25,378

 
Glaxosmithkline Cap Plc
2.85
%
5/8/2022
14,976

 
15,264

 
Halliburton Co
3.80
%
11/15/2025
89,858

 
93,823

 
Hewlett Packard Co
4.30
%
6/1/2021
169,732

 
178,562

 
Home Depot Inc
3.75
%
2/15/2024
843,667

 
901,456

 
Home Depot Inc
2.63
%
6/1/2022
129,795

 
130,803

 
Ingersoll Rand Global Hldg Co Ltd
6.88
%
8/15/2018
189,700

 
200,121

 
Ingersoll Rand Global Hldg Co Ltd
4.25
%
6/15/2023
139,779

 
149,214

 
Ibm Corp
8.38
%
11/1/2019
229,637

 
258,477

 
Ibm Corp
3.63
%
2/12/2024
199,685

 
211,891

 
International Paper Co
4.75
%
2/15/2022
138,781

 
151,764

 
International Paper Co
3.65
%
6/15/2024
604,046

 
625,014

 
Johnson & Johnson
2.45
%
3/1/2026
424,330

 
417,263

 
Kinder Morgan Energy Partners Lp
4.15
%
2/1/2024
79,874

 
84,220

 
Kraft Foods Grp Inc
5.38
%
2/10/2020
182,711

 
197,429

 
Kraft Heinz Foods Co
3.00
%
6/1/2026
264,582

 
255,263

 
Kroger Co
2.30
%
1/15/2019
44,929

 
45,443

 
Lyb Intl Fin Ii Bv
3.50
%
3/2/2027
49,921

 
50,751


*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

88

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Laboratory Corp Of Amer
3.60
%
2/1/2025
209,669

 
216,114

 
Laboratory Corp Of Amer
3.25
%
9/1/2024
39,937

 
40,464

 
Lockheed Martin Corp
3.10
%
1/15/2023
159,748

 
164,602

 
Lyondellbasell Inds Nv
6.00
%
11/15/2021
254,598

 
284,759

 
Lyondellbasell Inds Nv
5.75
%
4/15/2024
164,740

 
189,752

 
Mplx Lp
4.50
%
7/15/2023
199,685

 
215,114

 
Marriott Intl Inc
3.13
%
6/15/2026
149,763

 
147,523

 
Mastercard Inc
3.38
%
4/1/2024
124,803

 
130,657

 
Mcdonalds Corp
2.63
%
1/15/2022
129,795

 
131,633

 
Mcdonalds Corp
1.88
%
5/29/2019
109,827

 
109,572

 
Mckesson Corp
4.75
%
3/1/2021
199,685

 
214,793

 
Medtronic Inc
3.50
%
3/15/2025
414,345

 
434,091

 
Merck & Co Inc
3.88
%
1/15/2021
504,204

 
535,514

 
Merck & Co Inc
2.80
%
5/18/2023
84,866

 
85,857

 
Microsoft Corp
2.40
%
8/8/2026
599,054

 
583,420

 
Monsanto Co
3.38
%
7/15/2024
99,842

 
102,893

 
Mylan Inc
2.55
%
3/28/2019
49,921

 
50,251

 
Nbcuniversal Media Llc
2.88
%
1/15/2023
109,827

 
112,397

 
Newell Brands Inc
4.20
%
4/1/2026
74,882

 
78,993

 
Noble Energy Inc
4.15
%
12/15/2021
124,803

 
130,277

 
Norfolk Southern Corp
5.75
%
4/1/2018
54,913

 
56,204

 
Norfolk Southern Corp
5.90
%
6/15/2019
379,401

 
399,851

 
Northrop Grumman Corp
5.05
%
8/1/2019
199,685

 
212,856


*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

89

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Novartis Cap Corp
2.40
%
9/21/2022
279,558

 
279,862

 
Occidental Petroleum Corp
4.10
%
2/1/2021
179,716

 
191,294

 
Occidental Petroleum Corp
2.60
%
4/15/2022
89,858

 
90,544

 
Oneok Partners Lp
8.63
%
3/1/2019
184,708

 
202,462

 
Oneok Partners Lp
3.38
%
10/1/2022
49,921

 
50,692

 
Oracle Corp
5.00
%
7/8/2019
164,740

 
175,901

 
Oracle Corp
2.95
%
5/15/2025
264,582

 
266,725

 
Oracle Corp
1.90
%
9/15/2021
99,842

 
98,825

 
Oracle Corp
2.65
%
7/15/2026
299,527

 
295,684

 
Pepsico Inc
2.75
%
3/5/2022
309,511

 
315,943

 
Pepsico Inc
3.60
%
3/1/2024
139,779

 
148,258

 
Pfizer Inc
3.00
%
12/15/2026
94,850

 
95,549

 
Philip Morris Intl Inc
4.50
%
3/26/2020
84,866

 
89,831

 
Philip Morris Intl Inc
2.63
%
3/6/2023
169,732

 
169,290

 
Procter & Gamble Co
2.30
%
2/6/2022
44,929

 
45,215

 
Procter & Gamble Co
3.10
%
8/15/2023
34,945

 
36,402

 
Raytheon Co
3.13
%
10/15/2020
99,842

 
102,795

 
Raytheon Co
3.15
%
12/15/2024
104,834

 
107,331

 
Republic Svcs Inc
5.50
%
9/15/2019
119,811

 
127,931

 
Rio Tinto Fin Usa Ltd
3.75
%
6/15/2025
64,897

 
68,136

 
Rock Tenn Co
4.90
%
3/1/2022
64,897

 
71,044

 
Rockwell Collins Inc
3.50
%
3/15/2027
199,685

 
205,373

 
Rogers Comm Inc
6.80
%
8/15/2018
149,763

 
158,011


*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

90

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Rogers Comm Inc
3.00
%
3/15/2023
69,890

 
70,383

 
Schlumberger Investment Sa
3.65
%
12/1/2023
69,890

 
73,790

 
Scripps Networks Interactive Inc
3.50
%
6/15/2022
184,708

 
186,857

 
Scripps Networks Interactive Inc
3.95
%
6/15/2025
124,803

 
126,758

 
Shell Intl Fin Bv
4.30
%
9/22/2019
229,637

 
240,597

 
Shell Intl Fin Bv
2.00
%
11/15/2018
653,967

 
656,004

 
Shire Acq Investments Ireland Dac
2.88
%
9/23/2023
139,779

 
138,507

 
Jm Smucker Co
3.50
%
3/15/2025
89,858

 
92,723

 
Stryker Corp
3.38
%
5/15/2024
164,740

 
169,892

 
Thermo Fisher Scientific Inc
3.15
%
1/15/2023
74,882

 
76,905

 
Thermo Fisher Scientific Inc
3.00
%
4/15/2023
104,834

 
106,145

 
Time Warner Inc
4.75
%
3/29/2021
194,692

 
209,594

 
Time Warner Inc
3.55
%
6/1/2024
159,748

 
161,976

 
Time Warner Cable Llc
8.75
%
2/14/2019
134,787

 
148,202

 
Total Cap Intl Sa
2.70
%
1/25/2023
84,866

 
86,345

 
Total System Svcs Inc
4.80
%
4/1/2026
9,984

 
10,922

 
21St Century Fox Amer Inc
6.90
%
3/1/2019
474,251

 
510,071

 
21St Century Fox Amer Inc
3.00
%
9/15/2022
121,808

 
124,664

 
Tyson Foods Inc
3.95
%
8/15/2024
144,771

 
154,412

 
Unilever Cap Corp
4.25
%
2/10/2021
184,708

 
197,864

 
Union Pacific Corp
4.00
%
2/1/2021
234,629

 
249,513

 
United Parcel Svc Inc
5.13
%
4/1/2019
39,937

 
41,933

 
United Parcel Svc Inc
3.13
%
1/15/2021
139,779

 
145,233


*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

91

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
United Technologies Corp
3.10
%
6/1/2022
179,716

 
183,518

 
Verizon Comms Inc
3.38
%
2/15/2025
512,191

 
520,611

 
Viacom Inc
5.63
%
9/15/2019
69,890

 
74,287

 
Viacom Inc
3.13
%
6/15/2022
99,842

 
98,909

 
Viacom Inc
3.88
%
4/1/2024
69,890

 
70,407

 
Waste Mgmt Inc
4.60
%
3/1/2021
79,874

 
86,044

 
Waste Mgmt Inc
2.90
%
9/15/2022
74,882

 
75,945

 
Western Gas Partners Lp
4.00
%
7/1/2022
79,874

 
83,083

 
Williams Partners Lp
4.30
%
3/4/2024
194,692

 
206,632

 
Wyeth Llc
6.45
%
2/1/2024
129,795

 
159,999

 
Xto Energy Inc
5.50
%
6/15/2018
124,803

 
127,182

 
Xylem Inc
4.88
%
10/1/2021
169,732

 
185,130

 
Zimmer Hldgs Inc
2.70
%
4/1/2020
129,795

 
130,735

 
Agl Cap Corp
3.50
%
9/15/2021
179,716

 
185,657

 
Ameren Illinois Co
2.70
%
9/1/2022
104,834

 
106,098

 
American Wtr Cap Corp
2.95
%
9/1/2027
89,858

 
89,967

 
Appalachian Pwr Co
3.30
%
6/1/2027
49,921

 
50,211

 
Baltimore Gas & Elec Co
3.35
%
7/1/2023
84,866

 
88,421

 
Centerpoint Energy Houston Elec
2.25
%
8/1/2022
84,866

 
84,436

 
Commonwealth Edison Co
2.95
%
8/15/2027
139,779

 
139,662

 
Dominion Resources Inc
4.45
%
3/15/2021
109,827

 
117,408

 
Duke Energy In Inc
3.75
%
7/15/2020
99,842

 
105,281

 
Duke Energy Carolinas Llc
2.95
%
12/1/2026
144,771

 
144,040


*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

92

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Emera Us Fin Lp
3.55
%
6/15/2026
109,827

 
110,315

 
Entergy Corp
5.13
%
9/15/2020
194,692

 
$
208,627

 
Entergy Louisiana Llc
2.40
%
10/1/2026
74,882

 
71,334

 
Florida Pwr & Lt Co
2.75
%
6/1/2023
29,953

 
30,094

 
Georgia Pwr Co
2.85
%
5/15/2022
174,724

 
175,638

 
Lg&E & Ku Energy Llc
3.75
%
11/15/2020
99,842

 
103,487

 
National Rural Utils Coop Fin Corp
2.30
%
11/15/2019
134,787

 
135,555

 
Nisource Fin Corp
6.80
%
1/15/2019
14,976

 
16,122

 
Northern States Pwr Co Mn
2.20
%
8/15/2020
104,834

 
105,614

 
Oncor Elec Delivery Co Llc
2.95
%
4/1/2025
119,811

 
120,421

 
Pseg Pwr Llc
3.00
%
6/15/2021
179,716

 
181,535

 
Pacific Gas & Elec Co
3.85
%
11/15/2023
234,629

 
245,840

 
Pacific Gas & Elec Co
3.40
%
8/15/2024
174,724

 
180,300

 
Progress Energy Inc
4.88
%
12/1/2019
249,606

 
262,097

 
Public Svc Co Of Colorado
2.50
%
3/15/2023
9,984

 
9,996

 
Public Svc Elec & Gas Co
2.25
%
9/15/2026
24,961

 
23,644

 
Puget Energy Inc
3.65
%
5/15/2025
84,866

 
87,398

 
San Diego Gas & Elec Co
3.60
%
9/1/2023
119,811

 
125,808

 
Southern Ca Edison Co
3.50
%
10/1/2023
194,692

 
203,331

 
Hydro Quebec
8.05
%
7/7/2024
69,890

 
93,030

 
Quebec Province Of
7.50
%
7/15/2023
89,858

 
114,004

 
Quebec Province Of
7.13
%
2/9/2024
284,551

 
359,545

 
Ca St
6.20
%
3/1/2019
424,330

 
453,645


*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

93

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
University Ca
3.06
%
7/1/2025
474,251

 
486,679

 
America Movil Sab De Cv
5.00
%
3/30/2020
299,527

 
319,469

 
Southern Copper Corp
3.88
%
4/23/2025
124,803

 
130,338

 
Teva Pharmaceutical Fin Co Bv
2.95
%
12/18/2022
214,661

 
192,382

 
Chile Rep Of
3.25
%
9/14/2021
154,756

 
160,738

 
Colombia Rep Of
4.00
%
2/26/2024
199,685

 
209,846

 
Ecopetrol Sa
4.13
%
1/16/2025
44,929

 
46,003

 
Export Import Bk Of Korea
4.38
%
9/15/2021
259,590

 
275,158

 
Israel St Of
4.00
%
6/30/2022
199,685

 
211,550

 
Petroleos Mexicanos
3.50
%
1/30/2023
79,874

 
79,369

 
Petroleos Mexicanos
6.50
%
3/13/2027
199,685

 
222,149

 
Mexico United Mexican States
3.63
%
3/15/2022
269,574

 
282,965

 
Mexico United Mexican States
4.00
%
10/2/2023
95,849

 
101,253

 
Cash
 
 
41,509

 
41,509

 
Wrapper
 
 
 
 
(100,717
)
 
       Fair value of contract
 
 
 
 
251,665,693

 
 
 
 
 
 
 
 
American General Life Contract No. 725840
 
 
 
 
 
 
Irs Usd 1.75000 12/21/16-10Y Cme
1.75
%
12/21/2026
(10,034,149
)
 
524,362

 
U S Treasury Note
2.00
%
6/30/2024
3,993,691

 
3,917,874

 
U S Treasury Note
2.00
%
5/31/2024
599,054

 
587,962

 
U S Treasury Note
2.00
%
7/31/2022
24,961

 
24,774

 
U S Treasury Note
2.13
%
6/30/2022
923,541

 
921,990


*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

94

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
U S Treasury Note
2.00
%
4/30/2024
3,194,953

 
3,137,793

 
U S Treasury Note
1.88
%
4/30/2022
599,054

 
591,975

 
U S Treasury Note
1.75
%
4/30/2022
249,606

 
245,340

 
U S Treasury Note
1.13
%
1/31/2019
4,492,903

 
4,459,206

 
U S Treasury Note
1.75
%
9/30/2022
324,487

 
318,036

 
U S Treasury Note
1.88
%
8/31/2022
349,448

 
344,588

 
U S Treasury Note
1.75
%
3/31/2022
1,497,634

 
1,473,298

 
U S Treasury Note
2.13
%
12/31/2021
1,397,792

 
1,398,283

 
U S Treasury Note
1.75
%
11/30/2019
24,960,571

 
24,900,607

 
U S Treasury Note
1.50
%
7/15/2020
3,494,480

 
3,457,556

 
Fed Home Ln Mtge Glbl Nt (2.5Mmm)
1.63
%
9/29/2020
1,098,265

 
1,086,153

 
Fed Home Ln Mtge Glbl Nt (6Mmm)
1.25
%
10/2/2019
4,492,903

 
4,440,161

 
Fnma Nt (3.5Mmm)
1.75
%
11/26/2019
4,492,903

 
4,478,539

 
Fnma Nt (3Mmm)
1.50
%
2/28/2020
2,995,269

 
2,965,127

 
Fnma Nt (3Mmm)
2.00
%
1/5/2022
3,544,401

 
3,523,078

 
Fnma Glbl Nt (500Mm)
1.25
%
8/23/2019
848,659

 
839,211

 
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
2,618,616

 
2,633,588

 
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
1,304,801

 
1,404,458

 
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
1,652,735

 
1,656,496

 
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
74,283

 
76,418

 
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
3,173,330

 
3,264,585

 
Gnma Ii Tba 4.0% Jan 30Yr Jmbo
4.00
%
1/22/2048
4,043,612

 
4,215,466

 
Fhlmc Tba Gold 3.5% Feb 30Yr
3.50
%
2/13/2048
2,296,373

 
2,354,530


*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

95

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma Tba 5.0% Feb 30Yr
5.00
%
2/13/2048
2,496,057

 
2,680,970

 
Fnma Tba 4.5% Feb 30Yr
4.50
%
2/13/2048
1,996,846

 
2,122,272

 
Fnma Tba 4.0% Mar 30Yr
4.00
%
3/13/2048
2,496,057

 
2,603,106

 
Fnma Tba 4.0% Feb 30Yr
4.00
%
2/13/2048
11,332,099

 
11,835,366

 
Fnma Tba 3.5% Mar 30Yr
3.50
%
3/13/2048
2,496,057

 
2,555,046

 
Fnma Tba 3.5% Feb 30Yr
3.50
%
2/13/2048
4,492,903

 
4,606,103

 
Fnma Tba 3.0% Feb 30Yr
3.00
%
2/13/2048
2,745,663

 
2,742,284

 
Fnma Tba 3.0% Jan 15Yr
3.00
%
1/17/2033
4,642,666

 
4,729,172

 
Woodside Finance Ltd
8.75
%
3/1/2019
199,685

 
213,815

 
Wells Fargo & Company Sr Unsec
3.55
%
9/29/2025
848,659

 
872,001

 
Wells Fargo & Company Sr Unsec
2.47
%
1/24/2023
748,817

 
764,133

 
Verizon Communicationssr Unsec
3.50
%
11/1/2024
1,897,003

 
1,933,836

 
Ubs Group Funding Switze Sr Unsec 144A
2.86
%
8/15/2023
1,747,240

 
1,729,117

 
Toronto-Dominion Bank Sr Unsec
2.13
%
4/7/2021
698,896

 
692,565

 
Toronto-Dominion Bank Sec 144A
2.25
%
3/15/2021
698,896

 
695,347

 
Telstra Corp Ltd Nt 144A
4.80
%
10/12/2021
149,763

 
160,786

 
Tech Data Corp Sr Unsec
3.70
%
2/15/2022
449,290

 
451,103

 
Synchrony Financial Sr Unsec
2.61
%
2/3/2020
998,423

 
1,012,782

 
Svenska Handelsbanken Ab Unsec
2.40
%
10/1/2020
1,248,029

 
1,249,823

 
Sprint Spectrum / Spec I Sec 144A
3.36
%
3/20/2023
327,607

 
330,474

 
Societe Generale Sr Unsec 144A
2.63
%
9/16/2020
1,098,265

 
1,101,570

 
Santander Uk Group Hldgs Sr Unsec
2.88
%
8/5/2021
1,048,344

 
1,047,034

 
Royal Bank Of Canada Covered
2.20
%
9/23/2019
499,211

 
499,134


*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

96

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Royal Bank Of Canada
1.88
%
2/5/2020
1,098,265

 
1,089,646

 
Ppl Wem Holdings Plc Sr Unsec 144A
5.38
%
5/1/2021
449,290

 
481,860

 
Oracle Corp Sr Unsec
2.95
%
11/15/2024
998,423

 
1,006,490

 
Nissan Motor Acceptance Sr Unsec 144A
2.15
%
9/28/2020
199,685

 
198,112

 
Nissan Motor Acceptance Sr Unsec 144A
2.25
%
1/13/2020
998,423

 
996,922

 
New York Life Global Fdg Sec 144A
2.00
%
4/13/2021
199,685

 
197,161

 
New York Life Global Fdg 144A
1.95
%
2/11/2020
1,048,344

 
1,041,859

 
Nationwide Bldg Society Sr Unsec 144A
2.45
%
7/27/2021
549,133

 
544,984

 
National Australia Bk/Ny Sr Unsec
1.88
%
7/12/2021
1,347,871

 
1,319,810

 
Metlife Inc Sr Unsec A
6.82
%
8/15/2018
998,423

 
1,027,782

 
Massmutual Global Fundin Sec 144A
2.00
%
4/15/2021
823,699

 
811,257

 
Mufg Americas Hldgs Corp Sr Unsec
2.25
%
2/10/2020
948,502

 
943,640

 
Lloyds Banking Group Plc Sr Unsec
2.91
%
11/7/2023
698,896

 
693,684

 
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
848,659

 
880,170

 
Jackson Natl Life Global Sec 144A
2.25
%
4/29/2021
249,606

 
247,062

 
Jpmorgan Chase & Co Sr Unsec
3.13
%
1/23/2025
3,095,111

 
3,115,024

 
Iberdrola Fin Ireland Co Gtd 144A
5.00
%
9/11/2019
500,210

 
520,916

 
Ing Bank Nv Covered Sec 144A
2.63
%
12/5/2022
673,935

 
675,355

 
Hsbc Holdings Plc Sr Unsec
5.10
%
4/5/2021
1,897,003

 
2,039,117

 
Guardian Life Glob Sec 144A
2.00
%
4/26/2021
998,423

 
978,507

 
Goldman Sachs Group Inc Sr Unsec
3.50
%
1/23/2025
2,845,505

 
2,893,168

 
Goldman Sachs Group Inc Sr Unsec
2.91
%
6/5/2023
299,527

 
297,842

 
General Motors Finl Co Sr Unsec
2.35
%
10/4/2019
199,685

 
199,182


*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

97

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
General Electric Co Sr Unsec
2.70
%
10/9/2022
2,995,269

 
2,992,678

 
Enterprise Products Oper Co Gtd
6.50
%
1/31/2019
399,369

 
417,438

 
Energy Transfer Partners Sr Unsec
4.15
%
10/1/2020
571,098

 
590,102

 
Enbridge Inc Sr Unsec
1.75
%
1/10/2020
798,738

 
800,075

 
Electricite De France Sr Unsec 144A
2.15
%
1/22/2019
299,527

 
299,611

 
Electricite De France Nt 144A
6.50
%
1/26/2019
848,659

 
887,856

 
Dominion Energy Gas Hldg Llc Sr Unsec
2.80
%
11/15/2020
673,935

 
679,563

 
Deutsche Bank Ag Sr Unsec
4.25
%
10/14/2021
698,896

 
727,741

 
Daimler Finance Na Llc Sr Unsec 144A
1.50
%
7/5/2019
1,048,344

 
1,036,309

 
Crown Castle Towers Llc Co Gtd 144A
4.88
%
8/15/2040
449,290

 
470,186

 
Rabobank Nederland Nt
4.50
%
1/11/2021
1,996,846

 
2,117,453

 
Commonwealth Bank Aust 144A
1.75
%
11/7/2019
1,098,265

 
1,087,355

 
Caterpillar Finl Service Sr Unsec Mtn
1.90
%
3/22/2019
748,817

 
747,810

 
Sky Plc Sr Unsec 144A
2.63
%
9/16/2019
269,574

 
270,211

 
Bnp Paribas Sr Unsec 144A
2.95
%
5/23/2022
599,054

 
600,971

 
Barclays Plc Sr Unsec
3.20
%
8/10/2021
698,896

 
703,518

 
Banque Fed Cred Mutuel Sr Unsec 144A
2.00
%
4/12/2019
499,211

 
497,466

 
Bank Of Nova Scotia Sec
1.88
%
4/26/2021
2,196,530

 
2,154,811

 
Bank Of America
3.42
%
12/20/2028
899,080

 
900,405

 
Bank Of America Corp Sr Unsec
4.00
%
4/1/2024
998,423

 
1,056,334

 
Bp Capital Markets Plc Co Gtd
4.74
%
3/11/2021
1,248,029

 
1,337,036

 
Aviation Capital Group Nt 144A
7.13
%
10/15/2020
748,817

 
835,166

 
American Tower Corp Sr Unsec
5.90
%
11/1/2021
299,527

 
331,601


*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

98

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Aig Inc
6.40
%
12/15/2020
549,133

 
609,192

 
American Honda Finance Sr Unsec
1.74
%
11/5/2021
1,497,634

 
1,499,565

 
At&T Inc Sr Unsec
3.40
%
5/15/2025
848,659

 
835,707

 
Bab Ut St-B
3.54
%
7/1/2025
1,023,383

 
1,067,860

 
Univ Of Pittsburgh Pa
2.32
%
9/15/2021
1,148,186

 
1,147,681

 
Port Seattle-Txbl-B1
7.00
%
5/1/2019
998,423

 
1,062,392

 
Ny St Urban Dev-B
2.10
%
3/15/2022
1,996,846

 
1,989,298

 
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
848,659

 
965,630

 
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
299,527

 
339,343

 
Kfw Sr Unsec
1.50
%
2/6/2019
723,857

 
720,698

 
Industry Pub Facs-A
4.34
%
7/1/2024
499,211

 
533,897

 
European Investment Bank Sr Unsec
2.00
%
3/15/2021
1,123,226

 
1,116,288

 
Cobb-Marietta Coliseu
2.55
%
7/1/2021
624,014

 
628,239

 
Vm Cash Ccp Cme Rdr Usd
0.01
%
12/31/2060
37,181

 
37,181

 
U S Treasury Repo
1.50
%
1/3/2018
39,088,254

 
39,088,254

 
U S Treasury Repo
1.68
%
1/2/2018
17,871,769

 
17,871,769

 
U S Treasury Repo
1.67
%
1/2/2018
14,976,343

 
14,976,343

 
U S Tips Repo
1.69
%
1/2/2018
6,140,300

 
6,140,300

 
Irs Usd 1.25000 12/21/16-2Y Cme
1.25
%
12/21/2018
17,821,848

 
(107,705
)
 
Irs Usd 1.25000 06/15/16-2Y Cme
1.25
%
6/15/2018
22,564,356

 
(46,738
)
*
Collective Us Govt Stif 15 Bps
—
%
12/1/2030
260,571

 
260,571

 
U S Treasury Note
1.00
%
11/30/2018
4,542,824

 
4,510,971

 
Scslc 2005 A3 3Mlib+14Bp
1.62
%
12/1/2023
186,385

 
186,383


*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

99

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Slma 2006-6 A3 3Mlib+11Bp
1.48
%
10/27/2025
247,911

 
247,774

 
Slma 2006-5 A5 3Mlib+11Bp
1.48
%
1/25/2027
231,104

 
230,887

 
Slma 2007-1 A5 3Mlib+9
1.46
%
1/26/2026
312,700

 
312,862

 
Slma 2006-8 A5 3Mlib+11Bp
1.48
%
1/27/2025
1,092,703

 
1,090,913

 
Slma 2005-9 A6 3Mlib+55Bp
1.92
%
10/26/2026
777,650

 
779,752

 
Slma 2005-8 A4 3Mlib
1.92
%
1/25/2028
1,516,238

 
1,523,644

 
Slma 2005-7 A4 3Mlib+15Bp
1.52
%
10/25/2029
890,059

 
884,985

 
Slma 2005-6 A5A 3Mlib+11Bp
1.48
%
7/27/2026
101,868

 
101,873

 
Slma 2005-3 A5
1.46
%
10/25/2024
278,993

 
278,776

 
Slclt 2007-1 A4 3Mlib+6Bp
1.48
%
5/15/2029
736,704

 
729,898

 
Nordea Bank Ab Sr Unsec Frn 144A
2.44
%
9/17/2018
599,054

 
602,139

 
Navsl 2015-3 A1 1Mlib+32Bp
1.87
%
7/25/2030
101,595

 
101,648

 
Navsl 2015-1 A1 1Mlib+30Bp
1.85
%
9/26/2022
66,059

 
66,087

 
Jackson Natl Life Global Sec 144A
1.88
%
10/15/2018
648,975

 
648,399

 
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
60,881

 
66,678

 
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
64,681

 
71,465

 
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
146,624

 
160,586

 
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
467,463

 
513,470

 
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
76,938

 
84,582

 
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
156,363

 
172,490

 
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
60,715

 
66,917

 
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
5,876

 
6,495

 
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
214,007

 
236,997


*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

100

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
119,620

 
132,427

 
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
154,387

 
169,116

 
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
258,523

 
285,812

 
Fnma Pass Thru 30Yr #804303
5.50
%
11/1/2034
13,244

 
14,508

 
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
10,822

 
11,852

 
Fn Arm 793029 Us0006M+158.2 10.869
3.05
%
7/1/2034
340,700

 
353,667

 
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
9,394

 
10,424

 
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
134,083

 
148,372

 
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
136,829

 
149,857

 
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
11,265

 
12,461

 
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
175,095

 
191,767

 
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
42,367

 
46,401

 
Fnma Pass Thru 20Yr #256600
5.50
%
2/1/2027
878

 
961

 
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
273,748

 
299,814

 
Fed Home Ln Mtge Glbl Nt (500Mm)
1.15
%
9/14/2018
1,198,107

 
1,193,513

 
Fh Arm 1Q1534 H15T1Y+223.3 10.15
3.13
%
6/1/2037
444,850

 
468,998

 
Chait 2015-A5 A
1.36
%
4/15/2020
499,211

 
498,687

 
Net Unsettled Trades
 
 
 
 
(79,590,101
)
 
Interest And Dividends Accrued/Receivable
 
 
 
 
953,813

 
Broker Cash Collateral Received
 
 
 
 
(15,493
)
 
Centrally Cleared Swaps (Due To) / Due From Broker
 
 
 
 
(362,932
)
 
Wrapper
 
 
 
 
(49,596
)
 
       Fair value of contract
 
 
 
 
198,947,303


*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

101

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
 
 
 
 
 
 
 
Royal Bank of Canada Contract No. Citigroup01
 
 
 
 
 
 
Irs Usd 1.75000 12/21/16-10Y Cme
1.75
%
12/21/2026
(10,034,149
)
 
524,362

 
U S Treasury Note
2.00
%
6/30/2024
3,993,691

 
3,917,874

 
U S Treasury Note
2.00
%
5/31/2024
599,054

 
587,962

 
U S Treasury Note
2.00
%
7/31/2022
24,961

 
24,774

 
U S Treasury Note
2.13
%
6/30/2022
923,541

 
921,990

 
U S Treasury Note
2.00
%
4/30/2024
3,194,953

 
3,137,793

 
U S Treasury Note
1.88
%
4/30/2022
599,054

 
591,975

 
U S Treasury Note
1.75
%
4/30/2022
249,606

 
245,340

 
U S Treasury Note
1.13
%
1/31/2019
4,492,903

 
4,459,206

 
U S Treasury Note
1.75
%
9/30/2022
324,487

 
318,036

 
U S Treasury Note
1.88
%
8/31/2022
349,448

 
344,588

 
U S Treasury Note
1.75
%
3/31/2022
1,497,634

 
1,473,298

 
U S Treasury Note
2.13
%
12/31/2021
1,397,792

 
1,398,283

 
U S Treasury Note
1.75
%
11/30/2019
24,960,571

 
24,900,607

 
U S Treasury Note
1.50
%
7/15/2020
3,494,480

 
3,457,556

 
Fed Home Ln Mtge Glbl Nt (2.5Mmm)
1.63
%
9/29/2020
1,098,265

 
1,086,153

 
Fed Home Ln Mtge Glbl Nt (6Mmm)
1.25
%
10/2/2019
4,492,903

 
4,440,161

 
Fnma Nt (3.5Mmm)
1.75
%
11/26/2019
4,492,903

 
4,478,539

 
Fnma Nt (3Mmm)
1.50
%
2/28/2020
2,995,269

 
2,965,127

 
Fnma Nt (3Mmm)
2.00
%
1/5/2022
3,544,401

 
3,523,078

 
Fnma Glbl Nt (500Mm)
1.25
%
8/23/2019
848,659

 
839,211


*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

102

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
2,618,616

 
2,633,588

 
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
1,304,801

 
1,404,458

 
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
1,652,735

 
1,656,496

 
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
74,283

 
76,418

 
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
3,173,330

 
3,264,585

 
Gnma Ii Tba 4.0% Jan 30Yr Jmbo
4.00
%
1/22/2048
4,043,612

 
4,215,466

 
Fhlmc Tba Gold 3.5% Feb 30Yr
3.50
%
2/13/2048
2,296,373

 
2,354,530

 
Fnma Tba 5.0% Feb 30Yr
5.00
%
2/13/2048
2,496,057

 
2,680,970

 
Fnma Tba 4.5% Feb 30Yr
4.50
%
2/13/2048
1,996,846

 
2,122,272

 
Fnma Tba 4.0% Mar 30Yr
4.00
%
3/13/2048
2,496,057

 
2,603,106

 
Fnma Tba 4.0% Feb 30Yr
4.00
%
2/13/2048
11,332,099

 
11,835,366

 
Fnma Tba 3.5% Mar 30Yr
3.50
%
3/13/2048
2,496,057

 
2,555,046

 
Fnma Tba 3.5% Feb 30Yr
3.50
%
2/13/2048
4,492,903

 
4,606,103

 
Fnma Tba 3.0% Feb 30Yr
3.00
%
2/13/2048
2,745,663

 
2,742,284

 
Fnma Tba 3.0% Jan 15Yr
3.00
%
1/17/2033
4,642,666

 
4,729,172

 
Woodside Finance Ltd
8.75
%
3/1/2019
199,685

 
213,815

 
Wells Fargo & Company Sr Unsec
3.55
%
9/29/2025
848,659

 
872,001

 
Wells Fargo & Company Sr Unsec
2.47
%
1/24/2023
748,817

 
764,133

 
Verizon Communicationssr Unsec
3.50
%
11/1/2024
1,897,003

 
1,933,836

 
Ubs Group Funding Switze Sr Unsec 144A
2.86
%
8/15/2023
1,747,240

 
1,729,117

 
Toronto-Dominion Bank Sr Unsec
2.13
%
4/7/2021
698,896

 
692,565

 
Toronto-Dominion Bank Sec 144A
2.25
%
3/15/2021
698,896

 
695,347

 
Telstra Corp Ltd Nt 144A
4.80
%
10/12/2021
149,763

 
160,786


*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

103

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Tech Data Corp Sr Unsec
3.70
%
2/15/2022
449,290

 
451,103

 
Synchrony Financial Sr Unsec
2.61
%
2/3/2020
998,423

 
1,012,782

 
Svenska Handelsbanken Ab Unsec
2.40
%
10/1/2020
1,248,029

 
1,249,823

 
Sprint Spectrum / Spec I Sec 144A
3.36
%
3/20/2023
327,607

 
330,474

 
Societe Generale Sr Unsec 144A
2.63
%
9/16/2020
1,098,265

 
1,101,570

 
Santander Uk Group Hldgs Sr Unsec
2.88
%
8/5/2021
1,048,344

 
1,047,034

 
Royal Bank Of Canada Covered
2.20
%
9/23/2019
499,211

 
499,134

 
Royal Bank Of Canada
1.88
%
2/5/2020
1,098,265

 
1,089,646

 
Ppl Wem Holdings Plc Sr Unsec 144A
5.38
%
5/1/2021
449,290

 
481,860

 
Oracle Corp Sr Unsec
2.95
%
11/15/2024
998,423

 
1,006,490

 
Nissan Motor Acceptance Sr Unsec 144A
2.15
%
9/28/2020
199,685

 
198,112

 
Nissan Motor Acceptance Sr Unsec 144A
2.25
%
1/13/2020
998,423

 
996,922

 
New York Life Global Fdg Sec 144A
2.00
%
4/13/2021
199,685

 
197,161

 
New York Life Global Fdg 144A
1.95
%
2/11/2020
1,048,344

 
1,041,859

 
Nationwide Bldg Society Sr Unsec 144A
2.45
%
7/27/2021
549,133

 
544,984

 
National Australia Bk/Ny Sr Unsec
1.88
%
7/12/2021
1,347,871

 
1,319,810

 
Metlife Inc Sr Unsec A
6.82
%
8/15/2018
998,423

 
1,027,782

 
Massmutual Global Fundin Sec 144A
2.00
%
4/15/2021
823,699

 
811,257

 
Mufg Americas Hldgs Corp Sr Unsec
2.25
%
2/10/2020
948,502

 
943,640

 
Lloyds Banking Group Plc Sr Unsec
2.91
%
11/7/2023
698,896

 
693,684

 
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
848,659

 
880,170

 
Jackson Natl Life Global Sec 144A
2.25
%
4/29/2021
249,606

 
247,062

 
Jpmorgan Chase & Co Sr Unsec
3.13
%
1/23/2025
3,095,111

 
3,115,024


*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

104

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Iberdrola Fin Ireland Co Gtd 144A
5.00
%
9/11/2019
500,210

 
520,916

 
Ing Bank Nv Covered Sec 144A
2.63
%
12/5/2022
673,935

 
675,355

 
Hsbc Holdings Plc Sr Unsec
5.10
%
4/5/2021
1,897,003

 
2,039,117

 
Guardian Life Glob Sec 144A
2.00
%
4/26/2021
998,423

 
978,507

 
Goldman Sachs Group Inc Sr Unsec
3.50
%
1/23/2025
2,845,505

 
2,893,168

 
Goldman Sachs Group Inc Sr Unsec
2.91
%
6/5/2023
299,527

 
297,842

 
General Motors Finl Co Sr Unsec
2.35
%
10/4/2019
199,685

 
199,182

 
General Electric Co Sr Unsec
2.70
%
10/9/2022
2,995,269

 
2,992,678

 
Enterprise Products Oper Co Gtd
6.50
%
1/31/2019
399,369

 
417,438

 
Energy Transfer Partners Sr Unsec
4.15
%
10/1/2020
571,098

 
590,102

 
Enbridge Inc Sr Unsec
1.75
%
1/10/2020
798,738

 
800,075

 
Electricite De France Sr Unsec 144A
2.15
%
1/22/2019
299,527

 
299,611

 
Electricite De France Nt 144A
6.50
%
1/26/2019
848,659

 
887,856

 
Dominion Energy Gas Hldg Llc Sr Unsec
2.80
%
11/15/2020
673,935

 
679,563

 
Deutsche Bank Ag Sr Unsec
4.25
%
10/14/2021
698,896

 
727,741

 
Daimler Finance Na Llc Sr Unsec 144A
1.50
%
7/5/2019
1,048,344

 
1,036,309

 
Crown Castle Towers Llc Co Gtd 144A
4.88
%
8/15/2040
449,290

 
470,186

 
Rabobank Nederland Nt
4.50
%
1/11/2021
1,996,846

 
2,117,453

 
Commonwealth Bank Aust 144A
1.75
%
11/7/2019
1,098,265

 
1,087,355

 
Caterpillar Finl Service Sr Unsec Mtn
1.90
%
3/22/2019
748,817

 
747,810

 
Sky Plc Sr Unsec 144A
2.63
%
9/16/2019
269,574

 
270,211

 
Bnp Paribas Sr Unsec 144A
2.95
%
5/23/2022
599,054

 
600,971

 
Barclays Plc Sr Unsec
3.20
%
8/10/2021
698,896

 
703,518


*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

105

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Banque Fed Cred Mutuel Sr Unsec 144A
2.00
%
4/12/2019
499,211

 
497,466

 
Bank Of Nova Scotia Sec
1.88
%
4/26/2021
2,196,530

 
2,154,811

 
Bank Of America
3.42
%
12/20/2028
899,080

 
900,405

 
Bank Of America Corp Sr Unsec
4.00
%
4/1/2024
998,423

 
1,056,334

 
Bp Capital Markets Plc Co Gtd
4.74
%
3/11/2021
1,248,029

 
1,337,036

 
Aviation Capital Group Nt 144A
7.13
%
10/15/2020
748,817

 
835,166

 
American Tower Corp Sr Unsec
5.90
%
11/1/2021
299,527

 
331,601

 
Aig Inc
6.40
%
12/15/2020
549,133

 
609,192

 
American Honda Finance Sr Unsec
1.74
%
11/5/2021
1,497,634

 
1,499,565

 
At&T Inc Sr Unsec
3.40
%
5/15/2025
848,659

 
835,707

 
Bab Ut St-B
3.54
%
7/1/2025
1,023,383

 
1,067,860

 
Univ Of Pittsburgh Pa
2.32
%
9/15/2021
1,148,186

 
1,147,681

 
Port Seattle-Txbl-B1
7.00
%
5/1/2019
998,423

 
1,062,392

 
Ny St Urban Dev-B
2.10
%
3/15/2022
1,996,846

 
1,989,298

 
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
848,659

 
965,630

 
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
299,527

 
339,343

 
Kfw Sr Unsec
1.50
%
2/6/2019
723,857

 
720,698

 
Industry Pub Facs-A
4.34
%
7/1/2024
499,211

 
533,897

 
European Investment Bank Sr Unsec
2.00
%
3/15/2021
1,123,226

 
1,116,288

 
Cobb-Marietta Coliseu
2.55
%
7/1/2021
624,014

 
628,239

 
Vm Cash Ccp Cme Rdr Usd
0.01
%
12/31/2060
37,181

 
37,181

 
U S Treasury Repo
1.50
%
1/3/2018
39,088,254

 
39,088,254

 
U S Treasury Repo
1.68
%
1/2/2018
17,871,769

 
17,871,769


*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

106

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
U S Treasury Repo
1.67
%
1/2/2018
14,976,343

 
14,976,343

 
U S Tips Repo
1.69
%
1/2/2018
6,140,300

 
6,140,300

 
Irs Usd 1.25000 12/21/16-2Y Cme
1.25
%
12/21/2018
17,821,848

 
(107,705
)
 
Irs Usd 1.25000 06/15/16-2Y Cme
1.25
%
6/15/2018
22,564,356

 
(46,738
)
*
Collective Us Govt Stif 15 Bps
—
%
12/1/2030
260,571

 
260,571

 
U S Treasury Note
1.00
%
11/30/2018
4,542,824

 
4,510,971

 
Scslc 2005 A3 3Mlib+14Bp
1.62
%
12/1/2023
186,385

 
186,383

 
Slma 2006-6 A3 3Mlib+11Bp
1.48
%
10/27/2025
247,911

 
247,774

 
Slma 2006-5 A5 3Mlib+11Bp
1.48
%
1/25/2027
231,104

 
230,887

 
Slma 2007-1 A5 3Mlib+9
1.46
%
1/26/2026
312,700

 
312,862

 
Slma 2006-8 A5 3Mlib+11Bp
1.48
%
1/27/2025
1,092,703

 
1,090,913

 
Slma 2005-9 A6 3Mlib+55Bp
1.92
%
10/26/2026
777,650

 
779,752

 
Slma 2005-8 A4 3Mlib
1.92
%
1/25/2028
1,516,238

 
1,523,644

 
Slma 2005-7 A4 3Mlib+15Bp
1.52
%
10/25/2029
890,059

 
884,985

 
Slma 2005-6 A5A 3Mlib+11Bp
1.48
%
7/27/2026
101,868

 
101,873

 
Slma 2005-3 A5
1.46
%
10/25/2024
278,993

 
278,776

 
Slclt 2007-1 A4 3Mlib+6Bp
1.48
%
5/15/2029
736,704

 
729,898

 
Nordea Bank Ab Sr Unsec Frn 144A
2.44
%
9/17/2018
599,054

 
602,139

 
Navsl 2015-3 A1 1Mlib+32Bp
1.87
%
7/25/2030
101,595

 
101,648

 
Navsl 2015-1 A1 1Mlib+30Bp
1.85
%
9/26/2022
66,059

 
66,087

 
Jackson Natl Life Global Sec 144A
1.88
%
10/15/2018
648,975

 
648,399

 
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
60,881

 
66,678

 
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
64,681

 
71,465


*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

107

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
146,624

 
160,586

 
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
467,463

 
513,470

 
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
76,938

 
84,582

 
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
156,363

 
172,490

 
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
60,715

 
66,917

 
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
5,876

 
6,495

 
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
214,007

 
236,997

 
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
119,620

 
132,427

 
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
154,387

 
169,116

 
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
258,523

 
285,812

 
Fnma Pass Thru 30Yr #804303
5.50
%
11/1/2034
13,244

 
14,508

 
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
10,822

 
11,852

 
Fn Arm 793029 Us0006M+158.2 10.869
3.05
%
7/1/2034
340,700

 
353,667

 
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
9,394

 
10,424

 
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
134,083

 
148,372

 
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
136,829

 
149,857

 
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
11,265

 
12,461

 
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
175,095

 
191,767

 
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
42,367

 
46,401

 
Fnma Pass Thru 20Yr #256600
5.50
%
2/1/2027
878

 
961

 
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
273,748

 
299,814

 
Fed Home Ln Mtge Glbl Nt (500Mm)
1.15
%
9/14/2018
1,198,107

 
1,193,513

 
Fh Arm 1Q1534 H15T1Y+223.3 10.15
3.13
%
6/1/2037
444,850

 
468,998


*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

108

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Chait 2015-A5 A
1.36
%
4/15/2020
499,211

 
498,687

 
Net Unsettled Trades
 
 
 
 
(79,590,101
)
 
Interest And Dividends Accrued/Receivable
 
 
 
 
953,813

 
Broker Cash Collateral Received
 
 
 
 
(15,493
)
 
Centrally Cleared Swaps (Due To) / Due From Broker
 
 
 
 
(362,932
)
 
Wrapper
 
 
 
 
(49,621
)
 
       Fair value of contract
 
 
 
 
198,947,278

 
 
 
 
 
 
 
 
Nationwide: STA_CIT_IP_0616
 
 
 
 
 
 
Aeptc 2012-1 A2
1.98
%
6/1/2020
3,194,953

 
2,723,282

 
Bank 2017-Bnk4 A1
2.00
%
2/15/2022
2,096,688

 
1,872,281

 
Comm 2014-Cr14 A2
3.15
%
1/10/2019
2,471,097

 
2,498,358

 
Comet 2015-A1 A
1.39
%
3/15/2018
2,995,269

 
2,995,394

 
Comet 2017-A1 A1
2.00
%
3/16/2020
2,496,057

 
2,482,891

 
Carmx 2016-2 A3
1.52
%
10/15/2019
2,396,215

 
2,387,956

 
Chait 2015-A7 A7
1.62
%
7/16/2018
2,595,899

 
2,595,692

 
Chait 2016-A4 A4
1.49
%
7/15/2020
4,393,060

 
4,320,333

 
Cgcmt 2016-Gc36 A1
1.61
%
11/10/2020
4,293,218

 
3,279,147

 
Duk 1.731 09/01/22
1.73
%
9/1/2022
5,491,326

 
5,405,990

 
Fnr 2011-87 Ja
3.00
%
1/25/2024
5,815,813

 
1,203,022

 
Fnr 2011-98 Ae
2.50
%
6/25/2021
8,087,225

 
1,292,582

 
Fnr 2011-132 A
3.00
%
4/25/2022
7,987,383

 
1,472,500

 
Fnr 2013-79 Va
3.50
%
3/25/2024
7,787,698

 
5,176,758


*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

109

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnr 2015-48 Db
3.00
%
4/25/2022
2,995,269

 
1,848,934

 
Fhr 3774 Ab
3.50
%
7/15/2020
9,215,443

 
858,184

 
Fhr 3856 Ea
3.00
%
8/15/2018
3,474,511

 
54,543

 
Fhr 3920 Ab
3.00
%
3/15/2021
8,386,752

 
1,307,107

 
Fhr 3970 Da
3.00
%
12/15/2021
5,291,641

 
781,558

 
Fhr 3979 Gd
3.00
%
9/15/2022
3,494,480

 
713,552

 
Fhr 4039 Me
2.00
%
2/17/2026
4,992,114

 
1,314,880

 
Fhr 4272 Yg
2.00
%
10/16/2023
4,992,114

 
1,504,517

 
Fhr 4297 Ca
3.00
%
4/15/2024
6,489,748

 
3,257,885

 
Fhr 4486 Jn
2.00
%
2/15/2024
2,995,269

 
1,726,518

 
Fhr 4504 Dn
3.00
%
7/15/2025
6,589,591

 
3,711,207

 
Fnr 2010-99 Dp
3.00
%
5/26/2020
15,725,160

 
884,850

 
Fordo 2015-C A3
1.41
%
11/15/2018
1,218,076

 
673,102

 
Gmalt 2015-3 A3
1.69
%
6/20/2018
2,346,294

 
1,352,907

 
Gnr 2010-151 Dq
4.00
%
8/20/2020
6,140,300

 
864,459

 
Gnr 2011-51 Lx
4.00
%
7/20/2018
1,996,846

 
182,767

 
Gnr 2011-133 Na
3.50
%
11/21/2022
16,113,546

 
3,995,682

 
Gnr 2011-160 A
3.00
%
11/20/2020
6,489,748

 
979,018

 
Gnr 2013-41 Pa
2.50
%
9/20/2023
5,691,010

 
2,751,915

 
Gnr 2013-124 Cp
2.50
%
1/22/2024
4,243,297

 
1,366,658

 
Gnr 2014-140 Mv
4.00
%
7/20/2021
1,996,846

 
1,654,539

 
Gnr 2015-16 Gm
2.00
%
4/20/2026
6,190,222

 
3,568,363

 
Jpmbb 2013-C12 A2
2.42
%
6/15/2018
2,995,269

 
1,747,559


*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

110

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Jpmbb 2015-C33 A1
1.90
%
10/15/2020
3,118,075

 
2,017,519

 
Jdot 2015-B A3
1.44
%
11/15/2018
2,745,663

 
1,547,691

 
Jdot 2017-A A3
1.78
%
4/15/2020
1,847,082

 
1,839,677

 
Msbam 2015-C26 A1
1.59
%
9/15/2020
2,695,742

 
1,884,319

 
Msbam 2013-C11 A2
3.09
%
8/15/2018
2,615,868

 
1,658,323

 
Narot 2016-C A3
1.18
%
11/15/2019
1,697,319

 
1,680,738

 
Taot 2015-C A3
1.34
%
8/15/2018
2,595,899

 
1,017,845

 
Ubscm 2012-C1 A3
3.40
%
3/10/2022
3,444,559

 
3,446,385

 
T 0 3/4 08/15/19
0.75
%
8/15/2019
348,450

 
343,266

 
T 0 7/8 10/15/18
0.88
%
10/15/2018
107,830

 
107,331

 
T 1 03/15/19
1.00
%
3/15/2019
873,620

 
867,431

 
T 0 7/8 05/15/19
0.88
%
5/15/2019
799,737

 
790,101

 
T 1 11/15/19
1.00
%
11/15/2019
6,967,993

 
6,864,732

 
T 1 1/8 06/15/18
1.13
%
6/15/2018
1,637,413

 
1,635,669

 
Wfrbs 2013-C17 A2
2.92
%
11/15/2018
1,697,319

 
1,710,268

 
Woart 2016-B A3
1.30
%
8/17/2020
2,496,057

 
2,473,131

 
       Fair value of contract
 
 
 
 
106,691,316

 
 
 
 
 
 
 
 
Reinsurance Group of America Contract No. RGA00084
 
 
 
 
 
 
Cash
0.63
%
 
4,733,969

 
4,733,969

 
Time Warner, Inc. 4.70 01/15/2021
4.70
%
1/15/2021
1,847,082

 
1,991,251

 
Charter Communications, Inc. 4.00 09/01/2021
4.00
%
9/1/2021
948,502

 
989,450

 
General Electric Co. 4.65 10/17/2021
4.65
%
10/17/2021
1,747,240

 
1,897,639


*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

111

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Union Pacific Corp. 4.163 07/15/2022
4.16
%
7/15/2022
898,581

 
980,339

 
Cigna Corp. 4.00 02/15/2022
4.00
%
2/15/2022
1,857,066

 
1,967,295

 
Equity Residential 4.625 12/15/2021
4.63
%
12/15/2021
1,497,634

 
1,607,097

 
Jpmorgan Chase & Co. 4.50 01/24/2022
4.50
%
1/24/2022
449,290

 
489,526

 
Twenty-First Century Fox, Inc. 4.50 02/15/2021
4.50
%
2/15/2021
449,290

 
482,461

 
Comcast Corp. 3.125 07/15/2022
3.13
%
7/15/2022
948,502

 
985,370

 
Chase Issuance Trust 1.58 08/16/2021
1.58
%
8/16/2021
998,423

 
990,873

 
Cox Enterprises, Inc. 3.25 12/15/2022
3.25
%
12/15/2022
998,423

 
1,001,692

 
Dowdupont 3.00 11/15/2022
3.00
%
11/15/2022
1,497,634

 
1,511,118

 
Macy's, Inc. 2.875 02/15/2023
2.88
%
2/15/2023
1,198,107

 
1,137,580

 
Royal Dutch Shell Plc 2.25 01/06/2023
2.25
%
1/6/2023
998,423

 
991,781

 
Wells Fargo & Co. 3.45 02/13/2023
3.45
%
2/13/2023
948,502

 
978,972

 
Dominion Energy, Inc. 2.75 03/15/2023
2.75
%
3/15/2023
973,462

 
976,672

 
Boston Properties, Inc. 3.125 09/01/2023
3.13
%
9/1/2023
1,447,713

 
1,473,972

 
Jpmorgan Chase & Co
3.38
%
5/1/2023
1,946,925

 
1,989,632

 
Relx Plc 3.125 10/15/2022
3.13
%
10/15/2022
848,659

 
860,622

 
Ford Motor Credit Co. Llc 4.375 08/06/2023
4.38
%
8/6/2023
2,346,294

 
2,511,617

 
Capital One Financial Corp. 3.50 06/15/2023
3.50
%
6/15/2023
948,502

 
966,451

 
Burlington Northern Santa Fe Llc 3.75 04/01/2024
3.75
%
4/1/2024
998,423

 
1,065,981

 
Barclays Plc 4.375 09/11/2024
4.38
%
9/11/2024
948,502

 
984,355

 
Bank Of America Corp. 4.20 08/26/2024
4.20
%
8/26/2024
2,196,530

 
2,344,641

 
Kinder Morgan, Inc. 4.30 06/01/2025
4.30
%
6/1/2025
2,346,294

 
2,451,826

 
Cox Enterprises, Inc. 3.85 02/01/2025
3.85
%
2/1/2025
1,397,792

 
1,452,462


*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

112

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Allergan Plc 3.80 03/15/2025
3.80
%
3/15/2025
499,211

 
513,693

 
At&T, Inc. 3.40 05/15/2025
3.40
%
5/15/2025
2,695,742

 
2,661,410

 
Crh Plc 3.875 05/18/2025
3.88
%
5/18/2025
948,502

 
994,259

 
Medtronic Plc 3.50 03/15/2025
3.50
%
3/15/2025
998,423

 
1,045,754

 
Hsbc Holdings Plc 4.25 08/18/2025
4.25
%
8/18/2025
1,897,003

 
1,996,561

 
Bnp Paribas Sa 4.375 09/28/2025
4.38
%
9/28/2025
1,897,003

 
2,003,166

 
Exelon Corp. 3.15 10/15/2025
3.15
%
10/15/2025
943,510

 
956,294

 
Capital One Financial Corp. 4.20 10/29/2025
4.20
%
10/29/2025
499,211

 
517,087

 
Zoetis, Inc. 4.50 11/13/2025
4.50
%
11/13/2025
973,462

 
1,066,554

 
Anheuser-Busch Inbev Sa/Nv 3.65 02/01/2026
3.65
%
2/1/2026
973,462

 
1,019,145

 
Conocophillips 4.95 03/15/2026
4.95
%
3/15/2026
1,747,240

 
2,008,234

 
Bayerische Motoren Werke Ag 2.80 04/11/2026
2.80
%
4/11/2026
998,423

 
982,071

 
Lloyds Banking Group Plc 4.582 12/10/2025
4.58
%
12/10/2025
923,541

 
970,612

 
Fannie Mae 4.50 08/01/2040
4.50
%
8/1/2040
3,822,318

 
4,111,917

 
Abbott Laboratories 2.90 11/30/2021
2.90
%
11/30/2021
948,502

 
961,740

 
Charter Communications, Inc. 4.908 07/23/2025
4.91
%
7/23/2025
1,347,871

 
1,461,746

 
Wells Fargo & Co. 2.15 12/06/2019
2.15
%
12/6/2019
1,248,029

 
1,247,817

 
Fannie Mae 3.50 02/01/2037
3.50
%
2/1/2037
8,447,324

 
8,788,306

 
The Sherwin-Williams Co. 3.45 06/01/2027
3.45
%
6/1/2027
1,497,634

 
1,525,453

 
American Express Master Trust 1.64 12/15/2021
1.64
%
12/15/2021
2,951,338

 
2,938,208

 
Fannie Mae 3.154 07/01/2047
3.16
%
7/1/2047
4,685,265

 
4,776,601

 
U.S. Treasury Note/Bond 1.25 05/31/2019
1.25
%
5/31/2019
45,378,318

 
45,049,275

 
Freddie Mac Gold 4.50 09/01/2044
4.50
%
9/1/2044
7,619,079

 
8,140,922


*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

113

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fannie Mae 3.177 07/01/2047
3.18
%
7/1/2047
3,706,747

 
3,786,612

 
Fannie Mae 4.50 01/01/2043
4.50
%
1/1/2043
7,785,539

 
8,371,110

 
Freddie Mac 3.207 05/01/2047
3.21
%
5/1/2047
746,737

 
761,121

 
Freddie Mac Gold 4.50 07/01/2045
4.50
%
7/1/2045
5,812,032

 
6,220,030

 
Fannie Mae 4.50 06/01/2047
4.50
%
6/1/2047
7,857,241

 
8,401,359

 
Fannie Mae 3.187 06/01/2047
3.19
%
6/1/2047
3,688,796

 
3,763,683

 
Freddie Mac 3.284 07/01/2047
3.28
%
7/1/2047
1,263,466

 
1,288,605

 
Fannie Mae 4.50 04/01/2047
4.50
%
4/1/2047
4,060,867

 
4,341,958

 
Verizon Communications, Inc. 3.376 02/15/2025
3.38
%
2/15/2025
2,187,544

 
2,222,983

 
Exelon Corp. 2.95 08/15/2027
2.95
%
8/15/2027
499,211

 
498,642

 
Freddie Mac Gold 4.50 04/01/2047
4.50
%
4/1/2047
6,279,379

 
6,700,851

 
Ford Credit Auto Owner Trust 2015-Rev2 2.44 01/15/2027
2.44
%
1/15/2027
3,424,590

 
3,440,909

 
Fannie Mae 2.957 10/01/2047
2.96
%
10/1/2047
1,088,149

 
1,107,039

 
Unitedhealth Group, Inc. 2.95 10/15/2027
2.95
%
10/15/2027
1,497,634

 
1,500,897

 
Fannie Mae 3.092 10/01/2047
3.09
%
10/1/2047
1,027,308

 
1,045,272

 
Toyota Auto Receivables Owner Trust 1.93 01/18/2022
1.93
%
1/18/2022
3,463,529

 
3,445,474

 
Anthem, Inc. 2.95 12/01/2022
2.95
%
12/1/2022
998,423

 
1,001,975

 
Bank Of America Corp. 3.004 12/20/2023
3.00
%
12/20/2023
378,402

 
379,668

 
U.S. Treasury Inflation Indexed 0.125 04/15/2021
0.13
%
4/15/2021
1,439,152

 
1,434,003

 
U.S. Treasury Inflation Indexed 0.125 04/15/2020
0.13
%
4/15/2020
2,108,536

 
2,105,196

 
Freddie Mac Gold 4.50 10/01/2047
4.50
%
10/1/2047
1,569,051

 
1,680,468

 
Wrapper
 
 
 
 
(64,491
)
 
Fair value of contract
 
 
 
 
198,984,833


*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

114

CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2017



 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Total synthetic GICs (including wrapper contracts)
 
 
 
 
1,197,242,601

 
Total investment
 
 
 
 
13,729,694,226

 
 
 
 
 
 
 
*
Loans receivables from participants
 
 
 
 
 
 
30,897 loans carrying an interest rate of 4.25% to 10.50% with maturity dates through 2037
 
 
 
228,425,739

 
Total
 
 
 
 
$
13,958,119,965



*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

115


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.

Citi Retirement Savings Plan


By: /s/ J. Michael Murray
J. Michael Murray
Global Head of Human Resources




Date: June 11, 2018


116