11-K 1 c-401kplanx12312018.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, 2018

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, 2018 and 2017
(With Report of Independent Registered Public Accounting Firm Thereon)




CITI RETIREMENT SAVINGS PLAN
Financial Statements and Supplemental Schedule
December 31, 2018 and 2017
Table of Contents
 
Page
Report of Independent Registered Public Accounting Firm
 
 
Financial Statements:
 
 
 
Statements of Net Assets Available for Benefits as of December 31, 2018 and 2017
 
 
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2018 and 2017
 
 
Notes to Financial Statements
 
 
Supplemental Schedule:*
 
 
 
Schedule H, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2018
 
 
Signatures
 
 
Exhibit Index
 
 
*
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, 2018 and 2017, 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, 2018 and 2017, and the changes in net assets available for benefits for the years then ended, in conformity with U.S. generally accepted accounting principles.

Basis for Opinion

These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.



1


Accompanying Supplemental Information

The accompanying Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2018, has been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information is fairly stated, in all material respects, in relation to the financial statements as a whole.




/s/ KPMG LLP

We have served as the Plan's auditor since 1987.

New York, New York
June 11, 2019

2

CITI RETIREMENT SAVINGS PLAN
Statements of Net Assets Available for Benefits
December 31, 2018 and 2017
 
2018
 
2017
Assets:
 
 
 
Investments, at fair value
$
11,557,615,398

 
$
12,532,451,625

Investments in fully benefit-responsive investment contracts,
 
 
 
at contract value
1,142,364,161

 
1,194,792,199

Total investments
12,699,979,559

 
13,727,243,824

Receivables:
 
 
 
Employer contributions
394,713,295

 
381,616,662

Interest and dividends
5,085,563

 
3,950,812

Receivable for securities sold
1,161,047

 
1,339,436

Participant contributions
582,603

 
836,470

Participant loans
227,260,473

 
228,425,739

Total receivables
628,802,981

 
616,169,119

Total assets
13,328,782,540

 
14,343,412,943

Liabilities:
 
 
 
Payable for securities purchased
2,140,815

 
3,712,024

Payable for trustee, administrative fees and other
5,461,250

 
7,381,792

Total liabilities
7,602,065

 
11,093,816

Net assets available for benefits
$
13,321,180,475

 
$
14,332,319,127

See accompanying notes to financial statements.
 
 
 


3

CITI RETIREMENT SAVINGS PLAN
Statements of Changes in Net Assets Available for Benefits
Years Ended December 31, 2018 and 2017

 
2018
 
2017
Additions to (reduction from) net assets attributable to:
 
 
 
Investment income (loss) :
 
 
 
Dividends
$
52,491,682

 
$
39,381,593

Interest
29,222,348

 
27,436,950

Net (depreciation) appreciation in fair value of investments
(1,092,966,786
)
 
1,932,013,254

Net investment (loss) income
(1,011,252,756
)
 
1,998,831,797

Interest income from loans receivable from participants
10,811,689

 
9,909,158

Contributions:
 
 
 
Employer
394,735,420

 
381,862,875

Participants
536,480,664

 
503,532,614

Rollover
53,932,109

 
50,021,113

Total contributions
985,148,193

 
935,416,602

Total (reduction) additions to net assets
(15,292,874
)
 
2,944,157,557

Deductions from net assets attributable to:
 
 
 
Distributions to participants
962,125,934

 
919,461,178

Trustee and administrative expenses
17,669,420

 
18,875,863

Dividends paid directly to participants
16,050,424

 
10,165,595

Total deductions from net assets
995,845,778

 
948,502,636

Net (decrease) increase
(1,011,138,652
)
 
1,995,654,921

Net assets available for benefits at:
 
 
 
Beginning of year
14,332,319,127

 
12,336,664,206

End of year
$
13,321,180,475

 
$
14,332,319,127

See accompanying notes to financial statements.
 
 
 


4
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017


(1)Description of the Plan
The following brief description of the Citi Retirement Savings Plan (the Plan) is provided for general information purposes only. Participants should refer to the Plan's Summary Plan Description and legal plan document for a more complete description of the Plan.
(a)
General
The Plan was established in 1987 and is a defined contribution plan designed to encourage savings on the part of eligible employees. The Plan covers eligible employees of Citigroup Inc. (the Company), its subsidiaries and affiliates. The Company is the Plan Sponsor, as defined by the Plan document. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA), and the Internal Revenue Code of 1986, as amended (the Code). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations.
The Plan 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 period January 1, 2017 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.
Newly hired and rehired eligible employees are automatically enrolled in the Plan at a 6% before-tax contribution rate unless they otherwise enroll themselves or opt out of the Plan. Participants who are automatically enrolled in the Plan, but do not make an investment election, are invested in the Plan’s default investment, which is the Plan’s “target retirement date” fund consistent with the participant’s projected year of retirement. Further, unless the participant elects a different rate, for employees who

5
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

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 2018 and 2017, 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 2018 and 2017 (up to the annual compensation maximum set by the Code for 2018 and 2017, 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, 2018, the employer contribution receivable was $394.7 million; whereas, at December 31, 2017, the employer contribution receivable was $381.6 million. Company contributions relating to 2018 and 2017 were received and credited to participant accounts during the first quarter of 2019 and 2018, 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.
Changes requested by participants are implemented as soon as administratively practicable, in accordance with the Plan document.

6
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

(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 2018 and 2017, $53.9 million and $50.0 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, although neither a money market fund nor a stable value fund, is considered to compete with the BNY Mellon 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.
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.

7
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

Engaging in securities lending is intended to benefit Plan participants investing in such investment offering.
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.
Effective October 1, 2018, the T. Rowe Price International Small Cap Fund was combined with Strategic Global Advisors International Small Cap to create the Non-U.S. Small Cap Fund with 50% allocated to each component strategy.
(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).
(i)
Forfeited Accounts
Forfeitures may be used to offset expenses of the Plan. During 2018 and 2017, $552,176 and $415,413, respectively, of forfeitures were used to offset Plan expenses. As of December 31, 2018 and 2017, unallocated forfeitures were $451,812 and $809,637, respectively.


8
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

(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, 2018 and 2017 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.
(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

9
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

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 and displayed in US dollars.
(b)
Use of Estimates
The preparation of the financial statements in conformity with U.S. generally accepted accounting principles (GAAP) requires the Plan’s management to make estimates and assumptions that affect the reported amounts of assets and liabilities, changes therein, and disclosure of contingent assets and liabilities at the date the financial statements are prepared. Actual results could differ from those estimates and assumptions. Significant estimates inherent in the preparation of the financial statements include the fair value of investments.
(c)
Investment Valuation and Income Recognition
Investments held by the Plan are generally stated at fair value with the exception of fully benefit-responsive investment contracts, which according to GAAP are stated at contract value.

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 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.

10
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

Mutual funds are valued at the net asset value (NAV) reported in the active market where the fund is traded on a daily basis. Exchange-traded funds are valued at last sale price.
Collective trust funds are determined to have readily determinable fair values and valued based on NAV. Participant‑directed redemptions from these collective trust funds generally can be made daily, subject to a Plan imposed 7‑day minimum holding period on investments (other than BNY Mellon Stable Value Fund related investments which have a longer holding period).
Purchases and sales of investments are recorded on a trade-date basis. Securities purchased or sold near year-end may result in payments on these securities not being made or received until after the Plan’s year-end. The amounts of such payments are recorded as payables or receivables as of year-end in the statements of net assets available for benefits. Interest income is recorded as earned on the accrual basis. Dividend income is recorded on the ex-dividend date.

(d)
Fair Value of Other Assets and Liabilities
The carrying value of other assets and liabilities approximates fair value because of the short-term nature of these items.
(e)
Payment of Benefits
Benefits are recorded when paid.
(3)    Guaranteed Investment Contracts (GIC)
The Plan’s BNY Mellon Stable Value Fund (Fund) is a custom investment vehicle that invests in fully benefit‑responsive investment contracts, 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, 2018 and 2017, 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.
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:

11
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

•
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:
 
 
2018
 
2017
Investments in fully benefit-responsive investment contracts, at contract value:
 
 
 
 
Synthetic GICs
 
$
1,142,364,161

 
$
1,194,792,199

Investments in fully benefit-responsive investment contracts, at contract value:
 
$
1,142,364,161

 
$
1,194,792,199

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.
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, 2018.

12
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

 
 
December 31, 2018
 
 
Level 1
 
 
Level 2
 
 
Total
Investments, at fair value:
 
 
 
 
 
 
 
 
Cash equivalents and short-term investments
$
395,852

 
$
121,527,088

 
$
121,922,940

Collective trust funds
 
—

 
 
9,305,609,793

 
 
9,305,609,793

U.S. equities
 
795,549,675

 
 
—

 
 
795,549,675

Non-U.S. equities
 
484,887,327

 
 
—

 
 
484,887,327

Mutual funds and other registered investment companies
 
849,645,663

 
 
—

 
 
849,645,663

Investments, at fair value
$
2,130,478,517

 
$
9,427,136,881

 
$
11,557,615,398

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

There were no transfers or reclassifications of investments between levels within the fair value hierarchy during the years ended December 31, 2018 and 2017, 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, 2018 and 2017.
(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

13
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

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 December 31, 2018 and 2017, approximately 4% and 6% of the Plan’s total investments were invested in Citigroup common stock, respectively.
Plan investments include a variety of investments that may directly or indirectly invest in securities with contractual cash flows. The value, liquidity, and related income of these securities are sensitive to changes in economic conditions and may be adversely affected by shifts in the market’s perception of the issuers and changes in interest rates.
(7)
Party‑in‑Interest Transactions
Certain Plan investments are units of the Citigroup Common Stock Fund, which consists of common stock issued by the Company. The Plan’s investment in the Citigroup Common Stock Fund was $549.2 million and $759.7 million at December 31, 2018 and December 31, 2017, respectively.
The Plan held no direct investments through other investment options in the Company’s common stock at December 31, 2018 and December 31, 2017. However, certain of the Collective Trust Funds and mutual fund may have invested in Citi Group common stock if consistent with the fund's objective. In 2018 and 2017, the Company paid $16.1 million and $10.2 million, respectively, to the participants for dividends on common stocks held directly.
At December 31, 2018 and 2017, the Plan held $121.5 million and $71.7 million, respectively, of the Bank of New York Mellon Short-Term Investment Fund. At December 31, 2018 and 2017, the Plan also held through synthetic GICs $651,025 and $656,392, respectively, Bank of New York Mellon corporate bonds, and Bank of New York Mellon Short-Term Investment Fund.
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 $2.5 million and $4.0 million at December 31, 2018 and 2017, respectively.
Certain Plan investments are shares of collective trust funds managed by State Street Corporation amounting to $7,322.8 million at December 31, 2017.
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

14
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

examination by the IRS. The Plan’s management has concluded that, as of December 31, 2018 and 2017, 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. There is an examination of the Plan by the U.S. Department of Labor, Employee Benefits Security Administration in progress. The Company believes the Plan is no longer subject to tax examination for years prior to 2015.
(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 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 asserted 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 Plan which allegedly charged higher management fees than comparable non-affiliated funds. In November 2017, the court certified a class of participants in the Plan who invested in the nine specific funds from October 18, 2001 to December 1, 2005. Expert discovery commenced thereafter. On May 18, 2018, the parties notified the Court that they reached a settlement in principle. On September 4, 2018, the parties filed a settlement agreement with the Court wherein Citigroup agreed to pay $6,900,000 in full discharge and settlement of the class action without any admissions of liability to any claims. On January 3, 2019, the Court conducted a Fairness Hearing to consider whether the settlement warrants final approval as fair, reasonable and adequate, and issued an order granting final approval of the settlement. The settlement funds, after deduction of plaintiff's attorneys' fees and expenses, were paid in April 2019 to participants of the Plan during the class period.
(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.
(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, 2018 and 2017:

15
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2018 and 2017

 
 
2018
 
2017
Net assets available for benefits per the financial statements
$
13,321,180,475

 
$
14,332,319,127

Adjustment from contract value to fair value for fully benefit-responsive investment contracts
(16,740,381
)
 
2,450,402

Net assets available for benefits per the Form 5500
$
13,304,440,094

 
$
14,334,769,529

Net (decrease) increase in net assets available for benefits per the financial statements
$
(1,011,138,652
)
 
$
1,995,654,921

Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts
(2,450,402
)
 
(7,279,972
)
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts
(16,740,381
)
 
2,450,402

Net (decrease) increase in net assets per Form 5500
$
(1,030,329,435
)
 
$
1,990,825,351



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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
 
 
 
 
 
 
 
Cash equivalents and short-term investments:
 
 
 
 
 
 
Australian Dollar
 
 
23,917

 
$
16,838

 
Brazil Real
 
 
538,964

 
139,062

 
Canadian Dollar
 
 
23,923

 
17,516

 
Cash Collateral Held At Rbc
 
 
(59,838
)
 
(59,838
)
*
Collective Us Gov't STIF 12
2.29
%
 
37,605

 
37,605

*
Collective US Gov't STIF 15
2.26
%
 
121,489,828

 
121,489,828

 
Danish Krone
 
 
11,812

 
1,809

 
Euro Currency
 
 
25,722

 
29,403

 
Hong Kong Dollar Overdrawn
 
 
(690,840
)
 
(88,237
)
 
Indonesian Rupiah
 
 
276,796,057

 
19,249

 
Japanese Yen
 
 
36,246,171

 
330,396

 
Mexican Peso
 
 
120,245

 
6,106

 
New Taiwan Dollar
 
 
3,807,132

 
123,862

 
New Zealand Dollar
 
 
8,328

 
5,584

 
Pound Sterling
 
 
33,597

 
42,791

 
South African Rand
 
 
3,925,969

 
272,920

 
Swedish Krona
 
 
230

 
26

 
Swiss Franc Overdrawn
 
 
(23
)
 
(23
)
 
Thailand Baht
 
 
926,928

 
28,468

 
Turkish Lira
 
 
315,862

 
59,374

 
U.S. Dollar Overdrawn
 
 
(549,799
)
 
(549,799
)

*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
       Total cash equivalents and short-term investments
 
 
 
 
$
121,922,940

 
 
 
 
 
 
 
 
Collective trust funds:
 
 
 
 
 
 
BFA Lifepath Index 2020 Fund
 
 
9,623,295

 
$
185,224,361

 
BFA Lifepath Index 2025 Fund
 
 
14,640,893

 
271,077,602

 
BFA Lifepath Index 2030 Fund
 
 
15,684,181

 
315,849,601

 
BFA Lifepath Index 2035 Fund
 
 
15,581,845

 
296,237,365

 
BFA Lifepath Index 2040 Fund
 
 
14,694,089

 
304,285,187

 
BFA Lifepath Index 2045 Fund
 
 
19,714,527

 
377,765,821

 
BFA Lifepath Index 2050 Fund
 
 
15,393,122

 
241,648,933

 
BFA Lifepath Index 2055 Fund
 
 
4,658,335

 
94,906,578

 
BFA Lifepath Index Retirement
 
 
11,074,978

 
209,003,664

 
Blackrock EAFE Equity Fund
 
 
21,853,779

 
809,588,544

 
Blackrock Emerging Markets Fund
 
 
25,092,787

 
265,574,534

 
Blackrock Roll Select Fund
 
 
4,175,341

 
36,818,571

 
Blackrock Russell 2000 Fund
 
 
12,465,143

 
515,412,453

 
Blackrock Russell 3000 Fund
 
 
17,353,884

 
833,427,240

 
Blackrock S&P 400 Index Fund
 
 
8,783,099

 
691,280,524

 
Blackrock S&P 500 Index Fund
 
 
58,249,167

 
2,783,664,977

 
Blackrock US Debt Fund
 
 
24,171,670

 
752,118,445

 
Blackrock US TIPS Fund
 
 
7,305,720

 
149,229,557

 
Schroder Collective Invt Trust
 
 
9,782,929

 
105,557,801

 
Wellington CIF II Citigroup Emerging Markets Debt Portfolio
 
 
5,450,980

 
66,938,035


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
       Total collective trust funds
 
 
 
 
$
9,305,609,793

 
 
 
 
 
 
 
 
Mutual funds:
 
 
 
 
 
 
BlackRock Cash Funds: Treasury
 
 
451,663,536

 
$
451,663,536

 
Blckrck Hi Yld Bnd Port-K
 
 
9,071,161

 
64,768,090

 
DFA Emerging Markets Portfolio
 
 
2,703,785

 
62,754,855

 
Dodge & Cox International Stock Fund
 
 
2,798,149

 
103,279,674

 
Ishares Msci Eafe Small-cap
 
 
17,773

 
920,991

 
Ishares Msci India Etf
 
 
16,839

 
561,397

 
Ishares Msci India Small Cap
 
 
135,373

 
5,221,320

 
Legg Mason Bw Global Opportunities
 
 
6,076,451

 
60,156,861

 
Prudential High Yield Fund
 
 
6,368,775

 
32,608,127

 
T Rowe Price International Discovery Fund
 
 
7,961,658

 
65,285,595

 
Wisdom Tree India Earnings Fund
 
 
97,791

 
2,425,217

 
       Total mutual funds
 
 
 
 
$
849,645,663

 
 
 
 
 
 
 
 
Non-U.S. equities:
 
 
 
 
 
 
3Sbio Inc
 
 
248,080

 
$
318,126

 
58.Com Inc
 
 
31,963

 
1,732,722

 
888 Holdings Plc
 
 
170,581

 
380,191

 
Aalberts Industries
 
 
9,088

 
301,786

 
Abacus Property Group
 
 
163,589

 
376,594

 
Abcam Plc
 
 
69,881

 
970,099


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Abn Amro Group Nv
 
 
41,237

 
968,252

 
Accenture Plc
 
 
30,176

 
4,255,141

 
Adidas Ag
 
 
16,818

 
3,506,669

 
Ado Properties Sa
 
 
5,270

 
274,234

 
Aedas Homes Sau
 
 
18,429

 
466,841

 
Ahlsell Ab
 
 
161,818

 
950,919

 
Aia Group Ltd
 
 
477,146

 
3,961,313

 
Aida Engineering Ltd
 
 
30,548

 
200,750

 
Air Arabia Pjsc
 
 
814,647

 
226,220

 
Air Liquide Sa
 
 
11,112

 
1,377,661

 
Airports Of Thailand Pcl
 
 
374,489

 
738,972

 
Airtac International Group
 
 
44,879

 
438,758

 
Aixtron Se
 
 
83,704

 
804,531

 
Alibaba Group Holding
 
 
39,325

 
5,390,256

 
Alkermes Plc
 
 
1,299

 
38,322

 
Als Ltd
 
 
97,596

 
465,836

 
Alstria Office Reit-ag
 
 
39,873

 
556,092

 
Altri Sgps Sa
 
 
93,992

 
623,190

 
Altus Group Ltd
 
 
17,970

 
311,421

 
Amadeus It Group
 
 
47,066

 
2,926,155

 
Ambu A/S
 
 
40,451

 
970,396

 
Amplifon Spa
 
 
56,129

 
901,500

 
Anheuser-Busch Inbev Sa/Nv
 
 
23,432

 
1,545,578


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Anta Sports Products Ltd
 
 
146,604

 
703,122

 
Aon Plc
 
 
15,751

 
2,289,568

 
Aperam Sa
 
 
10,070

 
265,339

 
Arata Corp
 
 
7,088

 
281,672

 
Arris International Plc
 
 
2,567

 
78,481

 
As One Corp
 
 
5,690

 
390,024

 
Ascential Plc
 
 
229,910

 
1,103,908

 
Ase Technology Holding Co Ltd
 
 
483,694

 
917,441

 
Asm International Nv
 
 
4,750

 
196,563

 
Asml Holding Nv
 
 
12,820

 
1,995,069

 
Asos Plc
 
 
8,151

 
236,383

 
Aspen Insurance Holdings Ltd
 
 
2,873

 
120,634

 
Asr Nederland Nv
 
 
27,420

 
1,083,898

 
Assa Abloy Ab
 
 
102,741

 
1,832,696

 
Assured Guaranty Ltd
 
 
23,871

 
913,799

 
Astm Spa
 
 
12,597

 
251,710

 
Astra International Tbk Pt
 
 
877,232

 
501,754

 
At&S Austria Technologie & Sys
 
 
8,633

 
151,986

 
Atacadao Distribuicao Comercio
 
 
196,869

 
918,881

 
Atlas Copco Ab
 
 
81,003

 
1,923,240

 
Aumann Ag
 
 
4,572

 
153,406

 
Avanza bank Holding
 
 
8,273

 
395,273

 
Avast Plc
 
 
131,108

 
474,219


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Axis Capital Holdings Ltd
 
 
32,750

 
1,691,258

 
Ayala Land Inc
 
 
615,738

 
475,401

 
Azul Sa
 
 
16,772

 
464,405

 
B3 Sa - Brasil Bolsa Balcao
 
 
160,666

 
1,111,388

 
Baidu Inc
 
 
11,530

 
1,828,638

 
Bakkavor Group Plc
 
 
166,750

 
299,446

 
Banca Generali Spa
 
 
12,137

 
251,552

 
Banca Transilvania Sa
 
 
379,942

 
187,074

 
Banco Santander Chile
 
 
26,159

 
782,166

 
Bangkok Dusit Medical Services
 
 
781,690

 
585,787

 
Bangkok Expressway & Metro Pcl
 
 
581,032

 
173,096

 
Bank Central Asia Tbk Pt
 
 
451,282

 
815,947

 
Bank Leumi Le-Israel Bm
 
 
141,106

 
853,415

 
Bank Of Georgia Group Plc
 
 
14,180

 
248,681

 
Bank Of Nt Butterfield & Son L
 
 
12,183

 
381,948

 
Bank Of The Ryukyus Ltd
 
 
10,782

 
111,733

 
Bank Rakyat Indonesia Perser
 
 
2,553,292

 
649,864

 
Baozun Inc
 
 
13,310

 
388,798

 
BB Seguridade Participacoes
 
 
308,006

 
2,192,578

 
Bellway Plc
 
 
20,880

 
668,796

 
Berkeley Group Holdings Plc
 
 
10,086

 
446,892

 
Best World International Ltd
 
 
369,474

 
712,925

 
Bhp Group Plc
 
 
82,194

 
1,728,941


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Bidvest Group Ltd/The
 
 
15,193

 
218,468

 
Bim Birlesik Magazalar As
 
 
13,720

 
224,372

 
Biomerieux
 
 
1,203

 
79,072

 
Biotage Ab
 
 
19,148

 
235,407

 
Bk Brasil Operacao E Assessori
 
 
21,442

 
114,410

 
Bluescope Steel Ltd
 
 
25,454

 
196,398

 
Bobst Group Sa
 
 
4,917

 
340,646

 
Brenntag Ag
 
 
5,949

 
256,379

 
Brightsphere Investment Group
 
 
6,453

 
68,919

 
Britvic Plc
 
 
48,665

 
495,534

 
Brunello Cucinelli
 
 
8,497

 
291,872

 
Bukit Asam Tbk Pt
 
 
1,377,266

 
411,839

 
Bwp Trust
 
 
168,536

 
418,833

 
Cae Inc
 
 
17,970

 
330,104

 
Cairn Homes Plc
 
 
201,697

 
246,710

 
Canada Goose Holdings Inc
 
 
7,887

 
344,804

 
Canadian National Railway Co
 
 
13,059

 
966,785

 
Canadian Pacific Railway Ltd
 
 
24,095

 
4,279,767

 
Capgemini Se
 
 
13,306

 
1,320,256

 
Capitec Bank Holdings Ltd
 
 
6,891

 
535,598

 
Cardtronics Plc
 
 
7,072

 
183,883

 
Carel Industries Spa
 
 
38,624

 
398,962

 
Carlsberg A/S
 
 
14,602

 
1,549,194


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Cd Projekt Sa
 
 
3,238

 
125,505

 
Cembra Money Bank Ag
 
 
5,655

 
446,616

 
Central Pattana Pub Co
 
 
211,230

 
484,933

 
Chailease Holding Co Ltd
 
 
62,232

 
196,190

 
Charter Hall Retail Reit
 
 
80,630

 
254,302

 
China Communications Services
 
 
462,751

 
382,998

 
China Mengniu Dairy Co Ltd
 
 
191,483

 
596,753

 
China Merchants Bank Co Ltd
 
 
381,470

 
1,398,353

 
China Pacific Insurance
 
 
764,935

 
2,476,719

 
Chow Sang Sang Holdings Intern
 
 
113,807

 
168,908

 
Chr Hansen Holding A/S
 
 
36,561

 
3,229,383

 
Chubb Ltd
 
 
30,690

 
3,964,478

 
Cia De Saneamento Basico Do Es
 
 
97,297

 
790,781

 
Cia De Saneamento Do Parana
 
 
44,620

 
708,018

 
CIE Automotive Sa
 
 
51,139

 
1,253,381

 
Cie De Saint-Gobain
 
 
23,717

 
790,732

 
Cie Generale Des Etablissement
 
 
7,975

 
790,431

 
Cielo Sa
 
 
298,658

 
685,047

 
Cimpress Nv
 
 
1,319

 
136,368

 
Cineworld Group Plc
 
 
218,635

 
732,891

 
Clicks Group Ltd
 
 
23,416

 
311,641

 
Cochlear Ltd
 
 
4,266

 
521,249

 
Compass Group Plc
 
 
299,120

 
6,285,824


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Computer Modelling Group Ltd
 
 
10,882

 
48,520

 
Concentric
 
 
62,942

 
850,500

 
Core Laboratories Nv
 
 
24,559

 
1,465,168

 
Cosmo Energy Holdings Co Ltd
 
 
22,462

 
463,508

 
Country Garden Services Holdin
 
 
818,613

 
1,300,688

 
CP All Pcl
 
 
170,939

 
360,934

 
Credicorp Ltd
 
 
3,870

 
857,764

 
Crispr Therapeutics Ag
 
 
999

 
28,539

 
Csl Ltd
 
 
37,466

 
4,883,856

 
Cushman & Wakefield Plc
 
 
145,481

 
2,105,113

 
Cvc Brasil Operadora E Agencia
 
 
14,561

 
229,845

 
Cvs Group Plc
 
 
15,408

 
129,809

 
Dah Sing Financial Holdings Lt
 
 
65,888

 
325,682

 
Daio Paper Corp
 
 
17,870

 
206,361

 
Daiwa House Industry Co Ltd
 
 
74,300

 
2,368,876

 
Dali Foods Group Co Ltd
 
 
210,432

 
155,620

 
Db Hitek Co Ltd
 
 
33,192

 
322,755

 
Dbs Group Holdings Ltd
 
 
95,124

 
1,653,333

 
DCC Plc
 
 
6,232

 
475,067

 
Denka Co Ltd
 
 
6,489

 
183,938

 
Derichebourg Sa
 
 
35,510

 
162,291

 
Descartes Systems
 
 
14,916

 
393,687

 
Despegar.Com Corp
 
 
170,541

 
2,116,418


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Dfds A/S
 
 
15,192

 
610,208

 
Diageo Plc
 
 
30,871

 
1,098,919

 
Dic Corp
 
 
14,575

 
447,694

 
Dino Polska Sa
 
 
6,025

 
153,716

 
Dip Corp
 
 
35,140

 
576,840

 
Dirtt Environmental Solution
 
 
95,011

 
425,038

 
Disco Corp
 
 
2,096

 
245,539

 
Dixons Carphone Plc
 
 
120,188

 
183,839

 
Dksh Holding
 
 
8,592

 
591,395

 
Dno Asa
 
 
133,644

 
193,694

 
Dollarama Inc
 
 
56,983

 
1,354,687

 
Don Quijote Holdings Co Ltd
 
 
25,919

 
1,611,177

 
Dp World Ltd
 
 
55,332

 
946,187

 
Draper Esprit Plc
 
 
33,771

 
232,256

 
Ds Smith Plc
 
 
167,803

 
639,644

 
Dufry Ag Reg
 
 
3,704

 
349,859

 
Duzonbizon Co Ltd
 
 
11,962

 
556,400

 
E.Sun Financial Holding Co
 
 
965,699

 
631,504

 
Ebiquity Plc
 
 
94,633

 
78,341

 
Ebro Foods Sa
 
 
51,220

 
1,000,842

 
Eclat Textile Co Ltd
 
 
13,962

 
158,079

 
Edenred
 
 
11,740

 
430,939

 
Edita Food Industries
 
 
21,035

 
86,245


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Eiken Chemical Co Ltd
 
 
8,386

 
183,973

 
Electric Power Development
 
 
15,973

 
379,396

 
Elekta Ab
 
 
58,809

 
698,812

 
Energisa Sa
 
 
23,038

 
220,526

 
Enerplus Corp
 
 
42,353

 
328,656

 
Engie Brasil Energia Sa
 
 
25,406

 
216,454

 
Enn Energy Holdings Ltd
 
 
76,793

 
681,187

 
Epiroc Ab
 
 
134,211

 
1,269,164

 
Eps Holdings Inc
 
 
13,377

 
203,864

 
Equiniti Group Plc
 
 
71,140

 
196,159

 
Erg Spa
 
 
17,355

 
327,342

 
Essent Group Ltd
 
 
28,350

 
969,024

 
Essilor International Cie Gene
 
 
35,712

 
4,509,023

 
Eurofins Scientific
 
 
1,179

 
439,375

 
Euronext Nv
 
 
5,818

 
334,546

 
Everest Re Group Ltd
 
 
6,666

 
1,451,558

 
Evraz Plc
 
 
100,768

 
616,666

 
Experian Plc
 
 
183,023

 
4,440,515

 
Fairfax India Holdings Corp
 
 
105,208

 
1,381,381

 
Farfetch Ltd
 
 
2,795

 
49,504

 
Feng Tay Enterprise Co Ltd
 
 
27,925

 
159,442

 
Ferguson Plc
 
 
30,392

 
1,941,974

 
Ferroglobe Rep & Wrnty Ins Tru Non Transferable Bene Int
 
 
31,110

 
49,464


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fila Korea Ltd
 
 
4,686

 
224,699

 
Finecobank Spa
 
 
54,733

 
549,225

 
First Abu Dhabi Bank Pjsc
 
 
132,235

 
507,606

 
Firstrand Ltd
 
 
147,348

 
671,543

 
Fisher & Paykel Healthcare
 
 
85,415

 
744,578

 
Flybe Group Plc
 
 
222,125

 
48,093

 
Freenet Ag
 
 
28,442

 
550,937

 
Fresenius Se & Co Kgaa
 
 
13,060

 
632,733

 
Fresh Del Monte Produce Inc
 
 
23,995

 
657,853

 
Fufeng Group Ltd
 
 
480,186

 
203,007

 
Fuji Corp/Aichi
 
 
43,227

 
508,249

 
Fujikura Ltd
 
 
50,514

 
201,201

 
Fujimi Inc
 
 
10,083

 
193,819

 
Fujitec Co Ltd
 
 
36,039

 
387,932

 
Fujitsu General Ltd
 
 
25,756

 
330,538

 
Fukuoka Financial Group Inc
 
 
13,876

 
282,930

 
Geberit Ag
 
 
5,882

 
2,280,967

 
Genting Bhd
 
 
688,043

 
1,015,623

 
Genus Plc
 
 
19,405

 
530,371

 
Genworth Mi Canada Inc
 
 
5,948

 
175,067

 
Georgia Healthcare Group Plc
 
 
74,423

 
193,361

 
Gima Tt Spa
 
 
19,432

 
144,878

 
Global Indemnity Ltd
 
 
7,532

 
272,882


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Globant Sa
 
 
3,373

 
189,961

 
Grafton Group Plc
 
 
25,295

 
207,148

 
Grandvision Nv
 
 
21,419

 
468,394

 
Grifols Sa
 
 
29,833

 
753,458

 
Gruma Sab De Cv
 
 
35,276

 
397,417

 
Grupo Aeroportuario Del Centro
 
 
28,124

 
133,939

 
Grupo Aeroportuario Sur
 
 
917

 
138,029

 
Grupo Financiero Banorte Sab D
 
 
216,093

 
1,052,606

 
Guangdong Investment Ltd
 
 
145,607

 
281,567

 
Gudang Garam Tbk Pt
 
 
39,094

 
227,349

 
Gulf Keystone Petroleum Ltd
 
 
124,624

 
287,285

 
Haier Electronics Group Co
 
 
215,635

 
530,456

 
Hana Financial Group
 
 
57,641

 
1,872,648

 
Hansol Chemical Co Ltd
 
 
8,536

 
592,881

 
Hanwa Co Ltd
 
 
19,567

 
504,531

 
Hartalega Holdings Bhd
 
 
108,707

 
161,514

 
Haseko Corp
 
 
84,756

 
892,254

 
Hdfc Bank Ltd
 
 
87,661

 
9,080,885

 
Heiwa Real Estate Co Ltd
 
 
20,166

 
320,734

 
Heiwado Co Ltd
 
 
7,887

 
181,145

 
Helen Of Troy Ltd
 
 
2,415

 
316,854

 
Hemfosa Fastigheter Ab
 
 
43,045

 
339,375

 
Hexagon Ab
 
 
62,600

 
2,880,822


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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Hikari Tsushin Inc
 
 
2,895

 
453,072

 
Hi-p International Ltd
 
 
592,396

 
384,645

 
His Co Ltd
 
 
8,086

 
293,705

 
Hitachi Metals Ltd
 
 
30,349

 
318,105

 
Home Product Center Pcl
 
 
1,003,990

 
468,693

 
Hope Education Group Co Ltd
 
 
1,926,735

 
209,178

 
Horiba Ltd
 
 
4,492

 
183,847

 
Hoshino Resorts Reit Inc
 
 
98

 
468,422

 
Hoshizaki Corp
 
 
3,893

 
237,050

 
Howden Joinery Group Plc
 
 
346,124

 
1,920,231

 
Huazhu Group Ltd
 
 
45,642

 
1,306,719

 
Huhtamaki Oyj
 
 
8,541

 
264,287

 
Ibstock Plc
 
 
775,612

 
1,962,798

 
Ichor Holdings Ltd
 
 
1,998

 
32,565

 
Icici Bank Ltd
 
 
465,581

 
4,790,825

 
Icon Plc
 
 
27,066

 
3,497,250

 
Idec Corp/Japan
 
 
10,782

 
185,240

 
Igg Inc
 
 
220,626

 
302,646

 
Iguatemi Emp De Shopping
 
 
53,291

 
571,995

 
Imax Corp
 
 
11,178

 
210,259

 
Imcd Group
 
 
8,020

 
513,438

 
Immobiliare Grande Distribuzio
 
 
40,584

 
249,692

 
Inchcape Plc
 
 
53,409

 
375,143


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Indivior Plc
 
 
52,173

 
74,653

 
Industria De Diseno Textil Sa
 
 
38,486

 
983,303

 
Industrias Bachoco Sab De Cv
 
 
50,702

 
166,726

 
Informa Plc
 
 
134,930

 
1,082,982

 
Infosys Ltd
 
 
188,129

 
1,790,989

 
Inmobiliaria Colonial Socimi S
 
 
80,005

 
744,012

 
Innovent Biologics Inc
 
 
102,327

 
314,978

 
Instone Real Estate Group Ag
 
 
21,148

 
401,314

 
Integrated Diagnostics Holding
 
 
67,699

 
281,629

 
Intermediate Capital Group
 
 
60,309

 
718,167

 
Intertrust
 
 
19,037

 
319,682

 
Intrum Ab
 
 
9,896

 
229,606

 
Investec Plc
 
 
73,218

 
411,327

 
Invincible Investment Corp
 
 
1,100

 
453,230

 
IP Group Plc
 
 
129,204

 
178,706

 
Ipsen Sa
 
 
8,098

 
1,044,714

 
IQE Plc
 
 
692,615

 
573,375

 
Irb Brasil Resseguros S/A
 
 
24,634

 
530,455

 
Israel Discount Bank Ltd
 
 
283,779

 
877,898

 
Itau Unibanco Holding
 
 
142,341

 
1,303,773

 
Ituran Location and Control
 
 
68,403

 
2,192,992

 
J D Wetherspoon Plc
 
 
11,464

 
162,498

 
Jafco Co Ltd
 
 
7,288

 
232,150


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Japan Aviation Electronics Ind
 
 
30,548

 
354,166

 
Jazz Pharmaceuticals Plc
 
 
410

 
50,893

 
Jd Sports Fashion Plc
 
 
145,426

 
646,026

 
Jeol Ltd
 
 
31,047

 
468,901

 
Johnson Electric Holdings Ltd
 
 
65,888

 
134,312

 
Jollibee Foods Corp
 
 
33,440

 
185,561

 
Jpm Struct.Prod.Bv Lepw
 
 
436,621

 
638,571

 
Jpm-Cw20 Wuliangye Yib
 
 
179,416

 
1,327,676

 
Jse Ltd
 
 
13,431

 
154,577

 
Juki Corp
 
 
51,513

 
522,569

 
Julius Baer Group Ltd
 
 
23,734

 
842,903

 
Jumbo Sa
 
 
12,139

 
176,515

 
Just Eat Plc
 
 
77,867

 
581,938

 
Kakaku.Com Inc
 
 
10,882

 
192,608

 
Kaken Pharmaceutical Co Ltd
 
 
10,782

 
478,085

 
Kanamoto Co Ltd
 
 
19,966

 
525,746

 
Kao Corp
 
 
17,296

 
1,285,452

 
Kasikornbank Pcl
 
 
143,554

 
813,441

 
Kendrion
 
 
6,589

 
157,419

 
Keyence Corp
 
 
8,548

 
4,338,294

 
Keywords Studios Plc
 
 
25,835

 
352,070

 
Kindred Group Plc
 
 
60,583

 
557,600

 
King Slide Works Co Ltd
 
 
52,857

 
550,292


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Kingdee International Software
 
 
227,386

 
200,976

 
Kobayashi Pharmaceutical Co Lt
 
 
5,591

 
380,634

 
Koito Manufacturing Co Ltd
 
 
4,792

 
248,078

 
Kokuyo Co Ltd
 
 
36,338

 
531,588

 
Konecranes Oyj
 
 
9,025

 
272,255

 
Koninklijke Volkerwessels Nv
 
 
19,797

 
312,993

 
Korea Investment Holdings Co L
 
 
3,406

 
181,615

 
Korean Reinsurance Co
 
 
24,298

 
188,581

 
Kumho Petrochemical Co Ltd
 
 
2,115

 
165,510

 
Kyowa Exeo Corp
 
 
44,525

 
1,046,204

 
Kyudenko Corp
 
 
12,479

 
474,291

 
Laboratorios Farmaceuticos
 
 
19,542

 
389,821

 
Landis+Gyr Group Ag
 
 
6,525

 
365,034

 
Lasalle Logiport Reit
 
 
210

 
203,703

 
Lectra
 
 
37,833

 
776,206

 
Leeno Industrial Inc
 
 
4,456

 
187,915

 
Leg Immobilien Ag
 
 
18,047

 
1,879,888

 
Leroy Seafood Group Asa
 
 
73,109

 
556,731

 
LG Corp
 
 
28,339

 
1,584,315

 
Lg Household & Health Care Ltd
 
 
434

 
428,075

 
Li Ning Co Ltd
 
 
178,518

 
191,530

 
Lions Gate Entertainment Corp
 
 
3,366

 
50,092

 
Livanova Plc
 
 
9,324

 
852,826


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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Localiza Rent A Car
 
 
109,704

 
842,080

 
Logitech International Sa
 
 
9,639

 
302,320

 
Lojas Renner S.A.
 
 
91,453

 
1,000,481

 
Loma Negra Cia Industrial Arge
 
 
99,950

 
1,112,446

 
Londonmetric Property Plc
 
 
112,411

 
249,109

 
Longfor Properties Co Ltd
 
 
241,348

 
721,331

 
Lonking Holdings Ltd
 
 
1,120,102

 
290,421

 
Luthai Textile Co Ltd
 
 
241,391

 
285,500

 
Lvmh Moet Hennessy Louis Vuitt
 
 
13,436

 
3,965,852

 
Maanshan Iron & Steel Co Ltd
 
 
1,412,188

 
622,280

 
Mabuchi Motor Co Ltd
 
 
6,389

 
196,249

 
Macq Bk-Cw20 China Jushi C
 
 
546,046

 
767,648

 
Macq Bk-Cw20 Focused Photo
 
 
186,098

 
693,960

 
Macq Bk-Cw20 Ping An Bank
 
 
680,563

 
928,062

 
Macq Bk-Cw20 Ping An Insur
 
 
93,248

 
760,519

 
Macquarie Korea Infrastructure
 
 
26,874

 
223,753

 
Macquarie Mexico Real Estate M
 
 
363,957

 
326,187

 
Maeda Corp
 
 
73,076

 
684,038

 
Magazine Luiza Sa
 
 
9,774

 
456,611

 
Magnit Pjsc
 
 
12,642

 
639,335

 
Mail.Ru Group
 
 
36,757

 
862,312

 
Majestic Wine Plc
 
 
53,804

 
169,256

 
Makalot Industrial Co Ltd
 
 
28,922

 
159,961


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Makino Milling Machine Co Ltd
 
 
17,770

 
630,040

 
Makita Corp
 
 
44,063

 
1,568,299

 
Mando Corp
 
 
9,028

 
234,228

 
Marcopolo Sa
 
 
477,057

 
492,981

 
Masonite International Corp
 
 
609

 
27,317

 
Matsumotokiyoshi Holdings Co L
 
 
11,980

 
367,422

 
Mayora Indah
 
 
991,719

 
180,689

 
Mcj Co Ltd
 
 
54,308

 
328,179

 
Mediaset Espana Comunicacion S
 
 
78,671

 
493,729

 
Mediclinic International Plc
 
 
160,587

 
659,591

 
Medtronic Plc
 
 
30,685

 
2,791,070

 
Megacable Holdings Sab De Cv
 
 
30,917

 
138,132

 
Meidensha Corp
 
 
18,269

 
230,288

 
Meitec Corp
 
 
7,587

 
308,769

 
Mellanox Technologies Ltd
 
 
14,435

 
1,333,454

 
Metawater Co Ltd
 
 
10,782

 
288,129

 
Metcash Ltd
 
 
305,785

 
527,418

 
Mitie Group Plc
 
 
114,620

 
161,454

 
Mitsui Fudosan Logistics Par Reit
 
 
66

 
188,988

 
Mitsui Mining & Smelting Co Lt
 
 
16,672

 
346,002

 
Miura Co Ltd
 
 
10,582

 
241,609

 
Modec Inc
 
 
12,379

 
256,460

 
Moncler Spa
 
 
15,478

 
511,870


*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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Moneta Money Bank As
 
 
64,156

 
206,595

 
Moneysupermarket.Com Group Plc
 
 
75,325

 
264,299

 
Morgan Sindall Group Plc
 
 
9,914

 
133,086

 
Mori Hills Reit Investment
 
 
130

 
164,613

 
Morinaga & Co Ltd/Japan
 
 
15,973

 
688,620

 
Mr Price Group Ltd
 
 
74,494

 
1,274,709

 
Muangthai Capital Pcl
 
 
84,572

 
127,273

 
Multiplan Empreendimentos Imob
 
 
32,512

 
203,928

 
Musashi Seimitsu Industry Co
 
 
33,942

 
475,810

 
Mycronic Ab
 
 
23,605

 
314,437

 
Naspers Ltd
 
 
23,785

 
4,782,407

 
National Bank Of Canada
 
 
34,493

 
1,415,521

 
Navigator Co Sa/The
 
 
90,068

 
370,662

 
Nestle Sa
 
 
48,248

 
3,905,648

 
Netcompany Group A/S
 
 
9,754

 
328,738

 
Netent Ab
 
 
27,669

 
114,068

 
Nexity Sa
 
 
19,318

 
870,097

 
Nexon Co Ltd
 
 
86,431

 
1,113,132

 
Nextdc Ltd
 
 
74,619

 
320,967

 
Ngk Spark Plug Co Ltd
 
 
13,976

 
279,233

 
Nichiha Corp
 
 
15,474

 
389,824

 
Nifco Inc
 
 
13,277

 
314,647

 
Nihon Unisys Ltd
 
 
15,474

 
345,680


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Nikkiso Co Ltd
 
 
22,761

 
191,485

 
Nine Entertainment Co Holdings
 
 
456,719

 
443,712

 
Nippon Ceramic Co Ltd
 
 
10,582

 
227,044

 
Nippon Light Metal Holdings Co
 
 
308,278

 
626,586

 
Nippon Seiki Co Ltd
 
 
25,756

 
441,578

 
Nippon Soda Co Ltd
 
 
11,780

 
288,824

 
Nishio Rent All Co Ltd
 
 
6,589

 
197,878

 
Nissin Electric Co Ltd
 
 
48,318

 
353,638

 
Nitto Boseki Co Ltd
 
 
9,783

 
160,062

 
Nmc Health Plc
 
 
6,053

 
210,909

 
Nof Corp
 
 
11,880

 
406,589

 
Nojima Corp
 
 
11,381

 
227,322

 
Nordea Bank Abp
 
 
139,949

 
1,177,257

 
Norma Group
 
 
8,480

 
418,565

 
Notre Dame Intermedica Partici
 
 
60,916

 
457,053

 
Nova Ljubljanska Banka Dd
 
 
42,675

 
634,676

 
Novanta Inc
 
 
3,552

 
223,851

 
Novartis Ag
 
 
44,538

 
3,796,847

 
Novocure Ltd
 
 
305

 
10,234

 
Nyfosa Ab
 
 
43,046

 
207,587

 
Obara Group Inc
 
 
8,985

 
320,607

 
Ocado Group Plc
 
 
41,944

 
422,016

 
Odontoprev Sa
 
 
89,199

 
316,451


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Old Mutual Ltd
 
 
809,517

 
1,248,907

 
Ooh!Media Ltd
 
 
81,899

 
197,187

 
Open House Co Ltd
 
 
10,482

 
354,456

 
Orbotech Ltd
 
 
12,248

 
692,516

 
Oriflame Holding
 
 
10,182

 
227,503

 
Osstem Implant Co Ltd
 
 
7,414

 
355,505

 
OTP Bank Plc
 
 
25,972

 
1,044,880

 
Oxford Immunotec Global Plc
 
 
4,865

 
62,172

 
Oxford Instruments Plc
 
 
28,073

 
325,364

 
Paddy Power Betfair Plc
 
 
4,709

 
383,834

 
Pakuwon Jati Tbk Pt
 
 
10,937,474

 
471,574

 
Paltac Corporation
 
 
8,985

 
425,019

 
Pampa Energia
 
 
32,400

 
1,030,629

 
Paramount Bed Holdings Co Ltd
 
 
8,885

 
368,873

 
Parex Resources Inc
 
 
28,583

 
342,162

 
Peab Ab
 
 
34,415

 
281,036

 
Pembangunan Perumahan Perser
 
 
875,240

 
109,861

 
Pendal Group Ltd
 
 
71,030

 
398,538

 
Penta-Ocean Construction Co Lt
 
 
84,157

 
467,136

 
Pernod Ricard Sa
 
 
21,717

 
3,557,612

 
Petroleo Brasileiro Sa
 
 
85,293

 
697,253

 
Petroleo Brasileiro Spon
 
 
46,966

 
611,030

 
Ping An Insurance Group Co
 
 
490,787

 
4,334,703


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Piovan Spa
 
 
20,314

 
184,471

 
Playtech Plc
 
 
124,965

 
612,749

 
Polyus Pjsc
 
 
16,878

 
656,792

 
President Chain Store Corp
 
 
99,731

 
1,009,086

 
Press Kogyo Co Ltd
 
 
28,252

 
139,053

 
Prudential Plc
 
 
144,379

 
2,578,014

 
Public Bank Bhd
 
 
123,267

 
738,559

 
Qgep Participacoes Sa
 
 
68,888

 
166,189

 
Qinetiq Group Plc
 
 
249,973

 
911,800

 
Quintis Ltd
 
 
318,278

 
66,100

 
Raia Drogasil Sa
 
 
21,705

 
320,045

 
Rathbone Brothers Plc
 
 
7,968

 
237,682

 
Red Electrica Corp Sa
 
 
71,454

 
1,592,399

 
Redrow Plc
 
 
56,144

 
351,375

 
Reliance Industries Ltd
 
 
67,396

 
2,164,802

 
Relx Plc
 
 
103,287

 
2,126,442

 
Renishaw Plc
 
 
4,984

 
269,115

 
Rentokil Initial Plc
 
 
111,623

 
479,373

 
Reply Spa
 
 
6,539

 
329,496

 
Rhi Magnesita Nv
 
 
10,157

 
512,253

 
Rightmove Plc
 
 
100,068

 
550,890

 
Rogers Communications Inc
 
 
47,452

 
2,430,643

 
Roland Dg Corp
 
 
16,871

 
324,465


*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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Rosneft Oil Co Pjsc
 
 
151,503

 
944,546

 
Rotork Plc
 
 
82,167

 
259,107

 
Round One Corp
 
 
66,787

 
686,648

 
Royal Dutch Shell Plc
 
 
100,034

 
2,939,829

 
Royal Unibrew A/S
 
 
20,076

 
1,380,849

 
Rpc Group Plc
 
 
26,909

 
223,452

 
Rsa Insurance Group Plc
 
 
104,374

 
682,735

 
Rumo Sa
 
 
52,758

 
231,408

 
Ryanair Holdings Plc
 
 
34,396

 
2,453,814

 
Safaricom Plc
 
 
699,763

 
152,526

 
Safestore Holdings Plc
 
 
36,671

 
236,556

 
Safran Sa
 
 
16,087

 
1,938,288

 
Sakata Inx Corp
 
 
33,643

 
372,261

 
Sakata Seed Corp
 
 
7,288

 
223,847

 
Salmar Asa
 
 
10,337

 
510,956

 
Sampo Oyj
 
 
28,933

 
1,270,403

 
Samsung Electronics
 
 
84,516

 
2,404,892

 
Samsung Electronics Co Ltd
 
 
84,031

 
2,914,512

 
Samsung Sdi Co Ltd
 
 
2,197

 
431,223

 
Sandfire Resources Nl
 
 
58,496

 
275,090

 
Sankyu Inc
 
 
6,489

 
294,242

 
Sanwa Holdings Corp
 
 
46,022

 
523,916

 
Sap Se
 
 
26,787

 
2,661,903


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Sasol Ltd
 
 
42,895

 
1,267,324

 
Savills Plc
 
 
234,768

 
2,113,928

 
Sberbank Of Russia Pjsc
 
 
113,647

 
1,245,573

 
Scout24 Ag
 
 
21,818

 
1,001,642

 
Screen Holdings Co Ltd
 
 
5,790

 
243,028

 
Sega Sammy Holdings Inc
 
 
25,157

 
352,201

 
Seiren Co Ltd
 
 
22,662

 
369,724

 
Sensirion Holding Ag
 
 
5,438

 
233,056

 
Seven Generations Energy
 
 
19,767

 
161,223

 
Sgl Carbon Se
 
 
24,525

 
170,881

 
Shanghai Fosun Pharmaceutical
 
 
271,766

 
798,358

 
Shenzhen Expressway Co Ltd
 
 
371,371

 
409,348

 
Shenzhou International Group H
 
 
104,717

 
1,187,029

 
Shin-Etsu Chemical Co Ltd
 
 
15,053

 
1,171,162

 
Shinhan Financial Group Co Ltd
 
 
32,393

 
1,149,619

 
Shop Apotheke Europe
 
 
6,031

 
259,218

 
Shopify Inc
 
 
33,979

 
4,702,877

 
Shopping Centres Australasia P
 
 
264,911

 
475,568

 
Signify Nv
 
 
33,403

 
781,649

 
Sika Ag
 
 
18,248

 
2,306,485

 
Sina Corp/China
 
 
10,425

 
559,189

 
Sinopec Engineering Group Co L
 
 
547,073

 
449,294

 
Sinotrans Ltd
 
 
751,726

 
326,447


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Sitc International holdings
 
 
510,135

 
480,857

 
Sk Hynix Inc
 
 
6,825

 
370,037

 
Sleep Country Cda Holdings Inc
 
 
111,816

 
1,634,918

 
SLM Corp
 
 
321,448

 
1,783,215

 
Smartgroup Corp Ltd
 
 
61,110

 
382,033

 
Smcp Sa
 
 
31,045

 
477,831

 
Societa Iniziative Autostradal
 
 
39,444

 
543,792

 
Societe Generale Sa
 
 
26,052

 
828,517

 
Softcat Plc
 
 
41,215

 
308,651

 
Sojitz Corp
 
 
308,577

 
1,074,388

 
Sophos Group Plc
 
 
77,535

 
373,860

 
Sopra Steria Group
 
 
1,589

 
146,526

 
Sparebank 1 Smn
 
 
38,801

 
377,296

 
Spie Sa
 
 
18,838

 
249,588

 
Spin Master Corp
 
 
21,764

 
611,747

 
Spirax Sarco Engineering Plc
 
 
4,308

 
342,344

 
Ssy Group Ltd
 
 
117,682

 
87,179

 
Stanley Electric Co Ltd
 
 
13,277

 
373,946

 
Statoil Asa
 
 
66,320

 
1,407,327

 
Steadfast Group Ltd
 
 
153,346

 
296,878

 
Stoneco Ltd
 
 
10,154

 
187,236

 
Stroeer Se & Co Kgaa
 
 
5,464

 
263,451

 
Sul America Sa
 
 
14,561

 
107,447


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Sumitomo Mitsui Financial Grou
 
 
41,272

 
1,371,145

 
Sumitomo Seika Chemicals Co
 
 
6,888

 
264,948

 
Suncor Energy Inc
 
 
77,681

 
2,168,687

 
Sunny Optical Tech
 
 
101,227

 
899,868

 
Suzano Papel E Celulose Sa
 
 
117,993

 
1,159,309

 
Suzuki Motor Corp
 
 
10,268

 
521,008

 
Swissquote Group Holding Sa
 
 
3,936

 
180,685

 
Sydbank A/S
 
 
18,153

 
431,310

 
Taiwan Semiconductor Manufacture
 
 
167,548

 
1,229,203

 
Taiwan Semiconductor SP
 
 
212,636

 
7,848,411

 
Takeaway.Com Holding
 
 
13,200

 
887,242

 
Takeuchi Manufacturing Co Ltd
 
 
19,068

 
294,405

 
Takuma Co Ltd
 
 
37,437

 
468,831

 
Tarkett
 
 
10,013

 
200,541

 
Tate & Lyle Plc
 
 
85,893

 
722,000

 
Taylor Wimpey Plc
 
 
191,804

 
332,834

 
Tci Co Ltd
 
 
53,139

 
897,257

 
Tecan Group
 
 
5,507

 
1,065,806

 
Techtronic Industries Co Ltd
 
 
160,501

 
852,796

 
Ted Baker Plc
 
 
15,900

 
313,880

 
Telekomunikasi Indonesia Perse
 
 
38,580

 
1,011,183

 
Telenor Asa
 
 
92,849

 
1,796,048

 
Temenos Ag
 
 
2,539

 
303,624


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Temp Holdings Co Ltd
 
 
19,367

 
288,791

 
Tencent Holdings Ltd
 
 
269,224

 
10,797,363

 
Tencent Music Entertainment Gr
 
 
23,182

 
306,498

 
Terveystalo Oyj
 
 
36,591

 
335,678

 
T-Gaia Corp
 
 
11,780

 
223,006

 
Theravance Biopharma Inc
 
 
2,058

 
52,659

 
Thule Group
 
 
19,684

 
359,889

 
Tieto Oyj
 
 
11,635

 
313,635

 
Toei Co Ltd
 
 
3,294

 
387,349

 
Toho Holdings Co Ltd
 
 
24,059

 
589,447

 
Tokai Carbon Co Ltd
 
 
24,858

 
282,756

 
Tokuyama Corp
 
 
15,673

 
345,854

 
Tosoh Corp
 
 
43,926

 
573,316

 
Tranmissora Alianca De Unit
 
 
56,940

 
346,713

 
Transcontinental Inc
 
 
38,597

 
545,405

 
Travelport Worldwide Ltd
 
 
6,413

 
100,173

 
Travelsky Technology Ltd
 
 
177,699

 
455,065

 
Trigano Sa
 
 
5,716

 
527,016

 
Trinseo SA
 
 
6,080

 
278,365

 
Tuanche Ltd
 
 
5,690

 
38,410

 
Tyman Plc
 
 
78,883

 
236,095

 
Udg Healthcare Plc
 
 
29,139

 
221,552

 
Ums Holdings Ltd
 
 
435,462

 
182,108


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Unilever Plc
 
 
37,333

 
1,953,476

 
Uniqure Nv
 
 
1,099

 
31,668

 
United Tractors Tbk
 
 
76,793

 
146,056

 
Ut Group Co Ltd
 
 
5,091

 
87,242

 
Van Lanschot
 
 
14,106

 
319,605

 
Varta Ag
 
 
9,926

 
282,316

 
Victrex Plc
 
 
28,277

 
823,993

 
Vinacapital Vietnam Opportunity
 
 
150,097

 
638,485

 
Vinci Sa
 
 
16,470

 
1,355,952

 
Vitrolife Ab
 
 
24,679

 
409,192

 
Vivendi Sa
 
 
62,162

 
1,512,160

 
Vivo Energy Plc
 
 
137,092

 
218,250

 
Volkswagen Ag
 
 
11,735

 
1,863,515

 
Vt Holdings Co Ltd
 
 
53,010

 
197,613

 
Walmart De Mexico
 
 
1,593,922

 
4,045,152

 
Wandisco Plc
 
 
33,208

 
203,854

 
Wave Life Sciences Ltd
 
 
599

 
25,197

 
Weg Sa
 
 
72,664

 
328,846

 
Weibo Corp
 
 
4,180

 
244,221

 
White Mountains Insurance Grou
 
 
411

 
352,990

 
Whitehaven Coal Ltd
 
 
229,538

 
698,089

 
Wirecard Ag
 
 
5,389

 
818,086

 
Wise Talent Information Techno
 
 
174,504

 
646,366


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Wix.Com Ltd
 
 
6,090

 
550,142

 
Wizz Air Holdings Plc
 
 
30,995

 
1,106,108

 
Wolters Kluwer Nv
 
 
23,113

 
1,364,949

 
Wonik Ips Co Ltd
 
 
52,161

 
939,631

 
Wowow Inc
 
 
10,083

 
278,919

 
Wright Medical Group Nv
 
 
3,740

 
101,803

 
Wuxi Biologics Cayman Inc
 
 
8,976

 
57,493

 
Xaar Plc
 
 
71,171

 
131,524

 
Xiabuxiabu Catering Management
 
 
67,318

 
106,274

 
Xlmedia Plc
 
 
194,463

 
184,513

 
Yamaha Corp
 
 
19,639

 
837,718

 
Yandex Nv
 
 
80,723

 
2,207,796

 
Yangtze Optical Fibre And Cabl
 
 
168,645

 
460,957

 
Yanlord Land Group Ltd
 
 
461,718

 
413,276

 
Yellow Hat Ltd
 
 
12,778

 
305,264

 
Yichang Hec Changjiang Pharmac
 
 
108,616

 
362,083

 
Yihai International Holding Lt
 
 
78,787

 
192,607

 
Yougov Plc
 
 
74,700

 
375,797

 
Yume No Machi Souzou Iinkai Co
 
 
5,491

 
63,807

 
Zenkoku Hosho Co Ltd
 
 
19,567

 
614,390

 
Zojirushi Corp
 
 
10,582

 
93,075

 
Zur Rose Group Ag
 
 
3,267

 
297,313

 
Vostok New Ventures Ltd
 
 
47,672

 
324,237


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
       Total non-U.S. equities
 
 
 
 
$
484,887,327

 
 
 
 
 
 
 
 
U.S. equities:
 
 
 
 
 
 
8X8 Inc
 
 
464

 
$
8,380

 
A10 Networks Inc
 
 
2,787

 
17,391

 
Aaon Inc
 
 
1,169

 
40,976

 
Aaron'S Inc
 
 
899

 
37,805

 
Abeona Therapeutics Inc
 
 
1,399

 
9,985

 
ABM Industries Inc
 
 
12,260

 
393,664

 
Acacia Communications Inc
 
 
1,408

 
53,523

 
Acadia Pharmaceuticals Inc
 
 
4,485

 
72,526

 
Acadia Realty Trust
 
 
51,279

 
1,218,380

 
Acceleron Pharma Inc
 
 
2,007

 
87,442

 
Acco Brands Corp
 
 
30,315

 
205,533

 
ACI Worldwide Inc
 
 
67,354

 
1,863,682

 
Aclaris Therapeutics Inc
 
 
1,578

 
11,664

 
Acuity Brands Inc
 
 
14,985

 
1,722,520

 
Adams Resources & Energy Inc
 
 
99

 
3,867

 
Addus Homecare Corp
 
 
2,497

 
169,518

 
Adtran Inc
 
 
4,026

 
43,236

 
Advanced Disposal Services Inc
 
 
5,631

 
134,805

 
Advanced Drainage Systems Inc
 
 
3,956

 
95,927

 
Advanced Energy Industries
 
 
2,829

 
121,448


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Advansix Inc
 
 
3,017

 
73,428

 
Aegion Corp
 
 
16,902

 
275,839

 
Aerie Pharmaceuticals Inc
 
 
1,538

 
55,535

 
Aerohive Networks Inc
 
 
1,698

 
5,536

 
Aerojet Rocketdyne Holdings In
 
 
9,295

 
327,465

 
Aerovironment Inc
 
 
1,778

 
120,822

 
Agios Pharmaceuticals Inc
 
 
2,142

 
98,754

 
Aimmune Therapeutics Inc
 
 
2,047

 
48,960

 
Air Lease Corp
 
 
17,715

 
535,171

 
Albany International Corp
 
 
2,937

 
183,348

 
Albireo Pharma Inc
 
 
319

 
7,841

 
Allied Motion Technologies Inc
 
 
1,029

 
45,981

 
Alnylam Pharmaceuticals Inc
 
 
249

 
18,208

 
Altair Engineering Inc
 
 
3,890

 
107,282

 
Alteryx Inc
 
 
1,538

 
91,486

 
Altra Industrial Motion Corp
 
 
9,909

 
249,221

 
AMAG Pharmaceuticals Inc
 
 
2,038

 
30,954

 
Ambac Financial Group Inc
 
 
649

 
11,194

 
Amc Networks Inc
 
 
10,765

 
590,809

 
Amedisys Inc
 
 
1,958

 
229,290

 
American Assets Trust Inc
 
 
67,433

 
2,708,802

 
American Campus Communities
 
 
71,056

 
2,940,999

 
American Eagle Outfitters Inc
 
 
17,042

 
329,417


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
American Homes 4 Rent
 
 
117,462

 
2,331,619

 
American Public Education Inc
 
 
759

 
21,606

 
American States Water Co
 
 
2,607

 
174,787

 
American Vanguard Corp
 
 
1,868

 
28,375

 
American Woodmark Corp
 
 
59

 
3,337

 
Americold Realty Trust
 
 
97,868

 
2,499,557

 
Ameris Bancorp
 
 
3,396

 
107,563

 
Amicus Therapeutics Inc
 
 
6,423

 
61,534

 
Anaptysbio Inc
 
 
1,084

 
69,138

 
Anixter International Inc
 
 
3,735

 
202,848

 
Apergy Corp
 
 
10,689

 
289,446

 
Appfolio Inc
 
 
389

 
23,071

 
Applied Industrial Technologie
 
 
3,107

 
167,574

 
Arena Pharmaceuticals Inc
 
 
39

 
1,556

 
Ares Commercial Real Estate Reit
 
 
20,405

 
266,083

 
Array Biopharma Inc
 
 
13,106

 
186,760

 
Artisan Partners Asset Managem
 
 
6,743

 
149,083

 
Asgn Inc
 
 
11,702

 
637,785

 
Aspen Technology Inc
 
 
3,050

 
250,627

 
Assembly Biosciences Inc
 
 
379

 
8,586

 
Assertio Therapeutics Inc
 
 
5,534

 
19,978

 
Astronics Corp
 
 
529

 
16,136

 
At Home Group Inc
 
 
925

 
17,261


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Atkore International Group
 
 
7,698

 
152,724

 
Audentes Therapeutics Inc
 
 
539

 
11,500

 
Avalonbay Communities Inc
 
 
35,516

 
6,181,546

 
Avanos Medical Inc
 
 
1,748

 
78,299

 
Axon Enterprise Inc
 
 
1,458

 
63,807

 
Azz Inc
 
 
3,376

 
136,271

 
Badger Meter Inc
 
 
1,618

 
79,635

 
Bankunited Inc
 
 
17,786

 
532,511

 
Barnes Group Inc
 
 
5,500

 
294,916

 
Barrett Business Svcs Inc
 
 
2,058

 
117,809

 
Beacon Roofing Supply Inc
 
 
2,124

 
67,365

 
Belden Inc
 
 
9,903

 
413,665

 
Berry Global Group Inc
 
 
5,344

 
254,013

 
Bid Corp Ltd
 
 
44,105

 
1,752,763

 
Big Lots Inc
 
 
999

 
28,889

 
Bio-Rad Laboratories Inc
 
 
668

 
155,189

 
Biospecifics technologies
 
 
1,199

 
72,642

 
Biotelemetry Inc
 
 
2,906

 
173,600

 
Bj'S Restaurants Inc
 
 
3,346

 
169,228

 
Blackbaud Inc
 
 
2,828

 
177,879

 
Blackline Inc
 
 
209

 
8,590

 
Blackstone Mortgage Tru Cl A Reit
 
 
16,661

 
530,824

 
Bloomin' Brands Inc
 
 
719

 
12,867


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Bluebird Bio Inc
 
 
1,198

 
118,912

 
Blueprint Medicines Corp
 
 
3,678

 
198,284

 
BMC Stock Holdings Inc
 
 
26,920

 
416,724

 
Boingo Wireless Inc
 
 
4,036

 
83,014

 
Boise Cascade Co
 
 
469

 
11,198

 
Boot Barn Holdings Inc
 
 
679

 
11,568

 
Booz Allen Hamilton Holdings
 
 
10,803

 
486,865

 
Boston Beer Co Inc/The
 
 
620

 
149,402

 
Boston Private Financial Holdi
 
 
18,363

 
194,100

 
Boston Properties Inc
 
 
47,488

 
5,344,727

 
Bottomline Technologies De Inc
 
 
1,408

 
67,608

 
Box Inc
 
 
8,559

 
144,473

 
Boyd Gaming Corp
 
 
6,044

 
125,585

 
Bright Horizons Family Solutio
 
 
3,472

 
386,986

 
Brightcove Inc
 
 
3,177

 
22,363

 
Brink'S Co/The
 
 
799

 
51,665

 
Broadridge Financial Solutions
 
 
2,149

 
206,812

 
Brooks Automation Inc
 
 
16,075

 
420,838

 
Bruker Corp
 
 
1,828

 
54,421

 
Brunello Cucinelli
 
 
2,947

 
136,881

 
Burford Capital Ltd
 
 
26,727

 
563,688

 
Burlington Stores Inc
 
 
2,773

 
451,089

 
Bwx Technologies Inc
 
 
3,746

 
143,209


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Cable One Inc
 
 
405

 
332,604

 
Cabot Microelectronics Corp
 
 
4,013

 
382,611

 
Cactus Inc
 
 
1,428

 
39,154

 
Cadence Bancorp
 
 
26,617

 
446,624

 
Calamp Corp
 
 
4,625

 
60,172

 
Calithera Biosciences Inc
 
 
639

 
2,564

 
Callaway Golf Co
 
 
2,687

 
41,113

 
Cambrex Corp
 
 
7,542

 
284,783

 
Camden PropertyTrust
 
 
25,041

 
2,204,835

 
Cantel Medical Corp
 
 
5,121

 
381,297

 
Cardiovascular Systems Inc
 
 
3,656

 
104,162

 
Care.Com Inc
 
 
10,469

 
202,152

 
Career Education Corp
 
 
4,565

 
52,134

 
Cargurus Inc
 
 
6,433

 
216,989

 
Carlisle Cos Inc
 
 
10,649

 
1,070,397

 
Carolina Financial Corp
 
 
3,280

 
97,070

 
Carrizo Oil & Gas Inc
 
 
2,297

 
25,939

 
Carter'S Inc
 
 
1,398

 
114,064

 
Casella Waste Systems Inc
 
 
10,827

 
308,472

 
Casey'S General Stores Inc
 
 
2,198

 
281,606

 
Cass Information Systems Inc
 
 
815

 
43,137

 
Catalent Inc
 
 
5,572

 
173,736

 
Catalyst Pharmaceuticals Inc
 
 
3,816

 
7,327


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Cavco Industries Inc
 
 
699

 
91,168

 
Cboe Global Markets Inc
 
 
2,389

 
233,759

 
Centennial Resource Developmen
 
 
7,392

 
81,461

 
Centerstate Bank Corp
 
 
13,971

 
293,951

 
Cerus Corp
 
 
7,082

 
35,908

 
Channeladvisor Corp
 
 
3,476

 
39,456

 
Charles River Laboratories Int
 
 
2,334

 
264,106

 
Chart Industries Inc
 
 
1,059

 
68,858

 
Chase Corp
 
 
1,628

 
162,907

 
Chatham Lodging Trust Reit
 
 
10,511

 
185,830

 
Cheesecake Factory Inc/The
 
 
1,858

 
80,842

 
Chegg Inc
 
 
5,484

 
155,859

 
Chemed Corp
 
 
3,339

 
945,992

 
Chemocentryx Inc
 
 
751

 
8,196

 
Children's Place Inc
 
 
724

 
65,245

 
Choice Hotels Intl Inc
 
 
1,299

 
92,954

 
Churchill Downs Inc
 
 
1,359

 
331,648

 
Ciena Corp
 
 
18,025

 
611,217

 
Cirrus Logic Inc
 
 
4,363

 
144,775

*
Citigroup Inc
 
 
10,548,482

 
549,153,991

 
City Office Reit Inc
 
 
5,364

 
54,984

 
Cloudera Inc
 
 
1,586

 
17,544

 
Coca-Cola Bottling Co Consolid
 
 
557

 
98,872


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Cogent Communications Holdings
 
 
1,903

 
86,033

 
Cognex Corp
 
 
3,237

 
125,157

 
Coherent Inc
 
 
25,286

 
2,673,080

 
Coherus Biosciences Inc
 
 
639

 
5,786

 
Columbia Banking System Inc
 
 
8,972

 
325,608

 
Columbia Sportswear Co
 
 
599

 
50,400

 
Comfort Systems Usa Inc
 
 
5,594

 
244,346

 
Commvault Systems Inc
 
 
5,574

 
329,369

 
Concert Pharmaceuticals Inc
 
 
1,069

 
13,414

 
Conmed Corp
 
 
3,366

 
216,123

 
Consol Energy Inc
 
 
1,748

 
55,433

 
Continental Building Products
 
 
5,694

 
144,910

 
Cooper Cos Inc/The
 
 
537

 
136,775

 
Cooper Standard Holding
 
 
1,140

 
70,803

 
Cooper Tire & Rubber Co
 
 
5,447

 
176,107

 
Corelogic Inc/United States
 
 
4,295

 
143,552

 
Core-Mark Holding Co Inc
 
 
1,149

 
26,709

 
Coresite Realty Corp
 
 
2,061

 
179,763

 
Cornerstone Ondemand Inc
 
 
6,383

 
321,903

 
Corvel Corp
 
 
6,673

 
411,848

 
Coupa Software Inc
 
 
2,028

 
127,469

 
Cousins Properties Inc
 
 
15,273

 
120,654

 
Craft Brew Alliance Inc
 
 
569

 
8,148


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Crocs Inc
 
 
1,039

 
26,990

 
Csg Systems International Inc
 
 
2,407

 
76,484

 
Csw Industrials Inc
 
 
1,399

 
67,618

 
Cubesmart Reit
 
 
104,558

 
2,999,759

 
Culp Inc
 
 
399

 
7,552

 
Curtiss Wright Corp
 
 
4,046

 
413,245

 
Customers Bancorp Inc
 
 
7,922

 
144,172

 
Cutera Inc
 
 
1,428

 
24,313

 
Cyrusone Inc
 
 
35,850

 
1,895,739

 
Cytomx Therapeutics Inc
 
 
3,247

 
49,022

 
Dana Inc
 
 
1,948

 
26,550

 
Dave & Buster Entertainment
 
 
436

 
19,452

 
Deckers Outdoor Corp
 
 
1,079

 
138,038

 
Denny'S Corp
 
 
9,562

 
155,012

 
Digital Realty Trust Inc
 
 
45,991

 
4,900,354

 
Diodes Inc
 
 
4,895

 
157,905

 
Domino'S Pizza Inc
 
 
789

 
195,703

 
Douglas Dynamics Inc
 
 
3,017

 
108,272

 
Douglas Emmett Inc
 
 
64,952

 
2,216,820

 
Dril Quip Inc
 
 
899

 
26,998

 
Duke Realty Corp
 
 
134,980

 
3,495,994

 
Dun & Bradstreet Corp/The
 
 
859

 
122,625

 
E*Trade Financial Corp
 
 
2,315

 
101,561


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Eagle Bancorp Inc
 
 
5,668

 
276,085

 
Eagle Materials Inc
 
 
1,424

 
86,936

 
Eagle Pharmaceuticals Inc/De
 
 
1,818

 
73,249

 
Easterly Government Properti
 
 
65,165

 
1,021,783

 
Eastgroup Properties Inc
 
 
2,008

 
184,180

 
Echo Global Logistics Inc
 
 
819

 
16,653

 
Echostar Corp
 
 
1,229

 
45,117

 
Editas Medicine Inc
 
 
679

 
15,453

 
Ellie Mae Inc
 
 
2,178

 
136,823

 
Emcor Group Inc
 
 
1,438

 
85,862

 
Emergent Biosolutions Inc
 
 
6,143

 
364,182

 
Empire State Realty Trust
 
 
113,406

 
1,613,771

 
Enanta Pharmaceuticals Inc
 
 
1,068

 
75,707

 
Encompass Health Corp
 
 
2,956

 
182,436

 
Energizer Holdings Inc
 
 
6,521

 
294,424

 
Enersys
 
 
15,224

 
1,181,588

 
Engility Holdings Inc
 
 
6,347

 
180,641

 
Ensign Group Inc/The
 
 
6,583

 
255,352

 
Entegris Inc
 
 
9,680

 
270,013

 
Entercom Communications Corp
 
 
24,375

 
139,181

 
Entravision Communications Cor
 
 
2,397

 
6,977

 
Envestnet Inc
 
 
7,732

 
380,323

 
Enzo Biochem Inc
 
 
15,693

 
43,627


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Eplus Inc
 
 
798

 
56,876

 
Equinix Inc
 
 
3,392

 
1,195,873

 
Equity Lifestyle Properties
 
 
23,760

 
2,307,831

 
Essex Property Trust Inc
 
 
18,556

 
4,550,134

 
Etsy Inc
 
 
6,073

 
288,916

 
Euronet Worldwide Inc
 
 
3,246

 
332,277

 
Evercore Inc
 
 
2,148

 
153,689

 
Evertec Inc
 
 
10,908

 
313,068

 
Evolution Petroleum Corp
 
 
99

 
681

 
Exact Sciences Corp
 
 
4,537

 
286,357

 
Exelixis Inc
 
 
1,747

 
34,385

 
Exlservice Holdings Inc
 
 
1,019

 
53,615

 
Exponent Inc
 
 
11,312

 
573,626

 
Extended Stay America Inc
 
 
110,239

 
1,708,705

 
Exterran Corp
 
 
3,117

 
55,165

 
Extraction Oil & Gas Inc
 
 
23,469

 
100,681

 
Factset Research Systems Inc
 
 
388

 
77,767

 
Fair Isaac Corp
 
 
3,060

 
572,168

 
Faro Technologies Inc
 
 
1,818

 
73,886

 
FCB Financial Holdings
 
 
8,326

 
279,590

 
Federal Realty Invs Trust
 
 
20,352

 
2,402,329

 
Federal Signal Corp
 
 
7,192

 
143,127

 
Federated Investors Inc
 
 
6,156

 
163,453


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fednat Holding Co
 
 
5,294

 
105,463

 
Ferro Corp
 
 
9,654

 
151,369

 
Fibrogen Inc
 
 
6,613

 
306,046

 
Fiesta Restaurant Group Inc
 
 
1,758

 
27,268

 
First Bancorp/Southern Pines N
 
 
4,755

 
155,295

 
First Citizens Bcshs
 
 
1,075

 
405,272

 
First Financial Bankshares Inc
 
 
1,359

 
78,374

 
First Hawaiian Inc
 
 
9,542

 
214,785

 
First Industrial Realty Trust
 
 
14,082

 
406,404

 
First Merchants Corp
 
 
7,556

 
258,941

 
First Midwest Bancorp Inc/Il
 
 
9,572

 
189,616

 
Firstcash Inc
 
 
4,291

 
310,483

 
Five9 Inc
 
 
4,917

 
214,960

 
Fonar Corp
 
 
69

 
1,415

 
Forescout Technologies Inc
 
 
1,728

 
44,915

 
Fortinet Inc
 
 
1,874

 
131,985

 
Forum Energy Technologies Inc
 
 
19,778

 
81,682

 
Forward Air Corp
 
 
1,698

 
93,145

 
Fox Factory Holding Corp
 
 
1,598

 
94,091

 
Franklin Electric Co Inc
 
 
2,377

 
101,945

 
Frontdoor Inc
 
 
58,080

 
1,545,504

 
FTI Consulting Inc
 
 
8,491

 
565,834

 
G1 Therapeutics Inc
 
 
609

 
11,669


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Gartner Inc
 
 
1,083

 
138,430

 
Gci Liberty Inc
 
 
3,214

 
132,270

 
Generac Holdings Inc
 
 
5,604

 
278,518

 
Genomic Health Inc
 
 
5,784

 
372,535

 
Glacier Bancorp Inc
 
 
599

 
23,747

 
Global Blood Therapeutics Inc
 
 
4,363

 
179,073

 
Globus Medical Inc
 
 
10,310

 
446,215

 
Glycomimetics Inc
 
 
1,898

 
17,974

 
Gorman-Rupp Co/The
 
 
1,099

 
35,613

 
Graco Inc
 
 
4,575

 
191,468

 
Grand Canyon Education Inc
 
 
2,692

 
258,820

 
Granite Construction Inc
 
 
3,581

 
144,249

 
Granite Point Mortgage Trust I
 
 
3,366

 
60,696

 
Graphic Packaging Holding Co
 
 
89,899

 
956,533

 
Gray Television Inc
 
 
5,994

 
88,345

 
Group 1 Automotive Inc
 
 
2,191

 
115,491

 
Groupon Inc
 
 
19,319

 
61,822

 
Gtt Communications Inc
 
 
2,397

 
56,723

 
Haemonetics Corp
 
 
5,674

 
567,676

 
Halozyme Therapeutics Inc
 
 
26,602

 
389,180

 
Hamilton Lane Inc
 
 
2,637

 
97,575

 
Hanmi Financial Corporation
 
 
11,797

 
232,408

 
Hanover Insurance Group Inc
 
 
2,471

 
288,580


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Hawaiian Holdings Inc
 
 
1,389

 
36,671

 
Hcp Inc
 
 
161,717

 
4,516,760

 
Healthcare Services Group Inc
 
 
2,687

 
107,969

 
Healthcare Trust Of America In
 
 
102,158

 
2,585,623

 
Healthequity Inc
 
 
3,546

 
211,531

 
Healthstream Inc
 
 
7,572

 
182,861

 
Heico Corp
 
 
6,183

 
389,553

 
Herc Holdings Inc
 
 
159

 
4,154

 
Heritage Commerce Corp
 
 
1,496

 
16,969

 
Heritage Insurance Holdings In
 
 
1,728

 
25,438

 
Heritage-Crystal Clean Inc
 
 
399

 
9,194

 
Herman Miller Inc
 
 
4,475

 
135,375

 
Heron Therapeutics Inc
 
 
2,477

 
64,238

 
Hexcel Corp
 
 
3,596

 
206,203

 
Hillenbrand Inc
 
 
1,219

 
46,225

 
Hilton Grand Vacations Inc
 
 
4,485

 
118,364

 
Hms Holdings Corp
 
 
6,642

 
186,836

 
Hni Corp
 
 
7,352

 
260,486

 
Home Bancshares Inc/Ar
 
 
13,036

 
213,009

 
Hortonworks Inc
 
 
7,157

 
103,209

 
Host Hotels & Resorts Inc
 
 
196,335

 
3,272,908

 
Houlihan Lokey Inc
 
 
1,948

 
71,683

 
Howard Hughes Corp
 
 
11,957

 
1,167,212


*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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Hubspot Inc
 
 
1,618

 
203,465

 
Huron Consulting Group Inc
 
 
7,255

 
372,266

 
Icu Medical Inc
 
 
1,381

 
317,009

 
Idex Corp
 
 
734

 
92,702

 
Immersion Corp
 
 
2,178

 
19,512

 
Immunogen Inc
 
 
10,139

 
48,668

 
Immunomedics Inc
 
 
3,703

 
52,842

 
Information Services Group Inc
 
 
2,028

 
8,598

 
Ingevity Corp
 
 
6,314

 
528,355

 
Innospec Inc
 
 
2,547

 
157,320

 
Innoviva Inc
 
 
2,807

 
48,982

 
Inogen Inc
 
 
2,673

 
331,923

 
Insight Enterprises Inc
 
 
11,963

 
487,500

 
Insmed Inc
 
 
6,361

 
83,459

 
Insperity Inc
 
 
5,444

 
508,268

 
Insteel Industries Inc
 
 
2,637

 
64,031

 
Insulet Corp
 
 
89

 
7,131

 
Integer Holdings Corp
 
 
1,998

 
152,357

 
Integrated Device Technology I
 
 
8,830

 
427,663

 
Inter Parfums Inc
 
 
349

 
22,925

 
Intercept Pharmaceuticals Inc
 
 
39

 
4,027

 
Interdigital Inc
 
 
619

 
41,143

 
Interface Inc
 
 
14,385

 
204,980


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Intersect Ent Inc
 
 
3,107

 
87,546

 
Intra-Cellular Therapies Inc
 
 
2,103

 
23,950

 
Intricon Corp
 
 
539

 
14,230

 
Ionis Pharmaceuticals Inc
 
 
899

 
48,602

 
Iovance Biotherapeutics Inc
 
 
379

 
3,359

 
Irhythm Technologies Inc
 
 
2,797

 
194,336

 
Ironwood Pharmaceuticals Inc
 
 
4,086

 
42,327

 
J&J Snack Foods Corp
 
 
2,482

 
358,777

 
J2 Global Inc
 
 
7,355

 
510,299

 
Jack Henry & Associates Inc
 
 
752

 
95,168

 
Jack In The Box Inc
 
 
2,128

 
165,175

 
Jagged Peak Energy Inc
 
 
10,832

 
98,791

 
John B Sanfilippo & Son Inc
 
 
1,378

 
76,728

 
John Bean Technologies Corp
 
 
1,876

 
134,715

 
Jones Lang Lasalle Inc
 
 
17,280

 
2,187,710

 
Kadant Inc
 
 
789

 
64,285

 
Karyopharm Therapeutics Inc
 
 
8,241

 
77,220

 
Kemper Corp
 
 
2,328

 
154,500

 
Kennametal Inc
 
 
8,990

 
299,200

 
Kennedy-Wilson Holdings Inc
 
 
2,148

 
39,024

 
Kforce Inc
 
 
1,748

 
54,052

 
Kimball International Inc
 
 
4,395

 
62,369

 
Kinsale Capital Group Inc
 
 
1,269

 
70,486


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Korn Ferry
 
 
2,688

 
106,288

 
Kosmos Energy Ltd
 
 
49,853

 
202,900

 
Kura Oncology Inc
 
 
1,079

 
15,147

 
LA Z boy Inc
 
 
15,759

 
436,685

 
Lakeland Financial Corp
 
 
2,557

 
102,700

 
Landstar System Inc
 
 
1,950

 
186,548

 
LCI Industries
 
 
8,487

 
566,926

 
Leaf Group Ltd
 
 
1,448

 
9,922

 
Legacytexas Financial Group In
 
 
4,495

 
144,251

 
Lennox International Inc
 
 
1,183

 
258,853

 
Lhc Group Inc
 
 
1,259

 
118,162

 
Liberty Expedia Holdings Inc
 
 
2,417

 
94,545

 
Ligand Pharmaceuticals Inc
 
 
2,316

 
314,351

 
Limelight Networks Inc
 
 
16,253

 
38,031

 
Limoneira Co
 
 
1,868

 
36,519

 
Lincoln Electric Holdings Inc
 
 
1,113

 
87,745

 
Lindblad Expeditions Holdings
 
 
4,295

 
57,816

 
Lithia Motors Inc
 
 
9,085

 
693,479

 
Littelfuse Inc
 
 
1,448

 
248,380

 
Live Nation Entertainment Inc
 
 
5,216

 
256,908

 
Liveperson Inc
 
 
919

 
17,333

 
Logmein Inc
 
 
1,115

 
90,935

 
Louisiana Pacific Corp
 
 
8,121

 
180,455


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Loxo Oncology Inc
 
 
1,945

 
272,424

 
Luminex Corp
 
 
4,565

 
105,500

 
Lydall Inc
 
 
2,867

 
58,227

 
Macrogenics Inc
 
 
7,132

 
90,581

 
Madrigal Pharmaceuticals Inc
 
 
204

 
23,083

 
Malibu Boats Inc
 
 
3,596

 
125,146

 
Manhattan Associates Inc
 
 
2,757

 
116,816

 
Marketaxess Holdings Inc
 
 
1,352

 
285,597

 
Marriott Vacations Worldwide C
 
 
646

 
45,571

 
Masimo Corp
 
 
4,176

 
448,326

 
Mastercraft Boat Holdings Inc
 
 
3,706

 
69,303

 
Matador Resources Co
 
 
8,431

 
130,933

 
Matson Inc
 
 
799

 
25,589

 
Maximus Inc
 
 
9,682

 
630,242

 
Maxlinear Inc
 
 
7,421

 
130,611

 
Mcgrath Rentcorp
 
 
219

 
11,313

 
Medidata Solutions Inc
 
 
1,658

 
111,797

 
Medifast Inc
 
 
1,259

 
157,357

 
Medpace Holdings Inc
 
 
4,635

 
245,332

 
Mercadolibre Inc
 
 
2,552

 
747,258

 
Mercury Systems Inc
 
 
2,387

 
112,902

 
Meridian Bancorp Inc
 
 
5,484

 
78,533

 
Meridian Bioscience Inc
 
 
11,827

 
205,323


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Merit Medical Systems Inc
 
 
2,487

 
138,818

 
Meta Financial Group Inc
 
 
2,318

 
44,937

 
Method Electronics Inc
 
 
7,852

 
182,864

 
Mettler-Toledo International I
 
 
6,412

 
3,626,533

 
MFA Financial Inc Reit
 
 
68,864

 
460,013

 
Mge Energy Inc
 
 
789

 
47,318

 
Mgic Investment Corp
 
 
8,841

 
92,472

 
Middleby Corp/The
 
 
648

 
66,600

 
Milacron Holdings Corp
 
 
3,976

 
47,272

 
Minerals Technologies Inc
 
 
8,664

 
444,847

 
Mirati Therapeutics Inc
 
 
139

 
5,932

 
Mistras Group Inc
 
 
3,296

 
47,403

 
Mks Instruments Inc
 
 
3,166

 
204,594

 
Model N Inc
 
 
4,765

 
63,040

 
Moelis & Co
 
 
5,624

 
193,352

 
Molina Healthcare Inc
 
 
3,310

 
384,741

 
Monarch Casino & Resort Inc
 
 
199

 
7,620

 
Monmouth Real Estate Investmen
 
 
10,908

 
135,263

 
Monotype Imaging Holdings Inc
 
 
16,622

 
257,977

 
Monro Inc
 
 
1,269

 
87,219

 
Moog Inc
 
 
2,625

 
203,400

 
Msc Industrial Direct Co Inc
 
 
16,122

 
1,240,084

 
Msci Inc
 
 
1,512

 
222,970


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
MSG Networks Inc
 
 
5,784

 
136,266

 
Mueller Industries Inc
 
 
4,285

 
100,107

 
Mueller Water Products Inc
 
 
6,083

 
55,360

 
Murphy Usa Inc
 
 
2,022

 
154,953

 
Myers Industries Inc
 
 
4,691

 
70,881

 
Myokardia Inc
 
 
2,428

 
118,603

 
Myr Group Inc
 
 
766

 
21,583

 
Myriad Genetics Inc
 
 
7,670

 
222,961

 
Nanometrics Inc
 
 
5,424

 
148,243

 
Natera Inc
 
 
214

 
2,998

 
National Bank Holdings Corp
 
 
629

 
19,427

 
National General Holdings Corp
 
 
26,086

 
631,544

 
National Health Investors Inc
 
 
1,638

 
123,753

 
National Retail Properties Inc
 
 
33,720

 
1,635,765

 
National Vision Holdings Inc
 
 
529

 
14,914

 
Natus Medical Inc
 
 
3,726

 
126,796

 
Nautilus Inc
 
 
99

 
1,089

 
Navient Corp
 
 
57,581

 
507,292

 
Navigators Group Inc
 
 
1,848

 
128,419

 
Navigent Consulting Inc
 
 
18,898

 
454,491

 
NCI Building Systems Inc
 
 
299

 
2,173

 
Ncr Corp
 
 
17,073

 
394,039

 
Neenah Inc
 
 
119

 
7,063


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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Nektar Therapeutics
 
 
2,048

 
67,311

 
Nelnet Inc
 
 
12,452

 
651,720

 
Neogen Corp
 
 
1,332

 
75,900

 
Neogenomics Inc
 
 
7,551

 
95,217

 
Netgear Inc
 
 
5,470

 
284,611

 
Netscout Systems Inc
 
 
2,148

 
50,750

 
Neurocrine Biosciences Inc
 
 
1,791

 
127,901

 
Nevro Corp
 
 
4,845

 
188,415

 
New Relic Inc
 
 
3,235

 
261,900

 
Newfield Exploration Co
 
 
13,560

 
198,797

 
Newmarket Corp
 
 
254

 
104,971

 
Nexpoint Residential Trust Inc
 
 
759

 
26,610

 
Nextgen Healthcare Inc
 
 
3,946

 
59,778

 
Nic Inc
 
 
20,108

 
250,954

 
Nine Energy Service Inc
 
 
149

 
3,377

 
Nmi Holdings Inc
 
 
15,733

 
280,819

 
Nordson Corp
 
 
1,128

 
134,602

 
Nu Skin Enterprises Inc
 
 
1,199

 
73,517

 
Nutrisystem Inc
 
 
799

 
35,066

 
Nuvasive Inc
 
 
5,055

 
250,505

 
Nve Corp
 
 
2,098

 
183,637

 
Oceaneering International Inc
 
 
2,008

 
24,295

 
Okta Inc
 
 
179

 
11,472


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Old Dominion Freight Line Inc
 
 
1,583

 
195,522

 
Ollie'S Bargain Outlet Holding
 
 
959

 
63,781

 
Omnicell Inc
 
 
3,366

 
206,158

 
On Deck Capital Inc
 
 
19,839

 
117,049

 
Ooma Inc
 
 
629

 
8,735

 
Orasure Technologies Inc
 
 
15,487

 
180,893

 
Orion Group Holdings Inc
 
 
3,635

 
15,595

 
Ormat Technologies Inc
 
 
2,869

 
150,045

 
Orthofix Medical Inc
 
 
1,498

 
78,651

 
Osi Systems Inc
 
 
1,767

 
129,602

 
Owens-Illinois Inc
 
 
18,815

 
324,368

 
Pacira Pharmaceuticals Inc/De
 
 
2,667

 
114,741

 
Panhandle Oil And Gas Inc
 
 
4,915

 
76,178

 
Papa John'S International Inc
 
 
2,697

 
107,372

 
Park Electrochemical Corp
 
 
4,315

 
77,979

 
Patrick Industries Inc
 
 
3,276

 
97,017

 
Patterson Cos Inc
 
 
7,113

 
139,849

 
Paylocity Holding Corp
 
 
1,119

 
67,363

 
Pbf Energy Inc
 
 
4,795

 
156,648

 
Pdc Energy Inc
 
 
3,456

 
102,859

 
Peapack Gladstone Financial Co
 
 
4,923

 
123,954

 
Pebblebrook Hotel Trust
 
 
859

 
24,321

 
Pegasystems Inc
 
 
3,356

 
160,537


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Penn National Gaming Inc
 
 
4,084

 
76,895

 
Penn Real Estate Investment Reit
 
 
115,926

 
688,598

 
Penumbra Inc
 
 
1,235

 
150,878

 
Perficient Inc
 
 
2,048

 
45,584

 
Performance Food Group Co
 
 
7,092

 
228,872

 
Petmed Express Inc
 
 
5,015

 
116,640

 
Pgt Innovations Inc
 
 
69

 
1,108

 
Phibro Animal Health Corp
 
 
8,061

 
259,254

 
Piedmont Office Realty Trust
 
 
92,481

 
1,575,877

 
Pieris Pharmaceuticals Inc
 
 
7,382

 
19,563

 
Piper Jaffray Cos
 
 
159

 
10,523

 
Planet Fitness Inc
 
 
5,085

 
272,634

 
Plantronics Inc
 
 
1,898

 
62,823

 
Plexus Corp
 
 
1,169

 
59,700

 
Polyone Corp
 
 
4,046

 
115,706

 
Pool Corp
 
 
2,113

 
314,058

 
Portland General Electric Co
 
 
3,449

 
158,151

 
Post Holdings Inc
 
 
2,255

 
200,951

 
Potbelly Corp
 
 
15,743

 
126,732

 
Potlatchdeltic Corp
 
 
3,273

 
103,573

 
Pq Group Holdings Inc
 
 
22,006

 
325,900

 
PRA Group Inc
 
 
10,074

 
245,508

 
Pra Health Sciences Inc
 
 
3,095

 
284,587


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Preferred Bank/Los Angeles Ca
 
 
4,139

 
179,407

 
Prestige Brands Holdings Inc
 
 
4,405

 
136,035

 
Primerica Inc
 
 
3,047

 
297,697

 
Proassurance Corp
 
 
7,844

 
318,136

 
Progress Software Corp
 
 
7,402

 
262,700

 
Prologis Inc
 
 
44,694

 
2,624,443

 
Proofpoint Inc
 
 
1,990

 
166,771

 
Pros Holdings Inc
 
 
266

 
8,375

 
Proto Labs Inc
 
 
469

 
52,955

 
Providence Service Corp/The
 
 
4,275

 
256,611

 
Ps Business Parks Inc
 
 
789

 
103,379

 
Ptc Inc
 
 
2,255

 
186,905

 
Ptc Therapeutics Inc
 
 
572

 
19,644

 
Public Storage
 
 
17,758

 
3,594,389

 
Puma Biotechnology Inc
 
 
239

 
4,879

 
Pure Storage Inc
 
 
2,697

 
43,370

 
Pzena Investment Management In
 
 
8,471

 
73,274

 
Qad Inc
 
 
899

 
35,359

 
Qts Realty Trust Inc
 
 
609

 
22,576

 
Quaker Chemical Corp
 
 
506

 
90,003

 
Qualys inc
 
 
5,212

 
389,576

 
Quantenna Communications Inc
 
 
5,125

 
73,537

 
Quidel Corp
 
 
1,219

 
59,497


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Quinstreet Inc
 
 
4,825

 
78,307

 
Radian Group Inc
 
 
19,978

 
326,833

 
Radius Health Inc
 
 
59

 
988

 
Radnet Inc
 
 
4,745

 
48,256

 
Rapid7 Inc
 
 
2,427

 
75,638

 
Raven Industries Inc
 
 
6,741

 
243,949

 
Rci Hospitality Holdings Inc
 
 
979

 
21,860

 
Re/Max Holdings Inc
 
 
2,337

 
71,878

 
Realogy Holdings Corp
 
 
20,288

 
297,832

 
Realpage Inc
 
 
4,119

 
198,475

 
Regenxbio Inc
 
 
1,429

 
59,966

 
Regional Management Corp
 
 
899

 
21,622

 
Repligen Corp
 
 
3,006

 
158,578

 
Resmed Inc
 
 
21,940

 
2,498,282

 
Resources Connection Inc
 
 
8,221

 
116,741

 
Retail Properties Of America
 
 
228,703

 
2,481,430

 
Revance Therapeutics Inc
 
 
4,026

 
81,037

 
Rexford Industrial Realty Inc
 
 
106,747

 
3,145,843

 
Rigel Pharmaceuticals Inc
 
 
21,447

 
49,328

 
Ringcentral Inc
 
 
299

 
24,706

 
Rli Corp
 
 
2,118

 
146,102

 
RLJ Lodging Trust
 
 
66,265

 
1,086,748

 
Rmr Group Inc/The
 
 
495

 
26,300


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Rogers Corp
 
 
299

 
29,686

 
Rollins Inc
 
 
6,860

 
247,633

 
Rpc Inc
 
 
4,106

 
40,522

 
Rti Surgical Inc
 
 
8,401

 
31,084

 
Rudolph Technologies Inc
 
 
1,638

 
33,535

 
Ruth Hospitality Group Inc
 
 
12,119

 
275,465

 
Ryman Hospitality Properties I
 
 
5,764

 
384,390

 
Sabre Corp
 
 
49,445

 
1,069,991

 
Sage Therapeutics Inc
 
 
1,593

 
152,622

 
Sailpoint Technologies Holding
 
 
6,796

 
159,632

 
Sarepta Therapeutics Inc
 
 
2,248

 
245,280

 
Scholastic Corp
 
 
6,134

 
246,972

 
Schweitzer Mauduit Intl Inc
 
 
12,265

 
307,235

 
Science Applications Internati
 
 
5,838

 
371,864

 
Scotts Miracle-Gro Co/The
 
 
1,592

 
97,862

 
Seattle Genetics Inc
 
 
1,119

 
63,391

 
Semtech Corp
 
 
4,086

 
187,408

 
Sendgrid Inc
 
 
3,896

 
168,183

 
Service Corp International/Us
 
 
7,082

 
285,138

 
Servicemaster Global Holdings
 
 
5,987

 
219,947

 
Servisfirst Bancshares Inc
 
 
1,239

 
39,477

 
Shake Shack Inc
 
 
19

 
907

 
Shenandoah Telecommunications
 
 
6,663

 
294,832


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Shutterfly Inc
 
 
1,408

 
56,706

 
Shutterstock Inc
 
 
2,028

 
73,022

 
Signature Bank/New York Ny
 
 
783

 
80,517

 
Silicon Laboratories Inc
 
 
3,227

 
254,284

 
Silvercrest Asset Management G
 
 
865

 
11,445

 
Simon Property Group Inc
 
 
56,167

 
9,435,499

 
Simpson Manufacturing Co Inc
 
 
2,712

 
146,806

 
Simulations Plus Inc
 
 
2,407

 
47,908

 
Six Flags Entertainment Corp
 
 
1,858

 
103,361

 
Sjw Group
 
 
319

 
17,779

 
Skechers USA Inc
 
 
18,848

 
431,426

 
Sleep Number Corp
 
 
49,872

 
1,582,426

 
SLM Corp
 
 
139,828

 
1,161,965

 
Spark Therapeutics Inc
 
 
1,369

 
53,564

 
Sprouts Farmers Market Inc
 
 
7,092

 
166,742

 
Sps Commerce Inc
 
 
2,347

 
193,386

 
Src Energy Inc
 
 
2,447

 
11,503

 
Ss&C Technologies Holdings Inc
 
 
5,125

 
231,167

 
Staar Surgical Co
 
 
4,525

 
144,398

 
Stamps.Com Inc
 
 
2,323

 
361,476

 
Standard Motor Products Inc
 
 
3,221

 
155,971

 
Standex International Corp
 
 
1,470

 
98,783

 
Starwood Property Trust Inc
 
 
28,483

 
561,410


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
*
State Street Corp
 
 
39,841

 
2,512,772

 
Stemline Therapeutics Inc
 
 
2,148

 
20,403

 
Stepan Co
 
 
806

 
59,654

 
Steven Madden Ltd
 
 
30,769

 
931,072

 
Stifel Financial Corp
 
 
3,187

 
131,988

 
Stock Yards Bancorp Inc
 
 
1,119

 
36,697

 
Store Capital Corp
 
 
68,372

 
1,935,615

 
Strategic Education Inc
 
 
2,168

 
245,858

 
Suncoke Energy Inc
 
 
49,461

 
422,892

 
Superior Energy Services Inc
 
 
24,166

 
80,956

 
Supernus Pharmaceuticals Inc
 
 
3,266

 
108,513

 
Surmodics Inc
 
 
1,848

 
87,337

 
Svb Financial Group
 
 
461

 
87,649

 
Sykes Enterprises Inc
 
 
17,483

 
432,361

 
Syneos Health Inc
 
 
9,079

 
357,269

 
Synnex Corp
 
 
6,630

 
535,969

 
Synovus Financial Corp
 
 
3,713

 
118,780

 
Syros Pharmaceuticals Inc
 
 
4,026

 
22,423

 
Tabula Rasa Healthcare Inc
 
 
1,199

 
76,430

 
Tactile Systems Technology Inc
 
 
699

 
31,851

 
Take-Two Interactive Software
 
 
2,903

 
298,824

 
Tandem Diabetes Care Inc
 
 
59

 
2,276

 
Tanger Factory Outlet Center
 
 
1,908

 
38,579


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Taubman Centers Inc
 
 
24,941

 
1,134,564

 
Tech Data Corp
 
 
899

 
73,550

 
Techtarget Inc
 
 
9,050

 
110,504

 
Telaria Inc
 
 
344

 
941

 
Teledyne Technologies Inc
 
 
2,007

 
415,559

 
Tennant Co
 
 
909

 
47,369

 
Terreno Realty Corp
 
 
4,245

 
149,312

 
Tesaro Inc
 
 
935

 
69,424

 
Tetra Tech Inc
 
 
9,211

 
476,860

 
Tetra Technologies Inc
 
 
6,253

 
10,506

 
Texas Roadhouse Inc
 
 
5,874

 
350,660

 
Therapeuticsmd Inc
 
 
7,107

 
27,008

 
Tile Shop Holdings Inc
 
 
12,507

 
68,536

 
Tilly'S Inc
 
 
1,948

 
21,154

 
Timken Co/The
 
 
6,905

 
257,680

 
Tivity Health Inc
 
 
3,616

 
89,716

 
Toro Co/The
 
 
4,345

 
242,818

 
Trade Desk Inc/The
 
 
1,478

 
171,585

 
Transunion
 
 
3,684

 
209,254

 
Treehouse Foods Inc
 
 
1,798

 
91,180

 
Trex Co Inc
 
 
2,617

 
155,357

 
Ttec Holdings Inc
 
 
18,663

 
533,202

 
Tutor Perini Corp
 
 
13,873

 
221,554


*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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Twilio Inc
 
 
159

 
14,273

 
Two Harbors Investment Corp
 
 
78,804

 
1,011,838

 
Tyler Technologies Inc
 
 
1,174

 
218,105

 
Ultimate Software Group Inc/Th
 
 
765

 
187,370

 
Ultragenyx Pharmaceutical Inc
 
 
3,926

 
170,693

 
Umpqua Holdings Corp
 
 
12,322

 
195,917

 
Unifirst Corp/Ma
 
 
804

 
115,048

 
Unilever Indonesia Tbk
 
 
4,381

 
77,724

 
United Community Banks Inc/Ga
 
 
3,456

 
74,172

 
Universal Corp
 
 
5,972

 
323,362

 
Universal Forest Products
 
 
299

 
7,780

 
Universal Insurance Holdings I
 
 
2,697

 
102,274

 
Urban Edge Properties
 
 
15,663

 
260,323

 
Us Ecology Inc
 
 
2,371

 
149,355

 
Us Physical Therapy Inc
 
 
1,599

 
163,687

 
Usana Health Sciences Inc
 
 
2,038

 
239,912

 
Vail Resorts Inc
 
 
1,444

 
304,520

 
Valvoline Inc
 
 
30,228

 
584,905

 
Vanda Pharmaceuticals Inc
 
 
8,621

 
225,261

 
Varonis Systems Inc
 
 
617

 
32,657

 
Vector Group Ltd
 
 
14,846

 
144,453

 
Vectrus Inc
 
 
1,828

 
39,449

 
Veeva Systems Inc
 
 
1,688

 
150,789


*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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Veracyte Inc
 
 
1,119

 
14,075

 
Vericel Corp
 
 
6,223

 
108,286

 
Versum Materials Inc
 
 
29,784

 
825,615

 
Vici Properties Inc
 
 
103,655

 
1,946,634

 
Virtus Investment Partners
 
 
13,553

 
1,076,553

 
Virtusa Corp
 
 
809

 
34,461

 
Vishay Precision Group Inc
 
 
89

 
2,718

 
Visteon Corp
 
 
1,848

 
111,399

 
Vonage Holdings Corp
 
 
10,629

 
92,788

 
Vornado Realty Trust
 
 
10,563

 
655,222

 
Walker & Dunlop Inc
 
 
16,391

 
708,930

 
Washington Federal Inc
 
 
16,410

 
438,322

 
Washington Reit
 
 
39,529

 
909,177

 
Watsco Inc
 
 
1,004

 
139,686

 
Watts Water Technologies Inc
 
 
689

 
44,478

 
Weight Watchers International
 
 
1,399

 
53,912

 
Wellcare Health Plans Inc
 
 
895

 
211,310

 
Welltower Inc
 
 
74,823

 
5,193,455

 
Wesco International Inc
 
 
45,825

 
2,199,596

 
West Pharmaceutical Services I
 
 
2,176

 
213,281

 
Wex Inc
 
 
1,589

 
222,597

 
Wingstop Inc
 
 
2,258

 
144,914

 
Winmark Corp
 
 
1,099

 
174,713


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Wisdomtree Investments Inc
 
 
19,799

 
131,662

 
Wolverine World Wide Inc
 
 
2,557

 
81,551

 
Woodward Inc
 
 
15,651

 
1,162,731

 
Workiva Inc
 
 
3,107

 
111,498

 
World Fuel Services Corp
 
 
30,934

 
662,294

 
World Wrestling Entertainment
 
 
959

 
71,654

 
Worthington Industries
 
 
1,838

 
64,037

 
Wpx Energy Inc
 
 
19,140

 
217,233

 
Wsfs Financial Corp
 
 
2,228

 
84,449

 
X5 Retail Group
 
 
3,107

 
317,875

 
Xencor Inc
 
 
3,689

 
133,396

 
Xpo Logistics Inc
 
 
2,718

 
155,040

 
Yelp Inc
 
 
3,876

 
135,616

 
Yext Inc
 
 
969

 
14,389

 
York Water Co/The
 
 
2,397

 
76,862

 
Zafgen Inc
 
 
889

 
4,401

 
Zebra Technologies Corp
 
 
1,778

 
283,126

 
Zix Corp
 
 
23,245

 
133,194

 
       Total U.S. equities
 
 
 
 
$
795,549,675

 
 
 
 
 
 
 
 
Synthetic guaranteed invesment contracts (GICs):
 
 
 
 
 
 
Voya Retirement Ins & Annuity Co 60266
 
 
 
 
 
 
1-3 Year Credit Bond Index Fund
 
 
1,591,818

 
$
19,388,289


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Asset-Backed Securities Index Fund
 
 
1,251,379

 
43,781,780

 
Commercial Mortgage-Backed Securities Index Fund
 
 
295,416

 
8,574,385

 
1-3 Year Government Bond Index Fund
 
 
217,152

 
25,569,856

 
Intermediate Government Bond Index Fund
 
 
598,379

 
25,700,977

 
Intermediate Term Credit Bond Index Fund
 
 
1,172,824

 
64,240,442

 
Mortgage-Backed Securities (Mbs) Index Fund
 
 
1,092,806

 
56,539,613

 
Wrapper
 
 
 
 
250,175

 
       Total Voya Retirement Ins & Annuity Co 60266
 
 
 
 
$
244,045,517

 
 
 
 
 
 
 
 
Prudential GA-62194
 
 
 
 
 
 
Treasury Note
1.88
%
9/30/2022
4,081,808

 
$
4,012,542

 
Treasury Note
2.25
%
11/15/2027
5,107,252

 
4,948,423

 
Treasury Note
2.88
%
11/15/2021
1,562,629

 
1,585,854

 
Treasury Note
3.13
%
11/15/2028
1,268,076

 
1,320,517

 
Treasury Note
2.88
%
11/30/2025
474,281

 
483,983

 
Treasury Note
2.88
%
11/30/2023
574,129

 
585,581

 
Treasury Note
2.63
%
12/15/2021
2,521,175

 
2,535,655

 
Treasury Note
2.63
%
12/31/2025
299,546

 
300,290

 
Treasury Note
2.63
%
12/31/2023
1,572,614

 
1,581,007

 
Treasury Note
2.00
%
11/30/2020
7,568,519

 
7,511,741

 
Treasury Note
2.38
%
8/15/2024
1,078,364

 
1,078,139

 
Treasury Note
2.13
%
9/30/2021
9,505,580

 
9,466,980

 
Treasury Note
1.63
%
12/31/2019
4,373,366

 
4,330,003


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Treasury Note
2.00
%
2/15/2025
2,241,599

 
2,185,255

 
Treasury Note
1.38
%
8/31/2020
2,705,895

 
2,667,477

 
Treasury Note
2.25
%
11/15/2025
3,709,373

 
3,638,343

 
Treasury Note
2.63
%
11/15/2020
2,511,191

 
2,524,370

 
Treasury Note
1.38
%
4/30/2021
1,742,357

 
1,703,441

 
Treasury Note
1.63
%
4/30/2023
6,035,844

 
5,836,921

 
Treasury Note
1.38
%
5/31/2021
2,376,395

 
2,318,194

 
Treasury Note
2.25
%
2/15/2027
4,697,873

 
4,601,654

 
Treasury Note
1.88
%
3/31/2022
6,175,632

 
6,089,423

 
Treasury Note
1.88
%
4/30/2022
9,221,012

 
9,074,133

 
Treasury Note
2.13
%
5/15/2025
3,988,949

 
3,892,771

 
Treasury Note
2.13
%
6/30/2022
743,872

 
735,085

 
Treasury Note
1.63
%
6/30/2020
7,648,397

 
7,545,334

 
Treasury Note
1.63
%
7/31/2020
6,030,851

 
5,986,345

 
Fnma
2.00
%
10/5/2022
389,409

 
383,695

 
Fnma
2.75
%
6/22/2021
209,682

 
211,002

 
Fnma
2.88
%
9/12/2023
134,796

 
137,534

 
Fnma
2.88
%
10/30/2020
404,387

 
408,544

 
Fhlmc
1.50
%
1/17/2020
299,546

 
298,232

 
Fhlmc
2.38
%
2/16/2021
1,023,447

 
1,029,011

 
Pefco
4.30
%
12/15/2021
159,758

 
167,219

 
Pefco
3.55
%
1/15/2024
144,780

 
152,937

 
Tva
2.25
%
3/15/2020
184,720

 
185,316


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fgold 30Yr Giant
5.50
%
1/1/2035
51,237

 
55,134

 
Fgold 30Yr Giant
4.50
%
6/1/2039
83,316

 
87,432

 
Fgold 30Yr Giant
4.00
%
11/1/2039
239,436

 
246,867

 
Fgold 30Yr Giant
4.50
%
12/1/2039
145,388

 
152,569

 
Fgold 30Yr Giant
5.50
%
1/1/2040
70,343

 
75,516

 
Fgold 30Yr Giant
4.00
%
12/1/2040
214,028

 
220,468

 
Fgold 30Yr Giant
4.00
%
12/1/2040
222,027

 
229,017

 
Fgold 30Yr Giant
4.00
%
2/1/2041
385,511

 
397,647

 
Fgold 30Yr Giant
4.50
%
4/1/2041
537,041

 
563,643

 
Fgold 30Yr Giant
3.00
%
6/1/2042
273,528

 
269,215

 
Fgold 30Yr Giant
3.50
%
9/1/2042
490,296

 
494,394

 
Fgold 15Yr Giant
3.00
%
1/1/2032
433,761

 
434,713

 
Fgold 15Yr Giant
2.00
%
1/1/2032
284,878

 
273,071

 
Fgold 30Yr Giant
4.00
%
8/1/2047
483,696

 
495,746

 
Fgold 30Yr Giant
4.50
%
8/1/2047
499,914

 
520,111

 
Fgold 30Yr Giant
3.50
%
10/1/2047
471,899

 
473,237

 
Fgold 30Yr Giant
3.50
%
1/1/2048
236,268

 
236,938

 
Fgold 30Yr Giant
4.00
%
6/1/2048
404,900

 
414,270

 
Fgold 30Yr Giant
4.00
%
7/1/2048
1,480,187

 
1,513,498

 
Fgold 30Yr Giant
4.00
%
9/1/2048
495,220

 
506,679

 
Fgold 30Yr Giant
4.00
%
10/1/2048
494,389

 
505,427

 
Fgold 30Yr Giant
5.50
%
6/1/2038
311,605

 
334,518

 
Fgold 30Yr Giant
4.50
%
10/1/2039
346,174

 
363,273


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fgold 30Yr Giant
4.50
%
11/1/2039
68,294

 
71,667

 
Fgold 30Yr Giant
3.50
%
5/1/2045
965,844

 
971,444

 
Fgold 30Yr Giant
4.00
%
11/1/2045
615,074

 
630,549

 
Fgold 30Yr Giant
3.50
%
12/1/2045
1,619,677

 
1,629,068

 
Fgold 30Yr Giant
3.00
%
12/1/2046
873,631

 
855,518

 
Fgold 30Yr Giant
4.00
%
12/1/2046
428,216

 
438,173

 
Fgold 30Yr Giant
3.00
%
1/1/2047
1,134,352

 
1,110,834

 
Fgold 15Yr Giant
2.50
%
12/1/2031
211,245

 
206,933

 
Fgold 20Yr
3.00
%
1/1/2037
262,984

 
261,305

 
Fgold 20Yr
3.50
%
11/1/2037
242,386

 
246,877

 
Fgold 20Yr
3.00
%
12/1/2037
233,124

 
231,634

 
Fgold 15Yr
4.00
%
6/1/2026
188,241

 
193,467

 
Fgold 15Yr
4.00
%
7/1/2026
111,034

 
114,117

 
Fgold 30Yr
3.00
%
12/1/2042
442,205

 
435,232

 
Fgold 30Yr
3.00
%
10/1/2042
280,409

 
275,987

 
Fgold 30Yr
3.00
%
1/1/2043
895,482

 
881,362

 
Fgold 30Yr
4.00
%
11/1/2040
205,907

 
212,102

 
Fgold 30Yr
4.00
%
12/1/2040
466,894

 
480,941

 
Fgold 15Yr
2.50
%
11/1/2027
195,470

 
191,499

 
Fgold 15Yr
2.50
%
8/1/2028
185,007

 
182,765

 
Fgold 15Yr
3.00
%
8/1/2029
267,635

 
268,023

 
Fgold 15Yr
2.50
%
4/1/2031
367,069

 
359,576

 
Fgold 15Yr
2.50
%
7/1/2031
210,821

 
206,518


*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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fgold 30Yr
5.00
%
8/1/2041
674,736

 
715,546

 
Fgold 30Yr
5.00
%
7/1/2041
186,532

 
197,814

 
Fhlmc Gold 30Yr
2.50
%
1/1/2043
252,257

 
241,358

 
Fhlmc Gold 30Yr
3.00
%
2/1/2043
522,448

 
513,511

 
Fhlmc Gold 30Yr
3.50
%
9/1/2043
719,021

 
725,626

 
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
464,295

 
464,970

 
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
654,038

 
654,989

 
Fhlmc Gold 30Yr
4.50
%
7/1/2047
233,621

 
243,059

 
Fhlmc Gold 30Yr
4.00
%
1/1/2048
961,607

 
985,562

 
Fnma 30Yr
5.50
%
5/1/2037
78,838

 
84,936

 
Fnma 30Yr
5.50
%
6/1/2033
103,080

 
110,775

 
Fnma 30Yr
5.50
%
10/1/2033
130,748

 
140,510

 
Fnma 30Yr
4.00
%
12/1/2040
336,884

 
347,108

 
Fnma 30Yr
4.00
%
1/1/2041
453,681

 
467,449

 
Fnma 30Yr
4.50
%
2/1/2041
784,727

 
822,703

 
Fnma 30Yr
4.00
%
2/1/2041
199,644

 
205,376

 
Fnma 15Yr
3.50
%
9/1/2026
120,424

 
122,297

 
Fnma 30Yr
4.00
%
1/1/2042
507,953

 
522,539

 
Fnma 30Yr
3.00
%
10/1/2043
35,019

 
34,484

 
Fnma 30Yr
5.00
%
12/1/2034
251,525

 
266,814

 
Fnma 15Yr
3.00
%
5/1/2027
463,935

 
466,427

 
Fnma 30Yr
4.50
%
5/1/2039
92,712

 
97,356


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma 30Yr
3.50
%
8/1/2042
531,734

 
535,054

 
Fnma 30Yr
3.50
%
5/1/2042
1,372,175

 
1,380,742

 
Fnma 15Yr
2.50
%
4/1/2028
83,405

 
82,378

 
Fnma 30Yr
3.00
%
12/1/2042
292,874

 
287,745

 
Fnma 30Yr
3.00
%
1/1/2043
559,680

 
549,878

 
Fnma 30Yr
3.00
%
2/1/2043
666,617

 
656,436

 
Fnma 30Yr
3.00
%
7/1/2043
427,176

 
420,652

 
Fnma 30Yr
3.50
%
3/1/2043
508,626

 
512,746

 
Fnma 30Yr
3.00
%
10/1/2043
174,850

 
172,180

 
Fnma 15Yr
3.00
%
8/1/2028
326,904

 
327,797

 
Fnma 30Yr
4.00
%
9/1/2044
412,441

 
422,656

 
Fnma 30Yr
4.00
%
7/1/2045
357,671

 
366,527

 
Fnma 30Yr
3.50
%
6/1/2045
1,251,179

 
1,256,586

 
Fnma 15Yr
3.00
%
12/1/2030
207,778

 
207,938

 
Fnma 30Yr
4.00
%
12/1/2045
688,864

 
705,920

 
Fnma 30Yr
3.50
%
4/1/2046
759,339

 
762,928

 
Fnma 30Yr
4.00
%
7/1/2046
199,161

 
204,279

 
Fnma 15Yr
2.00
%
8/1/2031
307,782

 
293,204

 
Fnma 30Yr
2.50
%
9/1/2046
448,608

 
422,883

 
Fnma 20Yr
3.00
%
11/1/2036
799,680

 
792,967

 
Fnma 30Yr
3.00
%
12/1/2046
183,412

 
179,413

 
Fnma 30Yr
3.50
%
12/1/2046
825,042

 
828,941

 
Fnma 30Yr
3.00
%
1/1/2047
1,856,387

 
1,815,910


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma 15Yr
2.50
%
7/1/2028
211,740

 
209,134

 
Fnma 30Yr
3.00
%
9/1/2043
121,906

 
120,044

 
Fnma 15Yr
2.50
%
8/1/2028
222,637

 
219,896

 
Fnma 15Yr
2.50
%
8/1/2028
20,639

 
20,385

 
Fnma 15Yr
3.00
%
11/1/2028
151,830

 
152,245

 
Fnma 30Yr
4.00
%
10/1/2043
164,750

 
169,895

 
Fnma 15Yr
2.50
%
2/1/2029
184,261

 
180,534

 
Fnma 15Yr
3.50
%
7/1/2027
432,966

 
439,699

 
Fnma 15Yr
2.50
%
7/1/2030
151,059

 
148,255

 
Fnma 30Yr
5.50
%
4/1/2034
110,727

 
118,994

 
Fnma 30Yr
5.00
%
4/1/2034
527,417

 
561,626

 
Fnma 30Yr
5.50
%
9/1/2034
105,251

 
113,193

 
Fnma 30Yr
5.00
%
7/1/2035
155,323

 
164,764

 
Fnma 30Yr
5.50
%
2/1/2035
186,593

 
200,524

 
Fnma 15Yr
3.50
%
12/1/2030
121,692

 
123,812

 
Fnma 15Yr
3.50
%
12/1/2032
447,982

 
455,072

 
Fnma 30Yr
6.50
%
12/1/2037
68,556

 
73,612

 
Fnma 30Yr
6.00
%
5/1/2038
305,040

 
331,790

 
Fnma 30Yr
4.00
%
9/1/2040
199,384

 
205,435

 
Fnma 30Yr
5.50
%
3/1/2038
106,764

 
114,862

 
Fnma 30Yr
4.00
%
3/1/2039
65,584

 
67,723

 
Fnma 30Yr
4.50
%
2/1/2041
710,032

 
744,393

 
Fnma 30Yr
4.50
%
3/1/2041
261,421

 
274,072


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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma 30Yr
3.50
%
5/1/2042
545,712

 
549,119

 
Fnma 30Yr
3.50
%
9/1/2042
213,567

 
214,901

 
Fnma 30Yr
3.50
%
6/1/2042
1,345,921

 
1,354,324

 
Fnma 15Yr
2.50
%
9/1/2027
794,806

 
785,929

 
Fnma 30Yr
3.00
%
10/1/2042
284,793

 
279,806

 
Fnma 30Yr
3.50
%
11/1/2042
768,565

 
773,364

 
Fnma 30Yr
3.00
%
12/1/2042
813,745

 
799,494

 
Fnma 30Yr
3.00
%
1/1/2043
139,143

 
136,707

 
Fnma 30Yr
3.00
%
1/1/2043
409,593

 
402,420

 
Fnma 30Yr
3.00
%
1/1/2043
575,310

 
565,235

 
Fnma 30Yr
3.00
%
3/1/2043
631,255

 
621,614

 
Fnma 30Yr
4.50
%
9/1/2039
113,653

 
119,247

 
Fnma 20Yr
4.50
%
6/1/2031
179,755

 
188,375

 
Fnma 15Yr
3.50
%
3/1/2026
41,666

 
42,314

 
Fnma 30Yr
3.50
%
1/1/2046
420,837

 
422,655

 
Fnma 30Yr
3.00
%
1/1/2047
743,198

 
726,993

 
Fnma 30Yr
4.00
%
10/1/2047
717,803

 
735,123

 
Fnma 30Yr
3.50
%
11/1/2047
1,596,902

 
1,601,155

 
Fnma 30Yr
4.00
%
2/1/2048
485,014

 
496,735

 
Fnma 30Yr
4.00
%
4/1/2048
1,213,352

 
1,242,674

 
Fnma 15Yr
3.50
%
3/1/2033
248,202

 
252,035

 
Fnma 15Yr
3.50
%
5/1/2033
431,747

 
438,415

 
Fnma 15Yr
3.50
%
2/1/2026
87,318

 
88,676


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma 30Yr
4.00
%
7/1/2040
94,683

 
97,770

 
Fnma 30Yr
3.50
%
6/1/2039
147,959

 
149,634

 
Fnma 15Yr
3.50
%
10/1/2025
39,780

 
40,423

 
Fnma 30Yr
4.00
%
10/1/2040
67,820

 
69,878

 
Gnma 30Yr
3.50
%
1/15/2042
364,568

 
369,153

 
Gnma 30Yr
3.00
%
11/15/2042
510,505

 
504,899

 
Gnma2 30Yr
4.00
%
4/20/2042
113,624

 
117,728

 
Gnma2 30Yr
3.00
%
8/20/2042
210,887

 
209,909

 
Gnma2 30Yr
3.50
%
8/20/2042
672,062

 
683,625

 
Gnma2 30Yr
3.00
%
9/20/2042
427,403

 
425,421

 
Gnma2 30Yr
3.50
%
9/20/2042
527,757

 
536,837

 
Gnma2 30Yr
3.50
%
10/20/2042
522,133

 
531,117

 
Gnma2 30Yr
3.00
%
12/20/2042
218,660

 
217,646

 
Gnma2 30Yr
3.00
%
1/20/2043
309,902

 
308,465

 
Gnma2 30Yr
3.50
%
5/20/2043
645,430

 
656,151

 
Gnma2 30Yr
4.50
%
6/20/2044
357,539

 
375,512

 
Gnma2 30Yr
3.50
%
10/20/2044
686,609

 
696,148

 
Gnma2 30Yr
4.00
%
10/20/2044
348,873

 
360,564

 
Gnma2 30Yr
3.00
%
12/20/2044
178,992

 
177,833

 
Gnma2 30Yr
3.50
%
4/20/2045
913,868

 
926,544

 
Gnma2 30Yr
3.50
%
6/20/2045
348,195

 
353,025

 
Gnma2 30Yr
3.00
%
8/20/2045
389,799

 
386,421

 
Gnma2 30Yr
3.00
%
9/20/2045
381,009

 
377,707


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Gnma2 30Yr
4.00
%
12/20/2045
862,670

 
892,594

 
Gnma2 30Yr
3.00
%
7/20/2046
441,095

 
436,228

 
Gnma2 30Yr
3.50
%
7/20/2046
425,929

 
430,919

 
Gnma2 30Yr
3.50
%
8/20/2046
471,131

 
476,652

 
Gnma2 30Yr
3.50
%
9/20/2046
396,640

 
401,287

 
Gnma2 30Yr
3.00
%
10/20/2046
1,188,724

 
1,175,608

 
Gnma2 30Yr
4.00
%
10/20/2046
183,523

 
189,236

 
Gnma2 30Yr
3.50
%
11/20/2046
151,954

 
153,735

 
Gnma2 30Yr
4.00
%
11/20/2046
226,382

 
233,430

 
Gnma2 30Yr
2.50
%
12/20/2046
244,240

 
232,908

 
Gnma2 30Yr
3.00
%
12/20/2046
1,229,804

 
1,216,235

 
Gnma2 30Yr
3.50
%
12/20/2046
1,344,073

 
1,359,822

 
Gnma2 30Yr
4.00
%
3/20/2047
598,714

 
616,771

 
Gnma2 30Yr
4.00
%
8/20/2047
242,602

 
249,918

 
Gnma2 30Yr
3.50
%
8/20/2047
501,763

 
507,190

 
Gnma2 30Yr
4.50
%
1/20/2048
464,584

 
479,629

 
Gnma2 30Yr
4.50
%
2/20/2048
460,097

 
474,997

 
Gnma 30Yr
3.50
%
5/15/2043
235,720

 
238,547

 
Gnma 30Yr
3.00
%
3/15/2043
301,442

 
298,017

 
Gnma2 15Yr
3.00
%
3/20/2027
113,176

 
114,221

 
Gnma2 30Yr
5.00
%
8/20/2039
71,990

 
76,354

 
Gnma2 30Yr
4.50
%
5/20/2040
307,886

 
324,048

 
Gnma2 30Yr
4.50
%
7/20/2040
187,214

 
197,042


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Gnma2 30Yr
4.00
%
9/20/2040
231,659

 
240,020

 
Gnma2 30Yr
4.00
%
10/20/2040
354,046

 
366,825

 
Gnma2 30Yr
4.50
%
10/20/2040
201,495

 
212,072

 
Gnma2 30Yr
4.50
%
12/20/2040
281,316

 
296,083

 
Gnma2 30Yr
4.00
%
2/20/2041
76,732

 
79,426

 
Gnma2 30Yr
4.00
%
1/20/2041
140,492

 
145,424

 
Gnma2 30Yr
4.00
%
3/20/2041
215,270

 
222,829

 
Gnma2 30Yr
5.00
%
4/20/2041
252,065

 
268,719

 
Gnma2 30Yr
4.50
%
8/20/2041
247,061

 
259,862

 
Gnma2 30Yr
4.50
%
7/20/2041
83,815

 
88,158

 
Gnma 30Yr
4.50
%
11/15/2039
149,263

 
157,612

 
Gnma 30Yr
4.50
%
4/15/2040
280,151

 
294,568

 
Gnma 30Yr
5.00
%
5/15/2035
86,230

 
91,200

 
Gnma 30Yr Platinum
5.00
%
7/15/2039
129,399

 
137,158

 
Gnma 30Yr
5.50
%
4/15/2038
78,495

 
83,716

 
Gnma 30Yr
5.50
%
6/15/2038
122,505

 
130,654

 
Bacct_18-A3
3.10
%
12/15/2023
499,243

 
503,056

 
Chait_12-A7
2.16
%
9/15/2024
299,546

 
290,941

 
Chait_14-A2
2.77
%
3/15/2023
399,394

 
400,397

 
Comm_15-Pc1
3.62
%
7/10/2050
499,243

 
503,528

 
Comm_15-Cr25
3.51
%
8/10/2048
698,940

 
701,076

 
Comm_15-Cr26
3.63
%
10/10/2048
1,522,690

 
1,537,664

 
Comm_16-Dc2
3.50
%
2/10/2049
499,243

 
498,120


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Comm_16-Dc2
3.77
%
2/10/2049
698,940

 
708,116

 
Csail_15-C3
3.45
%
8/15/2048
499,243

 
498,560

 
Csail_16-C7
3.21
%
11/15/2049
499,243

 
486,804

 
Fna_17-M1
2.42
%
10/25/2026
399,394

 
376,716

 
Fhms_K064
3.22
%
3/25/2027
1,248,107

 
1,248,577

 
Fhms_K077
3.85
%
5/25/2028
399,394

 
416,432

 
Fhms_K077
3.85
%
5/25/2028
79,879

 
82,860

 
Fhms_K083
4.05
%
9/25/2028
374,432

 
396,162

 
Fhms_K083
4.03
%
10/25/2028
149,773

 
157,497

 
Jpmcc_13-C10
2.88
%
12/15/2047
32,292

 
32,242

 
Jpmbb_15-C30
3.55
%
7/15/2048
798,788

 
804,310

 
Msbam_15-C23
3.45
%
7/15/2050
998,485

 
998,419

 
Msbam_15-C26
3.21
%
10/15/2048
1,208,167

 
1,214,259

 
Msbam_15-C24
3.73
%
5/15/2048
998,485

 
1,012,658

 
Msbam_15-C25
3.37
%
10/15/2048
698,940

 
694,773

 
Ubscm_18-C11
4.31
%
6/15/2051
524,205

 
549,529

 
Ubscm_18-C13
4.07
%
10/15/2051
798,788

 
822,037

 
Chubb Ina Hldgs Inc
2.70
%
3/13/2023
254,614

 
250,871

 
Chubb Ina Hldgs Inc
3.35
%
5/15/2024
174,735

 
174,363

 
Chubb Ina Hldgs Inc
2.30
%
11/3/2020
99,849

 
98,791

 
Aetna Inc
2.75
%
11/15/2022
134,796

 
129,792

 
American Intl Grp Inc
4.13
%
2/15/2024
279,576

 
285,076

 
Arch Cap Fin Llc
4.01
%
12/15/2026
24,962

 
24,970


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Axis Specialty Fin Llc
5.88
%
6/1/2020
194,705

 
201,267

 
Bnp Paribas Sa
2.38
%
5/21/2020
214,674

 
212,897

 
Bank Of Amer Corp
3.30
%
1/11/2023
594,099

 
594,362

 
Bank Of Amer Corp
4.00
%
4/1/2024
574,129

 
583,051

 
Bank Of Amer Corp
4.00
%
1/22/2025
179,727

 
178,257

 
Bank Of Amer Corp
3.95
%
4/21/2025
409,379

 
399,808

 
Bank Of Amer Corp
3.42
%
12/20/2028
235,643

 
220,372

*
Bank Of Ny Mellon Corp
3.40
%
5/15/2024
129,803

 
129,695

 
Barclays Plc
3.65
%
3/16/2025
44,932

 
41,894

 
Barclays Plc
4.38
%
1/12/2026
199,697

 
193,800

 
Barclays Plc
4.34
%
1/10/2028
164,750

 
155,844

 
Berkshire Hathaway Inc
2.75
%
3/15/2023
514,220

 
508,963

 
Boston Properties Lp
3.85
%
2/1/2023
179,727

 
182,930

 
Cigna Corp
4.38
%
12/15/2020
109,833

 
112,043

 
Cigna Corp
4.00
%
2/15/2022
109,833

 
112,618

 
Capital One Bk Usa Na
3.38
%
2/15/2023
144,780

 
141,642

 
Capital One Na
2.95
%
7/23/2021
129,803

 
129,348

 
Commonwealth Bk Of Au
2.30
%
3/12/2020
209,682

 
208,951

 
Coventry Hlth Care Inc
5.45
%
6/15/2021
269,591

 
279,785

 
Credit Suisse Grp Fdg Guernsey Ltd
3.75
%
3/26/2025
249,621

 
240,499

 
Credit Suisse Grp Fdg Guernsey Ltd
4.55
%
4/17/2026
249,621

 
249,451

 
Credit Suisse Ny
4.38
%
8/5/2020
249,621

 
258,119

 
Discover Finl Svcs
3.85
%
11/21/2022
364,447

 
363,481


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Goldman Sachs Grp Inc
6.00
%
6/15/2020
9,985

 
10,363

 
Goldman Sachs Grp Inc
3.85
%
7/8/2024
29,955

 
29,837

 
Goldman Sachs Grp Inc
5.75
%
1/24/2022
74,886

 
80,286

 
Goldman Sachs Grp Inc
3.63
%
1/22/2023
549,167

 
549,321

 
Goldman Sachs Grp Inc
3.85
%
1/26/2027
504,235

 
482,667

 
Goldman Sachs Grp Inc
3.50
%
11/16/2026
169,742

 
157,525

 
Goldman Sachs Grp Inc
3.50
%
1/23/2025
244,629

 
235,644

 
Goldman Sachs Grp Inc
3.75
%
5/22/2025
104,841

 
100,735

 
Government Properties Income Tr
3.75
%
8/15/2019
59,909

 
60,817

 
Hsbc Hldgs Plc
4.88
%
1/14/2022
224,659

 
237,302

 
Hsbc Hldgs Plc
4.58
%
6/19/2029
264,599

 
262,685

 
Hsbc Bk Usa Na
4.88
%
8/24/2020
349,470

 
364,070

 
Hartford Finl Svcs Grp Inc
5.50
%
3/30/2020
239,636

 
249,230

 
Hartford Finl Svcs Grp Inc
5.13
%
4/15/2022
144,780

 
153,335

 
Jpmorgan Chase & Co
4.35
%
8/15/2021
199,697

 
207,638

 
Jpmorgan Chase & Co
3.20
%
1/25/2023
54,917

 
54,878

 
Jpmorgan Chase & Co
3.88
%
2/1/2024
249,621

 
254,291

 
Jpmorgan Chase & Co
3.63
%
5/13/2024
474,281

 
473,414

 
Jpmorgan Chase & Co
3.88
%
9/10/2024
194,705

 
193,912

 
Jpmorgan Chase & Co
3.13
%
1/23/2025
624,053

 
603,101

 
Jpmorgan Chase & Co
3.90
%
7/15/2025
274,583

 
277,031

 
Jpmorgan Chase & Co
3.51
%
1/23/2029
174,735

 
168,148

 
Keycorp
5.10
%
3/24/2021
69,894

 
73,451


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Lloyds Bkg Grp Plc
4.38
%
3/22/2028
199,697

 
191,853

 
Marsh & Mclennan Cos Inc
3.50
%
6/3/2024
124,811

 
123,282

 
Metlife Inc
4.37
%
9/15/2023
9,985

 
10,299

 
Morgan Stanley
4.00
%
7/23/2025
329,500

 
330,853

 
Morgan Stanley
3.88
%
4/29/2024
798,788

 
800,301

 
Morgan Stanley
3.88
%
1/27/2026
404,387

 
401,130

 
Morgan Stanley
2.63
%
11/17/2021
79,879

 
78,220

 
Pnc Finl Svcs Grp Inc
3.90
%
4/29/2024
54,917

 
54,816

 
Pnc Finl Svcs Grp Inc
4.38
%
8/11/2020
74,886

 
77,536

 
Pnc Bk Na
3.25
%
6/1/2025
249,621

 
242,921

 
Santander Uk Grp Hldgs Plc
2.88
%
10/16/2020
124,811

 
123,380

 
Santander Uk Plc
2.35
%
9/10/2019
129,803

 
129,760

 
Simon Property Grp Lp
3.75
%
2/1/2024
499,243

 
508,212

 
Suntrust Bk Atlanta Ga
4.05
%
11/3/2025
184,720

 
189,190

 
Ubs Ag Stamford
2.38
%
8/14/2019
249,621

 
250,866

 
Us Bk Na Cincinnati
3.40
%
7/24/2023
124,811

 
126,405

 
Us Bancorp
2.63
%
1/24/2022
374,432

 
373,031

 
Unitedhealth Grp Inc
4.70
%
2/15/2021
119,818

 
125,453

 
Unitedhealth Grp Inc
3.75
%
7/15/2025
289,561

 
298,121

 
Unitedhealth Grp Inc
3.10
%
3/15/2026
69,894

 
68,091

 
Ventas Realty Lp
3.85
%
4/1/2027
124,811

 
121,535

 
Wellpoint Inc
3.13
%
5/15/2022
399,394

 
395,122


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Wellpoint Inc
3.30
%
1/15/2023
114,826

 
114,732

 
Wells Fargo & Co
2.10
%
7/26/2021
249,621

 
244,085

 
Wells Fargo & Co
4.13
%
8/15/2023
14,977

 
15,299

 
Abb Fin Usa Inc
2.88
%
5/8/2022
39,939

 
39,496

 
At&T Inc
4.45
%
4/1/2024
788,803

 
810,665

 
Abbott Labs
2.55
%
3/15/2022
84,871

 
83,320

 
Abbvie Inc
3.60
%
5/14/2025
309,530

 
298,353

 
Actavis Fdg Scs
3.85
%
6/15/2024
89,864

 
88,786

 
Altria Grp Inc
4.00
%
1/31/2024
239,636

 
239,523

 
Amazoncom Inc
2.80
%
8/22/2024
84,871

 
83,343

 
American Airlines Inc
3.70
%
10/1/2026
34,946

 
34,158

 
American Airlines Inc
4.95
%
1/15/2023
133,078

 
138,118

 
Amgen Inc
3.45
%
10/1/2020
149,773

 
151,731

 
Amgen Inc
2.60
%
8/19/2026
59,909

 
55,011

 
Amgen Inc
2.65
%
5/11/2022
269,591

 
264,528

 
Anadarko Petroleum Corp
5.55
%
3/15/2026
49,924

 
53,104

 
Anheuser Busch Cos Llc / Anheuser
3.65
%
2/1/2026
604,084

 
580,378

 
Anheuser Busch Inbev Fin Inc
3.30
%
2/1/2023
24,962

 
24,615

 
Apache Corp
3.25
%
4/15/2022
102,844

 
101,433

 
Apple Inc
2.40
%
5/3/2023
349,470

 
339,264

 
Apple Inc
3.25
%
2/23/2026
624,053

 
616,368

 
Autozone Inc
2.88
%
1/15/2023
99,849

 
97,637

 
Bat Cap Corp
3.22
%
8/15/2024
304,538

 
284,214


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Baxalta Inc
4.00
%
6/23/2025
87,867

 
85,982

 
Becton Dickinson & Co
3.73
%
12/15/2024
179,727

 
173,915

 
Bp Cap Markets Amer Inc
3.25
%
5/6/2022
269,591

 
268,590

 
Broadcom Corp Broadcom Cayman Fin
3.63
%
1/15/2024
224,659

 
216,305

 
Burlington Northern Santa Fe Llc
3.40
%
9/1/2024
154,765

 
156,703

 
Cbs Corp
4.30
%
2/15/2021
49,924

 
51,423

 
Cvs Hlth Corp
3.88
%
7/20/2025
314,523

 
311,953

 
Cvs Hlth Corp
4.30
%
3/25/2028
249,621

 
246,895

 
Ca Inc
3.60
%
8/1/2020
114,826

 
116,363

 
Cardinal Hlth Inc
4.63
%
12/15/2020
124,811

 
127,905

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

 
4,902

 
Caterpillar Inc
2.60
%
6/26/2022
54,917

 
53,565

 
Caterpillar Finl Svcs Corp
1.93
%
10/1/2021
189,712

 
184,616

 
Celgene Corp
3.63
%
5/15/2024
169,742

 
166,338

 
Cenovus Energy Inc
4.25
%
4/15/2027
39,939

 
36,736

 
Charter Comms Operating Llc Cap
4.91
%
7/23/2025
529,197

 
537,612

 
Chevron Corp
2.36
%
12/5/2022
139,788

 
135,607

 
Chevron Corp
3.19
%
6/24/2023
89,864

 
89,778

 
Cintas Corp No 2
3.70
%
4/1/2027
124,811

 
123,052

 
Cisco Systems Inc
3.00
%
6/15/2022
89,864

 
89,918

 
Cisco Systems Inc
1.85
%
9/20/2021
74,886

 
73,205

 
Coca Cola Co
3.15
%
11/15/2020
124,811

 
126,169

 
Comcast Corp
3.60
%
3/1/2024
304,538

 
308,923


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Comcast Corp
3.00
%
2/1/2024
239,636

 
236,627

 
Comcast Corp
4.15
%
10/15/2028
109,833

 
112,617

 
Concho Resources Inc
3.75
%
10/1/2027
99,849

 
94,929

 
Constellation Brands Inc
4.40
%
11/15/2025
59,909

 
60,482

 
Continental Airlines Inc
4.15
%
4/11/2024
58,255

 
58,641

 
Continental Airlines Inc
4.00
%
10/29/2024
78,468

 
78,028

 
John Deere Cap Corp
2.80
%
1/27/2023
159,758

 
158,361

 
John Deere Cap Corp
2.80
%
3/6/2023
144,780

 
142,850

 
Delta Air Lines Inc
6.82
%
8/10/2022
46,539

 
51,212

 
Diamond Fin Corp 1 & 2
3.48
%
6/1/2019
479,273

 
479,249

 
Walt Disney Co
2.75
%
8/16/2021
99,849

 
100,273

 
Walt Disney Co
1.85
%
7/30/2026
134,796

 
120,672

 
Discovery Comm Llc
5.63
%
8/15/2019
39,939

 
41,309

 
Discovery Comm Llc
3.95
%
3/20/2028
124,811

 
117,113

 
Discovery Comm Llc
3.50
%
6/15/2022
184,720

 
182,676

 
Discovery Comm Llc
3.95
%
6/15/2025
124,811

 
120,108

 
Dollar Tree Inc
3.70
%
5/15/2023
149,773

 
147,986

 
Dominion Gas Hldgs Llc
3.55
%
11/1/2023
64,902

 
65,121

 
Dow Chemical Co
3.00
%
11/15/2022
274,583

 
267,396

 
Eog Resources Inc
4.10
%
2/1/2021
119,818

 
123,608

 
Eog Resources Inc
3.15
%
4/1/2025
34,947

 
34,075

 
Eastman Chemical Co
3.80
%
3/15/2025
173,736

 
169,478

 
Ecolab Inc
4.35
%
12/8/2021
110,832

 
114,176


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Enterprise Products Operating Llc
3.35
%
3/15/2023
379,424

 
377,984

 
Express Scripts Hldg Co
4.50
%
2/25/2026
79,879

 
82,218

 
Exxon Mobil Corp
2.71
%
3/6/2025
339,485

 
331,678

 
Exxon Mobil Corp
2.40
%
3/6/2022
139,788

 
138,255

 
Fidelity Natl Information Svcs Inc
3.88
%
6/5/2024
37,942

 
38,007

 
Fiserv Inc
3.50
%
10/1/2022
78,880

 
79,027

 
Fiserv Inc
3.85
%
6/1/2025
174,735

 
173,739

 
Ford Motor Cr Co Llc
3.66
%
9/8/2024
124,811

 
113,065

 
Ford Motor Cr Co Llc
4.13
%
8/4/2025
259,606

 
238,230

 
Ford Motor Cr Co Llc
3.81
%
1/9/2024
129,803

 
122,153

 
Fortune Brands Home & Sec Inc
3.00
%
6/15/2020
104,841

 
104,117

 
General Dynamics Corp
2.25
%
11/15/2022
179,727

 
175,873

 
General Elec Co
4.65
%
10/17/2021
99,849

 
101,102

 
General Elec Co
3.15
%
9/7/2022
289,561

 
276,546

 
General Motors Fin Co Inc
4.00
%
1/15/2025
429,349

 
409,540

 
Gilead Sciences Inc
4.50
%
4/1/2021
254,614

 
264,913

 
Gilead Sciences Inc
3.50
%
2/1/2025
164,750

 
164,976

 
Glaxosmithkline Cap Inc
2.80
%
3/18/2023
24,962

 
24,736

 
Glaxosmithkline Cap Plc
2.85
%
5/8/2022
14,977

 
14,858

 
Halliburton Co
3.80
%
11/15/2025
89,864

 
87,513

 
Home Depot Inc
3.75
%
2/15/2024
843,720

 
874,648

 
Home Depot Inc
2.63
%
6/1/2022
129,803

 
128,725

 
Ingersoll Rand Global Hldg Co Ltd
4.25
%
6/15/2023
139,788

 
143,509


*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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Ibm Corp
8.38
%
11/1/2019
229,652

 
243,024

 
Ibm Corp
3.63
%
2/12/2024
199,697

 
201,046

 
International Paper Co
4.75
%
2/15/2022
62,905

 
66,752

 
Johnson & Johnson
2.45
%
3/1/2026
424,356

 
402,029

 
Kinder Morgan Energy Partners Lp
4.15
%
2/1/2024
79,879

 
80,547

 
Kraft Foods Grp Inc
5.38
%
2/10/2020
182,723

 
190,745

 
Kraft Heinz Foods Co
3.00
%
6/1/2026
264,599

 
236,705

 
Kroger Co
2.30
%
1/15/2019
44,932

 
45,393

 
Lyb Intl Fin Ii Bv
3.50
%
3/2/2027
49,924

 
46,025

 
Laboratory Corp Of Amer
3.60
%
2/1/2025
209,682

 
205,063

 
Laboratory Corp Of Amer
3.25
%
9/1/2024
39,939

 
38,657

 
Lockheed Martin Corp
2.90
%
3/1/2025
334,493

 
324,279

 
Lockheed Martin Corp
3.10
%
1/15/2023
159,758

 
160,627

 
Lyondellbasell Inds Nv
6.00
%
11/15/2021
254,614

 
271,084

 
Lyondellbasell Inds Nv
5.75
%
4/15/2024
164,750

 
178,317

 
Mplx Lp
4.50
%
7/15/2023
199,697

 
205,840

 
Mplx Lp
4.88
%
6/1/2025
114,826

 
116,344

 
Mplx Lp
4.00
%
3/15/2028
84,871

 
80,545

 
Marriott Intl Inc
3.13
%
6/15/2026
149,773

 
136,209

 
Mastercard Inc
3.38
%
4/1/2024
74,886

 
75,986

 
Mcdonalds Corp
2.63
%
1/15/2022
129,803

 
128,754

 
Medtronic Inc
3.50
%
3/15/2025
414,371

 
417,005

 
Merck & Co Inc
2.40
%
9/15/2022
99,849

 
98,296


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Merck & Co Inc
3.88
%
1/15/2021
504,235

 
523,577

 
Microsoft Corp
2.40
%
8/8/2026
599,091

 
564,274

 
Mylan Inc
4.55
%
4/15/2028
389,409

 
366,682

 
Nbcuniversal Media Llc
2.88
%
1/15/2023
109,833

 
109,282

 
Newell Brands Inc
4.20
%
4/1/2026
74,886

 
73,974

 
Noble Energy Inc
4.15
%
12/15/2021
124,811

 
125,627

 
Norfolk Southern Corp
5.90
%
6/15/2019
379,424

 
384,468

 
Northrop Grumman Corp
5.05
%
8/1/2019
199,697

 
206,102

 
Novartis Cap Corp
2.40
%
9/21/2022
279,576

 
274,954

 
Nutrien Ltd
3.50
%
6/1/2023
159,758

 
157,378

 
Occidental Petroleum Corp
4.10
%
2/1/2021
179,727

 
185,903

 
Occidental Petroleum Corp
2.60
%
4/15/2022
89,864

 
88,144

 
Oneok Partners Lp
8.63
%
3/1/2019
184,720

 
191,338

 
Oneok Partners Lp
3.38
%
10/1/2022
49,924

 
49,440

 
Oracle Corp
5.00
%
7/8/2019
164,750

 
170,463

 
Oracle Corp
2.95
%
5/15/2025
264,599

 
254,205

 
Oracle Corp
1.90
%
9/15/2021
99,849

 
97,433

 
Oracle Corp
2.65
%
7/15/2026
299,546

 
281,267

 
Pepsico Inc
2.75
%
3/5/2022
309,530

 
309,153

 
Pepsico Inc
3.60
%
3/1/2024
139,788

 
143,575

 
Philip Morris Intl Inc
4.50
%
3/26/2020
84,871

 
87,321

 
Philip Morris Intl Inc
2.63
%
3/6/2023
169,742

 
164,641

 
Raytheon Co
3.13
%
10/15/2020
99,849

 
100,818


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Raytheon Co
3.15
%
12/15/2024
104,841

 
104,433

 
Republic Svcs Inc
5.50
%
9/15/2019
119,818

 
123,615

 
Rio Tinto Fin Usa Ltd
3.75
%
6/15/2025
64,902

 
65,275

 
Rock Tenn Co
4.90
%
3/1/2022
64,902

 
67,855

 
Rockwell Collins Inc
3.50
%
3/15/2027
199,697

 
189,512

 
Rogers Comm Inc
3.00
%
3/15/2023
69,894

 
69,207

 
Schlumberger Investment Sa
3.65
%
12/1/2023
69,894

 
70,439

 
Shell Intl Fin Bv
4.30
%
9/22/2019
79,879

 
81,562

 
Shire Acq Investments Ireland Dac
2.88
%
9/23/2023
139,788

 
133,238

 
Jm Smucker Co
3.50
%
3/15/2025
89,864

 
87,209

 
Stryker Corp
3.38
%
5/15/2024
79,879

 
79,885

 
Stryker Corp
3.38
%
11/1/2025
69,894

 
67,965

 
Thermo Fisher Scientific Inc
3.15
%
1/15/2023
74,886

 
74,476

 
Thermo Fisher Scientific Inc
4.15
%
2/1/2024
89,864

 
92,584

 
Time Warner Inc
4.75
%
3/29/2021
194,705

 
201,979

 
Time Warner Inc
3.55
%
6/1/2024
159,758

 
154,584

 
Total Cap Intl Sa
2.70
%
1/25/2023
84,871

 
83,901

 
21St Century Fox Amer Inc
3.00
%
9/15/2022
121,815

 
121,442

 
Tyson Foods Inc
3.95
%
8/15/2024
144,780

 
146,101

 
Unilever Cap Corp
4.25
%
2/10/2021
184,720

 
192,808

 
Union Pacific Corp
4.00
%
2/1/2021
234,644

 
242,372

 
United Parcel Svc Inc
3.13
%
1/15/2021
139,788

 
142,947

 
United Technologies Corp
3.10
%
6/1/2022
179,727

 
176,461


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
United Technologies Corp
4.13
%
11/16/2028
89,864

 
89,491

 
Verizon Comms Inc
3.50
%
11/1/2024
109,833

 
108,967

 
Verizon Comms Inc
3.38
%
2/15/2025
407,382

 
400,523

 
Viacom Inc
5.63
%
9/15/2019
69,894

 
72,229

 
Viacom Inc
3.13
%
6/15/2022
99,849

 
97,306

 
Viacom Inc
3.88
%
4/1/2024
69,894

 
69,234

 
Waste Mgmt Inc
4.60
%
3/1/2021
79,879

 
83,574

 
Waste Mgmt Inc
2.90
%
9/15/2022
74,886

 
74,319

 
Western Gas Partners Lp
4.00
%
7/1/2022
79,879

 
80,793

 
Williams Partners Lp
4.30
%
3/4/2024
194,705

 
196,746

 
Wyeth Llc
6.45
%
2/1/2024
129,803

 
152,119

 
Xylem Inc
4.88
%
10/1/2021
169,742

 
177,338

 
Zimmer Hldgs Inc
2.70
%
4/1/2020
129,803

 
129,441

 
Agl Cap Corp
3.50
%
9/15/2021
179,727

 
181,436

 
Ameren Illinois Co
2.70
%
9/1/2022
104,841

 
103,901

 
Appalachian Pwr Co
3.30
%
6/1/2027
49,924

 
47,833

 
Baltimore Gas & Elec Co
3.35
%
7/1/2023
84,871

 
86,384

 
Centerpoint Energy Houston Elec
2.25
%
8/1/2022
84,871

 
82,781

 
Commonwealth Edison Co
2.95
%
8/15/2027
139,788

 
135,972

 
Duke Energy In Inc
3.75
%
7/15/2020
99,849

 
102,891

 
Duke Energy Carolinas Llc
2.95
%
12/1/2026
144,780

 
138,961

 
Emera Us Fin Lp
3.55
%
6/15/2026
109,833

 
104,327

 
Entergy Corp
5.13
%
9/15/2020
194,705

 
201,656


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Entergy Louisiana Llc
2.40
%
10/1/2026
74,886

 
69,315

 
Florida Pwr & Lt Co
2.75
%
6/1/2023
29,955

 
29,383

 
Fortis Inc
3.06
%
10/4/2026
64,902

 
59,727

 
Georgia Pwr Co
2.85
%
5/15/2022
174,735

 
172,294

 
Lg&E & Ku Energy Llc
3.75
%
11/15/2020
99,849

 
100,710

 
National Rural Utils Coop Fin Corp
2.30
%
11/15/2019
134,796

 
134,421

 
Northern States Pwr Co Mn
2.20
%
8/15/2020
104,841

 
104,292

 
Oncor Elec Delivery Co Llc
2.95
%
4/1/2025
119,818

 
117,563

 
Pseg Pwr Llc
3.00
%
6/15/2021
179,727

 
177,003

 
Pacific Gas & Elec Co
3.85
%
11/15/2023
234,644

 
211,151

 
Pacific Gas & Elec Co
3.40
%
8/15/2024
174,735

 
153,780

 
Progress Energy Inc
4.88
%
12/1/2019
249,621

 
253,793

 
Public Svc Co Of Colorado
2.50
%
3/15/2023
9,985

 
9,769

 
Public Svc Elec & Gas Co
2.25
%
9/15/2026
24,962

 
22,970

 
Puget Energy Inc
3.65
%
5/15/2025
84,871

 
83,363

 
San Diego Gas & Elec Co
3.60
%
9/1/2023
119,818

 
122,211

 
Sempra Energy
3.40
%
2/1/2028
144,780

 
134,337

 
Southern Ca Edison Co
3.50
%
10/1/2023
194,705

 
195,816

 
Hydro Quebec
8.05
%
7/7/2024
69,894

 
89,537

 
Quebec Province Of
7.50
%
7/15/2023
64,902

 
79,141

 
Quebec Province Of
7.13
%
2/9/2024
284,568

 
346,702

 
Ca St
6.20
%
3/1/2019
424,356

 
435,392

 
Sutter Health
3.70
%
8/15/2028
289,561

 
294,396


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
University Ca
3.06
%
7/1/2025
474,281

 
476,133

 
America Movil Sab De Cv
5.00
%
3/30/2020
299,546

 
308,532

 
Chile Rep Of
3.25
%
9/14/2021
154,765

 
156,319

 
Colombia Rep Of
4.00
%
2/26/2024
199,697

 
200,474

 
Ecopetrol Sa
4.13
%
1/16/2025
44,932

 
43,535

 
Export Import Bk Of Korea
4.38
%
9/15/2021
259,606

 
270,287

 
Indonesia Rep Of
3.50
%
1/11/2028
199,697

 
188,130

 
Israel St Of
4.00
%
6/30/2022
199,697

 
204,286

 
Petroleos Mexicanos
3.50
%
1/30/2023
79,879

 
73,463

 
Petroleos Mexicanos
6.50
%
3/13/2027
199,697

 
191,609

 
Mexico United Mexican States
3.63
%
3/15/2022
269,591

 
269,481

 
Mexico United Mexican States
4.00
%
10/2/2023
95,855

 
96,356

 
Cash
 
 
 
 
2,134,049

 
       Total Prudential GA-62194
 
 
 
 
$
253,360,116

 
 
 
 
 
 
 
 
American General Life Contract No. 725840
 
 
 
 
 
 
Vm Cash Fut Dom Rdr Usd
2.30
%
12/31/2060
158,577

 
$
158,577

 
Wells Fargo Bank Na Sr Unsec Frn
2.94
%
3/25/2020
649,015

 
646,061

 
U S Treasury Note
2.88
%
11/15/2021
1,497,728

 
1,514,607

 
U S Treasury Note
2.50
%
3/31/2023
9,435,686

 
9,438,819

 
U S Treasury Note
2.00
%
1/31/2020
19,969,706

 
19,841,385

 
Societe Generale Sr Unsec 144A
2.63
%
9/16/2020
1,098,334

 
1,085,465

 
Slma 2006-6 A3 3Mlib+11Bp
2.60
%
10/27/2025
118,132

 
118,027


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Slma 2005-9 A6 3Mlib+55Bp
3.04
%
10/26/2026
140,080

 
140,120

 
Ppl Wem Holdings Plc Sr Unsec 144A
5.38
%
5/1/2021
449,318

 
464,178

 
Mizuho Bank Ltd
2.40
%
3/26/2020
149,773

 
148,336

 
Massmutual Global Fundin Sec 144A
2.00
%
4/15/2021
823,750

 
802,319

 
Goldman Sachs Group Inc Sr Unsec
3.50
%
1/23/2025
2,496,213

 
2,368,096

 
General Motors Finl Co Sr Unsec
2.35
%
10/4/2019
199,697

 
197,994

 
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
47,225

 
49,993

 
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
63,550

 
68,190

 
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
10,432

 
11,043

 
Fn Arm 793029 Us0006M+158.2 10.869
4.15
%
7/1/2034
213,654

 
220,511

 
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
8,961

 
9,650

 
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
106,878

 
115,125

 
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
9,975

 
10,742

 
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
33,974

 
35,966

 
Fnma Nt (3.5Mmm)
1.75
%
11/26/2019
4,493,184

 
4,457,391

 
American Tower Corp Sr Unsec
5.90
%
11/1/2021
299,546

 
316,729

 
U S Treasury Repo
3.10
%
1/3/2019
13,978,794

 
13,978,794

 
Wells Fargo & Company Sr Unsec
3.60
%
1/24/2023
748,864

 
742,038

 
Verizon**Exchange**
3.38
%
2/15/2025
1,048,410

 
1,018,776

 
U S Treasury Note
2.88
%
11/30/2023
1,947,046

 
1,981,272

 
Smbc Aviation Capital Fi Sr Unsec 144A
4.13
%
7/15/2023
499,243

 
501,815

 
Slma 2006-8 A5 3Mlib+11Bp
2.60
%
1/27/2025
749,780

 
746,985

 
Ny St Urban Dev-B
2.10
%
3/15/2022
1,637,516

 
1,615,491


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
848,712

 
844,679

 
Ing Bank Nv Covered Sec 144A
2.63
%
12/5/2022
673,978

 
664,049

 
Fed Home Ln Mtge Glbl Nt (6Mmm)
1.25
%
10/2/2019
4,493,184

 
4,447,084

 
Electricite De France Nt 144A
6.50
%
1/26/2019
848,712

 
851,453

 
Gnma Ii Tba 5.0% Feb 30Yr Jmbo
5.00
%
2/21/2049
2,496,213

 
2,595,574

 
Commonwealth Bank Aust 144A
1.75
%
11/7/2019
1,098,334

 
1,086,770

 
Barclays Plc Sr Unsec
3.20
%
8/10/2021
698,940

 
679,402

 
Bank Of America Corp Sr Unsec
3.54
%
3/5/2024
1,048,410

 
1,019,355

 
Bpce Sa Sr Unsec Mtn
2.50
%
7/15/2019
199,697

 
199,277

 
Aviation Capital Group Nt 144A
7.13
%
10/15/2020
748,864

 
787,881

 
Fnma Tba 3.5% Feb 15Yr
3.50
%
2/19/2034
2,945,532

 
2,979,302

 
Fin Fut Us Ultra 30Yr Cbt 03/20/19
6.00
%
3/21/2019
(1,647,501
)
 
(2,646,813
)
 
U S Treasury Repo
2.95
%
1/2/2019
13,978,794

 
13,978,794

 
Irs Usd 1.75000 12/21/16-10Y Cme
1.75
%
12/21/2026
(7,738,261
)
 
513,966

 
Verizon**Exchange**
3.50
%
11/1/2024
748,864

 
739,552

 
Synchrony Financial Sr Unsec
3.81
%
2/3/2020
998,485

 
997,889

 
Svenska Handelsbanken Ab Unsec
2.40
%
10/1/2020
1,248,107

 
1,229,209

 
Port Seattle-Txbl-B1
7.00
%
5/1/2019
998,485

 
1,012,374

 
Nissan Motor Acceptance Sr Unsec 144A
2.25
%
1/13/2020
998,485

 
984,350

 
New York Life Global Fdg 144A
1.95
%
2/11/2020
1,048,410

 
1,036,697

 
National Rural Util Coop Sr Unsec
3.18
%
6/30/2021
698,940

 
693,819

 
Jackson Natl Life Global Sec 144A
2.25
%
4/29/2021
249,621

 
243,821

 
General Electric Co Sr Unsec
2.70
%
10/9/2022
1,847,198

 
1,715,571


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
212,033

 
228,117

 
Fed Home Ln Mtge Glbl Nt (2.5Mmm)
1.63
%
9/29/2020
1,098,334

 
1,081,323

 
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
1,501,758

 
1,466,618

 
Fed Home Ln Bk Bd (1.331Mmm)
3.38
%
12/8/2023
848,712

 
875,235

 
Gnma Ii Tba 4.0% Jan 30Yr Jmbo
4.00
%
1/23/2049
4,043,865

 
4,140,855

 
Fnma Tba 4.0% Jan 30Yr
4.00
%
1/14/2049
13,130,082

 
13,385,503

 
Fnma Tba 3.0% Feb 15Yr
3.00
%
2/19/2034
2,296,516

 
2,289,295

 
Vm Cash Ccp Cme Rdr Usd
0.01
%
12/31/2060
17,980

 
17,980

 
Univ Of Pittsburgh Pa
2.32
%
9/15/2021
1,148,258

 
1,138,544

 
U S Treasury Note
1.88
%
4/30/2022
185,219

 
181,717

 
U S Treasury Note
1.88
%
4/30/2022
413,872

 
406,048

 
Toronto-Dominion Bank Sec 144A
2.25
%
3/15/2021
698,940

 
689,698

 
Sprint Spectrum / Spec I Sec 144A
3.36
%
3/20/2023
583,490

 
577,655

 
Seven & I Holdings Sr Unsec 144A
3.35
%
9/17/2021
499,243

 
500,425

 
Slclt 2007-1 A4 3Mlib+6Bp
2.68
%
5/15/2029
602,338

 
596,462

 
Royal Bank Of Canada Covered
2.20
%
9/23/2019
499,243

 
496,576

 
Reynolds American Inc Sr Unsec
3.25
%
6/12/2020
249,621

 
248,175

 
Cooperatieve Rabobank Ua Sr Unsec 144A
3.88
%
9/26/2023
2,596,062

 
2,606,721

 
National Australia Bk/Ny Sr Unsec
1.88
%
7/12/2021
1,347,955

 
1,297,773

 
Hsbc Holdings Plc Sr Unsec
4.58
%
6/19/2029
1,897,122

 
1,882,644

 
Guardian Life Glob Sec 144A
2.00
%
4/26/2021
998,485

 
973,355

 
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
199,170

 
210,845

 
Fnma Nt (3Mmm)
2.00
%
1/5/2022
3,544,623

 
3,493,690


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Energy Transfer Operatng Sr Unsec
4.15
%
10/1/2020
571,134

 
574,798

 
Caterpillar Finl Service Sr Unsec Mtn
1.90
%
3/22/2019
748,864

 
747,409

 
Sky Plc Sr Unsec 144A
2.63
%
9/16/2019
269,591

 
267,602

 
Bp Cap Markets America Sr Unsec
4.74
%
3/11/2021
1,248,107

 
1,287,489

 
Banque Fed Cred Mutuel Sr Unsec 144A
2.00
%
4/12/2019
499,243

 
497,622

 
Bank Of America Corp Sr Unsec
3.42
%
12/20/2028
899,136

 
840,883

 
Cash Collateral Cme Rdr Usd
2.30
%
12/31/2060
21,467

 
21,467

*
Collective Us Govt Stif 15 Bps
—
%
12/1/2030
260,665

 
260,665

 
Wells Fargo & Company Sr Unsec
3.55
%
9/29/2025
848,712

 
823,028

 
U S Treasury Note
1.75
%
3/31/2022
1,497,728

 
1,464,497

 
Tech Data Corp Sr Unsec
3.70
%
2/15/2022
449,318

 
441,154

 
Nissan Motor Acceptance Sr Unsec 144A
2.15
%
9/28/2020
199,697

 
194,102

 
New York Life Global Fdg Sec 144A
2.00
%
4/13/2021
199,697

 
194,649

 
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
299,546

 
330,141

 
Industry Pub Facs-A
4.34
%
7/1/2024
499,243

 
528,084

 
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
52,533

 
56,257

 
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
48,889

 
51,755

 
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
79,179

 
83,820

 
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
97,957

 
103,700

 
Fnma Nt (3Mmm)
1.50
%
2/28/2020
2,995,456

 
2,961,700

 
Deutsche Bank Ny Sr Unsec
4.25
%
10/14/2021
698,940

 
683,832

 
Aig Inc
6.40
%
12/15/2020
549,167

 
580,181

 
Fnma Tba 4.0% Feb 30Yr
4.00
%
2/13/2049
2,496,213

 
2,542,432


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma Tba 3.0% Feb 30Yr
3.00
%
2/13/2049
998,485

 
972,706

 
U S Treasury Repo
3.10
%
1/3/2019
49,924

 
49,924

 
Fin Fut Us 5Yr Cbt 03/29/19
6.00
%
3/30/2019
3,095,304

 
3,549,927

 
Fin Fut Euro$ Cme (Wht) 12/16/19
—
%
12/17/2019
177,730,382

 
173,020,527

 
Ut St-Babs-B
3.54
%
7/1/2025
1,023,447

 
1,048,901

 
U S Treasury Note
2.13
%
12/31/2021
1,397,879

 
1,384,447

 
Telstra Corp Ltd Nt 144A
4.80
%
10/12/2021
149,773

 
155,673

 
Sumitomo Mitsui Finl Grp Frn Sr Unsec
4.45
%
3/9/2021
349,470

 
356,309

 
Slma 2007-1 A5 3Mlib+9
2.58
%
1/26/2026
217,779

 
217,120

 
Slma 2005-7 A4 3Mlib+15Bp
2.64
%
10/25/2029
719,386

 
716,146

 
Slma 2005-3 A5
2.58
%
10/25/2024
156,649

 
156,518

 
Lloyds Bank Plc Sr Unsec
2.70
%
8/17/2020
349,470

 
345,131

 
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
118,008

 
124,925

 
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
181,593

 
195,484

 
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
94,132

 
101,367

 
Fh Arm 1Q1534 H15T1Y+223.3 10.162
4.16
%
6/1/2037
311,777

 
329,975

 
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
65,183

 
65,418

 
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
2,749,113

 
2,759,016

 
European Investment Bank Sr Unsec
2.00
%
3/15/2021
1,123,296

 
1,109,802

 
Cvs Health Corp Sr Unsec
4.10
%
3/25/2025
798,788

 
791,895

 
Bnp Paribas Sr Unsec 144A
2.95
%
5/23/2022
599,091

 
577,818

 
Bank Of Nova Scotia Sec
1.88
%
4/26/2021
2,196,668

 
2,145,514

 
Fin Fut Us 10Yr Cbt 03/20/19
6.00
%
3/21/2019
1,747,349

 
2,132,039


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Irs Usd 3.00000 12/19/18-10Y Cme
3.00
%
12/19/2028
(898,637
)
 
(21,018
)
 
Ubs Ag Stamford Ct Sr Unsec
2.35
%
3/26/2020
199,697

 
197,752

 
Santander Uk Group Hldgs Sr Unsec
2.88
%
8/5/2021
1,048,410

 
1,012,611

 
Oracle Corp Sr Unsec
2.95
%
11/15/2024
998,485

 
973,189

 
Morgan Stanley Sr Unsec
3.65
%
1/20/2022
649,015

 
647,077

 
Lloyds Banking Group Plc Sr Unsec
3.59
%
6/21/2021
249,621

 
247,251

 
Lloyds Banking Group Plc Sr Unsec
2.91
%
11/7/2023
698,940

 
662,442

 
Kfw Sr Unsec
1.50
%
2/6/2019
723,902

 
723,311

 
Jpmorgan Chase & Co Sr Unsec
3.13
%
1/23/2025
3,095,304

 
2,951,323

 
Ford Motor Credit Co Llc Sr Unsec
3.20
%
1/15/2021
499,243

 
484,378

 
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
372,306

 
397,220

 
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
5,185

 
5,543

 
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
2,317,560

 
2,278,157

 
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
120,437

 
127,497

 
Fnma Pass Thru 20Yr #256600
5.50
%
2/1/2027
701

 
742

 
Fhlmc Gold 30Yr Gnt #G0-8823
3.50
%
7/1/2048
2,265,654

 
2,265,806

 
Enterprise Products Oper Co Gtd
6.50
%
1/31/2019
399,394

 
400,280

 
Dominion Energy Gas Hldg Llc Sr Unsec
2.80
%
11/15/2020
673,978

 
664,274

 
Daimler Finance Na Llc Sr Unsec 144A
1.50
%
7/5/2019
1,048,410

 
1,038,161

 
Arrow Electronics Inc Sr Unsec
3.25
%
9/8/2024
499,243

 
465,680

 
American Honda Finance Sr Unsec
2.93
%
11/5/2021
499,243

 
492,216

 
At&T Inc Sr Unsec
3.40
%
5/15/2025
848,712

 
800,319

 
Cash Collateral Fut Rdr Usd
2.30
%
12/31/2060
64,902

 
64,902


*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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
U S Treasury Note
1.13
%
1/31/2019
18,022,660

 
18,005,563

 
Ubs Group Funding Switze Sr Unsec 144A
2.86
%
8/15/2023
1,747,349

 
1,681,430

 
Toronto-Dominion Bank Sr Unsec
2.13
%
4/7/2021
698,940

 
684,166

 
Slma 2006-5 A5 3Mlib+11Bp
2.60
%
1/25/2027
150,226

 
150,073

 
Slma 2005-8 A4 3Mlib
3.04
%
1/25/2028
1,054,445

 
1,055,696

 
Royal Bank Of Canada
1.88
%
2/5/2020
1,098,334

 
1,087,061

 
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
848,712

 
943,607

 
Iberdrola Fin Ireland Co Gtd 144A
5.00
%
9/11/2019
500,241

 
505,056

 
Ford Motor Credit Co Llc Sr Unsec
2.60
%
11/4/2019
898,637

 
888,901

 
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
125,508

 
133,954

 
Fnma Pass Thru 30Yr #804303
5.50
%
11/1/2034
4,710

 
4,986

 
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
1,143,824

 
1,201,927

 
Fhlmc Gold 30Yr Gnt #G6-1040
3.50
%
6/1/2047
6,910,887

 
6,924,730

 
Electricite De France Sr Unsec 144A
2.15
%
1/22/2019
299,546

 
299,371

 
Cobb-Marietta Coliseu
2.55
%
7/1/2021
624,053

 
621,538

 
Bpce Sa Sr Unsec
2.25
%
1/27/2020
449,318

 
443,596

 
Bmw Us Capital Llc Sr Unsec 144A
2.98
%
8/14/2020
649,015

 
644,280

 
Interest And Dividends Accrued / Receivable
 
 
 
 
1,084,313

 
Net Money Market Futures (Due To) / Due From Broker
 
 
 
 
(173,020,527
)
 
Net Bond/Stock Equivalent Futures (Due To) / Due From Broker
 
 
 
 
(3,035,153
)
 
Net Unsettled Trades (Due To) / Due From Broker (Including Currency)
 
 
 
 
(42,551,828
)
 
Broker Cash Collateral Received
 
 
 
 
(184,869
)
 
Centrally Cleared Swaps (Due To) / Due From Broker
 
 
 
 
(495,794
)

*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
        Total American General Life Contract No. 725840
 
 
394,585,703

 
$
180,038,843

 
 
 
 
 
 
 
 
Royal Bank of Canada Contract No. Citigroup01
 
 
 
 
 
 
Vm Cash Fut Dom Rdr Usd
2.30
%
12/31/2060
158,577

 
$
158,577

 
Wells Fargo Bank Na Sr Unsec Frn
2.94
%
3/25/2020
649,015

 
646,061

 
U S Treasury Note
2.88
%
11/15/2021
1,497,728

 
1,514,607

 
U S Treasury Note
2.50
%
3/31/2023
9,435,686

 
9,438,819

 
U S Treasury Note
2.00
%
1/31/2020
19,969,706

 
19,841,385

 
Societe Generale Sr Unsec 144A
2.63
%
9/16/2020
1,098,334

 
1,085,465

 
Slma 2006-6 A3 3Mlib+11Bp
2.60
%
10/27/2025
118,132

 
118,027

 
Slma 2005-9 A6 3Mlib+55Bp
3.04
%
10/26/2026
140,080

 
140,120

 
Ppl Wem Holdings Plc Sr Unsec 144A
5.38
%
5/1/2021
449,318

 
464,178

 
Mizuho Bank Ltd
2.40
%
3/26/2020
149,773

 
148,336

 
Massmutual Global Fundin Sec 144A
2.00
%
4/15/2021
823,750

 
802,319

 
Goldman Sachs Group Inc Sr Unsec
3.50
%
1/23/2025
2,496,213

 
2,368,096

 
General Motors Finl Co Sr Unsec
2.35
%
10/4/2019
199,697

 
197,994

 
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
47,225

 
49,993

 
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
63,550

 
68,190

 
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
10,432

 
11,043

 
Fn Arm 793029 Us0006M+158.2 10.869
4.15
%
7/1/2034
213,654

 
220,511

 
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
8,961

 
9,650

 
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
106,878

 
115,125

 
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
9,975

 
10,742


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

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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
33,974

 
35,966

 
Fnma Nt (3.5Mmm)
1.75
%
11/26/2019
4,493,184

 
4,457,391

 
American Tower Corp Sr Unsec
5.90
%
11/1/2021
299,546

 
316,729

 
U S Treasury Repo
3.10
%
1/3/2019
13,978,794

 
13,978,794

 
Wells Fargo & Company Sr Unsec
3.60
%
1/24/2023
748,864

 
742,038

 
Verizon**Exchange**
3.38
%
2/15/2025
1,048,410

 
1,018,776

 
U S Treasury Note
2.88
%
11/30/2023
1,947,046

 
1,981,272

 
Smbc Aviation Capital Fi Sr Unsec 144A
4.13
%
7/15/2023
499,243

 
501,815

 
Slma 2006-8 A5 3Mlib+11Bp
2.60
%
1/27/2025
749,780

 
746,985

 
Ny St Urban Dev-B
2.10
%
3/15/2022
1,637,516

 
1,615,491

 
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
848,712

 
844,679

 
Ing Bank Nv Covered Sec 144A
2.63
%
12/5/2022
673,978

 
664,049

 
Fed Home Ln Mtge Glbl Nt (6Mmm)
1.25
%
10/2/2019
4,493,184

 
4,447,084

 
Electricite De France Nt 144A
6.50
%
1/26/2019
848,712

 
851,453

 
Gnma Ii Tba 5.0% Feb 30Yr Jmbo
5.00
%
2/21/2049
2,496,213

 
2,595,574

 
Commonwealth Bank Aust 144A
1.75
%
11/7/2019
1,098,334

 
1,086,770

 
Barclays Plc Sr Unsec
3.20
%
8/10/2021
698,940

 
679,402

 
Bank Of America Corp Sr Unsec
3.54
%
3/5/2024
1,048,410

 
1,019,355

 
Bpce Sa Sr Unsec Mtn
2.50
%
7/15/2019
199,697

 
199,277

 
Aviation Capital Group Nt 144A
7.13
%
10/15/2020
748,864

 
787,881

 
Fnma Tba 3.5% Feb 15Yr
3.50
%
2/19/2034
2,945,532

 
2,979,302

 
Fin Fut Us Ultra 30Yr Cbt 03/20/19
6.00
%
3/21/2019
(1,647,501
)
 
(2,646,813
)
 
U S Treasury Repo
2.95
%
1/2/2019
13,978,794

 
13,978,794


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Irs Usd 1.75000 12/21/16-10Y Cme
1.75
%
12/21/2026
(7,738,261
)
 
513,966

 
Verizon**Exchange**
3.50
%
11/1/2024
748,864

 
739,552

 
Synchrony Financial Sr Unsec
3.81
%
2/3/2020
998,485

 
997,889

 
Svenska Handelsbanken Ab Unsec
2.40
%
10/1/2020
1,248,107

 
1,229,209

 
Port Seattle-Txbl-B1
7.00
%
5/1/2019
998,485

 
1,012,374

 
Nissan Motor Acceptance Sr Unsec 144A
2.25
%
1/13/2020
998,485

 
984,350

 
New York Life Global Fdg 144A
1.95
%
2/11/2020
1,048,410

 
1,036,697

 
National Rural Util Coop Sr Unsec
3.18
%
6/30/2021
698,940

 
693,819

 
Jackson Natl Life Global Sec 144A
2.25
%
4/29/2021
249,621

 
243,821

 
General Electric Co Sr Unsec
2.70
%
10/9/2022
1,847,198

 
1,715,571

 
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
212,033

 
228,117

 
Fed Home Ln Mtge Glbl Nt (2.5Mmm)
1.63
%
9/29/2020
1,098,334

 
1,081,323

 
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
1,501,758

 
1,466,618

 
Fed Home Ln Bk Bd (1.331Mmm)
3.38
%
12/8/2023
848,712

 
875,235

 
Gnma Ii Tba 4.0% Jan 30Yr Jmbo
4.00
%
1/23/2049
4,043,865

 
4,140,855

 
Fnma Tba 4.0% Jan 30Yr
4.00
%
1/14/2049
13,130,082

 
13,385,503

 
Fnma Tba 3.0% Feb 15Yr
3.00
%
2/19/2034
2,296,516

 
2,289,295

 
Vm Cash Ccp Cme Rdr Usd
0.01
%
12/31/2060
17,980

 
17,980

 
Univ Of Pittsburgh Pa
2.32
%
9/15/2021
1,148,258

 
1,138,544

 
U S Treasury Note
1.88
%
4/30/2022
185,219

 
181,717

 
U S Treasury Note
1.88
%
4/30/2022
413,872

 
406,048

 
Toronto-Dominion Bank Sec 144A
2.25
%
3/15/2021
698,940

 
689,698

 
Sprint Spectrum / Spec I Sec 144A
3.36
%
3/20/2023
583,490

 
577,655


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Seven & I Holdings Sr Unsec 144A
3.35
%
9/17/2021
499,243

 
500,425

 
Slclt 2007-1 A4 3Mlib+6Bp
2.68
%
5/15/2029
602,338

 
596,462

 
Royal Bank Of Canada Covered
2.20
%
9/23/2019
499,243

 
496,576

 
Reynolds American Inc Sr Unsec
3.25
%
6/12/2020
249,621

 
248,175

 
Cooperatieve Rabobank Ua Sr Unsec 144A
3.88
%
9/26/2023
2,596,062

 
2,606,721

 
National Australia Bk/Ny Sr Unsec
1.88
%
7/12/2021
1,347,955

 
1,297,773

 
Hsbc Holdings Plc Sr Unsec
4.58
%
6/19/2029
1,897,122

 
1,882,644

 
Guardian Life Glob Sec 144A
2.00
%
4/26/2021
998,485

 
973,355

 
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
199,170

 
210,845

 
Fnma Nt (3Mmm)
2.00
%
1/5/2022
3,544,623

 
3,493,690

 
Energy Transfer Operatng Sr Unsec
4.15
%
10/1/2020
571,134

 
574,798

 
Caterpillar Finl Service Sr Unsec Mtn
1.90
%
3/22/2019
748,864

 
747,409

 
Sky Plc Sr Unsec 144A
2.63
%
9/16/2019
269,591

 
267,602

 
Bp Cap Markets America Sr Unsec
4.74
%
3/11/2021
1,248,107

 
1,287,489

 
Banque Fed Cred Mutuel Sr Unsec 144A
2.00
%
4/12/2019
499,243

 
497,622

 
Bank Of America Corp Sr Unsec
3.42
%
12/20/2028
899,136

 
840,883

 
Cash Collateral Cme Rdr Usd
2.30
%
12/31/2060
21,467

 
21,467

*
Collective Us Govt Stif 15 Bps
—
%
12/1/2030
260,665

 
260,665

 
Wells Fargo & Company Sr Unsec
3.55
%
9/29/2025
848,712

 
823,028

 
U S Treasury Note
1.75
%
3/31/2022
1,497,728

 
1,464,497

 
Tech Data Corp Sr Unsec
3.70
%
2/15/2022
449,318

 
441,154

 
Nissan Motor Acceptance Sr Unsec 144A
2.15
%
9/28/2020
199,697

 
194,102

 
New York Life Global Fdg Sec 144A
2.00
%
4/13/2021
199,697

 
194,649


*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, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
299,546

 
330,141

 
Industry Pub Facs-A
4.34
%
7/1/2024
499,243

 
528,084

 
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
52,533

 
56,257

 
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
48,889

 
51,755

 
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
$
79,179

 
83,820

 
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
$
97,957

 
103,700

 
Fnma Nt (3Mmm)
1.50
%
2/28/2020
$
2,995,456

 
2,961,700

 
Deutsche Bank Ny Sr Unsec
4.25
%
10/14/2021
$
698,940

 
683,832

 
Aig Inc
6.40
%
12/15/2020
$
549,167

 
580,181

 
Fnma Tba 4.0% Feb 30Yr
4.00
%
2/13/2049
2,496,213

 
2,542,432

 
Fnma Tba 3.0% Feb 30Yr
3.00
%
2/13/2049
998,485

 
972,706

 
U S Treasury Repo
3.10
%
1/3/2019
49,924

 
49,924

 
Fin Fut Us 5Yr Cbt 03/29/19
6.00
%
3/30/2019
3,095,304

 
3,549,927

 
Fin Fut Euro$ Cme (Wht) 12/16/19
—
%
12/17/2019
177,730,382

 
173,020,527

 
Ut St-Babs-B
3.54
%
7/1/2025
1,023,447

 
1,048,901

 
U S Treasury Note
2.13
%
12/31/2021
1,397,879

 
1,384,447

 
Telstra Corp Ltd Nt 144A
4.80
%
10/12/2021
149,773

 
155,673

 
Sumitomo Mitsui Finl Grp Frn Sr Unsec
4.45
%
3/9/2021
349,470

 
356,309

 
Slma 2007-1 A5 3Mlib+9
2.58
%
1/26/2026
217,779

 
217,120

 
Slma 2005-7 A4 3Mlib+15Bp
2.64
%
10/25/2029
719,386

 
716,146

 
Slma 2005-3 A5
2.58
%
10/25/2024
156,649

 
156,518

 
Lloyds Bank Plc Sr Unsec
2.70
%
8/17/2020
349,470

 
345,131

 
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
118,008

 
124,925


*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
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
181,593

 
195,484

 
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
94,132

 
101,367

 
Fh Arm 1Q1534 H15T1Y+223.3 10.162
4.16
%
6/1/2037
311,777

 
329,975

 
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
65,183

 
65,418

 
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
2,749,113

 
2,759,016

 
European Investment Bank Sr Unsec
2.00
%
3/15/2021
1,123,296

 
1,109,802

 
Cvs Health Corp Sr Unsec
4.10
%
3/25/2025
798,788

 
791,895

 
Bnp Paribas Sr Unsec 144A
2.95
%
5/23/2022
599,091

 
577,818

 
Bank Of Nova Scotia Sec
1.88
%
4/26/2021
2,196,668

 
2,145,514

 
Fin Fut Us 10Yr Cbt 03/20/19
6.00
%
3/21/2019
1,747,349

 
2,132,039

 
Irs Usd 3.00000 12/19/18-10Y Cme
3.00
%
12/19/2028
(898,637
)
 
(21,018
)
 
Ubs Ag Stamford Ct Sr Unsec
2.35
%
3/26/2020
199,697

 
197,752

 
Santander Uk Group Hldgs Sr Unsec
2.88
%
8/5/2021
1,048,410

 
1,012,611

 
Oracle Corp Sr Unsec
2.95
%
11/15/2024
998,485

 
973,189

 
Morgan Stanley Sr Unsec
3.65
%
1/20/2022
649,015

 
647,077

 
Lloyds Banking Group Plc Sr Unsec
3.59
%
6/21/2021
249,621

 
247,251

 
Lloyds Banking Group Plc Sr Unsec
2.91
%
11/7/2023
698,940

 
662,442

 
Kfw Sr Unsec
1.50
%
2/6/2019
723,902

 
723,311

 
Jpmorgan Chase & Co Sr Unsec
3.13
%
1/23/2025
3,095,304

 
2,951,323

 
Ford Motor Credit Co Llc Sr Unsec
3.20
%
1/15/2021
499,243

 
484,378

 
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
372,306

 
397,220

 
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
5,185

 
5,543

 
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
2,317,560

 
2,278,157


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

116
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
120,437

 
127,497

 
Fnma Pass Thru 20Yr #256600
5.50
%
2/1/2027
701

 
742

 
Fhlmc Gold 30Yr Gnt #G0-8823
3.50
%
7/1/2048
2,265,654

 
2,265,806

 
Enterprise Products Oper Co Gtd
6.50
%
1/31/2019
399,394

 
400,280

 
Dominion Energy Gas Hldg Llc Sr Unsec
2.80
%
11/15/2020
673,978

 
664,274

 
Daimler Finance Na Llc Sr Unsec 144A
1.50
%
7/5/2019
1,048,410

 
1,038,161

 
Arrow Electronics Inc Sr Unsec
3.25
%
9/8/2024
499,243

 
465,680

 
American Honda Finance Sr Unsec
2.93
%
11/5/2021
499,243

 
492,216

 
At&T Inc Sr Unsec
3.40
%
5/15/2025
848,712

 
800,319

 
Cash Collateral Fut Rdr Usd
2.30
%
12/31/2060
64,902

 
64,902

 
U S Treasury Note
1.13
%
1/31/2019
18,022,660

 
18,005,563

 
Ubs Group Funding Switze Sr Unsec 144A
2.86
%
8/15/2023
1,747,349

 
1,681,430

 
Toronto-Dominion Bank Sr Unsec
2.13
%
4/7/2021
698,940

 
684,166

 
Slma 2006-5 A5 3Mlib+11Bp
2.60
%
1/25/2027
150,226

 
150,073

 
Slma 2005-8 A4 3Mlib
3.04
%
1/25/2028
1,054,445

 
1,055,696

 
Royal Bank Of Canada
1.88
%
2/5/2020
1,098,334

 
1,087,061

 
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
848,712

 
943,607

 
Iberdrola Fin Ireland Co Gtd 144A
5.00
%
9/11/2019
500,241

 
505,056

 
Ford Motor Credit Co Llc Sr Unsec
2.60
%
11/4/2019
898,637

 
888,901

 
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
125,508

 
133,954

 
Fnma Pass Thru 30Yr #804303
5.50
%
11/1/2034
4,710

 
4,986

 
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
1,143,824

 
1,201,927

 
Fhlmc Gold 30Yr Gnt #G6-1040
3.50
%
6/1/2047
6,910,887

 
6,924,730


*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

117
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Electricite De France Sr Unsec 144A
2.15
%
1/22/2019
299,546

 
299,371

 
Cobb-Marietta Coliseu
2.55
%
7/1/2021
624,053

 
621,538

 
Bpce Sa Sr Unsec
2.25
%
1/27/2020
449,318

 
443,596

 
Bmw Us Capital Llc Sr Unsec 144A
2.98
%
8/14/2020
649,015

 
644,280

 
Interest And Dividends Accrued / Receivable
 
 
 
 
1,084,313

 
Net Money Market Futures (Due To) / Due From Broker
 
 
 
 
(173,020,527
)
 
Net Bond/Stock Equivalent Futures (Due To) / Due From Broker
 
 
 
 
(3,035,153
)
 
Net Unsettled Trades (Due To) / Due From Broker (Including Currency)
 
 
 
 
(42,551,828
)
 
Broker Cash Collateral Received
 
 
 
 
(184,869
)
 
Centrally Cleared Swaps (Due To) / Due From Broker
 
 
 
 
(495,794
)
 
Wrapper
 
 
 
 
—

 
        Total Royal Bank of Canada Contract No. Citigroup01
 
 
 
 
$
180,038,843

 
 
 
 
 
 
 
 
Nationwide: STA_CIT_IP_0616
 
 
 
 
 
 
Aeptc 2012-1 A2
1.98
%
6/1/2020
3,195,153

 
$
1,617,347

 
Bank 2017-Bnk4 A1
2.00
%
2/15/2022
2,096,819

 
1,522,798

 
Comm 2014-Cr14 A2
3.15
%
7/10/2023
2,471,251

 
837,012

 
Comet 2017-A1 A1
2.00
%
3/16/2020
2,496,213

 
2,470,987

 
Carmx 2016-2 A3
1.52
%
11/15/2019
2,396,365

 
1,074,306

 
Chait 2016-A4 A4
1.49
%
7/15/2020
4,393,335

 
4,300,512

 
Cgcmt 2016-Gc36 A1
1.61
%
6/10/2020
4,293,487

 
1,674,101

 
Duk 1.731 09/01/22
1.73
%
9/1/2022
5,491,669

 
5,388,700

 
Fnr 2011-87 Ja
3.00
%
3/25/2024
5,816,177

 
843,000


*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

118
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fnr 2011-98 Ae
2.50
%
5/25/2021
8,087,731

 
804,864

 
Fnr 2011-132 A
3.00
%
5/25/2022
7,987,882

 
1,049,606

 
Fnr 2013-79 Va
3.50
%
9/25/2024
7,788,185

 
4,421,389

 
Fnr 2015-48 Db
3.00
%
4/25/2022
2,995,456

 
1,346,377

 
Fhr 3774 Ab
3.50
%
9/15/2020
9,216,019

 
448,783

 
Fhr 3920 Ab
3.00
%
3/15/2021
8,387,276

 
804,759

 
Fhr 3970 Da
3.00
%
11/15/2021
5,291,972

 
526,414

 
Fhr 3979 Gd
3.00
%
9/15/2022
3,494,699

 
518,053

 
Fhr 4039 Me
2.00
%
10/15/2025
4,992,426

 
1,030,114

 
Fhr 4272 Yg
2.00
%
1/16/2024
4,992,426

 
1,117,847

 
Fhr 4297 Ca
3.00
%
5/15/2024
6,490,154

 
2,552,913

 
Fhr 4486 Jn
2.00
%
3/15/2024
2,995,456

 
1,234,812

 
Fhr 4504 Dn
3.00
%
4/15/2025
6,590,003

 
2,928,819

 
Fnr 2010-99 Dp
3.00
%
6/25/2020
15,726,143

 
444,665

 
Gnr 2010-151 Dq
4.00
%
6/22/2020
6,140,685

 
421,430

 
Gnr 2011-133 Na
3.50
%
6/20/2022
16,114,554

 
2,687,710

 
Gnr 2011-160 A
3.00
%
7/20/2020
6,490,154

 
506,816

 
Gnr 2013-41 Pa
2.50
%
7/20/2023
5,691,366

 
2,118,329

 
Gnr 2013-124 Cp
2.50
%
10/20/2023
4,243,562

 
982,691

 
Gnr 2014-140 Mv
4.00
%
6/21/2021
1,996,971

 
1,488,653

 
Gnr 2015-16 Gm
2.00
%
12/22/2025
6,190,609

 
2,748,877

 
Jpmbb 2015-C33 A1
1.90
%
4/15/2020
3,118,270

 
973,298

 
Jdot 2017-A A3
1.78
%
4/15/2020
1,847,198

 
1,616,492


*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

119
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Mbart 2018-1 A3
3.03
%
10/15/2021
2,046,895

 
2,053,341

 
Msbam 2013-C11 A2
3.09
%
4/17/2023
2,616,031

 
847,574

 
Narot 2016-C A3
1.18
%
2/18/2020
1,697,425

 
1,009,671

 
Ubscm 2012-C1 A3
3.40
%
3/10/2022
3,444,774

 
3,380,584

 
T 0 3/4 08/15/19
0.75
%
8/15/2019
348,471

 
345,517

 
T 1 03/15/19
1.00
%
3/15/2019
873,675

 
873,811

 
T 0 7/8 05/15/19
0.88
%
5/15/2019
799,787

 
795,957

 
T 1 11/15/19
1.00
%
11/15/2019
4,883,592

 
4,821,134

 
Woart 2016-B A3
1.30
%
7/15/2020
2,496,213

 
1,736,203

 
Wrapper
 
 
 
 
12,143

 
       Total Nationwide:STA_CIT_IP_0616
 
 
 
 
$
68,378,409

 
 
 
 
 
 
 
 
Reinsurance Group of America Contract No. RGA00084
 
 
 
 
 
 
Cash
1.83
%
 
3,599,743

 
$
3,599,743

 
Charter Communications, Inc. 4.00 09/01/2021
4.00
%
9/1/2021
948,561

 
955,405

 
General Electric Co. 4.65 10/17/2021
4.65
%
10/17/2021
1,747,349

 
1,769,223

 
Union Pacific Corp. 4.163 07/15/2022
4.16
%
7/15/2022
898,637

 
937,364

 
Cigna Corp. 4.00 02/15/2022
4.00
%
2/15/2022
1,857,183

 
1,904,180

 
Equity Residential 4.625 12/15/2021
4.63
%
12/15/2021
1,497,728

 
1,552,586

 
Twenty-First Century Fox, Inc. 4.50 02/15/2021
4.50
%
2/15/2021
449,318

 
468,936

 
Comcast Corp. 3.125 07/15/2022
3.13
%
7/15/2022
948,561

 
959,678

 
Cox Enterprises, Inc. 3.25 12/15/2022
3.25
%
12/15/2022
998,485

 
976,821

 
DowDuPont, Inc. 3.00 11/15/2022
3.00
%
11/15/2022
1,497,728

 
1,458,448


*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

120
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Macy's, Inc. 2.875 02/15/2023
2.88
%
2/15/2023
998,485

 
935,302

 
Royal Dutch Shell PLC 2.25 01/06/2023
2.25
%
1/6/2023
998,485

 
971,094

 
Wells Fargo & Co. 3.45 02/13/2023
3.45
%
2/13/2023
948,561

 
941,148

 
Dominion Energy, Inc. 2.75 03/15/2023
2.75
%
3/15/2023
973,523

 
957,331

 
Boston Properties, Inc. 3.125 09/01/2023
3.13
%
9/1/2023
1,447,804

 
1,413,714

 
JPMorgan Chase & Co. 3.375 05/01/2023
3.38
%
5/1/2023
1,497,728

 
1,473,312

 
RELX PLC 3.125 10/15/2022
3.13
%
10/15/2022
848,712

 
838,884

 
Ford Motor Credit Co. LLC 4.375 08/06/2023
4.38
%
8/6/2023
2,346,440

 
2,263,854

 
Capital One Financial Corp. 3.50 06/15/2023
3.50
%
6/15/2023
948,561

 
932,974

 
Burlington Northern Santa Fe LLC 3.75 04/01/2024
3.75
%
4/1/2024
998,485

 
1,029,903

 
Bank of America Corp. 4.20 08/26/2024
4.20
%
8/26/2024
2,196,668

 
2,210,527

 
Kinder Morgan, Inc. 4.30 06/01/2025
4.30
%
6/1/2025
2,346,440

 
2,343,190

 
Cox Enterprises, Inc. 3.85 02/01/2025
3.85
%
2/1/2025
1,397,879

 
1,400,162

 
Allergan PLC 3.80 03/15/2025
3.80
%
3/15/2025
499,243

 
493,166

 
AT&T, Inc. 3.40 05/15/2025
3.40
%
5/15/2025
2,695,910

 
2,545,922

 
CRH PLC 3.875 05/18/2025
3.88
%
5/18/2025
948,561

 
916,456

 
Burlington Northern Santa Fe LLC 3.442 06/16/2028
3.44
%
6/16/2028
433,519

 
424,569

 
Medtronic PLC 3.50 03/15/2025
3.50
%
3/15/2025
998,485

 
1,005,261

 
HSBC Holdings PLC 4.25 08/18/2025
4.25
%
8/18/2025
1,897,122

 
1,871,931

 
BNP Paribas SA 4.375 09/28/2025
4.38
%
9/28/2025
1,897,122

 
1,865,654

 
Exelon Corp. 3.15 10/15/2025
3.15
%
10/15/2025
943,569

 
928,104

 
Capital One Financial Corp. 4.20 10/29/2025
4.20
%
10/29/2025
499,243

 
486,013

 
Zoetis, Inc. 4.50 11/13/2025
4.50
%
11/13/2025
973,523

 
1,005,453


*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

121
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
ConocoPhillips 4.95 03/15/2026
4.95
%
3/15/2026
1,747,349

 
1,896,250

 
Bayerische Motoren Werke AG 2.80 04/11/2026
2.80
%
4/11/2026
998,485

 
921,744

 
BNP Paribas SA 4.375 05/12/2026
4.38
%
5/12/2026
624,053

 
604,549

 
Lloyds Banking Group PLC 4.582 12/10/2025
4.58
%
12/10/2025
1,497,728

 
1,422,553

 
Fannie Mae 4.50 08/01/2040
4.50
%
8/1/2040
3,249,111

 
3,417,043

 
Abbott Laboratories 2.90 11/30/2021
2.90
%
11/30/2021
948,561

 
941,501

 
Charter Communications, Inc. 4.908 07/23/2025
4.91
%
7/23/2025
1,347,955

 
1,368,777

 
Wells Fargo & Co. 2.15 12/06/2019
2.15
%
12/6/2019
1,248,107

 
1,238,671

 
Barclays PLC 4.337 01/10/2028
4.34
%
1/10/2028
998,485

 
945,037

 
Fannie Mae 4.00 03/01/2037
4.00
%
3/1/2037
658,706

 
681,736

 
U.S. Treasury Note/Bond 1.25 03/31/2019
1.25
%
3/31/2019
11,442,641

 
11,446,460

 
Fannie Mae 3.50 02/01/2037
3.50
%
2/1/2037
7,399,792

 
7,499,049

 
BNP Paribas SA 4.625 03/13/2027
4.63
%
3/13/2027
224,659

 
221,299

 
The Sherwin-Williams Co. 3.45 06/01/2027
3.45
%
6/1/2027
998,485

 
934,148

 
Fannie Mae 3.14 07/01/2047
3.14
%
7/1/2047
4,039,739

 
4,089,354

 
U.S. Treasury Note/Bond 1.25 05/31/2019
1.25
%
5/31/2019
17,738,091

 
17,666,765

 
Freddie Mac Gold 4.50 09/01/2044
4.50
%
9/1/2044
6,374,475

 
6,633,207

 
Fannie Mae 3.14 07/01/2047
3.14
%
7/1/2047
3,298,789

 
3,332,736

 
Fannie Mae 4.50 01/01/2043
4.50
%
1/1/2043
6,483,164

 
6,817,624

 
Freddie Mac 3.196 05/01/2047
3.20
%
5/1/2047
613,802

 
619,942

 
Freddie Mac Gold 4.50 07/01/2045
4.50
%
7/1/2045
4,884,745

 
5,133,984

 
Fannie Mae 4.50 06/01/2047
4.50
%
6/1/2047
6,912,281

 
7,192,780

 
Fannie Mae 3.182 06/01/2047
3.18
%
6/1/2047
3,029,881

 
3,064,293


*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

122
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Freddie Mac 3.267 07/01/2047
3.27
%
7/1/2047
1,021,326

 
1,033,850

 
Exelon Corp. 2.95 08/15/2027
2.95
%
8/15/2027
499,243

 
485,850

 
Freddie Mac Gold 4.50 04/01/2047
4.50
%
4/1/2047
5,283,878

 
5,495,815

 
Ford Credit Auto Owner Trust 2015-REV2 2.44 01/15/2027
2.44
%
1/15/2027
3,424,805

 
3,399,815

 
Fannie Mae 2.97 10/01/2047
2.95
%
10/1/2047
902,781

 
908,501

 
UnitedHealth Group, Inc. 2.95 10/15/2027
2.95
%
10/15/2027
998,485

 
950,086

 
Fannie Mae 3.093 10/01/2047
3.09
%
10/1/2047
924,223

 
932,306

 
American Express Master Trust 2.04 05/15/2023
2.04
%
5/15/2023
1,026,443

 
1,011,560

 
Toyota Auto Receivables Owner Trust 1.93 01/18/2022
1.93
%
1/18/2022
3,463,745

 
3,418,521

 
Anthem, Inc. 2.95 12/01/2022
2.95
%
12/1/2022
998,485

 
976,157

 
Freddie Mac Gold 4.50 10/01/2047
4.50
%
10/1/2047
1,329,608

 
1,387,593

 
Verizon Communications, Inc. 3.376 02/15/2025
3.38
%
2/15/2025
2,187,681

 
2,150,390

 
Freddie Mac Gold 4.00 02/01/2046
4.00
%
2/1/2046
4,525,011

 
4,634,645

 
Freddie Mac Gold 4.00 11/01/2045
4.00
%
11/1/2045
958,846

 
982,204

 
CVS Health Corp. 4.30 03/25/2028
4.30
%
3/25/2028
1,972,008

 
1,953,578

 
SLM Student Loan Trust 2.65988 01/25/2041
2.66
%
1/25/2041
3,393,848

 
3,309,738

 
Bank of America Corp. 3.004 12/20/2023
3.00
%
12/20/2023
1,651,495

 
1,604,880

 
SLM Student Loan Trust 3.11988 01/25/2040
3.12
%
1/25/2040
3,432,792

 
3,461,035

 
Freddie Mac 3.395 06/01/2048
3.40
%
6/1/2048
1,278,951

 
1,296,626

 
Bayer AG 4.375 12/15/2028
4.38
%
12/15/2028
1,447,804

 
1,385,967

 
Fannie Mae 4.50 07/01/2048
4.50
%
7/1/2048
2,160,239

 
2,247,039

 
Honda Auto Receivables Owner Trust 3.16 08/19/2024
3.16
%
8/19/2024
510,226

 
514,172

 
Fannie Mae 4.50 06/01/2048
4.50
%
6/1/2048
1,755,284

 
1,826,339


*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

123
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2018


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
shares/units
value**
value
 
Fannie Mae 4.50 07/01/2048
4.50
%
7/1/2048
2,089,943

 
2,173,922

 
Fannie Mae 4.50 08/01/2048
4.50
%
8/1/2048
1,013,167

 
1,054,182

 
Fannie Mae 4.50 06/01/2048
4.50
%
6/1/2048
1,540,467

 
1,602,365

 
Comcast Corp. 3.70 04/15/2024
3.70
%
4/15/2024
524,205

 
531,999

 
Anheuser-Busch InBev SA/NV 3.65 02/01/2026
3.65
%
2/1/2026
973,523

 
935,019

 
Fannie Mae 4.50 06/01/2048
4.50
%
6/1/2048
1,051,010

 
1,093,554

 
U.S. Treasury Note/Bond 2.75 11/30/2020
2.75
%
11/30/2020
14,977,279

 
15,078,530

 
      Total Reinsurance Group of America Contract No. RGA00084
 
 
 
 
$
199,762,048

 
        Total synthetic GICs (including wrapper contracts)
 
 
 
 
1,125,623,776

 
Total investment
 
 
 
 
$
12,683,239,174

 
 
 
 
 
 
 
*
Loans receivables from participants
 
 
 
 
 
 
30,053 loans carrying an interest rate of 4.25% to 10.50% with maturity dates through 2038
 
 
 
227,260,473

 
Total
 
 
 
 
$
12,910,499,647



*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

124

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/ Sara Wechter
Sara Wechter
Global Head of Human Resources




Date: June 11, 2019


125

EXHIBIT INDEX

 
 
 
Exhibit
Number
 
Description of Exhibit
 
 
 
 
 
 
______________________
* Filed herewith.


126