DocumentUNITED 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, 2023
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, 2023 and 2022
(With Report of Independent Registered Public Accounting Firm Thereon)
CITI RETIREMENT SAVINGS PLAN
Financial Statements and Supplemental Schedule
December 31, 2023 and 2022
Table of Contents
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| Page |
| Report of Independent Registered Public Accounting Firm | |
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| Financial Statements: | |
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Statements of Net Assets Available for Benefits as of December 31, 2023 and 2022 | |
| |
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2023 and 2022 | |
| |
| Notes to Financial Statements | |
| |
| Supplemental Schedule:* | |
| |
Schedule H, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2023 | |
| |
| Signatures | |
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| 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
Citi Retirement Savings Plan:
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of Citi Retirement Savings Plan (the Plan) as of December 31, 2023 and 2022, the related statements of changes in net assets available for benefits for the years ended December 31, 2023 and 2022, 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, 2023 and 2022, and the changes in net assets available for benefits for the years ended December 31, 2023 and 2022, 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.
Accompanying Supplemental Information
The Schedule H, line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2023, 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 27, 2024
CITI RETIREMENT SAVINGS PLAN
Statements of Net Assets Available for Benefits
December 31, 2023 and 2022
| | | | | | | | | | | |
| 2023 | | 2022 |
| Assets: | | | |
| Investments: | | | |
| Investments, at fair value | $ | 18,928,869,990 | | | $ | 15,637,777,884 | |
Investments in fully benefit-responsive investment contracts, at contract value | 1,038,208,094 | | | 1,224,668,199 | |
| Total investments | 19,967,078,084 | | | 16,862,446,083 | |
| | | |
| | | |
| | | |
| Receivables: | | | |
| Employer contributions | 541,344,705 | | | 468,514,042 | |
| Interest and dividends | 7,943,445 | | | 6,387,294 | |
| Receivable for securities sold | 1,611,717 | | | 3,704,566 | |
| Participant contributions | 455,520 | | | 533,096 | |
| Participant loans | 207,405,891 | | | 197,215,177 | |
| | | |
| Total receivables | 758,761,278 | | | 676,354,175 | |
| Total assets | 20,725,839,362 | | | 17,538,800,258 | |
| Liabilities: | | | |
| Payable for securities purchased | 5,126,029 | | | 6,013,104 | |
| Other investment liabilities | 13,719,148 | | | 13,086,043 | |
| Payable for trustee, administrative fees and other | 6,139,873 | | | 4,111,644 | |
| Total liabilities | 24,985,050 | | | 23,210,791 | |
| Net assets available for benefits | $ | 20,700,854,312 | | | $ | 17,515,589,467 | |
| See accompanying notes to financial statements. | | | |
CITI RETIREMENT SAVINGS PLAN
Statements of Changes in Net Assets Available for Benefits
Years Ended December 31, 2023 and 2022
| | | | | | | | | | | |
| 2023 | | 2022 |
| Additions to net assets attributable to: | | | |
| Investment income (loss): | | | |
| Dividends | $ | 59,712,241 | | | $ | 35,181,384 | |
| Interest | 26,874,322 | | | 22,740,113 | |
| Net appreciation (depreciation) in fair value of investments | 2,855,072,023 | | | (3,125,265,006) | |
| Net investment income (loss) | 2,941,658,586 | | | (3,067,343,509) | |
| Interest income on loans receivable from participants | 11,221,190 | | | 9,371,415 | |
| Contributions: | | | |
| Employer | 541,368,158 | | | 468,560,846 | |
| Participants | 856,989,258 | | | 739,710,443 | |
| Rollover | 118,763,501 | | | 108,390,417 | |
Total contributions | 1,517,120,917 | | | 1,316,661,706 | |
| Total additions (reductions) to net assets | 4,470,000,693 | | | (1,741,310,388) | |
| Deductions from net assets attributable to: | | | |
| Distributions to participants | 1,268,208,683 | | | 1,117,942,390 | |
| Trustee and administrative expenses | 16,029,543 | | | 17,573,253 | |
| Dividends paid directly to participants | 497,622 | | | 496,773 | |
| Total deductions from net assets | 1,284,735,848 | | | 1,136,012,416 | |
| Net increase (decrease) | 3,185,264,845 | | | (2,877,322,804) | |
| Net assets available for benefits at: | | | |
| Beginning of year | 17,515,589,467 | | | 20,392,912,271 | |
| End of year | $ | 20,700,854,312 | | | $ | 17,515,589,467 | |
| See accompanying notes to financial statements. | | | |
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
(1)Description of the Plan
The following brief description of the Citi Retirement Savings Plan (the Plan) is provided for general information purposes only. Participants should refer to the Plan's Summary Plan Description and legal Plan document for a more complete description of the Plan.
(a) General
The Plan was established in 1987 and is a defined contribution plan designed to encourage savings on the part of eligible employees. The Plan covers eligible employees of Citigroup Inc. (the Company), its subsidiaries and affiliates. The Company is the Plan Sponsor, as defined by the Plan document. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA), and the Internal Revenue Code of 1986, as amended (the Code). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations. The Plan provides for participant-directed accounts, which permits a participant or beneficiary to exercise control over the assets in the account and make investment decisions. As a result, the Plan's fiduciaries may be released from liability for any losses that result from the participant's or beneficiary's individual investment decisions.
The Plan was initially designed as an Employee Stock Ownership Plan (ESOP) within the meaning of Section 4975(e)(7) of the Code. Effective March 1, 2003, the Plan consists of a non-leveraged ESOP component and a non‑ESOP component. The ESOP component consists of any amount invested in the Citigroup Common Stock Fund under the Plan.
Bank of New York Mellon is the trustee and the custodian of the Plan. The Plan is administered by Alight Solutions Inc., a third‑party administrator.
(b) Eligibility
Eligible employees generally include (1) employees working in the U.S. and paid from a Company payroll or (2) U.S. citizens or lawful permanent residents of the U.S. performing services overseas in an expatriate employment classification in each case who are performing services for the Company and participating subsidiaries, as defined in the Plan document.
Full-time and part-time employees are eligible to participate on the first day of the first pay period after the participant becomes an employee of the Company.
(c) Employee Contributions
Eligible employees may defer on a before-tax and/or Roth basis through payroll deductions up to 50% (in 1% increments) of their eligible pay subject to certain legal limitations. Eligible pay generally includes base salary, overtime, commissions, shift differential pay, and periodic incentive bonuses. The maximum annual eligible pay under the Plan does not exceed the applicable statutory limit.
Newly hired and rehired eligible employees are automatically enrolled in the Plan at a 6% before-tax contribution rate unless they otherwise enroll themselves or opt out of the Plan. Participants who are automatically enrolled in the Plan, but do not make an investment election, are invested in the Plan’s default investment, which is the Plan’s “target retirement date” fund consistent with the participant’s projected year of retirement. Further, unless the participant elects a different rate, for employees who are automatically enrolled, their contribution rate is automatically increased by 1% annually until they reach a before-tax contribution rate of 15%.
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
Participants who are age 50 or older by the end of the Plan year are permitted to make additional contributions up to 49% of their eligible pay, known as "catch-up" contributions, up to the applicable statutory limit. There is no automatic enrollment for catch‑up contributions.
(d) Employer Contributions
During 2023 and 2022, employer contributions consisted of three components: the Company matching contribution, fixed contribution, and transition contribution. A one‑time Company contribution is also provided to certain grandfathered participants on a limited basis when they become eligible.
The Company matching contribution was equal to 100% of the participant’s before-tax and/or Roth contributions up to 6% of the participant’s eligible compensation (up to the annual compensation maximum set by the Code) for eligible employees at all compensation levels. Company matching contributions did not exceed the lesser of the participant’s contribution or 6% of the participant’s eligible compensation up to the statutory limit. Catch‑up contributions are not subject to matching contributions. Participants must contribute to the Plan to receive Company matching contributions.
A fixed contribution of up to 2% of eligible pay is credited to the Plan accounts of eligible employees whose qualifying annual compensation, as defined in the Plan, is $100,000 or less.
An annual transition contribution is credited to the Plan accounts of certain employees who were eligible to receive benefits under the Plan, the Citigroup Pension Plan, and the Citigroup Ownership Program in 2007, prior to the Plans’ redesign. If an employee’s total benefit opportunity under the three programs was greater than his or her benefit opportunity under the Plan, an additional transition contribution is credited. Participants receiving this transition contribution generally have long service and must be continuously employed by the Company since December 31, 2006.
Matching, fixed, and transition contributions are invested in the same manner as a participant's contributions, or, in the Plan's qualified default investment alternative in the absence of such an election.
At December 31, 2023 and 2022, the employer contribution receivable was $541.3 million and $468.5 million, respectively. Company contributions relating to 2023 and 2022 were received and credited to participant accounts during the first quarter of 2024 and 2023, respectively.
(e) Participant Accounts
The Plan maintains a separate account for each participant, to which contributions, expenses, and investment gains and losses are allocated.
Participants may elect to invest their account balance among the investment fund options offered under the Plan in whole increments of 1%.
A participant may elect to suspend or resume his or her contributions, subject to the Plan’s notice requirements. In addition, a participant may change the rate of his or her contributions, subject to the Plan’s notice requirements, and may elect to change the allocation of future contributions among the funds daily. A participant may also elect to transfer the value of his or her contributions in whole increments of 1% to other Plan investment funds, subject to certain restrictions.
Changes requested by participants are implemented as soon as administratively practicable, in accordance with the Plan document.
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
(f) Rollover and Transfer Contributions
The Plan accepts qualifying rollover contributions made by participants in cash from qualified retirement plans or Individual Retirement Accounts (IRA). Such transfers or rollovers to the Plan may only be made with the approval of the Plan’s management and do not affect any other contributions made by or on behalf of a participant.
Rollover contributions into the Plan in 2023 and 2022 amounted to $118.8 million and $108.4 million, respectively.
(g) Investment Options
Plan assets are held in a trust fund and are invested in the investment options offered under the Plan at the direction of Plan participants, in accordance with the Plan document.
Subject to certain restrictions, Plan participants may move a portion or all of their account balances among the Plan’s investment options through a fund transfer, reallocation, or rebalance, generally not more frequently than once every seven calendar days.
Restrictions are subject to change at any time depending on generally applicable Plan rules or the requirements of the funds.
To the extent required by the compliance procedures of a mutual fund to ensure the fund’s adherence to the market timing rules mandated by the Securities and Exchange Commission and upon request by a mutual fund, the Plan may provide reports to the fund detailing Plan participants’ trading activity in that particular fund. The Company also may restrict the ability of certain Plan participants to invest in or divest from the Citigroup Common Stock Fund.
In general, no investment-related transaction costs are associated with the Plan, though the funds have the right to impose redemption fees, should they decide to do so.
The Plan does not directly participate in securities lending programs; however, there are investment funds that engage in securities lending which are available to Plan participants. The investment manager for an investment option determines the terms of, and the extent to which, securities lending is used. Engaging in securities lending is intended to benefit Plan participants investing in such investment offering.
(h) Vesting
The rights of a participant to his or her own contributions, matching contributions, and any earnings thereon are at all times fully vested and non-forfeitable.
Company fixed and transition contributions, as described in note 1(d), vest according to the following schedule:
•Upon completion of three years of service, any fixed and/or transition contributions made on a participant’s behalf will be immediately vested;
• If a participant reaches age 55, dies, or becomes disabled while in service;
• In the case of a full or partial termination of the Plan or complete discontinuance of contributions under the Plan.
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
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 2023 and 2022, $927,977 and $421,712, respectively, of forfeitures were used to offset Plan expenses. As of December 31, 2023 and 2022, unallocated forfeitures were $2,242,225 and $598,929, respectively.
(j) Loans Receivable from Participants
Subject to the Plan’s provisions and the requirements contained within ERISA and the Code, participants may apply for up to two loans from the Plan at a fixed annual interest rate equal to the prime rate, as published in The Wall Street Journal for the fifteenth business day of the month in which the loan application is initiated, plus 1%. Loans may be made for a minimum amount of $1,000, the maximum of which would be the lesser of 50% of the participant’s vested account balance or $50,000, less the highest outstanding loan balance in the previous twelve months. The interest rates for loans receivable from participants as of December 31, 2023 and 2022 ranged from 4.25% to 10.25% in both years. Loan terms range from 1 to 5 years for general-purpose loans or up to 20 years for the purchase of a primary residence.
Loans receivable from participants are valued at unpaid principal plus any accrued but unpaid interest.
Each loan is secured through the vested balance in the participant’s Plan account. If a participant defaults on his or her loan by failing to make timely repayments, the outstanding principal and interest due on the loan is treated as a deemed distribution and reported as a taxable distribution to the participant as soon as administratively practicable in the year of default. If the participant has an outstanding loan and takes a distribution of his or her Plan benefit, the outstanding principal and interest due on the loan is deducted from the account balance before an amount is distributed to the participant.
A participant applying for a loan through the Plan will be charged a $50 loan application fee. The loan application fee is nonrefundable and will be used to offset the administrative expenses associated with the loan. The fee will be deducted from the participant’s Plan account at the time his or her loan request is processed. Plan participants who reside in Florida may be subject to a nominal tax imposed by Florida law, which is deducted from the participant’s Plan account at the time his or her loan request is processed as soon as administratively practicable.
(k) Withdrawals
Prior to termination of employment, a participant may withdraw, subject to the Plan’s notice requirements, all or a portion of the vested value of his or her participant account if the participant has attained age 59½ or becomes totally and permanently disabled, or a certain portion of the value of his or her participant account in the event of demonstrated financial hardship, subject to the Plan’s provisions. Withdrawals to which a participant is entitled are the amounts that can be provided by the contributions and income thereon (including net realized and unrealized investment gains and losses) allocated to each participant’s account, less allocated expenses. Withdrawals from the Citigroup Common Stock Fund 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.
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
(l) Distributions
A participant, after leaving the Company, can have the total of his or her vested account distributed in accordance with the provisions of the Plan. The value of this distribution will be based on the value of the participant's vested account at the valuation date that coincides with the distribution to the extent administratively practicable.
If the value of a participant’s account exceeds $5,000, the participant may elect to defer the commencement of his or her distribution until the date he or she must take the first required minimum distribution (RMD). If the participant is still employed at RMD age, minimum distributions must commence when the participant retires or otherwise separates from service.
If the value of a participant’s account is at least $1,000 and does not exceed $5,000, the Plan will automatically roll the participant’s account over to an IRA, if the participant does not elect otherwise within 90 days of receiving a notice from the Plan. However, if the Plan participant is age 65 or older and his or her account balance is $5,000 or less, the Plan will distribute his or her account as a lump‑sum distribution and withhold the applicable taxes. If the value of a participant’s account is less than $1,000, the Plan will distribute the participant’s account upon termination of employment, unless otherwise instructed.
Distributions to which a participant is entitled are the vested amounts that can be provided by the contributions and income thereon (including net realized and unrealized investment gains and losses) allocated to each participant’s account, less allocated expenses. Fractional shares and distributions from other funds are paid in cash.
(2) Summary of Significant Accounting Policies
(a) Basis of Accounting
The accompanying financial statements have been prepared under the accrual basis of accounting and are displayed in U.S. dollars.
(b) Use of Estimates
The preparation of the financial statements in conformity with U.S. generally accepted accounting principles (GAAP) requires the Plan’s management to make estimates and assumptions that affect the reported amounts of assets and liabilities, changes therein, and disclosure of contingent assets and liabilities at the date the financial statements are prepared. Actual results could differ from those estimates and assumptions. Significant estimates inherent in the preparation of the financial statements include the fair value of investments.
(c) Investment Valuation and Income Recognition
Investments held by the Plan are generally stated at fair value with the exception of fully benefit-responsive investment contracts, which according to GAAP are stated at contract value.
Equity investments traded on national securities exchanges are valued at their closing market prices. When no trades are reported, they are valued at the most recent reported sale price on the last business day of the year; securities traded in the over the counter market are valued at their last sale or bid price. This includes U.S. and non-U.S. equities in separately managed accounts, and the Citigroup Common Stock Fund.
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
Mutual funds are valued at the net asset value (NAV) as reported by the underlying fund or its agent. Exchange-traded funds are valued at their last sale price.
Debt securities for which published quotations are not available are valued based on yields currently available on comparable securities of other issuers with similar credit ratings, and long-term debt securities are valued using the latest available bid prices as quoted by dealers making a market in the securities.
Collective trust funds are determined to have readily determinable fair values and valued based on NAV. Participant‑directed redemptions from these collective trust funds generally can be made daily, subject to a Plan imposed 7‑day minimum holding period on investments (other than BNY Mellon Stable Value Fund (Fund) related investments, which have a longer holding period).
Purchases and sales of investments are recorded on a trade-date basis. Securities purchased or sold near year-end may result in payments on these securities not being made or received until after the Plan’s year-end. The amounts of such payments are recorded as payables or receivables as of year-end in the statements of net assets available for benefits. Interest income is recorded as earned on the accrual basis. Dividend income is recorded on the ex-dividend date.
Pending foreign exchange purchases are marked to market based upon year-end forward exchange rates.
(d) Fair Value of Other Assets and Liabilities
The carrying value of other assets and liabilities approximates fair value because of the short-term nature of these items.
(e) Payment of Benefits
Benefits are recorded when paid.
(3) Guaranteed Investment Contracts (GIC)
The Plan’s Fund is a custom investment vehicle that invests in fully benefit‑responsive investment contracts, which are synthetic GICs issued by insurance companies.
The Plan’s GICs consist of the underlying investments, which are fixed-income securities owned directly by the Plan and “wrapper” contracts purchased from the insurance companies. The wrapper contracts guarantee full payment of principal and interest and provide an interest crediting rate of not less than zero. The wrapper contracts amortize the realized and unrealized gains and losses on the underlying fixed income investments over the duration of the investments, through adjustments to the future interest crediting rate. These investments are credited with earnings on the underlying investments and charged for participant withdrawals and administrative expenses. Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value.
There are no reserves against contract value for credit risk of the contract issuers or otherwise.
An investment contract is considered fully benefit‑responsive if all of the following criteria are met:
• The investment contract is between the Fund and the issuer and the contract cannot be sold or assigned.
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
• 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:
| | | | | | | | | | | | | | |
| | 2023 | | 2022 |
| | | | |
| | | | |
| | | | |
| Synthetic GICs | | $ | 1,038,208,094 | | | $ | 1,224,668,199 | |
| | | | |
In addition, the Fund owns units of the Bank of New York Mellon Short‑Term Investment Fund, which serves as the Fund’s short‑term liquidity vehicle, included in the fair value hierarchy table in cash equivalents and short-term investments.
(4) Fair Value Measurements
FASB Accounting Standards Codification (ASC) 820, Fair Value Measurement, provides a framework for measuring fair value, which provides a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are described below:
• Level 1 – Quoted prices for identical instruments in active markets.
• Level 2 – Quoted prices for similar instruments in active markets, quoted prices for identical or similar instruments in markets that are not active, and model‑derived valuations in which all significant inputs and value drivers are observable in the market.
• 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, 2023.
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
| | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | December 31, 2023 |
| | Level 1 | | | Level 2 | | | | Total |
| Investments, at fair value: | | | | | | | | | |
Cash equivalents and short-term investments | $ | 14,223,451 | | | $ | 87,926,762 | | | | $ | 102,150,213 | |
| Collective trust funds | | — | | | | 16,446,915,505 | | | | | 16,446,915,505 | |
| U.S. equities | | 893,140,787 | | | | — | | | | | 893,140,787 | |
| Non-U.S. equities | | 528,569,247 | | | | — | | | | | 528,569,247 | |
| Mutual funds and other registered investment companies | | 958,094,238 | | | | — | | | | | 958,094,238 | |
| | | | | | | | | |
| Investments, at fair value | $ | 2,394,027,723 | | | $ | 16,534,842,267 | | | | $ | 18,928,869,990 | |
| | | | | | | | | |
| Other investment liabilities | $ | — | | | $ | (13,719,148) | | | | $ | (13,719,148) | |
The table below categorizes the Plan’s investments by level within the fair value hierarchy as of December 31, 2022.
| | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | December 31, 2022 |
| | Level 1 | | | Level 2 | | | | Total |
| Investments, at fair value: | | | | | | | | | |
Cash equivalents and short-term investments | $ | 13,853,350 | | | $ | 67,250,583 | | | | $ | 81,103,933 | |
| Collective trust funds | | — | | | | 13,413,539,732 | | | | | 13,413,539,732 | |
| U.S. equities | | 787,036,825 | | | | — | | | | | 787,036,825 | |
| Non-U.S. equities | | 487,299,352 | | | | — | | | | | 487,299,352 | |
| Mutual funds and other registered investment companies | | 867,817,749 | | | | — | | | | | 867,817,749 | |
| Non-U.S. corporate bonds | | — | | | | 980,293 | | | | | 980,293 | |
| Investments, at fair value | $ | 2,156,007,276 | | | $ | 13,481,770,608 | | | | $ | 15,637,777,884 | |
| | | | | | | | | |
| Other investment liabilities | $ | — | | | $ | (13,086,043) | | | | $ | (13,086,043) | |
There were no transfers or reclassifications of investments between levels within the fair value hierarchy during the years ended December 31, 2023 and 2022, 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, 2023 and 2022.
(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
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
available for benefits, or if paid by the investment funds, are included in net appreciation (depreciation) in fair value of investments.
Any expenses not borne by the Plan are paid by the Company.
(6) Risks and Uncertainties
The Plan invests in a variety of investment securities. Investment securities, in general, are exposed to various risks, such as interest rate, credit, foreign exchange, and overall market volatility risk. Due to the level of risk associated with certain investment securities, it is reasonable to expect that changes in the values of investment securities will occur in the near term and that such changes could materially affect participant account balances and the net assets available for plan benefits.
The Plan’s exposure to a concentration of credit risk is limited by the diversification of investments across participant‑directed fund elections and one election that is closed to new contributions. Additionally, the investments within each investment fund option are further diversified into varied financial instruments, with the exception of the Citigroup Common Stock Fund, which primarily invest in the securities of a single issuer. At December 31, 2023 and 2022, approximately 3% and 3% of the Plan’s total investments were invested in Citigroup common stock, respectively.
Plan investments include a variety of investments that may directly or indirectly invest in securities with contractual cash flows. The value, liquidity, and related income of these securities are sensitive to changes in economic conditions and may be adversely affected by shifts in the market’s perception of the issuers and changes in interest rates.
(7) Party‑in‑Interest Transactions
Certain Plan investments are units of the Citigroup Common Stock Fund, which consists of common stock issued by the Company. The Plan’s investment in the Citigroup Common Stock Fund was $595.9 million and $513.9 million at December 31, 2023 and 2022, respectively.
The Plan held no direct investments through other investment options in the Company’s common stock at December 31, 2023 and 2022. However, certain of the collective trust funds and mutual funds may have invested in Citigroup common stock if consistent with the fund's objective. In 2023 and 2022, the Company paid $24.1 million and $22.4 million, respectively, to the participants for dividends on common stocks held directly.
At December 31, 2023 and 2022, the Plan held $87.9 million and $67.2 million, respectively, of the Bank of New York Mellon Short-Term Investment Fund. At December 31, 2023 and 2022, the Plan also held through its investment in synthetic GICs valued at $1,185,319 and $601,939, respectively, of Bank of New York Mellon corporate bonds and the Bank of New York Mellon Short-Term Investment Fund.
These transactions qualify as exempt party-in-interest transactions.
(8) Tax Status
The Internal Revenue Service (the IRS) has determined and informed the Plan by a letter dated April 8, 2016 that the Plan as amended and restated effective January 1, 2014 and related trust are established in accordance with applicable sections of the Code and, therefore, the Plan qualifies as tax‑exempt under Section 401(a) of the Code. Although the Plan has been amended since receiving the favorable determination letter, the Plan's management and the Plan's legal counsel believe that the Plan, as amended, continues to be qualified as tax-exempt and continues to operate in compliance with the applicable requirements of the Code. Therefore, no provision for income taxes is included in the Plan’s financial statements.
CITI RETIREMENT SAVINGS PLAN
Notes to Financial Statements
December 31, 2023 and 2022
GAAP requires the Plan’s management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the IRS. The Plan’s management has concluded that, as of December 31, 2023 and 2022, 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. The Company believes the Plan is no longer subject to tax examination for years prior to 2020.
(9) Plan Termination
Although it has not expressed any intention to do so, the Plan Sponsor reserves the right under the Plan to amend or discontinue its contributions at any time and to amend or terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, either full or partial, all amounts credited to the impacted participants’ accounts will become 100% vested and, therefore, will not be subject to forfeiture.
(10) Subsequent Events
The Plan's management evaluated subsequent events through the date on which the financial statements were issued, and determined that, other than those disclosed throughout the financial statements, no additional disclosures were required.
(11) Reconciliation of Financial Statements to Form 5500
The following is a reconciliation of amounts reported in the financial statements to amounts reported on Form 5500 as of and for the years ended December 31, 2023 and 2022:
| | | | | | | | | | | | | | |
| | 2023 | | 2022 |
| Net assets available for benefits per the financial statements | $ | 20,700,854,312 | | | $ | 17,515,589,467 | |
Adjustment from contract value to fair value for fully benefit-responsive investment contracts | (72,808,703) | | | (99,854,224) | |
| Net assets available for benefits per Form 5500 | $ | 20,628,045,609 | | | $ | 17,415,735,243 | |
| Net increase (decrease) in net assets available for benefits per the financial statements | $ | 3,185,264,845 | | | $ | (2,877,322,804) | |
| Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts | 99,854,224 | | | (14,940,610) | |
| Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts | (72,808,703) | | | (99,854,224) | |
| Net increase (decrease) in net assets per Form 5500 | $ | 3,212,310,366 | | | $ | (2,992,117,638) | |
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| | | | | | |
| Cash equivalents and short-term investments: | | | | | |
| Australian Dollar | | | | | $ | 7,470 | |
| Brazil Real | | | | | 747 | |
| Canadian Dollar | | | | | 13,847 | |
| Chinese Yuan Renminbi | | | | | 4,795,404 | |
| Danish Krone | | | | | 13,206 | |
| Euro | | | | | 32,824 | |
| Hong Kong Dollar | | | | | 7,520 | |
| Indian Rupee | | | | | 64,628 | |
| Japanese Yen | | | | | 92,429 | |
| Mexican Peso | | | | | 1,703,681 | |
| New Zealand Dollar | | | | | 1,209 | |
| Norwegian Krone | | | | | 3 | |
| Polish Zloty | | | | | 22 | |
| Pound Sterling | | | | | 20,031 | |
| Qatari Riyal | | | | | 16 | |
| Saudi Arabia Riyal | | | | | 14,133 | |
| Singapore Dollar | | | | | 594 | |
| South African Rand | | | | | 19 | |
| Swiss Franc | | | | | 421 | |
| Thailand Baht | | | | | 34 | |
| Turkish Lira | | | | | 3 | |
| U.S. Dollar | | | | | 7,299,985 | |
| Vietnam Dong | | | | | 155,225 | |
| * | Collective U.S. Gov't Stif 15 Bps | 5.26% | | | | 87,926,762 | |
| Total cash equivalents and short-term investments | | | | | $ | 102,150,213 | |
| | | | | | |
| Collective trust funds: | | | | | |
| Blackrock LifePath Index 2025 Fund F | | | 14,019,147 | | | $ | 358,566,325 | |
| Blackrock LifePath Index 2030 Fund F | | | 17,312,919 | | | 510,194,396 | |
| Blackrock LifePath Index 2035 Fund F | | | 20,228,905 | | | 593,746,687 | |
| Blackrock LifePath Index 2040 Fund F | | | 19,669,155 | | | 659,675,934 | |
| Blackrock LifePath Index 2045 Fund F | | | 25,026,080 | | | 808,575,129 | |
| Blackrock LifePath Index 2050 Fund F | | | 23,456,166 | | | 634,212,510 | |
| Blackrock LifePath Index 2055 Fund F | | | 13,221,631 | | | 466,069,087 | |
| Blackrock LifePath Index 2060 Fund F | | | 7,031,388 | | | 144,341,736 | |
| Blackrock LifePath Index Refirement Fund F | | | 16,085,808 | | | 400,235,808 | |
| BlackRock MSCI ACWI ESG Focus Index Fund F | | | 2,552,446 | | | 42,765,973 | |
| EAFE Equity Index Fund F | | | 22,580,588 | | | 1,261,530,048 | |
| Emerging Markets Index Fund F | | | 36,816,700 | | | 462,561,332 | |
| Equity Index Fund F | | | 51,362,749 | | | 5,094,817,664 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
15
CITI RETIREMENT SAVINGS PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 52-1568099 Plan No. 004
December 31, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Intl Multi Cap Equity Tr | | | 7,252,874 | | | 107,560,119 | |
| LS CIT Core Plus Fixed Income | | | 1,242,667 | | | 19,857,826 | |
| Mid Capitalization Equity Index Fund F | | | 7,670,922 | | | 1,094,700,804 | |
| Roll Select Commodity Index Fd | | | 5,988,462 | | | 75,890,584 | |
| Russell 1000 Growth Fund F | | | 2,132,209 | | | 127,480,100 | |
| Russell 1000 Value Fund F | | | 679,531 | | | 34,020,806 | |
| Russell 2000 Index Fund F | | | 9,228,173 | | | 617,207,889 | |
| Russell 3000 Index Fund F | | | 14,090,523 | | | 1,374,437,534 | |
| US Debt Index Fund F | | | 38,526,263 | | | 1,270,049,092 | |
| US Treasury Inflation Protected Securities Fund F | | | 9,596,918 | | | 229,612,987 | |
| Wellington Emerging Markets Debt Fund | | | 6,177,010 | | | 58,805,135 | |
| Total collective trust funds | | | | | $ | 16,446,915,505 | |
| | | | | | |
| U.S. equities: | | | | | |
| 10X Genomics Inc | | | 2,913 | | | $ | 163,001 | |
| A10 Networks Inc | | | 4,630 | | | 60,979 | |
| Aaon Inc | | | 2,365 | | | 174,701 | |
| Abercrombie & Fitch Co | | | 1,297 | | | 114,443 | |
| Academy Sports & Outdoors Inc | | | 1,767 | | | 116,638 | |
| Acadia Pharmaceuticals Inc | | | 5,923 | | | 185,463 | |
| Aci Worldwide Inc | | | 2,742 | | | 83,911 | |
| Acuity Brands Inc | | | 2,335 | | | 478,287 | |
| Adaptive Biotechnologies Corp | | | 10,278 | | | 50,363 | |
| Addus Homecare Corp | | | 11,682 | | | 1,084,692 | |
| Adeia Inc | | | 23,668 | | | 293,244 | |
| Advanced Energy Industries Inc | | | 1,608 | | | 175,098 | |
| Affirm Holdings Inc | | | 7,085 | | | 348,155 | |
| Agilysys Inc | | | 1,665 | | | 141,265 | |
| Agios Pharmaceuticals Inc | | | 1,704 | | | 37,957 | |
| Agree Realty Corp | | | 49,960 | | | 3,145,007 | |
| Akero Therapeutics Inc | | | 2,353 | | | 54,943 | |
| Albany International Corp | | | 336 | | | 33,030 | |
| Alector Inc | | | 1,063 | | | 8,481 | |
| Alexandria Real Estate Equitie | | | 17,085 | | | 2,165,821 | |
| Alight Inc | | | 24,984 | | | 213,113 | |
| Allegro Microsystems Inc | | | 41,911 | | | 1,268,647 | |
| Allison Transmission Holdings | | | 7,340 | | | 426,845 | |
| Allogene Therapeutics Inc | | | 2,121 | | | 6,810 | |
| Alpha Metallurgical Resources | | | 589 | | | 199,539 | |
| Amedisys Inc | | | 2,078 | | | 197,496 | |
| American Homes 4 Rent | | | 58,491 | | | 2,103,351 | |
| American Tower Corp | | | 2,515 | | | 542,926 | |
| Ameris Bancorp | | | 23,372 | | | 1,239,852 | |
| Amicus Therapeutics Inc | | | 5,667 | | | 80,414 | |
| Amkor Technology Inc | | | 26,130 | | | 869,352 | |
| Amn Healthcare Services Inc | | | 6,023 | | | 451,018 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Amphastar Pharmaceuticals Inc | | | 2,586 | | | 159,914 | |
| Api Group Corp | | | 5,987 | | | 207,160 | |
| Appfolio Inc | | | 838 | | | 145,213 | |
| Arcellx Inc | | | 898 | | | 49,844 | |
| Array Technologies Inc | | | 52,804 | | | 887,123 | |
| Arvinas Inc | | | 1,458 | | | 60,007 | |
| Asbury Automotive Group Inc | | | 661 | | | 148,615 | |
| Asgn Inc | | | 821 | | | 78,980 | |
| Ashland Inc | | | 3,065 | | | 258,452 | |
| Aspen Technology Inc | | | 282 | | | 62,170 | |
| Ati Inc | | | 5,605 | | | 254,864 | |
| Atkore Inc | | | 4,534 | | | 725,500 | |
| Atlassian Corp | | | 19,731 | | | 4,693,265 | |
| Atricure Inc | | | 1,644 | | | 58,657 | |
| Avalonbay Communities Inc | | | 19,160 | | | 3,587,038 | |
| Avidity Biosciences Inc | | | 2,502 | | | 22,640 | |
| Avnet Inc | | | 11,137 | | | 561,323 | |
| Axcelis Technologies Inc | | | 1,998 | | | 259,089 | |
| Azek Co Inc/The | | | 3,493 | | | 133,591 | |
| Balchem Corp | | | 553 | | | 82,233 | |
| Baldwin Insurance Group Inc/Th | | | 4,519 | | | 108,556 | |
| Bancorp Inc/The | | | 5,038 | | | 194,277 | |
| Beacon Roofing Supply Inc | | | 6,012 | | | 523,185 | |
| Belden Inc | | | 3,117 | | | 240,818 | |
| Bellring Brands Inc | | | 9,951 | | | 551,577 | |
| Berkshire Hills Bancorp Inc | | | 6,515 | | | 161,772 | |
| Bgc Group Inc | | | 73,388 | | | 529,863 | |
| Biomea Fusion Inc | | | 599 | | | 8,694 | |
| Bj'S Wholesale Club Holdings I | | | 16,363 | | | 1,090,709 | |
| Blackbaud Inc | | | 1,610 | | | 139,551 | |
| Bloomin' Brands Inc | | | 42,701 | | | 1,202,044 | |
| Blue Owl Capital Inc | | | 9,323 | | | 138,916 | |
| Blueprint Medicines Corp | | | 2,987 | | | 275,490 | |
| Boise Cascade Co | | | 150 | | | 19,363 | |
| Booz Allen Hamilton Holding Co | | | 2,408 | | | 307,993 | |
| Boston Properties Inc | | | 35,222 | | | 2,471,540 | |
| Bowlero Corp | | | 29,736 | | | 421,060 | |
| Box Inc | | | 6,386 | | | 163,557 | |
| Boyd Gaming Corp | | | 6,817 | | | 426,783 | |
| Brady Corp | | | 3,837 | | | 225,185 | |
| Bridgebio Pharma Inc | | | 22,652 | | | 914,458 | |
| Bright Horizons Family Solutio | | | 1,088 | | | 102,504 | |
| Brinker International Inc | | | 4,458 | | | 192,477 | |
| Brink'S Co/The | | | 11,370 | | | 999,980 | |
| Brixmor Property Group Inc | | | 98,512 | | | 2,292,373 | |
| Broadridge Financial Solutions | | | 677 | | | 139,203 | |
| Bruker Corp | | | 1,246 | | | 91,582 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Brunswick Corp/De | | | 1,231 | | | 119,137 | |
| Buckle Inc/The | | | 6,029 | | | 286,508 | |
| Builders Firstsource Inc | | | 1,498 | | | 250,046 | |
| Bumble Inc | | | 10,311 | | | 151,986 | |
| Caci International Inc | | | 912 | | | 295,381 | |
| Cactus Inc | | | 3,540 | | | 160,738 | |
| Cadre Holdings Inc | | | 1,469 | | | 48,312 | |
| Caesars Entertainment Inc | | | 21,355 | | | 1,001,107 | |
| Caleres Inc | | | 42,012 | | | 1,291,024 | |
| Camden Property Trust | | | 7,726 | | | 767,161 | |
| Caretrust Reit Inc | | | 23,950 | | | 535,998 | |
| Cars.Com Inc | | | 14,735 | | | 279,518 | |
| Carvana Co | | | 2,395 | | | 126,787 | |
| Casella Waste Systems Inc | | | 3,956 | | | 338,046 | |
| Casey'S General Stores Inc | | | 465 | | | 127,758 | |
| Castle Biosciences Inc | | | 29,637 | | | 639,568 | |
| Catalent Inc | | | 2,211 | | | 99,354 | |
| Catalyst Pharmaceuticals Inc | | | 17,897 | | | 300,849 | |
| Cava Group Inc | | | 607 | | | 26,076 | |
| Cavco Industries Inc | | | 464 | | | 160,837 | |
| Cbiz Inc | | | 3,628 | | | 227,095 | |
| Celsius Holdings Inc | | | 1,423 | | | 77,581 | |
| Centrus Energy Corp | | | 1,266 | | | 68,900 | |
| Cerevel Therapeutics Holdings | | | 2,908 | | | 123,292 | |
| Championx Corp | | | 45,103 | | | 1,317,437 | |
| Charles River Laboratories Int | | | 677 | | | 159,940 | |
| Chart Industries Inc | | | 8,282 | | | 1,129,142 | |
| Chegg Inc | | | 14,504 | | | 164,768 | |
| Chemed Corp | | | 110 | | | 64,186 | |
| Choice Hotels International In | | | 1,469 | | | 166,424 | |
| Chord Energy Corp | | | 6,087 | | | 1,011,855 | |
| Churchill Downs Inc | | | 2,517 | | | 339,573 | |
| Cirrus Logic Inc | | | 1,458 | | | 121,283 | |
| * | Citigroup Inc | | | 11,584,797 | | | 595,921,933 | |
| Civitas Resources Inc | | | 15,667 | | | 1,071,292 | |
| Clean Harbors Inc | | | 1,328 | | | 231,781 | |
| Clearfield Inc | | | 7,292 | | | 212,037 | |
| Cno Financial Group Inc | | | 33,066 | | | 922,536 | |
| Coca-Cola Consolidated Inc | | | 308 | | | 286,268 | |
| Cogent Communications Holdings | | | 1,597 | | | 121,438 | |
| Coherent Corp | | | 5,353 | | | 233,000 | |
| Collegium Pharmaceutical Inc | | | 33,828 | | | 1,041,232 | |
| Comfort Systems Usa Inc | | | 1,948 | | | 400,618 | |
| Commercial Metals Co | | | 25,945 | | | 1,298,284 | |
| Concentrix Corp | | | 10,817 | | | 1,062,341 | |
| Conmed Corp | | | 1,301 | | | 142,499 | |
| Core & Main Inc | | | 4,890 | | | 197,590 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Corecivic Inc | | | 28,178 | | | 409,429 | |
| Corvel Corp | | | 947 | | | 234,105 | |
| Coty Inc | | | 9,372 | | | 116,402 | |
| Cousins Properties Inc | | | 48,157 | | | 1,172,625 | |
| Crinetics Pharmaceuticals Inc | | | 1,143 | | | 40,653 | |
| Crocs Inc | | | 1,209 | | | 112,973 | |
| Cross Country Healthcare Inc | | | 36,622 | | | 829,128 | |
| Csw Industrials Inc | | | 897 | | | 186,067 | |
| Cto Realty Growth Inc | | | 21,027 | | | 364,393 | |
| Cubesmart | | | 41,655 | | | 1,930,721 | |
| Curtiss-Wright Corp | | | 1,858 | | | 413,956 | |
| Cvb Financial Corp | | | 53,087 | | | 1,071,833 | |
| Cymabay Therapeutics Inc | | | 2,482 | | | 58,619 | |
| Cytokinetics Inc | | | 2,946 | | | 245,940 | |
| Darling Ingredients Inc | | | 20,457 | | | 1,019,556 | |
| Dave & Buster'S Entertainment | | | 5,266 | | | 283,565 | |
| Day One Biopharmaceuticals Inc | | | 1,342 | | | 19,595 | |
| Deckers Outdoor Corp | | | 322 | | | 215,446 | |
| Denali Therapeutics Inc | | | 23,537 | | | 505,105 | |
| Dick'S Sporting Goods Inc | | | 1,116 | | | 163,942 | |
| Digital Realty Trust Inc | | | 22,737 | | | 3,059,984 | |
| Digitalocean Holdings Inc | | | 18,461 | | | 677,328 | |
| Dime Community Bancshares Inc | | | 6,307 | | | 169,837 | |
| Diodes Inc | | | 2,468 | | | 198,704 | |
| Dnow Inc | | | 14,309 | | | 161,974 | |
| Domino'S Pizza Inc | | | 512 | | | 211,026 | |
| Doubleverify Holdings Inc | | | 33,390 | | | 1,228,089 | |
| Douglas Emmett Inc | | | 25,900 | | | 375,549 | |
| Dun & Bradstreet Holdings Inc | | | 18,016 | | | 210,784 | |
| Duolingo Inc | | | 681 | | | 154,384 | |
| Dycom Industries Inc | | | 17,263 | | | 1,986,840 | |
| Eagle Materials Inc | | | 1,499 | | | 304,020 | |
| Ecovyst Inc | | | 32,768 | | | 320,148 | |
| Element Solutions Inc | | | 4,544 | | | 105,156 | |
| Elf Beauty Inc | | | 1,957 | | | 282,451 | |
| Embecta Corp | | | 735 | | | 13,922 | |
| Emcor Group Inc | | | 432 | | | 93,084 | |
| Employers Holdings Inc | | | 4,431 | | | 174,565 | |
| Enact Holdings Inc | | | 6,607 | | | 190,876 | |
| Encompass Health Corp | | | 24,826 | | | 1,656,397 | |
| Encore Capital Group Inc | | | 8,981 | | | 455,783 | |
| Endeavor Group Holdings Inc | | | 8,257 | | | 195,950 | |
| Enersys | | | 16,205 | | | 1,636,118 | |
| Ensign Group Inc/The | | | 3,814 | | | 427,958 | |
| Entegris Inc | | | 10,490 | | | 1,257,000 | |
| Entravision Communications Cor | | | 25,572 | | | 106,634 | |
| Epam Systems Inc | | | 5,979 | | | 1,777,931 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Equinix Inc | | | 11,622 | | | 9,359,949 | |
| Equity Lifestyle Properties In | | | 39,501 | | | 2,786,431 | |
| Equity Residential | | | 9,731 | | | 595,175 | |
| Essential Properties Realty Tr | | | 27,628 | | | 706,183 | |
| Essex Property Trust Inc | | | 7,096 | | | 1,759,316 | |
| Euronet Worldwide Inc | | | 1,329 | | | 134,898 | |
| Evercore Inc | | | 4,509 | | | 771,338 | |
| Everi Holdings Inc | | | 2,505 | | | 28,228 | |
| Evolent Health Inc | | | 2,791 | | | 92,189 | |
| Exact Sciences Corp | | | 17,463 | | | 1,291,908 | |
| Exelixis Inc | | | 9,766 | | | 234,293 | |
| Exlservice Holdings Inc | | | 62,065 | | | 1,914,683 | |
| Exponent Inc | | | 512 | | | 45,069 | |
| Extra Space Storage Inc | | | 34,581 | | | 5,544,288 | |
| Extreme Networks Inc | | | 19,990 | | | 352,633 | |
| Factset Research Systems Inc | | | 375 | | | 178,991 | |
| Fair Isaac Corp | | | 187 | | | 217,209 | |
| Farmland Partners Inc | | | 46,385 | | | 578,882 | |
| Federal Agricultural Mortgage | | | 4,680 | | | 894,922 | |
| Federal Realty Investment Trus | | | 26,057 | | | 2,685,135 | |
| Federal Signal Corp | | | 3,215 | | | 246,733 | |
| First Industrial Realty Trust | | | 2,477 | | | 130,450 | |
| First Merchants Corp | | | 30,975 | | | 1,148,563 | |
| Firstcash Holdings Inc | | | 4,859 | | | 526,633 | |
| Flywire Corp | | | 16,265 | | | 376,546 | |
| Fnb Corp/Pa | | | 66,457 | | | 915,112 | |
| Formfactor Inc | | | 2,194 | | | 91,526 | |
| Fortinet Inc | | | 1,966 | | | 115,060 | |
| Fortrea Holdings Inc | | | 9,132 | | | 318,693 | |
| Frontdoor Inc | | | 9,440 | | | 332,476 | |
| Fti Consulting Inc | | | 3,686 | | | 733,903 | |
| Gaming And Leisure Properties | | | 36,481 | | | 1,800,320 | |
| Gartner Inc | | | 287 | | | 129,645 | |
| Gibraltar Industries Inc | | | 652 | | | 51,465 | |
| Globus Medical Inc | | | 3,755 | | | 200,106 | |
| Grand Canyon Education Inc | | | 1,745 | | | 230,449 | |
| Granite Construction Inc | | | 6,330 | | | 321,922 | |
| Graphic Packaging Holding Co | | | 52,332 | | | 1,289,982 | |
| Green Brick Partners Inc | | | 2,096 | | | 108,843 | |
| Griffon Corp | | | 4,119 | | | 251,069 | |
| Group 1 Automotive Inc | | | 1,118 | | | 340,586 | |
| Guardant Health Inc | | | 3,338 | | | 90,291 | |
| Gxo Logistics Inc | | | 3,814 | | | 233,258 | |
| Hackett Group Inc/The | | | 6,750 | | | 153,690 | |
| Haemonetics Corp | | | 8,437 | | | 721,371 | |
| Halozyme Therapeutics Inc | | | 10,658 | | | 393,934 | |
| Hamilton Lane Inc | | | 1,447 | | | 164,140 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Hancock Whitney Corp | | | 6,215 | | | 301,978 | |
| Hanover Insurance Group Inc/Th | | | 6,876 | | | 834,933 | |
| Healthpeak Properties Inc | | | 73,935 | | | 1,463,920 | |
| Herc Holdings Inc | | | 607 | | | 90,333 | |
| Heritage Commerce Corp | | | 16,236 | | | 161,057 | |
| Hilton Grand Vacations Inc | | | 2,183 | | | 87,728 | |
| Hope Bancorp Inc | | | 16,076 | | | 194,197 | |
| Hub Group Inc | | | 4,103 | | | 377,257 | |
| Huron Consulting Group Inc | | | 8,382 | | | 861,691 | |
| Icf International Inc | | | 8,682 | | | 1,164,112 | |
| Ideaya Biosciences Inc | | | 1,205 | | | 42,890 | |
| Igm Biosciences Inc | | | 934 | | | 7,762 | |
| Immunogen Inc | | | 27,075 | | | 802,759 | |
| Immunovant Inc | | | 9,051 | | | 381,310 | |
| Inari Medical Inc | | | 1,511 | | | 98,081 | |
| Informatica Inc | | | 4,798 | | | 136,210 | |
| Insight Enterprises Inc | | | 2,335 | | | 413,746 | |
| Insmed Inc | | | 37,042 | | | 1,147,943 | |
| Insperity Inc | | | 1,579 | | | 185,049 | |
| Inspire Medical Systems Inc | | | 734 | | | 149,407 | |
| Intellia Therapeutics Inc | | | 2,021 | | | 61,611 | |
| Inter Parfums Inc | | | 1,453 | | | 209,234 | |
| Interdigital Inc | | | 6,730 | | | 730,443 | |
| International Money Express In | | | 7,110 | | | 157,058 | |
| Intra-Cellular Therapies Inc | | | 12,651 | | | 906,076 | |
| Invitation Homes Inc | | | 64,993 | | | 2,216,923 | |
| Ionis Pharmaceuticals Inc | | | 3,829 | | | 193,703 | |
| Iovance Biotherapeutics Inc | | | 73,115 | | | 594,423 | |
| Irhythm Technologies Inc | | | 1,034 | | | 110,659 | |
| Iridium Communications Inc | | | 5,502 | | | 226,476 | |
| Iron Mountain Inc | | | 20,120 | | | 1,407,966 | |
| Jamf Holding Corp | | | 20,357 | | | 367,644 | |
| Janus International Group Inc | | | 32,500 | | | 424,125 | |
| John Bean Technologies Corp | | | 1,465 | | | 145,683 | |
| Kadant Inc | | | 1,023 | | | 286,709 | |
| Karuna Therapeutics Inc | | | 1,023 | | | 323,736 | |
| Kimco Realty Corp | | | 171,659 | | | 3,658,051 | |
| Kinsale Capital Group Inc | | | 316 | | | 105,942 | |
| Kite Realty Group Trust | | | 64,797 | | | 1,481,253 | |
| Kla Corp | | | 1,755 | | | 1,020,334 | |
| Kosmos Energy Ltd | | | 96,717 | | | 648,970 | |
| Krystal Biotech Inc | | | 489 | | | 60,661 | |
| Kulicke & Soffa Industries Inc | | | 2,609 | | | 142,790 | |
| Kymera Therapeutics Inc | | | 2,081 | | | 52,972 | |
| Lamar Advertising Co | | | 5,872 | | | 624,097 | |
| Landstar System Inc | | | 985 | | | 190,728 | |
| Lantheus Holdings Inc | | | 8,447 | | | 523,719 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Lattice Semiconductor Corp | | | 2,734 | | | 188,632 | |
| Laureate Education Inc | | | 49,458 | | | 678,069 | |
| Lci Industries | | | 3,327 | | | 418,355 | |
| Legalzoom.Com Inc | | | 28,294 | | | 319,722 | |
| Leonardo Drs Inc | | | 31,945 | | | 640,182 | |
| Life Time Group Holdings Inc | | | 83,218 | | | 1,254,933 | |
| Lifestance Health Group Inc | | | 73,045 | | | 571,942 | |
| Light & Wonder Inc | | | 1,497 | | | 122,904 | |
| Lincoln Electric Holdings Inc | | | 1,061 | | | 230,670 | |
| Lincoln National Corp | | | 16,665 | | | 449,445 | |
| Lindblad Expeditions Holdings | | | 34,028 | | | 383,493 | |
| Linde Plc | | | 9,547 | | | 3,887,370 | |
| Littelfuse Inc | | | 386 | | | 103,326 | |
| Livent Corp | | | 38,019 | | | 683,587 | |
| Liveramp Holdings Inc | | | 1,731 | | | 65,583 | |
| Louisiana-Pacific Corp | | | 2,856 | | | 202,286 | |
| Lpl Financial Holdings Inc | | | 416 | | | 94,716 | |
| Lulu'S Fashion Lounge Holdings | | | 41,313 | | | 76,841 | |
| Madrigal Pharmaceuticals Inc | | | 244 | | | 56,568 | |
| Manhattan Associates Inc | | | 953 | | | 205,195 | |
| Marathon Digital Holdings Inc | | | 3,193 | | | 75,009 | |
| Marketaxess Holdings Inc | | | 516 | | | 151,083 | |
| Matador Resources Co | | | 3,931 | | | 223,497 | |
| Mattel Inc | | | 9,561 | | | 180,506 | |
| Maxlinear Inc | | | 2,932 | | | 69,688 | |
| Mcgrath Rentcorp | | | 499 | | | 59,683 | |
| Medical Properties Trust Inc | | | 39,360 | | | 193,257 | |
| Medpace Holdings Inc | | | 1,059 | | | 324,539 | |
| Mercadolibre Inc | | | 5,649 | | | 8,876,532 | |
| Merit Medical Systems Inc | | | 3,418 | | | 259,612 | |
| Microstrategy Inc | | | 269 | | | 170,176 | |
| Mid-America Apartment Communit | | | 9,213 | | | 1,238,844 | |
| Mirion Technologies Inc Cw25 | | | 40,314 | | | 81,838 | |
| Mks Instruments Inc | | | 656 | | | 67,442 | |
| Modine Manufacturing Co | | | 36,687 | | | 2,190,222 | |
| Moelis & Co | | | 8,981 | | | 504,100 | |
| Molina Healthcare Inc | | | 932 | | | 336,749 | |
| Monolithic Power Systems Inc | | | 242 | | | 152,955 | |
| Monte Rosa Therapeutics Inc | | | 299 | | | 1,691 | |
| Moog Inc | | | 333 | | | 48,254 | |
| Morphic Holding Inc | | | 1,209 | | | 34,928 | |
| Msa Safety Inc | | | 935 | | | 157,859 | |
| Murphy Usa Inc | | | 1,017 | | | 362,565 | |
| Myr Group Inc | | | 10,977 | | | 1,587,560 | |
| Natera Inc | | | 32,738 | | | 2,050,740 | |
| Ncr Atleos Corp | | | 7,340 | | | 178,299 | |
| Ncr Voyix Corp | | | 14,783 | | | 249,974 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Nelnet Inc | | | 1,537 | | | 135,571 | |
| Neogenomics Inc | | | 2,598 | | | 42,017 | |
| Netstreit Corp | | | 60,201 | | | 1,074,587 | |
| Neurocrine Biosciences Inc | | | 1,017 | | | 133,979 | |
| Nevro Corp | | | 18,860 | | | 405,867 | |
| New Jersey Resources Corp | | | 2,059 | | | 91,774 | |
| Nexstar Media Group Inc | | | 5,001 | | | 783,967 | |
| Nnn Reit Inc | | | 37,494 | | | 1,615,975 | |
| Northern Oil & Gas Inc | | | 25,446 | | | 943,283 | |
| Nurix Therapeutics Inc | | | 971 | | | 10,020 | |
| Nutanix Inc | | | 7,364 | | | 351,207 | |
| Nuvalent Inc | | | 773 | | | 56,911 | |
| Nv5 Global Inc | | | 520 | | | 57,771 | |
| Oceanfirst Financial Corp | | | 19,605 | | | 340,350 | |
| Old National Bancorp/In | | | 19,732 | | | 333,275 | |
| Olin Corp | | | 3,426 | | | 184,818 | |
| Omnicell Inc | | | 1,318 | | | 49,604 | |
| Onto Innovation Inc | | | 6,489 | | | 992,091 | |
| Option Care Health Inc | | | 7,442 | | | 250,728 | |
| Ormat Technologies Inc | | | 1,666 | | | 126,301 | |
| Osi Systems Inc | | | 2,806 | | | 362,120 | |
| Pacira Biosciences Inc | | | 1,529 | | | 51,580 | |
| Palomar Holdings Inc | | | 673 | | | 37,328 | |
| Par Pacific Holdings Inc | | | 10,858 | | | 394,904 | |
| Patrick Industries Inc | | | 968 | | | 97,133 | |
| Patterson-Uti Energy Inc | | | 78,701 | | | 849,971 | |
| Paylocity Holding Corp | | | 469 | | | 77,315 | |
| Payoneer Global Inc | | | 17,296 | | | 90,114 | |
| Pbf Energy Inc | | | 468 | | | 20,574 | |
| Peapack-Gladstone Financial Co | | | 7,830 | | | 233,502 | |
| Pebblebrook Hotel Trust | | | 125,035 | | | 1,998,053 | |
| Pediatrix Medical Group Inc | | | 10,319 | | | 95,968 | |
| Pegasystems Inc | | | 2,437 | | | 119,063 | |
| Pennymac Financial Services In | | | 2,734 | | | 241,621 | |
| Penske Automotive Group Inc | | | 814 | | | 130,699 | |
| Penumbra Inc | | | 548 | | | 137,803 | |
| Perficient Inc | | | 1,670 | | | 109,949 | |
| Performance Food Group Co | | | 21,270 | | | 1,470,810 | |
| Petco Health & Wellness Co Inc | | | 29,898 | | | 94,476 | |
| Petiq Inc | | | 14,189 | | | 280,230 | |
| Phillips Edison & Co Inc | | | 27,165 | | | 990,993 | |
| Phinia Inc | | | 6,186 | | | 187,370 | |
| Photronics Inc | | | 7,391 | | | 231,834 | |
| Piedmont Lithium Inc | | | 8,582 | | | 242,264 | |
| Pinnacle Financial Partners In | | | 7,233 | | | 630,832 | |
| Pliant Therapeutics Inc | | | 1,065 | | | 19,282 | |
| Pool Corp | | | 513 | | | 204,503 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Portillo'S Inc | | | 22,153 | | | 352,897 | |
| Portland General Electric Co | | | 35,525 | | | 1,539,636 | |
| Post Holdings Inc | | | 2,358 | | | 207,645 | |
| Power Integrations Inc | | | 1,876 | | | 154,040 | |
| Powerschool Holdings Inc | | | 5,281 | | | 124,415 | |
| Preferred Bank/Los Angeles Ca | | | 4,278 | | | 312,502 | |
| Prestige Consumer Healthcare I | | | 1,608 | | | 98,417 | |
| Primerica Inc | | | 1,212 | | | 249,469 | |
| Primoris Services Corp | | | 7,327 | | | 243,345 | |
| Privia Health Group Inc | | | 60,366 | | | 1,390,226 | |
| Procept Biorobotics Corp | | | 2,429 | | | 101,793 | |
| Progress Software Corp | | | 17,563 | | | 953,656 | |
| Progyny Inc | | | 18,161 | | | 675,243 | |
| Prologis Inc | | | 84,335 | | | 11,241,782 | |
| Propetro Holding Corp | | | 19,915 | | | 166,885 | |
| Ptc Inc | | | 1,281 | | | 224,173 | |
| Ptc Therapeutics Inc | | | 2,758 | | | 76,014 | |
| Public Storage | | | 4,228 | | | 1,289,692 | |
| Pure Storage Inc | | | 515 | | | 18,362 | |
| Quaker Chemical Corp | | | 349 | | | 74,539 | |
| Qualys Inc | | | 1,667 | | | 327,289 | |
| Quidelortho Corp | | | 1,179 | | | 86,929 | |
| Radnet Inc | | | 18,161 | | | 631,474 | |
| Rambus Inc | | | 4,023 | | | 274,601 | |
| Range Resources Corp | | | 1,622 | | | 49,360 | |
| Rapid7 Inc | | | 1,997 | | | 114,015 | |
| Rayonier Inc | | | 48,874 | | | 1,632,872 | |
| Rbc Bearings Inc | | | 1,043 | | | 297,079 | |
| Realty Income Corp | | | 28,978 | | | 1,663,902 | |
| Red Rock Resorts Inc | | | 1,602 | | | 85,413 | |
| Redwood Trust Inc | | | 24,061 | | | 178,291 | |
| Regal Rexnord Corp | | | 4,790 | | | 708,991 | |
| Relay Therapeutics Inc | | | 3,846 | | | 42,343 | |
| Reliance Worldwide Corp Ltd | | | 41,745 | | | 126,187 | |
| Repligen Corp | | | 1,140 | | | 204,897 | |
| Replimune Group Inc | | | 2,789 | | | 23,512 | |
| Revance Therapeutics Inc | | | 5,688 | | | 49,997 | |
| Revolution Medicines Inc | | | 1,311 | | | 37,606 | |
| Rexford Industrial Realty Inc | | | 89,969 | | | 5,047,291 | |
| Rhythm Pharmaceuticals Inc | | | 1,155 | | | 53,075 | |
| Riot Platforms Inc | | | 2,495 | | | 38,593 | |
| Rli Corp | | | 958 | | | 127,525 | |
| Rocket Pharmaceuticals Inc | | | 1,722 | | | 51,619 | |
| Ryan Specialty Holdings Inc | | | 4,031 | | | 173,433 | |
| Ryman Hospitality Properties I | | | 18,597 | | | 2,046,743 | |
| S&T Bancorp Inc | | | 5,765 | | | 192,658 | |
| Safehold Inc | | | 12,156 | | | 284,440 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Saia Inc | | | 778 | | | 341,088 | |
| Samsonite International Sa | | | 225,762 | | | 744,488 | |
| Sba Communications Corp | | | 10,970 | | | 2,782,966 | |
| Scholar Rock Holding Corp | | | 2,134 | | | 40,128 | |
| Science Applications Internati | | | 5,636 | | | 700,672 | |
| Select Water Solutions Inc | | | 21,917 | | | 166,354 | |
| Selective Insurance Group Inc | | | 1,770 | | | 176,104 | |
| Servisfirst Bancshares Inc | | | 1,591 | | | 105,983 | |
| Shift4 Payments Inc | | | 2,889 | | | 214,758 | |
| Shockwave Medical Inc | | | 433 | | | 82,528 | |
| Simon Property Group Inc | | | 4,450 | | | 634,756 | |
| Simply Good Foods Co/The | | | 7,239 | | | 286,650 | |
| Simpson Manufacturing Co Inc | | | 1,602 | | | 317,085 | |
| Siteone Landscape Supply Inc | | | 1,227 | | | 199,452 | |
| Sitime Corp | | | 5,289 | | | 645,654 | |
| Skyline Champion Corp | | | 2,116 | | | 157,098 | |
| Slm Corp | | | 64,506 | | | 1,233,356 | |
| Sm Energy Co | | | 2,222 | | | 86,047 | |
| Smartsheet Inc | | | 4,061 | | | 194,215 | |
| Solo Brands Inc | | | 27,705 | | | 170,664 | |
| Sonder Holdings Inc | | | 83 | | | 281 | |
| Southstate Corp | | | 3,736 | | | 315,511 | |
| Southwest Gas Holdings Inc | | | 19,259 | | | 1,220,065 | |
| Southwestern Energy Co | | | 22,978 | | | 150,507 | |
| Spirit Realty Capital Inc | | | 5,406 | | | 236,167 | |
| Springworks Therapeutics Inc | | | 643 | | | 23,456 | |
| Sprout Social Inc | | | 18,660 | | | 1,146,495 | |
| Sps Commerce Inc | | | 1,921 | | | 372,352 | |
| Spx Technologies Inc | | | 2,517 | | | 254,208 | |
| Stag Industrial Inc | | | 23,648 | | | 928,438 | |
| Stagwell Inc | | | 26,142 | | | 173,318 | |
| Sterling Check Corp | | | 20,899 | | | 290,909 | |
| Steven Madden Ltd | | | 16,329 | | | 685,832 | |
| Stifel Financial Corp | | | 15,567 | | | 1,076,455 | |
| Stonex Group Inc | | | 7,557 | | | 557,930 | |
| Stride Inc | | | 2,285 | | | 135,669 | |
| Summit Materials Inc | | | 41,412 | | | 1,592,709 | |
| Sun Communities Inc | | | 25,654 | | | 3,428,580 | |
| Sun Country Airlines Holdings | | | 19,558 | | | 307,655 | |
| Super Micro Computer Inc | | | 2,736 | | | 777,790 | |
| Supernus Pharmaceuticals Inc | | | 1,857 | | | 53,743 | |
| Symbotic Inc | | | 1,787 | | | 91,737 | |
| Taylor Morrison Home Corp | | | 30,236 | | | 1,613,081 | |
| Td Synnex Corp | | | 10,079 | | | 1,084,559 | |
| Tegna Inc | | | 33,588 | | | 513,892 | |
| Teledyne Technologies Inc | | | 339 | | | 151,417 | |
| Tempur Sealy International Inc | | | 5,317 | | | 270,993 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Tenable Holdings Inc | | | 3,807 | | | 175,347 | |
| Tenet Healthcare Corp | | | 3,199 | | | 241,764 | |
| Teradata Corp | | | 2,417 | | | 105,158 | |
| Terreno Realty Corp | | | 975 | | | 61,099 | |
| Texas Roadhouse Inc | | | 2,878 | | | 351,765 | |
| Thor Industries Inc | | | 1,864 | | | 220,423 | |
| Thryv Holdings Inc | | | 1,819 | | | 37,019 | |
| Tidewater Inc | | | 5,032 | | | 362,809 | |
| Tko Group Holdings Inc | | | 21,373 | | | 1,743,580 | |
| Topbuild Corp | | | 1,271 | | | 475,797 | |
| Topgolf Callaway Brands Corp | | | 18,157 | | | 260,378 | |
| Toro Co/The | | | 754 | | | 72,415 | |
| Transmedics Group Inc | | | 1,197 | | | 94,515 | |
| Travel + Leisure Co | | | 1,300 | | | 50,826 | |
| Tyler Technologies Inc | | | 465 | | | 194,431 | |
| Udr Inc | | | 46,227 | | | 1,770,034 | |
| Ufp Industries Inc | | | 2,977 | | | 373,722 | |
| Ultra Clean Holdings Inc | | | 8,349 | | | 285,044 | |
| Ultragenyx Pharmaceutical Inc | | | 2,011 | | | 96,153 | |
| United Community Banks Inc/Ga | | | 36,323 | | | 1,062,808 | |
| United Parks & Resorts Inc | | | 841 | | | 44,441 | |
| Universal Health Services Inc | | | 10,158 | | | 1,548,421 | |
| Univest Financial Corp | | | 5,813 | | | 128,053 | |
| Us Silica Holdings Inc | | | 11,487 | | | 129,914 | |
| Valmont Industries Inc | | | 792 | | | 185,014 | |
| Valvoline Inc | | | 2,003 | | | 75,263 | |
| Varonis Systems Inc | | | 14,270 | | | 646,133 | |
| Vaxcyte Inc | | | 1,585 | | | 99,515 | |
| Vector Group Ltd | | | 20,211 | | | 227,981 | |
| Ventas Inc | | | 29,202 | | | 1,455,442 | |
| Verra Mobility Corp | | | 58,461 | | | 1,346,355 | |
| Vertiv Holdings Co | | | 4,574 | | | 219,703 | |
| Vestis Corp | | | 8,044 | | | 170,049 | |
| Vesync Co Ltd | | | 281,642 | | | 194,048 | |
| Viad Corp | | | 6,675 | | | 241,629 | |
| Vici Properties Inc | | | 12,798 | | | 408,009 | |
| Viper Energy Inc | | | 19,633 | | | 616,094 | |
| Vishay Intertechnology Inc | | | 60,871 | | | 1,459,073 | |
| Visteon Corp | | | 1,059 | | | 132,238 | |
| Vivid Seats Inc | | | 30,306 | | | 191,532 | |
| Vontier Corp | | | 5,788 | | | 199,966 | |
| Voya Financial Inc | | | 2,974 | | | 216,960 | |
| Wabash National Corp | | | 10,949 | | | 280,507 | |
| Walker & Dunlop Inc | | | 3,348 | | | 371,650 | |
| Watsco Inc | | | 361 | | | 154,778 | |
| Watts Water Technologies Inc | | | 1,465 | | | 305,195 | |
| Webster Financial Corp | | | 14,192 | | | 720,380 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Welltower Inc | | | 33,047 | | | 2,979,796 | |
| Wendy'S Co/The | | | 6,574 | | | 128,062 | |
| Wesco International Inc | | | 9,879 | | | 1,717,766 | |
| West Pharmaceutical Services I | | | 569 | | | 200,283 | |
| Western Alliance Bancorp | | | 8,258 | | | 543,325 | |
| Weyerhaeuser Co | | | 56,002 | | | 1,947,204 | |
| Willscot Mobile Mini Holdings | | | 3,794 | | | 168,831 | |
| Wingstop Inc | | | 1,236 | | | 317,229 | |
| Wintrust Financial Corp | | | 18,651 | | | 1,729,918 | |
| Woodward Inc | | | 1,866 | | | 254,024 | |
| Workiva Inc | | | 1,372 | | | 139,308 | |
| World Kinect Corp | | | 42,399 | | | 965,849 | |
| Xencor Inc | | | 2,824 | | | 59,954 | |
| Xpo Inc | | | 3,294 | | | 288,522 | |
| Yum China Holdings Inc | | | 11,504 | | | 488,135 | |
| Zebra Technologies Corp | | | 151 | | | 41,185 | |
| Zentalis Pharmaceuticals Inc | | | 895 | | | 13,561 | |
| Zurn Elkay Water Solutions Cor | | | 18,361 | | | 540,010 | |
| Total U.S. equities | | | | | $ | 893,140,787 | |
| | | | | | |
| Non-U.S. equities: | | | | | |
| 3I Group Plc | | | 83,488 | | | $ | 2,576,687 | |
| A2A Spa | | | 571,193 | | | 1,172,969 | |
| A2B Australia Ltd | | | 10,202 | | | 14,828 | |
| Aalberts Nv | | | 6,608 | | | 286,562 | |
| Abb India Ltd | | | 7,579 | | | 425,792 | |
| Abb Ltd | | | 32,406 | | | 1,436,145 | |
| Abc Arbitrage | | | 4,596 | | | 24,396 | |
| Abc-Mart Inc | | | 6,692 | | | 116,999 | |
| Accelleron Industries Ag | | | 12,637 | | | 394,281 | |
| Accent Group Ltd | | | 89,991 | | | 119,126 | |
| Accenture Plc | | | 7,410 | | | 2,600,082 | |
| Accton Technology Corp | | | 23,922 | | | 407,654 | |
| Adastria Co Ltd | | | 2,996 | | | 73,853 | |
| Addiko Bank Ag | | | 2,286 | | | 33,713 | |
| Adentra Inc | | | 8,582 | | | 208,077 | |
| Adesso Se | | | 1,124 | | | 133,300 | |
| Adf Group Inc | | | 16,621 | | | 87,226 | |
| Adriatic Metals Plc | | | 101,024 | | | 276,423 | |
| Ad-Sol Nissin Corp | | | 1,198 | | | 13,245 | |
| Advantech Co Ltd | | | 14,935 | | | 181,030 | |
| Advantest Corp | | | 65,475 | | | 2,227,860 | |
| Adways Inc | | | 7,990 | | | 28,620 | |
| Adyen Nv | | | 3,239 | | | 4,173,884 | |
| Aedas Homes Sa | | | 12,653 | | | 254,662 | |
| Ag Barr Plc | | | 3,653 | | | 23,892 | |
| Aia Group Ltd | | | 409,009 | | | 3,564,442 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Aib Group Plc | | | 113,911 | | | 488,226 | |
| Aida Engineering Ltd | | | 17,378 | | | 101,694 | |
| Aiful Corp | | | 198,448 | | | 534,900 | |
| Aims Apac Reit | | | 437,744 | | | 431,406 | |
| Air Liquide Sa | | | 22,852 | | | 4,445,973 | |
| Air New Zealand Ltd | | | 502,732 | | | 202,124 | |
| Airtac International Group | | | 15,368 | | | 505,741 | |
| Aisan Industry Co Ltd | | | 7,291 | | | 60,868 | |
| Ait Corp | | | 3,196 | | | 39,127 | |
| Aj Bell Plc | | | 61,630 | | | 245,910 | |
| Akbank Tas | | | 187,581 | | | 231,951 | |
| Aker Solutions Asa | | | 109,284 | | | 452,172 | |
| Alchip Technologies Ltd | | | 7,974 | | | 850,903 | |
| Aldrees Petroleum And Transpor | | | 4,274 | | | 201,506 | |
| Alfa Financial Software Holdin | | | 73,828 | | | 131,763 | |
| Alibaba Group Holding Ltd | | | 341,748 | | | 3,308,702 | |
| Alinma Bank | | | 16,956 | | | 175,208 | |
| Alkermes Plc | | | 4,201 | | | 116,538 | |
| Alleima Ab | | | 8,853 | | | 67,306 | |
| Alps Alpine Co Ltd | | | 50,835 | | | 442,980 | |
| Alps Logistics Co Ltd | | | 5,094 | | | 60,011 | |
| Als Ltd | | | 13,087 | | | 114,753 | |
| Alsea Sab De Cv | | | 34,089 | | | 129,434 | |
| Also Holding Ag | | | 1,227 | | | 366,052 | |
| Altus Group Ltd | | | 831 | | | 26,555 | |
| Amadeus It Group Sa | | | 40,649 | | | 2,913,280 | |
| Amano Corp | | | 6,791 | | | 160,993 | |
| Amaze Co Ltd | | | 1,099 | | | 8,962 | |
| Ambea Ab | | | 100,116 | | | 522,541 | |
| Amplifon Spa | | | 25,068 | | | 867,853 | |
| Ams-Osram Ag | | | 52,482 | | | 131,822 | |
| Anest Iwata Corp | | | 2,996 | | | 23,569 | |
| Anglogold Ashanti Plc | | | 62,845 | | | 1,174,566 | |
| Anjoy Foods Group Co Ltd | | | 31,198 | | | 460,171 | |
| Anta Sports Products Ltd | | | 15,948 | | | 154,709 | |
| Aon Plc | | | 14,715 | | | 4,282,487 | |
| Apl Apollo Tubes Ltd | | | 12,707 | | | 234,683 | |
| Apollo Hospitals Enterprise Lt | | | 5,176 | | | 354,808 | |
| Arabian Contracting Services C | | | 994 | | | 62,805 | |
| Arabian Internet & Communicati | | | 2,203 | | | 203,363 | |
| Arca Continental Sab De Cv | | | 157,766 | | | 1,729,833 | |
| Arcadium Lithium Plc | | | 86,339 | | | 660,418 | |
| Arch Capital Group Ltd | | | 36,400 | | | 2,703,423 | |
| Arcos Dorados Holdings Inc | | | 15,006 | | | 190,425 | |
| Aris Mining Corp | | | 27,265 | | | 90,361 | |
| Ariston Holding Nv | | | 25,349 | | | 175,430 | |
| Aritzia Inc | | | 11,316 | | | 235,993 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Ascential Plc | | | 291,615 | | | 1,090,715 | |
| Asia Commercial Bank Jsc | | | 129,835 | | | 127,899 | |
| Asian Paints Ltd | | | 5,015 | | | 205,035 | |
| Asm International Nv | | | 6,494 | | | 3,371,070 | |
| Asmedia Technology Inc | | | 3,987 | | | 235,785 | |
| Asml Holding Nv | | | 4,166 | | | 3,153,092 | |
| Asmpt Ltd | | | 37,752 | | | 360,186 | |
| Aspeed Technology Inc | | | 4,286 | | | 435,714 | |
| Assured Guaranty Ltd | | | 7,318 | | | 547,641 | |
| Astena Holdings Co Ltd | | | 18,576 | | | 62,721 | |
| Astral Ltd | | | 19,569 | | | 448,593 | |
| Astrazeneca Plc | | | 21,441 | | | 2,897,341 | |
| Atlas Copco Ab | | | 118,642 | | | 2,043,132 | |
| Ats Corporation | | | 5,191 | | | 224,845 | |
| Attendo Ab | | | 18,924 | | | 67,788 | |
| Aucnet Inc | | | 3,096 | | | 40,101 | |
| Auction Technology Group Plc | | | 29,820 | | | 198,437 | |
| Audax Renovables Sa | | | 23,244 | | | 33,380 | |
| Audinate Group Ltd | | | 34,738 | | | 383,521 | |
| Audiocodes Ltd | | | 2,521 | | | 30,426 | |
| Aurelia Metals Ltd | | | 301,579 | | | 22,636 | |
| Autohome Inc | | | 33,917 | | | 951,724 | |
| Avant Group Corp | | | 8,389 | | | 84,619 | |
| Awa Bank Ltd/The | | | 4,994 | | | 83,523 | |
| Axalta Coating Systems Ltd | | | 6,023 | | | 204,609 | |
| Axis Bank Ltd | | | 42,224 | | | 2,782,561 | |
| Axis Capital Holdings Ltd | | | 11,552 | | | 639,661 | |
| Aya Gold & Silver Inc | | | 14,719 | | | 108,391 | |
| Bae Systems Plc | | | 250,146 | | | 3,541,224 | |
| Baidu Inc | | | 20,832 | | | 309,736 | |
| Bajaj Finance Ltd | | | 6,120 | | | 538,923 | |
| Baltic Classifieds Group Plc | | | 73,019 | | | 220,146 | |
| Banca Mediolanum Spa | | | 63,824 | | | 601,674 | |
| Banca Monte Dei Paschi Di Sien | | | 28,999 | | | 97,575 | |
| Banco Bradesco Sa | | | 162,668 | | | 572,299 | |
| Banco Btg Pactual Sa | | | 57,911 | | | 448,374 | |
| Banco Comercial Portugues Sa | | | 586,252 | | | 177,702 | |
| Banco De Sabadell Sa | | | 238,291 | | | 292,973 | |
| Bandai Namco Holdings Inc | | | 53,317 | | | 1,068,946 | |
| Bang & Olufsen A/S | | | 35,842 | | | 51,201 | |
| Bangkok Dusit Medical Services | | | 225,862 | | | 183,627 | |
| Bank Central Asia Tbk Pt | | | 2,568,705 | | | 1,568,223 | |
| Bank Mandiri Persero Tbk Pt | | | 7,159,998 | | | 2,813,417 | |
| Bank Of Iwate Ltd/The | | | 5,992 | | | 106,306 | |
| Bank Of Saga Ltd/The | | | 1,698 | | | 22,268 | |
| Bank Rakyat Indonesia Persero | | | 3,428,967 | | | 1,274,984 | |
| Bawag Group Ag | | | 22,239 | | | 1,178,679 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Bayer Ag | | | 14,599 | | | 542,338 | |
| Bci Minerals Ltd | | | 57,020 | | | 11,089 | |
| Bdo Unibank Inc | | | 147,181 | | | 346,855 | |
| Beiersdorf Ag | | | 14,722 | | | 2,206,905 | |
| Beijer Ref Ab | | | 18,363 | | | 245,799 | |
| Belimo Holding Ag | | | 499 | | | 275,181 | |
| Beneteau Saca | | | 2,969 | | | 40,934 | |
| Bff Bank Spa | | | 64,543 | | | 735,790 | |
| Bharat Electronics Ltd | | | 179,924 | | | 398,275 | |
| Bid Corp Ltd | | | 7,243 | | | 168,988 | |
| Bidvest Group Ltd/The | | | 10,295 | | | 142,032 | |
| Big Yellow Group Plc | | | 24,581 | | | 382,921 | |
| Bim Birlesik Magazalar As | | | 17,352 | | | 176,701 | |
| Biohaven Ltd | | | 4,481 | | | 191,808 | |
| Blue Star Ltd | | | 21,043 | | | 239,479 | |
| Boe Varitronix Ltd | | | 95,878 | | | 86,687 | |
| Boiron Sa | | | 3,624 | | | 161,028 | |
| Bonesupport Holding Ab | | | 16,547 | | | 309,009 | |
| Bosideng International Holding | | | 253,678 | | | 114,030 | |
| Bp Plc | | | 256,472 | | | 1,524,079 | |
| Bper Banca Spa | | | 10,597 | | | 35,421 | |
| Bridgepoint Group Plc | | | 70,386 | | | 250,519 | |
| Bright Smart Securities & Comm | | | 868,896 | | | 160,236 | |
| Britannia Industries Ltd | | | 3,407 | | | 218,562 | |
| Bumitama Agri Ltd | | | 488,879 | | | 224,222 | |
| Bumrungrad Hospital Pcl | | | 38,574 | | | 250,887 | |
| Bunka Shutter Co Ltd | | | 10,786 | | | 107,266 | |
| Bupa Arabia For Cooperative In | | | 3,195 | | | 181,621 | |
| Bureau Veritas Sa | | | 65,753 | | | 1,661,143 | |
| Business Brain Showa-Ota Inc | | | 1,997 | | | 30,915 | |
| Business Engineering Corp | | | 799 | | | 23,350 | |
| Buzzi Spa | | | 32,542 | | | 989,985 | |
| Bw Lpg Ltd | | | 19,794 | | | 294,890 | |
| Byd Co Ltd | | | 20,932 | | | 574,720 | |
| Cafe De Coral Holdings Ltd | | | 105,866 | | | 122,154 | |
| Cairn Homes Plc | | | 291,269 | | | 428,451 | |
| Camtek Ltd/Israel | | | 8,796 | | | 610,255 | |
| Canadian National Railway Co | | | 12,165 | | | 1,528,314 | |
| Canadian Natural Resources Ltd | | | 33,101 | | | 2,179,221 | |
| Canadian Pacific Kansas City L | | | 70,911 | | | 5,606,252 | |
| Cancom Se | | | 4,961 | | | 161,984 | |
| Capgemini Se | | | 19,270 | | | 4,017,804 | |
| Capricorn Energy P Ord | | | 2,983 | | | 6,450 | |
| Carel Industries Spa | | | 13,835 | | | 379,026 | |
| Carlit Holdings Co Ltd | | | 4,095 | | | 26,983 | |
| Carlsberg As | | | 14,087 | | | 1,767,622 | |
| Carpenter Tan Holdings Ltd | | | 37,452 | | | 23,646 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Cathay Media And Education Gro | | | 290,631 | | | 29,031 | |
| Cedar Woods Properties Ltd | | | 13,141 | | | 44,745 | |
| Cellebrite Di Ltd | | | 41,955 | | | 363,330 | |
| Cembre Spa | | | 397 | | | 16,334 | |
| Cementir Holding Nv | | | 5,179 | | | 54,583 | |
| Central Depository Services In | | | 8,058 | | | 176,658 | |
| Central Glass Co Ltd | | | 8,789 | | | 166,139 | |
| Central Pattana Pcl | | | 88,810 | | | 180,833 | |
| Central Security Patrols Co Lt | | | 2,397 | | | 43,321 | |
| Ceragon Networks Ltd | | | 7,570 | | | 16,352 | |
| Cettire Ltd | | | 27,795 | | | 55,001 | |
| Cg Power & Industrial Solution | | | 45,185 | | | 246,741 | |
| Champion Iron Ltd | | | 25,710 | | | 147,190 | |
| Check Point Software Technolog | | | 6,549 | | | 1,000,545 | |
| China Leon Inspection Holding | | | 399,493 | | | 80,834 | |
| China Oilfield Services Ltd | | | 117,051 | | | 241,292 | |
| China Overseas Property Holdin | | | 169,784 | | | 127,416 | |
| China Resources Gas Group Ltd | | | 77,601 | | | 254,413 | |
| China Resources Mixc Lifestyle | | | 99,673 | | | 355,496 | |
| Chiyoda Corp | | | 31,360 | | | 75,853 | |
| Cholamandalam Investment And F | | | 13,788 | | | 208,740 | |
| Chrysos Corp Ltd | | | 6,766 | | | 37,398 | |
| Ci&T Inc | | | 13,861 | | | 72,911 | |
| Cie Automotive Sa | | | 4,680 | | | 132,968 | |
| Cie De Saint-Gobain Sa | | | 18,909 | | | 1,392,385 | |
| Cie Financiere Richemont Sa | | | 18,327 | | | 2,520,470 | |
| Cie Financiere Tradition Sa | | | 123 | | | 17,223 | |
| Cie Generale Des Etablissement | | | 23,153 | | | 830,212 | |
| Civmec Ltd | | | 117,950 | | | 69,745 | |
| Clas Ohlson Ab | | | 61,178 | | | 959,150 | |
| Clicks Group Ltd | | | 8,687 | | | 154,713 | |
| Cnooc Energy Technology & Serv | | | 307,809 | | | 123,693 | |
| Coca-Cola Europacific Partners | | | 13,293 | | | 887,197 | |
| Cochlear Ltd | | | 805 | | | 164,052 | |
| Codan Ltd | | | 21,059 | | | 122,862 | |
| Coforge Ltd | | | 2,942 | | | 221,859 | |
| Cognyte Software Ltd | | | 29,312 | | | 188,475 | |
| Colopl Inc | | | 8,289 | | | 34,750 | |
| Compass Group Plc | | | 215,607 | | | 5,898,384 | |
| Computer Age Management Servic | | | 893 | | | 28,449 | |
| Computer Modelling Group Ltd | | | 25,579 | | | 196,504 | |
| Comture Corp | | | 1,997 | | | 26,197 | |
| Conduit Holdings Ltd | | | 6,405 | | | 38,293 | |
| Continental Ag | | | 29,211 | | | 2,482,018 | |
| Core Corp | | | 1,298 | | | 16,172 | |
| Corp Inmobiliaria Vesta Sab De | | | 123,974 | | | 594,695 | |
| Costain Group Plc | | | 236,228 | | | 190,925 | |
*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
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Coveo Solutions Inc | | | 31,948 | | | 232,599 | |
| Creditaccess Grameen Ltd | | | 14,083 | | | 270,200 | |
| Credo Technology Group Holding | | | 31,898 | | | 621,060 | |
| Crispr Therapeutics Ag | | | 2,424 | | | 151,733 | |
| Croda International Plc | | | 6,919 | | | 445,441 | |
| Cts Co Ltd | | | 8,789 | | | 40,522 | |
| Cummins India Ltd | | | 8,386 | | | 197,911 | |
| Daiei Kankyo Co Ltd | | | 19,875 | | | 351,453 | |
| Dai-Ichi Cutter Kogyo Kk | | | 3,995 | | | 37,405 | |
| Daikin Industries Ltd | | | 8,371 | | | 1,364,824 | |
| Daisue Construction Co Ltd | | | 3,296 | | | 31,677 | |
| Daiwa Industries Ltd | | | 2,497 | | | 26,743 | |
| Daiwabo Holdings Co Ltd | | | 11,086 | | | 242,745 | |
| Darktrace Plc | | | 82,572 | | | 385,999 | |
| Dassault Syst Shs | | | 14,022 | | | 685,165 | |
| Datalogic Spa | | | 16,647 | | | 124,309 | |
| Dbs Group Holdings Ltd | | | 78,151 | | | 1,979,411 | |
| Deceuninck Nv | | | 47,538 | | | 119,466 | |
| Definity Financial Corp | | | 9,008 | | | 253,368 | |
| Delta Electronics Inc | | | 174,430 | | | 1,781,782 | |
| Denso Corp | | | 79,327 | | | 1,196,833 | |
| Dentalcorp Holdings Ltd | | | 20,433 | | | 107,852 | |
| Descartes Sys Group Inc | | | 5,228 | | | 441,433 | |
| Descartes Systems Group Inc/Th | | | 3,806 | | | 319,926 | |
| Deutsche Boerse Ag | | | 9,991 | | | 2,058,251 | |
| Dexerials Corp | | | 2,896 | | | 84,765 | |
| Dfds A/S | | | 5,007 | | | 165,445 | |
| Diageo Plc | | | 35,760 | | | 1,301,965 | |
| Digital Hearts Holdings Co Ltd | | | 5,193 | | | 37,243 | |
| Dino Polska Sa | | | 2,972 | | | 348,231 | |
| Diploma Plc | | | 2,758 | | | 125,962 | |
| Disco Corp | | | 4,785 | | | 1,187,220 | |
| Dixon Technologies India Ltd | | | 7,120 | | | 561,843 | |
| Dksh Holding Ag | | | 4,642 | | | 322,104 | |
| Dof Group Asa | | | 23,553 | | | 131,522 | |
| Domino'S Pizza Group Plc | | | 22,955 | | | 110,262 | |
| Dowlais Group Plc | | | 82,965 | | | 113,008 | |
| Dr Martens Plc | | | 13,204 | | | 14,914 | |
| Dr Sulaiman Al Habib Medical S | | | 2,927 | | | 221,548 | |
| Dream International Ltd | | | 99,873 | | | 49,882 | |
| Dri Healthcare Trust | | | 15,128 | | | 136,150 | |
| Dsm-Firmenich Ag | | | 7,962 | | | 809,124 | |
| Dundee Precious Metals Inc | | | 2,351 | | | 15,120 | |
| Dynapac Co Ltd | | | 1,099 | | | 11,627 | |
| E.Sun Financial Holding Co Ltd | | | 240,739 | | | 202,378 | |
| Eastnine Ab | | | 681 | | | 11,625 | |
| Econocom Group Sa/Nv | | | 19,321 | | | 54,853 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Edenred Se | | | 4,154 | | | 248,417 | |
| Eguarantee Inc | | | 5,992 | | | 87,051 | |
| Ehime Bank Ltd/The | | | 2,597 | | | 18,566 | |
| Eiken Chemical Co Ltd | | | 26,766 | | | 324,465 | |
| Einhell Germany Ag | | | 253 | | | 46,055 | |
| Eldorado Gold Corp | | | 18,406 | | | 238,725 | |
| Electric Power Development Co | | | 19,575 | | | 317,759 | |
| Elis Sa | | | 5,206 | | | 108,641 | |
| Elite Material Co Ltd | | | 36,879 | | | 459,033 | |
| Elm Co | | | 1,716 | | | 373,029 | |
| Elmera Group Asa | | | 67,071 | | | 199,448 | |
| Emaar Properties Pjsc | | | 966,683 | | | 2,084,576 | |
| Ememory Technology Inc | | | 3,987 | | | 318,277 | |
| Emerald Resources Nl | | | 50,197 | | | 103,099 | |
| Emirates Central Cooling Syste | | | 263,272 | | | 118,993 | |
| Enea Ab | | | 4,087 | | | 22,953 | |
| Enerplus Corp | | | 10,968 | | | 168,245 | |
| Engie Sa | | | 185,635 | | | 3,264,158 | |
| Eni Spa | | | 82,154 | | | 1,392,848 | |
| Enn Energy Holdings Ltd | | | 151,480 | | | 1,115,453 | |
| Ensign Energy Services Inc | | | 14,182 | | | 23,339 | |
| Equatorial Energia Sa | | | 167,975 | | | 1,235,192 | |
| Eramet Sa | | | 1,547 | | | 122,189 | |
| Eri Holdings Co Ltd | | | 3,695 | | | 44,874 | |
| Ermenegildo Zegna Nv | | | 25,665 | | | 296,949 | |
| Ero Copper Corp | | | 20,174 | | | 320,532 | |
| Escorts Kubota Ltd | | | 4,035 | | | 144,643 | |
| Esker Sa | | | 1,062 | | | 187,171 | |
| Eslead Corp | | | 1,298 | | | 31,588 | |
| Esr Group Ltd | | | 523,003 | | | 723,365 | |
| Essent Group Ltd | | | 23,042 | | | 1,215,240 | |
| Essilorluxottica Sa | | | 8,753 | | | 1,755,876 | |
| Eurofins Scientific Se | | | 5,650 | | | 368,099 | |
| Evertec Inc | | | 2,643 | | | 108,220 | |
| Evolution Ab | | | 25,263 | | | 3,013,680 | |
| Evotec Se | | | 5,810 | | | 136,566 | |
| Evraz Plc | | | 78,936 | | | 81,397 | |
| Exchange Income Corp | | | 6,059 | | | 207,246 | |
| Exedy Corp | | | 3,296 | | | 60,642 | |
| Experian Plc | | | 141,337 | | | 5,769,264 | |
| Expro Group Holdings Nv | | | 19,044 | | | 366,422 | |
| Fabasoft Ag | | | 1,107 | | | 23,226 | |
| Fabrinet | | | 2,374 | | | 451,836 | |
| Fanuc Corp | | | 40,162 | | | 1,181,386 | |
| Faraday Technology Corp | | | 39,869 | | | 463,775 | |
| Fcc Co Ltd | | | 19,076 | | | 235,437 | |
| Fd Technologies Plc | | | 10,496 | | | 153,869 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Ferguson Plc | | | 17,385 | | | 3,343,249 | |
| Ferrari Nv | | | 13,904 | | | 4,687,660 | |
| Fidea Holdings Co Ltd | | | 1,798 | | | 19,255 | |
| Filo Corp | | | 13,183 | | | 211,056 | |
| Finecobank Banca Fineco Spa | | | 20,530 | | | 308,086 | |
| Firm Capital Mtg Invt Corp | | | 1,698 | | | 13,958 | |
| Fisher & Paykel Healthcare Cor | | | 10,610 | | | 158,531 | |
| Flatexdegiro Ag | | | 38,120 | | | 470,355 | |
| Fluidra Sa | | | 15,984 | | | 332,823 | |
| Fomento Economico Mexicano Sab | | | 97,567 | | | 2,047,649 | |
| Foraco International S A | | | 7,663 | | | 11,914 | |
| Formula Systems 1985 Ltd | | | 3,988 | | | 257,047 | |
| Fortum Oyj | | | 84,893 | | | 1,224,733 | |
| Foxtons Group Plc | | | 23,310 | | | 13,669 | |
| Fpt Corp | | | 88,088 | | | 348,913 | |
| Fractal Gaming Group Ab | | | 3,809 | | | 13,191 | |
| Frencken Group Ltd | | | 249,683 | | | 255,532 | |
| Fresh Del Monte Produce Inc | | | 6,871 | | | 180,375 | |
| Fsn E-Commerce Ventures Ltd | | | 40,196 | | | 84,026 | |
| F-Tech Inc | | | 4,994 | | | 22,599 | |
| Ftgroup Co Ltd | | | 4,794 | | | 40,363 | |
| Fuchs Petrolub Se Npv (Reg) | | | 11,933 | | | 427,743 | |
| Fuchs Petrolub Se Prf Npv (Reg | | | 3,839 | | | 170,908 | |
| Fuji Corp/Miyagi | | | 1,798 | | | 21,015 | |
| Fuji Seal International Inc | | | 2,697 | | | 32,784 | |
| Fujii Sangyo Corp | | | 699 | | | 11,847 | |
| Fujimori Kogyo Co Ltd | | | 1,398 | | | 37,490 | |
| Fukui Computer Holdings Inc | | | 2,796 | | | 49,986 | |
| Fukuoka Financial Group Inc | | | 5,393 | | | 127,273 | |
| Fullcast Holdings Co Ltd | | | 4,295 | | | 55,837 | |
| Funding Circle Holdings Plc | | | 112,018 | | | 57,120 | |
| Fuso Chemical Co Ltd | | | 3,795 | | | 112,391 | |
| Futaba Industrial Co Ltd | | | 10,487 | | | 60,251 | |
| Future Corp | | | 19,975 | | | 250,073 | |
| Fuyao Glass Industry Group Co | | | 48,838 | | | 257,473 | |
| G5 Entertainment Ab | | | 7,741 | | | 119,676 | |
| Galp Energia Sgps Sa | | | 51,689 | | | 761,697 | |
| Gambling.Com Group Ltd | | | 1,003 | | | 9,777 | |
| Games Workshop Group Plc | | | 191 | | | 24,002 | |
| Gamma Communications Plc | | | 28,878 | | | 414,527 | |
| Gaztransport Et Technigaz Sa | | | 2,378 | | | 314,958 | |
| Gentrack Group Ltd | | | 7,694 | | | 32,250 | |
| Genuit Group Plc | | | 45,218 | | | 232,591 | |
| Genus Plc | | | 9,755 | | | 269,843 | |
| Gestamp Automocion Sa | | | 24,898 | | | 96,484 | |
| Giga Prize Co Ltd | | | 899 | | | 9,933 | |
| Gigacloud Technology Inc | | | 25,698 | | | 470,152 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Gilat Satellite Networks Ltd | | | 9,464 | | | 57,825 | |
| Gildan Activewear Inc | | | 47,385 | | | 1,574,715 | |
| Global Dominion Access Sa | | | 13,540 | | | 50,255 | |
| Global Unichip Corp | | | 5,980 | | | 339,062 | |
| Globant Sa | | | 1,077 | | | 256,418 | |
| Godrej Properties Ltd | | | 7,304 | | | 176,723 | |
| Gold Road Resources Ltd | | | 72,964 | | | 97,832 | |
| Grupo Aeroportuario Del Centro | | | 14,552 | | | 154,328 | |
| Grupo Aeroportuario Del Surest | | | 3,176 | | | 934,556 | |
| Grupo Financiero Banorte Sab D | | | 439,136 | | | 4,436,867 | |
| Gvs Spa | | | 24,701 | | | 152,117 | |
| H World Group Ltd | | | 83,394 | | | 280,346 | |
| Haier Smart Home Co Ltd | | | 71,509 | | | 201,930 | |
| Hansol Chemical Co Ltd | | | 4,676 | | | 824,123 | |
| Hanwa Co Ltd | | | 15,880 | | | 562,631 | |
| Hapvida Participacoes E Invest | | | 1,204,372 | | | 1,103,313 | |
| Havells India Ltd | | | 8,349 | | | 137,244 | |
| Hdfc Bank Ltd | | | 120,727 | | | 2,797,380 | |
| Hdfc Life Insurance Co Ltd | | | 16,757 | | | 130,230 | |
| Helios Towers Plc | | | 156,873 | | | 177,983 | |
| Henkel Ag & Co Kgaa | | | 27,328 | | | 2,199,497 | |
| Hera Spa | | | 67,452 | | | 221,447 | |
| Hesai Group | | | 1,998 | | | 18,015 | |
| Higashi Twenty One Co Ltd | | | 1,798 | | | 13,823 | |
| Hikari Tsushin Inc | | | 1,997 | | | 331,258 | |
| Hill & Smith Plc | | | 10,160 | | | 247,126 | |
| Hioki Ee Corp | | | 699 | | | 31,341 | |
| Hiscox Ltd | | | 19,821 | | | 266,320 | |
| Hitachi Ltd | | | 33,385 | | | 2,408,345 | |
| Hitachi Zosen Corp | | | 34,956 | | | 232,327 | |
| Hoa Phat Group Jsc | | | 251,880 | | | 290,170 | |
| Hodogaya Chemical Co Ltd | | | 2,597 | | | 68,518 | |
| Hoegh Autoliners Asa | | | 1,598 | | | 14,515 | |
| Hoist Finance Ab | | | 20,726 | | | 76,401 | |
| Hongfa Technology Co Ltd | | | 45,942 | | | 179,046 | |
| Horiba Ltd | | | 5,094 | | | 398,508 | |
| Hoya Corp | | | 7,773 | | | 971,799 | |
| Hsbc Bank Plc | | | 265,544 | | | 250,647 | |
| Huali Industrial Group Co Ltd | | | 17,777 | | | 131,948 | |
| Huaneng Lancang River Hydropow | | | 162,868 | | | 198,182 | |
| Hypoport Se | | | 892 | | | 174,184 | |
| Iberpapel Gestion Sa | | | 495 | | | 9,850 | |
| Ibersol Sgps Sa | | | 6,785 | | | 50,070 | |
| Icici Bank Ltd | | | 310,606 | | | 7,404,838 | |
| Icon Plc | | | 23,863 | | | 6,754,902 | |
| Idec Corp/Japan | | | 12,085 | | | 246,099 | |
| Idp Education Ltd | | | 12,298 | | | 168,088 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Ifast Corp Ltd | | | 7,291 | | | 45,377 | |
| Ig Port Inc | | | 599 | | | 19,892 | |
| Ihi Corp | | | 9,088 | | | 177,991 | |
| I'Ll Inc | | | 3,496 | | | 79,219 | |
| Imcd Nv | | | 2,826 | | | 491,902 | |
| Immunocore Holdings Plc | | | 10,178 | | | 695,388 | |
| Impro Precision Industries Ltd | | | 454,423 | | | 139,669 | |
| Indian Hotels Co Ltd | | | 56,980 | | | 300,156 | |
| Indus Holding Ag | | | 1,067 | | | 26,334 | |
| Info Edge India Ltd | | | 2,914 | | | 180,018 | |
| Infomedia Ltd | | | 23,604 | | | 23,193 | |
| Ing Groep Nv | | | 109,154 | | | 1,630,923 | |
| Inghams Group Ltd | | | 339,284 | | | 916,782 | |
| Init Innovation In Traffic Sys | | | 387 | | | 13,022 | |
| Inmode Ltd | | | 11,317 | | | 251,679 | |
| Innodisk Corp | | | 12,958 | | | 131,728 | |
| Intact Financial Corp | | | 4,744 | | | 733,392 | |
| Integrated Diagnostics Holding | | | 157,271 | | | 55,831 | |
| Intelbras Sa Industria De Tele | | | 35,067 | | | 158,820 | |
| Interglobe Aviation Ltd | | | 5,414 | | | 193,054 | |
| Intermediate Capital Group Plc | | | 28,334 | | | 607,000 | |
| International Container Termin | | | 57,522 | | | 256,369 | |
| International Game Technology | | | 1,844 | | | 50,546 | |
| Interpump Group Spa | | | 1,195 | | | 61,896 | |
| Intesa Sanpaolo Spa | | | 503,679 | | | 1,470,816 | |
| Iqe Plc | | | 612,094 | | | 191,173 | |
| Iren Spa | | | 130,450 | | | 284,313 | |
| Italian Sea Group Spa/The | | | 3,068 | | | 27,893 | |
| Itau Unibanco Holding Sa | | | 377,783 | | | 2,638,207 | |
| Ituran Location And Control Lt | | | 382 | | | 10,392 | |
| Ivanhoe Electric Inc / Us | | | 3,798 | | | 38,283 | |
| Izumi Co Ltd | | | 1,898 | | | 48,712 | |
| Jamieson Wellness Inc | | | 9,088 | | | 218,699 | |
| Janus Henderson Group Plc | | | 29,637 | | | 893,558 | |
| Japan Electronic Materials Cor | | | 2,597 | | | 33,320 | |
| Japan Investment Adviser Co Lt | | | 1,398 | | | 13,191 | |
| Japan Transcity Corp | | | 7,490 | | | 32,623 | |
| Jason Furniture Hangzhou Co Lt | | | 52,334 | | | 258,266 | |
| Jeol Ltd | | | 1,698 | | | 74,547 | |
| Jindal Stainless Ltd | | | 11,787 | | | 81,040 | |
| Johnson Service Group Plc | | | 238,569 | | | 430,645 | |
| Jpm -Cw24 Shenzhen Mind | | | 9,569 | | | 387,132 | |
| Jsp Corp | | | 2,497 | | | 32,446 | |
| Jtc Plc | | | 28,998 | | | 301,465 | |
| Julius Baer Group Ltd | | | 12,202 | | | 683,571 | |
| Justsystems Corp | | | 3,496 | | | 81,203 | |
| Jyp Entertainment Corp | | | 1,914 | | | 150,526 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Kajaria Ceramics Ltd | | | 9,580 | | | 149,854 | |
| Kakaku.Com Inc | | | 30,761 | | | 380,966 | |
| Kamei Corp | | | 4,295 | | | 52,090 | |
| Kanaden Corp | | | 4,095 | | | 45,165 | |
| Kanzhun Ltd | | | 39,877 | | | 662,363 | |
| Kardex Holding Ag | | | 748 | | | 193,756 | |
| Kaufman & Broad Sa | | | 1,149 | | | 38,189 | |
| Kaynes Technology India Ltd | | | 4,371 | | | 137,116 | |
| Kbc Group Nv | | | 26,370 | | | 1,710,517 | |
| Kei Industries Ltd | | | 8,518 | | | 332,629 | |
| Keller Group Plc | | | 9,867 | | | 110,696 | |
| Kenko Mayonnaise Co Ltd | | | 2,497 | | | 30,090 | |
| Keyence Corp | | | 6,069 | | | 2,674,248 | |
| Keywords Studios Plc | | | 18,849 | | | 399,358 | |
| Kia Corp | | | 15,771 | | | 1,224,587 | |
| Kid Asa | | | 9,059 | | | 104,549 | |
| Kier Group Plc | | | 83,943 | | | 114,716 | |
| Kinaxis Inc | | | 1,149 | | | 129,531 | |
| King Yuan Electronics Co Ltd | | | 27,964 | | | 77,359 | |
| Klabin Sa | | | 82,659 | | | 378,105 | |
| Klingelnberg Ag | | | 927 | | | 18,060 | |
| Knaus Tabbert Ag | | | 3,131 | | | 160,829 | |
| Koike Sanso Kogyo Co Ltd | | | 999 | | | 29,966 | |
| Koito Manufacturing Co Ltd | | | 2,491 | | | 38,835 | |
| Kokusai Electric Corp | | | 42,554 | | | 925,148 | |
| Konica Minolta Inc | | | 169,684 | | | 496,849 | |
| Konoike Transport Co Ltd | | | 4,894 | | | 67,690 | |
| Kontron Ag | | | 10,602 | | | 251,786 | |
| Kose Corp | | | 7,973 | | | 598,030 | |
| Kpit Technologies Ltd | | | 22,539 | | | 410,042 | |
| Krs Corp | | | 2,197 | | | 14,089 | |
| Kubota Corp | | | 28,701 | | | 432,109 | |
| Kudelski Sa | | | 5,415 | | | 7,785 | |
| Kuriyama Holdings Corp | | | 10,686 | | | 68,297 | |
| Kweichow Moutai Co Ltd | | | 4,485 | | | 1,091,579 | |
| Kyocera Corp | | | 84,111 | | | 1,227,837 | |
| Laboratorios Farmaceuticos Rov | | | 5,994 | | | 398,626 | |
| Lac Co Ltd | | | 4,494 | | | 22,475 | |
| Lagardere Sa | | | 1,180 | | | 23,948 | |
| Lancashire Holdings Ltd | | | 16,533 | | | 131,516 | |
| Lassonde Industries Inc | | | 299 | | | 31,762 | |
| Lawson Inc | | | 4,694 | | | 242,493 | |
| Lectra | | | 374 | | | 12,894 | |
| Leejam Sports Co Jsc | | | 4,276 | | | 230,563 | |
| Legrand Sa | | | 21,059 | | | 2,188,995 | |
| Leifheit Ag | | | 568 | | | 10,201 | |
| Lh Group Ltd | | | 109,860 | | | 12,944 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Li Ning Co Ltd | | | 244,659 | | | 654,844 | |
| Life Corp | | | 2,397 | | | 56,192 | |
| Lifull Co Ltd | | | 12,185 | | | 15,470 | |
| Like Inc | | | 2,497 | | | 25,893 | |
| Lime Technologies Ab | | | 356 | | | 10,461 | |
| Linamar Corp | | | 1,194 | | | 57,994 | |
| Linde Plc | | | 1 | | | 409 | |
| Localiza Rent A Car Sa | | | 58,317 | | | 761,683 | |
| Lojas Renner Sa | | | 64,074 | | | 229,777 | |
| London Stock Exchange Group Pl | | | 22,017 | | | 2,602,883 | |
| L'Oreal Sa | | | 6,896 | | | 3,432,557 | |
| Lotes Co Ltd | | | 10,509 | | | 366,376 | |
| Luceco Plc | | | 84,665 | | | 133,835 | |
| Lucero Energy Corp | | | 271,924 | | | 113,422 | |
| Luzhou Laojiao Co Ltd | | | 8,672 | | | 219,377 | |
| Lvmh Moet Hennessy Louis Vuitt | | | 6,639 | | | 5,380,207 | |
| M&A Capital Partners Co Ltd | | | 1,598 | | | 27,566 | |
| M1 Kliniken Ag | | | 2,594 | | | 32,090 | |
| Macrotech Developers Ltd | | | 20,815 | | | 256,029 | |
| Maezawa Industries Inc | | | 2,497 | | | 17,374 | |
| Mahindra & Mahindra Ltd | | | 13,197 | | | 274,266 | |
| Mandatum Oyj | | | 8,031 | | | 36,106 | |
| Maple Leaf Foods Inc | | | 9,819 | | | 187,942 | |
| Marco Polo Marine Ltd | | | 1,626,035 | | | 62,867 | |
| Marcopolo Sa | | | 152,844 | | | 221,828 | |
| Marimekko Oyj | | | 4,904 | | | 72,100 | |
| Marklines Co Ltd | | | 3,196 | | | 66,716 | |
| Marks & Spencer Group Plc | | | 305,227 | | | 1,059,919 | |
| Masonite International Corp | | | 3,299 | | | 279,293 | |
| Matsui Construction Co Ltd | | | 2,197 | | | 13,060 | |
| Matsukiyococokara & Co | | | 59,994 | | | 1,062,595 | |
| Matsuoka Corp | | | 3,096 | | | 31,844 | |
| Max Healthcare Institute Ltd | | | 33,228 | | | 274,029 | |
| Maxell Ltd | | | 7,490 | | | 82,885 | |
| Mcj Co Ltd | | | 5,493 | | | 42,743 | |
| Mda Ltd | | | 50,858 | | | 444,326 | |
| Me Group International Plc | | | 21,420 | | | 34,132 | |
| Medacta Group Sa | | | 1,435 | | | 214,172 | |
| Mediatek Inc | | | 27,909 | | | 923,003 | |
| Medipal Holdings Corp | | | 4,394 | | | 71,240 | |
| Megachips Corp | | | 4,394 | | | 145,878 | |
| Meidensha Corp | | | 2,297 | | | 39,675 | |
| Meituan | | | 42,860 | | | 449,536 | |
| Melexis Nv | | | 197 | | | 19,832 | |
| Menicon Co Ltd | | | 5,193 | | | 86,532 | |
| Merck Kgaa | | | 23,779 | | | 3,785,032 | |
| Metawater Co Ltd | | | 12,984 | | | 201,411 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Methanex Corp | | | 3,715 | | | 175,948 | |
| Mfe-Mediaforeurope Nv | | | 3,044 | | | 10,986 | |
| Micronics Japan Co Ltd | | | 2,796 | | | 72,797 | |
| Mitani Sangyo Co Ltd | | | 19,475 | | | 46,416 | |
| Mito Securities Co Ltd | | | 24,069 | | | 71,877 | |
| Mitra Adiperkasa Tbk Pt | | | 1,045,583 | | | 121,556 | |
| Mitsuba Corp | | | 5,693 | | | 39,572 | |
| Mitsubishi Electric Corp | | | 71,255 | | | 1,010,350 | |
| Mitsubishi Kakoki Kaisha Ltd | | | 1,498 | | | 34,589 | |
| Mitsubishi Logisnext Co Ltd | | | 2,697 | | | 26,434 | |
| Mitsui-Soko Holdings Co Ltd | | | 2,397 | | | 79,995 | |
| Miura Co Ltd | | | 5,193 | | | 103,441 | |
| Modec Inc | | | 14,981 | | | 246,318 | |
| Modern Dental Group Ltd | | | 155,802 | | | 85,797 | |
| Montana Aerospace Ag | | | 21,928 | | | 460,109 | |
| Mony Group Plc | | | 16,445 | | | 58,742 | |
| Moon Environment Technology Co | | | 59,624 | | | 114,083 | |
| Moonlake Immunotherapeutics | | | 499 | | | 30,131 | |
| Morguard Corp | | | 399 | | | 32,108 | |
| Moriroku Holdings Co Ltd | | | 1,997 | | | 39,417 | |
| Morita Holdings Corp | | | 2,297 | | | 25,320 | |
| Morito Co Ltd | | | 5,793 | | | 52,799 | |
| Mota-Engil Sgps Sa | | | 22,488 | | | 98,374 | |
| Motherson Sumi Wiring India Lt | | | 181,417 | | | 134,623 | |
| Motorcycle Holdings Ltd | | | 7,324 | | | 9,995 | |
| Mount Gibson Iron Ltd | | | 341,842 | | | 128,291 | |
| Moury Construct Sa | | | 36 | | | 16,681 | |
| Mtu Aero Engines Ag | | | 2,697 | | | 581,640 | |
| Multiplan Empreendimentos Imob | | | 28,806 | | | 168,532 | |
| Murakami Corp | | | 2,097 | | | 61,293 | |
| Musashi Seimitsu Industry Co L | | | 8,789 | | | 94,135 | |
| Nachi-Fujikoshi Corp | | | 4,994 | | | 130,172 | |
| Nagarro Se | | | 1,680 | | | 162,278 | |
| Nakanishi Inc | | | 9,088 | | | 152,850 | |
| Navigator Co Sa/The | | | 3,912 | | | 15,332 | |
| Navigator Holdings Ltd | | | 15,541 | | | 226,125 | |
| Nec Networks & System Integrat | | | 6,492 | | | 109,547 | |
| Nestle India Ltd | | | 1,133 | | | 362,000 | |
| Nestle Sa | | | 52,291 | | | 6,058,253 | |
| Net One Systems Co Ltd | | | 15,281 | | | 260,511 | |
| Netease Inc | | | 90,648 | | | 1,632,203 | |
| Netwealth Group Ltd | | | 6,295 | | | 66,149 | |
| New Hope Corp Ltd | | | 106,021 | | | 373,293 | |
| New Hope Service Holdings Ltd | | | 131,833 | | | 19,584 | |
| Nexity Sa | | | 9,176 | | | 170,803 | |
| Nextage Co Ltd | | | 25,767 | | | 473,015 | |
| Nicca Chemical Co Ltd | | | 7,990 | | | 54,123 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Nichia Steel Works Ltd | | | 11,785 | | | 26,666 | |
| Nichirin Co Ltd | | | 2,097 | | | 48,647 | |
| Nifco Inc/Japan | | | 3,595 | | | 92,959 | |
| Nihon Flush Co Ltd | | | 2,697 | | | 17,368 | |
| Nihon Trim Co Ltd | | | 699 | | | 14,976 | |
| Nikkiso Co Ltd | | | 3,595 | | | 26,268 | |
| Nippon Ceramic Co Ltd | | | 5,293 | | | 105,317 | |
| Nippon Chemical Industrial Co | | | 1,798 | | | 23,871 | |
| Nippon Information Development | | | 1,298 | | | 17,019 | |
| Nippon Light Metal Holdings Co | | | 7,490 | | | 93,140 | |
| Nippon Sanso Holdings Corp | | | 41,159 | | | 1,102,389 | |
| Nippon Seiki Co Ltd | | | 26,865 | | | 218,579 | |
| Nippon Sharyo Ltd | | | 999 | | | 14,572 | |
| Nippon Shinyaku Co Ltd | | | 3,496 | | | 123,874 | |
| Nippon Soda Co Ltd | | | 12,484 | | | 480,841 | |
| Nipro Corp | | | 39,650 | | | 311,336 | |
| Niterra Co Ltd | | | 13,383 | | | 317,915 | |
| Nitori Holdings Co Ltd | | | 8,571 | | | 1,147,766 | |
| Nkt A/S | | | 174 | | | 11,943 | |
| Noble Corp Plc | | | 9,286 | | | 447,228 | |
| Nomad Foods Ltd | | | 10,473 | | | 177,513 | |
| Nomura Research Institute Ltd | | | 44,049 | | | 1,281,342 | |
| Nordea Bank Abp | | | 90,974 | | | 1,125,868 | |
| Nordnet Ab Publ | | | 14,941 | | | 253,518 | |
| North Media A/S | | | 3,608 | | | 34,756 | |
| Norva24 Group Ab | | | 61,524 | | | 144,685 | |
| Nova Ljubljanska Banka Dd | | | 23,252 | | | 371,153 | |
| Nova Ltd | | | 1,186 | | | 163,012 | |
| Novanta Inc | | | 1,965 | | | 330,897 | |
| Novartis Ag | | | 16,512 | | | 1,665,058 | |
| Novo Nordisk A/S | | | 82,798 | | | 8,565,300 | |
| Nrj Group | | | 4,157 | | | 33,703 | |
| Nsd Co Ltd | | | 9,388 | | | 180,530 | |
| Nsl Ltd/Singapore | | | 41,647 | | | 25,100 | |
| Ntpc Ltd | | | 213,854 | | | 799,636 | |
| Nu Holdings Ltd/Cayman Islands | | | 23,069 | | | 192,161 | |
| Nuvista Energy Ltd | | | 23,571 | | | 197,349 | |
| Obara Group Inc | | | 12,384 | | | 331,612 | |
| Oberoi Realty Ltd | | | 10,249 | | | 177,761 | |
| Obic Business Consultants Co L | | | 3,096 | | | 141,649 | |
| Obrascon Huarte Lain Sa | | | 205,779 | | | 102,200 | |
| Ocean Wilsons Holdings Ltd | | | 1,489 | | | 22,780 | |
| Odfjell Technology Ltd | | | 3,163 | | | 17,285 | |
| Ohba Co Ltd | | | 3,496 | | | 22,762 | |
| Okea Asa | | | 167,760 | | | 439,400 | |
| Okuma Corp | | | 2,097 | | | 90,377 | |
| Olink Holding Ab | | | 14,394 | | | 362,022 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Olympus Corp | | | 74,843 | | | 1,083,252 | |
| Ooh!Media Ltd | | | 141,148 | | | 159,397 | |
| Optim Corp | | | 3,296 | | | 19,310 | |
| Orange Sa | | | 136,870 | | | 1,557,894 | |
| Orion Corp/Republic Of Korea | | | 1,517 | | | 136,756 | |
| Orion Sa | | | 5,884 | | | 163,150 | |
| Oro Co Ltd | | | 1,598 | | | 29,289 | |
| Oxford Nanopore Technologies P | | | 46,014 | | | 122,126 | |
| Page Industries Ltd | | | 397 | | | 183,968 | |
| Palram Industries 1990 Ltd | | | 4,054 | | | 42,656 | |
| Parken Sport & Entertainment A | | | 2,584 | | | 51,304 | |
| Patria Investments Ltd | | | 8,727 | | | 135,363 | |
| Pca Corp | | | 1,498 | | | 11,955 | |
| Pdd Holdings Inc | | | 9,486 | | | 1,387,896 | |
| Pernod Ricard Sa | | | 14,563 | | | 2,569,895 | |
| Perrigo Co Plc | | | 2,924 | | | 94,088 | |
| Persimmon Plc | | | 10,462 | | | 185,245 | |
| Persol Holdings Co Ltd | | | 120,547 | | | 207,011 | |
| Petroleo Brasileiro Sa | | | 49,314 | | | 787,542 | |
| Pidilite Industries Ltd | | | 4,440 | | | 144,884 | |
| Pilbara Minerals Ltd | | | 72,914 | | | 196,525 | |
| Piovan Spa | | | 1,063 | | | 12,560 | |
| Piquadro Spa | | | 10,710 | | | 25,910 | |
| Pole To Win Holdings Inc | | | 41,847 | | | 143,368 | |
| Polycab India Ltd | | | 9,531 | | | 628,232 | |
| Popular Inc | | | 13,571 | | | 1,113,788 | |
| Pr Times Corp | | | 1,598 | | | 20,482 | |
| Proact It Group Ab | | | 4,083 | | | 38,082 | |
| Prologis Property Mexico Sa De | | | 67,581 | | | 321,254 | |
| Prosegur Cia De Seguridad Sa | | | 20,423 | | | 39,706 | |
| Prosus Nv | | | 17,586 | | | 524,207 | |
| Prothena Corp Plc | | | 2,519 | | | 91,528 | |
| Proya Cosmetics Co Ltd | | | 16,249 | | | 227,735 | |
| Prudential Plc | | | 70,377 | | | 795,968 | |
| Psp Swiss Property Ag | | | 198 | | | 27,631 | |
| Puuilo Oyj | | | 47,770 | | | 470,968 | |
| Pwr Holdings Ltd | | | 1,624 | | | 10,815 | |
| Qiagen Nv | | | 22,757 | | | 990,449 | |
| Qifu Technology Inc | | | 53,967 | | | 853,752 | |
| Qingdao Hiron Commercial Cold | | | 38,152 | | | 81,551 | |
| Quilter Plc Ord Gbp0.08167 | | | 57,959 | | | 75,955 | |
| Radcom Ltd | | | 3,414 | | | 27,514 | |
| Radware Ltd | | | 4,920 | | | 82,061 | |
| Raia Drogasil Sa | | | 67,595 | | | 409,111 | |
| Rakus Co Ltd | | | 12,284 | | | 227,642 | |
| Ramelius Resources Ltd | | | 95,469 | | | 109,766 | |
| Randstad Nv | | | 7,728 | | | 484,232 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Rasa Corp | | | 2,697 | | | 28,863 | |
| Reach Subsea Asa | | | 217,744 | | | 96,483 | |
| Reckitt Benckiser Group Plc | | | 22,886 | | | 1,581,314 | |
| Record Plc | | | 31,026 | | | 28,082 | |
| Recruit Holdings Co Ltd | | | 27,306 | | | 1,154,964 | |
| Redcare Pharmacy Nv | | | 4,078 | | | 592,801 | |
| Redrow Plc | | | 17,359 | | | 136,205 | |
| Regional Sab De Cv | | | 75,042 | | | 719,598 | |
| Reitmans (Canada) Ltd | | | 35,631 | | | 63,501 | |
| Reject Shop Ltd/The | | | 7,183 | | | 26,712 | |
| Reliance Industries Ltd | | | 103,072 | | | 5,089,880 | |
| Relx Plc | | | 131,249 | | | 5,203,536 | |
| Remy Cointreau Sa | | | 1,198 | | | 152,248 | |
| Renesas Electronics Corp | | | 73,747 | | | 1,333,382 | |
| Renishaw Plc | | | 4,044 | | | 184,450 | |
| Rentokil Initial Plc | | | 3,988 | | | 114,083 | |
| Resurs Holding Ab | | | 41,172 | | | 97,559 | |
| Retailors Ltd | | | 6,132 | | | 121,915 | |
| Rexel Sa | | | 24,651 | | | 674,497 | |
| Rheon Automatic Machinery Co L | | | 2,796 | | | 29,833 | |
| Richelieu Hardware Ltd | | | 6,352 | | | 231,128 | |
| Rightmove Plc | | | 55,981 | | | 410,774 | |
| Riken Vitamin Co Ltd | | | 2,597 | | | 41,166 | |
| Rio Tinto Plc | | | 13,733 | | | 1,022,735 | |
| Riyadh Cables Group Co | | | 6,603 | | | 162,356 | |
| Roche Holding Ag | | | 19,244 | | | 5,590,362 | |
| Rolls-Royce Holdings Plc | | | 323,331 | | | 1,235,311 | |
| Rotork Plc | | | 109,344 | | | 451,072 | |
| Royal Bam Group Nv | | | 11,001 | | | 29,384 | |
| Royal Unibrew A/S | | | 2,107 | | | 140,866 | |
| Rs Technologies Co Ltd | | | 2,796 | | | 59,289 | |
| Rumo Sa | | | 54,322 | | | 256,649 | |
| Russel Metals Inc | | | 2,896 | | | 98,909 | |
| Ryanair Holdings Plc | | | 23,952 | | | 3,194,200 | |
| Ryohin Keikaku Co Ltd | | | 18,077 | | | 302,545 | |
| Safran Sa | | | 17,699 | | | 3,117,667 | |
| Sakai Moving Service Co Ltd | | | 2,397 | | | 46,246 | |
| Sakata Inx Corp | | | 34,756 | | | 334,788 | |
| Salik Co Pjsc | | | 209,992 | | | 177,816 | |
| Samsung Biologics Co Ltd | | | 951 | | | 561,130 | |
| Samsung Electronics Co Ltd | | | 201,104 | | | 11,614,496 | |
| Sandvik Ab | | | 100,434 | | | 2,173,543 | |
| Sanko Metal Industrial Co Ltd | | | 1,898 | | | 60,906 | |
| Sankyu Inc | | | 8,490 | | | 311,977 | |
| Sansan Inc | | | 5,094 | | | 57,771 | |
| Sansha Electric Manufacturing | | | 2,996 | | | 28,138 | |
| Santen Pharmaceutical Co Ltd | | | 10,686 | | | 106,500 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Sanwa Holdings Corp | | | 18,976 | | | 287,842 | |
| Sap Se | | | 28,275 | | | 4,356,492 | |
| Sapiens International Corp Nv | | | 25,242 | | | 730,517 | |
| Sato Holdings Corp | | | 4,195 | | | 62,959 | |
| Sato Shoji Corp | | | 1,498 | | | 15,483 | |
| Sats Asa | | | 14,456 | | | 21,579 | |
| Saudia Dairy & Foodstuff Co | | | 1,483 | | | 131,704 | |
| Sawai Group Holdings Co Ltd | | | 7,490 | | | 276,762 | |
| Sb Technology Corp | | | 6,292 | | | 105,997 | |
| Scandi Standard Ab | | | 8,821 | | | 50,328 | |
| Scandic Hotels Group Ab | | | 7,552 | | | 34,787 | |
| Scandinavian Tobacco Group A/S | | | 1,149 | | | 19,964 | |
| Schneider Electric Se | | | 27,766 | | | 5,575,424 | |
| Schoeller-Bleckmann Oilfield E | | | 4,114 | | | 200,857 | |
| Schott Pharma Ag & Co Kgaa | | | 7,355 | | | 272,977 | |
| Scout24 Se | | | 2,577 | | | 182,624 | |
| Screen Holdings Co Ltd | | | 5,793 | | | 490,185 | |
| Scroll Corp | | | 6,991 | | | 47,606 | |
| Sega Sammy Holdings Inc | | | 15,480 | | | 216,536 | |
| Seibu Giken Co Ltd | | | 2,896 | | | 35,870 | |
| Seiko Group Corp | | | 3,595 | | | 68,705 | |
| Sendas Distribuidora S/A | | | 327,230 | | | 911,444 | |
| Sensata Technologies Holding P | | | 5,609 | | | 210,734 | |
| Sensirion Holding Ag | | | 1,307 | | | 129,546 | |
| Serica Energy Plc | | | 48,158 | | | 140,955 | |
| Service Stream Ltd | | | 689,323 | | | 442,138 | |
| Seven & I Holdings Co Ltd | | | 23,121 | | | 917,574 | |
| Seven Group Holdings Ltd | | | 17,839 | | | 449,172 | |
| Severfield Plc | | | 108,168 | | | 87,699 | |
| Sfs Group Ag | | | 581 | | | 71,963 | |
| Shandong Pharmaceutical Glass | | | 44,344 | | | 160,063 | |
| Shandong Weigao Group Medical | | | 213,729 | | | 208,294 | |
| Shenzhen Inovance Technology C | | | 16,583 | | | 147,632 | |
| Shenzhen Megmeet Electrical Co | | | 59,724 | | | 207,159 | |
| Shenzhen Mindray Bio-Medical E | | | 1,595 | | | 65,346 | |
| Shepherd Neame Ltd | | | 1,093 | | | 10,098 | |
| Shibaura Electronics Co Ltd | | | 899 | | | 35,513 | |
| Shibaura Machine Co Ltd | | | 799 | | | 19,609 | |
| Shift Inc | | | 300 | | | 76,127 | |
| Shimadzu Corp | | | 30,695 | | | 858,263 | |
| Shimamura Co Ltd | | | 499 | | | 55,824 | |
| Shimojima Co Ltd | | | 1,698 | | | 15,512 | |
| Shin Maint Holdings Co Ltd | | | 4,494 | | | 46,703 | |
| Shin-Etsu Chemical Co Ltd | | | 20,928 | | | 878,362 | |
| Ship Healthcare Holdings Inc | | | 899 | | | 15,350 | |
| Shopify Inc | | | 7,782 | | | 608,830 | |
| Siemens Healthineers Ag | | | 27,828 | | | 1,616,957 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Sika Ag | | | 2,950 | | | 959,280 | |
| Siltronic Ag | | | 3,658 | | | 357,444 | |
| Sinbon Electronics Co Ltd | | | 16,945 | | | 165,082 | |
| Sinko Industries Ltd | | | 1,898 | | | 35,938 | |
| Siteminder Ltd | | | 40,489 | | | 141,728 | |
| Sitoy Group Holdings Ltd | | | 121,845 | | | 13,888 | |
| Sk Hynix Inc | | | 22,332 | | | 2,453,592 | |
| Skan Group Ag | | | 1,098 | | | 105,372 | |
| Sligro Food Group Nv | | | 2,538 | | | 44,461 | |
| Smartgroup Corp Ltd | | | 27,161 | | | 161,607 | |
| Smc Corp | | | 2,491 | | | 1,338,853 | |
| Smk Corp | | | 899 | | | 16,335 | |
| Sms Co Ltd | | | 8,989 | | | 184,866 | |
| Snc-Lavalin Group Inc | | | 8,826 | | | 285,536 | |
| Societe Pour L'Informatique In | | | 4,444 | | | 342,680 | |
| Socionext Inc | | | 2,996 | | | 54,407 | |
| Softcat Plc | | | 17,903 | | | 310,394 | |
| Softcreate Holdings Corp | | | 4,594 | | | 56,050 | |
| Sohgo Security Services Co Ltd | | | 54,331 | | | 312,621 | |
| Sonova Holding Ag | | | 2,901 | | | 945,813 | |
| Sony Group Corp | | | 16,543 | | | 1,573,583 | |
| Sophia Genetics Sa | | | 23,051 | | | 108,570 | |
| Sparekassen Sjaelland-Fyn A/S | | | 752 | | | 22,266 | |
| Spie Sa | | | 22,485 | | | 702,931 | |
| Spin Master Corp | | | 8,117 | | | 214,582 | |
| Spirax Group Plc | | | 2,810 | | | 376,367 | |
| Ssab Ab | | | 30,013 | | | 229,552 | |
| Stanley Electric Co Ltd | | | 3,595 | | | 67,660 | |
| Stanmore Resources Ltd | | | 76,186 | | | 208,463 | |
| Star Mica Holdings Co Ltd | | | 3,995 | | | 17,966 | |
| Starhill Global Reit | | | 498,966 | | | 198,588 | |
| Step Energy Services Ltd | | | 9,621 | | | 28,601 | |
| Steris Plc | | | 13,044 | | | 2,867,795 | |
| Sto Se & Co Kgaa | | | 234 | | | 36,091 | |
| Storagevault Canada Inc | | | 69,396 | | | 275,247 | |
| Stroeer Se & Co Kgaa | | | 1,426 | | | 84,680 | |
| Subsea 7 Sa | | | 19,314 | | | 281,852 | |
| Sumitomo Riko Co Ltd | | | 12,784 | | | 95,756 | |
| Sumitomo Seika Chemicals Co Lt | | | 5,193 | | | 183,821 | |
| Sun Inc | | | 14,282 | | | 97,961 | |
| Suncor Energy Inc | | | 88,839 | | | 2,860,039 | |
| Supcon Technology Co Ltd | | | 11,574 | | | 74,010 | |
| Suzuken Co Ltd/Aichi Japan | | | 7,890 | | | 261,302 | |
| Suzuki Motor Corp | | | 26,310 | | | 1,125,875 | |
| Syncona Ltd | | | 75,507 | | | 118,780 | |
| System Support Inc | | | 1,598 | | | 21,842 | |
| Tadano Ltd | | | 3,396 | | | 28,398 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Taiheiyo Cement Corp | | | 19,575 | | | 403,499 | |
| Taikisha Ltd | | | 1,099 | | | 31,833 | |
| Taiwan Semiconductor Manufactu | | | 405,147 | | | 15,801,778 | |
| Takamatsu Construction Group C | | | 1,898 | | | 37,271 | |
| Takeuchi Manufacturing Co Ltd | | | 12,983 | | | 394,626 | |
| Takuma Co Ltd | | | 11,985 | | | 152,084 | |
| Tamar Petroleum Ltd | | | 12,946 | | | 58,816 | |
| Tanseisha Co Ltd | | | 14,382 | | | 89,057 | |
| Tata Consultancy Services Ltd | | | 17,055 | | | 777,472 | |
| Tata Consumer Products Ltd | | | 18,298 | | | 238,981 | |
| Tata Motors Ltd | | | 31,737 | | | 297,469 | |
| Tatton Asset Management Plc | | | 3,235 | | | 21,939 | |
| Tbs Holdings Inc | | | 4,894 | | | 104,103 | |
| Teamlease Services Ltd | | | 4,501 | | | 172,992 | |
| Teamviewer Se | | | 45,349 | | | 704,339 | |
| Tecan Group Ag | | | 554 | | | 226,157 | |
| Techmatrix Corp | | | 14,082 | | | 175,003 | |
| Technipfmc Plc | | | 5,041 | | | 101,532 | |
| Technogym Spa | | | 5,277 | | | 52,845 | |
| Technoprobe Spa | | | 21,969 | | | 209,798 | |
| Tecsys Inc | | | 1,194 | | | 29,722 | |
| Teekay Tankers Ltd | | | 17,563 | | | 877,609 | |
| Telkom Indonesia Persero Tbk P | | | 57,510 | | | 1,481,468 | |
| Temairazu Inc | | | 3,096 | | | 66,322 | |
| Tenaris Sa | | | 12,045 | | | 418,671 | |
| Tencent Holdings Ltd | | | 149,996 | | | 5,639,835 | |
| Terasaki Electric Co Ltd | | | 1,298 | | | 16,384 | |
| Terumo Corp | | | 30,396 | | | 996,512 | |
| Tesco Plc | | | 248,580 | | | 920,564 | |
| Tgs Asa | | | 29,951 | | | 389,881 | |
| Thales Sa | | | 14,459 | | | 2,139,515 | |
| Thomson Reuters Corporation | | | 17,480 | | | 2,568,170 | |
| Thyssenkrupp Ag | | | 39,265 | | | 273,778 | |
| Tikehau Capital Sca | | | 9,191 | | | 209,156 | |
| Tinc Comm Va | | | 1,928 | | | 25,019 | |
| Titagarh Rail System Ltd | | | 19,304 | | | 242,071 | |
| Titan Co Ltd | | | 11,474 | | | 506,815 | |
| Tkc Corp | | | 3,496 | | | 93,228 | |
| Tocalo Co Ltd | | | 7,590 | | | 80,437 | |
| Tokai Carbon Co Ltd | | | 25,268 | | | 183,801 | |
| Tokyo Century Corp | | | 15,181 | | | 164,427 | |
| Tokyo Seimitsu Co Ltd | | | 3,196 | | | 196,567 | |
| Tokyo Tatemono Co Ltd | | | 25,767 | | | 386,016 | |
| Tomato Bank Ltd | | | 2,497 | | | 20,403 | |
| Tomoku Co Ltd | | | 4,394 | | | 66,985 | |
| Tomy Co Ltd | | | 6,592 | | | 104,382 | |
| Topy Industries Ltd | | | 1,798 | | | 32,580 | |
*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
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Toronto Dominion Bank | | | 17,640 | | | 1,145,435 | |
| Torrent Pharmaceuticals Ltd | | | 5,906 | | | 163,648 | |
| Toshiba Tec Corp | | | 5,193 | | | 107,603 | |
| Totvs Sa | | | 48,043 | | | 333,203 | |
| Towa Bank Ltd/The | | | 6,092 | | | 26,187 | |
| Toyo Engineering Corp | | | 13,782 | | | 76,939 | |
| Toyo Tire Corp | | | 22,372 | | | 374,500 | |
| Toyota Boshoku Corp | | | 16,479 | | | 261,540 | |
| Transat A T Inc | | | 39,214 | | | 110,927 | |
| Transocean Ltd | | | 10,682 | | | 67,833 | |
| Trelleborg Ab | | | 10,025 | | | 335,838 | |
| Trent Ltd | | | 11,033 | | | 405,042 | |
| Tricon Residential Inc | | | 95,498 | | | 869,032 | |
| Trip.Com Group Ltd | | | 5,831 | | | 207,295 | |
| Tripod Technology Corp | | | 38,873 | | | 246,989 | |
| Trivago Nv | | | 5,941 | | | 14,497 | |
| Trusco Nakayama Corp | | | 15,780 | | | 273,782 | |
| Trustpilot Group Plc | | | 66,228 | | | 125,375 | |
| Tsingtao Brewery Co Ltd | | | 35,954 | | | 241,275 | |
| Tsutsumi Jewelry Co Ltd | | | 999 | | | 16,195 | |
| Tube Investments Of India Ltd | | | 5,957 | | | 253,515 | |
| Tvs Motor Co Ltd | | | 8,248 | | | 200,795 | |
| Ubicom Holdings Inc | | | 2,996 | | | 35,471 | |
| Ubisoft Entertainment Sa | | | 1,022 | | | 26,082 | |
| Ubs Group Ag | | | 151,673 | | | 4,703,454 | |
| Unicredit Spa | | | 30,935 | | | 839,436 | |
| Unilever Plc | | | 21,650 | | | 1,048,759 | |
| Unimicron Technology Corp | | | 306,997 | | | 1,760,526 | |
| Union Tool Co | | | 3,496 | | | 82,814 | |
| Unipol Gruppo Spa | | | 80,510 | | | 459,083 | |
| Unipres Corp | | | 4,095 | | | 27,680 | |
| Unitronics | | | 4,507 | | | 38,803 | |
| Uno Minda Ltd | | | 37,961 | | | 313,696 | |
| User Local Inc | | | 3,196 | | | 41,757 | |
| Valaris Ltd | | | 10,977 | | | 752,672 | |
| Valmet Oyj | | | 7,275 | | | 209,822 | |
| Valuecommerce Co Ltd | | | 5,693 | | | 59,237 | |
| Vamos Locacao De Caminhoes Maq | | | 536,646 | | | 1,112,489 | |
| Van Lanschot Kempen Nv | | | 5,798 | | | 180,283 | |
| Varun Beverages Ltd | | | 45,344 | | | 673,996 | |
| Vicat Saca | | | 4,117 | | | 149,388 | |
| Victrex Plc | | | 17,166 | | | 333,066 | |
| Viking Line Abp | | | 527 | | | 10,980 | |
| Vinci Partners Investments Ltd | | | 11,265 | | | 123,354 | |
| Virbac Saca | | | 659 | | | 261,768 | |
| Vision Inc/Tokyo Japan | | | 4,894 | | | 42,697 | |
| Vista Energy Sab De Cv | | | 30,662 | | | 904,829 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Viva Energy Group Ltd | | | 517,393 | | | 1,232,120 | |
| Voltronic Power Technology Cor | | | 2,761 | | | 153,835 | |
| Vonovia Se | | | 36,750 | | | 1,158,598 | |
| Vz Holding Ag | | | 6,424 | | | 749,505 | |
| Wacom Co Ltd | | | 10,686 | | | 49,801 | |
| Walkme Ltd | | | 1,430 | | | 15,260 | |
| Wal-Mart De Mexico Sab De Cv | | | 111,322 | | | 469,296 | |
| Warom Technology Inc Co | | | 49,637 | | | 139,696 | |
| Waste Connections Inc | | | 16,419 | | | 2,450,803 | |
| Watches Of Switzerland Group P | | | 32,870 | | | 296,883 | |
| Wdi Corp | | | 599 | | | 11,719 | |
| Weatherford International Plc | | | 9,332 | | | 912,871 | |
| Weg Sa | | | 33,809 | | | 256,898 | |
| Weir Group Plc/The | | | 11,188 | | | 269,056 | |
| Wesdome Gold Mines Ltd | | | 33,537 | | | 196,097 | |
| West African Resources Ltd | | | 99,893 | | | 64,413 | |
| White Mountains Insurance Grou | | | 309 | | | 465,565 | |
| Wiwynn Corp | | | 6,977 | | | 414,897 | |
| Wix.Com Ltd | | | 2,716 | | | 334,082 | |
| Wpp Plc | | | 86,848 | | | 833,671 | |
| Wuliangye Yibin Co Ltd | | | 7,276 | | | 143,951 | |
| Wus Printed Circuit Kunshan Co | | | 26,367 | | | 82,235 | |
| Wuxi Apptec Co Ltd | | | 25,916 | | | 264,776 | |
| Wuxi Biologics Cayman Inc | | | 100,173 | | | 379,726 | |
| X-Fab Silicon Foundries Se | | | 14,961 | | | 169,729 | |
| Xin Point Holdings Ltd | | | 132,831 | | | 47,631 | |
| Xps Pensions Group Plc | | | 22,522 | | | 66,898 | |
| Yamabiko Corp | | | 4,894 | | | 51,930 | |
| Yamagata Bank Ltd/The | | | 2,996 | | | 22,698 | |
| Yangzijiang Financial Holding | | | 1,868,127 | | | 460,269 | |
| Yangzijiang Shipbuilding Holdi | | | 1,048,768 | | | 1,184,645 | |
| Yantai Jereh Oilfield Services | | | 59,425 | | | 235,530 | |
| Yellow Hat Ltd | | | 19,176 | | | 240,070 | |
| Yokowo Co Ltd | | | 14,881 | | | 150,415 | |
| Yossix Holdings Co Ltd | | | 2,197 | | | 42,361 | |
| Yougov Plc | | | 42,518 | | | 639,583 | |
| Ypf Sa | | | 67,735 | | | 1,164,358 | |
| Yto Express Group Co Ltd | | | 51,335 | | | 88,958 | |
| Yunnan Aluminium Co Ltd | | | 75,504 | | | 130,095 | |
| Yutaka Giken Co Ltd | | | 1,698 | | | 28,410 | |
| Zalando Se | | | 71,206 | | | 1,687,212 | |
| Zealand Pharma A/S | | | 6,372 | | | 352,382 | |
| Zenitaka Corp/The | | | 699 | | | 19,836 | |
| Zenkoku Hosho Co Ltd | | | 7,391 | | | 278,629 | |
| Zeria Pharmaceutical Co Ltd | | | 1,898 | | | 27,149 | |
| Zero Co Ltd | | | 3,096 | | | 29,428 | |
| Zhangzhou Pientzehuang Pharmac | | | 5,681 | | | 193,854 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Zhejiang Dingli Machinery Co L | | | 20,873 | | | 150,602 | |
| Zigexn Co Ltd | | | 13,283 | | | 50,031 | |
| Zijin Mining Group Co Ltd | | | 189,381 | | | 308,499 | |
| Zomato Ltd | | | 213,863 | | | 317,915 | |
| Zotefoams Plc | | | 3,027 | | | 12,928 | |
| Zozo Inc | | | 60,691 | | | 1,366,828 | |
| Zurich Insurance Group Ag | | | 3,149 | | | 1,644,840 | |
| Total Non-U.S. equities | | | | | $ | 528,569,247 | |
| | | | | | |
| Mutual funds and other registered investment companies | | | | | |
| Blackrock Instl Trr Co N A Inv | | | 1,456,903 | | | $ | 17,912,767 | |
| Blckrck Cash-Trsry-Inst | | | 660,619,860 | | | 660,619,860 | |
| Blckrck Hi Yld Bnd Fund-K | | | 11,020,341 | | | 77,693,403 | |
| Dimensional Emrg Mrkts Ii | | | 3,236,846 | | | 55,997,433 | |
| Fidelity Adv Ttl Bnd-Z | | | 2,036,349 | | | 19,508,221 | |
| Pgim High Yield-R6 | | | 8,217,802 | | | 38,952,381 | |
| Pimco Income Fund-Ins | | | 909,351 | | | 9,657,303 | |
| T Rowe Pr Inst Hi Yld-Inst | | | 9,917,458 | | | 77,752,870 | |
| Total mutual funds and other registered investment companies | | | | | $ | 958,094,238 | |
| | | | | | |
| Synthetic guaranteed investment contracts (GICs): | | | | | |
| Voya Retirement Ins & Annuity Co 60266 | | | | | |
| 1-3 Year Credit Bond Index Fund | | | 775,994 | | | $ | 10,380,203 | |
| Asset-Backed Securities Index Fund | | | 965,258 | | | 36,876,532 | |
| Commercial Mortgage-Backed Securities Index Fund | | | 459,773 | | | 14,415,240 | |
| GOV1-3A (#101089) | | | 278,463 | | | 35,167,375 | |
| Intermediate Government Bond Index Fund | | | 404,599 | | | 18,423,010 | |
| Intermediate Term Credit Bond Index Fund | | | 1,116,700 | | | 69,230,918 | |
| Mortgage-Backed Securities (MBS) Index Fund | | | 880,946 | | | 46,117,457 | |
| Total Voya Retirement Ins & Annuity Co 60266 | | | | | $ | 230,610,735 | |
| | | | | | |
| Prudential GA-62194 | | | | | |
| Treasury Note | 2.88 | % | 5/15/2028 | 89,833 | | | $ | 86,552 | |
| Treasury Note | 3.13 | % | 11/15/2028 | 2,680,015 | | | 2,602,891 | |
| Treasury Note | 2.00 | % | 8/15/2025 | 2,325,674 | | | 2,255,667 | |
| Treasury Note | 2.13 | % | 5/15/2025 | 1,442,317 | | | 1,400,244 | |
| Treasury Note | 0.38 | % | 4/30/2025 | 6,757,430 | | | 6,399,326 | |
| Treasury Note | 0.50 | % | 10/31/2027 | 3,418,641 | | | 3,011,048 | |
| Treasury Note | 0.38 | % | 1/31/2026 | 1,312,558 | | | 1,214,638 | |
| Treasury Note | 0.75 | % | 4/30/2026 | 9,013,234 | | | 8,352,276 | |
| Treasury Note | 0.75 | % | 5/31/2026 | 7,895,313 | | | 7,296,006 | |
| Treasury Note | 0.88 | % | 6/30/2026 | 2,620,126 | | | 2,434,938 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Treasury Note | 1.25 | % | 11/30/2026 | 4,686,283 | | | 4,339,567 | |
| Treasury Note | 1.50 | % | 11/30/2028 | 913,301 | | | 818,602 | |
| Treasury Note | 1.75 | % | 3/15/2025 | 289,462 | | | 281,240 | |
| Treasury Note | 2.88 | % | 5/15/2032 | 5,105,503 | | | 4,759,093 | |
| Treasury Note | 2.75 | % | 5/31/2029 | 6,218,433 | | | 5,894,771 | |
| Treasury Note | 2.75 | % | 7/31/2027 | 3,443,594 | | | 3,347,363 | |
| Treasury Note | 3.13 | % | 8/31/2029 | 5,699,398 | | | 5,542,293 | |
| Treasury Note | 4.13 | % | 11/15/2032 | 1,931,407 | | | 1,977,606 | |
| Treasury Note | 4.25 | % | 12/31/2024 | 1,936,398 | | | 1,972,202 | |
| Treasury Note | 4.25 | % | 5/31/2025 | 2,333,659 | | | 2,333,670 | |
| Treasury Note | 4.75 | % | 7/31/2025 | 4,077,415 | | | 4,177,419 | |
| Treasury Note | 4.38 | % | 8/15/2026 | 2,230,850 | | | 2,283,401 | |
| Treasury Note | 4.63 | % | 10/15/2026 | 548,979 | | | 562,823 | |
| Treasury Note | 4.50 | % | 11/15/2033 | 1,568,083 | | | 1,658,827 | |
| Treasury Note | 4.63 | % | 11/15/2026 | 1,633,961 | | | 1,670,143 | |
| Treasury Note | 4.38 | % | 11/30/2030 | 2,590,182 | | | 2,678,200 | |
| Treasury Note | 4.38 | % | 11/30/2028 | 1,031,581 | | | 1,060,672 | |
| Treasury Note | 3.75 | % | 12/31/2030 | 499,072 | | | 495,812 | |
| Treasury Note | 3.75 | % | 12/31/2028 | 249,536 | | | 248,699 | |
| Fhlb | 1.75 | % | 6/20/2031 | 69,870 | | | 57,847 | |
| Ffcb | 1.48 | % | 11/26/2032 | 59,889 | | | 46,770 | |
| Ffcb | 1.57 | % | 9/23/2030 | 309,424 | | | 260,630 | |
| Ffcb | 1.77 | % | 2/4/2031 | 89,833 | | | 75,995 | |
| Fhlmc | 6.75 | % | 3/15/2031 | 364,322 | | | 432,080 | |
| Fhlmc | 1.22 | % | 8/19/2030 | 134,749 | | | 110,956 | |
| Fnma | 6.63 | % | 11/15/2030 | 259,517 | | | 301,048 | |
| Fnma | 0.50 | % | 6/17/2025 | 444,174 | | | 419,226 | |
| Fnma | 0.88 | % | 8/5/2030 | 19,963 | | | 16,380 | |
| Fnma | — | % | 3/17/2031 | 79,851 | | | 58,289 | |
| Pefco | 3.55 | % | 1/15/2024 | 144,731 | | | 146,990 | |
| Pefco | 1.40 | % | 7/15/2028 | 1,008,125 | | | 904,879 | |
| Tva | 1.50 | % | 9/15/2031 | 64,879 | | | 53,261 | |
| Fgold 30Yr Giant | 5.50 | % | 1/1/2035 | 18,592 | | | 19,166 | |
| Fgold 30Yr Giant | 4.50 | % | 6/1/2039 | 23,071 | | | 23,112 | |
| Fgold 30Yr Giant | 4.00 | % | 11/1/2039 | 78,364 | | | 76,597 | |
| Fgold 30Yr Giant | 4.50 | % | 12/1/2039 | 43,819 | | | 43,897 | |
| Fgold 30Yr Giant | 5.50 | % | 1/1/2040 | 23,894 | | | 24,882 | |
| Fgold 30Yr Giant | 4.00 | % | 12/1/2040 | 58,904 | | | 57,498 | |
| Fgold 30Yr Giant | 4.00 | % | 12/1/2040 | 68,140 | | | 66,514 | |
| Fgold 30Yr Giant | 4.00 | % | 2/1/2041 | 131,982 | | | 128,832 | |
| Fgold 30Yr Giant | 4.50 | % | 4/1/2041 | 174,532 | | | 175,498 | |
| Fgold 30Yr Giant | 3.00 | % | 6/1/2042 | 83,199 | | | 76,096 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fgold 30Yr Giant | 3.50 | % | 9/1/2042 | 133,260 | | | 127,029 | |
| Fgold 15Yr Giant | 3.00 | % | 1/1/2032 | 146,041 | | | 140,144 | |
| Fgold 15Yr Giant | 2.00 | % | 1/1/2032 | 88,400 | | | 82,534 | |
| Fgold 30Yr Giant | 3.50 | % | 7/1/2047 | 156,526 | | | 146,569 | |
| Fgold 30Yr Giant | 4.00 | % | 8/1/2047 | 77,977 | | | 75,494 | |
| Fgold 30Yr Giant | 4.50 | % | 8/1/2047 | 85,201 | | | 84,547 | |
| Fgold 30Yr Giant | 3.50 | % | 10/1/2047 | 79,986 | | | 74,898 | |
| Fgold 30Yr Giant | 3.50 | % | 1/1/2048 | 94,239 | | | 88,244 | |
| Fgold 30Yr Giant | 5.50 | % | 6/1/2038 | 112,750 | | | 117,413 | |
| Fgold 30Yr Giant | 4.50 | % | 10/1/2039 | 96,990 | | | 97,163 | |
| Fgold 30Yr Giant | 4.50 | % | 11/1/2039 | 18,954 | | | 18,988 | |
| Fgold 30Yr Giant | 3.50 | % | 5/1/2045 | 218,680 | | | 205,691 | |
| Fgold 30Yr Giant | 4.00 | % | 11/1/2045 | 135,894 | | | 131,831 | |
| Fgold 30Yr Giant | 3.50 | % | 12/1/2045 | 338,108 | | | 318,025 | |
| Fgold 30Yr Giant | 4.00 | % | 12/1/2046 | 109,234 | | | 105,789 | |
| Fgold 30Yr Giant | 3.00 | % | 1/1/2047 | 205,743 | | | 186,642 | |
| Fgold 30Yr Giant | 3.00 | % | 2/1/2047 | 454,066 | | | 411,911 | |
| Fgold 15Yr Giant | 2.50 | % | 12/1/2031 | 62,361 | | | 58,933 | |
| Fgold 20Yr | 3.00 | % | 1/1/2037 | 74,857 | | | 70,495 | |
| Fgold 20Yr | 3.50 | % | 11/1/2037 | 59,845 | | | 57,594 | |
| Fgold 20Yr | 3.00 | % | 12/1/2037 | 53,423 | | | 50,265 | |
| Fgold 15Yr | 4.00 | % | 6/1/2026 | 14,196 | | | 14,047 | |
| Fgold 15Yr | 4.00 | % | 7/1/2026 | 15,106 | | | 14,933 | |
| Fgold 30Yr | 3.00 | % | 12/1/2042 | 175,406 | | | 160,431 | |
| Fgold 30Yr | 3.00 | % | 10/1/2042 | 102,660 | | | 93,896 | |
| Fgold 30Yr | 3.00 | % | 1/1/2043 | 302,472 | | | 276,650 | |
| Fgold 30Yr | 4.00 | % | 11/1/2040 | 52,228 | | | 50,982 | |
| Fgold 30Yr | 4.00 | % | 12/1/2040 | 161,504 | | | 157,724 | |
| Fgold 15Yr | 2.50 | % | 8/1/2028 | 41,499 | | | 39,948 | |
| Fgold 15Yr | 3.00 | % | 8/1/2029 | 65,698 | | | 63,561 | |
| Fgold 15Yr | 2.50 | % | 4/1/2031 | 84,028 | | | 79,792 | |
| Fgold 15Yr | 2.50 | % | 7/1/2031 | 65,820 | | | 62,484 | |
| Fhlmc 30Yr Umbs Mirror | 2.50 | % | 10/1/2046 | 53,157 | | | 46,614 | |
| Fhlmc 30Yr Umbs Mirror | 4.00 | % | 7/1/2048 | 14,875 | | | 14,351 | |
| Fhlmc 30Yr Umbs Mirror | 4.50 | % | 12/1/2048 | 104,393 | | | 103,302 | |
| Fhlmc 15Yr Umbs Super | 1.50 | % | 9/1/2036 | 537,357 | | | 469,711 | |
| Fhlmc 15Yr Umbs Super | 1.50 | % | 1/1/2037 | 104,649 | | | 91,475 | |
| Fhlmc 15Yr Umbs Super | 4.00 | % | 11/1/2037 | 516,898 | | | 508,618 | |
| Fhlmc 30Yr Umbs Super | 3.00 | % | 2/1/2050 | 934,878 | | | 839,743 | |
| Fhlmc 30Yr Umbs Super | 2.00 | % | 9/1/2050 | 380,119 | | | 313,433 | |
| Fhlmc 30Yr Umbs Super | 2.00 | % | 2/1/2051 | 919,680 | | | 756,908 | |
| Fhlmc 30Yr Umbs Super | 1.50 | % | 11/1/2050 | 370,439 | | | 289,981 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fhlmc 30Yr Umbs Super | 2.00 | % | 12/1/2050 | 1,502,926 | | | 1,237,861 | |
| Fhlmc 30Yr Umbs Super | 2.00 | % | 3/1/2051 | 415,216 | | | 341,129 | |
| Fhlmc 30Yr Umbs Super | 2.00 | % | 4/1/2051 | 400,325 | | | 328,803 | |
| Fhlmc 30Yr Umbs Super | 2.50 | % | 4/1/2051 | 1,543,536 | | | 1,324,036 | |
| Fhlmc 30Yr Umbs Super | 2.00 | % | 5/1/2051 | 442,965 | | | 363,721 | |
| Fhlmc 30Yr Umbs Super | 2.50 | % | 9/1/2051 | 447,055 | | | 382,926 | |
| Fhlmc 30Yr Umbs Super | 5.50 | % | 11/1/2052 | 1,549,022 | | | 1,565,371 | |
| Fhlmc 30Yr Umbs Super | 6.00 | % | 4/1/2053 | 498,488 | | | 508,745 | |
| Fgold 30Yr | 5.00 | % | 8/1/2041 | 137,738 | | | 141,005 | |
| Fgold 30Yr | 5.00 | % | 7/1/2041 | 13,780 | | | 14,107 | |
| Fhlmc Gold 30Yr | 2.50 | % | 1/1/2043 | 133,007 | | | 118,107 | |
| Fhlmc Gold 30Yr | 3.00 | % | 2/1/2043 | 244,055 | | | 223,241 | |
| Fhlmc Gold 30Yr | 3.50 | % | 9/1/2043 | 188,868 | | | 178,381 | |
| Fhlmc Gold 15Yr Cash Issuance | 3.00 | % | 6/1/2029 | 109,440 | | | 105,941 | |
| Fhlmc Gold 15Yr Cash Issuance | 3.00 | % | 6/1/2029 | 164,812 | | | 159,522 | |
| Fhlmc Gold 30Yr | 3.50 | % | 12/1/2046 | 80,207 | | | 75,619 | |
| Fhlmc Gold 30Yr | 4.50 | % | 7/1/2047 | 44,962 | | | 44,616 | |
| Fhlmc Gold 30Yr | 4.00 | % | 1/1/2048 | 138,652 | | | 134,238 | |
| Fhlmc 30Yr Umbs | 3.00 | % | 1/1/2050 | 189,940 | | | 170,611 | |
| Fhlmc 30Yr Umbs | 2.50 | % | 10/1/2051 | 1,861,837 | | | 1,610,545 | |
| Fhlmc 20Yr Umbs | 2.00 | % | 6/1/2040 | 339,992 | | | 294,010 | |
| Fhlmc 20Yr Umbs | 4.50 | % | 10/1/2042 | 292,903 | | | 289,578 | |
| Fnma 30Yr | 5.50 | % | 5/1/2037 | 26,588 | | | 27,595 | |
| Fnma 30Yr | 5.50 | % | 6/1/2033 | 34,999 | | | 35,939 | |
| Fnma 30Yr | 5.50 | % | 10/1/2033 | 44,058 | | | 45,241 | |
| Fnma 30Yr | 4.00 | % | 12/1/2040 | 95,903 | | | 93,508 | |
| Fnma 30Yr | 4.00 | % | 1/1/2041 | 116,271 | | | 113,368 | |
| Fnma 30Yr | 4.50 | % | 2/1/2041 | 259,402 | | | 260,540 | |
| Fnma 30Yr | 4.00 | % | 2/1/2041 | 53,204 | | | 51,826 | |
| Fnma 30Yr | 4.00 | % | 1/1/2042 | 141,299 | | | 137,615 | |
| Fnma 30Yr | 3.00 | % | 10/1/2043 | 21,145 | | | 19,358 | |
| Fnma 30Yr | 5.00 | % | 12/1/2034 | 83,236 | | | 84,409 | |
| Fnma 15Yr | 3.00 | % | 5/1/2027 | 69,071 | | | 67,324 | |
| Fnma 30Yr | 4.50 | % | 5/1/2039 | 30,288 | | | 30,421 | |
| Fnma 30Yr | 3.50 | % | 8/1/2042 | 222,718 | | | 212,066 | |
| Fnma 30Yr | 3.50 | % | 5/1/2042 | 368,171 | | | 348,212 | |
| Fnma 30Yr | 3.00 | % | 12/1/2042 | 130,696 | | | 119,415 | |
| Fnma 30Yr | 3.00 | % | 1/1/2043 | 244,409 | | | 223,288 | |
| Fnma 30Yr | 3.00 | % | 2/1/2043 | 312,300 | | | 285,915 | |
| Fnma 30Yr | 3.00 | % | 7/1/2043 | 135,008 | | | 123,601 | |
| Fnma 30Yr | 3.50 | % | 3/1/2043 | 205,085 | | | 195,450 | |
| Fnma 30Yr | 3.00 | % | 10/1/2043 | 66,872 | | | 61,223 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fnma 15Yr | 3.00 | % | 8/1/2028 | 73,924 | | | 71,670 | |
| Fnma 30Yr | 4.00 | % | 9/1/2044 | 87,808 | | | 85,211 | |
| Fnma 30Yr | 4.00 | % | 7/1/2045 | 73,483 | | | 71,208 | |
| Fnma 30Yr | 3.50 | % | 5/1/2045 | 230,334 | | | 217,550 | |
| Fnma 30Yr | 3.50 | % | 6/1/2045 | 291,491 | | | 273,856 | |
| Fnma 15Yr | 3.00 | % | 12/1/2030 | 61,662 | | | 59,255 | |
| Fnma 30Yr | 4.00 | % | 12/1/2045 | 114,481 | | | 110,936 | |
| Fnma 30Yr | 3.50 | % | 4/1/2046 | 122,764 | | | 115,219 | |
| Fnma 30Yr | 4.00 | % | 7/1/2046 | 26,202 | | | 25,347 | |
| Fnma 15Yr | 2.00 | % | 8/1/2031 | 102,215 | | | 95,358 | |
| Fnma 30Yr | 2.50 | % | 9/1/2046 | 162,419 | | | 142,427 | |
| Fnma 20Yr | 3.00 | % | 11/1/2036 | 183,694 | | | 172,806 | |
| Fnma 30Yr | 3.00 | % | 11/1/2046 | 179,538 | | | 162,678 | |
| Fnma 30Yr | 3.00 | % | 12/1/2046 | 52,324 | | | 47,410 | |
| Fnma 30Yr | 3.50 | % | 12/1/2046 | 226,552 | | | 212,619 | |
| Fnma 30Yr | 3.00 | % | 1/1/2047 | 566,077 | | | 512,917 | |
| Fnma 30Yr | 4.00 | % | 2/1/2047 | 220,418 | | | 213,225 | |
| Fnma 15Yr | 2.50 | % | 7/1/2028 | 44,583 | | | 42,983 | |
| Fnma 30Yr | 3.00 | % | 9/1/2043 | 49,677 | | | 45,480 | |
| Fnma 15Yr | 2.50 | % | 8/1/2028 | 53,440 | | | 51,342 | |
| Fnma 15Yr | 2.50 | % | 8/1/2028 | 5,168 | | | 4,959 | |
| Fnma 15Yr | 3.00 | % | 11/1/2028 | 43,053 | | | 41,742 | |
| Fnma 30Yr | 4.00 | % | 10/1/2043 | 39,646 | | | 38,523 | |
| Fnma 15Yr | 2.50 | % | 2/1/2029 | 29,146 | | | 27,927 | |
| Fnma 15Yr | 2.50 | % | 7/1/2030 | 39,149 | | | 37,180 | |
| Fnma 30Yr | 5.50 | % | 4/1/2034 | 38,814 | | | 39,857 | |
| Fnma 30Yr | 5.00 | % | 4/1/2034 | 176,563 | | | 178,811 | |
| Fnma 30Yr | 5.50 | % | 9/1/2034 | 37,622 | | | 38,740 | |
| Fnma 30Yr | 5.00 | % | 7/1/2035 | 53,457 | | | 54,210 | |
| Fnma 30Yr | 5.50 | % | 2/1/2035 | 63,638 | | | 65,348 | |
| Fnma 30Yr | 3.00 | % | 10/1/2046 | 275,230 | | | 249,383 | |
| Fnma 30Yr | 3.50 | % | 9/1/2047 | 158,965 | | | 149,818 | |
| Fnma 15Yr | 3.50 | % | 12/1/2030 | 30,622 | | | 29,780 | |
| Fnma 30Yr | 4.00 | % | 1/1/2048 | 92,088 | | | 89,056 | |
| Fnma 30Yr | 4.50 | % | 11/1/2048 | 59,302 | | | 58,682 | |
| Fnma 30Yr Umbs | 3.00 | % | 2/1/2050 | 235,672 | | | 211,503 | |
| Fnma 30Yr Umbs | 3.00 | % | 6/1/2050 | 281,443 | | | 252,231 | |
| Fnma 30Yr Umbs | 2.50 | % | 8/1/2050 | 1,304,670 | | | 1,121,475 | |
| Fnma 30Yr Umbs | 2.00 | % | 12/1/2050 | 297,819 | | | 247,865 | |
| Fnma 30Yr | 3.50 | % | 8/1/2048 | 64,903 | | | 60,669 | |
| Fnma 30Yr Umbs Super | 3.50 | % | 11/1/2048 | 289,076 | | | 270,385 | |
| Fnma 30Yr Umbs Super | 2.50 | % | 4/1/2051 | 658,062 | | | 570,494 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fnma 30Yr Umbs Super | 3.00 | % | 7/1/2050 | 350,099 | | | 315,240 | |
| Fnma 30Yr Umbs Super | 3.00 | % | 3/1/2052 | 830,588 | | | 745,022 | |
| Fnma 30Yr Umbs Super | 2.50 | % | 5/1/2052 | 441,877 | | | 381,153 | |
| Fnma 30Yr | 6.50 | % | 12/1/2037 | 25,169 | | | 26,893 | |
| Fnma 30Yr | 6.00 | % | 5/1/2038 | 109,364 | | | 115,652 | |
| Fnma 30Yr | 4.00 | % | 9/1/2040 | 55,812 | | | 54,418 | |
| Fnma 30Yr | 5.50 | % | 3/1/2038 | 43,344 | | | 45,079 | |
| Fnma 30Yr | 4.00 | % | 3/1/2039 | 18,227 | | | 17,795 | |
| Fnma 30Yr | 4.50 | % | 2/1/2041 | 246,554 | | | 247,636 | |
| Fnma 30Yr | 4.50 | % | 3/1/2041 | 78,356 | | | 78,749 | |
| Fnma 30Yr | 3.50 | % | 5/1/2042 | 211,955 | | | 201,922 | |
| Fnma 30Yr | 3.50 | % | 9/1/2042 | 82,279 | | | 77,812 | |
| Fnma 30Yr | 3.50 | % | 6/1/2042 | 780,568 | | | 738,257 | |
| Fnma 30Yr | 3.00 | % | 10/1/2042 | 113,481 | | | 103,664 | |
| Fnma 30Yr | 3.50 | % | 11/1/2042 | 281,045 | | | 265,786 | |
| Fnma 30Yr | 3.00 | % | 12/1/2042 | 220,048 | | | 201,021 | |
| Fnma 30Yr | 3.00 | % | 1/1/2043 | 61,308 | | | 56,013 | |
| Fnma 30Yr | 3.00 | % | 1/1/2043 | 178,909 | | | 163,455 | |
| Fnma 30Yr | 3.00 | % | 1/1/2043 | 192,828 | | | 176,154 | |
| Fnma 30Yr | 3.00 | % | 3/1/2043 | 295,839 | | | 270,896 | |
| Fnma 30Yr | 4.50 | % | 9/1/2039 | 30,611 | | | 30,631 | |
| Fnma 20Yr | 4.50 | % | 6/1/2031 | 51,242 | | | 50,953 | |
| Fnma 30Yr | 3.50 | % | 1/1/2046 | 95,200 | | | 89,440 | |
| Fnma 30Yr | 4.50 | % | 12/1/2048 | 37,487 | | | 37,095 | |
| Fnma 30Yr | 3.00 | % | 11/1/2046 | 168,782 | | | 152,931 | |
| Fnma 30Yr | 3.00 | % | 1/1/2047 | 215,218 | | | 195,007 | |
| Fnma 30Yr | 3.50 | % | 8/1/2047 | 113,684 | | | 106,334 | |
| Fnma 30Yr | 4.00 | % | 10/1/2047 | 351,605 | | | 340,026 | |
| Fnma 30Yr | 3.50 | % | 11/1/2047 | 284,580 | | | 266,180 | |
| Fnma 30Yr | 4.50 | % | 3/1/2048 | 52,569 | | | 52,106 | |
| Fnma 30Yr | 4.00 | % | 2/1/2048 | 78,752 | | | 76,159 | |
| Fnma 30Yr | 4.00 | % | 4/1/2048 | 159,769 | | | 154,140 | |
| Fnma 15Yr | 3.50 | % | 3/1/2033 | 43,696 | | | 42,516 | |
| Fnma 15Yr | 3.50 | % | 5/1/2033 | 104,891 | | | 102,058 | |
| Fnma 15Yr Umbs | 2.00 | % | 7/1/2036 | 225,124 | | | 202,661 | |
| Fnma 30Yr Umbs | 2.50 | % | 11/1/2051 | 1,805,068 | | | 1,545,243 | |
| Fnma 30Yr Umbs | 3.00 | % | 11/1/2051 | 429,075 | | | 381,289 | |
| Fnma 20Yr Umbs | 2.00 | % | 8/1/2040 | 387,573 | | | 334,721 | |
| Fnma 30Yr Umbs | 1.50 | % | 9/1/2050 | 825,882 | | | 646,822 | |
| Fnma 30Yr Umbs | 2.00 | % | 9/1/2050 | 789,232 | | | 650,772 | |
| Fnma 30Yr Umbs | 2.50 | % | 9/1/2050 | 1,146,961 | | | 985,910 | |
| Fnma 30Yr Umbs | 1.50 | % | 10/1/2050 | 70,592 | | | 55,273 | |
*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
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fnma 30Yr Umbs | 2.00 | % | 10/1/2050 | 729,040 | | | 600,914 | |
| Fnma 30Yr Umbs | 2.50 | % | 10/1/2050 | 1,908,014 | | | 1,639,628 | |
| Fnma 30Yr Umbs | 2.00 | % | 11/1/2050 | 1,936,040 | | | 1,595,188 | |
| Fnma 20Yr Umbs | 2.00 | % | 1/1/2041 | 1,116,688 | | | 962,760 | |
| Fnma 30Yr Umbs | 1.50 | % | 1/1/2051 | 845,095 | | | 661,219 | |
| Fnma 30Yr Umbs | 2.00 | % | 1/1/2051 | 378,841 | | | 311,909 | |
| Fnma 30Yr Umbs | 1.50 | % | 12/1/2050 | 2,104,394 | | | 1,646,926 | |
| Fnma 30Yr Umbs | 2.00 | % | 2/1/2051 | 1,647,537 | | | 1,355,945 | |
| Fnma 30Yr Umbs | 2.00 | % | 3/1/2051 | 828,714 | | | 680,848 | |
| Fnma 15Yr Umbs | 2.00 | % | 5/1/2036 | 705,515 | | | 635,499 | |
| Fnma 20Yr Umbs | 2.00 | % | 5/1/2041 | 2,492,068 | | | 2,150,034 | |
| Fnma 20Yr Umbs | 2.50 | % | 5/1/2041 | 781,227 | | | 695,487 | |
| Fnma 30Yr Umbs | 2.50 | % | 4/1/2051 | 1,774,333 | | | 1,522,013 | |
| Fnma 30Yr Umbs | 2.00 | % | 5/1/2051 | 1,372,356 | | | 1,126,849 | |
| Fnma 15Yr Umbs | 2.50 | % | 6/1/2036 | 433,965 | | | 401,505 | |
| Fnma 30Yr Umbs | 5.00 | % | 7/1/2052 | 451,623 | | | 448,943 | |
| Fnma 15Yr Umbs | 4.00 | % | 7/1/2037 | 325,299 | | | 320,353 | |
| Fnma 30Yr Umbs | 5.50 | % | 11/1/2052 | 691,440 | | | 698,738 | |
| Fnma 30Yr Umbs | 6.00 | % | 12/1/2052 | 458,459 | | | 469,000 | |
| Fnma 15Yr Umbs | 5.50 | % | 1/1/2038 | 238,068 | | | 242,419 | |
| Fnma 30Yr | 4.00 | % | 7/1/2040 | 28,855 | | | 28,171 | |
| Fnma 30Yr | 3.50 | % | 6/1/2039 | 58,054 | | | 54,837 | |
| Fnma 30Yr | 4.00 | % | 10/1/2040 | 22,678 | | | 22,112 | |
| Gnma 30Yr | 3.50 | % | 1/15/2042 | 117,991 | | | 112,396 | |
| Gnma 30Yr | 3.00 | % | 11/15/2042 | 182,600 | | | 168,619 | |
| Gnma2 30Yr | 4.00 | % | 4/20/2042 | 35,993 | | | 35,263 | |
| Gnma2 30Yr | 3.00 | % | 8/20/2042 | 68,765 | | | 63,612 | |
| Gnma2 30Yr | 3.50 | % | 8/20/2042 | 205,313 | | | 195,645 | |
| Gnma2 30Yr | 3.00 | % | 9/20/2042 | 142,915 | | | 132,206 | |
| Gnma2 30Yr | 3.50 | % | 9/20/2042 | 166,571 | | | 158,728 | |
| Gnma2 30Yr | 3.50 | % | 10/20/2042 | 165,821 | | | 158,013 | |
| Gnma2 30Yr | 3.00 | % | 12/20/2042 | 73,197 | | | 67,713 | |
| Gnma2 30Yr | 3.00 | % | 1/20/2043 | 101,409 | | | 93,810 | |
| Gnma2 30Yr | 3.50 | % | 5/20/2043 | 212,935 | | | 202,897 | |
| Gnma2 30Yr | 4.50 | % | 6/20/2044 | 109,206 | | | 109,126 | |
| Gnma2 30Yr | 3.50 | % | 10/20/2044 | 170,225 | | | 162,037 | |
| Gnma2 30Yr | 4.00 | % | 10/20/2044 | 127,636 | | | 124,852 | |
| Gnma2 30Yr | 3.00 | % | 12/20/2044 | 39,916 | | | 36,941 | |
| Gnma2 30Yr | 3.50 | % | 4/20/2046 | 112,745 | | | 106,744 | |
| Gnma2 30Yr | 3.50 | % | 4/20/2045 | 194,544 | | | 184,425 | |
| Gnma2 30Yr | 3.50 | % | 6/20/2045 | 78,492 | | | 74,409 | |
| Gnma2 30Yr | 3.00 | % | 8/20/2045 | 100,204 | | | 92,420 | |
| Gnma2 30Yr | 3.00 | % | 9/20/2045 | 95,645 | | | 88,215 | |
| Gnma2 30Yr | 4.00 | % | 12/20/2045 | 209,120 | | | 204,190 | |
| Gnma2 30Yr | 3.00 | % | 5/20/2046 | 132,121 | | | 121,817 | |
| Gnma2 30Yr | 4.00 | % | 5/20/2046 | 101,516 | | | 99,122 | |
*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
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Gnma2 30Yr | 3.00 | % | 7/20/2046 | 301,180 | | | 277,692 | |
| Gnma2 30Yr | 3.50 | % | 7/20/2046 | 86,515 | | | 81,910 | |
| Gnma2 30Yr | 3.50 | % | 8/20/2046 | 98,866 | | | 93,604 | |
| Gnma2 30Yr | 3.50 | % | 9/20/2046 | 102,737 | | | 97,495 | |
| Gnma2 30Yr | 3.00 | % | 10/20/2046 | 255,547 | | | 235,618 | |
| Gnma2 30Yr | 4.00 | % | 10/20/2046 | 40,300 | | | 39,161 | |
| Gnma2 30Yr | 3.50 | % | 11/20/2046 | 32,418 | | | 30,693 | |
| Gnma2 30Yr | 4.00 | % | 11/20/2046 | 48,042 | | | 46,684 | |
| Gnma2 30Yr | 2.50 | % | 12/20/2046 | 67,518 | | | 60,075 | |
| Gnma2 30Yr | 3.50 | % | 12/20/2046 | 355,276 | | | 336,367 | |
| Gnma2 30Yr | 4.00 | % | 3/20/2047 | 97,765 | | | 95,002 | |
| Gnma2 30Yr | 3.50 | % | 8/20/2048 | 58,156 | | | 55,068 | |
| Gnma2 30Yr | 3.50 | % | 7/20/2047 | 129,104 | | | 122,133 | |
| Gnma2 30Yr | 4.00 | % | 8/20/2047 | 125,460 | | | 121,677 | |
| Gnma2 30Yr | 3.50 | % | 8/20/2047 | 89,523 | | | 84,689 | |
| Gnma2 30Yr | 4.00 | % | 9/20/2047 | 145,651 | | | 141,259 | |
| Gnma2 30Yr | 3.50 | % | 11/20/2047 | 240,817 | | | 227,814 | |
| Gnma2 30Yr | 4.00 | % | 12/20/2047 | 61,999 | | | 60,129 | |
| Gnma2 30Yr | 3.00 | % | 1/20/2048 | 116,132 | | | 106,943 | |
| Gnma2 30Yr | 4.00 | % | 1/20/2048 | 89,401 | | | 86,705 | |
| Gnma2 30Yr | 4.50 | % | 1/20/2048 | 58,457 | | | 58,014 | |
| Gnma2 30Yr | 4.50 | % | 2/20/2048 | 55,265 | | | 54,846 | |
| Gnma2 30Yr | 3.00 | % | 10/20/2049 | 41,484 | | | 37,941 | |
| Gnma2 30Yr | 3.50 | % | 12/20/2048 | 131,934 | | | 124,701 | |
| Gnma2 30Yr | 3.00 | % | 7/20/2049 | 132,065 | | | 120,972 | |
| Gnma2 30Yr | 3.00 | % | 9/20/2049 | 147,992 | | | 135,823 | |
| Gnma 30Yr | 3.00 | % | 12/20/2049 | 180,028 | | | 164,555 | |
| Gnma2 30Yr | 3.50 | % | 12/20/2049 | 93,060 | | | 87,726 | |
| Gnma2 30Yr | 2.00 | % | 3/20/2051 | 356,994 | | | 303,142 | |
| Gnma2 30Yr | 2.50 | % | 3/20/2051 | 1,984,523 | | | 1,747,604 | |
| Gnma2 30Yr | 2.50 | % | 5/20/2051 | 1,021,888 | | | 898,734 | |
| Gnma2 30Yr | 3.00 | % | 6/20/2051 | 280,751 | | | 255,659 | |
| Gnma2 30Yr | 2.00 | % | 7/20/2051 | 408,933 | | | 346,992 | |
| Gnma2 30Yr | 3.00 | % | 7/20/2051 | 954,449 | | | 868,848 | |
| Gnma2 30Yr | 2.50 | % | 8/20/2051 | 457,279 | | | 401,569 | |
| Gnma2 30Yr | 2.00 | % | 9/20/2051 | 1,009,119 | | | 855,957 | |
| Gnma2 30Yr | 4.50 | % | 7/20/2052 | 588,484 | | | 576,819 | |
| Gnma2 30Yr | 4.50 | % | 8/20/2052 | 475,089 | | | 466,346 | |
| Gnma 30Yr | 3.50 | % | 5/15/2043 | 61,509 | | | 58,583 | |
| Gnma 30Yr | 3.00 | % | 3/15/2043 | 84,275 | | | 77,828 | |
| Gnma2 15Yr | 3.00 | % | 3/20/2027 | 16,698 | | | 16,339 | |
| Gnma2 30Yr | 5.00 | % | 8/20/2039 | 22,448 | | | 22,939 | |
| Gnma2 30Yr | 4.50 | % | 5/20/2040 | 87,315 | | | 87,704 | |
| Gnma2 30Yr | 4.50 | % | 7/20/2040 | 55,096 | | | 55,342 | |
| Gnma2 30Yr | 4.00 | % | 9/20/2040 | 64,999 | | | 63,705 | |
| Gnma2 30Yr | 4.00 | % | 10/20/2040 | 103,131 | | | 101,078 | |
| Gnma2 30Yr | 4.50 | % | 10/20/2040 | 64,202 | | | 64,489 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Gnma2 30Yr | 4.50 | % | 12/20/2040 | 94,360 | | | 94,781 | |
| Gnma2 30Yr | 4.00 | % | 2/20/2041 | 23,056 | | | 22,597 | |
| Gnma2 30Yr | 4.00 | % | 1/20/2041 | 42,199 | | | 41,359 | |
| Gnma2 30Yr | 4.00 | % | 3/20/2041 | 67,654 | | | 66,302 | |
| Gnma2 30Yr | 5.00 | % | 4/20/2041 | 80,581 | | | 82,328 | |
| Gnma2 30Yr | 4.50 | % | 8/20/2041 | 81,355 | | | 81,597 | |
| Gnma2 30Yr | 4.50 | % | 7/20/2041 | 26,571 | | | 26,650 | |
| Gnma 30Yr | 4.50 | % | 11/15/2039 | 36,619 | | | 36,779 | |
| Gnma 30Yr | 4.50 | % | 4/15/2040 | 82,006 | | | 82,350 | |
| Gnma 30Yr | 5.00 | % | 5/15/2035 | 30,955 | | | 31,578 | |
| Gnma 30Yr Platinum | 5.00 | % | 7/15/2039 | 42,469 | | | 43,443 | |
| Gnma 30Yr | 5.50 | % | 4/15/2038 | 13,721 | | | 14,168 | |
| Gnma 30Yr | 5.50 | % | 6/15/2038 | 72,532 | | | 75,394 | |
| Umbs 30Yr Tba(Reg A) | 5.00 | % | 1/16/2024 | 499,072 | | | 494,962 | |
| Chait_23-A2 | 5.08 | % | 9/15/2030 | 499,072 | | | 511,731 | |
| Bbcms_20-C8 | 1.62 | % | 10/15/2053 | 848,422 | | | 737,453 | |
| Bank_21-Bn37 | 2.37 | % | 11/15/2064 | 598,886 | | | 496,308 | |
| Bank_19-Bn22 | 2.73 | % | 11/15/2062 | 474,118 | | | 418,674 | |
| Bank_21-Bn31 | 1.77 | % | 2/15/2054 | 998,143 | | | 815,023 | |
| Bbcms_19-C4 | 2.66 | % | 8/15/2052 | 598,886 | | | 544,760 | |
| Bmark_20-B17 | 2.04 | % | 3/15/2053 | 1,197,772 | | | 992,837 | |
| Bmark_20-B18 | 1.67 | % | 7/15/2053 | 698,700 | | | 571,261 | |
| Comm_15-Pc1 | 3.62 | % | 7/10/2050 | 128,462 | | | 126,830 | |
| Comm_15-Cr25 | 3.51 | % | 8/10/2048 | 458,135 | | | 445,928 | |
| Comm_16-Dc2 | 3.50 | % | 2/10/2049 | 482,317 | | | 467,702 | |
| Comm_16-Dc2 | 3.77 | % | 2/10/2049 | 698,700 | | | 675,702 | |
| Csail_15-C3 | 3.45 | % | 8/15/2048 | 432,587 | | | 423,729 | |
| Csail_16-C5 | 3.76 | % | 11/15/2048 | 369,313 | | | 357,561 | |
| Csail_16-C7 | 3.21 | % | 11/15/2049 | 481,834 | | | 461,317 | |
| Dbjpm_17-C6 | 3.27 | % | 6/10/2050 | 141,510 | | | 138,360 | |
| Cgcmt_15-Gc33 | 3.52 | % | 9/10/2058 | 200,399 | | | 194,705 | |
| Jpmbb_15-C30 | 3.55 | % | 7/15/2048 | 508,220 | | | 490,261 | |
| Jpmcc_19-Cor4 | 3.76 | % | 3/10/2052 | 798,515 | | | 754,363 | |
| Msbam_15-C23 | 3.45 | % | 7/15/2050 | 954,294 | | | 930,761 | |
| Msbam_15-C24 | 3.73 | % | 5/15/2048 | 998,143 | | | 968,941 | |
| Msbam_15-C25 | 3.37 | % | 10/15/2048 | 698,700 | | | 677,970 | |
| Ubscm_18-C8 | 3.72 | % | 2/15/2051 | 798,697 | | | 759,369 | |
| Ubscm_19-C17 | 2.67 | % | 10/15/2052 | 249,536 | | | 219,436 | |
| Ubscm_18-C13 | 4.07 | % | 10/15/2051 | 753,761 | | | 732,210 | |
| Wfcm_16-C37 | 3.79 | % | 12/15/2049 | 603,877 | | | 580,401 | |
| Elevance Hlth Inc | 3.65 | % | 12/1/2027 | 94,824 | | | 92,226 | |
| Elevance Hlth Inc | 4.10 | % | 3/1/2028 | 119,777 | | | 119,576 | |
| Elevance Hlth Inc | 2.25 | % | 5/15/2030 | 194,638 | | | 169,382 | |
| Arch Cap Fin Llc | 4.01 | % | 12/15/2026 | 24,954 | | | 24,290 | |
| Banco Santander Sa | 3.80 | % | 2/23/2028 | 399,257 | | | 382,569 | |
| Bank Of Amer Corp | 4.00 | % | 1/22/2025 | 179,666 | | | 180,406 | |
| Bank Of Amer Corp | 3.95 | % | 4/21/2025 | 409,239 | | | 405,580 | |
*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
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Bank Of Amer Corp | 3.97 | % | 3/5/2029 | 259,517 | | | 251,336 | |
| Bank Of Amer Corp | 3.97 | % | 2/7/2030 | 249,536 | | | 240,732 | |
| Bank Of Amer Corp | 2.50 | % | 2/13/2031 | 1,023,097 | | | 889,485 | |
| Bank Of Amer Corp | 2.69 | % | 4/22/2032 | 99,814 | | | 84,865 | |
| * | Bank of NY Mellon Corp | 1.60 | % | 4/24/2025 | 89,833 | | | 86,498 | |
| Barclays Plc | 2.28 | % | 11/24/2027 | 374,304 | | | 344,445 | |
| Broadstone Net Lease Inc | 2.60 | % | 9/15/2031 | 194,638 | | | 152,755 | |
| Corebridge Finl Inc | 3.90 | % | 4/5/2032 | 379,294 | | | 347,226 | |
| Cubesmart Lp | 2.25 | % | 12/15/2028 | 84,842 | | | 74,947 | |
| Deutsche Bk Ny | 6.72 | % | 1/18/2029 | 164,694 | | | 177,721 | |
| Deutsche Bk Ny | 6.82 | % | 11/20/2029 | 299,443 | | | 317,649 | |
| Fairfax Finl Hldgs Ltd | 5.63 | % | 8/16/2032 | 164,694 | | | 168,374 | |
| Goldman Sachs Grp Inc | 1.99 | % | 1/27/2032 | 314,415 | | | 257,468 | |
| Goldman Sachs Grp Inc | 2.62 | % | 4/22/2032 | 154,712 | | | 130,751 | |
| Goldman Sachs Grp Inc | 1.54 | % | 9/10/2027 | 469,127 | | | 427,937 | |
| Hsbc Hldgs Plc | 4.58 | % | 6/19/2029 | 364,322 | | | 354,313 | |
| Healthpeak Op Llc | 3.00 | % | 1/15/2030 | 119,777 | | | 108,453 | |
| Huntington Bancshares Inc | 6.21 | % | 8/21/2029 | 349,350 | | | 368,115 | |
| Jpmorgan Chase & Co | 3.51 | % | 1/23/2029 | 1,053,041 | | | 1,014,178 | |
| Jpmorgan Chase & Co | 4.45 | % | 12/5/2029 | 149,721 | | | 147,207 | |
| Jpmorgan Chase & Co | 2.74 | % | 10/15/2030 | 339,369 | | | 303,850 | |
| Jpmorgan Chase & Co | 2.58 | % | 4/22/2032 | 583,914 | | | 497,660 | |
| Kimco Realty Op Llc | 1.90 | % | 3/1/2028 | 299,443 | | | 266,232 | |
| Lincoln Natl Corp | 3.05 | % | 1/15/2030 | 44,916 | | | 40,365 | |
| Lloyds Bkg Grp Plc | 5.87 | % | 3/6/2029 | 199,629 | | | 208,623 | |
| Mitsubishi Ufj Finl Grp | 1.54 | % | 7/20/2027 | 349,350 | | | 321,750 | |
| Mizuho Finl Grp Inc | 5.78 | % | 7/6/2029 | 224,582 | | | 237,618 | |
| Morgan Stanley | 4.43 | % | 1/23/2030 | 583,914 | | | 580,704 | |
| Morgan Stanley | 2.70 | % | 1/22/2031 | 578,923 | | | 514,515 | |
| Morgan Stanley | 1.93 | % | 4/28/2032 | 608,867 | | | 491,437 | |
| Morgan Stanley | 3.88 | % | 1/27/2026 | 279,480 | | | 278,486 | |
| Morgan Stanley | 2.51 | % | 10/20/2032 | 44,916 | | | 37,521 | |
| Morgan Stanley | 5.12 | % | 2/1/2029 | 59,889 | | | 61,474 | |
| Morgan Stanley | 1.59 | % | 5/4/2027 | 94,824 | | | 87,615 | |
| Nomura Hldgs Inc | 2.61 | % | 7/14/2031 | 199,629 | | | 168,329 | |
| Pnc Finl Svcs Grp Inc | 6.62 | % | 10/20/2027 | 524,025 | | | 550,775 | |
| Realty Income Corp | 3.10 | % | 12/15/2029 | 174,675 | | | 160,645 | |
| Royal Bk Of Canada | 1.15 | % | 6/10/2025 | 324,397 | | | 307,874 | |
| Simon Property Grp Lp | 2.25 | % | 1/15/2032 | 54,898 | | | 46,250 | |
| Sumitomo Mitsui Finl Grp Inc | 5.72 | % | 9/14/2028 | 299,443 | | | 315,265 | |
| Truist Finl Corp | 5.87 | % | 6/8/2034 | 64,879 | | | 66,506 | |
| Ubs Grp Ag | 4.55 | % | 4/17/2026 | 274,489 | | | 273,296 | |
| Us Bancorp | 5.84 | % | 6/12/2034 | 99,814 | | | 103,470 | |
| Unitedhealth Grp Inc | 3.75 | % | 7/15/2025 | 289,462 | | | 290,421 | |
| Unum Grp | 4.00 | % | 6/15/2029 | 474,118 | | | 451,007 | |
| Wells Fargo & Co | 3.00 | % | 10/23/2026 | 284,471 | | | 271,793 | |
| Wells Fargo & Co | 2.88 | % | 10/30/2030 | 548,979 | | | 490,989 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Wells Fargo & Co | 2.57 | % | 2/11/2031 | 374,304 | | | 328,004 | |
| Wells Fargo & Co | 3.35 | % | 3/2/2033 | 134,749 | | | 119,164 | |
| Wells Fargo & Co | 4.81 | % | 7/25/2028 | 129,759 | | | 131,611 | |
| Wells Fargo & Co | 5.56 | % | 7/25/2034 | 484,099 | | | 505,580 | |
| Wells Fargo & Co | 6.30 | % | 10/23/2029 | 134,749 | | | 143,818 | |
| At&T Inc | 2.55 | % | 12/1/2033 | 250,534 | | | 204,879 | |
| Abbvie Inc | 3.20 | % | 11/21/2029 | 603,877 | | | 566,945 | |
| Amgen Inc | 5.25 | % | 3/2/2030 | 424,211 | | | 444,124 | |
| Autonation Inc | 1.95 | % | 8/1/2028 | 69,870 | | | 60,746 | |
| Autozone Inc | 3.75 | % | 4/18/2029 | 24,954 | | | 24,052 | |
| Bat Cap Corp | 6.42 | % | 8/2/2033 | 174,675 | | | 187,836 | |
| Bat Cap Corp | 3.56 | % | 8/15/2027 | 15,970 | | | 15,493 | |
| Bat Cap Corp | 4.70 | % | 4/2/2027 | 54,898 | | | 55,025 | |
| Bat Intl Fin Plc | 4.45 | % | 3/16/2028 | 279,480 | | | 278,757 | |
| Berry Global Inc | 1.57 | % | 1/15/2026 | 59,889 | | | 56,128 | |
| Boeing Co | 2.25 | % | 6/15/2026 | 104,805 | | | 98,376 | |
| Boeing Co | 3.10 | % | 5/1/2026 | 29,944 | | | 28,946 | |
| Boeing Co | 2.70 | % | 2/1/2027 | 424,211 | | | 405,168 | |
| Boeing Co | 2.20 | % | 2/4/2026 | 249,536 | | | 238,099 | |
| Broadcom Inc | 4.11 | % | 9/15/2028 | 225,580 | | | 223,378 | |
| Broadcom Inc | 3.42 | % | 4/15/2033 | 315,413 | | | 279,775 | |
| Broadcom Inc | 4.00 | % | 4/15/2029 | 234,564 | | | 228,766 | |
| Cigna Corp | 2.40 | % | 3/15/2030 | 99,814 | | | 88,256 | |
| Cvs Hlth Corp | 4.30 | % | 3/25/2028 | 129,759 | | | 129,183 | |
| Carlisle Cos Inc | 2.20 | % | 3/1/2032 | 189,647 | | | 155,133 | |
| Cenovus Energy Inc | 2.65 | % | 1/15/2032 | 99,814 | | | 83,979 | |
| Charter Comms Operating Llc Cap | 5.05 | % | 3/30/2029 | 314,415 | | | 315,304 | |
| Charter Comms Operating Llc Cap | 2.80 | % | 4/1/2031 | 374,304 | | | 319,107 | |
| Comcast Corp | 4.15 | % | 10/15/2028 | 44,916 | | | 44,733 | |
| Constellation Brands Inc | 3.70 | % | 12/6/2026 | 79,851 | | | 78,071 | |
| Constellation Brands Inc | 4.40 | % | 11/15/2025 | 59,889 | | | 59,550 | |
| Constellation Brands Inc | 2.25 | % | 8/1/2031 | 194,638 | | | 165,679 | |
| Dcp Midstream Operating Lp | 5.13 | % | 5/15/2029 | 99,814 | | | 100,531 | |
| Diamondback Energy Inc | 3.13 | % | 3/24/2031 | 189,647 | | | 170,602 | |
| Discovery Comm Llc | 3.95 | % | 3/20/2028 | 558,960 | | | 538,963 | |
| Energy Transfer Lp | 4.75 | % | 1/15/2026 | 331,384 | | | 336,449 | |
| Enterprise Products Operating Llc | 3.13 | % | 7/31/2029 | 99,814 | | | 94,768 | |
| Equifax Inc | 2.60 | % | 12/1/2024 | 269,499 | | | 262,929 | |
| Fmc Corp | 3.45 | % | 10/1/2029 | 299,443 | | | 276,478 | |
| Fiserv Inc | 3.85 | % | 6/1/2025 | 104,805 | | | 103,275 | |
| Ford Motor Cr Co Llc | 4.00 | % | 11/13/2030 | 499,072 | | | 450,768 | |
| Ford Motor Cr Co Llc | 2.70 | % | 8/10/2026 | 224,582 | | | 210,449 | |
| Freeport Mcmoran Inc | 4.38 | % | 8/1/2028 | 149,721 | | | 146,899 | |
| Glp Cap Lp Glp Fin Ii Inc | 5.38 | % | 4/15/2026 | 174,675 | | | 175,833 | |
| General Motors Fin Co Inc | 3.60 | % | 6/21/2030 | 204,619 | | | 186,472 | |
| Intuit Inc | 1.35 | % | 7/15/2027 | 29,944 | | | 27,211 | |
| Kinross Gold Corp | 4.50 | % | 7/15/2027 | 24,954 | | | 24,935 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Kinross Gold Corp | 6.25 | % | 7/15/2033 | 349,350 | | | 377,501 | |
| Laboratory Corp Of Amer | 3.60 | % | 2/1/2025 | 239,554 | | | 239,091 | |
| Mplx Lp | 4.13 | % | 3/1/2027 | 94,824 | | | 94,200 | |
| Mplx Lp | 4.25 | % | 12/1/2027 | 124,768 | | | 122,437 | |
| Mplx Lp | 2.65 | % | 8/15/2030 | 174,675 | | | 152,833 | |
| Warnermedia Hldgs Inc | 4.28 | % | 3/15/2032 | 274,489 | | | 254,909 | |
| Marriott Intl Inc | 3.13 | % | 6/15/2026 | 149,721 | | | 144,021 | |
| Newmont Corp | 2.80 | % | 10/1/2029 | 429,202 | | | 395,634 | |
| Newmont Corp | 2.25 | % | 10/1/2030 | 164,694 | | | 143,441 | |
| Oneok Inc | 3.40 | % | 9/1/2029 | 89,833 | | | 83,869 | |
| Oneok Inc | 3.10 | % | 3/15/2030 | 519,035 | | | 471,478 | |
| Oneok Inc | 6.35 | % | 1/15/2031 | 424,211 | | | 465,915 | |
| Oracle Corp | 3.25 | % | 11/15/2027 | 199,629 | | | 190,593 | |
| Owens Corning Inc | 3.95 | % | 8/15/2029 | 19,963 | | | 19,354 | |
| Plains All Amern Pipeline Lp | 3.55 | % | 12/15/2029 | 79,851 | | | 73,722 | |
| Southwest Airlines Co | 5.13 | % | 6/15/2027 | 119,777 | | | 120,664 | |
| Energy Transfer Lp | 3.90 | % | 7/15/2026 | 449,164 | | | 444,762 | |
| T Mobile Usa Inc | 3.88 | % | 4/15/2030 | 69,870 | | | 66,862 | |
| Targa Resources Corp | 6.13 | % | 3/15/2033 | 169,684 | | | 182,289 | |
| Teledyne Tech Inc | 2.25 | % | 4/1/2028 | 194,638 | | | 177,491 | |
| Tosco Corp | 8.13 | % | 2/15/2030 | 274,489 | | | 331,889 | |
| Transcontinental Gas Pipe Line Co | 3.25 | % | 5/15/2030 | 419,220 | | | 382,677 | |
| Rtx Corp | 4.13 | % | 11/16/2028 | 89,833 | | | 88,285 | |
| Verizon Comms Inc | 4.02 | % | 12/3/2029 | 47,911 | | | 46,515 | |
| Verizon Comms Inc | 2.36 | % | 3/15/2032 | 80,850 | | | 67,872 | |
| Viatris Inc | 2.70 | % | 6/22/2030 | 509,053 | | | 431,644 | |
| Western Midstream Operating Lp | 4.65 | % | 7/1/2026 | 124,768 | | | 125,601 | |
| Western Midstream Operating Lp | 4.50 | % | 3/1/2028 | 149,721 | | | 147,332 | |
| Westinghouse Air Brake | 3.45 | % | 11/15/2026 | 199,629 | | | 191,906 | |
| Williams Cos Inc | 3.50 | % | 11/15/2030 | 224,582 | | | 207,143 | |
| Williams Cos Inc | 3.75 | % | 6/15/2027 | 149,721 | | | 144,625 | |
| Workday Inc | 3.50 | % | 4/1/2027 | 44,916 | | | 43,837 | |
| Workday Inc | 3.70 | % | 4/1/2029 | 119,777 | | | 116,228 | |
| Yamana Gold Inc | 2.63 | % | 8/15/2031 | 149,721 | | | 128,274 | |
| Aep Texas Inc | 2.10 | % | 7/1/2030 | 434,192 | | | 369,436 | |
| Ameren Illinois Co | 3.80 | % | 5/15/2028 | 169,684 | | | 166,194 | |
| Arizona Pub Svc Co | 2.60 | % | 8/15/2029 | 64,879 | | | 58,671 | |
| Arizona Pub Svc Co | 2.20 | % | 12/15/2031 | 74,861 | | | 61,082 | |
| Arizona Pub Svc Co | 5.55 | % | 8/1/2033 | 334,378 | | | 356,036 | |
| Avangrid Inc | 3.20 | % | 4/15/2025 | 374,304 | | | 366,475 | |
| Centerpoint Energy Inc | 2.95 | % | 3/1/2030 | 149,721 | | | 134,460 | |
| Duke Energy Fl Llc | 1.75 | % | 6/15/2030 | 99,814 | | | 83,532 | |
| Edison Intl | 5.25 | % | 11/15/2028 | 209,610 | | | 212,612 | |
| Entergy Louisiana Llc | 2.40 | % | 10/1/2026 | 99,814 | | | 94,073 | |
| Eversource Energy | 1.65 | % | 8/15/2030 | 54,898 | | | 45,066 | |
| Fortis Inc | 3.06 | % | 10/4/2026 | 40,924 | | | 39,162 | |
| Nextera Energy Cap Hldgs Inc | 6.05 | % | 3/1/2025 | 99,814 | | | 102,746 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Nextera Energy Cap Hldgs Inc | 5.75 | % | 9/1/2025 | 194,638 | | | 200,407 | |
| Peco Energy Co | 4.90 | % | 6/15/2033 | 79,851 | | | 81,398 | |
| Ppl Elec Utilities Corp | 5.00 | % | 5/15/2033 | 149,721 | | | 154,266 | |
| Pacific Gas & Elec Co | 4.55 | % | 7/1/2030 | 199,629 | | | 194,871 | |
| Pacificorp | 2.70 | % | 9/15/2030 | 69,870 | | | 61,061 | |
| Public Svc Elec & Gas Co | 4.65 | % | 3/15/2033 | 184,657 | | | 187,328 | |
| Puget Energy Inc | 4.10 | % | 6/15/2030 | 64,879 | | | 59,742 | |
| Sempra | 3.40 | % | 2/1/2028 | 44,916 | | | 43,511 | |
| Sempra | 3.30 | % | 4/1/2025 | 184,657 | | | 181,668 | |
| System Energy Resources Inc | 6.00 | % | 4/15/2028 | 44,916 | | | 46,486 | |
| Tampa Elec Co | 2.40 | % | 3/15/2031 | 129,759 | | | 110,550 | |
| Tucson Elec Pwr Co | 3.25 | % | 5/15/2032 | 84,842 | | | 75,799 | |
| Xcel Energy Inc | 4.00 | % | 6/15/2028 | 124,768 | | | 122,077 | |
| Hydro Quebec | 8.05 | % | 7/7/2024 | 69,870 | | | 73,485 | |
| Italy Rep Of | 2.38 | % | 10/17/2024 | 399,257 | | | 392,027 | |
| Quebec Province Of | 7.13 | % | 2/9/2024 | 124,768 | | | 128,445 | |
| Advocate Hlth Corp | 2.21 | % | 6/15/2030 | 369,313 | | | 317,666 | |
| Ascension Hlth | 2.53 | % | 11/15/2029 | 119,777 | | | 107,615 | |
| Johns Hopkins Univ | 4.71 | % | 7/1/2032 | 124,768 | | | 130,466 | |
| Peacehealth Obligated Grp | 1.38 | % | 11/15/2025 | 24,954 | | | 23,175 | |
| Stanford Univ | 1.29 | % | 6/1/2027 | 399,257 | | | 361,305 | |
| Sutter Health | 3.70 | % | 8/15/2028 | 289,462 | | | 281,403 | |
| Upmc Taxable Rev Bonds | 5.04 | % | 5/15/2033 | 399,257 | | | 408,697 | |
| University Ca | 3.06 | % | 7/1/2025 | 324,397 | | | 321,173 | |
| University Ca | 3.35 | % | 7/1/2029 | 324,397 | | | 312,627 | |
| University Ca | 1.61 | % | 5/15/2030 | 524,025 | | | 441,163 | |
| Yale Univ | 1.48 | % | 4/15/2030 | 354,341 | | | 297,224 | |
| Sands China Ltd | 5.65 | % | 8/8/2028 | 399,257 | | | 403,778 | |
| Suzano Austria Gmbh | 6.00 | % | 1/15/2029 | 199,629 | | | 209,664 | |
| Indonesia Rep Of | 3.50 | % | 1/11/2028 | 449,164 | | | 438,281 | |
| Indonesia Rep Of | 4.15 | % | 9/20/2027 | 269,499 | | | 268,737 | |
| Panama Rep Of | 7.13 | % | 1/29/2026 | 299,443 | | | 315,319 | |
| Peru Rep Of | 2.78 | % | 1/23/2031 | 38,928 | | | 34,387 | |
| Mexico United Mexican States | 4.50 | % | 4/22/2029 | 269,499 | | | 268,344 | |
| Cash | | | — | | | (79,336) | |
| Total Prudential GA-62194 | | | | | $ | 208,188,441 | |
| | | | | | |
| American General Life Contract No. 725840 | | | | | |
| Micron Technology Inc | 5.88 | % | 2/9/2033 | 9,981 | | | $ | 10,668 | |
| Gnma Ii 30Yr Pool Ma8431 | 6.50 | % | 11/20/2052 | 176,243 | | | 181,683 | |
| Fnma 20Yr Pool Ma4643 | 3.00 | % | 5/1/2042 | 690,205 | | | 630,988 | |
| Oneok Inc | 5.55 | % | 11/1/2026 | 89,833 | | | 93,170 | |
| Fhlmc 20Yr Pool Sc0093 | 2.00 | % | 10/1/2040 | 280,998 | | | 243,486 | |
| Us Bancorp | 5.78 | % | 6/12/2029 | 59,889 | | | 61,704 | |
| Unitedhealth Group Inc | 4.00 | % | 5/15/2029 | 249,536 | | | 247,406 | |
| Anthem Inc | 4.10 | % | 5/15/2032 | 59,889 | | | 57,543 | |
| Us Treasury Bond | 4.13 | % | 8/15/2053 | 249,536 | | | 257,323 | |
*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
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Lloyds Banking Group Plc | 3.57 | % | 11/7/2028 | 249,536 | | | 236,284 | |
| Deere & Company | 3.10 | % | 4/15/2030 | 79,851 | | | 74,677 | |
| Ford Motor Company 10Y Green Bond | 6.10 | % | 8/19/2032 | 79,851 | | | 82,467 | |
| Williams Companies Inc | 3.75 | % | 6/15/2027 | 279,480 | | | 269,966 | |
| Freddie Mac | 0.80 | % | 10/28/2026 | 399,257 | | | 362,555 | |
| Gnma Ii 30Yr Pool Ma8723 | 4.00 | % | 3/20/2053 | 384,677 | | | 368,232 | |
| Unitedhealth Group Incorporated | 1.15 | % | 5/15/2026 | 538,997 | | | 500,253 | |
| Fhlmc 20Yr Pool Sc0209 | 2.50 | % | 11/1/2041 | 1,714,077 | | | 1,525,398 | |
| Fnma Balloon Pool Am3347 | 3.31 | % | 5/1/2033 | 79,449 | | | 73,491 | |
| Tenn Valley Authority | 3.88 | % | 3/15/2028 | 399,257 | | | 402,032 | |
| Credit Suisse Group Ag -144A | 6.44 | % | 8/11/2028 | 499,072 | | | 530,599 | |
| Gnma Ii 30Yr Pool Ma7650 | 3.00 | % | 10/20/2051 | 2,098,356 | | | 1,908,216 | |
| Fhlmc 30Yr Pool Sd2991 | 2.50 | % | 9/1/2051 | 94,162 | | | 81,785 | |
| T-Mobile Usa Inc | 3.75 | % | 4/15/2027 | 99,814 | | | 97,644 | |
| Diamondback Energy Inc | 3.25 | % | 12/1/2026 | 139,740 | | | 135,987 | |
| Us Treasury Note | 3.63 | % | 5/31/2028 | 2,884,634 | | | 2,866,107 | |
| General Dynamics Corp | 3.63 | % | 4/1/2030 | 9,981 | | | 9,692 | |
| Bristol-Myers Squibb Co | 3.20 | % | 6/15/2026 | 169,684 | | | 164,968 | |
| Bat Capital Corp | 3.56 | % | 8/15/2027 | 47,911 | | | 46,480 | |
| Us Treasury Note | 4.63 | % | 9/30/2030 | 209,610 | | | 221,309 | |
| Mastercard Inc | 3.35 | % | 3/26/2030 | 89,833 | | | 86,534 | |
| Fnma 30Yr Pool Fm8648 | 3.00 | % | 9/1/2051 | 77,381 | | | 69,241 | |
| Morgan Stanley | 3.63 | % | 1/20/2027 | 568,942 | | | 561,422 | |
| Altria Group Inc | 2.45 | % | 2/4/2032 | 169,684 | | | 140,485 | |
| Costco Wholesale Corp | 1.38 | % | 6/20/2027 | 179,666 | | | 163,298 | |
| Wells Fargo & Co | 3.75 | % | 1/24/2024 | 279,480 | | | 283,712 | |
| Cvs Health Corp | 1.88 | % | 2/28/2031 | 9,981 | | | 8,291 | |
| Slc Student Loan Trust 2007 1 A4 | 5.66 | % | 5/15/2029 | 25,047 | | | 25,143 | |
| Wells Fargo & Company | 3.00 | % | 4/22/2026 | 728,645 | | | 702,536 | |
| Berkshire Hathaway Energ | 3.70 | % | 7/15/2030 | 79,851 | | | 77,089 | |
| Continental Resources | 4.38 | % | 1/15/2028 | 149,721 | | | 148,178 | |
| Fox Corp | 6.50 | % | 10/13/2033 | 69,870 | | | 76,752 | |
| Toyota Motor Corp | 1.34 | % | 3/25/2026 | 169,684 | | | 158,849 | |
| Gnma Ii 30Yr Pool Ma8492 | 6.00 | % | 12/20/2052 | 183,024 | | | 187,159 | |
| Eqt Corp | 6.13 | % | 2/1/2025 | 59,889 | | | 62,060 | |
| Cvs Health Corp | 3.63 | % | 4/1/2027 | 259,517 | | | 254,153 | |
| Charter Comm Opt Llc/Cap | 4.40 | % | 4/1/2033 | 69,870 | | | 65,431 | |
| Eqt Corp | 3.90 | % | 10/1/2027 | 99,814 | | | 96,595 | |
| Cvs Health Corp | 3.75 | % | 4/1/2030 | 129,759 | | | 123,481 | |
| Fnma 30Yr Pool Fm3241 | 3.00 | % | 3/1/2050 | 755,222 | | | 680,708 | |
| Amazon.Com Inc | 2.10 | % | 5/12/2031 | 209,610 | | | 181,393 | |
| Coterra Energy Inc | 3.90 | % | 5/15/2027 | 339,369 | | | 330,057 | |
| Fhlmc 30Yr Pool Qe1719 | 4.00 | % | 5/1/2052 | 2,032,699 | | | 1,929,456 | |
| Ubs Group Ag | 1.36 | % | 1/30/2027 | 499,072 | | | 460,530 | |
| Altria Group Inc | 6.20 | % | 11/1/2028 | 459,146 | | | 487,241 | |
| Constellation Brands Inc | 2.25 | % | 8/1/2031 | 19,963 | | | 16,993 | |
| Intercontinentalexchange | 4.60 | % | 3/15/2033 | 39,926 | | | 40,410 | |
*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
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| * | Collective U.S. Gov't Stif 15 Bps | 5.26 | % | | 477,352 | | | 483,523 | |
| Us Bancorp | 2.22 | % | 1/27/2028 | 49,907 | | | 46,366 | |
| Texas Instruments Inc | 1.75 | % | 5/4/2030 | 169,684 | | | 147,352 | |
| Gnma Ii 30Yr Pool Ma7255 | 2.50 | % | 3/20/2051 | 1,428,195 | | | 1,257,692 | |
| Northrop Grumman Corp | 2.93 | % | 1/15/2025 | 299,443 | | | 296,723 | |
| The Boeing Company | 5.15 | % | 5/1/2030 | 329,387 | | | 338,535 | |
| General Dynamics Corp | 3.75 | % | 5/15/2028 | 379,294 | | | 374,750 | |
| Bank Of America Corp | 1.66 | % | 3/11/2027 | 898,329 | | | 835,814 | |
| Fnma 30Yr Pool Ca5504 | 2.50 | % | 4/1/2050 | 7,860,728 | | | 6,801,117 | |
| Natwest Group Plc | 5.85 | % | 3/2/2027 | 349,350 | | | 359,416 | |
| Gnma Ii 30Yr Pool Ma6994 | 2.00 | % | 11/20/2050 | 1,207,241 | | | 1,024,251 | |
| Air Lease Corp | 5.30 | % | 2/1/2028 | 149,721 | | | 154,915 | |
| Lockheed Martin Corp | 3.90 | % | 6/15/2032 | 139,740 | | | 135,273 | |
| Gnma Ii 30Yr Pool Ma4720 | 4.00 | % | 9/20/2047 | 489,916 | | | 475,143 | |
| Republic Of Indonesia | 4.85 | % | 1/11/2033 | 329,387 | | | 344,806 | |
| Verizon Communications Inc. | 2.55 | % | 3/21/2031 | 335,376 | | | 291,826 | |
| Fhlmc 30Yr Pool Qf0152 | 4.50 | % | 9/1/2052 | 1,663,578 | | | 1,620,618 | |
| Gnma Ii 30Yr Pool 786843 | 3.00 | % | 3/20/2052 | 96,352 | | | 86,719 | |
| Energy Transfer Partners Lp | 4.95 | % | 6/15/2028 | 239,554 | | | 239,665 | |
| Home Depot Inc | 2.88 | % | 4/15/2027 | 638,812 | | | 614,995 | |
| Apple Inc | 2.45 | % | 8/4/2026 | 548,979 | | | 529,320 | |
| Enterprise Products Operating Llc | 4.15 | % | 10/16/2028 | 139,740 | | | 139,521 | |
| Aercap Ireland Cap/Globa | 1.75 | % | 1/30/2026 | 399,257 | | | 374,085 | |
| Anthem Inc | 3.35 | % | 12/1/2024 | 169,684 | | | 167,035 | |
| Enterprise Products Oper | 6.65 | % | 10/15/2034 | 39,926 | | | 46,375 | |
| Fnma Balloon Pool Bs6984 | 4.29 | % | 10/1/2032 | 299,443 | | | 296,210 | |
| Lam Research Corp | 1.90 | % | 6/15/2030 | 219,592 | | | 189,418 | |
| Us Bancorp | 1.45 | % | 5/12/2025 | 598,886 | | | 571,875 | |
| Diamondback Energy Inc | 3.13 | % | 3/24/2031 | 39,926 | | | 35,916 | |
| Verizon Communications Inc | 4.13 | % | 3/16/2027 | 79,851 | | | 79,726 | |
| Us Treasury Bond | 4.75 | % | 11/15/2043 | 219,592 | | | 237,682 | |
| Fhlmc 30Yr Pool Sd3553 | 6.00 | % | 7/1/2053 | 290,951 | | | 297,287 | |
| Federal Home Loan Bank | 1.05 | % | 8/13/2026 | 399,257 | | | 368,654 | |
| Us Treasury Note | 4.63 | % | 9/15/2026 | 49,907 | | | 51,294 | |
| Bank 2018 Bn10 A5 | 3.69 | % | 2/15/2061 | 339,369 | | | 322,361 | |
| Goldman Sachs Group Inc | 2.62 | % | 4/22/2032 | 608,867 | | | 514,567 | |
| Banco Santander Sa | 4.18 | % | 3/24/2028 | 199,629 | | | 194,273 | |
| Kinder Morgan Ener Part | 4.25 | % | 9/1/2024 | 249,536 | | | 250,468 | |
| Gnma Ii 30Yr Pool Ma9018 | 6.00 | % | 7/20/2053 | 591,429 | | | 604,462 | |
| Broadcom Inc | 3.15 | % | 11/15/2025 | 229,573 | | | 223,275 | |
| Pepsico Inc | 1.63 | % | 5/1/2030 | 139,740 | | | 119,511 | |
| Charter Comm Opt Llc/Cap | 3.75 | % | 2/15/2028 | 99,814 | | | 95,758 | |
| Charles Schwab Corp | 2.30 | % | 5/13/2031 | 409,239 | | | 343,802 | |
| Fnma 20Yr Pool Ma4620 | 3.50 | % | 4/1/2042 | 163,003 | | | 153,971 | |
| T-Mobile Usa Inc | 2.55 | % | 2/15/2031 | 389,276 | | | 339,293 | |
| Gnma Ii 30Yr Pool Ma8879 | 5.50 | % | 5/20/2053 | 1,272,828 | | | 1,288,030 | |
| J.P. Morgan Chase & Co. | 2.58 | % | 4/22/2032 | 139,740 | | | 119,098 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Vale Overseas Limited | 6.13 | % | 6/12/2033 | 459,146 | | | 477,867 | |
| Abbvie Inc | 3.60 | % | 5/14/2025 | 169,684 | | | 167,459 | |
| Trade Date Cash | — | % | | 22,709 | | | 22,709 | |
| Procter & Gamble Co/The | 3.00 | % | 3/25/2030 | 409,239 | | | 386,730 | |
| Fnma Balloon Pool Bs9339 | 4.82 | % | 8/1/2033 | 698,700 | | | 719,285 | |
| Fnma 30Yr Pool Bx8833 | 5.00 | % | 3/1/2053 | 1,364,310 | | | 1,360,379 | |
| Fhlmc 20Yr Pool Rb5122 | 2.50 | % | 8/1/2041 | 466,845 | | | 415,305 | |
| Banco Santander Sa | 1.85 | % | 3/25/2026 | 199,629 | | | 185,920 | |
| Pnc Financial Services Group Inc | 3.50 | % | 1/23/2024 | 489,090 | | | 495,916 | |
| Air Lease Corp | 1.88 | % | 8/15/2026 | 838,440 | | | 777,945 | |
| Warnermedia Holdings Inc | 3.76 | % | 3/15/2027 | 229,573 | | | 222,703 | |
| Ubs Group Ag | 3.87 | % | 1/12/2029 | 548,979 | | | 528,251 | |
| Midamerican Energy Co | 3.65 | % | 4/15/2029 | 89,833 | | | 86,643 | |
| Goldman Sachs Group Inc | 3.85 | % | 1/26/2027 | 1,856,546 | | | 1,837,428 | |
| Fhlmc Gold 30Yr Gold Pool G08687 | 3.50 | % | 1/1/2046 | 556,678 | | | 523,612 | |
| Enterprise Products Operating Llc | 3.13 | % | 7/31/2029 | 9,981 | | | 9,477 | |
| Nike Inc | 2.75 | % | 3/27/2027 | 339,369 | | | 326,190 | |
| American Express Co | 2.50 | % | 7/30/2024 | 399,257 | | | 396,628 | |
| Bank 2019 Bn22 A4 | 2.98 | % | 11/15/2062 | 369,313 | | | 329,368 | |
| Warnermedia Holdings Inc | 4.05 | % | 3/15/2029 | 159,703 | | | 153,560 | |
| Fhlmc 30Yr Pool Sd3838 | 6.00 | % | 10/1/2053 | 496,481 | | | 509,938 | |
| Brhea 2011-2 A3 | 6.32 | % | 10/27/2036 | 693,447 | | | 700,568 | |
| Fhlmc 20Yr Pool Rb0714 | 2.00 | % | 12/1/2041 | 427,588 | | | 369,922 | |
| Slma 2005-9 A7A | 6.20 | % | 1/25/2041 | 816,078 | | | 806,978 | |
| Us Treasury Note | 4.88 | % | 10/31/2028 | 259,517 | | | 273,278 | |
| Fhlmc 30Yr Pool Sd2104 | 2.00 | % | 5/1/2051 | 1,428,344 | | | 1,173,154 | |
| Ebay Inc | 1.40 | % | 5/10/2026 | 269,499 | | | 250,256 | |
| T-Mobile Usa Inc | 3.50 | % | 4/15/2025 | 289,462 | | | 285,618 | |
| America Movil Sab De Cv - 10Yr | 2.88 | % | 5/7/2030 | 449,164 | | | 402,083 | |
| Mplx Lp | 4.13 | % | 3/1/2027 | 399,257 | | | 396,634 | |
| Bank 2023 Bnk46 A4 | 5.75 | % | 8/15/2056 | 319,406 | | | 337,358 | |
| Pioneer Natural Resources Company | 1.13 | % | 1/15/2026 | 39,926 | | | 37,309 | |
| Apple Inc | 2.90 | % | 9/12/2027 | 169,684 | | | 164,065 | |
| Gnma Ii 30Yr Pool Ma8268 | 4.50 | % | 9/20/2052 | 1,499,678 | | | 1,469,952 | |
| Rtx Corp | 3.13 | % | 5/4/2027 | 89,833 | | | 85,935 | |
| Fnma 20Yr Pool Ma4202 | 1.50 | % | 12/1/2040 | 949,762 | | | 795,202 | |
| Fnma 20Yr Pool Ma4587 | 2.50 | % | 4/1/2042 | 52,198 | | | 46,274 | |
| Cigna Group/The | 3.25 | % | 4/15/2025 | 339,369 | | | 333,537 | |
| 3M Co | 3.05 | % | 4/15/2030 | 29,944 | | | 27,253 | |
| Pacific Gas & Electric | 3.00 | % | 6/15/2028 | 119,777 | | | 109,407 | |
| Fhlmc 20Yr Pool Sc0188 | 2.00 | % | 9/1/2041 | 80,878 | | | 70,297 | |
| Transcont Gas Pipe Line | 3.25 | % | 5/15/2030 | 279,480 | | | 255,118 | |
| Royal Bank Of Canada | 1.15 | % | 6/10/2025 | 439,183 | | | 416,814 | |
| T-Mobile Usa Inc | 3.88 | % | 4/15/2030 | 119,777 | | | 114,621 | |
| Benchmark Mortgage Trust 2019 B13 A3 | 2.70 | % | 8/15/2057 | 529,016 | | | 471,897 | |
| Gnma Ii 30Yr Pool Ma8725 | 5.00 | % | 3/20/2053 | 1,451,115 | | | 1,447,082 | |
| Aercap Ireland Cap/Globa | 3.00 | % | 10/29/2028 | 149,721 | | | 137,329 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Humana Inc | 3.70 | % | 3/23/2029 | 139,740 | | | 135,837 | |
| Pnc Financial Services | 5.81 | % | 6/12/2026 | 149,721 | | | 151,290 | |
| Southern Copper Corporation | 3.88 | % | 4/23/2025 | 149,721 | | | 147,846 | |
| Columbia Pipeline Holdco -- 144A | 6.04 | % | 8/15/2028 | 529,016 | | | 559,653 | |
| Us Inflation-Linked Treasury [ Note ] | 1.13 | % | 1/15/2033 | 1,537,141 | | | 1,516,356 | |
| Federal Home Loan Bank | 1.00 | % | 7/27/2026 | 399,257 | | | 369,213 | |
| Truist Financial Corp | 6.05 | % | 6/8/2027 | 79,851 | | | 81,590 | |
| Comcast Corp | 3.40 | % | 4/1/2030 | 319,406 | | | 301,840 | |
| Mondelez International Inc | 1.50 | % | 5/4/2025 | 229,573 | | | 219,551 | |
| Cvs Health Corp | 4.30 | % | 3/25/2028 | 169,684 | | | 168,932 | |
| Mitsubishi Ufj Financial Group Inc | 3.41 | % | 3/7/2024 | 638,812 | | | 643,104 | |
| Reynolds American Inc | 4.45 | % | 6/12/2025 | 49,907 | | | 49,454 | |
| Bmark 2019-B10 A2 | 3.61 | % | 3/15/2062 | 390,021 | | | 388,504 | |
| Gnma Ii 30Yr Pool Ma8726 | 5.50 | % | 3/20/2053 | 288,460 | | | 291,450 | |
| Fnma 20Yr Pool Ma4072 | 2.50 | % | 7/1/2040 | 311,619 | | | 279,118 | |
| Mcdonald'S Corp | 3.60 | % | 7/1/2030 | 129,759 | | | 125,642 | |
| Us Treasury Note | 4.63 | % | 11/15/2026 | 29,944 | | | 30,607 | |
| Shell International Finance Bv | 2.75 | % | 4/6/2030 | 109,796 | | | 101,205 | |
| Paypal Holdings Inc | 1.65 | % | 6/1/2025 | 169,684 | | | 162,259 | |
| Transcont Gas Pipe Line | 7.85 | % | 2/1/2026 | 39,926 | | | 43,172 | |
| Lowe'S Companies Inc | 4.50 | % | 4/15/2030 | 199,629 | | | 200,744 | |
| Cigna Corp | 2.40 | % | 3/15/2030 | 269,499 | | | 238,292 | |
| Bank Of Nova Scotia | 1.30 | % | 6/11/2025 | 69,870 | | | 66,261 | |
| Fnma 30Yr Pool Bv8534 | 3.00 | % | 5/1/2052 | 2,986,838 | | | 2,660,148 | |
| United Mexican States | 3.50 | % | 2/12/2034 | 598,886 | | | 516,678 | |
| Bat Capital Corp | 2.26 | % | 3/25/2028 | 69,870 | | | 62,999 | |
| Us Treasury Note | 5.00 | % | 8/31/2025 | 89,833 | | | 92,173 | |
| Us Treasury Bond | 4.38 | % | 8/15/2043 | 339,369 | | | 353,302 | |
| Wells Fargo & Co | 3.58 | % | 5/22/2028 | 499,072 | | | 477,654 | |
| Freddie Mac | 0.65 | % | 10/27/2025 | 399,257 | | | 372,850 | |
| Comcast Corp | 3.15 | % | 3/1/2026 | 339,369 | | | 333,129 | |
| Diamondback Energy Inc | 3.50 | % | 12/1/2029 | 159,703 | | | 148,960 | |
| Us Treasury Bond | 4.75 | % | 11/15/2053 | 718,663 | | | 814,139 | |
| Oneok Inc | 5.80 | % | 11/1/2030 | 49,907 | | | 52,973 | |
| Fnma Balloon Pool Am8700 | 2.93 | % | 6/1/2030 | 93,021 | | | 85,741 | |
| Federal Home Loan Bank | 4.50 | % | 10/3/2024 | 399,257 | | | 402,213 | |
| Charles Schwab Corp | 1.15 | % | 5/13/2026 | 618,849 | | | 568,059 | |
| Charter Comm Opt Llc/Cap | 4.91 | % | 7/23/2025 | 668,756 | | | 676,955 | |
| Fnma Balloon Pool Bs9885 | 5.61 | % | 11/1/2033 | 299,199 | | | 324,856 | |
| Us Treasury Bill | — | % | 2/22/2024 | 429,202 | | | 426,018 | |
| Gilead Sciences Inc | 1.65 | % | 10/1/2030 | 129,759 | | | 109,376 | |
| Verizon Communications Inc. | 3.15 | % | 3/22/2030 | 219,592 | | | 202,980 | |
| Walmart Inc | 2.38 | % | 9/24/2029 | 49,907 | | | 45,813 | |
| Oracle Corp | 4.65 | % | 5/6/2030 | 79,851 | | | 80,119 | |
| Bnp Paribas -- 144A No Rr | 5.89 | % | 12/5/2034 | 399,257 | | | 419,748 | |
| Western Gas Partners Lp | 4.75 | % | 8/15/2028 | 89,833 | | | 89,518 | |
| Alpek Sa De Cv | 3.25 | % | 2/25/2031 | 568,942 | | | 493,946 | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fnma Balloon Pool Bs9335 | 4.82 | % | 8/1/2033 | 199,629 | | | 205,510 | |
| At&T Inc | 2.30 | % | 6/1/2027 | 259,517 | | | 241,661 | |
| Gnma Ii 30Yr Pool Ma4587 | 4.00 | % | 7/20/2047 | 225,715 | | | 218,909 | |
| Bnp Paribas | 3.05 | % | 1/13/2031 | 748,607 | | | 669,686 | |
| Fnma 20Yr Pool Ma4387 | 2.00 | % | 7/1/2041 | 79,456 | | | 68,388 | |
| Molson Coors Beverage | 3.00 | % | 7/15/2026 | 239,554 | | | 232,811 | |
| Adp | 1.70 | % | 5/15/2028 | 269,499 | | | 244,150 | |
| Energy Transfer Lp | 5.55 | % | 2/15/2028 | 99,814 | | | 104,219 | |
| Pfizer Inc | 1.70 | % | 5/28/2030 | 229,573 | | | 196,190 | |
| Anheuser-Busch Inbev Worldwide Inc | 4.75 | % | 1/23/2029 | 219,592 | | | 227,908 | |
| Fhlmc 30Yr Pool Sd2410 | 6.00 | % | 2/1/2053 | 651,290 | | | 665,544 | |
| Morgan Stanley | 3.59 | % | 7/22/2028 | 459,146 | | | 445,492 | |
| Tesla Auto Lease Trust 2023 A A3 | 5.89 | % | 6/22/2026 | 469,127 | | | 471,896 | |
| Bank Of Montreal | 1.85 | % | 5/1/2025 | 139,740 | | | 134,511 | |
| Us Treasury Note | 4.25 | % | 10/15/2025 | 11,139,279 | | | 11,220,591 | |
| Constellation Brands Inc | 3.60 | % | 5/9/2024 | 99,814 | | | 99,588 | |
| Virginia Electric And Power Co | 3.15 | % | 1/15/2026 | 29,944 | | | 29,470 | |
| Becton, Dickson & Company | 3.36 | % | 6/6/2024 | 169,684 | | | 168,386 | |
| Intel Corp | 5.13 | % | 2/10/2030 | 19,963 | | | 21,150 | |
| Suzano Austria Gmbh | 6.00 | % | 1/15/2029 | 598,886 | | | 628,991 | |
| Carmax Auto Owner Trust 2022 4 A3 | 5.34 | % | 8/16/2027 | 499,072 | | | 501,708 | |
| Toronto-Dominion Bank | 4.46 | % | 6/8/2032 | 79,851 | | | 77,915 | |
| Cooperatieve Rabobank Ua | 4.38 | % | 8/4/2025 | 249,536 | | | 249,566 | |
| Lowe'S Cos Inc | 1.70 | % | 9/15/2028 | 39,926 | | | 35,485 | |
| Fhlmc 20Yr Pool Sc0160 | 2.00 | % | 7/1/2041 | 234,132 | | | 203,610 | |
| Bny Overnight Cash | — | % | | — | | | 5 | |
| Fhlmc 30Yr Pool Sd3663 | 5.50 | % | 8/1/2053 | 976,718 | | | 987,029 | |
| Mplx Lp | 4.80 | % | 2/15/2029 | 79,851 | | | 80,866 | |
| Resrvble For Fut & Opt | — | % | | 160,477 | | | 160,477 | |
| Republic Of Indonesia | 3.85 | % | 7/18/2027 | 299,443 | | | 297,972 | |
| Paypal Holdings Inc | 2.30 | % | 6/1/2030 | 79,851 | | | 70,099 | |
| Us Treasury Bond | 3.63 | % | 5/15/2053 | 369,313 | | | 344,786 | |
| Oneok Inc | 5.65 | % | 11/1/2028 | 159,703 | | | 168,409 | |
| Pioneer Natural Resource | 1.90 | % | 8/15/2030 | 59,889 | | | 51,389 | |
| Gnma 2021 2 Ah | 1.50 | % | 6/16/2063 | 167,603 | | | 127,564 | |
| Republic Of Peru | 3.30 | % | 3/11/2041 | 99,814 | | | 78,830 | |
| Fhlmc 30Yr Pool Qd1259 | 2.00 | % | 11/1/2051 | 4,489,191 | | | 3,708,131 | |
| Fhlmc Gold 30Yr Gold Pool G61040 | 3.50 | % | 6/1/2047 | 1,935,526 | | | 1,823,824 | |
| Abbvie Inc | 2.60 | % | 11/21/2024 | 99,814 | | | 97,829 | |
| Hsbc Holdings Plc | 4.58 | % | 6/19/2029 | 558,960 | | | 543,603 | |
| Dell Int Llc / Emc Corp | 6.02 | % | 6/15/2026 | 49,907 | | | 51,214 | |
| Fhlmc 20Yr Pool Sc0459 | 2.00 | % | 8/1/2042 | 198,407 | | | 171,078 | |
| Wells Fargo & Company | 5.56 | % | 7/25/2034 | 19,963 | | | 20,849 | |
| J.P. Morgan Chase & Co. | 4.01 | % | 4/23/2029 | 1,197,772 | | | 1,162,275 | |
| Aercap Ireland Cap/Globa | 2.45 | % | 10/29/2026 | 219,592 | | | 204,349 | |
| Salesforce.Com Inc | 3.70 | % | 4/11/2028 | 89,833 | | | 88,833 | |
| Energy Transfer Operating | 2.90 | % | 5/15/2025 | 89,833 | | | 87,461 | |
*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
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fnma Balloon Pool Am8674 | 2.81 | % | 4/1/2025 | 89,833 | | | 87,502 | |
| Us Treasury Bill | — | % | 1/30/2024 | 1,926,417 | | | 1,918,491 | |
| Bristol-Myers Squibb Co | 2.90 | % | 7/26/2024 | 219,592 | | | 219,281 | |
| Fhlmc 20Yr Pool Sc0206 | 2.00 | % | 11/1/2041 | 166,028 | | | 144,192 | |
| Bpr Trust 2022 Oana A | 7.26 | % | 4/15/2037 | 489,090 | | | 483,711 | |
| Fhlmc 30Yr Pool Sd4169 | 6.50 | % | 10/1/2053 | 492,344 | | | 507,761 | |
| Energy Transfer Operating | 3.75 | % | 5/15/2030 | 179,666 | | | 167,759 | |
| Kenvue Inc | 5.05 | % | 3/22/2028 | 189,647 | | | 197,033 | |
| Slc Student Loan Trust 2008 1 A4A | 7.21 | % | 12/15/2032 | 561,642 | | | 567,963 | |
| Rtx Corp | 2.25 | % | 7/1/2030 | 49,907 | | | 43,740 | |
| Eog Resources | 4.38 | % | 4/15/2030 | 79,851 | | | 80,428 | |
| Coterra Energy Inc | 4.38 | % | 3/15/2029 | 149,721 | | | 147,488 | |
| Pioneer Natural Resources Company | 2.15 | % | 1/15/2031 | 219,592 | | | 189,315 | |
| Republic Services Inc | 3.20 | % | 3/15/2025 | 59,889 | | | 59,081 | |
| Fnma Balloon Pool Bs6847 | 4.24 | % | 10/1/2032 | 299,443 | | | 295,125 | |
| Western Midstream Operat | 6.35 | % | 1/15/2029 | 469,127 | | | 497,963 | |
| Gnma Ii 30Yr Pool Ma9107 | 6.00 | % | 8/20/2053 | 98,876 | | | 101,055 | |
| Exxon Mobil Corp | 3.04 | % | 3/1/2026 | 459,146 | | | 450,659 | |
| Amazon.Com Inc | 3.15 | % | 8/22/2027 | 568,942 | | | 553,855 | |
| The Home Depot Inc | 3.90 | % | 12/6/2028 | 289,462 | | | 285,950 | |
| Wells Fargo & Co | 2.88 | % | 10/30/2030 | 648,793 | | | 580,260 | |
| Rtx Corp | 6.00 | % | 3/15/2031 | 59,889 | | | 64,391 | |
| Nvidia Corp | 2.85 | % | 4/1/2030 | 129,759 | | | 121,103 | |
| Columbia Pipelines Opco -- 144A | 6.04 | % | 11/15/2033 | 79,851 | | | 85,682 | |
| Kenvue Inc | 5.35 | % | 3/22/2026 | 159,703 | | | 164,809 | |
| Merck & Co Inc | 1.45 | % | 6/24/2030 | 199,629 | | | 167,229 | |
| Ubscm 2017-C1 A3 | 3.20 | % | 6/15/2050 | 431,394 | | | 407,604 | |
| Toronto-Dominion Bank | 1.15 | % | 6/12/2025 | 349,350 | | | 331,004 | |
| Autozone Inc | 5.05 | % | 7/15/2026 | 99,814 | | | 102,639 | |
| Abbvie Inc | 3.20 | % | 11/21/2029 | 249,536 | | | 234,275 | |
| Pfizer Inc | 2.63 | % | 4/1/2030 | 39,926 | | | 36,300 | |
| Unitedhealth Group Incorporated | 2.30 | % | 5/15/2031 | 169,684 | | | 147,594 | |
| Us Treasury Bill | — | % | 5/16/2024 | 2,475,395 | | | 2,428,090 | |
| Jp Morgan Chase Commercial Mortgage Sec Trust 2016 Nine A | 2.85 | % | 9/6/2038 | 359,332 | | | 331,827 | |
| Fhlmc Gold 30Yr Gold Pool G08693 | 3.50 | % | 3/1/2046 | 12,574 | | | 11,827 | |
| Verizon Communications Inc | 2.10 | % | 3/22/2028 | 169,684 | | | 154,529 | |
| Constellation Brands Inc | 4.35 | % | 5/9/2027 | 79,851 | | | 79,732 | |
| 3M Co | 2.38 | % | 8/26/2029 | 29,944 | | | 26,780 | |
| Visa Inc | 3.15 | % | 12/14/2025 | 119,777 | | | 117,114 | |
| Bp Capital Markets America Inc. | 3.63 | % | 4/6/2030 | 229,573 | | | 222,251 | |
| Gnma Ii 30Yr Pool Ma7767 | 2.50 | % | 12/20/2051 | 84,879 | | | 74,400 | |
| Fnma 30Yr Pool Fs2078 | 3.50 | % | 6/1/2052 | 282,000 | | | 259,941 | |
| Exxon Mobil Corporation | 2.61 | % | 10/15/2030 | 99,814 | | | 89,829 | |
| Charter Communications Operating Llc | 5.05 | % | 3/30/2029 | 249,536 | | | 250,241 | |
| Philip Morris International Inc | 2.10 | % | 5/1/2030 | 299,443 | | | 259,089 | |
| Alphabet Inc. | 1.10 | % | 8/15/2030 | 179,666 | | | 149,956 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Altria Group Inc | 4.40 | % | 2/14/2026 | 49,907 | | | 50,294 | |
| Danske Bank A/S -- 144A | 6.26 | % | 9/22/2026 | 638,812 | | | 660,519 | |
| Eog Resources Inc | 4.15 | % | 1/15/2026 | 129,759 | | | 131,017 | |
| Fhlmc 30Yr Pool Qf4704 | 5.50 | % | 11/1/2052 | 934,551 | | | 948,150 | |
| Boeing Co | 2.20 | % | 2/4/2026 | 728,645 | | | 695,248 | |
| Cigna Group/The | 4.38 | % | 10/15/2028 | 339,369 | | | 339,491 | |
| Louisiana St Local Govt Envrnm | 4.28 | % | 2/1/2036 | 449,164 | | | 444,239 | |
| Ing Groep Nv | 4.05 | % | 4/9/2029 | 299,443 | | | 292,399 | |
| Bank Of America Corp | 2.59 | % | 4/29/2031 | 1,227,716 | | | 1,064,180 | |
| Amazon.Com Inc | 3.45 | % | 4/13/2029 | 99,814 | | | 97,487 | |
| Oracle Corp | 1.65 | % | 3/25/2026 | 179,666 | | | 168,392 | |
| Comcast Corp | 4.15 | % | 10/15/2028 | 99,814 | | | 99,406 | |
| Gnma Ii 30Yr Pool Ma8199 | 3.50 | % | 8/20/2052 | 1,557,021 | | | 1,453,620 | |
| Wells Fargo & Company | 3.35 | % | 3/2/2033 | 129,759 | | | 114,751 | |
| Amazon.Com Inc | 3.30 | % | 4/13/2027 | 139,740 | | | 136,757 | |
| J.P. Morgan Chase & Co. | 1.58 | % | 4/22/2027 | 329,387 | | | 305,047 | |
| Bp Cap Markets America | 3.12 | % | 5/4/2026 | 259,517 | | | 252,426 | |
| Cintas Corp No. 2 | 3.70 | % | 4/1/2027 | 19,963 | | | 19,706 | |
| Fnma 20Yr Pool Ma4333 | 2.00 | % | 5/1/2041 | 1,021,676 | | | 881,452 | |
| Us Treasury Note | 0.38 | % | 1/31/2026 | 11,428,740 | | | 10,576,127 | |
| Fnma 30Yr Pool Ad0963 | 5.50 | % | 9/1/2038 | 14,716 | | | 15,307 | |
| Adobe Inc | 2.30 | % | 2/1/2030 | 119,777 | | | 108,703 | |
| Abbvie Inc | 2.95 | % | 11/21/2026 | 1,077,995 | | | 1,037,595 | |
| Fhlmc 30Yr Pool Qd9682 | 4.00 | % | 4/1/2052 | 279,650 | | | 265,446 | |
| American Express Co | 4.05 | % | 5/3/2029 | 9,981 | | | 9,963 | |
| American Express Co | 6.08 | % | 5/3/2024 | 499,072 | | | 503,753 | |
| Intel Corp | 3.75 | % | 3/25/2027 | 149,721 | | | 148,374 | |
| Us Treasury Bond | 3.63 | % | 2/15/2053 | 479,109 | | | 451,008 | |
| Humana Inc | 5.75 | % | 12/1/2028 | 199,629 | | | 210,269 | |
| Enterprise Products Operating Llc | 2.80 | % | 1/31/2030 | 469,127 | | | 430,887 | |
| At&T Inc | 4.10 | % | 2/15/2028 | 249,536 | | | 247,992 | |
| Total American General Life Contract No. 725840 | | | | | $ | 143,782,657 | |
| | | | | | |
| Royal Bank of Canada Contract No. Citigroup01 | | | | | |
| Cash Collateral Fut Rdr Usd | 5.23 | % | 12/31/2060 | 518,036 | | | $ | 518,036 | |
| Vm Cash Fut Dom Rdr Usd | 5.23 | % | 12/31/2060 | 71,633 | | | 71,633 | |
| Ga Global Funding Trust 144A | 1.00 | % | 4/8/2024 | 898,329 | | | 885,293 | |
| Hormel Foods Corp Sr Unsec Smr | 0.65 | % | 6/3/2024 | 998,143 | | | 978,469 | |
| Slclt 2007-1 A4 Sofr90A+32.161Bp | 5.66 | % | 5/15/2029 | 238,603 | | | 237,793 | |
| Slma 2005-7 A4 Sofr90A+41.161Bp | 5.75 | % | 10/25/2029 | 52,639 | | | 52,618 | |
| Fh Arm 1Q1534 H15T1Y+222.9 10.272 | 5.21 | % | 6/1/2037 | 192,307 | | | 195,706 | |
| Fn 793029 Rfucct6M+159.2Bp 10.869 | 7.32 | % | 7/1/2034 | 98,261 | | | 99,725 | |
| Fnma Pass Thru 20Yr #255075 | 5.50 | % | 2/1/2024 | 471 | | | 469 | |
| Fnma Pass Thru 20Yr #310164 | 5.50 | % | 1/1/2026 | 12 | | | 12 | |
| Fnma Pass Thru 20Yr #888843 | 5.50 | % | 3/1/2027 | 9,275 | | | 9,321 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| * | Collective U.S. Gov't Stif 15 Bps | 5.26 | % | 12/1/2030 | 615,298 | | | 615,298 | |
| U S Treasury Bills | — | % | 3/12/2024 | 17,866,765 | | | 17,686,355 | |
| 7-Eleven Inc Sr Unsec 144A Smr | 0.80 | % | 2/10/2024 | 898,329 | | | 893,297 | |
| Advent Health System | 2.95 | % | 3/1/2029 | 598,886 | | | 542,293 | |
| American Electric Power Sr Unsec | 5.63 | % | 3/1/2033 | 798,515 | | | 834,076 | |
| American Homes 4 Rent Sr Unsec | 4.25 | % | 2/15/2028 | 499,072 | | | 485,349 | |
| Andrew W Mellon Foundati Unsec | 0.95 | % | 8/1/2027 | 1,197,772 | | | 1,057,369 | |
| Arrow Electronics Inc Sr Unsec | 3.25 | % | 9/8/2024 | 499,072 | | | 490,288 | |
| Avangrid Inc Sr Unsec | 3.80 | % | 6/1/2029 | 798,515 | | | 753,569 | |
| Bank Of America Corp Sr Unsec Sofr | 2.59 | % | 4/29/2031 | 1,247,679 | | | 1,077,540 | |
| Bank Of America Corp Sr Unsec Sofr | 1.66 | % | 3/11/2027 | 698,700 | | | 646,817 | |
| Constellation En Gen Llc Sr Unsec | 5.60 | % | 3/1/2028 | 499,072 | | | 514,813 | |
| Consumers Energy Co 1St Mortgage | 4.90 | % | 2/15/2029 | 299,443 | | | 305,287 | |
| Dell Int Llc / Emc Corp | 4.90 | % | 10/1/2026 | 499,072 | | | 500,211 | |
| Dell Int Llc / Emc Corp | 6.02 | % | 6/15/2026 | 234,564 | | | 240,181 | |
| Emory University Unsec | 2.14 | % | 9/1/2030 | 1,297,586 | | | 1,118,860 | |
| Equitable Financial Life Sec 144A | 1.80 | % | 3/8/2028 | 698,700 | | | 613,659 | |
| Florida Power & Light 1St Mtg | 2.45 | % | 2/3/2032 | 598,886 | | | 515,553 | |
| Goldman Sachs Group Inc Sr Unsec | 3.85 | % | 1/26/2027 | 1,597,029 | | | 1,554,210 | |
| Jpmorgan Chase & Co Sr Unsec Sofr | 1.58 | % | 4/22/2027 | 499,072 | | | 460,890 | |
| Jpmorgan Chase & Co Sr Unsec Tsfr3M | 4.01 | % | 4/23/2029 | 1,696,844 | | | 1,635,459 | |
| Kinder Morgan Ener Part Sr Unsec | 4.25 | % | 9/1/2024 | 948,236 | | | 939,799 | |
| Lloyds Banking Group Plc Sr Unsec | 3.75 | % | 3/18/2028 | 299,443 | | | 286,875 | |
| Massmutual Global Fundin Sec 144A | 4.50 | % | 4/10/2026 | 848,422 | | | 846,883 | |
| Morgan Stanley Sr Unsec | 3.59 | % | 7/22/2028 | 499,072 | | | 477,176 | |
| Morgan Stanley Sr Unsec | 3.63 | % | 1/20/2027 | 1,447,308 | | | 1,404,863 | |
| National Rural Util Coop Sr Unsec | 4.80 | % | 3/15/2028 | 898,329 | | | 909,954 | |
| Nstar Electric Co Sr Unsec | 5.60 | % | 10/1/2028 | 399,257 | | | 412,444 | |
| Nvr Inc Sr Unsec | 3.00 | % | 5/15/2030 | 798,515 | | | 713,047 | |
| Pacific Gas & Electric | 3.00 | % | 6/15/2028 | 479,109 | | | 437,421 | |
| Pinnacle West Capital Sr Unsec | 1.30 | % | 6/15/2025 | 798,515 | | | 752,962 | |
| Rga Global Funding Sec 144A | 2.00 | % | 11/30/2026 | 998,143 | | | 914,115 | |
| Sba Tower Trust Nt Sec 144A 2A C | 3.87 | % | 10/8/2049 | 1,097,958 | | | 1,079,804 | |
| Seattle Children Hosp Unsec | 1.21 | % | 10/1/2027 | 898,329 | | | 789,194 | |
| Southern Cal Edison 1St Mtge | 5.65 | % | 10/1/2028 | 299,443 | | | 312,637 | |
| Southern Calif Gas Co Sr Unsec | 2.95 | % | 4/15/2027 | 1,197,772 | | | 1,137,240 | |
| Sutter Health Unsec | 3.70 | % | 8/15/2028 | 1,197,772 | | | 1,149,430 | |
| Upmc Sec | 5.04 | % | 5/15/2033 | 848,422 | | | 862,604 | |
| Verizon Communications Sr Unsec | 2.55 | % | 3/21/2031 | 335,376 | | | 289,690 | |
| Wells Fargo & Company Sr Unsec | 3.00 | % | 4/22/2026 | 49,907 | | | 47,843 | |
| Wells Fargo & Company Sr Unsec Tsfr3M | 2.88 | % | 10/30/2030 | 648,793 | | | 577,992 | |
| Wells Fargo & Company Sr Unsec Tsfr3M | 3.58 | % | 5/22/2028 | 199,629 | | | 190,488 | |
| Wells Fargo & Company Sr Unsec Tsfr3M | 3.20 | % | 6/17/2027 | 698,700 | | | 668,201 | |
| Barclays Plc Sr Unsec Sofr | 2.85 | % | 5/7/2026 | 1,297,586 | | | 1,252,152 | |
| Bnp Paribas Sr Non-Prefer 144A Sofr | 3.05 | % | 1/13/2031 | 748,607 | | | 659,346 | |
| Bpce Sa Sr Non Pref 144A Sofr | 6.61 | % | 10/19/2027 | 598,886 | | | 617,098 | |
| Brookfield Finance Inc Sr Unsec | 4.35 | % | 4/15/2030 | 998,143 | | | 964,072 | |
*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
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Deutsche Bank Ny Sofr | 3.04 | % | 5/28/2032 | 1,397,401 | | | 1,170,633 | |
| Hsbc Holdings Plc Sr Unsec Tsfr3M | 4.58 | % | 6/19/2029 | 1,437,326 | | | 1,396,245 | |
| Ing Groep Nv Sr Unsec | 4.05 | % | 4/9/2029 | 998,143 | | | 965,284 | |
| Lloyds Banking Group Plc Sr Unsec | 4.55 | % | 8/16/2028 | 499,072 | | | 491,895 | |
| Lloyds Banking Group Plc Sr Unsec | 3.57 | % | 11/7/2028 | 249,536 | | | 234,856 | |
| Mizuho Financial Group Sr Unsec 144A | 3.48 | % | 4/12/2026 | 998,143 | | | 965,513 | |
| Natwest Group Plc Sr Unsec | 5.85 | % | 3/2/2027 | 948,236 | | | 957,265 | |
| Nomura Holdings Inc Sr Unsec | 3.10 | % | 1/16/2030 | 798,515 | | | 707,141 | |
| Olympus Corp Sr Unsec 144A | 2.14 | % | 12/8/2026 | 998,143 | | | 919,701 | |
| Santander Uk Group Hldgs Sr Unsec Sofr | 2.90 | % | 3/15/2032 | 1,397,401 | | | 1,196,322 | |
| Standard Charter Sr Unsec 144A | 2.68 | % | 6/29/2032 | 1,197,772 | | | 974,870 | |
| Sumitomo Mitsui Finl Grp Sr Unsec | 2.13 | % | 7/8/2030 | 998,143 | | | 842,985 | |
| Ubs Group Ag Sr Unsec 144A Sofr | 6.44 | % | 8/11/2028 | 249,536 | | | 259,453 | |
| Ubs Group Ag Sr Unsec 144A Sofr | 4.19 | % | 4/1/2031 | 998,143 | | | 931,549 | |
| Fin Fut Us 10Yr Cbt 03/19/24 | 6.00 | % | 3/20/2024 | (698,700) | | | (788,767) | |
| Fin Fut Us 2Yr Cbt 03/28/24 | 6.00 | % | 3/29/2024 | 29,145,784 | | | 30,007,634 | |
| Fin Fut Us 5Yr Cbt 03/28/24 | 6.00 | % | 3/29/2024 | 1,497,215 | | | 1,628,572 | |
| Fin Fut Us Ultra 10Yr Cbt 03/19/24 | 6.00 | % | 3/20/2024 | (10,979,576) | | | (12,957,615) | |
| Fin Fut Us Ultra 30Yr Cbt 03/19/24 | 6.00 | % | 3/20/2024 | (1,197,772) | | | (1,600,148) | |
| Carmx 2022-4 A3 | 5.34 | % | 8/16/2027 | 499,072 | | | 500,773 | |
| Dcent 2023-A2 A | 4.93 | % | 6/15/2028 | 499,072 | | | 503,450 | |
| Fhlmc Gold 30Yr #Q3-7305 | 3.00 | % | 11/1/2045 | 1,001,312 | | | 917,544 | |
| Fhlmc Gold 30Yr Gnt #G0-8687 | 3.50 | % | 1/1/2046 | 556,678 | | | 521,103 | |
| Fhlmc Gold 30Yr Gnt #G0-8693 | 3.50 | % | 3/1/2046 | 12,574 | | | 11,770 | |
| Fhlmc Gold 30Yr Gnt #G0-8823 | 3.50 | % | 7/1/2048 | 433,810 | | | 405,403 | |
| Fnma Pass Thru 15Yr #Al2222 | 3.00 | % | 8/1/2027 | 44,497 | | | 43,200 | |
| Fnma Pass Thru 15Yr #Fm1796 | 3.50 | % | 10/1/2034 | 686,529 | | | 664,900 | |
| Fnma Pass Thru 15Yr #Fm1843 | 3.50 | % | 11/1/2034 | 574,744 | | | 561,553 | |
| Fnma Pass Thru 15Yr #Fm3869 | 3.00 | % | 6/1/2035 | 113,715 | | | 107,908 | |
| Fnma Pass Thru 20Yr #256600 | 5.50 | % | 2/1/2027 | 262 | | | 263 | |
| Fnma Pass Thru 20Yr #257047 | 5.50 | % | 1/1/2028 | 15,268 | | | 15,342 | |
| Fnma Pass Thru 20Yr #Ad0912 | 5.50 | % | 4/1/2029 | 53,073 | | | 53,413 | |
| Fnma Pass Thru 20Yr #Ae0787 | 5.50 | % | 5/1/2028 | 15,674 | | | 15,766 | |
| Fnma Pass Thru 20Yr #Al6938 | 5.50 | % | 4/1/2030 | 3,703 | | | 3,721 | |
| Fnma Pass Thru 30Yr #357908 | 5.50 | % | 7/1/2035 | 9,243 | | | 9,530 | |
| Fnma Pass Thru 30Yr #756202 | 5.50 | % | 12/1/2033 | 8,032 | | | 8,281 | |
| Fnma Pass Thru 30Yr #808040 | 5.50 | % | 2/1/2035 | 146,947 | | | 151,501 | |
| Fnma Pass Thru 30Yr #817640 | 5.50 | % | 11/1/2035 | 125,884 | | | 129,789 | |
| Fnma Pass Thru 30Yr #831356 | 5.50 | % | 3/1/2036 | 65,108 | | | 67,127 | |
| Fnma Pass Thru 30Yr #849299 | 5.50 | % | 1/1/2036 | 112,245 | | | 115,725 | |
| Fnma Pass Thru 30Yr #865433 | 5.50 | % | 2/1/2036 | 6,544 | | | 6,747 | |
| Fnma Pass Thru 30Yr #889561 | 5.50 | % | 6/1/2038 | 86,325 | | | 89,010 | |
| Fnma Pass Thru 30Yr #940765 | 5.50 | % | 6/1/2037 | 46,680 | | | 48,009 | |
| Fnma Pass Thru 30Yr #995759 | 5.50 | % | 11/1/2038 | 200,515 | | | 206,742 | |
| Fnma Pass Thru 30Yr #Ad0963 | 5.50 | % | 9/1/2038 | 14,838 | | | 15,299 | |
| Fnma Pass Thru 30Yr #Al7579 | 5.50 | % | 2/1/2042 | 72,082 | | | 74,323 | |
| Fnma Pass Thru 30Yr #As0924 | 5.00 | % | 11/1/2043 | 721,753 | | | 731,401 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fnma Pass Thru 30Yr #Au5386 | 3.00 | % | 6/1/2043 | 1,499,099 | | | 1,380,702 | |
| Fnma Pass Thru 30Yr #Bv2616 | 3.00 | % | 7/1/2052 | 7,399,373 | | | 6,561,743 | |
| Fnma Pass Thru 30Yr #Fm3241 | 3.00 | % | 3/1/2050 | 755,785 | | | 678,543 | |
| Fnma Pass Thru 30Yr #Sd8265 | 4.00 | % | 11/1/2052 | 13,822,657 | | | 13,091,192 | |
| Gnma Ii Multpl Sgl 30Yr #Ma4587M | 4.00 | % | 7/20/2047 | 225,716 | | | 217,797 | |
| Gnma Ii Multpl Sgl 30Yr #Ma4720M | 4.00 | % | 9/20/2047 | 489,916 | | | 473,469 | |
| Gnma Ii Multpl Sgl 30Yr #Ma7589M | 2.50 | % | 9/20/2051 | 4,391,830 | | | 3,846,836 | |
| Denver Schs-B-Ref-Txb | 4.24 | % | 12/15/2037 | 698,700 | | | 658,275 | |
| La Local Govt Envrn-A | 4.28 | % | 2/1/2036 | 449,164 | | | 436,856 | |
| La Local Govt Envrn-A | 4.15 | % | 2/1/2033 | 299,443 | | | 295,014 | |
| Ny Urban Dev-B | 3.54 | % | 3/15/2028 | 1,696,844 | | | 1,625,215 | |
| Nyc Transtnl Fin-C3 | 3.50 | % | 11/1/2032 | 1,746,751 | | | 1,603,042 | |
| Sales Tax Securitiztn | 2.96 | % | 1/1/2032 | 998,143 | | | 876,230 | |
| Tx Natural Gas Secz | 5.10 | % | 4/1/2035 | 898,329 | | | 916,349 | |
| Tx St Transn-1St Tier | 5.18 | % | 4/1/2030 | 598,886 | | | 613,232 | |
| U S Treasury Note | 4.13 | % | 6/15/2026 | 2,794,801 | | | 2,795,565 | |
| U S Treasury Note | 4.13 | % | 7/31/2028 | 2,195,915 | | | 2,220,791 | |
| U S Treasury Note | 4.38 | % | 8/31/2028 | 998,143 | | | 1,020,524 | |
| U S Treasury Note | 4.25 | % | 5/31/2025 | 30,044,113 | | | 29,940,249 | |
| Uninvested Cash Plus Receivables | | | | | 761,613 | |
| Net Unsettled Trades | | | | | 1,080,633 | |
| Net Futures Held | | | | | (16,289,675) | |
| Broker Cash Collateral Received | | | | | (756) | |
| Total Royal Bank of Canada Contract No. Citigroup01 | | | | | $ | 143,370,199 | |
| | | | | | |
| American United Life Insurance Company: S00020 | | | | | |
| Amxca 2022-4 A | 5.18 | % | 10/15/2025 | 468,129 | | | $ | 470,799 | |
| Aepwv 2013-1 A2 | 3.77 | % | 8/1/2028 | 1,247,679 | | | 1,108,451 | |
| Bbcms 2022-C18 A2 | 5.50 | % | 11/15/2027 | 933,264 | | | 949,664 | |
| Bmwot 2022-A A3 | 3.21 | % | 6/25/2025 | 170,682 | | | 164,372 | |
| Bank 2023-Bnk45 A2 | 5.66 | % | 2/15/2028 | 415,831 | | | 427,690 | |
| Cd 2016-Cd2 A3 | 3.25 | % | 10/13/2026 | 848,422 | | | 759,870 | |
| Comet 2021-A1 A1 | 0.55 | % | 7/15/2024 | 2,021,240 | | | 1,969,326 | |
| Cnp 2012-1 A3 | 3.03 | % | 10/15/2024 | 2,096,101 | | | 492,850 | |
| Cgcmt 2019-C7 A1 | 2.08 | % | 11/15/2024 | 1,996,287 | | | 536,061 | |
| Dbjpm 2017-C6 A4 | 3.07 | % | 5/10/2027 | 998,143 | | | 945,304 | |
| Dtrt 2023-1 A3 | 5.90 | % | 3/15/2027 | 1,000,140 | | | 1,016,964 | |
| Dcent 2022-A3 A3 | 3.56 | % | 7/15/2025 | 1,232,707 | | | 1,210,478 | |
| Fnr 2014-81 Ve | 3.00 | % | 1/27/2025 | 1,597,029 | | | 1,202,805 | |
| Fnr 2017-104 Pa | 3.00 | % | 9/25/2028 | 6,188,488 | | | 871,056 | |
| Fnr 2022-29 Nq | 4.00 | % | 4/27/2026 | 1,497,215 | | | 956,098 | |
| Fnr 2022-50 A | 4.50 | % | 6/25/2026 | 1,547,122 | | | 1,091,414 | |
| Fnr 2022-54 Da | 4.50 | % | 9/25/2030 | 1,048,050 | | | 737,971 | |
| Fhr 3919 Ay | 4.00 | % | 9/15/2031 | 1,212,744 | | | 547,744 | |
| Fhr 4272 Yg | 2.00 | % | 4/15/2024 | 4,990,716 | | | 39,618 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fhr 4486 Jn | 2.00 | % | 4/15/2024 | 2,994,430 | | | 38,262 | |
| Fhr 4571 Ca | 2.50 | % | 11/17/2025 | 4,092,387 | | | 530,101 | |
| Fhr 5057 Ab | 2.50 | % | 7/25/2028 | 2,675,024 | | | 1,504,024 | |
| Fhr 4888 Cb | 3.00 | % | 5/15/2028 | 5,489,788 | | | 899,831 | |
| Fhr 5009 Gd | 2.50 | % | 5/25/2029 | 1,896,472 | | | 644,492 | |
| Fhr 5254 A | 4.50 | % | 10/25/2030 | 1,487,233 | | | 1,040,911 | |
| Fhr 5263 Ea | 4.00 | % | 5/25/2029 | 1,232,707 | | | 1,015,209 | |
| Fnr 2011-36 Qb | 4.00 | % | 7/25/2030 | 2,744,894 | | | 904,665 | |
| Fordl 2022-A A3 | 3.23 | % | 5/15/2024 | 1,097,958 | | | 611,466 | |
| Fordo 2022-B A3 | 4.41 | % | 5/15/2025 | 291,458 | | | 288,358 | |
| Gnr 2015-16 Gm | 2.00 | % | 9/22/2025 | 6,188,488 | | | 115,629 | |
| Gnr 2020-74 Dc | 1.00 | % | 10/20/2027 | 3,992,573 | | | 971,409 | |
| Gnr 2021-78 D | 2.50 | % | 1/20/2031 | 2,096,101 | | | 1,197,304 | |
| Gnr 2022-85 Ka | 4.00 | % | 4/20/2026 | 1,597,029 | | | 1,110,571 | |
| Gnr 2022-100 Ka | 4.00 | % | 7/20/2026 | 1,247,679 | | | 745,031 | |
| Gnr 2022-107 A | 3.00 | % | 2/20/2026 | 1,447,308 | | | 859,375 | |
| Jdot 2022-B A3 | 3.74 | % | 2/17/2026 | 512,047 | | | 504,631 | |
| Jdot 2023-A A3 | 5.01 | % | 11/16/2026 | 407,242 | | | 408,983 | |
| Mbart 2022-1 A3 | 5.21 | % | 5/15/2026 | 756,593 | | | 759,420 | |
| Narot 2022-B A3 | 4.46 | % | 3/16/2026 | 906,314 | | | 901,435 | |
| T 2 5/8 04/15/25 | 2.63 | % | 4/15/2025 | 1,562,294 | | | 1,532,895 | |
| T 2 3/4 05/15/25 | 2.75 | % | 5/15/2025 | 1,052,043 | | | 1,030,924 | |
| T 2 7/8 06/15/25 | 2.88 | % | 6/16/2025 | 1,580,260 | | | 1,546,691 | |
| T 3 07/15/25 | 3.00 | % | 7/15/2025 | 2,300,720 | | | 2,282,538 | |
| Woart 2022-B A3 | 3.25 | % | 11/17/2025 | 327,391 | | | 321,432 | |
| Woart 2022-C A3 | 3.66 | % | 2/17/2026 | 643,802 | | | 633,302 | |
| Total American United Life Insurance Company: S00020 | | | | | $ | 37,897,424 | |
| | | | | | |
| Reinsurance Group of America Contract No. RGA00084 | | | | | |
| Us Dollar | 4.98 | % | | 2,425,529 | | | $ | 2,425,529 | |
| Net Receivable | — | % | | 70,827 | | | 70,827 | |
| U.S. Treasury Note/Bond 2.75 02/15/2024 | 2.75 | % | 2/15/2024 | 14,258,477 | | | 14,361,669 | |
| Bank Of America Corp. 4.20 08/26/2024 | 4.20 | % | 8/26/2024 | 1,597,029 | | | 1,605,338 | |
| Kinder Morgan, Inc. 4.30 06/01/2025 | 4.30 | % | 6/1/2025 | 2,146,008 | | | 2,126,465 | |
| Cox Enterprises, Inc. 3.85 02/01/2025 | 3.85 | % | 2/1/2025 | 1,397,401 | | | 1,396,150 | |
| Crh Plc 3.875 05/18/2025 | 3.88 | % | 5/18/2025 | 948,236 | | | 931,935 | |
| Burlington Northern Santa Fe Llc 3.442 06/16/2028 | 3.44 | % | 6/16/2028 | 339,512 | | | 325,036 | |
| Wells Fargo & Co. 4.30 07/22/2027 | 4.30 | % | 7/22/2027 | 998,143 | | | 995,891 | |
| Hsbc Holdings Plc 4.25 08/18/2025 | 4.25 | % | 8/18/2025 | 873,375 | | | 867,516 | |
| Bnp Paribas Sa 4.375 09/28/2025 | 4.38 | % | 9/28/2025 | 1,048,050 | | | 1,036,713 | |
| Capital One Financial Corp. 4.20 10/29/2025 | 4.20 | % | 10/29/2025 | 499,072 | | | 492,879 | |
| Bnp Paribas Sa 4.375 05/12/2026 | 4.38 | % | 5/12/2026 | 623,840 | | | 611,256 | |
| Lloyds Banking Group Plc 4.582 12/10/2025 | 4.58 | % | 12/10/2025 | 923,283 | | | 906,033 | |
| Fannie Mae 4.50 08/01/2040 | 4.50 | % | 8/1/2040 | 864,288 | | | 856,686 | |
| Charter Communications, Inc. 4.908 07/23/2025 | 4.91 | % | 7/23/2025 | 449,164 | | | 454,570 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Fannie Mae 3.50 02/01/2037 | 3.50 | % | 2/1/2037 | 1,936,924 | | | 1,853,531 | |
| The Sherwin-Williams Co. 3.45 06/01/2027 | 3.45 | % | 6/1/2027 | 998,143 | | | 966,327 | |
| Barclays Plc 4.836 05/09/2028 | 4.84 | % | 5/9/2028 | 823,468 | | | 809,820 | |
| Fannie Mae 3.069 07/01/2047 | 3.07 | % | 7/1/2047 | 508,522 | | | 513,447 | |
| Freddie Mac Gold 4.50 09/01/2044 | 4.50 | % | 9/1/2044 | 1,736,777 | | | 1,732,799 | |
| Fannie Mae 3.111 07/01/2047 | 3.11 | % | 7/1/2047 | 374,193 | | | 377,782 | |
| Fannie Mae 4.50 01/01/2043 | 4.50 | % | 1/1/2043 | 1,878,260 | | | 1,865,164 | |
| Freddie Mac 3.131 05/01/2047 | 3.13 | % | 5/1/2047 | 53,741 | | | 54,155 | |
| Freddie Mac Gold 4.50 07/01/2045 | 4.50 | % | 7/1/2045 | 1,350,534 | | | 1,355,776 | |
| Fannie Mae 4.50 06/01/2047 | 4.50 | % | 6/1/2047 | 1,441,040 | | | 1,431,687 | |
| Fannie Mae 3.14 06/01/2047 | 3.14 | % | 6/1/2047 | 348,212 | | | 351,974 | |
| Freddie Mac 3.413 07/01/2047 | 3.41 | % | 7/1/2047 | 31,613 | | | 31,396 | |
| Bank Of America Corp. 3.593 07/21/2028 | 3.59 | % | 7/21/2028 | 399,257 | | | 385,071 | |
| Exelon Corp. 2.95 08/15/2027 | 2.95 | % | 8/15/2027 | 499,072 | | | 477,818 | |
| Freddie Mac Gold 4.50 04/01/2047 | 4.50 | % | 4/1/2047 | 831,314 | | | 827,091 | |
| Fannie Mae 2.861 10/01/2047 | 2.86 | % | 10/1/2047 | 182,595 | | | 183,439 | |
| Fannie Mae 3.098 10/01/2047 | 3.09 | % | 10/1/2047 | 32,555 | | | 32,051 | |
| Charter Communications, Inc. 4.20 03/15/2028 | 4.20 | % | 3/15/2028 | 1,946,379 | | | 1,893,626 | |
| Freddie Mac Gold 4.50 10/01/2047 | 4.50 | % | 10/1/2047 | 228,894 | | | 227,447 | |
| Slm Student Loan Trust 6.19564 01/25/2041 | 6.20 | % | 1/25/2041 | 433,542 | | | 428,707 | |
| Freddie Mac Gold 4.00 11/01/2045 | 4.00 | % | 11/1/2045 | 191,187 | | | 183,201 | |
| Cvs Health Corp. 4.30 03/25/2028 | 4.30 | % | 3/25/2028 | 816,481 | | | 812,002 | |
| Slm Student Loan Trust 5.76564 07/25/2040 | 5.77 | % | 7/25/2040 | 2,234,869 | | | 2,196,084 | |
| Slm Student Loan Trust 6.22564 01/25/2040 | 6.23 | % | 1/25/2040 | 943,810 | | | 936,633 | |
| Freddie Mac 3.38 06/01/2048 | 3.38 | % | 6/1/2048 | 63,726 | | | 62,394 | |
| Bayer Ag 4.375 12/15/2028 | 4.38 | % | 12/15/2028 | 923,283 | | | 879,135 | |
| Charter Communications, Inc. 5.05 03/30/2029 | 5.05 | % | 3/30/2029 | 249,536 | | | 250,076 | |
| Fannie Mae 5.00 02/01/2049 | 5.00 | % | 2/1/2049 | 100,937 | | | 102,130 | |
| Fannie Mae 5.00 03/01/2049 | 5.00 | % | 3/1/2049 | 338,340 | | | 340,259 | |
| Fannie Mae 5.00 12/01/2048 | 5.00 | % | 12/1/2048 | 438,808 | | | 444,135 | |
| Bank Of America Corp. 3.559 04/23/2027 | 3.56 | % | 4/23/2027 | 524,025 | | | 507,871 | |
| Imperial Brands Plc 3.875 07/26/2029 | 3.88 | % | 7/26/2029 | 998,143 | | | 947,857 | |
| The Cigna Group 4.375 10/15/2028 | 4.38 | % | 10/15/2028 | 1,097,958 | | | 1,099,254 | |
| Ford Motor Credit Co. Llc 4.063 11/01/2024 | 4.06 | % | 11/1/2024 | 449,164 | | | 444,315 | |
| Wells Fargo & Co. 2.879 10/30/2030 | 2.88 | % | 10/30/2030 | 249,536 | | | 223,045 | |
| Fannie Mae 3.353 10/01/2049 | 3.35 | % | 10/1/2049 | 661,399 | | | 640,873 | |
| Dow, Inc. 4.80 11/30/2028 | 4.80 | % | 11/30/2028 | 1,048,050 | | | 1,064,707 | |
| Prosus Nv 3.68 01/21/2030 | 3.68 | % | 1/21/2030 | 898,329 | | | 800,967 | |
| Jpmorgan Chase & Co. 4.493 03/24/2031 | 4.49 | % | 3/24/2031 | 1,397,401 | | | 1,379,381 | |
| Wells Fargo & Co. 4.478 04/04/2031 | 4.48 | % | 4/4/2031 | 2,170,962 | | | 2,120,751 | |
| Cvs Health Corp. 3.75 04/01/2030 | 3.75 | % | 4/1/2030 | 399,257 | | | 379,325 | |
| Oracle Corp. 2.95 04/01/2030 | 2.95 | % | 4/1/2030 | 1,322,540 | | | 1,203,407 | |
| Dominion Energy 3.375 04/01/2030 | 3.38 | % | 4/1/2030 | 1,147,865 | | | 1,066,431 | |
| The Southern Co. 3.70 04/30/2030 | 3.70 | % | 4/30/2030 | 1,097,958 | | | 1,041,280 | |
| Berkshire Hathaway Energy 2.70 09/15/2030 | 2.70 | % | 9/15/2030 | 1,247,679 | | | 1,091,045 | |
| Jpmorgan Chase & Co. 2.522 04/22/2031 | 2.52 | % | 4/22/2031 | 823,468 | | | 716,064 | |
| Jpmorgan Chase & Co. 2.083 04/22/2026 | 2.08 | % | 4/22/2026 | 723,654 | | | 696,041 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Toyota Auto Receivables Owner Trust 1.66 09/15/2025 | 1.66 | % | 9/15/2025 | 588,919 | | | 585,420 | |
| Philip Morris International, Inc. 2.10 05/01/2030 | 2.10 | % | 5/1/2030 | 2,545,265 | | | 2,192,262 | |
| Boston Properties, Inc. 3.25 01/30/2031 | 3.25 | % | 1/30/2031 | 374,304 | | | 326,248 | |
| Jpmorgan Chase & Co. 2.956 05/13/2031 | 2.96 | % | 5/13/2031 | 823,468 | | | 726,888 | |
| Relx Plc 3.00 05/22/2030 | 3.00 | % | 5/22/2030 | 798,515 | | | 737,324 | |
| At&T, Inc. 2.75 06/01/2031 | 2.75 | % | 6/1/2031 | 3,144,151 | | | 2,763,609 | |
| Hsbc Holdings Plc 2.848 06/04/2031 | 2.85 | % | 6/4/2031 | 998,143 | | | 860,418 | |
| Freddie Mac Pool 2.50 07/01/2050 | 2.50 | % | 7/1/2050 | 3,446,023 | | | 2,964,097 | |
| Fannie Mae 2.50 08/01/2050 | 2.50 | % | 8/1/2050 | 4,177,826 | | | 3,613,119 | |
| Freddie Mac Pool 2.00 08/01/2050 | 2.00 | % | 8/1/2050 | 2,015,140 | | | 1,679,149 | |
| Natwest Group Plc 3.032 11/28/2035 | 3.03 | % | 11/28/2035 | 299,443 | | | 249,214 | |
| British American Tobacco Plc 2.726 03/25/2031 | 2.73 | % | 3/25/2031 | 1,297,586 | | | 1,097,615 | |
| British American Tobacco Plc 2.259 03/25/2028 | 2.26 | % | 3/25/2028 | 224,582 | | | 202,306 | |
| Fannie Mae 2.00 11/01/2050 | 2.00 | % | 11/1/2050 | 224,310 | | | 185,997 | |
| State Street Corp. 3.152 03/30/2031 | 3.15 | % | 3/30/2031 | 1,771,704 | | | 1,602,148 | |
| Fannie Mae 2.50 09/01/2040 | 2.50 | % | 9/1/2040 | 7,815,321 | | | 6,975,200 | |
| Freddie Mac Pool 2.50 10/01/2040 | 2.50 | % | 10/1/2040 | 835,148 | | | 745,281 | |
| Abbvie, Inc. 3.20 11/21/2029 | 3.20 | % | 11/21/2029 | 2,370,590 | | | 2,224,433 | |
| The Williams Co., Inc. 3.25 05/15/2030 | 3.25 | % | 5/15/2030 | 1,197,772 | | | 1,090,670 | |
| Freddie Mac Pool 2.50 10/01/2040 | 2.50 | % | 10/1/2040 | 2,332,140 | | | 2,081,187 | |
| Freddie Mac Pool 2.50 11/01/2050 | 2.50 | % | 11/1/2050 | 1,542,916 | | | 1,333,828 | |
| Freddie Mac Pool 2.50 08/01/2040 | 2.50 | % | 8/1/2040 | 2,751,658 | | | 2,480,546 | |
| Fannie Mae 2.50 01/01/2041 | 2.50 | % | 1/1/2041 | 1,601,606 | | | 1,429,311 | |
| T-Mobile U.S., Inc. 2.55 02/15/2031 | 2.55 | % | 2/15/2031 | 1,297,586 | | | 1,130,130 | |
| T-Mobile U.S., Inc. 3.75 04/15/2027 | 3.75 | % | 4/15/2027 | 524,025 | | | 512,416 | |
| Nextera Energy, Inc. 1.90 06/15/2028 | 1.90 | % | 6/15/2028 | 1,297,586 | | | 1,152,548 | |
| U.S. Treasury Note/Bond 0.25 06/15/2024 | 0.25 | % | 6/15/2024 | 529,016 | | | 517,524 | |
| Prosus Nv 3.061 07/13/2031 | 3.06 | % | 7/13/2031 | 2,170,962 | | | 1,784,551 | |
| Freddie Mac Pool 2.50 07/01/2041 | 2.50 | % | 7/1/2041 | 3,009,149 | | | 2,684,712 | |
| Freddie Mac Pool 2.50 02/01/2051 | 2.50 | % | 2/1/2051 | 1,745,819 | | | 1,507,428 | |
| Fannie Mae 2.50 12/01/2051 | 2.50 | % | 12/1/2051 | 5,577,313 | | | 4,802,531 | |
| Prosus Nv 4.193 01/19/2032 | 4.19 | % | 1/19/2032 | 274,489 | | | 241,945 | |
| U.S. Treasury Note/Bond 1.50 02/29/2024 | 1.50 | % | 2/29/2024 | 9,362,584 | | | 9,353,209 | |
| The Goldman Sachs Group, Inc. 3.615 03/15/2028 | 3.62 | % | 3/15/2028 | 1,871,519 | | | 1,814,961 | |
| Charter Communications, Inc. 4.40 04/01/2033 | 4.40 | % | 4/1/2033 | 274,489 | | | 256,341 | |
| British American Tobacco Plc 4.742 03/16/2032 | 4.74 | % | 3/16/2032 | 1,497,215 | | | 1,457,000 | |
| Wells Fargo & Co. 3.908 04/25/2026 | 3.91 | % | 4/25/2026 | 798,515 | | | 788,393 | |
| Verizon Communications, Inc. 2.355 03/15/2032 | 2.36 | % | 3/15/2032 | 1,074,002 | | | 900,770 | |
| Capital One Financial Corp. 5.268 05/10/2033 | 5.27 | % | 5/10/2033 | 848,422 | | | 838,832 | |
| Dominion Energy 3.75 05/15/2027 | 3.75 | % | 5/15/2027 | 449,164 | | | 440,689 | |
| U.S. Treasury Note/Bond 2.50 05/31/2024 | 2.50 | % | 5/31/2024 | 4,117,341 | | | 4,080,350 | |
| Fannie Mae 3.50 04/01/2052 | 3.50 | % | 4/1/2052 | 1,082,287 | | | 999,380 | |
| Fannie Mae 3.50 07/01/2052 | 3.50 | % | 7/1/2052 | 3,570,954 | | | 3,316,297 | |
| Kinder Morgan, Inc. 4.80 02/01/2033 | 4.80 | % | 2/1/2033 | 623,840 | | | 612,843 | |
| Fannie Mae 2.523 06/01/2052 | 2.52 | % | 6/1/2052 | 2,403,490 | | | 2,146,514 | |
*Party-in-interest, as 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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Freddie Mac 4.226 09/01/2052 | 4.23 | % | 9/1/2052 | 8,647,609 | | | 8,395,199 | |
| Freddie Mac 3.318 07/01/2052 | 3.32 | % | 7/1/2052 | 4,537,338 | | | 4,277,054 | |
| Jpmorgan Chase & Co. 5.717 09/14/2033 | 5.72 | % | 9/14/2033 | 648,793 | | | 682,330 | |
| T-Mobile U.S., Inc. 5.20 01/15/2033 | 5.20 | % | 1/15/2033 | 823,468 | | | 863,872 | |
| The Southern Co. 5.70 10/15/2032 | 5.70 | % | 10/15/2032 | 1,721,797 | | | 1,828,244 | |
| Enel Spa 7.10 10/14/2027 | 7.10 | % | 10/14/2027 | 1,147,865 | | | 1,242,330 | |
| Boston Properties, Inc. 6.75 12/01/2027 | 6.75 | % | 12/1/2027 | 1,147,865 | | | 1,208,325 | |
| Bank Of America Corp. 6.204 11/10/2028 | 6.20 | % | 11/10/2028 | 998,143 | | | 1,049,977 | |
| Philip Morris International, Inc. 5.125 11/17/2027 | 5.13 | % | 11/17/2027 | 324,397 | | | 332,209 | |
| Ford Credit Auto Owner Trust 5.27 05/17/2027 | 5.27 | % | 5/17/2027 | 3,828,878 | | | 3,847,068 | |
| Exelon Corp. 3.35 03/15/2032 | 3.35 | % | 3/15/2032 | 1,097,958 | | | 992,240 | |
| Freddie Mac Pool 3.50 08/01/2052 | 3.50 | % | 8/1/2052 | 2,530,638 | | | 2,336,631 | |
| Freddie Mac 4.701 01/01/2053 | 4.70 | % | 1/1/2053 | 1,096,378 | | | 1,084,875 | |
| Ubs Group Ag 5.711 01/12/2027 | 5.71 | % | 1/12/2027 | 524,025 | | | 540,946 | |
| Freddie Mac 3.984 01/01/2053 | 3.98 | % | 1/1/2053 | 2,525,105 | | | 2,426,348 | |
| Fannie Mae 3.50 05/01/2052 | 3.50 | % | 5/1/2052 | 2,282,771 | | | 2,101,263 | |
| Capital One Financial Corp. 5.817 02/01/2034 | 5.82 | % | 2/1/2034 | 399,257 | | | 406,988 | |
| Fannie Mae 3.50 04/01/2052 | 3.50 | % | 4/1/2052 | 1,328,391 | | | 1,226,622 | |
| U.S. Treasury Note/Bond 4.625 02/28/2025 | 4.63 | % | 2/28/2025 | 3,224,003 | | | 3,272,487 | |
| Texas Natural Gas Securitization Finance Corp. 5.102 04/01/2035 | 5.10 | % | 4/1/2035 | 1,597,029 | | | 1,654,757 | |
| The Charles Schwab Corp. 5.643 05/19/2029 | 5.64 | % | 5/19/2029 | 723,654 | | | 747,099 | |
| The Charles Schwab Corp. 5.853 05/19/2034 | 5.85 | % | 5/19/2034 | 349,350 | | | 363,003 | |
| Capital One Financial Corp. 6.377 06/08/2034 | 6.38 | % | 6/8/2034 | 598,886 | | | 618,812 | |
| Fannie Mae 3.50 02/01/2053 | 3.50 | % | 2/1/2053 | 3,123,954 | | | 2,874,996 | |
| Fannie Mae 3.00 11/01/2040 | 3.00 | % | 11/25/2040 | 1,170,716 | | | 1,061,457 | |
| Freddie Mac 4.627 08/01/2053 | 4.63 | % | 8/1/2053 | 2,314,134 | | | 2,258,000 | |
| U.S. Treasury Note/Bond 5.00 08/31/2025 | 5.00 | % | 8/31/2025 | 4,346,914 | | | 4,460,431 | |
| Ford Motor Credit Co. Llc 6.798 11/07/2028 | 6.80 | % | 11/7/2028 | 573,932 | | | 606,398 | |
| The Charles Schwab Corp. 6.196 11/17/2029 | 6.20 | % | 11/17/2029 | 274,489 | | | 289,921 | |
| U.S. Treasury Note/Bond 4.375 11/30/2028 | 4.38 | % | 11/30/2028 | 2,066,157 | | | 2,122,155 | |
| Total Reinsurance Group of America Contract No. RGA00084 | | | | | $ | 201,549,935 | |
| Total Synthetic guaranteed investment contracts (GICs) | | | | | $ | 965,399,391 | |
| Total investments | | | | | $ | 19,894,269,381 | |
| | | | | | |
| * | Participant loans | 4.25% to 10.25% | | | $0 | 207,405,891 | |
| | | | | | |
| Other investment liabilities | | | | | |
| Payable in Brazil Real | | | | | $ | (11,361) | |
| Payable in Canadian Dollar | | | | | (3,957) | |
| Payable in Chinese R Yuan Hk | | | | | (9,227,837) | |
| Payable in Euro | | | | | (2,568) | |
| Payable in Japanese Yen | | | | | (16,910) | |
| Payable in Mexican Peso | | | | | (1,702,189) | |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
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, 2023
| | | | | | | | | | | | | | | | | | | | |
| | Interest | Maturity | Number of | Cost | Current |
| Identity of issuer | rate | date | shares/units | value** | value |
| Payable in Pound Sterling | | | | | (456) | |
| Payable in South African Rand | | | | | (25,195) | |
| Payable in U.S. Dollar | | | | | (2,728,675) | |
| Total Other investment liabilities | | | | | $ | (13,719,148) | |
| Totals | | | | | $ | 20,087,956,124 | |
*Party-in-interest, as 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
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
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By: /s/ Sara Wechter |
Sara Wechter |
Global Head of Human Resources |
Date: June 27, 2024
EXHIBIT INDEX
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Exhibit
Number | | Description of Exhibit |
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______________________
* Filed herewith.