UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 11-K
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended December 31, 2021
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 FOR PUERTO RICO
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 FOR PUERTO RICO
Financial Statements and Supplemental Schedule
December 31, 2021 and 2020
(With Report of Independent Registered Public Accounting Firm Thereon)
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Financial Statements and Supplemental Schedule
December 31, 2021 and 2020
Table of Contents
Page | |||||
Report of Independent Registered Public Accounting Firm | |||||
Financial Statements: | |||||
Statements of Net Assets Available for Benefits as of December 31, 2021 and 2020 | |||||
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2021 and 2020 | |||||
Notes to Financial Statements | |||||
Supplemental Schedule:* | |||||
Schedule H, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2021 | |||||
Signatures | |||||
Exhibit Index | |||||
* Other schedules required by Form 5500 which are not applicable have been omitted
Report of Independent Registered Public Accounting Firm
To the Plan Participants and Plan Administrator
Citi Retirement Savings Plan for Puerto Rico:
Citi Retirement Savings Plan for Puerto Rico:
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of the Citi Retirement Savings Plan for Puerto Rico (the Plan) as of December 31, 2021 and 2020, the related statements of changes in net assets available for benefits for the years then ended, and the related notes (collectively, the financial statements). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2021 and 2020, and the changes in net assets available for benefits for the years then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
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Accompanying Supplemental Information
The Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2021, has been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information, is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ KPMG LLP
We have served as the Plan's auditor since 2001.
New York, New York
June 23, 2022
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Statements of Net Assets Available for Benefits
December 31, 2021 and 2020
2021 | 2020 | ||||||||||
Assets: | |||||||||||
Investments, at fair value | $ | 50,100,182 | $ | 44,300,987 | |||||||
Investments in fully benefit-responsive investment contracts, at contract value | 1,622,570 | 1,744,512 | |||||||||
Total investments | 51,722,752 | 46,045,499 | |||||||||
Receivables: | |||||||||||
Employer contributions | 1,169,311 | 1,175,217 | |||||||||
Interest and dividends | 15,142 | 10,688 | |||||||||
Receivable for securities sold | 2,679 | 2,829 | |||||||||
Participant loans | 1,046,211 | 1,200,179 | |||||||||
Total receivables | 2,233,343 | 2,388,913 | |||||||||
Total assets | 53,956,095 | 48,434,412 | |||||||||
Liabilities: | |||||||||||
Payable for securities purchased | 2,495 | 4,010 | |||||||||
Other investment liabilities | 4,857 | 8,476 | |||||||||
Payable for trustee, administrative fees and other | 11,703 | 9,361 | |||||||||
Total liabilities | 19,055 | 21,847 | |||||||||
Net assets available for benefits | $ | 53,937,040 | $ | 48,412,565 | |||||||
See accompanying notes to financial statements. |
3
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Statements of Changes in Net Assets Available for Benefits
Years Ended December 31, 2021 and 2020
2021 | 2020 | ||||||||||
Additions to net assets attributable to: | |||||||||||
Investment income: | |||||||||||
Dividends | $ | 119,104 | $ | 125,624 | |||||||
Interest | 56,113 | 76,274 | |||||||||
Net appreciation in fair value of investments | 6,607,977 | 5,012,427 | |||||||||
Net investment income | 6,783,194 | 5,214,325 | |||||||||
Interest income on loans receivable from participants | 55,757 | 67,869 | |||||||||
Contributions: | |||||||||||
Employer | 1,169,311 | 1,175,216 | |||||||||
Participants | 1,399,045 | 1,452,428 | |||||||||
Total contributions | 2,568,356 | 2,627,644 | |||||||||
Total additions to net assets | 9,407,307 | 7,909,838 | |||||||||
Deductions from net assets attributable to: | |||||||||||
Distributions to participants | 3,789,441 | 2,506,411 | |||||||||
Trustee and administrative expenses | 49,766 | 40,370 | |||||||||
Dividends paid directly to participants | 43,625 | 42,181 | |||||||||
Total deductions from net assets | 3,882,832 | 2,588,962 | |||||||||
Net increase | 5,524,475 | 5,320,876 | |||||||||
Net assets available for benefits at: | |||||||||||
Beginning of year | 48,412,565 | 43,091,689 | |||||||||
End of year | $ | 53,937,040 | $ | 48,412,565 | |||||||
See accompanying notes to financial statements. |
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
(1)Description of the Plan
The following brief description of the Citi Retirement Savings Plan for Puerto Rico (the Plan) is provided for general information purposes only. Participants should refer to the Plan's Summary Plan Description and legal plan document for a more complete description of the Plan.
(a) General
The Plan was established in 2001 and is a defined contribution plan designed to encourage savings on the part of eligible employees. The Plan covers eligible employees of Citibank, N.A., a subsidiary of Citigroup Inc., (the Company) and its affiliates who primarily reside and work in Puerto Rico. Citibank, N.A. is the Plan Sponsor. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA), and the Puerto Rico Internal Revenue Code of 2011, as amended (PRIRC). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations. The Plan provides for participant-directed accounts, which permits a participant or beneficiary to exercise control over the assets in the account and make investment decisions. As a result, the Plan's fiduciaries may be released from liability for any losses that result from the Participant's individual investment decisions.
Banco Popular de Puerto Rico (Banco Popular) is the trustee of the Plan. Bank of New York Mellon is the custodian of the Plan. The Plan is administered by Alight Solutions Inc., a third‑party administrator.
(b) Eligibility
Eligible employees generally include employees performing services for the Company and employees of participating subsidiaries, who are considered bona fide residents of Puerto Rico or who perform services primarily in Puerto Rico, as defined in the Plan document.
During 2020, full‑time employees or part‑time employees scheduled to work 20 or more hours a week were eligible to participate on the first day of the first pay period after the participant became an employee of the Company. Part‑time employees scheduled to work fewer than 20 hours a week were eligible to participate in the Plan on January 1 or July 1 after the employee was credited with at least 1,000 hours of service during the first 12 months with the Company or at least 1,000 hours of service in any calendar year beginning after the employee’s date of hire.
On and after January 1, 2021, full-time and part-time employees are eligible to participate on the first day of the first pay period after the participant becomes an employee of the Company.
(c) Employee Contributions
Eligible employees may defer on a before-tax basis through payroll deductions up to 50% (in 1% increments) of their eligible pay subject to certain legal limitations. Eligible pay generally includes base salary, overtime, commissions, shift differential pay, and periodic incentive bonuses. The minimum annual eligible pay does not exceed the applicable limits permitted by the PRIRC.
Newly hired and rehired eligible employees are automatically enrolled in the Plan at a 6% before-tax contribution rate unless they otherwise enroll themselves or opt out of the Plan. Participants who are automatically enrolled in the Plan, but do not make an investment election, are invested in the Plan’s default investment, which is the Plan’s “target retirement date” fund consistent with the participant’s projected year of retirement. Further, unless the participant elects a different rate, for employees who
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
are automatically enrolled, their contribution rate is automatically increased by 1% annually until they reach a before-tax contribution rate of 15% or reach the maximum statutory dollar contribution limit.
Participants who are age 50 or over by the end of the Plan year are permitted to make additional contributions up to 49% of their eligible pay, known as "catch-up" contributions, up to applicable statutory limit. There is no automatic enrollment for catch‑up contributions.
(d) Employer Contributions
During 2021 and 2020, employer contributions consisted of three components: the Company matching contribution, fixed contribution, and transition contribution.
The Company matching contribution was equal to 100% of the participant’s before-tax contributions up to 6% of the participant’s eligible compensation (up to the annual compensation maximum set by the PRIRC) for eligible employees at all compensation levels. Company matching contributions did not exceed the lesser of the participant’s contribution or 6% of the participant’s eligible compensation up to the statutory limit. Catch‑up contributions are not subject to matching contributions. Participants must contribute to the Plan to receive Company matching contributions.
A fixed contribution of up to 2% of eligible pay is credited to the Plan accounts of eligible employees whose qualifying annual compensation, as defined in the Plan is $100,000 or less.
An annual transition contribution is credited to the Plan accounts of certain employees who were eligible to receive benefits under the Plan, the Citigroup Pension Plan, and the Citigroup Ownership Program in 2007, prior to the Plans’ redesign. If an employee’s total benefit opportunity under the three programs was greater than his or her benefit opportunity under the Plan, an additional transition contribution is credited. Participants receiving this transition contribution generally have long service and must be continuously employed by the Company since December 31, 2006.
Matching, fixed and transition contributions are invested in the same manner as a participant's contributions, or in the Plan's qualified default investment alternative in the absence of such an election.
At December 31, 2021 and 2020, the employer contribution receivable was $1.20 million, respectively. Company contributions relating to 2021 and 2020 were received and credited to participant accounts during the first quarter of 2022 and 2021, respectively.
(e) Participant Accounts
The Plan maintains a separate account for each participant, to which contributions, expenses, investment gains and losses are allocated.
Participants may elect to invest their 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.
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
Changes requested by participants are implemented as soon as administratively practicable, in accordance with the Plan document.
(f) Rollover and Transfer Contributions
The Plan accepts qualifying rollover contributions made by participants in cash from other Puerto Rico qualified plans. However, rollovers from an Individual Retirement Account (IRA) are not permitted under Puerto Rico law. Transfers or rollovers to the Plan may only be made with the approval of the Plan’s management and do not affect any other contributions made by or on behalf of a participant.
Of the participant contributions reported in 2021 and 2020, there is $0 and $24,397 related to rollover contributions into the Plan, 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;
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
• If a participant reaches age 55, dies or becomes disabled while in service;
• In the case of a full or partial termination of the Plan or complete discontinuance of contributions under the Plan.
Once a participant is vested in his or her Company contributions, those contributions are available for distribution or rollover once he or she leaves the Company or is otherwise eligible to take a distribution, as more fully described in notes 1(k) and (l).
(i) Forfeited Accounts
Forfeitures may be used to offset expenses of the Plan. During 2021 and 2020, $41 and $1,936, respectively, of forfeitures were used to offset Plan expenses. As of December 31, 2021 and 2020, unallocated forfeitures were $1,104 and $323, respectively.
(j) Loans Receivable from Participants
Subject to the Plan’s provisions and the requirements contained within ERISA and PRIRC, participants may apply for up to two loans from the Plan at a fixed annual interest rate equal to the prime rate, as published in The Wall Street Journal for the fifteenth business day of the month in which the loan application is initiated, plus 1%. Loans may be made for a minimum amount of $1,000, the maximum of which would be the lesser of 50% of the participant’s vested account balance or $50,000, less the highest outstanding loan balance in the previous twelve months. Loans receivable from participants as of December 31, 2021 and 2020, bore interest rates from 4.25% to 6.50%. Loan terms range from 1 to 5 years for general purpose loans or up to 20 years for the purchase of a primary residence.
Loans receivable from participants are valued at unpaid principal plus any accrued but unpaid interest.
Each loan is secured through the vested balance in the participant’s Plan account. If a participant defaults on his or her loan by failing to make timely repayments, the outstanding principal and interest due on the loan is treated as a deemed distribution and reported as a taxable distribution to the participant as soon as administratively practicable in the year of default. If the participant has an outstanding loan and takes a distribution of his or her Plan benefit, the outstanding principal and interest due on the loan is deducted from the account balance before an amount is distributed to the participant.
A participant applying for a loan through the Plan will be charged a $50 loan application fee. The loan application fee is nonrefundable and will be used to offset the administrative expenses associated with the loan. The fee will be deducted from the participant’s Plan account at the time his or her loan request is processed.
(k) Withdrawals
Prior to termination of employment, a participant may withdraw, subject to the Plan’s notice requirements, all or a portion of the vested value of his or her participant account if the participant has attained age 59½ or becomes totally and permanently disabled, or a certain portion of the value of his or her participant account in the event of demonstrated financial hardship, subject to the Plan’s provisions. Withdrawals to which a participant is entitled are the amounts that can be provided by the contributions and income thereon (including net realized and unrealized investment gains and losses) allocated to each participant’s account, less allocated expenses. Withdrawals from the
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
Citigroup Common Stock Fund may be paid in either shares of common stock or cash at the discretion of the participant, with the exception of a hardship withdrawal, which must be paid in cash. Fractional shares and withdrawals from other funds are paid in cash.
(l) Distributions
A participant, after leaving the Company, can have the total of his or her vested account distributed in accordance with the provisions of the Plan.
If the value of a participant’s account equals or exceeds $5,000, the participant may elect to defer the commencement of his or her distribution until his or her normal retirement age, age 65, or may request a distribution at any time in the form of a lump‑sum payment or installments. The value of this distribution will be based on the value of the participant’s vested account at the valuation date that coincides with the distribution, to the extent administratively practicable. If the value of a participant’s account is less than $5,000, the Plan will distribute the participant’s account upon termination of employment.
Distributions to which a participant is entitled are the vested amounts that can be provided by the contributions and income thereon (including net realized and unrealized investment gains and losses) allocated to each participant’s account, less allocated expenses. Fractional shares and distributions from other funds are paid in cash.
(2) Summary of Significant Accounting Policies
(a) Basis of Accounting
The accompanying financial statements have been prepared under the accrual basis of accounting and displayed in US dollars.
(b) Use of Estimates
The preparation of the financial statements in conformity with U.S. generally accepted accounting principles (GAAP) requires the Plan’s management to make estimates and assumptions that affect the reported amounts of assets and liabilities, changes therein, and disclosure of contingent assets and liabilities at the date the financial statements are prepared. Actual results could differ from those estimates and assumptions. Significant estimates inherent in the preparation of the financial statements include the fair value of investments.
(c) Investment Valuation and Income Recognition
Investments held by the Plan are generally stated at fair value with the exception of fully benefit-responsive investment contracts, which according to GAAP are stated at contract value.
Cash equivalents and short-term investments are valued at cost, which approximates fair value.
Equity investments traded on national securities exchanges are valued at their closing market prices. When no trades are reported, they are valued at the most recent bid quotation; securities traded in the over‑the‑counter market are valued at their last sale or bid price. This includes U.S. and non‑U.S. equities in separately managed accounts.
The shares of common stock held by the Citigroup Common Stock Fund are valued at the last reported sale price on the New York Stock Exchange on the last business day of the year.
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
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 last sale price.
Collective trust funds are determined to have readily determinable fair values and valued based on NAV. Participant‑directed redemptions from these collective trust funds generally can be made daily, subject to a Plan imposed 7‑day minimum holding period on investments (other than BNY Mellon Stable Value Fund related investments which have a longer holding period).
Purchases and sales of investments are recorded on a trade-date basis. Securities purchased or sold near year-end may result in payments on these securities not being made or received until after the Plan’s year-end. The amounts of such payments are recorded as payables or receivables as of year-end in the statements of net assets available for benefits. Interest income is recorded as earned on the accrual basis. Dividend income is recorded on the ex-dividend date.
Pending foreign exchange purchases are marked to market based upon year-end forward exchange rates.
(d) Fair Value of Other Assets and Liabilities
The carrying value of other assets and liabilities approximates fair value because of the short-term nature of these items.
(e) Payment of Benefits
Benefits are recorded when paid.
(3) Guaranteed Investment Contracts (GIC)
The Plan’s BNY Mellon Stable Value Fund (Fund) is a custom investment vehicle that invests in fully benefit‑responsive investment contracts, which are synthetic GICs issued by insurance companies.
The Plan’s GICs consist of the underlying investments, which are fixed-income securities owned directly by the Plan and “wrapper” contracts purchased from the insurance companies. The wrapper contracts guarantee full payment of principal and interest and provide an interest crediting rate of not less than zero. The wrapper contracts amortize the realized and unrealized gains and losses on the underlying fixed income investments over the duration of the investments, through adjustments to the future interest crediting rate. These investments are credited with earnings on the underlying investments and charged for participant withdrawals and administrative expenses. Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value.
There are no reserves against contract value for credit risk of the contract issuers or otherwise.
An investment contract is considered fully benefit‑responsive if all of the following criteria are met:
• The investment contract is between the Fund and the issuer and the contract cannot be sold or assigned.
• The contract issuer must be obligated to repay principal and interest to participants in the Fund or provide prospective crediting rate adjustments that cannot result in an interest crediting rate less than zero.
• All permitted participant‑initiated transactions occur at contract value, without limitations.
• An event that limits the ability of the participant to transact at contract value is not probable.
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
• 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:
2021 | 2020 | |||||||||||||
Synthetic GICs | $ | 1,622,570 | $ | 1,744,512 | ||||||||||
In addition, the Fund owns units of the Bank of New York Mellon Short‑Term Investment Fund, which serves as the Fund’s short‑term liquidity vehicle, included in the fair value hierarchy table in cash equivalents and short-term investments.
(4) Fair Value Measurements
FASB Accounting Standards Codification (ASC) 820, Fair Value Measurement, provides a framework for measuring fair value, which provides a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are described below:
• Level 1 – Quoted prices for identical instruments in active markets.
• Level 2 – Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model‑derived valuations in which all significant inputs and significant value drivers are observable in active markets.
• Level 3 – Valuations derived from valuation techniques in which one or more significant inputs or significant value drivers are unobservable.
This hierarchy requires the Plan’s management to use observable market data, when available, and to minimize the use of unobservable inputs when determining fair value. As required by ASC 820, assets are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
The methods described above may produce a fair value measurement that may not be indicative of net realizable value or reflective of future fair values. Furthermore, while the Plan believes its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in a different fair value measurement at the reporting date.
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
The table below categorizes the Plan’s investments by level within the fair value hierarchy as of December 31, 2021.
December 31, 2021 | |||||||||||||||||||||||
Level 1 | Level 2 | Total | |||||||||||||||||||||
Investments, at fair value: | |||||||||||||||||||||||
Cash equivalents and short-term investments | $ | 64 | $ | 111,098 | $ | 111,162 | |||||||||||||||||
Collective trust funds | — | 43,027,953 | 43,027,953 | ||||||||||||||||||||
U.S. equities | 2,136,776 | — | 2,136,776 | ||||||||||||||||||||
Non-U.S. equities | 2,020,794 | — | 2,020,794 | ||||||||||||||||||||
Mutual funds and other registered investment companies | 2,803,497 | — | 2,803,497 | ||||||||||||||||||||
Investments, at fair value | $ | 6,961,131 | $ | 43,139,051 | $ | 50,100,182 | |||||||||||||||||
Other investment liabilities | $ | (2,110) | $ | (2,747) | $ | (4,857) |
The table below categorizes the Plan’s investments by level within the fair value hierarchy as of December 31, 2020.
December 31, 2020 | |||||||||||||||||||||||
Level 1 | Level 2 | Total | |||||||||||||||||||||
Investments, at fair value: | |||||||||||||||||||||||
Cash equivalents and short-term investments | $ | 385 | $ | 108,685 | $ | 109,070 | |||||||||||||||||
Collective trust funds | — | 37,536,934 | 37,536,934 | ||||||||||||||||||||
U.S. equities | 2,010,199 | — | 2,010,199 | ||||||||||||||||||||
Non-U.S. equities | 1,730,105 | — | 1,730,105 | ||||||||||||||||||||
Mutual funds and other registered investment companies | 2,914,679 | — | 2,914,679 | ||||||||||||||||||||
Investments, at fair value | $ | 6,655,368 | $ | 37,645,619 | $ | 44,300,987 | |||||||||||||||||
Other investment liabilities | $ | (773) | $ | (7,703) | $ | (8,476) |
There were no transfers or reclassifications of investments between levels within the fair value hierarchy during the years ended December 31, 2021 and 2020, 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, 2021 and 2020.
(5) Administrative Expenses
Plan provisions allow for administrative expenses, including, but not limited to, audit fees, custodial and trustee fees, investment manager fees, and recordkeeping fees to be paid by the Plan and allocated to participant accounts. Expenses related to monthly investment service fees and loan fees are charged to participants’ investment balances and are reflected in the value of their participant accounts. These expenses are reported in trustee and administrative expenses in the statements of net assets available for benefits, or if paid by the investment funds, are included in net appreciation in fair value of investments.
Any expenses not borne by the Plan are paid by the Company.
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CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
(6) Risks and Uncertainties
The Plan invests in a variety of investment securities. Investment securities, in general, are exposed to various risks, such as interest rate, credit, foreign exchange and overall market volatility risk. Due to the level of risk associated with certain investment securities, it is reasonable to expect that changes in the values of investment securities will occur in the near term and that such changes could materially affect participant account balances and the net assets available for plan benefits.
The Plan’s exposure to a concentration of credit risk is limited by the diversification of investments across participant‑directed fund elections. Additionally, the investments within each investment fund option are further diversified into varied financial instruments, with the exception of the Citigroup Common Stock Fund, which primarily invests in the securities of a single issuer. At December 31, 2021 and 2020, 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 $1.3 million at December 31, 2021 and December 31, 2020.
The Plan held no direct investments through other investment options in the Company’s common stock at December 31, 2021 and 2020. 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 2021 and 2020, the Company paid $43,625 and $42,181, respectively, to the participants for dividends on common stocks held directly.
At December 31, 2021 and 2020, the Plan held $103,516 and $98,609, respectively, of the Bank of New York Mellon Short-Term Investment Fund. At December 31, 2021 and 2020, the Plan also held through its investment in synthetic GICs valued at $916 and $913, respectively, of Bank of New York Mellon corporate bonds and the Bank of New York Mellon Short-Term Investment Fund.
These transactions qualify as exempt party‑in‑interest transactions.
(8) Tax Status
The Puerto Rico Department of Treasury ("PR Treasury") has determined and informed the Plan by a letter dated September 12, 2014 that the Plan as amended and restated effective January 1, 2012 and related trust are established in accordance with applicable sections of the PRIRC and, therefore, qualify as exempt from taxes under Section 1165(a) of the PRIRC. By letters dated April 29, 2016, the PR Treasury determined and informed the Plan that Amendments 1, 2 and 3 to the Plan meet the applicable requirements of the PRIRC. By letter dated June 2, 2017, the PR Treasury determined and informed the Plan that Amendment 4 to the Plan and the amendment to the Trust Agreement meet the applicable requirements of the PRIRC. On February 5, 2018, the PR Treasury determined and informed the Plan that Amendment 5 to the Plan meets the applicable requirements of the PRIRC. On June 4, 2018, the PR Treasury determined and informed the Plan that Amendment 6 to the Plan meets the applicable requirements of PRIRC. On July 11,
13
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2021 and 2020
2019, the PR Treasury determined and informed the Plan that Amendment 7 to the Plan meets the applicable requirements of PRIRC.
Although the Plan has been amended effective January 1, 2021 since receiving the above-referenced determination letters (Amendment 8), the Plan's management and the Plan's legal counsel believe that the Plan, as amended, continues to be qualified as tax-exempt and continues to operate in compliance with the applicable requirements of the PRIRC. Therefore, no provision for income taxes is included in the Plan’s financial statements.
GAAP requires the Plan’s management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the Internal Revenue Service. The Plan's management has concluded that, as of December 31, 2021 and 2020, there are no uncertain positions taken or expected to be taken that would require recognition of a liability (or asset) or disclosure in the financial statements.
The Plan is subject to audits by taxing jurisdictions; however, there are currently no audits for any open tax periods in progress. The Company believes the Plan is no longer subject to tax examination for years prior to 2018.
(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, 2021 and 2020:
2021 | 2020 | |||||||||||||
Net assets available for benefits per the financial statements | $ | 53,937,040 | $ | 48,412,565 | ||||||||||
Adjustment from contract value to fair value for fully benefit-responsive investment contracts | 20,469 | 75,325 | ||||||||||||
Net assets available for benefits per the Form 5500 | $ | 53,957,509 | $ | 48,487,890 | ||||||||||
Net increase in net assets available for benefits per the financial statements | $ | 5,524,475 | $ | 5,320,876 | ||||||||||
Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts | (75,325) | (28,731) | ||||||||||||
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts | 20,469 | 75,325 | ||||||||||||
Net increase in net assets per Form 5500 | $ | 5,469,619 | $ | 5,367,470 |
14
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Cash equivalents and short-term investments: | |||||||||||||||||||||||
Australian Dollar | 18 | $ | 13 | ||||||||||||||||||||
Bny Mellon Cash Reserve | 63 | 63 | |||||||||||||||||||||
Brazil Real | 447 | 81 | |||||||||||||||||||||
Canadian Dollar | 80 | 62 | |||||||||||||||||||||
Danish Krone | 4 | 1 | |||||||||||||||||||||
Euro Currency Unit | 96 | 107 | |||||||||||||||||||||
Hong Kong Dollar | 321 | 41 | |||||||||||||||||||||
Indian Rupee | 6,618 | 89 | |||||||||||||||||||||
Japanese Yen | 141,502 | 1,229 | |||||||||||||||||||||
New Taiwan Dollar | 4,832 | 175 | |||||||||||||||||||||
New Zealand Dollar | 7 | 6 | |||||||||||||||||||||
Pound Sterling | 70 | 96 | |||||||||||||||||||||
Swedish Krona | 1,149 | 127 | |||||||||||||||||||||
Swiss Franc | 3 | 4 | |||||||||||||||||||||
Thailand Baht | 2,780 | 85 | |||||||||||||||||||||
U.S. Dollar | 5,467 | 5,467 | |||||||||||||||||||||
* | Collective Us Gov'T Stif 15 | —% | 103,516 | 103,516 | |||||||||||||||||||
Total cash equivalents and short-term investments | 16 | $ | 111,162 | ||||||||||||||||||||
Collective trust funds: | |||||||||||||||||||||||
Blackrock Lifepath Index 2025 Fund F | 8,487 | $ | 228,327 | ||||||||||||||||||||
Blackrock Lifepath Index 2030 Fund F | 12,643 | 387,573 | |||||||||||||||||||||
Blackrock Lifepath Index 2035 Fund F | 41,263 | 1,248,088 | |||||||||||||||||||||
Blackrock Lifepath Index 2040 Fund F | 63,797 | 2,185,292 | |||||||||||||||||||||
Blackrock Lifepath Index 2045 Fund F | 65,801 | 2,152,346 | |||||||||||||||||||||
Blackrock Lifepath Index 2050 Fund F | 47,542 | 1,294,405 | |||||||||||||||||||||
Blackrock Lifepath Index 2055 Fund F | 12,446 | 441,025 | |||||||||||||||||||||
Blackrock Lifepath Index 2060 Fund F | 613 | 12,654 | |||||||||||||||||||||
Blackrock Lifepath Index Retirement Fund F | 13,997 | 366,561 | |||||||||||||||||||||
Blackrock EAFE Equity Index Fund F | 94,292 | 5,169,394 | |||||||||||||||||||||
Blackrock Emerging Markets Index Fund F | 123,181 | 1,775,897 | |||||||||||||||||||||
Blackrock Msci Acwi Esg Focus Index Fund F | 9,114 | 154,931 | |||||||||||||||||||||
Blackrock Roll Select Commodity Index Fund F | 11,160 | 135,129 | |||||||||||||||||||||
Blackrock Russell 2000 Index Fund F | 15,693 | 1,124,842 | |||||||||||||||||||||
Blackrock Russell 3000 Index Fund F | 50,929 | 4,875,937 | |||||||||||||||||||||
Blackrock Mid Capitalization Equity Index Fund F | 26,933 | 3,798,430 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
15
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Blackrock Equity Index Fund F | 120,552 | 11,559,852 | |||||||||||||||||||||
Blackrock US Debt Index Fund F | 133,630 | 4,791,496 | |||||||||||||||||||||
Blackrock US TIPS Fund F | 28,112 | 734,177 | |||||||||||||||||||||
Schroder Collective Investment Trust | 28,719 | 422,751 | |||||||||||||||||||||
Wellington CIF II Citigroup Emerging Markets Debt | 13,410 | 168,846 | |||||||||||||||||||||
Total collective trust funds | $ | 43,027,953 | |||||||||||||||||||||
Mutual funds: | |||||||||||||||||||||||
BlackRock Cash Funds: Treasury | 1,936,581 | $ | 1,936,581 | ||||||||||||||||||||
Blackrock Hi Yield Bond Port-K | 24,777 | 194,246 | |||||||||||||||||||||
Dimensional Emrg Mrkts Ii | 15,389 | 321,477 | |||||||||||||||||||||
Fidelity Advisor Total Bond-Z | 2,112 | 23,338 | |||||||||||||||||||||
Ishares Msci Eafe Small-Cap | 19 | 1,373 | |||||||||||||||||||||
Natixis Ls Core Pl Bnd-Y | 1,729 | 23,441 | |||||||||||||||||||||
PGIM High Yield-R6 | 17,673 | 97,023 | |||||||||||||||||||||
Pimco Income Fund-Institutional | 983 | 11,736 | |||||||||||||||||||||
T Rowe Price Institutional High Yield | 22,003 | 194,282 | |||||||||||||||||||||
Total mutual funds | $ | 2,803,497 | |||||||||||||||||||||
Non-U.S. equities: | |||||||||||||||||||||||
360 Digitech Inc | 254 | $ | 5,825 | ||||||||||||||||||||
3I Group Plc | 319 | 6,269 | |||||||||||||||||||||
Aalberts Nv | 6 | 429 | |||||||||||||||||||||
Aarti Industries Ltd | 76 | 1,032 | |||||||||||||||||||||
Abb Ltd | 226 | 8,655 | |||||||||||||||||||||
Abcam Plc | 47 | 1,094 | |||||||||||||||||||||
Academedia Ab | 54 | 331 | |||||||||||||||||||||
Accenture Plc | 38 | 15,608 | |||||||||||||||||||||
Accton Technology Corp | 98 | 922 | |||||||||||||||||||||
Adc Therapeutics Sa | 16 | 326 | |||||||||||||||||||||
Adidas Ag | 10 | 2,799 | |||||||||||||||||||||
Adient Plc | 4 | 193 | |||||||||||||||||||||
Advantech Co Ltd | 90 | 1,283 | |||||||||||||||||||||
Adyen Nv | 3 | 9,193 | |||||||||||||||||||||
Aedas Homes Sa | 14 | 375 | |||||||||||||||||||||
Affle India Ltd | 53 | 805 | |||||||||||||||||||||
African Rainbow Minerals Ltd | 38 | 552 | |||||||||||||||||||||
Afry Ab | 8 | 213 | |||||||||||||||||||||
Aia Group Ltd | 1,910 | 19,260 | |||||||||||||||||||||
Aida Engineering Ltd | 23 | 217 | |||||||||||||||||||||
Aiful Corp | 186 | 575 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
16
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Air Arabia Pjsc | 604 | 238 | |||||||||||||||||||||
Air Liquide Sa | 117 | 20,383 | |||||||||||||||||||||
Airtac International Group | 93 | 3,435 | |||||||||||||||||||||
Airtel Africa Plc | 249 | 452 | |||||||||||||||||||||
Aixtron Se | 50 | 1,008 | |||||||||||||||||||||
Aj Bell Plc | 54 | 280 | |||||||||||||||||||||
Akzo Nobel Nv | 28 | 3,029 | |||||||||||||||||||||
Alcon Inc | 137 | 12,099 | |||||||||||||||||||||
Alibaba Group Holding Ltd | 792 | 17,788 | |||||||||||||||||||||
A-Living Smart City Services | 1,567 | 2,674 | |||||||||||||||||||||
Alkermes Plc | 8 | 183 | |||||||||||||||||||||
Also Holding Ag | 2 | 521 | |||||||||||||||||||||
Altus Group Ltd | 9 | 504 | |||||||||||||||||||||
Amadeus It Group Sa | 189 | 12,786 | |||||||||||||||||||||
Ambea Ab | 42 | 282 | |||||||||||||||||||||
Amber Enterprises India Ltd | 19 | 846 | |||||||||||||||||||||
Ambev Sa | 405 | 1,135 | |||||||||||||||||||||
Ambu A/S | 18 | 465 | |||||||||||||||||||||
Americanas Sa | 621 | 3,518 | |||||||||||||||||||||
Amplifon Spa | 38 | 2,034 | |||||||||||||||||||||
Ams-Osram Ag | 27 | 495 | |||||||||||||||||||||
Anglo American Plc | 98 | 3,990 | |||||||||||||||||||||
Anima Holding Spa | 77 | 394 | |||||||||||||||||||||
Anritsu Corp | 34 | 524 | |||||||||||||||||||||
Anta Sports Products Ltd | 114 | 1,716 | |||||||||||||||||||||
Aon Plc | 59 | 17,689 | |||||||||||||||||||||
Apl Apollo Tubes Ltd | 94 | 1,269 | |||||||||||||||||||||
Apollo Hospitals Enterprise Ltd | 41 | 2,776 | |||||||||||||||||||||
Applus Services Sa | 45 | 417 | |||||||||||||||||||||
Ara Logos Logistics Trust | 461 | 307 | |||||||||||||||||||||
Arca Continental Sab De Cv | 905 | 5,751 | |||||||||||||||||||||
Arcelormittal Sa | 137 | 4,371 | |||||||||||||||||||||
Arcland Service Holdings Co Ltd | 24 | 464 | |||||||||||||||||||||
Arco Platform Ltd | 15 | 314 | |||||||||||||||||||||
Arcticzymes Technologies Asa | 27 | 284 | |||||||||||||||||||||
Aritzia Inc | 12 | 509 | |||||||||||||||||||||
Aruhi Corp | 18 | 167 | |||||||||||||||||||||
Ascential Plc | 269 | 1,465 | |||||||||||||||||||||
Ascom Holding Ag | 25 | 319 | |||||||||||||||||||||
Ase Technology Holding Co Ltd | 1,419 | 5,461 | |||||||||||||||||||||
Asiainfo Technologies Ltd | 127 | 207 | |||||||||||||||||||||
Asian Paints Ltd | 52 | 2,367 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
17
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Askul Corp | 15 | 200 | |||||||||||||||||||||
Asm Pacific Technology Ltd | 298 | 3,226 | |||||||||||||||||||||
Asmedia Technology Inc | 16 | 1,075 | |||||||||||||||||||||
Asml Holding Nv | 20 | 16,081 | |||||||||||||||||||||
Asos Plc | 19 | 631 | |||||||||||||||||||||
Aspeed Technology Inc | 33 | 4,215 | |||||||||||||||||||||
Assured Guaranty Ltd | 28 | 1,395 | |||||||||||||||||||||
Astral Ltd | 38 | 1,181 | |||||||||||||||||||||
Atlas Copco Ab | 163 | 11,236 | |||||||||||||||||||||
Atlassian Corp Plc | 23 | 8,806 | |||||||||||||||||||||
Atul Ltd | 7 | 801 | |||||||||||||||||||||
Auction Technology Group Plc | 23 | 481 | |||||||||||||||||||||
Auto1 Group Se | 8 | 175 | |||||||||||||||||||||
Autohome Inc | 106 | 3,114 | |||||||||||||||||||||
Avanza Bank Holding Ab | 20 | 722 | |||||||||||||||||||||
Axfood Ab | 48 | 1,395 | |||||||||||||||||||||
Axis Capital Holdings Ltd | 18 | 998 | |||||||||||||||||||||
Azimut Holding Spa | 40 | 1,119 | |||||||||||||||||||||
Bajaj Finance Ltd | 27 | 2,520 | |||||||||||||||||||||
Balkrishna Industries Ltd | 37 | 1,153 | |||||||||||||||||||||
Baltic Classifieds Group Plc | 136 | 465 | |||||||||||||||||||||
Banco Bradesco Sa | 1,550 | 5,301 | |||||||||||||||||||||
Bandai Namco Holdings Inc | 41 | 3,171 | |||||||||||||||||||||
Bank Central Asia Tbk Pt | 10,825 | 5,544 | |||||||||||||||||||||
Bank Jago Tbk Pt | 1,027 | 1,153 | |||||||||||||||||||||
Bank Mandiri Persero Tbk Pt | 10,717 | 5,283 | |||||||||||||||||||||
Bank Of Georgia Group Plc | 27 | 609 | |||||||||||||||||||||
Bank Of Ningbo Co Ltd | 257 | 1,546 | |||||||||||||||||||||
Bank Of Nt Butterfield & Son | 28 | 1,062 | |||||||||||||||||||||
Bank Rakyat Indonesia Persero | 20,516 | 5,916 | |||||||||||||||||||||
Barclays Plc | 1,535 | 3,889 | |||||||||||||||||||||
Barco Nv | 11 | 248 | |||||||||||||||||||||
Bawag Group Ag | 18 | 1,118 | |||||||||||||||||||||
Baycurrent Consulting Inc | 1 | 555 | |||||||||||||||||||||
Bayer Ag | 87 | 4,644 | |||||||||||||||||||||
Beiersdorf Ag | 66 | 6,790 | |||||||||||||||||||||
Beijer Ref Ab | 14 | 296 | |||||||||||||||||||||
Best World International Ltd | 469 | 472 | |||||||||||||||||||||
Biogaia Ab | 5 | 304 | |||||||||||||||||||||
Biohaven Pharmaceutical Holding | 3 | 407 | |||||||||||||||||||||
Biomerieux | 2 | 237 | |||||||||||||||||||||
Bml Inc | 11 | 340 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
18
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Boa Vista Servicos Sa | 104 | 112 | |||||||||||||||||||||
Bp Plc | 1,007 | 4,508 | |||||||||||||||||||||
Bridgepoint Group Plc | 51 | 343 | |||||||||||||||||||||
Brp Inc | 41 | 3,588 | |||||||||||||||||||||
Brunello Cucinelli Spa | 6 | 398 | |||||||||||||||||||||
Bucher Industries Ag | 1 | 420 | |||||||||||||||||||||
Bufab Ab | 7 | 355 | |||||||||||||||||||||
Burckhardt Compression Holding | 1 | 649 | |||||||||||||||||||||
Bure Equity Ab | 11 | 520 | |||||||||||||||||||||
Bw Lpg Ltd | 121 | 688 | |||||||||||||||||||||
Bwp Trust | 177 | 534 | |||||||||||||||||||||
Bytes Technology Group Plc | 62 | 479 | |||||||||||||||||||||
Cae Inc | 231 | 5,844 | |||||||||||||||||||||
Cairn Homes Plc | 317 | 408 | |||||||||||||||||||||
Canaccord Genuity Group Inc | 56 | 672 | |||||||||||||||||||||
Canadian National Railway Co | 69 | 8,508 | |||||||||||||||||||||
Canadian Pacific Railway Ltd | 197 | 14,168 | |||||||||||||||||||||
Canadian Western Bank | 10 | 301 | |||||||||||||||||||||
Cancom Se | 6 | 428 | |||||||||||||||||||||
Capgemini Se | 63 | 15,332 | |||||||||||||||||||||
Capitec Bank Holdings Ltd | 26 | 3,357 | |||||||||||||||||||||
Capri Holdings Ltd | 5 | 320 | |||||||||||||||||||||
Carel Industries Spa | 36 | 1,079 | |||||||||||||||||||||
Carlsberg As | 52 | 9,082 | |||||||||||||||||||||
Cellectis Sa | 38 | 306 | |||||||||||||||||||||
Cemex Sab De Cv | 1,235 | 8,376 | |||||||||||||||||||||
Centre Testing International | 262 | 1,104 | |||||||||||||||||||||
Centrica Plc | 356 | 345 | |||||||||||||||||||||
Cewe Stiftung & Co Kgaa | 3 | 379 | |||||||||||||||||||||
Chailease Holding Co Ltd | 427 | 4,063 | |||||||||||||||||||||
Charter Hall Group | 112 | 1,672 | |||||||||||||||||||||
Check Point Software Technology | 38 | 4,403 | |||||||||||||||||||||
Chicony Power Technology Co Ltd | 86 | 244 | |||||||||||||||||||||
China Feihe Ltd | 2,171 | 2,913 | |||||||||||||||||||||
China Longyuan Power Group Cor | 2,975 | 6,945 | |||||||||||||||||||||
China Meidong Auto Holdings Ltd | 286 | 1,475 | |||||||||||||||||||||
China Merchants Bank Co Ltd | 566 | 4,398 | |||||||||||||||||||||
China Resources Mixc Lifestyle | 107 | 499 | |||||||||||||||||||||
China Tourism Group Duty Free | 23 | 789 | |||||||||||||||||||||
Chroma Ate Inc | 139 | 1,005 | |||||||||||||||||||||
Chunbo Co Ltd | 3 | 837 | |||||||||||||||||||||
Cia De Saneamento Basico Do Es | 475 | 3,426 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
19
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Cicc Fin Trad Ltd 0% Nts | 475 | 3,675 | |||||||||||||||||||||
Cie Automotive Sa | 9 | 290 | |||||||||||||||||||||
Cie Financiere Richemont Sa | 76 | 11,492 | |||||||||||||||||||||
Cie Generale Des Etablissement | 19 | 3,090 | |||||||||||||||||||||
Clarivate Plc | 178 | 4,179 | |||||||||||||||||||||
Clicks Group Ltd | 61 | 1,209 | |||||||||||||||||||||
Clinuvel Pharmaceuticals Ltd | 18 | 353 | |||||||||||||||||||||
Coca-Cola Bottlers Japan Holding | 6 | 64 | |||||||||||||||||||||
Coca-Cola Europacific Partners | 141 | 7,909 | |||||||||||||||||||||
Cochlear Ltd | 3 | 481 | |||||||||||||||||||||
Coforge Ltd | 19 | 1,537 | |||||||||||||||||||||
Cogeco Communications Inc | 68 | 5,438 | |||||||||||||||||||||
Collins Foods Ltd | 24 | 229 | |||||||||||||||||||||
Com7 Pcl | 417 | 1,022 | |||||||||||||||||||||
Compass Group Plc | 519 | 11,601 | |||||||||||||||||||||
Computacenter Plc | 37 | 1,445 | |||||||||||||||||||||
Computer Age Management Services | 28 | 994 | |||||||||||||||||||||
Constellium Se | 16 | 283 | |||||||||||||||||||||
Contemporary Amperex Technology | 73 | 6,714 | |||||||||||||||||||||
Continental Ag | 52 | 5,551 | |||||||||||||||||||||
Cosmo Energy Holdings Co Ltd | 45 | 874 | |||||||||||||||||||||
Country Garden Services g | 464 | 2,780 | |||||||||||||||||||||
Cranswick Plc | 8 | 392 | |||||||||||||||||||||
Crispr Therapeutics Ag | 2 | 134 | |||||||||||||||||||||
Croda International Plc | 6 | 822 | |||||||||||||||||||||
Crompton Greaves Consumer Electrical | 207 | 1,220 | |||||||||||||||||||||
Cropenergies Ag | 33 | 465 | |||||||||||||||||||||
Csl Ltd | 61 | 12,943 | |||||||||||||||||||||
Cvs Group Plc | 14 | 419 | |||||||||||||||||||||
Dabur India Ltd | 146 | 1,142 | |||||||||||||||||||||
Daewoo Engineering & Construct | 115 | 556 | |||||||||||||||||||||
Daihen Corp | 12 | 498 | |||||||||||||||||||||
Daikin Industries Ltd | 37 | 8,271 | |||||||||||||||||||||
Daiwa House Industry Co Ltd | 140 | 4,011 | |||||||||||||||||||||
Daiwabo Holdings Co Ltd | 38 | 609 | |||||||||||||||||||||
Danel Adir Yeoshua Ltd | 1 | 229 | |||||||||||||||||||||
Dassault Syst Shs | 56 | 3,348 | |||||||||||||||||||||
Dbs Group Holdings Ltd | 396 | 9,606 | |||||||||||||||||||||
De' Longhi Spa | 17 | 624 | |||||||||||||||||||||
Dechra Pharmaceuticals Plc | 5 | 393 | |||||||||||||||||||||
Definity Financial Corp | 10 | 235 | |||||||||||||||||||||
Delta Electronics Inc | 867 | 8,616 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
20
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Denka Co Ltd | 5 | 162 | |||||||||||||||||||||
Denso Corp | 48 | 3,953 | |||||||||||||||||||||
Dentalcorp Holdings Ltd | 23 | 299 | |||||||||||||||||||||
Derwent London Plc | 11 | 522 | |||||||||||||||||||||
Descartes Sys Group Inc | 9 | 776 | |||||||||||||||||||||
Descartes Systems Group Inc | 5 | 448 | |||||||||||||||||||||
Deutsche Boerse Ag | 45 | 7,484 | |||||||||||||||||||||
Dexerials Corp | 21 | 754 | |||||||||||||||||||||
Diageo Plc | 142 | 7,749 | |||||||||||||||||||||
Diagnosticos Da America Sa | 363 | 2,201 | |||||||||||||||||||||
Dic Corp | 13 | 328 | |||||||||||||||||||||
Digital Holdings Inc | 13 | 153 | |||||||||||||||||||||
Dino Polska Sa | 29 | 2,637 | |||||||||||||||||||||
Dios Fastigheter Ab | 55 | 717 | |||||||||||||||||||||
Disco Corp | 14 | 4,252 | |||||||||||||||||||||
Diversey Holdings Ltd | 178 | 2,366 | |||||||||||||||||||||
Divi'S Laboratories Ltd | 26 | 1,628 | |||||||||||||||||||||
Dixon Technologies India Ltd | 23 | 1,736 | |||||||||||||||||||||
Dksh Holding Ag | 6 | 528 | |||||||||||||||||||||
Dl E&C Co Ltd | 22 | 2,197 | |||||||||||||||||||||
Dlocal Ltd/Uruguay | 37 | 1,323 | |||||||||||||||||||||
Domino'S Pizza Group Plc | 81 | 502 | |||||||||||||||||||||
Dr Lal Pathlabs Ltd | 24 | 1,218 | |||||||||||||||||||||
Dr. Martens Plc | 64 | 371 | |||||||||||||||||||||
Dsv A/S | 64 | 14,934 | |||||||||||||||||||||
Dts Corp | 16 | 355 | |||||||||||||||||||||
Dundee Precious Metals Inc | 76 | 473 | |||||||||||||||||||||
E.Sun Financial Holding Co Ltd | 2,325 | 2,358 | |||||||||||||||||||||
East Money Information Co Ltd | 276 | 1,605 | |||||||||||||||||||||
Ecopro Bm Co Ltd | 2 | 729 | |||||||||||||||||||||
Edenred | 7 | 318 | |||||||||||||||||||||
Edita Food Industries Sae | 16 | 36 | |||||||||||||||||||||
E-Finance For Digital & Finance | 216 | 279 | |||||||||||||||||||||
Eiken Chemical Co Ltd | 21 | 348 | |||||||||||||||||||||
Electric Power Development Co | 30 | 403 | |||||||||||||||||||||
Elite Material Co Ltd | 127 | 1,273 | |||||||||||||||||||||
Ememory Technology Inc | 25 | 1,942 | |||||||||||||||||||||
Emis Group Plc | 18 | 323 | |||||||||||||||||||||
Enel Spa | 752 | 6,024 | |||||||||||||||||||||
Enerplus Corp | 54 | 572 | |||||||||||||||||||||
Engie Sa | 777 | 11,504 | |||||||||||||||||||||
Eni Spa | 187 | 2,596 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
21
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Enn Energy Holdings Ltd | 242 | 4,555 | |||||||||||||||||||||
Equinor Asa | 154 | 4,128 | |||||||||||||||||||||
Erex Co Ltd | 41 | 722 | |||||||||||||||||||||
Ergomed Plc | 17 | 347 | |||||||||||||||||||||
Ermenegildo Zegna Holditalia | 29 | 301 | |||||||||||||||||||||
Escorts Ltd | 40 | 1,024 | |||||||||||||||||||||
Esker Sa | 1 | 410 | |||||||||||||||||||||
Esr Cayman Ltd | 2,258 | 7,631 | |||||||||||||||||||||
Essent Group Ltd | 17 | 772 | |||||||||||||||||||||
Essilorluxottica Sa | 28 | 5,957 | |||||||||||||||||||||
Eurofins Scientific Se | 11 | 1,402 | |||||||||||||||||||||
Europris Asa | 142 | 1,135 | |||||||||||||||||||||
Evertec Inc | 12 | 610 | |||||||||||||||||||||
Evolution Ab | 86 | 12,275 | |||||||||||||||||||||
Evotec Se | 8 | 376 | |||||||||||||||||||||
Evraz Plc | 106 | 866 | |||||||||||||||||||||
Experian Plc | 440 | 21,636 | |||||||||||||||||||||
Fabrinet | 3 | 321 | |||||||||||||||||||||
Faes Farma Sa | 156 | 326 | |||||||||||||||||||||
Fd Technologies Plc | 14 | 384 | |||||||||||||||||||||
Feng Tay Enterprise Co Ltd | 114 | 958 | |||||||||||||||||||||
Ferguson Plc | 45 | 8,032 | |||||||||||||||||||||
Ferrari Nv | 49 | 12,688 | |||||||||||||||||||||
Ferrexpo Plc | 210 | 851 | |||||||||||||||||||||
Ferronordic Ab | 5 | 201 | |||||||||||||||||||||
Fila Holdings Corp | 16 | 470 | |||||||||||||||||||||
Finecobank Banca Fineco Spa | 40 | 701 | |||||||||||||||||||||
First International Bank Of Is | 26 | 1,091 | |||||||||||||||||||||
Fisher & Paykel Healthcare Corp | 44 | 979 | |||||||||||||||||||||
Fix Price Group Ltd | 370 | 2,790 | |||||||||||||||||||||
Flatexdegiro Ag | 22 | 515 | |||||||||||||||||||||
Fluidra Sa | 22 | 888 | |||||||||||||||||||||
Formula Systems 1985 Ltd | 3 | 395 | |||||||||||||||||||||
Fresh Del Monte Produce Inc | 20 | 555 | |||||||||||||||||||||
Frontier Developments Plc | 13 | 325 | |||||||||||||||||||||
Fujimi Inc | 10 | 641 | |||||||||||||||||||||
Fujitec Co Ltd | 16 | 348 | |||||||||||||||||||||
Fujitsu General Ltd | 18 | 437 | |||||||||||||||||||||
Fujitsu Ltd | 31 | 5,261 | |||||||||||||||||||||
Fukui Computer Holdings Inc | 7 | 207 | |||||||||||||||||||||
Fukuoka Financial Group Inc | 15 | 255 | |||||||||||||||||||||
Fullcast Holdings Co Ltd | 15 | 324 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
22
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Funding Circle Holdings Plc | 187 | 283 | |||||||||||||||||||||
G-7 Holdings Inc | 29 | 421 | |||||||||||||||||||||
Galp Energia Sgps Sa | 658 | 6,375 | |||||||||||||||||||||
Gazprom Pjsc | 759 | 6,974 | |||||||||||||||||||||
Genuit Group Plc | 53 | 418 | |||||||||||||||||||||
Genus Plc | 17 | 1,119 | |||||||||||||||||||||
Getinge Ab | 16 | 712 | |||||||||||||||||||||
Glencore Plc | 750 | 3,809 | |||||||||||||||||||||
Globalwafers Co Ltd | 37 | 1,181 | |||||||||||||||||||||
Globant Sa | 30 | 9,314 | |||||||||||||||||||||
Globeride Inc | 12 | 326 | |||||||||||||||||||||
Glory Ltd | 13 | 238 | |||||||||||||||||||||
Godrej Properties Ltd | 38 | 954 | |||||||||||||||||||||
Golden Agri-Resources Ltd | 2,261 | 411 | |||||||||||||||||||||
Grupo Aeroportuario Del Surest | 2 | 350 | |||||||||||||||||||||
Grupo Financiero Banorte Sab | 471 | 3,066 | |||||||||||||||||||||
Grupo Sbf Sa | 66 | 269 | |||||||||||||||||||||
Gujarat Gas Ltd | 84 | 714 | |||||||||||||||||||||
Gvs Spa | 28 | 333 | |||||||||||||||||||||
Haier Smart Home Co Ltd | 127 | 537 | |||||||||||||||||||||
Hansol Chemical Co Ltd | 5 | 1,181 | |||||||||||||||||||||
Hanwa Co Ltd | 27 | 761 | |||||||||||||||||||||
Havells India Ltd | 96 | 1,812 | |||||||||||||||||||||
Hazama Ando Corp | 98 | 735 | |||||||||||||||||||||
Hdfc Bank Ltd | 469 | 19,566 | |||||||||||||||||||||
Headhunter Group Plc | 10 | 527 | |||||||||||||||||||||
Heiwa Real Estate Co Ltd | 11 | 382 | |||||||||||||||||||||
Helen Of Troy Ltd | 1 | 253 | |||||||||||||||||||||
Helios Towers Plc | 218 | 508 | |||||||||||||||||||||
Hera Spa | 222 | 925 | |||||||||||||||||||||
Hikari Tsushin Inc | 4 | 562 | |||||||||||||||||||||
Hilan Ltd | 5 | 343 | |||||||||||||||||||||
Hindustan Unilever Ltd | 34 | 1,082 | |||||||||||||||||||||
Hitachi Ltd | 243 | 13,143 | |||||||||||||||||||||
Hong Kong Exchanges & Clearing | 69 | 4,036 | |||||||||||||||||||||
Hope Education Group Co Ltd | 1,908 | 367 | |||||||||||||||||||||
Horiba Ltd | 5 | 299 | |||||||||||||||||||||
Horizon Therapeutics Plc | 40 | 4,257 | |||||||||||||||||||||
Hoshino Resorts Reit Inc | — | 526 | |||||||||||||||||||||
Housing Development Finance Co | 113 | 3,924 | |||||||||||||||||||||
Howden Joinery Group Plc | 44 | 540 | |||||||||||||||||||||
Hoya Corp | 54 | 8,010 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
23
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Hyosung Tnc Corp | 1 | 315 | |||||||||||||||||||||
Hypoport Se | 1 | 421 | |||||||||||||||||||||
Hyundai Motor Co | 50 | 7,060 | |||||||||||||||||||||
Icici Bank Ltd | 1,040 | 20,574 | |||||||||||||||||||||
Icon Plc | 44 | 13,571 | |||||||||||||||||||||
Idec Corp/Japan | 14 | 348 | |||||||||||||||||||||
Idp Education Ltd | 16 | 415 | |||||||||||||||||||||
Ig Group Holdings Plc | 39 | 427 | |||||||||||||||||||||
Iguatemi Sa | 13 | 43 | |||||||||||||||||||||
I-Mab | 7 | 346 | |||||||||||||||||||||
Imcd Nv | 4 | 868 | |||||||||||||||||||||
Imi Plc | 69 | 1,625 | |||||||||||||||||||||
Immunocore Holdings Plc | 11 | 364 | |||||||||||||||||||||
Impala Platinum Holdings Ltd | 356 | 5,016 | |||||||||||||||||||||
Impro Precision Industries Ltd | 544 | 129 | |||||||||||||||||||||
Indian Energy Exchange Ltd | 345 | 1,172 | |||||||||||||||||||||
Indraprastha Gas Ltd | 108 | 683 | |||||||||||||||||||||
Infineon Technologies Ag | 76 | 3,543 | |||||||||||||||||||||
Info Edge India Ltd | 20 | 1,511 | |||||||||||||||||||||
Infocom Corp | 36 | 688 | |||||||||||||||||||||
Infroneer Holdings Inc | 66 | 596 | |||||||||||||||||||||
Ing Groep Nv | 298 | 4,153 | |||||||||||||||||||||
Ingenia Communities Group | 257 | 1,162 | |||||||||||||||||||||
Inghams Group Ltd | 163 | 415 | |||||||||||||||||||||
Inmobiliaria Colonial Socimi | 55 | 519 | |||||||||||||||||||||
Intact Financial Corp | 19 | 2,479 | |||||||||||||||||||||
Integrated Diagnostics Holding | 202 | 259 | |||||||||||||||||||||
Intermediate Capital Group Plc | 39 | 1,167 | |||||||||||||||||||||
International Container Terminal | 258 | 1,010 | |||||||||||||||||||||
International Game Technology | 9 | 267 | |||||||||||||||||||||
International Games System Co | 9 | 262 | |||||||||||||||||||||
Interroll Holding Ag | 1 | 600 | |||||||||||||||||||||
Intertrust Nv | 17 | 384 | |||||||||||||||||||||
Intesa Sanpaolo Spa | 1,785 | 4,616 | |||||||||||||||||||||
Intrum Ab | 27 | 704 | |||||||||||||||||||||
Ipsos | 5 | 225 | |||||||||||||||||||||
Iqe Plc | 681 | 319 | |||||||||||||||||||||
Itoham Yonekyu Holdings Inc | 57 | 323 | |||||||||||||||||||||
Janus Henderson Group Plc | 49 | 2,072 | |||||||||||||||||||||
Japan Tobacco Inc | 131 | 2,635 | |||||||||||||||||||||
Jd.Com Inc | 107 | 3,765 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
24
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Jk Cement Ltd | 19 | 857 | |||||||||||||||||||||
Jost Werke Ag | 11 | 641 | |||||||||||||||||||||
Jpm -Cw22 China Three | 4,865 | 5,748 | |||||||||||||||||||||
Jpm -Cw22 Contemporary | 35 | 3,215 | |||||||||||||||||||||
Jpm Cw22 Eve Energy Co | 218 | 4,058 | |||||||||||||||||||||
Jpm -Cw22 Guangdong Jia | 147 | 2,906 | |||||||||||||||||||||
Jpm Cw22 Hebei Chengde | 2,106 | 3,596 | |||||||||||||||||||||
Jpm Cw22 Pylon Technol | 121 | 3,740 | |||||||||||||||||||||
Jpm Cw22 Wuliangye Yib | 103 | 3,595 | |||||||||||||||||||||
Jpm -Cw22 Yunnan Energy | 134 | 5,282 | |||||||||||||||||||||
Jpm Struct.Prod.Bv Lepw | 613 | 936 | |||||||||||||||||||||
Jpm-Cw22 Pharmaron Bei | 98 | 2,181 | |||||||||||||||||||||
J-Stream Inc | 22 | 145 | |||||||||||||||||||||
Julius Baer Group Ltd | 51 | 3,411 | |||||||||||||||||||||
Just Eat Takeaway.Com Nv | 8 | 414 | |||||||||||||||||||||
Justsystems Corp | 9 | 415 | |||||||||||||||||||||
Jyp Entertainment Corp | 23 | 989 | |||||||||||||||||||||
Kajaria Ceramics Ltd | 60 | 1,049 | |||||||||||||||||||||
Kakao Corp | 55 | 5,218 | |||||||||||||||||||||
Kakaobank Corp | 32 | 1,604 | |||||||||||||||||||||
Kanamoto Co Ltd | 30 | 620 | |||||||||||||||||||||
Kanzhun Ltd | 28 | 982 | |||||||||||||||||||||
Kaspi.Kz Jsc | 12 | 1,368 | |||||||||||||||||||||
Kb Financial Group Inc | 61 | 2,840 | |||||||||||||||||||||
Kbc Group Nv | 41 | 3,504 | |||||||||||||||||||||
Kendrion Nv | 5 | 123 | |||||||||||||||||||||
Keyence Corp | 21 | 12,935 | |||||||||||||||||||||
Keywords Studios Plc | 23 | 920 | |||||||||||||||||||||
Kfc Holdings Japan Ltd | 37 | 939 | |||||||||||||||||||||
Kindred Group Plc | 69 | 821 | |||||||||||||||||||||
Kingdee International Software | 188 | 579 | |||||||||||||||||||||
Kingsoft Cloud Holdings Ltd | 120 | 1,884 | |||||||||||||||||||||
Kintetsu World Express Inc | 19 | 495 | |||||||||||||||||||||
Knaus Tabbert Ag | 4 | 268 | |||||||||||||||||||||
Kobe Bussan Co Ltd | 103 | 4,000 | |||||||||||||||||||||
Koito Manufacturing Co Ltd | 54 | 2,851 | |||||||||||||||||||||
Koninklijke Dsm Nv | 31 | 6,949 | |||||||||||||||||||||
Koninklijke Philips Nv | 137 | 5,115 | |||||||||||||||||||||
Kose Corp | 26 | 2,939 | |||||||||||||||||||||
Kubota Corp | 279 | 6,196 | |||||||||||||||||||||
Kureha Corp | 6 | 410 | |||||||||||||||||||||
Kyocera Corp | 72 | 4,472 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
25
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Kyoritsu Maintenance Co Ltd | 9 | 311 | |||||||||||||||||||||
Laboratorios Farmaceuticos Rov | 31 | 2,665 | |||||||||||||||||||||
Larsen & Toubro Infotech Ltd | 18 | 1,751 | |||||||||||||||||||||
Lasertec Corp | 51 | 15,647 | |||||||||||||||||||||
Leeno Industrial Inc | 8 | 1,405 | |||||||||||||||||||||
Legrand Sa | 40 | 4,653 | |||||||||||||||||||||
Leovegas Ab | 139 | 538 | |||||||||||||||||||||
Lg Chem Ltd | 4 | 2,143 | |||||||||||||||||||||
Lg Household & Health Care Ltd | 3 | 2,346 | |||||||||||||||||||||
Li Ning Co Ltd | 1,113 | 12,175 | |||||||||||||||||||||
Life Corp | 17 | 506 | |||||||||||||||||||||
Lime Technologies Ab | 8 | 286 | |||||||||||||||||||||
Linamar Corp | 7 | 396 | |||||||||||||||||||||
Linde Plc | 16 | 5,557 | |||||||||||||||||||||
Linea Directa Aseguradora Sa | 111 | 202 | |||||||||||||||||||||
Localiza Rent A Car Sa | 117 | 1,112 | |||||||||||||||||||||
Locaweb Servicos De Internet | 230 | 544 | |||||||||||||||||||||
Lojas Renner Sa | 591 | 2,594 | |||||||||||||||||||||
London Stock Exchange Group Plc | 23 | 2,180 | |||||||||||||||||||||
Lonking Holdings Ltd | 956 | 269 | |||||||||||||||||||||
Lonza Group Ag | 15 | 12,277 | |||||||||||||||||||||
L'Oreal Sa | 10 | 4,536 | |||||||||||||||||||||
Lotes Co Ltd | 50 | 1,377 | |||||||||||||||||||||
Lotus Bakeries Nv | 1 | 183 | |||||||||||||||||||||
Luceco Plc | 52 | 248 | |||||||||||||||||||||
Lvmh Moet Hennessy Louis Vuitt | 30 | 24,665 | |||||||||||||||||||||
Mabuchi Motor Co Ltd | 7 | 229 | |||||||||||||||||||||
Macnica Fuji Electronics Holdi | 27 | 645 | |||||||||||||||||||||
Majorel Group Luxembourg Sa | 12 | 378 | |||||||||||||||||||||
Makita Corp | 173 | 7,320 | |||||||||||||||||||||
Man Group Plc/Jersey | 263 | 811 | |||||||||||||||||||||
Marcopolo Sa | 493 | 270 | |||||||||||||||||||||
Marfrig Global Foods Sa | 48 | 191 | |||||||||||||||||||||
Masonite International Corp | 23 | 2,726 | |||||||||||||||||||||
Matsukiyococokara & Co | 7 | 261 | |||||||||||||||||||||
Mayr Melnhof Karton Ag | 2 | 350 | |||||||||||||||||||||
Media Do Co Ltd | 8 | 292 | |||||||||||||||||||||
Mediatek Inc | 294 | 12,661 | |||||||||||||||||||||
Medtronic Plc | 67 | 6,952 | |||||||||||||||||||||
Meituan | 70 | 2,010 | |||||||||||||||||||||
Melexis Nv | 4 | 485 | |||||||||||||||||||||
Merck Kgaa | 57 | 14,742 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
26
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Metawater Co Ltd | 16 | 273 | |||||||||||||||||||||
Metropolis Healthcare Ltd | 21 | 972 | |||||||||||||||||||||
Minda Industries Ltd | 46 | 754 | |||||||||||||||||||||
Mineral Resources Ltd | 17 | 711 | |||||||||||||||||||||
Mips Ab | 2 | 309 | |||||||||||||||||||||
Mirait Holdings Corp | 55 | 910 | |||||||||||||||||||||
Mitsui Mining & Smelting Co Lt | 14 | 388 | |||||||||||||||||||||
Mitsui-Soko Holdings Co Ltd | 12 | 259 | |||||||||||||||||||||
Modec Inc | 20 | 242 | |||||||||||||||||||||
Molten Ventures Plc | 86 | 1,179 | |||||||||||||||||||||
Momo.Com Inc | 26 | 1,537 | |||||||||||||||||||||
Moneysupermarket.Com Group Plc | 210 | 615 | |||||||||||||||||||||
Montana Aerospace Ag | 18 | 664 | |||||||||||||||||||||
Montea Nv | 3 | 383 | |||||||||||||||||||||
Morgan Advanced Materials Plc | 94 | 457 | |||||||||||||||||||||
Morgan Sindall Group Plc | 20 | 679 | |||||||||||||||||||||
Mr Price Group Ltd | 228 | 2,855 | |||||||||||||||||||||
Mtu Aero Engines Ag | 29 | 5,948 | |||||||||||||||||||||
Musashi Seimitsu Industry Co | 27 | 445 | |||||||||||||||||||||
Myt Netherlands Parent Bv | 11 | 233 | |||||||||||||||||||||
Nagarro Se | 2 | 363 | |||||||||||||||||||||
Nakanishi Inc | 17 | 314 | |||||||||||||||||||||
National Energy Services Reuni | 18 | 172 | |||||||||||||||||||||
National Express Group Plc | 120 | 420 | |||||||||||||||||||||
Naura Technology Group Co Ltd | 18 | 980 | |||||||||||||||||||||
Naver Corp | 15 | 4,814 | |||||||||||||||||||||
Nestle India Ltd | 4 | 983 | |||||||||||||||||||||
Nestle Sa | 203 | 28,411 | |||||||||||||||||||||
Net One Systems Co Ltd | 18 | 485 | |||||||||||||||||||||
Netease Inc | 164 | 3,304 | |||||||||||||||||||||
Network International Holdings | 52 | 208 | |||||||||||||||||||||
New Horizon Health Ltd | 18 | 50 | |||||||||||||||||||||
New Wave Group Ab | 50 | 933 | |||||||||||||||||||||
New Work Se | 1 | 365 | |||||||||||||||||||||
Nexity Sa | 25 | 1,179 | |||||||||||||||||||||
Nexon Co Ltd | 126 | 2,431 | |||||||||||||||||||||
Nextage Co Ltd | 51 | 1,062 | |||||||||||||||||||||
Ngk Spark Plug Co Ltd | 18 | 320 | |||||||||||||||||||||
Nice Information Service Co Ltd | 16 | 237 | |||||||||||||||||||||
Nifco Inc/Japan | 8 | 266 | |||||||||||||||||||||
Ninety One Plc | 28 | 107 | |||||||||||||||||||||
Nippon Ceramic Co Ltd | 7 | 176 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
27
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Nippon Seiki Co Ltd | 29 | 291 | |||||||||||||||||||||
Nippon Soda Co Ltd | 15 | 431 | |||||||||||||||||||||
Nippon Suisan Kaisha Ltd | 144 | 677 | |||||||||||||||||||||
Nipro Corp | 54 | 509 | |||||||||||||||||||||
Nitto Boseki Co Ltd | 6 | 143 | |||||||||||||||||||||
Nof Corp | 13 | 679 | |||||||||||||||||||||
Nojima Corp | 19 | 407 | |||||||||||||||||||||
Nomad Foods Ltd | 34 | 869 | |||||||||||||||||||||
Nordea Bank Abp | 403 | 4,916 | |||||||||||||||||||||
Norma Group Se | 9 | 346 | |||||||||||||||||||||
Nova Ljubljanska Banka Dd | 181 | 3,092 | |||||||||||||||||||||
Novanta Inc | 3 | 616 | |||||||||||||||||||||
Novartis Ag | 66 | 5,839 | |||||||||||||||||||||
Novo Nordisk A/S | 168 | 18,838 | |||||||||||||||||||||
Nrw Holdings Ltd | 181 | 233 | |||||||||||||||||||||
Nsk Ltd | 48 | 305 | |||||||||||||||||||||
Ntg Nordic Transport Group A/S | 6 | 470 | |||||||||||||||||||||
Obara Group Inc | 11 | 322 | |||||||||||||||||||||
Ocado Group Plc | 46 | 1,050 | |||||||||||||||||||||
Oci Nv | 198 | 5,165 | |||||||||||||||||||||
Olink Holding Ab | 24 | 440 | |||||||||||||||||||||
Olympus Corp | 261 | 5,997 | |||||||||||||||||||||
Ooh!Media Ltd | 189 | 232 | |||||||||||||||||||||
Ordina Nv | 80 | 372 | |||||||||||||||||||||
Ortho Clinical Diagnostics Holdings | 45 | 956 | |||||||||||||||||||||
Osstem Implant Co Ltd | 44 | 5,275 | |||||||||||||||||||||
Otp Bank Nyrt | 55 | 2,823 | |||||||||||||||||||||
Oxford Instruments Plc | 16 | 561 | |||||||||||||||||||||
Oxford Nanopore Technologies | 39 | 367 | |||||||||||||||||||||
Oz Minerals Ltd | 24 | 501 | |||||||||||||||||||||
Ozon Holdings Plc | 6 | 164 | |||||||||||||||||||||
Paltac Corp | 5 | 220 | |||||||||||||||||||||
Parex Resources Inc | 17 | 284 | |||||||||||||||||||||
Pasona Group Inc | 11 | 318 | |||||||||||||||||||||
Patria Investments Ltd | 55 | 889 | |||||||||||||||||||||
Peab Ab | 45 | 566 | |||||||||||||||||||||
Pepco Group Nv | 174 | 2,002 | |||||||||||||||||||||
Pernod Ricard Sa | 83 | 19,937 | |||||||||||||||||||||
Persol Holdings Co Ltd | 14 | 421 | |||||||||||||||||||||
Pet Center Comercio E Particip | 171 | 503 | |||||||||||||||||||||
Pharma Mar Sa | 5 | 304 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
28
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Pharmaron Beijing Co Ltd | 37 | 574 | |||||||||||||||||||||
Pharming Group Nv | 179 | 157 | |||||||||||||||||||||
Phoenix Holdings Ltd | 45 | 576 | |||||||||||||||||||||
Pi Advanced Materials Co Ltd | 20 | 915 | |||||||||||||||||||||
Pi Industries Ltd | 22 | 881 | |||||||||||||||||||||
Pidilite Industries Ltd | 52 | 1,708 | |||||||||||||||||||||
Playtech Plc | 20 | 202 | |||||||||||||||||||||
Plus500 Ltd | 11 | 204 | |||||||||||||||||||||
Polycab India Ltd | 25 | 820 | |||||||||||||||||||||
Polymetal International Plc | 230 | 4,061 | |||||||||||||||||||||
Polypeptide Group Ag | 3 | 467 | |||||||||||||||||||||
Premier Investments Ltd | 29 | 644 | |||||||||||||||||||||
Pressance Corp | 15 | 280 | |||||||||||||||||||||
Prima Meat Packers Ltd | 14 | 293 | |||||||||||||||||||||
Prothena Corp Plc | 3 | 140 | |||||||||||||||||||||
Proya Cosmetics Co Ltd | 26 | 842 | |||||||||||||||||||||
Prudential Plc | 196 | 3,391 | |||||||||||||||||||||
Qatar National Bank Qpsc | 596 | 3,303 | |||||||||||||||||||||
Qiagen Nv | 73 | 4,052 | |||||||||||||||||||||
Qol Holdings Co Ltd | 17 | 211 | |||||||||||||||||||||
Qt Group Oyj | 5 | 761 | |||||||||||||||||||||
Raia Drogasil Sa | 304 | 1,327 | |||||||||||||||||||||
Randstad Nv | 58 | 3,947 | |||||||||||||||||||||
Realtek Semiconductor Corp | 127 | 2,657 | |||||||||||||||||||||
Reckitt Benckiser Group Plc | 51 | 4,414 | |||||||||||||||||||||
Reliance Industries Ltd | 494 | 22,529 | |||||||||||||||||||||
Relx Plc | 578 | 18,784 | |||||||||||||||||||||
Renew Energy Global Plc | 576 | 4,484 | |||||||||||||||||||||
Renewi Plc | 27 | 278 | |||||||||||||||||||||
Rengo Co Ltd | 58 | 440 | |||||||||||||||||||||
Renishaw Plc | 7 | 475 | |||||||||||||||||||||
Resorttrust Inc | 43 | 707 | |||||||||||||||||||||
Rheinmetall Ag | 6 | 604 | |||||||||||||||||||||
Rightmove Plc | 85 | 919 | |||||||||||||||||||||
Rio Tinto Plc | 55 | 3,652 | |||||||||||||||||||||
Roche Holding Ag | 34 | 14,104 | |||||||||||||||||||||
Rolls-Royce Holdings Plc | 1,476 | 2,457 | |||||||||||||||||||||
Rotork Plc | 73 | 354 | |||||||||||||||||||||
Round One Corp | 13 | 155 | |||||||||||||||||||||
Royal Unibrew A/S | 6 | 665 | |||||||||||||||||||||
Rws Holdings Plc | 31 | 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
29
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Ryanair Holdings Plc | 69 | 6,994 | |||||||||||||||||||||
Safaricom Plc | 2,363 | 793 | |||||||||||||||||||||
Safestore Holdings Plc | 46 | 868 | |||||||||||||||||||||
Sakata Inx Corp | 43 | 374 | |||||||||||||||||||||
Samsung Biologics Co Ltd | 2 | 1,674 | |||||||||||||||||||||
Samsung Electronics Co Ltd | 679 | 43,442 | |||||||||||||||||||||
Samsung Sdi Co Ltd | 6 | 3,217 | |||||||||||||||||||||
Sandfire Resources Ltd | 72 | 344 | |||||||||||||||||||||
Sandvik Ab | 249 | 6,933 | |||||||||||||||||||||
Sanofi | 93 | 9,399 | |||||||||||||||||||||
Sanwa Holdings Corp | 38 | 402 | |||||||||||||||||||||
Sap Se | 66 | 9,400 | |||||||||||||||||||||
Sapiens International Corp Nv | 7 | 243 | |||||||||||||||||||||
Sberbank Of Russia Pjsc | 617 | 2,425 | |||||||||||||||||||||
Schneider Electric Se | 80 | 15,686 | |||||||||||||||||||||
Schouw & Co A/S | 4 | 336 | |||||||||||||||||||||
Scout24 Se | 10 | 683 | |||||||||||||||||||||
Screen Holdings Co Ltd | 8 | 856 | |||||||||||||||||||||
Sea Ltd | 15 | 3,379 | |||||||||||||||||||||
Sega Sammy Holdings Inc | 29 | 458 | |||||||||||||||||||||
Semperit Ag Holding | 7 | 231 | |||||||||||||||||||||
Sensirion Holding Ag | 2 | 257 | |||||||||||||||||||||
Serco Group Plc | 352 | 642 | |||||||||||||||||||||
Shandong Weigao Group Medical | 214 | 268 | |||||||||||||||||||||
Shenzhen Inovance Technology | 209 | 2,252 | |||||||||||||||||||||
Shenzhou International Group | 453 | 8,710 | |||||||||||||||||||||
Shimano Inc | 20 | 5,269 | |||||||||||||||||||||
Shin-Etsu Chemical Co Ltd | 16 | 2,715 | |||||||||||||||||||||
Shop Apotheke Europe Nv | 7 | 879 | |||||||||||||||||||||
Shopify Inc | 10 | 14,317 | |||||||||||||||||||||
Signify Nv | 8 | 390 | |||||||||||||||||||||
Sika Ag | 49 | 20,219 | |||||||||||||||||||||
Silergy Corp | 41 | 7,426 | |||||||||||||||||||||
Simplo Technology Co Ltd | 31 | 372 | |||||||||||||||||||||
Sinbon Electronics Co Ltd | 119 | 1,217 | |||||||||||||||||||||
Sitc International Holdings Co | 138 | 501 | |||||||||||||||||||||
Sk Hynix Inc | 155 | 17,171 | |||||||||||||||||||||
Skan Group Ag | 1 | 81 | |||||||||||||||||||||
Skc Co Ltd | 26 | 3,813 | |||||||||||||||||||||
Sky Perfect Jsat Holdings Inc | 94 | 344 | |||||||||||||||||||||
Smc Corp | 7 | 4,598 | |||||||||||||||||||||
Smiths Group Plc | 94 | 2,020 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
30
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Softcat Plc | 17 | 406 | |||||||||||||||||||||
Sony Group Corp | 50 | 6,304 | |||||||||||||||||||||
Sophia Genetics Sa | 21 | 291 | |||||||||||||||||||||
Sparebank 1 Nord Norge | 26 | 331 | |||||||||||||||||||||
Spie Sa | 22 | 567 | |||||||||||||||||||||
Spin Master Corp | 17 | 653 | |||||||||||||||||||||
Spirax-Sarco Engineering Plc | 3 | 683 | |||||||||||||||||||||
Srf Ltd | 72 | 2,334 | |||||||||||||||||||||
Ssp Group Plc | 104 | 339 | |||||||||||||||||||||
Stanley Electric Co Ltd | 12 | 291 | |||||||||||||||||||||
Stantec Inc | 19 | 1,071 | |||||||||||||||||||||
Starts Corp Inc | 10 | 225 | |||||||||||||||||||||
Steadfast Group Ltd | 150 | 574 | |||||||||||||||||||||
Steris Plc | 42 | 10,323 | |||||||||||||||||||||
Stoneco Ltd | 17 | 284 | |||||||||||||||||||||
Strabag Se | 5 | 196 | |||||||||||||||||||||
Sumitomo Seika Chemicals Co Ltd | 7 | 192 | |||||||||||||||||||||
Sun Frontier Fudousan Co Ltd | 26 | 224 | |||||||||||||||||||||
Suncor Energy Inc | 334 | 8,366 | |||||||||||||||||||||
Sungrow Power Supply Co Ltd | 60 | 1,366 | |||||||||||||||||||||
Suzhou Maxwell Technologies Co | 14 | 1,401 | |||||||||||||||||||||
Swcc Showa Holdings Co Ltd | 14 | 207 | |||||||||||||||||||||
Syncona Ltd | 96 | 276 | |||||||||||||||||||||
Systena Corp | 99 | 370 | |||||||||||||||||||||
Tag Immobilien Ag | 84 | 2,352 | |||||||||||||||||||||
Taiheiyo Cement Corp | 27 | 529 | |||||||||||||||||||||
Taiwan Semiconductor Manufactu | 2,070 | 85,491 | |||||||||||||||||||||
Taiyo Yuden Co Ltd | 7 | 382 | |||||||||||||||||||||
Takara Bio Inc | 16 | 368 | |||||||||||||||||||||
Takuma Co Ltd | 16 | 199 | |||||||||||||||||||||
Tamron Co Ltd | 11 | 281 | |||||||||||||||||||||
Tata Consultancy Services Ltd | 114 | 5,735 | |||||||||||||||||||||
Tata Consumer Products Ltd | 103 | 1,031 | |||||||||||||||||||||
Tata Elxsi Ltd | 21 | 1,632 | |||||||||||||||||||||
Tcs Group Holding Plc | 53 | 4,477 | |||||||||||||||||||||
Tecan Group Ag | 2 | 665 | |||||||||||||||||||||
Telekom Austria Ag | 42 | 360 | |||||||||||||||||||||
Telenor Asa | 192 | 3,021 | |||||||||||||||||||||
Telkom Indonesia Persero Tbk P | 172 | 4,974 | |||||||||||||||||||||
Tencent Holdings Ltd | 597 | 34,974 | |||||||||||||||||||||
Terumo Corp | 132 | 5,587 | |||||||||||||||||||||
Tesco Plc | 3,137 | 12,319 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
31
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Tessenderlo Group Sa | 8 | 315 | |||||||||||||||||||||
Texhong Textile Group Ltd | 185 | 245 | |||||||||||||||||||||
Thg Plc | 60 | 186 | |||||||||||||||||||||
Thule Group Ab | 23 | 1,369 | |||||||||||||||||||||
Tikehau Capital Sca | 12 | 328 | |||||||||||||||||||||
Tmx Group Ltd | 41 | 4,209 | |||||||||||||||||||||
Toei Animation Co Ltd | 4 | 363 | |||||||||||||||||||||
Toei Co Ltd | 4 | 656 | |||||||||||||||||||||
Tokmanni Group Corp | 45 | 1,006 | |||||||||||||||||||||
Tokyo Tatemono Co Ltd | 39 | 569 | |||||||||||||||||||||
Tokyotokeiba Co Ltd | 11 | 411 | |||||||||||||||||||||
Tonies Se | 12 | 159 | |||||||||||||||||||||
Toronto Dominion Bank | 60 | 4,631 | |||||||||||||||||||||
Totvs Sa | 245 | 1,261 | |||||||||||||||||||||
Toyo Tire Corp | 28 | 438 | |||||||||||||||||||||
Trainline Plc | 127 | 480 | |||||||||||||||||||||
Trelleborg Ab | 24 | 638 | |||||||||||||||||||||
Trent Ltd | 55 | 783 | |||||||||||||||||||||
Tricon Residential Inc | 823 | 12,578 | |||||||||||||||||||||
Tsingtao Brewery Co Ltd | 50 | 465 | |||||||||||||||||||||
Tsugami Corp | 73 | 1,118 | |||||||||||||||||||||
Turk Telekomunikasyon As | 265 | 192 | |||||||||||||||||||||
Ubs Group Ag | 444 | 8,001 | |||||||||||||||||||||
Uchida Yoko Co Ltd | 5 | 227 | |||||||||||||||||||||
Unilever Plc | 118 | 6,310 | |||||||||||||||||||||
Unimicron Technology Corp | 642 | 5,360 | |||||||||||||||||||||
Uniqure Nv | 3 | 54 | |||||||||||||||||||||
United Laboratories Internatio | 347 | 194 | |||||||||||||||||||||
Upl Ltd | 143 | 1,438 | |||||||||||||||||||||
Usinas Siderurgicas De Minas | 1,900 | 5,172 | |||||||||||||||||||||
Valmet Oyj | 38 | 1,613 | |||||||||||||||||||||
Valora Holding Ag | 2 | 281 | |||||||||||||||||||||
Value Partners Group Ltd | 799 | 398 | |||||||||||||||||||||
Van Lanschot Kempen Nv | 10 | 261 | |||||||||||||||||||||
Varun Beverages Ltd | 83 | 990 | |||||||||||||||||||||
V-Cube Inc | 21 | 189 | |||||||||||||||||||||
Verallia Sa | 15 | 528 | |||||||||||||||||||||
Vestas Wind Systems A/S | 92 | 2,824 | |||||||||||||||||||||
Victorian Plumbing Group Plc | 79 | 127 | |||||||||||||||||||||
Victrex Plc | 17 | 552 | |||||||||||||||||||||
Vidrala Sa | 5 | 489 | |||||||||||||||||||||
Vimian Group Ab | 21 | 183 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
32
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Vinci Partners Investments Ltd | 62 | 666 | |||||||||||||||||||||
Vitrolife Ab | 17 | 1,030 | |||||||||||||||||||||
Vnet Group Inc | 435 | 3,926 | |||||||||||||||||||||
Voltas Ltd | 58 | 951 | |||||||||||||||||||||
Voltronic Power Technology Cor | 32 | 1,774 | |||||||||||||||||||||
Vonovia Se | 75 | 4,131 | |||||||||||||||||||||
Wal-Mart De Mexico Sab De Cv | 966 | 3,597 | |||||||||||||||||||||
Watches Of Switzerland Group | 46 | 889 | |||||||||||||||||||||
Watkin Jones Plc | 158 | 559 | |||||||||||||||||||||
Weg Sa | 269 | 1,591 | |||||||||||||||||||||
Weir Group Plc | 17 | 387 | |||||||||||||||||||||
White Mountains Insurance Group | 1 | 827 | |||||||||||||||||||||
Wiwynn Corp | 33 | 1,318 | |||||||||||||||||||||
Wix.Com Ltd | 3 | 528 | |||||||||||||||||||||
Wizz Air Holdings Plc | 41 | 2,311 | |||||||||||||||||||||
Wuliangye Yibin Co Ltd | 41 | 1,428 | |||||||||||||||||||||
Wuxi Apptec Co Ltd | 124 | 2,156 | |||||||||||||||||||||
Wuxi Biologics Cayman Inc | 878 | 10,426 | |||||||||||||||||||||
Wuxi Lead Intelligent Equipment | 127 | 1,484 | |||||||||||||||||||||
Xero Ltd | 5 | 469 | |||||||||||||||||||||
Xp Inc | 109 | 3,130 | |||||||||||||||||||||
Yageo Corp | 335 | 5,811 | |||||||||||||||||||||
Yamaha Corp | 68 | 3,343 | |||||||||||||||||||||
Ya-Man Ltd | 38 | 314 | |||||||||||||||||||||
Yandex Nv | 129 | 7,818 | |||||||||||||||||||||
Yangzijiang Shipbuilding Holdings | 501 | 498 | |||||||||||||||||||||
Yellow Hat Ltd | 26 | 374 | |||||||||||||||||||||
Yougov Plc | 53 | 1,154 | |||||||||||||||||||||
Zealand Pharma A/S | 14 | 314 | |||||||||||||||||||||
Zenkoku Hosho Co Ltd | 16 | 699 | |||||||||||||||||||||
Zhangzhou Pientzehuang Pharmaceutical | 19 | 1,318 | |||||||||||||||||||||
Zhejiang Jingsheng Mechanical | 134 | 1,462 | |||||||||||||||||||||
Zhongsheng Group Holdings Ltd | 264 | 2,057 | |||||||||||||||||||||
Zijin Mining Group Co Ltd | 4,113 | 4,896 | |||||||||||||||||||||
Zim Integrated Shipping Service | 6 | 355 | |||||||||||||||||||||
Zurich Insurance Group Ag | 13 | 5,555 | |||||||||||||||||||||
Zylox-Tonbridge Medical Technology | 8 | 26 | |||||||||||||||||||||
Zymeworks Inc | 2 | 32 | |||||||||||||||||||||
Total non-U.S. equities | $ | 2,020,794 | |||||||||||||||||||||
U.S. equities: | |||||||||||||||||||||||
Aaon Inc | 2 | $ | 196 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
33
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Abercrombie & Fitch Co | 5 | 173 | |||||||||||||||||||||
Abm Industries Inc | 73 | 2,958 | |||||||||||||||||||||
Academy Sports & Outdoors Inc | 4 | 158 | |||||||||||||||||||||
Acadia Pharmaceuticals Inc | 6 | 146 | |||||||||||||||||||||
Acco Brands Corp | 43 | 357 | |||||||||||||||||||||
Accolade Inc | 23 | 601 | |||||||||||||||||||||
Aci Worldwide Inc | 9 | 304 | |||||||||||||||||||||
Adaptive Biotechnologies Corp | 28 | 805 | |||||||||||||||||||||
Addus Homecare Corp | 19 | 1,710 | |||||||||||||||||||||
Advanced Energy Industries Inc | 3 | 282 | |||||||||||||||||||||
Agios Pharmaceuticals Inc | 3 | 110 | |||||||||||||||||||||
Agree Realty Corp | 187 | 13,302 | |||||||||||||||||||||
Alarm.Com Holdings Inc | 2 | 152 | |||||||||||||||||||||
Albany International Corp | 3 | 286 | |||||||||||||||||||||
Alcoa Corp | 10 | 600 | |||||||||||||||||||||
Alector Inc | 2 | 51 | |||||||||||||||||||||
Alexandria Real Estate Equitie | 65 | 14,408 | |||||||||||||||||||||
Allegro Microsystems Inc | 81 | 2,918 | |||||||||||||||||||||
Allison Transmission Holdings | 10 | 372 | |||||||||||||||||||||
Allogene Therapeutics Inc | 3 | 37 | |||||||||||||||||||||
Altair Engineering Inc | 3 | 232 | |||||||||||||||||||||
Altra Industrial Motion Corp | 4 | 226 | |||||||||||||||||||||
Amedisys Inc | 2 | 384 | |||||||||||||||||||||
American Eagle Outfitters Inc | 10 | 247 | |||||||||||||||||||||
Ameris Bancorp | 72 | 3,587 | |||||||||||||||||||||
Amicus Therapeutics Inc | 13 | 148 | |||||||||||||||||||||
Amn Healthcare Services Inc | 5 | 629 | |||||||||||||||||||||
Apa Corp | 8 | 206 | |||||||||||||||||||||
Apellis Pharmaceuticals Inc | 3 | 153 | |||||||||||||||||||||
Arconic Corp | 4 | 142 | |||||||||||||||||||||
Ares Commercial Real Estate Co | 13 | 187 | |||||||||||||||||||||
Array Technologies Inc | 54 | 850 | |||||||||||||||||||||
Artisan Partners Asset Managem | 12 | 590 | |||||||||||||||||||||
Arvinas Inc | 2 | 167 | |||||||||||||||||||||
Asbury Automotive Group Inc | 2 | 373 | |||||||||||||||||||||
Asgn Inc | 14 | 1,694 | |||||||||||||||||||||
Aspen Technology Inc | 2 | 330 | |||||||||||||||||||||
Atkore Inc | 4 | 422 | |||||||||||||||||||||
Atricure Inc | 3 | 181 | |||||||||||||||||||||
Avalonbay Communities Inc | 56 | 14,165 | |||||||||||||||||||||
Aveanna Healthcare Holdings Inc | 116 | 855 | |||||||||||||||||||||
Avidxchange Holdings Inc | 31 | 464 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
34
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Avnet Inc | 11 | 444 | |||||||||||||||||||||
Azenta Inc | 4 | 426 | |||||||||||||||||||||
Balchem Corp | 1 | 158 | |||||||||||||||||||||
Bankunited Inc | 20 | 842 | |||||||||||||||||||||
Belden Inc | 17 | 1,133 | |||||||||||||||||||||
Bellring Brands Inc | 6 | 158 | |||||||||||||||||||||
Berry Global Group Inc | 3 | 251 | |||||||||||||||||||||
Bigcommerce Holdings Inc | 11 | 376 | |||||||||||||||||||||
Bill.Com Holdings Inc | 1 | 242 | |||||||||||||||||||||
Bj'S Wholesale Club Holdings Inc | 8 | 534 | |||||||||||||||||||||
Blackbaud Inc | 2 | 191 | |||||||||||||||||||||
Blackline Inc | 1 | 128 | |||||||||||||||||||||
Blackstone Mortgage Trust Inc | 24 | 729 | |||||||||||||||||||||
Bloomin' Brands Inc | 46 | 959 | |||||||||||||||||||||
Blueprint Medicines Corp | 3 | 343 | |||||||||||||||||||||
Booz Allen Hamilton Holding Co | 3 | 286 | |||||||||||||||||||||
Boston Beer Co Inc/The | 1 | 382 | |||||||||||||||||||||
Box Inc | 9 | 246 | |||||||||||||||||||||
Boyd Gaming Corp | 7 | 491 | |||||||||||||||||||||
Bright Health Group Inc | 51 | 175 | |||||||||||||||||||||
Bright Horizons Family Solutio | 1 | 147 | |||||||||||||||||||||
Brightview Holdings Inc | 26 | 364 | |||||||||||||||||||||
Brinker International Inc | 6 | 227 | |||||||||||||||||||||
Brink'S Co/The | 9 | 622 | |||||||||||||||||||||
Bristow Group Inc | 12 | 379 | |||||||||||||||||||||
Brixmor Property Group Inc | 622 | 15,799 | |||||||||||||||||||||
Broadridge Financial Solutions | 1 | 159 | |||||||||||||||||||||
Bruker Corp | 2 | 161 | |||||||||||||||||||||
Brunswick Corp | 5 | 531 | |||||||||||||||||||||
Builders Firstsource Inc | 7 | 600 | |||||||||||||||||||||
Burlington Stores Inc | 1 | 352 | |||||||||||||||||||||
Cable One Inc | 1 | 423 | |||||||||||||||||||||
Caci International Inc | 2 | 464 | |||||||||||||||||||||
Cactus Inc | 4 | 170 | |||||||||||||||||||||
Caesars Entertainment Inc | 27 | 2,563 | |||||||||||||||||||||
Callaway Golf Co | 32 | 869 | |||||||||||||||||||||
Caredx Inc | 3 | 128 | |||||||||||||||||||||
Carter'S Inc | 3 | 257 | |||||||||||||||||||||
Casella Waste Systems Inc | 10 | 854 | |||||||||||||||||||||
Casey'S General Stores Inc | 1 | 218 | |||||||||||||||||||||
Catalent Inc | 3 | 428 | |||||||||||||||||||||
Cavco Industries Inc | 1 | 296 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
35
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Cboe Global Markets Inc | 1 | 77 | |||||||||||||||||||||
Central Garden & Pet Co | 25 | 1,201 | |||||||||||||||||||||
Certara Inc | 3 | 93 | |||||||||||||||||||||
Championx Corp | 161 | 3,261 | |||||||||||||||||||||
Change Healthcare Inc | 54 | 1,161 | |||||||||||||||||||||
Charles River Laboratories Intl | 1 | 347 | |||||||||||||||||||||
Chase Corp | 2 | 167 | |||||||||||||||||||||
Chemed Corp | 1 | 114 | |||||||||||||||||||||
Chemocentryx Inc | 18 | 662 | |||||||||||||||||||||
Choice Hotels International Inc | 3 | 469 | |||||||||||||||||||||
Churchill Downs Inc | 3 | 682 | |||||||||||||||||||||
Cirrus Logic Inc | 3 | 233 | |||||||||||||||||||||
* | Citigroup Inc | 21,647 | 1,307,238 | ||||||||||||||||||||
Clear Secure Inc | 15 | 478 | |||||||||||||||||||||
Clearway Energy Inc | 5 | 192 | |||||||||||||||||||||
Cleveland-Cliffs Inc | 92 | 2,003 | |||||||||||||||||||||
Cmc Materials Inc | 1 | 241 | |||||||||||||||||||||
Cno Financial Group Inc | 80 | 1,908 | |||||||||||||||||||||
Coca-Cola Consolidated Inc | 1 | 366 | |||||||||||||||||||||
Cogent Communications Holdings | 3 | 226 | |||||||||||||||||||||
Cognex Corp | 3 | 271 | |||||||||||||||||||||
Collegium Pharmaceutical Inc | 54 | 1,006 | |||||||||||||||||||||
Columbia Banking System Inc | 7 | 241 | |||||||||||||||||||||
Comfort Systems Usa Inc | 4 | 369 | |||||||||||||||||||||
Commscope Holding Co Inc | 28 | 315 | |||||||||||||||||||||
Commvault Systems Inc | 4 | 261 | |||||||||||||||||||||
Concentrix Corp | 21 | 3,776 | |||||||||||||||||||||
Conmed Corp | 2 | 249 | |||||||||||||||||||||
Consensus Cloud Solutions Inc | 1 | 60 | |||||||||||||||||||||
Core & Main Inc | 71 | 2,158 | |||||||||||||||||||||
Corvel Corp | 2 | 387 | |||||||||||||||||||||
Cousins Properties Inc | 86 | 3,451 | |||||||||||||||||||||
Crocs Inc | 12 | 1,581 | |||||||||||||||||||||
Csw Industrials Inc | 1 | 120 | |||||||||||||||||||||
Curtiss-Wright Corp | 9 | 1,294 | |||||||||||||||||||||
Darling Ingredients Inc | 38 | 2,656 | |||||||||||||||||||||
Deciphera Pharmaceuticals Inc | 2 | 19 | |||||||||||||||||||||
Deckers Outdoor Corp | 2 | 727 | |||||||||||||||||||||
Delek Us Holdings Inc | 22 | 325 | |||||||||||||||||||||
Denali Therapeutics Inc | 4 | 187 | |||||||||||||||||||||
Design Therapeutics Inc | 29 | 616 | |||||||||||||||||||||
Dick's Sporting Goods Inc | 2 | 212 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
36
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Digital Realty Trust Inc | 44 | 7,798 | |||||||||||||||||||||
Digital Turbine Inc | 6 | 341 | |||||||||||||||||||||
Digitalocean Holdings Inc | 29 | 2,350 | |||||||||||||||||||||
Diodes Inc | 3 | 363 | |||||||||||||||||||||
Domino'S Pizza Inc | 1 | 76 | |||||||||||||||||||||
Doubleverify Holdings Inc | 16 | 517 | |||||||||||||||||||||
Douglas Dynamics Inc | 2 | 83 | |||||||||||||||||||||
Doximity Inc | 16 | 826 | |||||||||||||||||||||
Dycom Industries Inc | 33 | 3,060 | |||||||||||||||||||||
Eagle Materials Inc | 3 | 469 | |||||||||||||||||||||
Eastgroup Properties Inc | 93 | 21,192 | |||||||||||||||||||||
Ecovyst Inc | 20 | 205 | |||||||||||||||||||||
Ehealth Inc | 1 | 30 | |||||||||||||||||||||
Element Solutions Inc | 10 | 250 | |||||||||||||||||||||
Emcor Group Inc | 6 | 796 | |||||||||||||||||||||
Emergent Biosolutions Inc | 2 | 71 | |||||||||||||||||||||
Employers Holdings Inc | 7 | 286 | |||||||||||||||||||||
Encore Capital Group Inc | 13 | 803 | |||||||||||||||||||||
Energizer Holdings Inc | 24 | 981 | |||||||||||||||||||||
Enersys | 34 | 2,714 | |||||||||||||||||||||
Enfusion Inc | 33 | 690 | |||||||||||||||||||||
Ensign Group Inc | 7 | 614 | |||||||||||||||||||||
Entegris Inc | 24 | 3,333 | |||||||||||||||||||||
Envestnet Inc | 4 | 304 | |||||||||||||||||||||
Envista Holdings Corp | 29 | 1,319 | |||||||||||||||||||||
Epam Systems Inc | 18 | 11,711 | |||||||||||||||||||||
Eplus Inc | 2 | 82 | |||||||||||||||||||||
Equinix Inc | 39 | 32,566 | |||||||||||||||||||||
Equity Lifestyle Properties Inc | 103 | 8,993 | |||||||||||||||||||||
Essex Property Trust Inc | 60 | 21,060 | |||||||||||||||||||||
Euronet Worldwide Inc | 3 | 415 | |||||||||||||||||||||
Eventbrite Inc | 99 | 1,718 | |||||||||||||||||||||
Evercore Inc | 9 | 1,249 | |||||||||||||||||||||
Everi Holdings Inc | 6 | 120 | |||||||||||||||||||||
Exact Sciences Corp | 2 | 176 | |||||||||||||||||||||
Exelixis Inc | 7 | 127 | |||||||||||||||||||||
Exlservice Holdings Inc | 3 | 479 | |||||||||||||||||||||
Exponent Inc | 6 | 743 | |||||||||||||||||||||
Extra Space Storage Inc | 123 | 27,934 | |||||||||||||||||||||
Factset Research Systems Inc | 1 | 210 | |||||||||||||||||||||
Fair Isaac Corp | 1 | 349 | |||||||||||||||||||||
Fate Therapeutics Inc | 3 | 192 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
37
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Federal Agricultural Mortgage | 5 | 611 | |||||||||||||||||||||
Federal Realty Investment Trust | 44 | 6,010 | |||||||||||||||||||||
Federal Signal Corp | 2 | 100 | |||||||||||||||||||||
First American Financial Corp | 4 | 286 | |||||||||||||||||||||
First Bancorp/Southern Pines | 4 | 173 | |||||||||||||||||||||
First Foundation Inc | 48 | 1,190 | |||||||||||||||||||||
First Hawaiian Inc | 34 | 923 | |||||||||||||||||||||
First Industrial Realty Trust | 57 | 3,772 | |||||||||||||||||||||
First Merchants Corp | 48 | 2,006 | |||||||||||||||||||||
Five9 Inc | 2 | 245 | |||||||||||||||||||||
Floor & Decor Holdings Inc | 5 | 625 | |||||||||||||||||||||
Flywire Corp | 22 | 832 | |||||||||||||||||||||
Focus Financial Partners Inc | 63 | 3,751 | |||||||||||||||||||||
Foot Locker Inc | 19 | 827 | |||||||||||||||||||||
Formfactor Inc | 9 | 411 | |||||||||||||||||||||
Fortinet Inc | 1 | 266 | |||||||||||||||||||||
Freshworks Inc | 18 | 485 | |||||||||||||||||||||
Frontdoor Inc | 14 | 521 | |||||||||||||||||||||
Fti Consulting Inc | 6 | 862 | |||||||||||||||||||||
Gartner Inc | 1 | 193 | |||||||||||||||||||||
Generation Bio Co | 4 | 25 | |||||||||||||||||||||
Gibraltar Industries Inc | 4 | 244 | |||||||||||||||||||||
Global Blood Therapeutics Inc | 4 | 110 | |||||||||||||||||||||
Global Medical Reit Inc | 403 | 7,150 | |||||||||||||||||||||
Globus Medical Inc | 6 | 401 | |||||||||||||||||||||
Graco Inc | 3 | 266 | |||||||||||||||||||||
Graftech International Ltd | 31 | 366 | |||||||||||||||||||||
Graphic Packaging Holding Co | 183 | 3,569 | |||||||||||||||||||||
Gray Television Inc | 15 | 294 | |||||||||||||||||||||
Green Dot Corp | 2 | 55 | |||||||||||||||||||||
Gxo Logistics Inc | 5 | 447 | |||||||||||||||||||||
H&R Block Inc | 8 | 199 | |||||||||||||||||||||
Haemonetics Corp | 6 | 338 | |||||||||||||||||||||
Hain Celestial Group Inc | 6 | 255 | |||||||||||||||||||||
Halozyme Therapeutics Inc | 10 | 401 | |||||||||||||||||||||
Hanesbrands Inc | 31 | 517 | |||||||||||||||||||||
Hanover Insurance Group Inc | 18 | 2,442 | |||||||||||||||||||||
Harley-Davidson Inc | 28 | 1,058 | |||||||||||||||||||||
Harsco Corp | 26 | 435 | |||||||||||||||||||||
Hb Fuller Co | 2 | 197 | |||||||||||||||||||||
Healthcare Trust Of America Inc | 152 | 5,092 | |||||||||||||||||||||
Heidrick & Struggles International | 31 | 1,340 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
38
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Helmerich & Payne Inc | 18 | 433 | |||||||||||||||||||||
Herc Holdings Inc | 2 | 239 | |||||||||||||||||||||
Hexcel Corp | 4 | 229 | |||||||||||||||||||||
Hillenbrand Inc | 8 | 421 | |||||||||||||||||||||
Hilton Grand Vacations Inc | 5 | 247 | |||||||||||||||||||||
Hollyfrontier Corp | 23 | 757 | |||||||||||||||||||||
Honest Co Inc/The | 94 | 760 | |||||||||||||||||||||
Host Hotels & Resorts Inc | 572 | 9,946 | |||||||||||||||||||||
Hub Group Inc | 4 | 338 | |||||||||||||||||||||
Hydrofarm Holdings Group Inc | 1 | 16 | |||||||||||||||||||||
Iaa Inc | 7 | 364 | |||||||||||||||||||||
Icf International Inc | 15 | 1,515 | |||||||||||||||||||||
Icu Medical Inc | 2 | 441 | |||||||||||||||||||||
Igm Biosciences Inc | 1 | 35 | |||||||||||||||||||||
Independence Realty Trust Inc | 397 | 10,263 | |||||||||||||||||||||
Ingevity Corp | 10 | 692 | |||||||||||||||||||||
Innovative Industrial Properti | 1 | 283 | |||||||||||||||||||||
Insight Enterprises Inc | 17 | 1,822 | |||||||||||||||||||||
Insmed Inc | 49 | 1,324 | |||||||||||||||||||||
Insperity Inc | 3 | 398 | |||||||||||||||||||||
Inspire Medical Systems Inc | 1 | 332 | |||||||||||||||||||||
Intellia Therapeutics Inc | 3 | 380 | |||||||||||||||||||||
Inter Parfums Inc | 2 | 165 | |||||||||||||||||||||
Interdigital Inc | 11 | 754 | |||||||||||||||||||||
Investors Bancorp Inc | 30 | 452 | |||||||||||||||||||||
Invitae Corp | 9 | 130 | |||||||||||||||||||||
Invitation Homes Inc | 255 | 11,556 | |||||||||||||||||||||
Ionis Pharmaceuticals Inc | 4 | 114 | |||||||||||||||||||||
Iovance Biotherapeutics Inc | 31 | 598 | |||||||||||||||||||||
Iridium Communications Inc | 5 | 225 | |||||||||||||||||||||
J & J Snack Foods Corp | 2 | 282 | |||||||||||||||||||||
Jamf Holding Corp | 32 | 1,223 | |||||||||||||||||||||
John B Sanfilippo & Son Inc | 2 | 135 | |||||||||||||||||||||
John Bean Technologies Corp | 3 | 452 | |||||||||||||||||||||
Kadant Inc | 2 | 353 | |||||||||||||||||||||
Kar Auction Services Inc | 51 | 800 | |||||||||||||||||||||
Karuna Therapeutics Inc | 1 | 113 | |||||||||||||||||||||
Kilroy Realty Corp | 120 | 7,988 | |||||||||||||||||||||
Knowbe4 Inc | 86 | 1,966 | |||||||||||||||||||||
Kodiak Sciences Inc | 4 | 301 | |||||||||||||||||||||
Korn Ferry | 4 | 290 | |||||||||||||||||||||
Kosmos Energy Ltd | 162 | 560 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
39
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Kulicke & Soffa Industries Inc | 4 | 226 | |||||||||||||||||||||
Kymera Therapeutics Inc | 1 | 68 | |||||||||||||||||||||
Kyndryl Holdings Inc | 6 | 109 | |||||||||||||||||||||
Landstar System Inc | 3 | 502 | |||||||||||||||||||||
Lantheus Holdings Inc | 1 | 31 | |||||||||||||||||||||
Lattice Semiconductor Corp | 8 | 650 | |||||||||||||||||||||
Lci Industries | 9 | 1,313 | |||||||||||||||||||||
Legalzoom.Com Inc | 1 | 17 | |||||||||||||||||||||
Lgi Homes Inc | 3 | 391 | |||||||||||||||||||||
Life Storage Inc | 159 | 24,377 | |||||||||||||||||||||
Life Time Group Holdings Inc | 185 | 3,179 | |||||||||||||||||||||
Lifestance Health Group Inc | 119 | 1,133 | |||||||||||||||||||||
Lincoln Electric Holdings Inc | 2 | 218 | |||||||||||||||||||||
Lindblad Expeditions Holdings | 44 | 694 | |||||||||||||||||||||
Littelfuse Inc | 2 | 489 | |||||||||||||||||||||
Louisiana-Pacific Corp | 5 | 386 | |||||||||||||||||||||
Lpl Financial Holdings Inc | 3 | 482 | |||||||||||||||||||||
Lululemon Athletica Inc | 30 | 11,549 | |||||||||||||||||||||
Lulu'S Fashion Lounge Holdings | 69 | 704 | |||||||||||||||||||||
Lumentum Holdings Inc | 2 | 185 | |||||||||||||||||||||
Macerich Co/The | 779 | 13,468 | |||||||||||||||||||||
Madrigal Pharmaceuticals Inc | 1 | 39 | |||||||||||||||||||||
Magnolia Oil & Gas Corp | 20 | 387 | |||||||||||||||||||||
Manhattan Associates Inc | 5 | 749 | |||||||||||||||||||||
Maravai Lifesciences Holdings | 5 | 207 | |||||||||||||||||||||
Marketaxess Holdings Inc | 1 | 347 | |||||||||||||||||||||
Matador Resources Co | 2 | 57 | |||||||||||||||||||||
Maximus Inc | 4 | 359 | |||||||||||||||||||||
Maxlinear Inc | 6 | 421 | |||||||||||||||||||||
Mcgrath Rentcorp | 1 | 88 | |||||||||||||||||||||
Medifast Inc | 5 | 1,064 | |||||||||||||||||||||
Medpace Holdings Inc | 3 | 699 | |||||||||||||||||||||
Mercadolibre Inc | 4 | 5,348 | |||||||||||||||||||||
Mercury Systems Inc | 1 | 75 | |||||||||||||||||||||
Merit Medical Systems Inc | 6 | 345 | |||||||||||||||||||||
Meritage Homes Corp | 5 | 567 | |||||||||||||||||||||
Metropolitan Bank Holding Corp | 1 | 49 | |||||||||||||||||||||
Mettler-Toledo International | 7 | 12,664 | |||||||||||||||||||||
Middlesex Water Co | 3 | 383 | |||||||||||||||||||||
Minerals Technologies Inc | 3 | 226 | |||||||||||||||||||||
Mirati Therapeutics Inc | 2 | 282 | |||||||||||||||||||||
Mirion Technologies Inc Cw25 | 62 | 155 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
40
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Mks Instruments Inc | 2 | 408 | |||||||||||||||||||||
Modine Manufacturing Co | 56 | 567 | |||||||||||||||||||||
Modivcare Inc | 1 | 197 | |||||||||||||||||||||
Molina Healthcare Inc | 2 | 510 | |||||||||||||||||||||
Monolithic Power Systems Inc | 1 | 247 | |||||||||||||||||||||
Moog Inc | 2 | 181 | |||||||||||||||||||||
Morphic Holding Inc | 1 | 44 | |||||||||||||||||||||
Mr Cooper Group Inc | 13 | 523 | |||||||||||||||||||||
Msa Safety Inc | 2 | 247 | |||||||||||||||||||||
Murphy Usa Inc | 1 | 222 | |||||||||||||||||||||
Myr Group Inc | 20 | 2,246 | |||||||||||||||||||||
Natera Inc | 44 | 4,068 | |||||||||||||||||||||
National Vision Holdings Inc | 5 | 226 | |||||||||||||||||||||
Navient Corp | 42 | 895 | |||||||||||||||||||||
Ncino Inc | 1 | 76 | |||||||||||||||||||||
Ncr Corp | 32 | 1,314 | |||||||||||||||||||||
Nelnet Inc | 5 | 537 | |||||||||||||||||||||
Neogenomics Inc | 10 | 337 | |||||||||||||||||||||
Neurocrine Biosciences Inc | 2 | 142 | |||||||||||||||||||||
Nevro Corp | 27 | 2,198 | |||||||||||||||||||||
Nexstar Media Group Inc | 8 | 1,277 | |||||||||||||||||||||
Nextera Energy Partners Lp | 2 | 203 | |||||||||||||||||||||
Nextier Oilfield Solutions Inc | 42 | 147 | |||||||||||||||||||||
Nmi Holdings Inc | 23 | 501 | |||||||||||||||||||||
Nurix Therapeutics Inc | 1 | 36 | |||||||||||||||||||||
Nuvasive Inc | 2 | 79 | |||||||||||||||||||||
Omnicell Inc | 4 | 645 | |||||||||||||||||||||
Onto Innovation Inc | 3 | 276 | |||||||||||||||||||||
Ormat Technologies Inc | 1 | 84 | |||||||||||||||||||||
Osi Systems Inc | 1 | 46 | |||||||||||||||||||||
Pacira Biosciences Inc | 2 | 130 | |||||||||||||||||||||
Pacwest Bancorp | 14 | 617 | |||||||||||||||||||||
Palomar Holdings Inc | 2 | 109 | |||||||||||||||||||||
Papa John'S International Inc | 3 | 413 | |||||||||||||||||||||
Parade Technologies Ltd | 41 | 3,126 | |||||||||||||||||||||
Paramount Group Inc | 122 | 1,017 | |||||||||||||||||||||
Patrick Industries Inc | 5 | 421 | |||||||||||||||||||||
Paylocity Holding Corp | 1 | 296 | |||||||||||||||||||||
Paymentus Holdings Inc | 25 | 861 | |||||||||||||||||||||
Pdc Energy Inc | 71 | 3,466 | |||||||||||||||||||||
Pebblebrook Hotel Trust | 103 | 2,310 | |||||||||||||||||||||
Pegasystems Inc | 2 | 181 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
41
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Pennant Group Inc/The | 5 | 126 | |||||||||||||||||||||
Pennymac Financial Services In | 7 | 492 | |||||||||||||||||||||
Penumbra Inc | 1 | 366 | |||||||||||||||||||||
Perficient Inc | 2 | 318 | |||||||||||||||||||||
Performance Food Group Co | 33 | 1,486 | |||||||||||||||||||||
Petco Health & Wellness Co Inc | 81 | 1,608 | |||||||||||||||||||||
Petiq Inc | 22 | 507 | |||||||||||||||||||||
Phreesia Inc | 2 | 84 | |||||||||||||||||||||
Piedmont Lithium Inc | 11 | 598 | |||||||||||||||||||||
Piper Sandler Cos | 13 | 2,308 | |||||||||||||||||||||
Planet Fitness Inc | 5 | 467 | |||||||||||||||||||||
Pmv Pharmaceuticals Inc | 33 | 757 | |||||||||||||||||||||
Pool Corp | 1 | 504 | |||||||||||||||||||||
Portillo'S Inc | 31 | 1,173 | |||||||||||||||||||||
Portland General Electric Co | 46 | 2,436 | |||||||||||||||||||||
Power Integrations Inc | 5 | 492 | |||||||||||||||||||||
Pra Group Inc | 11 | 547 | |||||||||||||||||||||
Preferred Bank/Los Angeles Ca | 4 | 287 | |||||||||||||||||||||
Primerica Inc | 4 | 660 | |||||||||||||||||||||
Privia Health Group Inc | 40 | 1,031 | |||||||||||||||||||||
Proassurance Corp | 20 | 503 | |||||||||||||||||||||
Prog Holdings Inc | 2 | 113 | |||||||||||||||||||||
Prologis Inc | 293 | 49,303 | |||||||||||||||||||||
Provident Financial Services | 54 | 1,301 | |||||||||||||||||||||
Ptc Inc | 2 | 226 | |||||||||||||||||||||
Ptc Therapeutics Inc | 4 | 166 | |||||||||||||||||||||
Purple Innovation Inc | 74 | 978 | |||||||||||||||||||||
Quaker Chemical Corp | 1 | 309 | |||||||||||||||||||||
Qualys Inc | 3 | 404 | |||||||||||||||||||||
Quanterix Corp | 2 | 64 | |||||||||||||||||||||
Quidel Corp | 1 | 112 | |||||||||||||||||||||
R1 Rcm Inc | 13 | 342 | |||||||||||||||||||||
Rackspace Technology Inc | 12 | 163 | |||||||||||||||||||||
Range Resources Corp | 4 | 67 | |||||||||||||||||||||
Ranpak Holdings Corp | 3 | 95 | |||||||||||||||||||||
Rapid7 Inc | 3 | 329 | |||||||||||||||||||||
Rbc Bearings Inc | 2 | 325 | |||||||||||||||||||||
Realogy Holdings Corp | 32 | 536 | |||||||||||||||||||||
Reata Pharmaceuticals Inc | 1 | 27 | |||||||||||||||||||||
Red Rock Resorts Inc | 4 | 200 | |||||||||||||||||||||
Regal Rexnord Corp | 9 | 1,446 | |||||||||||||||||||||
Repay Holdings Corp | 4 | 64 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
42
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Repligen Corp | 3 | 705 | |||||||||||||||||||||
Replimune Group Inc | 3 | 70 | |||||||||||||||||||||
Resideo Technologies Inc | 17 | 437 | |||||||||||||||||||||
Resmed Inc | 56 | 14,624 | |||||||||||||||||||||
Retail Opportunity Investments | 134 | 2,634 | |||||||||||||||||||||
Revolve Group Inc | 31 | 1,751 | |||||||||||||||||||||
Rh | 1 | 357 | |||||||||||||||||||||
Rocket Pharmaceuticals Inc | 2 | 54 | |||||||||||||||||||||
Rush Enterprises Inc | 39 | 2,167 | |||||||||||||||||||||
Ryman Hospitality Properties | 101 | 9,277 | |||||||||||||||||||||
Sage Therapeutics Inc | 2 | 79 | |||||||||||||||||||||
Saia Inc | 2 | 817 | |||||||||||||||||||||
Sally Beauty Holdings Inc | 132 | 2,440 | |||||||||||||||||||||
Sanderson Farms Inc | 1 | 187 | |||||||||||||||||||||
Sarepta Therapeutics Inc | 3 | 238 | |||||||||||||||||||||
Sba Communications Corp | 18 | 6,813 | |||||||||||||||||||||
Scholar Rock Holding Corp | 2 | 58 | |||||||||||||||||||||
Schweitzer-Mauduit Internation | 17 | 523 | |||||||||||||||||||||
Science Applications Internati | 10 | 865 | |||||||||||||||||||||
Scotts Miracle-Gro Co | 1 | 232 | |||||||||||||||||||||
Seagen Inc | 8 | 1,200 | |||||||||||||||||||||
Seaworld Entertainment Inc | 4 | 236 | |||||||||||||||||||||
Selectquote Inc | 3 | 29 | |||||||||||||||||||||
Sentinelone Inc | 16 | 800 | |||||||||||||||||||||
Shoals Technologies Group Inc | 1 | 26 | |||||||||||||||||||||
Shockwave Medical Inc | 2 | 343 | |||||||||||||||||||||
Signature Bank/New York Ny | 2 | 522 | |||||||||||||||||||||
Signify Health Inc | 41 | 589 | |||||||||||||||||||||
Simon Property Group Inc | 41 | 6,562 | |||||||||||||||||||||
Simply Good Foods Co/The | 2 | 90 | |||||||||||||||||||||
Siteone Landscape Supply Inc | 3 | 638 | |||||||||||||||||||||
Sitime Corp | 14 | 4,117 | |||||||||||||||||||||
Six Flags Entertainment Corp | 2 | 88 | |||||||||||||||||||||
Skechers Usa Inc | 12 | 525 | |||||||||||||||||||||
Slm Corp | 92 | 1,795 | |||||||||||||||||||||
Southstate Corp | 3 | 257 | |||||||||||||||||||||
Southwest Gas Holdings Inc | 28 | 1,930 | |||||||||||||||||||||
Spectrum Brands Holdings Inc | 8 | 836 | |||||||||||||||||||||
Spirit Realty Capital Inc | 244 | 11,783 | |||||||||||||||||||||
Sprout Social Inc | 24 | 2,136 | |||||||||||||||||||||
Sps Commerce Inc | 4 | 565 | |||||||||||||||||||||
Spx Corp | 4 | 241 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
43
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Ss&C Technologies Holdings Inc | 3 | 287 | |||||||||||||||||||||
Staar Surgical Co | 5 | 464 | |||||||||||||||||||||
Standard Motor Products Inc | 5 | 241 | |||||||||||||||||||||
Starwood Property Trust Inc | 28 | 689 | |||||||||||||||||||||
Steelcase Inc | 22 | 252 | |||||||||||||||||||||
Stepan Co | 1 | 121 | |||||||||||||||||||||
Sterling Bancorp/De | 160 | 4,129 | |||||||||||||||||||||
Sterling Check Corp | 49 | 1,003 | |||||||||||||||||||||
Steven Madden Ltd | 17 | 812 | |||||||||||||||||||||
Stride Inc | 31 | 1,042 | |||||||||||||||||||||
Sun Communities Inc | 69 | 14,552 | |||||||||||||||||||||
Sun Country Airlines Holdings | 31 | 843 | |||||||||||||||||||||
Supernus Pharmaceuticals Inc | 3 | 100 | |||||||||||||||||||||
Surgery Partners Inc | 3 | 148 | |||||||||||||||||||||
Synaptics Inc | 1 | 299 | |||||||||||||||||||||
Syneos Health Inc | 47 | 4,840 | |||||||||||||||||||||
Synovus Financial Corp | 18 | 854 | |||||||||||||||||||||
Tandem Diabetes Care Inc | 4 | 604 | |||||||||||||||||||||
Targa Resources Corp | 4 | 193 | |||||||||||||||||||||
Taylor Morrison Home Corp | 58 | 2,018 | |||||||||||||||||||||
Td Synnex Corp | 21 | 2,392 | |||||||||||||||||||||
Techtarget Inc | 3 | 285 | |||||||||||||||||||||
Tegna Inc | 44 | 823 | |||||||||||||||||||||
Teledyne Technologies Inc | 1 | 304 | |||||||||||||||||||||
Tempur Sealy International Inc | 25 | 1,201 | |||||||||||||||||||||
Teradata Corp | 6 | 250 | |||||||||||||||||||||
Terex Corp | 10 | 425 | |||||||||||||||||||||
Terminix Global Holdings Inc | 6 | 285 | |||||||||||||||||||||
Terreno Realty Corp | 215 | 18,331 | |||||||||||||||||||||
Texas Pacific Land Corp | 1 | 530 | |||||||||||||||||||||
Texas Roadhouse Inc | 4 | 389 | |||||||||||||||||||||
Tg Therapeutics Inc | 4 | 82 | |||||||||||||||||||||
Thredup Inc | 37 | 475 | |||||||||||||||||||||
Thryv Holdings Inc | 3 | 133 | |||||||||||||||||||||
Titan Machinery Inc | 42 | 1,431 | |||||||||||||||||||||
Toll Brothers Inc | 5 | 369 | |||||||||||||||||||||
Topbuild Corp | 3 | 837 | |||||||||||||||||||||
Toro Co/The | 3 | 329 | |||||||||||||||||||||
Travel + Leisure Co | 16 | 881 | |||||||||||||||||||||
Trex Co Inc | 4 | 516 | |||||||||||||||||||||
Ttec Holdings Inc | 9 | 847 | |||||||||||||||||||||
Turning Point Brands Inc | 7 | 262 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
44
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Turning Point Therapeutics Inc | 3 | 124 | |||||||||||||||||||||
Twist Bioscience Corp | 2 | 144 | |||||||||||||||||||||
Tyler Technologies Inc | 1 | 349 | |||||||||||||||||||||
Ubiquiti Inc | 1 | 234 | |||||||||||||||||||||
Udr Inc | 297 | 17,807 | |||||||||||||||||||||
Ufp Industries Inc | 5 | 448 | |||||||||||||||||||||
Ultra Clean Holdings Inc | 13 | 754 | |||||||||||||||||||||
Ultragenyx Pharmaceutical Inc | 5 | 437 | |||||||||||||||||||||
Umpqua Holdings Corp | 27 | 518 | |||||||||||||||||||||
Unifirst Corp/Ma | 1 | 130 | |||||||||||||||||||||
Unisys Corp | 31 | 631 | |||||||||||||||||||||
United Community Banks Inc/Ga | 102 | 3,673 | |||||||||||||||||||||
Universal Corp/Va | 10 | 533 | |||||||||||||||||||||
Upwork Inc | 3 | 97 | |||||||||||||||||||||
Us Physical Therapy Inc | 2 | 211 | |||||||||||||||||||||
Vail Resorts Inc | 1 | 417 | |||||||||||||||||||||
Valley National Bancorp | 48 | 661 | |||||||||||||||||||||
Valvoline Inc | 43 | 1,601 | |||||||||||||||||||||
Ventas Inc | 303 | 15,468 | |||||||||||||||||||||
Viad Corp | 4 | 163 | |||||||||||||||||||||
Vici Properties Inc | 699 | 21,049 | |||||||||||||||||||||
Victoria'S Secret & Co | 2 | 94 | |||||||||||||||||||||
Viper Energy Partners Lp | 27 | 580 | |||||||||||||||||||||
Vital Farms Inc | 40 | 731 | |||||||||||||||||||||
Vroom Inc | 49 | 525 | |||||||||||||||||||||
Wabash National Corp | 17 | 335 | |||||||||||||||||||||
Walker & Dunlop Inc | 7 | 1,111 | |||||||||||||||||||||
Watsco Inc | 1 | 247 | |||||||||||||||||||||
Watts Water Technologies Inc | 2 | 383 | |||||||||||||||||||||
Welltower Inc | 82 | 7,071 | |||||||||||||||||||||
Wendy'S Co/The | 14 | 345 | |||||||||||||||||||||
Werner Enterprises Inc | 5 | 260 | |||||||||||||||||||||
Wesco International Inc | 32 | 4,153 | |||||||||||||||||||||
West Pharmaceutical Services | 1 | 432 | |||||||||||||||||||||
Western Alliance Bancorp | 5 | 545 | |||||||||||||||||||||
Whiting Petroleum Corp | 5 | 338 | |||||||||||||||||||||
Wintrust Financial Corp | 3 | 287 | |||||||||||||||||||||
Woodward Inc | 2 | 210 | |||||||||||||||||||||
Workiva Inc | 2 | 234 | |||||||||||||||||||||
World Fuel Services Corp | 62 | 1,620 | |||||||||||||||||||||
Xencor Inc | 4 | 164 | |||||||||||||||||||||
Xometry Inc | 1 | 42 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
45
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Xpo Logistics Inc | 3 | 204 | |||||||||||||||||||||
Yelp Inc | 19 | 692 | |||||||||||||||||||||
Yum China Holdings Inc | 118 | 5,892 | |||||||||||||||||||||
Zebra Technologies Corp | 1 | 329 | |||||||||||||||||||||
Zentalis Pharmaceuticals Inc | 1 | 103 | |||||||||||||||||||||
Ziff Davis Inc | 2 | 234 | |||||||||||||||||||||
Zurn Water Solutions Corp | 38 | 1,378 | |||||||||||||||||||||
Zynga Inc | 34 | 216 | |||||||||||||||||||||
Total U.S. equities | $ | 2,136,776 | |||||||||||||||||||||
Synthetic guaranteed invesment contracts (GICs): | |||||||||||||||||||||||
Voya Retirement Ins & Annuity Co 60266 | |||||||||||||||||||||||
1-3 Year Credit Bond Index Fund | 1,771 | $ | 23,295 | ||||||||||||||||||||
Asset-Backed Securities Index Fund | 1,639 | 62,102 | |||||||||||||||||||||
Commercial Mortgage-Backed Securities Index Fund | 724 | 24,248 | |||||||||||||||||||||
GOV1-3A (#101089) | 417 | 52,403 | |||||||||||||||||||||
Intermediate Government Bond Index Fund | 411 | 19,401 | |||||||||||||||||||||
Intermediate Term Credit Bond Index Fund | 1,738 | 110,580 | |||||||||||||||||||||
Mortgage-Backed Securities (MBS) Index Fund | 1,697 | 95,983 | |||||||||||||||||||||
Total Voya Retirement Ins & Annuity Co 60266 | $ | 388,012 | |||||||||||||||||||||
Prudential GA-62194 | |||||||||||||||||||||||
Abb Fin Usa Inc | 2.88 | % | 5/8/2022 | 55 | $ | 55 | |||||||||||||||||
Abbvie Inc | 3.20 | % | 11/21/2029 | 1,170 | 1,258 | ||||||||||||||||||
Aep Texas Inc | 2.10 | % | 7/1/2030 | 766 | 747 | ||||||||||||||||||
Aetna Inc | 2.75 | % | 11/15/2022 | 185 | 188 | ||||||||||||||||||
Altria Grp Inc | 4.00 | % | 1/31/2024 | 328 | 352 | ||||||||||||||||||
Ameren Illinois Co | 3.80 | % | 5/15/2028 | 369 | 410 | ||||||||||||||||||
American Intl Grp Inc | 3.75 | % | 7/10/2025 | 274 | 298 | ||||||||||||||||||
American Intl Grp Inc | 3.90 | % | 4/1/2026 | 472 | 517 | ||||||||||||||||||
Amgen Inc | 2.60 | % | 8/19/2026 | 82 | 86 | ||||||||||||||||||
Anheuser Busch Inbev Worldwide Inc | 4.75 | % | 1/23/2029 | 506 | 600 | ||||||||||||||||||
Anthem Inc | 3.65 | % | 12/1/2027 | 301 | 331 | ||||||||||||||||||
Anthem Inc | 2.25 | % | 5/15/2030 | 267 | 267 | ||||||||||||||||||
Apple Inc | 3.25 | % | 2/23/2026 | 178 | 192 | ||||||||||||||||||
Arch Cap Fin Llc | 4.01 | % | 12/15/2026 | 34 | 38 | ||||||||||||||||||
Ascension Hlth | 2.53 | % | 11/15/2029 | 164 | 172 | ||||||||||||||||||
At&T Inc | 2.30 | % | 6/1/2027 | 349 | 356 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
46
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
At&T Inc | 2.55 | % | 12/1/2033 | 421 | 414 | ||||||||||||||||||
Atlantic City Elec Co | 2.30 | % | 3/15/2031 | 116 | 118 | ||||||||||||||||||
Automatic Data Processing Inc | 1.70 | % | 5/15/2028 | 130 | 130 | ||||||||||||||||||
Autonation Inc | 1.95 | % | 8/1/2028 | 96 | 94 | ||||||||||||||||||
Autozone Inc | 2.88 | % | 1/15/2023 | 137 | 141 | ||||||||||||||||||
Autozone Inc | 3.75 | % | 4/18/2029 | 68 | 75 | ||||||||||||||||||
Avangrid Inc | 3.20 | % | 4/15/2025 | 513 | 543 | ||||||||||||||||||
Banco Santander Sa | 3.80 | % | 2/23/2028 | 547 | 601 | ||||||||||||||||||
Banco Santander Sa | 3.49 | % | 5/28/2030 | 547 | 582 | ||||||||||||||||||
Bank Of Amer Corp | 4.00 | % | 1/22/2025 | 246 | 268 | ||||||||||||||||||
Bank Of Amer Corp | 3.95 | % | 4/21/2025 | 561 | 604 | ||||||||||||||||||
Bank Of Amer Corp | 3.97 | % | 3/5/2029 | 1,553 | 1,722 | ||||||||||||||||||
Bank Of Amer Corp | 3.97 | % | 2/7/2030 | 342 | 383 | ||||||||||||||||||
Bank Of Amer Corp | 2.50 | % | 2/13/2031 | 1,266 | 1,284 | ||||||||||||||||||
Bank Of Amer Corp | 2.69 | % | 4/22/2032 | 34 | 35 | ||||||||||||||||||
* | Bank Of Ny Mellon Corp | 3.40 | % | 5/15/2024 | 178 | 188 | |||||||||||||||||
Bank_19-Bn22 | 2.73 | % | 11/15/2062 | 650 | 676 | ||||||||||||||||||
Bank_21-Bn31 | 1.77 | % | 2/15/2054 | 1,368 | 1,331 | ||||||||||||||||||
Bank_21-Bn37 | 2.37 | % | 11/15/2064 | 821 | 835 | ||||||||||||||||||
Barclays Plc | 4.34 | % | 1/10/2028 | 513 | 573 | ||||||||||||||||||
Barclays Plc | 4.97 | % | 5/16/2029 | 150 | 173 | ||||||||||||||||||
Barclays Plc | 3.93 | % | 5/7/2025 | 684 | 724 | ||||||||||||||||||
Bat Cap Corp | 3.56 | % | 8/15/2027 | 82 | 87 | ||||||||||||||||||
Bat Cap Corp | 4.70 | % | 4/2/2027 | 75 | 84 | ||||||||||||||||||
Bbcms_19-C4 | 2.66 | % | 8/15/2052 | 821 | 843 | ||||||||||||||||||
Bbcms_20-C8 | 1.62 | % | 10/15/2053 | 1,163 | 1,140 | ||||||||||||||||||
Becton Dickinson & Co | 3.73 | % | 12/15/2024 | 219 | 233 | ||||||||||||||||||
Berkshire Hathaway Inc | 2.75 | % | 3/15/2023 | 404 | 416 | ||||||||||||||||||
Berry Global Inc | 1.57 | % | 1/15/2026 | 137 | 135 | ||||||||||||||||||
Bmark_20-B17 | 2.04 | % | 3/15/2053 | 1,642 | 1,627 | ||||||||||||||||||
Bmark_20-B18 | 1.67 | % | 7/15/2053 | 958 | 920 | ||||||||||||||||||
Boeing Co | 2.25 | % | 6/15/2026 | 144 | 145 | ||||||||||||||||||
Boeing Co | 3.10 | % | 5/1/2026 | 41 | 43 | ||||||||||||||||||
Boeing Co | 2.70 | % | 2/1/2027 | 581 | 600 | ||||||||||||||||||
Boeing Co | 4.51 | % | 5/1/2023 | 137 | 144 | ||||||||||||||||||
Boeing Co | 2.20 | % | 2/4/2026 | 342 | 345 | ||||||||||||||||||
Broadcom Inc | 4.11 | % | 9/15/2028 | 720 | 799 | ||||||||||||||||||
Broadcom Inc | 3.15 | % | 11/15/2025 | 81 | 85 | ||||||||||||||||||
Broadcom Inc | 3.42 | % | 4/15/2033 | 261 | 275 | ||||||||||||||||||
Broadstone Net Lease Inc | 2.60 | % | 9/15/2031 | 267 | 262 | ||||||||||||||||||
Burlington Northern Santa Fe Llc | 3.40 | % | 9/1/2024 | 212 | 226 | ||||||||||||||||||
Capital One Bk Usa Na | 3.38 | % | 2/15/2023 | 198 | 206 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
47
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Carlisle Cos Inc | 2.20 | % | 3/1/2032 | 397 | 385 | ||||||||||||||||||
Cash | 1,568 | 1,568 | |||||||||||||||||||||
Cenovus Energy Inc | 2.65 | % | 1/15/2032 | 137 | 135 | ||||||||||||||||||
Centerpoint Energy Houston Elec | 2.25 | % | 8/1/2022 | 116 | 118 | ||||||||||||||||||
Centerpoint Energy Inc | 2.95 | % | 3/1/2030 | 205 | 214 | ||||||||||||||||||
Chait_12-A7 | 2.16 | % | 9/15/2024 | 1,094 | 1,109 | ||||||||||||||||||
Charter Comms Operating Llc Cap | 4.46 | % | 7/23/2022 | 479 | 495 | ||||||||||||||||||
Charter Comms Operating Llc Cap | 5.05 | % | 3/30/2029 | 431 | 501 | ||||||||||||||||||
Charter Comms Operating Llc Cap | 2.80 | % | 4/1/2031 | 513 | 513 | ||||||||||||||||||
Chevron Corp | 2.36 | % | 12/5/2022 | 171 | 173 | ||||||||||||||||||
Chubb Ina Hldgs Inc | 2.70 | % | 3/13/2023 | 349 | 360 | ||||||||||||||||||
Cigna Corp | 4.50 | % | 2/25/2026 | 636 | 715 | ||||||||||||||||||
Cigna Corp | 2.40 | % | 3/15/2030 | 588 | 597 | ||||||||||||||||||
Cintas Corp No 2 | 3.70 | % | 4/1/2027 | 171 | 189 | ||||||||||||||||||
Cleveland Elec Illuminating Co | 5.50 | % | 8/15/2024 | 205 | 231 | ||||||||||||||||||
Cna Finl Corp | 3.95 | % | 5/15/2024 | 280 | 297 | ||||||||||||||||||
Comcast Corp | 3.70 | % | 4/15/2024 | 150 | 161 | ||||||||||||||||||
Comcast Corp | 4.15 | % | 10/15/2028 | 96 | 110 | ||||||||||||||||||
Comm_15-Cr25 | 3.51 | % | 8/10/2048 | 749 | 779 | ||||||||||||||||||
Comm_15-Pc1 | 3.62 | % | 7/10/2050 | 527 | 542 | ||||||||||||||||||
Comm_16-Dc2 | 3.50 | % | 2/10/2049 | 853 | 907 | ||||||||||||||||||
Comm_16-Dc2 | 3.77 | % | 2/10/2049 | 958 | 1,031 | ||||||||||||||||||
Commonwealth Edison Co | 3.70 | % | 8/15/2028 | 219 | 244 | ||||||||||||||||||
Conocophillips | 4.30 | % | 8/15/2028 | 137 | 156 | ||||||||||||||||||
Constellation Brands Inc | 3.70 | % | 12/6/2026 | 109 | 119 | ||||||||||||||||||
Constellation Brands Inc | 4.40 | % | 11/15/2025 | 82 | 91 | ||||||||||||||||||
Constellation Brands Inc | 2.25 | % | 8/1/2031 | 198 | 196 | ||||||||||||||||||
Continental Airlines Inc | 4.15 | % | 4/11/2024 | 28 | 29 | ||||||||||||||||||
Continental Airlines Inc | 4.00 | % | 10/29/2024 | 86 | 90 | ||||||||||||||||||
Credit Suisse Grp Fdg Guernsey Ltd | 4.55 | % | 4/17/2026 | 718 | 798 | ||||||||||||||||||
Csail_15-C3 | 3.45 | % | 8/15/2048 | 644 | 671 | ||||||||||||||||||
Csail_16-C5 | 3.76 | % | 11/15/2048 | 506 | 543 | ||||||||||||||||||
Csail_16-C7 | 3.21 | % | 11/15/2049 | 660 | 690 | ||||||||||||||||||
Cubesmart Lp | 2.25 | % | 12/15/2028 | 116 | 117 | ||||||||||||||||||
Cvs Hlth Corp | 4.30 | % | 3/25/2028 | 215 | 244 | ||||||||||||||||||
Diamondback Energy Inc | 3.50 | % | 12/1/2029 | 7 | 7 | ||||||||||||||||||
Diamondback Energy Inc | 3.13 | % | 3/24/2031 | 280 | 292 | ||||||||||||||||||
Discover Finl Svcs | 3.85 | % | 11/21/2022 | 499 | 515 | ||||||||||||||||||
Discovery Comm Llc | 3.95 | % | 3/20/2028 | 985 | 1,082 | ||||||||||||||||||
Dowdupont Inc | 4.49 | % | 11/15/2025 | 239 | 266 | ||||||||||||||||||
Dte Elec Co | 2.25 | % | 3/1/2030 | 185 | 187 | ||||||||||||||||||
Dte Energy Co | 2.53 | % | 10/1/2024 | 198 | 206 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
48
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Duke Energy Carolinas Llc | 3.95 | % | 11/15/2028 | 328 | 368 | ||||||||||||||||||
Duke Energy Fl Llc | 1.75 | % | 6/15/2030 | 205 | 198 | ||||||||||||||||||
Eastman Chemical Co | 3.80 | % | 3/15/2025 | 89 | 96 | ||||||||||||||||||
Emera Us Fin Lp | 3.55 | % | 6/15/2026 | 376 | 401 | ||||||||||||||||||
Emera Us Fin Lp | 2.64 | % | 6/15/2031 | 308 | 306 | ||||||||||||||||||
Energy Transfer Lp | 4.75 | % | 1/15/2026 | 454 | 507 | ||||||||||||||||||
Energy Transfer Lp | 3.90 | % | 7/15/2026 | 616 | 675 | ||||||||||||||||||
Entergy Louisiana Llc | 2.40 | % | 10/1/2026 | 137 | 141 | ||||||||||||||||||
Enterprise Products Operating Llc | 3.35 | % | 3/15/2023 | 520 | 538 | ||||||||||||||||||
Enterprise Products Operating Llc | 3.13 | % | 7/31/2029 | 274 | 295 | ||||||||||||||||||
Eog Resources Inc | 3.15 | % | 4/1/2025 | 48 | 51 | ||||||||||||||||||
Equifax Inc | 2.60 | % | 12/1/2024 | 369 | 383 | ||||||||||||||||||
Equifax Inc | 2.35 | % | 9/15/2031 | 376 | 375 | ||||||||||||||||||
Evergy Inc | 2.90 | % | 9/15/2029 | 410 | 425 | ||||||||||||||||||
Eversource Energy | 1.65 | % | 8/15/2030 | 75 | 71 | ||||||||||||||||||
Expedia Grp Inc | 4.63 | % | 8/1/2027 | 342 | 389 | ||||||||||||||||||
Fgold 15Yr | 4.00 | % | 6/1/2026 | 74 | 78 | ||||||||||||||||||
Fgold 15Yr | 4.00 | % | 7/1/2026 | 46 | 48 | ||||||||||||||||||
Fgold 15Yr | 2.50 | % | 8/1/2028 | 121 | 125 | ||||||||||||||||||
Fgold 15Yr | 3.00 | % | 8/1/2029 | 167 | 176 | ||||||||||||||||||
Fgold 15Yr | 2.50 | % | 4/1/2031 | 181 | 189 | ||||||||||||||||||
Fgold 15Yr | 2.50 | % | 7/1/2031 | 143 | 149 | ||||||||||||||||||
Fgold 15Yr Giant | 3.00 | % | 1/1/2032 | 316 | 333 | ||||||||||||||||||
Fgold 15Yr Giant | 2.00 | % | 1/1/2032 | 182 | 187 | ||||||||||||||||||
Fgold 15Yr Giant | 2.50 | % | 12/1/2031 | 130 | 135 | ||||||||||||||||||
Fgold 20Yr | 3.00 | % | 1/1/2037 | 142 | 150 | ||||||||||||||||||
Fgold 20Yr | 3.50 | % | 11/1/2037 | 116 | 123 | ||||||||||||||||||
Fgold 20Yr | 3.00 | % | 12/1/2037 | 104 | 109 | ||||||||||||||||||
Fgold 30Yr | 3.00 | % | 12/1/2042 | 291 | 307 | ||||||||||||||||||
Fgold 30Yr | 3.00 | % | 10/1/2042 | 170 | 180 | ||||||||||||||||||
Fgold 30Yr | 3.00 | % | 1/1/2043 | 529 | 559 | ||||||||||||||||||
Fgold 30Yr | 4.00 | % | 11/1/2040 | 103 | 113 | ||||||||||||||||||
Fgold 30Yr | 4.00 | % | 12/1/2040 | 313 | 342 | ||||||||||||||||||
Fgold 30Yr | 5.00 | % | 8/1/2041 | 300 | 338 | ||||||||||||||||||
Fgold 30Yr | 5.00 | % | 7/1/2041 | 56 | 64 | ||||||||||||||||||
Fgold 30Yr Giant | 5.50 | % | 1/1/2035 | 37 | 42 | ||||||||||||||||||
Fgold 30Yr Giant | 4.50 | % | 6/1/2039 | 44 | 49 | ||||||||||||||||||
Fgold 30Yr Giant | 4.00 | % | 11/1/2039 | 147 | 160 | ||||||||||||||||||
Fgold 30Yr Giant | 4.50 | % | 12/1/2039 | 84 | 93 | ||||||||||||||||||
Fgold 30Yr Giant | 5.50 | % | 1/1/2040 | 47 | 54 | ||||||||||||||||||
Fgold 30Yr Giant | 4.00 | % | 12/1/2040 | 113 | 123 | ||||||||||||||||||
Fgold 30Yr Giant | 4.00 | % | 12/1/2040 | 124 | 135 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
49
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Fgold 30Yr Giant | 4.00 | % | 2/1/2041 | 247 | 270 | ||||||||||||||||||
Fgold 30Yr Giant | 4.50 | % | 4/1/2041 | 385 | 426 | ||||||||||||||||||
Fgold 30Yr Giant | 3.00 | % | 6/1/2042 | 147 | $ | 155 | |||||||||||||||||
Fgold 30Yr Giant | 3.50 | % | 9/1/2042 | 256 | 277 | ||||||||||||||||||
Fgold 30Yr Giant | 3.50 | % | 7/1/2047 | 305 | 324 | ||||||||||||||||||
Fgold 30Yr Giant | 4.00 | % | 8/1/2047 | 161 | 173 | ||||||||||||||||||
Fgold 30Yr Giant | 4.50 | % | 8/1/2047 | 182 | 198 | ||||||||||||||||||
Fgold 30Yr Giant | 3.50 | % | 10/1/2047 | 152 | 161 | ||||||||||||||||||
Fgold 30Yr Giant | 3.50 | % | 1/1/2048 | 182 | 193 | ||||||||||||||||||
Fgold 30Yr Giant | 5.50 | % | 6/1/2038 | 204 | 234 | ||||||||||||||||||
Fgold 30Yr Giant | 4.50 | % | 10/1/2039 | 188 | 208 | ||||||||||||||||||
Fgold 30Yr Giant | 4.50 | % | 11/1/2039 | 36 | 40 | ||||||||||||||||||
Fgold 30Yr Giant | 3.50 | % | 5/1/2045 | 403 | 432 | ||||||||||||||||||
Fgold 30Yr Giant | 4.00 | % | 11/1/2045 | 261 | 283 | ||||||||||||||||||
Fgold 30Yr Giant | 3.50 | % | 12/1/2045 | 641 | 687 | ||||||||||||||||||
Fgold 30Yr Giant | 4.00 | % | 12/1/2046 | 209 | 227 | ||||||||||||||||||
Fgold 30Yr Giant | 3.00 | % | 1/1/2047 | 368 | 386 | ||||||||||||||||||
Fgold 30Yr Giant | 3.00 | % | 2/1/2047 | 815 | 856 | ||||||||||||||||||
Fhlmc 20Yr Umbs | 2.00 | % | 6/1/2040 | 574 | 582 | ||||||||||||||||||
Fhlmc 30Yr Umbs | 3.00 | % | 1/1/2050 | 352 | 366 | ||||||||||||||||||
Fhlmc 30Yr Umbs | 2.50 | % | 10/1/2051 | 3,462 | 3,551 | ||||||||||||||||||
Fhlmc 30Yr Umbs Mirror | 2.50 | % | 10/1/2046 | 92 | 95 | ||||||||||||||||||
Fhlmc 30Yr Umbs Mirror | 4.00 | % | 7/1/2048 | 31 | 34 | ||||||||||||||||||
Fhlmc 30Yr Umbs Mirror | 4.50 | % | 12/1/2048 | 230 | 247 | ||||||||||||||||||
Fhlmc 30Yr Umbs Super | 2.00 | % | 9/1/2050 | 615 | 616 | ||||||||||||||||||
Fhlmc 30Yr Umbs Super | 1.50 | % | 11/1/2050 | 581 | 565 | ||||||||||||||||||
Fhlmc 30Yr Umbs Super | 2.00 | % | 12/1/2050 | 2,421 | 2,424 | ||||||||||||||||||
Fhlmc 30Yr Umbs Super | 2.00 | % | 3/1/2051 | 667 | 667 | ||||||||||||||||||
Fhlmc 30Yr Umbs Super | 2.50 | % | 4/1/2051 | 2,204 | 2,256 | ||||||||||||||||||
Fhlmc 30Yr Umbs Super | 2.00 | % | 5/1/2051 | 706 | 706 | ||||||||||||||||||
Fhlmc Gold 15Yr Cash Issuance | 3.00 | % | 6/1/2029 | 263 | 277 | ||||||||||||||||||
Fhlmc Gold 15Yr Cash Issuance | 3.00 | % | 6/1/2029 | 403 | 423 | ||||||||||||||||||
Fhlmc Gold 30Yr | 2.50 | % | 1/1/2043 | 225 | 232 | ||||||||||||||||||
Fhlmc Gold 30Yr | 3.00 | % | 2/1/2043 | 438 | 465 | ||||||||||||||||||
Fhlmc Gold 30Yr | 3.50 | % | 9/1/2043 | 376 | 405 | ||||||||||||||||||
Fhlmc Gold 30Yr | 3.50 | % | 12/1/2046 | 143 | 154 | ||||||||||||||||||
Fhlmc Gold 30Yr | 4.50 | % | 7/1/2047 | 91 | 98 | ||||||||||||||||||
Fhlmc Gold 30Yr | 4.00 | % | 1/1/2048 | 299 | 321 | ||||||||||||||||||
Fhms_K082 | 3.92 | % | 9/25/2028 | 226 | 256 | ||||||||||||||||||
Fiserv Inc | 3.50 | % | 10/1/2022 | 108 | 111 | ||||||||||||||||||
Fiserv Inc | 3.85 | % | 6/1/2025 | 212 | 227 | ||||||||||||||||||
Fiserv Inc | 2.75 | % | 7/1/2024 | 27 | 29 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
50
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Fmc Corp | 3.45 | % | 10/1/2029 | 410 | 441 | ||||||||||||||||||
Fnma | 0.50 | % | 6/17/2025 | 609 | 597 | ||||||||||||||||||
Fnma | 1.63 | % | 1/7/2025 | 363 | 372 | ||||||||||||||||||
Fnma 15Yr | 3.00 | % | 5/1/2027 | 243 | 255 | ||||||||||||||||||
Fnma 20Yr | 4.50 | % | 6/1/2031 | 115 | 125 | ||||||||||||||||||
Fnma 30Yr | 5.50 | % | 5/1/2037 | 53 | 60 | ||||||||||||||||||
Fnma 30Yr | 5.50 | % | 6/1/2033 | 72 | 81 | ||||||||||||||||||
Fnma 30Yr | 5.50 | % | 10/1/2033 | 90 | 102 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 12/1/2040 | 164 | 180 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 1/1/2041 | 212 | 231 | ||||||||||||||||||
Fnma 30Yr | 4.50 | % | 2/1/2041 | 468 | 518 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 2/1/2041 | 111 | 122 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 1/1/2042 | 256 | 280 | ||||||||||||||||||
Fnma 30Yr | 5.00 | % | 12/1/2034 | 163 | 184 | ||||||||||||||||||
Fnma 30Yr | 4.50 | % | 5/1/2039 | 61 | 68 | ||||||||||||||||||
Fnma 30Yr | 5.50 | % | 4/1/2034 | 77 | 88 | ||||||||||||||||||
Fnma 30Yr | 5.00 | % | 4/1/2034 | 364 | 407 | ||||||||||||||||||
Fnma 30Yr | 5.50 | % | 9/1/2034 | 75 | 85 | ||||||||||||||||||
Fnma 30Yr | 5.00 | % | 7/1/2035 | 107 | 121 | ||||||||||||||||||
Fnma 30Yr | 5.50 | % | 2/1/2035 | 132 | 150 | ||||||||||||||||||
Fnma 30Yr | 6.50 | % | 12/1/2037 | 50 | 59 | ||||||||||||||||||
Fnma 30Yr | 6.00 | % | 5/1/2038 | 218 | 253 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 9/1/2040 | 103 | 113 | ||||||||||||||||||
Fnma 30Yr | 5.50 | % | 3/1/2038 | 77 | 88 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 3/1/2039 | 35 | 38 | ||||||||||||||||||
Fnma 30Yr | 4.50 | % | 2/1/2041 | 464 | 513 | ||||||||||||||||||
Fnma 30Yr | 4.50 | % | 3/1/2041 | 152 | 169 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 5/1/2042 | 381 | 414 | ||||||||||||||||||
Fnma 30Yr | 4.50 | % | 9/1/2039 | 59 | 66 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 7/1/2040 | 55 | 60 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 6/1/2039 | 106 | 115 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 10/1/2040 | 42 | 46 | ||||||||||||||||||
Fnma 15Yr | 3.00 | % | 8/1/2028 | 183 | 192 | ||||||||||||||||||
Fnma 15Yr | 3.00 | % | 12/1/2030 | 130 | 136 | ||||||||||||||||||
Fnma 15Yr | 2.00 | % | 8/1/2031 | 210 | 215 | ||||||||||||||||||
Fnma 15Yr | 2.50 | % | 7/1/2028 | 113 | 117 | ||||||||||||||||||
Fnma 15Yr | 2.50 | % | 8/1/2028 | 133 | 138 | ||||||||||||||||||
Fnma 15Yr | 2.50 | % | 8/1/2028 | 12 | 12 | ||||||||||||||||||
Fnma 15Yr | 3.00 | % | 11/1/2028 | 105 | 110 | ||||||||||||||||||
Fnma 15Yr | 2.50 | % | 2/1/2029 | 68 | 71 | ||||||||||||||||||
Fnma 15Yr | 2.50 | % | 7/1/2030 | 88 | 91 | ||||||||||||||||||
Fnma 15Yr | 3.50 | % | 12/1/2030 | 66 | 70 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
51
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Fnma 15Yr | 3.50 | % | 3/1/2033 | 99 | 105 | ||||||||||||||||||
Fnma 15Yr | 3.50 | % | 5/1/2033 | 234 | 248 | ||||||||||||||||||
Fnma 15Yr Umbs | 2.00 | % | 5/1/2036 | 1,239 | 1,272 | ||||||||||||||||||
Fnma 20Yr | 3.00 | % | 11/1/2036 | 369 | 388 | ||||||||||||||||||
Fnma 20Yr Umbs | 2.00 | % | 8/1/2040 | 657 | 666 | ||||||||||||||||||
Fnma 20Yr Umbs | 2.00 | % | 1/1/2041 | 1,864 | 1,889 | ||||||||||||||||||
Fnma 20Yr Umbs | 2.00 | % | 2/1/2041 | 697 | 706 | ||||||||||||||||||
Fnma 20Yr Umbs | 2.00 | % | 5/1/2041 | 7,704 | 7,808 | ||||||||||||||||||
Fnma 20Yr Umbs | 2.50 | % | 5/1/2041 | 2,220 | 2,295 | ||||||||||||||||||
Fnma 20Yr Umbs | 2.50 | % | 6/1/2041 | 2,701 | 2,792 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 10/1/2043 | 32 | 34 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 8/1/2042 | 425 | 460 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 5/1/2042 | 698 | 750 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 12/1/2042 | 218 | 232 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 1/1/2043 | 437 | 464 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 2/1/2043 | 463 | 489 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 7/1/2043 | 229 | 241 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 3/1/2043 | 368 | 398 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 10/1/2043 | 98 | 104 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 9/1/2044 | 158 | 172 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 7/1/2045 | 136 | 147 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 5/1/2045 | 419 | 450 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 6/1/2045 | 531 | 568 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 12/1/2045 | 233 | 253 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 4/1/2046 | 250 | 267 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 7/1/2046 | 69 | 75 | ||||||||||||||||||
Fnma 30Yr | 2.50 | % | 9/1/2046 | 261 | 269 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 11/1/2046 | 322 | 338 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 12/1/2046 | 91 | 96 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 12/1/2046 | 405 | 433 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 1/1/2047 | 997 | 1,047 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 2/1/2047 | 438 | 474 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 9/1/2043 | 77 | 81 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 10/1/2043 | 81 | 88 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 10/1/2046 | 495 | 520 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 9/1/2047 | 322 | 346 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 1/1/2048 | 185 | 199 | ||||||||||||||||||
Fnma 30Yr | 4.50 | % | 11/1/2048 | 141 | 151 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 8/1/2048 | 115 | 121 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 9/1/2042 | 143 | 154 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 6/1/2042 | 1,334 | 1,443 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 10/1/2042 | 213 | 225 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
52
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 11/1/2042 | 481 | 517 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 12/1/2042 | 389 | 411 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 1/1/2043 | 112 | 118 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 1/1/2043 | 305 | 323 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 1/1/2043 | 341 | 360 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 3/1/2043 | 525 | 560 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 1/1/2046 | 177 | 189 | ||||||||||||||||||
Fnma 30Yr | 4.50 | % | 12/1/2048 | 87 | 93 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 11/1/2046 | 302 | 317 | ||||||||||||||||||
Fnma 30Yr | 3.00 | % | 1/1/2047 | 383 | 402 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 8/1/2047 | 217 | 230 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 10/1/2047 | 716 | 769 | ||||||||||||||||||
Fnma 30Yr | 3.50 | % | 11/1/2047 | 541 | 574 | ||||||||||||||||||
Fnma 30Yr | 4.50 | % | 3/1/2048 | 113 | 122 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 2/1/2048 | 161 | 173 | ||||||||||||||||||
Fnma 30Yr | 4.00 | % | 4/1/2048 | 326 | 348 | ||||||||||||||||||
Fnma 30Yr Umbs | 3.00 | % | 2/1/2050 | 429 | 445 | ||||||||||||||||||
Fnma 30Yr Umbs | 3.00 | % | 6/1/2050 | 516 | 536 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.50 | % | 8/1/2050 | 2,179 | 2,230 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.00 | % | 12/1/2050 | 480 | 481 | ||||||||||||||||||
Fnma 30Yr Umbs | 1.50 | % | 9/1/2050 | 1,294 | 1,257 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.00 | % | 9/1/2050 | 1,281 | 1,282 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.50 | % | 9/1/2050 | 1,954 | 2,000 | ||||||||||||||||||
Fnma 30Yr Umbs | 1.50 | % | 10/1/2050 | 111 | 108 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.00 | % | 10/1/2050 | 1,178 | 1,179 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.50 | % | 10/1/2050 | 3,240 | 3,316 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.00 | % | 11/1/2050 | 1,791 | 1,793 | ||||||||||||||||||
Fnma 30Yr Umbs | 1.50 | % | 1/1/2051 | 1,316 | 1,278 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.00 | % | 1/1/2051 | 611 | 612 | ||||||||||||||||||
Fnma 30Yr Umbs | 1.50 | % | 12/1/2050 | 2,559 | 2,486 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.00 | % | 2/1/2051 | 2,653 | 2,657 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.00 | % | 3/1/2051 | 1,332 | 1,332 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.50 | % | 4/1/2051 | 2,569 | 2,629 | ||||||||||||||||||
Fnma 30Yr Umbs | 2.00 | % | 5/1/2051 | 694 | 693 | ||||||||||||||||||
Fnma 30Yr Umbs Super | 3.50 | % | 11/1/2048 | 545 | 579 | ||||||||||||||||||
Fnma 30Yr Umbs Super | 2.50 | % | 4/1/2051 | 1,156 | 1,187 | ||||||||||||||||||
Fortis Inc | 3.06 | % | 10/4/2026 | 56 | 59 | ||||||||||||||||||
General Dynamics Corp | 2.25 | % | 11/15/2022 | 192 | 194 | ||||||||||||||||||
General Motors Fin Co Inc | 4.00 | % | 1/15/2025 | 349 | 378 | ||||||||||||||||||
General Motors Fin Co Inc | 3.60 | % | 6/21/2030 | 1,060 | 1,133 | ||||||||||||||||||
Georgia Pwr Co | 2.85 | % | 5/15/2022 | 239 | 243 | ||||||||||||||||||
Glaxosmithkline Cap Inc | 2.80 | % | 3/18/2023 | 21 | 21 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
53
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Gnma 30Yr | 3.50 | % | 1/15/2042 | 224 | 240 | ||||||||||||||||||
Gnma 30Yr | 4.50 | % | 11/15/2039 | 70 | 78 | ||||||||||||||||||
Gnma 30Yr | 4.50 | % | 4/15/2040 | 164 | 182 | ||||||||||||||||||
Gnma 30Yr | 5.00 | % | 5/15/2035 | 58 | 65 | ||||||||||||||||||
Gnma 30Yr | 5.50 | % | 4/15/2038 | 32 | 36 | ||||||||||||||||||
Gnma 30Yr | 5.50 | % | 6/15/2038 | 109 | 122 | ||||||||||||||||||
Gnma 30Yr Platinum | 5.00 | % | 7/15/2039 | 83 | 93 | ||||||||||||||||||
Gnma 30Yr | 3.00 | % | 11/15/2042 | 331 | 350 | ||||||||||||||||||
Gnma 30Yr | 3.00 | % | 12/20/2049 | 366 | 380 | ||||||||||||||||||
Gnma 30Yr | 3.50 | % | 5/15/2043 | 135 | 145 | ||||||||||||||||||
Gnma 30Yr | 3.00 | % | 3/15/2043 | 124 | 132 | ||||||||||||||||||
Gnma2 15Yr | 3.00 | % | 3/20/2027 | 54 | 57 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 4/20/2042 | 67 | 73 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 8/20/2042 | 125 | 133 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 8/20/2042 | 379 | 408 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 9/20/2042 | 257 | 272 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 9/20/2042 | 306 | 330 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 10/20/2042 | 304 | 327 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 12/20/2042 | 132 | 140 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 1/20/2043 | 184 | 195 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 5/20/2043 | 390 | 421 | ||||||||||||||||||
Gnma2 30Yr | 4.50 | % | 6/20/2044 | 205 | 228 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 10/20/2044 | 323 | 343 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 10/20/2044 | 248 | 269 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 12/20/2044 | 76 | 80 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 4/20/2046 | 223 | 236 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 4/20/2045 | 381 | 405 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 6/20/2045 | 154 | 164 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 8/20/2045 | 186 | 196 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 9/20/2045 | 179 | 188 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 12/20/2045 | 411 | 445 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 5/20/2046 | 257 | 270 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 5/20/2046 | 201 | 217 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 7/20/2046 | 593 | 622 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 7/20/2046 | 173 | 183 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 8/20/2046 | 196 | 208 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 9/20/2046 | 206 | 218 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 10/20/2046 | 500 | 524 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 10/20/2046 | 80 | 86 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 11/20/2046 | 65 | 69 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 11/20/2046 | 96 | 103 | ||||||||||||||||||
Gnma2 30Yr | 2.50 | % | 12/20/2046 | 128 | 132 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
54
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 12/20/2046 | 532 | 557 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 12/20/2046 | 696 | 737 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 3/20/2047 | 204 | 219 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 8/20/2048 | 120 | 127 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 6/20/2047 | 89 | 94 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 7/20/2047 | 262 | 276 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 8/20/2047 | 262 | 280 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 8/20/2047 | 181 | 191 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 9/20/2047 | 311 | 332 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 11/20/2047 | 491 | 516 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 12/20/2047 | 129 | 137 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 1/20/2048 | 230 | 240 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 1/20/2048 | 190 | 202 | ||||||||||||||||||
Gnma2 30Yr | 4.50 | % | 1/20/2048 | 133 | 144 | ||||||||||||||||||
Gnma2 30Yr | 4.50 | % | 2/20/2048 | 125 | 135 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 10/20/2049 | 84 | 88 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 12/20/2048 | 262 | 276 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 7/20/2049 | 274 | 285 | ||||||||||||||||||
Gnma2 30Yr | 3.00 | % | 9/20/2049 | 303 | 315 | ||||||||||||||||||
Gnma2 30Yr | 3.50 | % | 12/20/2049 | 206 | 215 | ||||||||||||||||||
Gnma2 30Yr | 2.00 | % | 3/20/2051 | 625 | 632 | ||||||||||||||||||
Gnma2 30Yr | 2.50 | % | 3/20/2051 | 3,615 | 3,716 | ||||||||||||||||||
Gnma2 30Yr | 2.50 | % | 5/20/2051 | 2,620 | 2,693 | ||||||||||||||||||
Gnma2 30Yr | 5.00 | % | 8/20/2039 | 43 | 49 | ||||||||||||||||||
Gnma2 30Yr | 4.50 | % | 5/20/2040 | 165 | 184 | ||||||||||||||||||
Gnma2 30Yr | 4.50 | % | 7/20/2040 | 103 | 115 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 9/20/2040 | 122 | 134 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 10/20/2040 | 193 | 211 | ||||||||||||||||||
Gnma2 30Yr | 4.50 | % | 10/20/2040 | 119 | 133 | ||||||||||||||||||
Gnma2 30Yr | 4.50 | % | 12/20/2040 | 173 | 193 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 2/20/2041 | 44 | 48 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 1/20/2041 | 79 | 86 | ||||||||||||||||||
Gnma2 30Yr | 4.00 | % | 3/20/2041 | 127 | 139 | ||||||||||||||||||
Gnma2 30Yr | 5.00 | % | 4/20/2041 | 153 | 174 | ||||||||||||||||||
Gnma2 30Yr | 4.50 | % | 8/20/2041 | 150 | 167 | ||||||||||||||||||
Gnma2 30Yr | 4.50 | % | 7/20/2041 | 50 | 56 | ||||||||||||||||||
Goldman Sachs Grp Inc | 3.85 | % | 1/26/2027 | 691 | 755 | ||||||||||||||||||
Goldman Sachs Grp Inc | 4.22 | % | 5/1/2029 | 650 | 727 | ||||||||||||||||||
Goldman Sachs Grp Inc | 1.99 | % | 1/27/2032 | 705 | 681 | ||||||||||||||||||
Goldman Sachs Grp Inc | 2.62 | % | 4/22/2032 | 212 | 215 | ||||||||||||||||||
Goldman Sachs Grp Inc | 3.50 | % | 11/16/2026 | 233 | 249 | ||||||||||||||||||
Halliburton Co | 3.80 | % | 11/15/2025 | 123 | 134 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
55
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Hcp Inc | 3.00 | % | 1/15/2030 | 164 | 175 | ||||||||||||||||||
Helmerich & Payne Inc | 2.90 | % | 9/29/2031 | 205 | 204 | ||||||||||||||||||
Hsbc Hldgs Plc | 4.58 | % | 6/19/2029 | 499 | 561 | ||||||||||||||||||
Hsbc Hldgs Plc | 2.63 | % | 11/7/2025 | 150 | 155 | ||||||||||||||||||
Hydro Quebec | 8.05 | % | 7/7/2024 | 96 | 115 | ||||||||||||||||||
Indonesia Rep Of | 3.50 | % | 1/11/2028 | 616 | 675 | ||||||||||||||||||
Ingersoll Rand Global Hldg Co Ltd | 4.25 | % | 6/15/2023 | 137 | 143 | ||||||||||||||||||
Intuit Inc | 1.35 | % | 7/15/2027 | 41 | 40 | ||||||||||||||||||
Israel St Of | 4.00 | % | 6/30/2022 | 274 | 278 | ||||||||||||||||||
Italy Rep Of | 2.38 | % | 10/17/2024 | 547 | 563 | ||||||||||||||||||
Jp Morgan Chase & Co | 4.45 | % | 12/5/2029 | 342 | 390 | ||||||||||||||||||
Jp Morgan Chase & Co | 2.74 | % | 10/15/2030 | 561 | 579 | ||||||||||||||||||
Jpmbb_15-C30 | 3.55 | % | 7/15/2048 | 1,094 | 1,148 | ||||||||||||||||||
Jpmcc_19-Cor4 | 3.76 | % | 3/10/2052 | 1,094 | 1,177 | ||||||||||||||||||
Jpmorgan Chase & Co | 3.88 | % | 9/10/2024 | 267 | 287 | ||||||||||||||||||
Jpmorgan Chase & Co | 3.51 | % | 1/23/2029 | 2,025 | 2,204 | ||||||||||||||||||
Jpmorgan Chase & Co | 2.58 | % | 4/22/2032 | 800 | 815 | ||||||||||||||||||
Kinross Gold Corp | 4.50 | % | 7/15/2027 | 116 | 132 | ||||||||||||||||||
Laboratory Corp Of Amer | 3.60 | % | 2/1/2025 | 287 | 308 | ||||||||||||||||||
Laboratory Corp Of Amer | 3.25 | % | 9/1/2024 | 55 | 58 | ||||||||||||||||||
Lincoln Natl Corp | 3.05 | % | 1/15/2030 | 62 | 65 | ||||||||||||||||||
Lloyds Bkg Grp Plc | 4.38 | % | 3/22/2028 | 274 | 311 | ||||||||||||||||||
Lyb Intl Fin Iii Llc | 2.25 | % | 10/1/2030 | 82 | 82 | ||||||||||||||||||
Magellan Midstream Partners Lp | 3.25 | % | 6/1/2030 | 164 | 173 | ||||||||||||||||||
Markel Corp | 3.35 | % | 9/17/2029 | 287 | 313 | ||||||||||||||||||
Marriott Intl Inc | 3.13 | % | 6/15/2026 | 205 | 215 | ||||||||||||||||||
Marsh & Mclennan Cos Inc | 3.50 | % | 6/3/2024 | 171 | 181 | ||||||||||||||||||
Martin Marietta Materials Inc | 2.50 | % | 3/15/2030 | 82 | 83 | ||||||||||||||||||
Martin Marietta Materials Inc | 2.40 | % | 7/15/2031 | 103 | 103 | ||||||||||||||||||
Mcdonalds Corp | 3.70 | % | 1/30/2026 | 239 | 263 | ||||||||||||||||||
Mexico United Mexican States | 4.00 | % | 10/2/2023 | 25 | 26 | ||||||||||||||||||
Mexico United Mexican States | 4.50 | % | 4/22/2029 | 369 | 415 | ||||||||||||||||||
Mitsubishi Ufj Fin Grp Inc | 1.54 | % | 7/20/2027 | 479 | 474 | ||||||||||||||||||
Morgan Stanley | 4.43 | % | 1/23/2030 | 629 | 729 | ||||||||||||||||||
Morgan Stanley | 2.70 | % | 1/22/2031 | 1,067 | 1,107 | ||||||||||||||||||
Morgan Stanley | 1.93 | % | 4/28/2032 | 766 | 735 | ||||||||||||||||||
Morgan Stanley | 3.77 | % | 1/24/2029 | 369 | 409 | ||||||||||||||||||
Morgan Stanley | 3.88 | % | 1/27/2026 | 554 | 610 | ||||||||||||||||||
Morgan Stanley | 2.51 | % | 10/20/2032 | 62 | 62 | ||||||||||||||||||
Morgan Stanley | 1.59 | % | 5/4/2027 | 130 | 129 | ||||||||||||||||||
Mplx Lp | 4.50 | % | 7/15/2023 | 274 | 291 | ||||||||||||||||||
Mplx Lp | 4.13 | % | 3/1/2027 | 130 | 144 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
56
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Mplx Lp | 4.00 | % | 3/15/2028 | 116 | 128 | ||||||||||||||||||
Mplx Lp | 4.25 | % | 12/1/2027 | 253 | 281 | ||||||||||||||||||
Mplx Lp | 2.65 | % | 8/15/2030 | 239 | 242 | ||||||||||||||||||
Msbam_15-C23 | 3.45 | % | 7/15/2050 | 1,331 | 1,387 | ||||||||||||||||||
Msbam_15-C24 | 3.73 | % | 5/15/2048 | 1,368 | 1,463 | ||||||||||||||||||
Msbam_15-C25 | 3.37 | % | 10/15/2048 | 958 | 1,008 | ||||||||||||||||||
Mylan Inc | 4.55 | % | 4/15/2028 | 876 | 990 | ||||||||||||||||||
Newmont Corp | 2.25 | % | 10/1/2030 | 62 | 61 | ||||||||||||||||||
Newmont Corp | 2.60 | % | 7/15/2032 | 137 | 138 | ||||||||||||||||||
Newmont Goldcorp Corp | 2.80 | % | 10/1/2029 | 322 | 333 | ||||||||||||||||||
Nextera Energy Cap Hldgs Inc | 2.75 | % | 11/1/2029 | 239 | 248 | ||||||||||||||||||
Nomura Hldgs Inc | 2.61 | % | 7/14/2031 | 274 | 273 | ||||||||||||||||||
O Reilly Automotive Inc | 1.75 | % | 3/15/2031 | 68 | 65 | ||||||||||||||||||
Oncor Elec Delivery Co Llc | 2.95 | % | 4/1/2025 | 164 | 173 | ||||||||||||||||||
Oneok Inc | 3.40 | % | 9/1/2029 | 123 | 129 | ||||||||||||||||||
Oneok Inc | 3.10 | % | 3/15/2030 | 814 | 839 | ||||||||||||||||||
Oneok Partners Lp | 3.38 | % | 10/1/2022 | 68 | 70 | ||||||||||||||||||
Owens Corning Inc | 4.20 | % | 12/1/2024 | 410 | 440 | ||||||||||||||||||
Owens Corning Inc | 3.95 | % | 8/15/2029 | 103 | 114 | ||||||||||||||||||
Pacific Gas & Elec Co | 1.75 | % | 6/16/2022 | 205 | 205 | ||||||||||||||||||
Pacific Gas & Elec Co | 4.55 | % | 7/1/2030 | 274 | 303 | ||||||||||||||||||
Pacificorp | 2.70 | % | 9/15/2030 | 96 | 100 | ||||||||||||||||||
Panama Rep Of | 7.13 | % | 1/29/2026 | 410 | 505 | ||||||||||||||||||
Peacehealth Obligated Grp | 1.38 | % | 11/15/2025 | 34 | 34 | ||||||||||||||||||
Pefco | 3.55 | % | 1/15/2024 | 198 | 212 | ||||||||||||||||||
Pefco | 1.40 | % | 7/15/2028 | 1,382 | 1,358 | ||||||||||||||||||
Peru Rep Of | 2.78 | % | 1/23/2031 | 53 | 54 | ||||||||||||||||||
Phillips 66 | 2.15 | % | 12/15/2030 | 205 | 198 | ||||||||||||||||||
Pioneer Natural Resources Co | 1.13 | % | 1/15/2026 | 616 | 602 | ||||||||||||||||||
Plains All Amern Pipeline Lp | 3.55 | % | 12/15/2029 | 109 | 114 | ||||||||||||||||||
Plains All Amern Pipeline Lp | 3.80 | % | 9/15/2030 | 55 | 58 | ||||||||||||||||||
Pnc Finl Svcs Grp Inc | 3.90 | % | 4/29/2024 | 75 | 80 | ||||||||||||||||||
Puget Energy Inc | 3.65 | % | 5/15/2025 | 116 | 124 | ||||||||||||||||||
Puget Energy Inc | 4.10 | % | 6/15/2030 | 192 | 208 | ||||||||||||||||||
Puget Energy Inc | 2.38 | % | 6/15/2028 | 34 | 34 | ||||||||||||||||||
Quebec Province Of | 7.13 | % | 2/9/2024 | 171 | 198 | ||||||||||||||||||
Raytheon Tech Corp | 4.13 | % | 11/16/2028 | 123 | 139 | ||||||||||||||||||
Realty Income Corp | 3.10 | % | 12/15/2029 | 239 | 255 | ||||||||||||||||||
Rogers Comm Inc | 3.00 | % | 3/15/2023 | 96 | 98 | ||||||||||||||||||
Royal Bk Of Canada | 1.15 | % | 6/10/2025 | 581 | 577 | ||||||||||||||||||
San Diego Gas & Elec Co | 3.60 | % | 9/1/2023 | 164 | 172 | ||||||||||||||||||
Sempra Energy | 3.40 | % | 2/1/2028 | 198 | 214 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
57
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Simon Property Grp Lp | 3.75 | % | 2/1/2024 | 540 | 575 | ||||||||||||||||||
Simon Property Grp Lp | 3.50 | % | 9/1/2025 | 109 | 118 | ||||||||||||||||||
Southern Ca Edison Co | 3.50 | % | 10/1/2023 | 711 | 744 | ||||||||||||||||||
Southwest Airlines Co | 2.63 | % | 2/10/2030 | 205 | 208 | ||||||||||||||||||
Southwest Airlines Co | 4.75 | % | 5/4/2023 | 103 | 108 | ||||||||||||||||||
Southwest Airlines Co | 5.13 | % | 6/15/2027 | 164 | 188 | ||||||||||||||||||
Stanford Univ | 1.29 | % | 6/1/2027 | 547 | 542 | ||||||||||||||||||
Steel Dynamics Inc | 3.45 | % | 4/15/2030 | 410 | 441 | ||||||||||||||||||
Stryker Corp | 3.38 | % | 5/15/2024 | 109 | 115 | ||||||||||||||||||
Stryker Corp | 3.38 | % | 11/1/2025 | 96 | 103 | ||||||||||||||||||
Sutter Health | 3.70 | % | 8/15/2028 | 397 | 443 | ||||||||||||||||||
Suzano Austria Gmbh | 6.00 | % | 1/15/2029 | 274 | 324 | ||||||||||||||||||
T Mobile Usa Inc | 3.88 | % | 4/15/2030 | 233 | 257 | ||||||||||||||||||
T Mobile Usa Inc | 2.05 | % | 2/15/2028 | 889 | 891 | ||||||||||||||||||
Takeda Pharmaceutical Co Ltd | 2.05 | % | 3/31/2030 | 328 | 322 | ||||||||||||||||||
Tampa Electric Co | 2.40 | % | 3/15/2031 | 178 | 181 | ||||||||||||||||||
Teledyne Tech Inc | 2.25 | % | 4/1/2028 | 335 | 339 | ||||||||||||||||||
Total Cap Intl Sa | 2.70 | % | 1/25/2023 | 116 | 120 | ||||||||||||||||||
Transcontinental Gas Pipe Line Co | 3.25 | % | 5/15/2030 | 205 | 218 | ||||||||||||||||||
Treasury Bond | 6.25 | % | 8/15/2023 | 5,377 | 5,988 | ||||||||||||||||||
Treasury Note | 2.13 | % | 7/31/2024 | 5,103 | 5,311 | ||||||||||||||||||
Treasury Note | 3.13 | % | 11/15/2028 | 6,588 | 7,354 | ||||||||||||||||||
Treasury Note | 2.63 | % | 2/15/2029 | 9,324 | 10,180 | ||||||||||||||||||
Treasury Note | 2.00 | % | 8/15/2025 | 5,992 | 6,228 | ||||||||||||||||||
Treasury Note | 2.25 | % | 11/15/2025 | 3,338 | 3,489 | ||||||||||||||||||
Treasury Note | 1.63 | % | 4/30/2023 | 11,465 | 11,661 | ||||||||||||||||||
Treasury Note | 2.13 | % | 5/15/2025 | 6,875 | 7,139 | ||||||||||||||||||
Treasury Note | 0.50 | % | 3/15/2023 | 3,208 | 3,214 | ||||||||||||||||||
Treasury Note | 0.38 | % | 4/30/2025 | 718 | 703 | ||||||||||||||||||
Treasury Note | 0.13 | % | 9/15/2023 | 12,491 | 12,381 | ||||||||||||||||||
Treasury Note | 0.25 | % | 9/30/2025 | 13,948 | 13,521 | ||||||||||||||||||
Treasury Note | 0.38 | % | 1/31/2026 | 48 | 46 | ||||||||||||||||||
Treasury Note | 0.75 | % | 3/31/2026 | 15,193 | 14,941 | ||||||||||||||||||
Treasury Note | 0.75 | % | 4/30/2026 | 11,253 | 11,050 | ||||||||||||||||||
Treasury Note | 0.88 | % | 6/30/2026 | 3,236 | 3,186 | ||||||||||||||||||
Treasury Note | 1.25 | % | 8/15/2031 | 3,092 | 3,042 | ||||||||||||||||||
Treasury Note | 0.13 | % | 8/31/2023 | 8,291 | 8,222 | ||||||||||||||||||
Treasury Note | 1.38 | % | 11/15/2031 | 4,132 | 4,093 | ||||||||||||||||||
Treasury Note | 1.25 | % | 11/30/2026 | 4,419 | 4,425 | ||||||||||||||||||
Treasury Note | 1.50 | % | 11/30/2028 | 1,751 | 1,762 | ||||||||||||||||||
Treasury Note | — | % | 12/15/2024 | 390 | 391 | ||||||||||||||||||
Treasury Note | 1.38 | % | 12/31/2028 | 2,148 | 2,140 |
*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
58
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Treasury Note | 1.25 | % | 12/31/2026 | 3,078 | 3,077 | ||||||||||||||||||
Treasury Strip (Int) | — | % | 2/15/2029 | 1,019 | 916 | ||||||||||||||||||
Tva | 1.50 | % | 9/15/2031 | 89 | 88 | ||||||||||||||||||
Tyson Foods Inc | 4.00 | % | 3/1/2026 | 349 | 383 | ||||||||||||||||||
Ubscm_18-C11 | 4.31 | % | 6/15/2051 | 718 | 753 | ||||||||||||||||||
Ubscm_18-C13 | 4.07 | % | 10/15/2051 | 1,094 | 1,190 | ||||||||||||||||||
Ubscm_18-C8 | 3.72 | % | 2/15/2051 | 1,368 | 1,499 | ||||||||||||||||||
Umbs 15Yr Tba(Reg B) | 1.50 | % | 1/18/2022 | 2,052 | 2,059 | ||||||||||||||||||
Umbs 30Yr Tba(Reg A) | 3.00 | % | 1/13/2022 | 2,052 | 2,129 | ||||||||||||||||||
Umbs 30Yr Tba(Reg A) | 2.00 | % | 1/13/2022 | 684 | 682 | ||||||||||||||||||
Umbs 30Yr Tba(Reg A) | 3.00 | % | 2/14/2022 | 1,368 | 1,417 | ||||||||||||||||||
Unitedhealth Grp Inc | 3.75 | % | 7/15/2025 | 397 | 437 | ||||||||||||||||||
University Ca | 3.06 | % | 7/1/2025 | 650 | 701 | ||||||||||||||||||
Unum Grp | 4.00 | % | 6/15/2029 | 650 | 720 | ||||||||||||||||||
Uruguay Oriental Rep Of | 4.38 | % | 10/27/2027 | 725 | 820 | ||||||||||||||||||
Us Bk Na Cincinnati | 3.40 | % | 7/24/2023 | 171 | 180 | ||||||||||||||||||
Us Bk Na Cincinnati | 2.65 | % | 5/23/2022 | 342 | 345 | ||||||||||||||||||
Vale Overseas Ltd | 6.25 | % | 8/10/2026 | 123 | 146 | ||||||||||||||||||
Valero Energy Corp | 4.00 | % | 4/1/2029 | 137 | 151 | ||||||||||||||||||
Ventas Realty Lp | 3.85 | % | 4/1/2027 | 171 | 188 | ||||||||||||||||||
Verisk Analytics Inc | 4.13 | % | 9/12/2022 | 137 | 142 | ||||||||||||||||||
Verizon Comms Inc | 4.02 | % | 12/3/2029 | 640 | 720 | ||||||||||||||||||
Verizon Communications Inc | 4.33 | % | 9/21/2028 | 376 | 433 | ||||||||||||||||||
Viacomcbs Inc | 3.88 | % | 4/1/2024 | 96 | 102 | ||||||||||||||||||
Viatris Inc | 2.70 | % | 6/22/2030 | 287 | 289 | ||||||||||||||||||
Vulcan Materials Co | 3.50 | % | 6/1/2030 | 239 | 259 | ||||||||||||||||||
Wabtec Corp | 3.45 | % | 11/15/2026 | 274 | 291 | ||||||||||||||||||
Waste Mgmt Inc | 2.90 | % | 9/15/2022 | 103 | 105 | ||||||||||||||||||
Wells Fargo & Co | 3.00 | % | 10/23/2026 | 390 | 412 | ||||||||||||||||||
Wells Fargo & Co | 4.13 | % | 8/15/2023 | 21 | 22 | ||||||||||||||||||
Wells Fargo & Co | 2.57 | % | 2/11/2031 | 616 | 635 | ||||||||||||||||||
Weyerhaeuser Co | 4.00 | % | 4/15/2030 | 253 | 284 | ||||||||||||||||||
Wfcm_16-C37 | 3.79 | % | 12/15/2049 | 828 | 903 | ||||||||||||||||||
Williams Partners Lp | 3.75 | % | 6/15/2027 | 205 | 222 | ||||||||||||||||||
Williams Partners Lp | 4.30 | % | 3/4/2024 | 267 | 286 | ||||||||||||||||||
Xcel Energy Inc | 4.00 | % | 6/15/2028 | 205 | 227 | ||||||||||||||||||
Xcel Energy Inc | 0.50 | % | 10/15/2023 | 280 | 279 | ||||||||||||||||||
Yale Univ | 1.48 | % | 4/15/2030 | 486 | 476 | ||||||||||||||||||
Total Prudential GA-62194 | $ | 374,336 | |||||||||||||||||||||
American General Life Contract No. 725840 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
59
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
7-Eleven Inc Sr Unsec 144A Smr | 0.80 | % | 2/10/2024 | 616 | $ | 609 | |||||||||||||||||
American Intl Group Sr Unsec | 4.20 | % | 4/1/2028 | 684 | 764 | ||||||||||||||||||
Andrew W Mellon Foundati Unsec | 0.95 | % | 8/1/2027 | 821 | 797 | ||||||||||||||||||
Apple Inc Sr Unsec | 1.70 | % | 9/11/2022 | 889 | 898 | ||||||||||||||||||
Arrow Electronics Inc Sr Unsec | 3.25 | % | 9/8/2024 | 684 | 714 | ||||||||||||||||||
Atmos Energy Corp Sr Unsec | 0.63 | % | 3/9/2023 | 889 | 886 | ||||||||||||||||||
Avangrid Inc Sr Unsec | 3.80 | % | 6/1/2029 | 547 | 596 | ||||||||||||||||||
Bank Of America Corp Sr Unsec Sofr | 2.59 | % | 4/29/2031 | 1,710 | 1,729 | ||||||||||||||||||
Bank Of America Corp Sr Unsec Sofr | 1.66 | % | 3/11/2027 | 1,642 | 1,631 | ||||||||||||||||||
Barclays Plc Sr Unsec | 3.65 | % | 3/16/2025 | 684 | 723 | ||||||||||||||||||
Barclays Plc Sr Unsec Sofr | 2.85 | % | 5/7/2026 | 889 | 918 | ||||||||||||||||||
Bay Area Ca Toll Auth | 2.57 | % | 4/1/2031 | 821 | 846 | ||||||||||||||||||
Bnp Paribas Sr Non-Prefer 144A Sofr | 3.05 | % | 1/13/2031 | 821 | 845 | ||||||||||||||||||
Brookfield Finance Inc Sr Unsec | 4.35 | % | 4/15/2030 | 1,026 | 1,158 | ||||||||||||||||||
Cash Collateral Fut Rdr Usd | — | % | 12/31/2060 | 137 | 137 | ||||||||||||||||||
Cash Mgmt Bill | — | % | 3/15/2022 | 410 | 410 | ||||||||||||||||||
* | Collective Us Govt Stif 15 Bps | — | % | 12/1/2030 | 364 | 364 | |||||||||||||||||
Credit Suisse Group Ag Sr Unsec 144A | 3.87 | % | 1/12/2029 | 752 | 806 | ||||||||||||||||||
Credit Suisse Group Ag Srunsec 144A Sofr | 4.19 | % | 4/1/2031 | 684 | 755 | ||||||||||||||||||
Daimler Finance Na Llc Sr Unsec 144A Frn | 1.06 | % | 2/15/2022 | 684 | 685 | ||||||||||||||||||
Dell Int Llc / Emc Corp | 6.02 | % | 6/15/2026 | 342 | 396 | ||||||||||||||||||
Dell Int Llc / Emc Corp | 4.90 | % | 10/1/2026 | 342 | 385 | ||||||||||||||||||
Deutsche Bank Ny Sofr Sr Non-Pref | 3.04 | % | 5/28/2032 | 958 | 966 | ||||||||||||||||||
Emory University Unsec | 2.14 | % | 9/1/2030 | 889 | 903 | ||||||||||||||||||
Enbridge Inc Sr Unsec | 0.66 | % | 2/18/2022 | 889 | 890 | ||||||||||||||||||
Entergy Louisiana Llc 1St Mtge Sec | 0.62 | % | 11/17/2023 | 684 | 679 | ||||||||||||||||||
Equitable Financial Life Sec 144A | 1.80 | % | 3/8/2028 | 479 | 471 | ||||||||||||||||||
Fed Home Ln Bk Bd (1.331Mmm) | 3.38 | % | 12/8/2023 | 1,163 | 1,222 | ||||||||||||||||||
Fed Home Ln Bk Bd (600Mm) | 1.05 | % | 8/13/2026 | 958 | 946 | ||||||||||||||||||
Fed Home Ln Bk Disc Nt | — | % | 3/16/2022 | 410 | 410 | ||||||||||||||||||
Fed Home Ln Bk Glbl Bd (300Mm) | 1.00 | % | 7/27/2026 | 1,573 | 1,551 | ||||||||||||||||||
Fed Home Ln Mtge Glbl Nt (1.035Mmm) | 0.80 | % | 10/28/2026 | 1,847 | 1,797 | ||||||||||||||||||
Fed Home Ln Mtge Glbl Nt (850Mm) | 0.65 | % | 10/27/2025 | 2,668 | 2,611 | ||||||||||||||||||
Fh Arm 1Q1534 H15T1Y+223 10.261 | 2.34 | % | 6/1/2037 | 174 | 183 | ||||||||||||||||||
Fhlmc Gold 30Yr #Q3-7305 | 3.00 | % | 11/1/2045 | 850 | 896 | ||||||||||||||||||
Fhlmc Gold 30Yr Gnt #G0-8687 | 3.50 | % | 1/1/2046 | 1,063 | 1,136 | ||||||||||||||||||
Fhlmc Gold 30Yr Gnt #G0-8693 | 3.50 | % | 3/1/2046 | 24 | 26 | ||||||||||||||||||
Fhlmc Gold 30Yr Gnt #G0-8823 | 3.50 | % | 7/1/2048 | 440 | 464 | ||||||||||||||||||
Fhlmc Gold 30Yr Gnt #G6-1040 | 3.50 | % | 6/1/2047 | 3,660 | 3,904 | ||||||||||||||||||
Fin Fut Us Ultra 10Yr Cbt 03/22/22 | 6.00 | % | 3/23/2022 | (2,941) | (4,298) | ||||||||||||||||||
Fin Fut Us Ultra 30Yr Cbt 03/22/22 | 6.00 | % | 3/23/2022 | (821) | (1,610) |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
60
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Fn Arm 793029 Us0006M+158.2 10.869 | 1.74 | % | 7/1/2034 | 137 | 143 | ||||||||||||||||||
Fnma Nt (3Mmm) | 2.00 | % | 1/5/2022 | 4,857 | 4,857 | ||||||||||||||||||
Fnma Pass Thru 15Yr #Al2222 | 3.00 | % | 8/1/2027 | 67 | 70 | ||||||||||||||||||
Fnma Pass Thru 15Yr #Fm1796 | 3.50 | % | 10/1/2034 | 814 | 860 | ||||||||||||||||||
Fnma Pass Thru 15Yr #Fm1843 | 3.50 | % | 11/1/2034 | 710 | 756 | ||||||||||||||||||
Fnma Pass Thru 15Yr #Fm3869 | 3.00 | % | 6/1/2035 | 120 | 125 | ||||||||||||||||||
Fnma Pass Thru 20Yr #255075 | 5.50 | % | 2/1/2024 | 63 | 69 | ||||||||||||||||||
Fnma Pass Thru 20Yr #257047 | 5.50 | % | 1/1/2028 | 21 | 23 | ||||||||||||||||||
Fnma Pass Thru 20Yr #310164 | 5.50 | % | 1/1/2026 | 23 | 25 | ||||||||||||||||||
Fnma Pass Thru 20Yr #888843 | 5.50 | % | 3/1/2027 | 20 | 22 | ||||||||||||||||||
Fnma Pass Thru 20Yr #Ad0912 | 5.50 | % | 4/1/2029 | 70 | 77 | ||||||||||||||||||
Fnma Pass Thru 20Yr #Ae0787 | 5.50 | % | 5/1/2028 | 25 | 27 | ||||||||||||||||||
Fnma Pass Thru 20Yr #Al6938 | 5.50 | % | 4/1/2030 | 25 | 27 | ||||||||||||||||||
Fnma Pass Thru 30Yr #357908 | 5.50 | % | 7/1/2035 | 9 | 11 | ||||||||||||||||||
Fnma Pass Thru 30Yr #756202 | 5.50 | % | 12/1/2033 | 8 | 9 | ||||||||||||||||||
Fnma Pass Thru 30Yr #802316 | 5.50 | % | 11/1/2034 | 7 | 8 | ||||||||||||||||||
Fnma Pass Thru 30Yr #808040 | 5.50 | % | 2/1/2035 | 134 | 152 | ||||||||||||||||||
Fnma Pass Thru 30Yr #817640 | 5.50 | % | 11/1/2035 | 96 | 105 | ||||||||||||||||||
Fnma Pass Thru 30Yr #831356 | 5.50 | % | 3/1/2036 | 70 | 80 | ||||||||||||||||||
Fnma Pass Thru 30Yr #849299 | 5.50 | % | 1/1/2036 | 128 | 146 | ||||||||||||||||||
Fnma Pass Thru 30Yr #865433 | 5.50 | % | 2/1/2036 | 5 | 6 | ||||||||||||||||||
Fnma Pass Thru 30Yr #889561 | 5.50 | % | 6/1/2038 | 87 | 100 | ||||||||||||||||||
Fnma Pass Thru 30Yr #940765 | 5.50 | % | 6/1/2037 | 60 | 69 | ||||||||||||||||||
Fnma Pass Thru 30Yr #995759 | 5.50 | % | 11/1/2038 | 235 | 270 | ||||||||||||||||||
Fnma Pass Thru 30Yr #Ad0963 | 5.50 | % | 9/1/2038 | 31 | 35 | ||||||||||||||||||
Fnma Pass Thru 30Yr #Al7579 | 5.50 | % | 2/1/2042 | 72 | 82 | ||||||||||||||||||
Fnma Pass Thru 30Yr #As0924 | 5.00 | % | 11/1/2043 | 578 | 643 | ||||||||||||||||||
Fnma Pass Thru 30Yr #Au5386 | 3.00 | % | 6/1/2043 | 1,307 | 1,379 | ||||||||||||||||||
Fnma Pass Thru 30Yr #Fm3241 | 3.00 | % | 3/1/2050 | 1,349 | 1,413 | ||||||||||||||||||
Fnma Tba 2.5% Mar 30Yr | 2.50 | % | 3/14/2052 | 8,277 | 8,406 | ||||||||||||||||||
Fnma Tba 3.0% Mar 30Yr | 3.00 | % | 3/14/2052 | 684 | 707 | ||||||||||||||||||
Fnma Tba 4.0% Feb 30Yr | 4.00 | % | 2/14/2052 | 1,231 | 1,309 | ||||||||||||||||||
Ga Global Funding Trust 144A | 1.00 | % | 4/8/2024 | 958 | 949 | ||||||||||||||||||
Ga Global Funding Trust Sec 144A | 1.95 | % | 9/15/2028 | 479 | 466 | ||||||||||||||||||
Ge Capital Intl Funding Sr Unsec | 4.42 | % | 11/15/2035 | 889 | 1,063 | ||||||||||||||||||
Gnma Ii Multpl Sgl 30Yr #Ma4587M | 4.00 | % | 7/20/2047 | 486 | 518 | ||||||||||||||||||
Gnma Ii Multpl Sgl 30Yr #Ma4720M | 4.00 | % | 9/20/2047 | 1,046 | 1,112 | ||||||||||||||||||
Gnma Ii Tba 2.0% Feb 30Yr Jmbo | 2.00 | % | 2/22/2052 | 410 | 413 | ||||||||||||||||||
Gnma Ii Tba 2.5% Feb 30Yr Jmbo | 2.50 | % | 2/22/2052 | 4,925 | 5,033 | ||||||||||||||||||
Goldman Sachs Group Inc Sr Unsec | 3.85 | % | 1/26/2027 | 2,736 | 2,942 | ||||||||||||||||||
Hormel Foods Corp Sr Unsec Smr | 0.65 | % | 6/3/2024 | 684 | 679 | ||||||||||||||||||
Hsbc Holdings Plc Sr Unsec | 4.58 | % | 6/19/2029 | 2,599 | 2,914 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
61
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Hyundai Capital America Sr Unsec 144A | 0.80 | % | 4/3/2023 | 684 | 681 | ||||||||||||||||||
Industry Pub Facs-A | 4.34 | % | 7/1/2024 | 133 | 143 | ||||||||||||||||||
Ing Groep Nv Sr Unsec | 4.05 | % | 4/9/2029 | 1,026 | 1,147 | ||||||||||||||||||
Jpmorgan Chase & Co Sr Unsec | 4.01 | % | 4/23/2029 | 2,052 | 2,267 | ||||||||||||||||||
Jpmorgan Chase & Co Sr Unsec Sofr | 1.58 | % | 4/22/2027 | 889 | 879 | ||||||||||||||||||
Kinder Morgan Ener Part Sr Unsec | 4.25 | % | 9/1/2024 | 1,163 | 1,241 | ||||||||||||||||||
Lloyds Banking Group Plc Sr Unsec | 3.57 | % | 11/7/2028 | 342 | 366 | ||||||||||||||||||
Lloyds Banking Group Plc Sr Unsec | 4.55 | % | 8/16/2028 | 958 | 1,090 | ||||||||||||||||||
Met Trn Auth-A2-Babs | 5.36 | % | 11/15/2023 | 410 | 443 | ||||||||||||||||||
Mizuho Financial Group Sr Unsec 144A | 3.48 | % | 4/12/2026 | 1,026 | 1,095 | ||||||||||||||||||
Morgan Stanley Sr Unsec | 3.63 | % | 1/20/2027 | 1,779 | 1,930 | ||||||||||||||||||
Morgan Stanley Sr Unsec | 3.59 | % | 7/22/2028 | 684 | 738 | ||||||||||||||||||
New York Life Global Fdg Sec 144A | 0.41 | % | 1/21/2022 | 479 | 479 | ||||||||||||||||||
Nissan Motor Co Sr Unsec 144A | 4.35 | % | 9/17/2027 | 684 | 739 | ||||||||||||||||||
Nomura Holdings Inc Sr Unsec | 3.10 | % | 1/16/2030 | 547 | 565 | ||||||||||||||||||
Nvr Inc Sr Unsec | 3.00 | % | 5/15/2030 | 547 | 569 | ||||||||||||||||||
Ny St Urban Dev-B | 2.10 | % | 3/15/2022 | 581 | 584 | ||||||||||||||||||
Nys Twy-Txb-B-Babs | 5.45 | % | 4/1/2025 | 1,163 | 1,293 | ||||||||||||||||||
Olympus Corp Sr Unsec 144A | 2.14 | % | 12/8/2026 | 684 | 689 | ||||||||||||||||||
Oracle Corp Sr Unsec | 2.95 | % | 11/15/2024 | 1,368 | 1,424 | ||||||||||||||||||
Pacific Gas & Electric | 3.00 | % | 6/15/2028 | 410 | 414 | ||||||||||||||||||
Pacific Gas & Electric Sr Unsec | 4.25 | % | 8/1/2023 | 342 | 354 | ||||||||||||||||||
Pacific Gas & Electric Sr Unsec | 3.85 | % | 11/15/2023 | 547 | 565 | ||||||||||||||||||
Pinnacle West Capital Sr Unsec | 1.30 | % | 6/15/2025 | 547 | 539 | ||||||||||||||||||
Rga Global Funding Sec 144A | 2.00 | % | 11/30/2026 | 684 | 687 | ||||||||||||||||||
Santander Uk Group Hldgs Sr Unsec | 3.37 | % | 1/5/2024 | 684 | 699 | ||||||||||||||||||
Santander Uk Group Hldgs Sr Unsec Sofr | 2.90 | % | 3/15/2032 | 958 | 968 | ||||||||||||||||||
Sba Tower Trust Nt Sec 144A 2A C | 3.87 | % | 10/8/2049 | 752 | 780 | ||||||||||||||||||
Seattle Children Hosp Unsec | 1.21 | % | 10/1/2027 | 616 | 594 | ||||||||||||||||||
Slclt 2007-1 A4 3Mlib+6Bp | 0.22 | % | 5/15/2029 | 478 | 473 | ||||||||||||||||||
Slma 2005-7 A4 3Mlib+15Bp | 0.27 | % | 10/25/2029 | 456 | 454 | ||||||||||||||||||
Smbc Aviation Capital Fi Sr Unsec 144A | 4.13 | % | 7/15/2023 | 684 | 713 | ||||||||||||||||||
Southern Cal Edison 1St Mtge Sofr | 0.69 | % | 4/3/2023 | 958 | 959 | ||||||||||||||||||
Standard Charter Sr Unsec 144A | 2.68 | % | 6/29/2032 | 821 | 807 | ||||||||||||||||||
Stanford University Unsec | 1.29 | % | 6/1/2027 | 479 | 472 | ||||||||||||||||||
Sumitomo Mitsui Finl Grp Sr Unsec | 2.13 | % | 7/8/2030 | 684 | 665 | ||||||||||||||||||
Sutter Health Unsec | 3.70 | % | 8/15/2028 | 821 | 906 | ||||||||||||||||||
U S Treasury Bills | — | % | 1/25/2022 | 547 | 547 | ||||||||||||||||||
U S Treasury Bills | — | % | 3/8/2022 | 1,915 | 1,915 | ||||||||||||||||||
U S Treasury Bills | — | % | 3/17/2022 | 684 | 684 | ||||||||||||||||||
U S Treasury Bills | — | % | 2/10/2022 | 4,720 | 4,720 | ||||||||||||||||||
U S Treasury Bills | — | % | 2/15/2022 | 410 | 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
62
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
U S Treasury Bills | — | % | 3/31/2022 | 3,352 | 3,352 | ||||||||||||||||||
U S Treasury Bills | — | % | 4/21/2022 | 1,437 | 1,436 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 11/30/2022 | 821 | $ | 819 | |||||||||||||||||
U S Treasury Note | 0.13 | % | 12/31/2022 | 20,727 | 20,664 | ||||||||||||||||||
U S Treasury Note | 0.38 | % | 8/15/2024 | 36,666 | 36,186 | ||||||||||||||||||
U S Treasury Note | 0.38 | % | 1/31/2026 | 10,261 | 9,929 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 4/30/2023 | 10,261 | 10,207 | ||||||||||||||||||
U S Treasury Note | 0.25 | % | 6/15/2024 | 10,261 | 10,111 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 1/15/2024 | 2,326 | 2,297 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 5/31/2023 | 12,176 | 12,103 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 7/31/2023 | 34,203 | 33,939 | ||||||||||||||||||
Ubs Group Ag Sr Unsec 144A | 1.36 | % | 1/30/2027 | 1,368 | 1,338 | ||||||||||||||||||
Ubs Group Funding Sr Unsec 144A | 4.13 | % | 9/24/2025 | 239 | 259 | ||||||||||||||||||
Ut St-Babs-B | 3.54 | % | 7/1/2025 | 1,402 | 1,466 | ||||||||||||||||||
Verizon Communications Sr Unsec | 2.55 | % | 3/21/2031 | 684 | 691 | ||||||||||||||||||
Vm Cash Fut Dom Rdr Usd | — | % | 12/31/2060 | 112 | 112 | ||||||||||||||||||
Wells Fargo & Company Sr Unsec | 3.20 | % | 6/17/2027 | 479 | 505 | ||||||||||||||||||
Wells Fargo & Company Sr Unsec | 3.00 | % | 4/22/2026 | 855 | 899 | ||||||||||||||||||
Wells Fargo & Company Sr Unsec | 3.58 | % | 5/22/2028 | 684 | 736 | ||||||||||||||||||
Wells Fargo & Company Sr Unsec Sofr | 2.88 | % | 10/30/2030 | 889 | 925 | ||||||||||||||||||
Yale University Unsec | 0.87 | % | 4/15/2025 | 1,368 | 1,355 | ||||||||||||||||||
Uninvested Cash Plus Receivables | 677 | ||||||||||||||||||||||
Net Unsettled Trades | (15,849) | ||||||||||||||||||||||
Net Futures Held | 5,926 | ||||||||||||||||||||||
Total American General Life Contract No. 725840 | $ | 246,069 | |||||||||||||||||||||
Royal Bank of Canada Contract No. Citigroup01 | |||||||||||||||||||||||
7-Eleven Inc Sr Unsec 144A Smr | 0.80 | % | 2/10/2024 | 616 | $ | 609 | |||||||||||||||||
American Intl Group Sr Unsec | 4.20 | % | 4/1/2028 | 684 | 764 | ||||||||||||||||||
Andrew W Mellon Foundati Unsec | 0.95 | % | 8/1/2027 | 821 | 797 | ||||||||||||||||||
Apple Inc Sr Unsec | 1.70 | % | 9/11/2022 | 889 | 898 | ||||||||||||||||||
Arrow Electronics Inc Sr Unsec | 3.25 | % | 9/8/2024 | 684 | 714 | ||||||||||||||||||
Atmos Energy Corp Sr Unsec | 0.63 | % | 3/9/2023 | 889 | 886 | ||||||||||||||||||
Avangrid Inc Sr Unsec | 3.80 | % | 6/1/2029 | 547 | 596 | ||||||||||||||||||
Bank Of America Corp Sr Unsec Sofr | 2.59 | % | 4/29/2031 | 1,710 | 1,729 | ||||||||||||||||||
Bank Of America Corp Sr Unsec Sofr | 1.66 | % | 3/11/2027 | 1,642 | 1,631 | ||||||||||||||||||
Barclays Plc Sr Unsec | 3.65 | % | 3/16/2025 | 684 | 723 | ||||||||||||||||||
Barclays Plc Sr Unsec Sofr | 2.85 | % | 5/7/2026 | 889 | 918 | ||||||||||||||||||
Bay Area Ca Toll Auth | 2.57 | % | 4/1/2031 | 821 | 846 | ||||||||||||||||||
Bnp Paribas Sr Non-Prefer 144A Sofr | 3.05 | % | 1/13/2031 | 821 | 845 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
63
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Brookfield Finance Inc Sr Unsec | 4.35 | % | 4/15/2030 | 1,026 | 1,158 | ||||||||||||||||||
Cash Collateral Fut Rdr Usd | — | % | 12/31/2060 | 137 | 137 | ||||||||||||||||||
Cash Mgmt Bill | — | % | 3/15/2022 | 410 | 410 | ||||||||||||||||||
* | Collective Us Govt Stif 15 Bps | — | % | 12/1/2030 | 364 | 364 | |||||||||||||||||
Credit Suisse Group Ag Sr Unsec 144A | 3.87 | % | 1/12/2029 | 752 | 806 | ||||||||||||||||||
Credit Suisse Group Ag Srunsec 144A Sofr | 4.19 | % | 4/1/2031 | 684 | 755 | ||||||||||||||||||
Daimler Finance Na Llc Sr Unsec 144A Frn | 1.06 | % | 2/15/2022 | 684 | 685 | ||||||||||||||||||
Dell Int Llc / Emc Corp | 6.02 | % | 6/15/2026 | 342 | 396 | ||||||||||||||||||
Dell Int Llc / Emc Corp | 4.90 | % | 10/1/2026 | 342 | 385 | ||||||||||||||||||
Deutsche Bank Ny Sofr Sr Non-Pref | 3.04 | % | 5/28/2032 | 958 | 966 | ||||||||||||||||||
Emory University Unsec | 2.14 | % | 9/1/2030 | 889 | 903 | ||||||||||||||||||
Enbridge Inc Sr Unsec | 0.66 | % | 2/18/2022 | 889 | 890 | ||||||||||||||||||
Entergy Louisiana Llc 1St Mtge Sec | 0.62 | % | 11/17/2023 | 684 | 679 | ||||||||||||||||||
Equitable Financial Life Sec 144A | 1.80 | % | 3/8/2028 | 479 | 471 | ||||||||||||||||||
Fed Home Ln Bk Bd (1.331Mmm) | 3.38 | % | 12/8/2023 | 1,163 | 1,222 | ||||||||||||||||||
Fed Home Ln Bk Bd (600Mm) | 1.05 | % | 8/13/2026 | 958 | 946 | ||||||||||||||||||
Fed Home Ln Bk Disc Nt | — | % | 3/16/2022 | 410 | 410 | ||||||||||||||||||
Fed Home Ln Bk Glbl Bd (300Mm) | 1.00 | % | 7/27/2026 | 1,573 | 1,551 | ||||||||||||||||||
Fed Home Ln Mtge Glbl Nt (1.035Mmm) | 0.80 | % | 10/28/2026 | 1,847 | 1,797 | ||||||||||||||||||
Fed Home Ln Mtge Glbl Nt (850Mm) | 0.65 | % | 10/27/2025 | 2,668 | 2,611 | ||||||||||||||||||
Fh Arm 1Q1534 H15T1Y+223 10.261 | 2.34 | % | 6/1/2037 | 174 | 183 | ||||||||||||||||||
Fhlmc Gold 30Yr #Q3-7305 | 3.00 | % | 11/1/2045 | 850 | 896 | ||||||||||||||||||
Fhlmc Gold 30Yr Gnt #G0-8687 | 3.50 | % | 1/1/2046 | 1,063 | 1,136 | ||||||||||||||||||
Fhlmc Gold 30Yr Gnt #G0-8693 | 3.50 | % | 3/1/2046 | 24 | 26 | ||||||||||||||||||
Fhlmc Gold 30Yr Gnt #G0-8823 | 3.50 | % | 7/1/2048 | 440 | 464 | ||||||||||||||||||
Fhlmc Gold 30Yr Gnt #G6-1040 | 3.50 | % | 6/1/2047 | 3,660 | 3,904 | ||||||||||||||||||
Fin Fut Us Ultra 10Yr Cbt 03/22/22 | 6.00 | % | 3/23/2022 | (2,941) | (4,298) | ||||||||||||||||||
Fin Fut Us Ultra 30Yr Cbt 03/22/22 | 6.00 | % | 3/23/2022 | (821) | (1,610) | ||||||||||||||||||
Fn Arm 793029 Us0006M+158.2 10.869 | 1.74 | % | 7/1/2034 | 137 | 143 | ||||||||||||||||||
Fnma Nt (3Mmm) | 2.00 | % | 1/5/2022 | 4,857 | 4,857 | ||||||||||||||||||
Fnma Pass Thru 15Yr #Al2222 | 3.00 | % | 8/1/2027 | 67 | 70 | ||||||||||||||||||
Fnma Pass Thru 15Yr #Fm1796 | 3.50 | % | 10/1/2034 | 814 | 860 | ||||||||||||||||||
Fnma Pass Thru 15Yr #Fm1843 | 3.50 | % | 11/1/2034 | 710 | 756 | ||||||||||||||||||
Fnma Pass Thru 15Yr #Fm3869 | 3.00 | % | 6/1/2035 | 120 | 125 | ||||||||||||||||||
Fnma Pass Thru 20Yr #255075 | 5.50 | % | 2/1/2024 | 63 | 69 | ||||||||||||||||||
Fnma Pass Thru 20Yr #257047 | 5.50 | % | 1/1/2028 | 21 | 23 | ||||||||||||||||||
Fnma Pass Thru 20Yr #310164 | 5.50 | % | 1/1/2026 | 23 | 25 | ||||||||||||||||||
Fnma Pass Thru 20Yr #888843 | 5.50 | % | 3/1/2027 | 20 | 22 | ||||||||||||||||||
Fnma Pass Thru 20Yr #Ad0912 | 5.50 | % | 4/1/2029 | 70 | 77 | ||||||||||||||||||
Fnma Pass Thru 20Yr #Ae0787 | 5.50 | % | 5/1/2028 | 25 | 27 | ||||||||||||||||||
Fnma Pass Thru 20Yr #Al6938 | 5.50 | % | 4/1/2030 | 25 | 27 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
64
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Fnma Pass Thru 30Yr #357908 | 5.50 | % | 7/1/2035 | 9 | 11 | ||||||||||||||||||
Fnma Pass Thru 30Yr #756202 | 5.50 | % | 12/1/2033 | 8 | 9 | ||||||||||||||||||
Fnma Pass Thru 30Yr #802316 | 5.50 | % | 11/1/2034 | 7 | 8 | ||||||||||||||||||
Fnma Pass Thru 30Yr #808040 | 5.50 | % | 2/1/2035 | 134 | 152 | ||||||||||||||||||
Fnma Pass Thru 30Yr #817640 | 5.50 | % | 11/1/2035 | 96 | 105 | ||||||||||||||||||
Fnma Pass Thru 30Yr #831356 | 5.50 | % | 3/1/2036 | 70 | 80 | ||||||||||||||||||
Fnma Pass Thru 30Yr #849299 | 5.50 | % | 1/1/2036 | 128 | 146 | ||||||||||||||||||
Fnma Pass Thru 30Yr #865433 | 5.50 | % | 2/1/2036 | 5 | 6 | ||||||||||||||||||
Fnma Pass Thru 30Yr #889561 | 5.50 | % | 6/1/2038 | 87 | 100 | ||||||||||||||||||
Fnma Pass Thru 30Yr #940765 | 5.50 | % | 6/1/2037 | 60 | 69 | ||||||||||||||||||
Fnma Pass Thru 30Yr #995759 | 5.50 | % | 11/1/2038 | 235 | 270 | ||||||||||||||||||
Fnma Pass Thru 30Yr #Ad0963 | 5.50 | % | 9/1/2038 | 31 | 35 | ||||||||||||||||||
Fnma Pass Thru 30Yr #Al7579 | 5.50 | % | 2/1/2042 | 72 | 82 | ||||||||||||||||||
Fnma Pass Thru 30Yr #As0924 | 5.00 | % | 11/1/2043 | 578 | 643 | ||||||||||||||||||
Fnma Pass Thru 30Yr #Au5386 | 3.00 | % | 6/1/2043 | 1,307 | 1,379 | ||||||||||||||||||
Fnma Pass Thru 30Yr #Fm3241 | 3.00 | % | 3/1/2050 | 1,349 | 1,413 | ||||||||||||||||||
Fnma Tba 2.5% Mar 30Yr | 2.50 | % | 3/14/2052 | 8,277 | 8,406 | ||||||||||||||||||
Fnma Tba 3.0% Mar 30Yr | 3.00 | % | 3/14/2052 | 684 | 707 | ||||||||||||||||||
Fnma Tba 4.0% Feb 30Yr | 4.00 | % | 2/14/2052 | 1,231 | 1,309 | ||||||||||||||||||
Ga Global Funding Trust 144A | 1.00 | % | 4/8/2024 | 958 | 949 | ||||||||||||||||||
Ga Global Funding Trust Sec 144A | 1.95 | % | 9/15/2028 | 479 | 466 | ||||||||||||||||||
Ge Capital Intl Funding Sr Unsec | 4.42 | % | 11/15/2035 | 889 | 1,063 | ||||||||||||||||||
Gnma Ii Multpl Sgl 30Yr #Ma4587M | 4.00 | % | 7/20/2047 | 486 | 518 | ||||||||||||||||||
Gnma Ii Multpl Sgl 30Yr #Ma4720M | 4.00 | % | 9/20/2047 | 1,046 | 1,112 | ||||||||||||||||||
Gnma Ii Tba 2.0% Feb 30Yr Jmbo | 2.00 | % | 2/22/2052 | 410 | 413 | ||||||||||||||||||
Gnma Ii Tba 2.5% Feb 30Yr Jmbo | 2.50 | % | 2/22/2052 | 4,925 | 5,033 | ||||||||||||||||||
Goldman Sachs Group Inc Sr Unsec | 3.85 | % | 1/26/2027 | 2,736 | 2,942 | ||||||||||||||||||
Hormel Foods Corp Sr Unsec Smr | 0.65 | % | 6/3/2024 | 684 | 679 | ||||||||||||||||||
Hsbc Holdings Plc Sr Unsec | 4.58 | % | 6/19/2029 | 2,599 | 2,914 | ||||||||||||||||||
Hyundai Capital America Sr Unsec 144A | 0.80 | % | 4/3/2023 | 684 | 681 | ||||||||||||||||||
Industry Pub Facs-A | 4.34 | % | 7/1/2024 | 133 | 143 | ||||||||||||||||||
Ing Groep Nv Sr Unsec | 4.05 | % | 4/9/2029 | 1,026 | 1,147 | ||||||||||||||||||
Jpmorgan Chase & Co Sr Unsec | 4.01 | % | 4/23/2029 | 2,052 | 2,267 | ||||||||||||||||||
Jpmorgan Chase & Co Sr Unsec Sofr | 1.58 | % | 4/22/2027 | 889 | 879 | ||||||||||||||||||
Kinder Morgan Ener Part Sr Unsec | 4.25 | % | 9/1/2024 | 1,163 | 1,241 | ||||||||||||||||||
Lloyds Banking Group Plc Sr Unsec | 3.57 | % | 11/7/2028 | 342 | 366 | ||||||||||||||||||
Lloyds Banking Group Plc Sr Unsec | 4.55 | % | 8/16/2028 | 958 | 1,090 | ||||||||||||||||||
Met Trn Auth-A2-Babs | 5.36 | % | 11/15/2023 | 410 | 443 | ||||||||||||||||||
Mizuho Financial Group Sr Unsec 144A | 3.48 | % | 4/12/2026 | 1,026 | 1,095 | ||||||||||||||||||
Morgan Stanley Sr Unsec | 3.63 | % | 1/20/2027 | 1,779 | 1,930 | ||||||||||||||||||
Morgan Stanley Sr Unsec | 3.59 | % | 7/22/2028 | 684 | 738 | ||||||||||||||||||
New York Life Global Fdg Sec 144A | 0.41 | % | 1/21/2022 | 479 | 479 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
65
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Nissan Motor Co Sr Unsec 144A | 4.35 | % | 9/17/2027 | 684 | 739 | ||||||||||||||||||
Nomura Holdings Inc Sr Unsec | 3.10 | % | 1/16/2030 | 547 | 565 | ||||||||||||||||||
Nvr Inc Sr Unsec | 3.00 | % | 5/15/2030 | 547 | 569 | ||||||||||||||||||
Ny St Urban Dev-B | 2.10 | % | 3/15/2022 | 581 | 584 | ||||||||||||||||||
Nys Twy-Txb-B-Babs | 5.45 | % | 4/1/2025 | 1,163 | 1,293 | ||||||||||||||||||
Olympus Corp Sr Unsec 144A | 2.14 | % | 12/8/2026 | 684 | 689 | ||||||||||||||||||
Oracle Corp Sr Unsec | 2.95 | % | 11/15/2024 | 1,368 | 1,424 | ||||||||||||||||||
Pacific Gas & Electric | 3.00 | % | 6/15/2028 | 410 | 414 | ||||||||||||||||||
Pacific Gas & Electric Sr Unsec | 4.25 | % | 8/1/2023 | 342 | 354 | ||||||||||||||||||
Pacific Gas & Electric Sr Unsec | 3.85 | % | 11/15/2023 | 547 | 565 | ||||||||||||||||||
Pinnacle West Capital Sr Unsec | 1.30 | % | 6/15/2025 | 547 | 539 | ||||||||||||||||||
Rga Global Funding Sec 144A | 2.00 | % | 11/30/2026 | 684 | 687 | ||||||||||||||||||
Santander Uk Group Hldgs Sr Unsec | 3.37 | % | 1/5/2024 | 684 | 699 | ||||||||||||||||||
Santander Uk Group Hldgs Sr Unsec Sofr | 2.90 | % | 3/15/2032 | 958 | 968 | ||||||||||||||||||
Sba Tower Trust Nt Sec 144A 2A C | 3.87 | % | 10/8/2049 | 752 | 780 | ||||||||||||||||||
Seattle Children Hosp Unsec | 1.21 | % | 10/1/2027 | 616 | 594 | ||||||||||||||||||
Slclt 2007-1 A4 3Mlib+6Bp | 0.22 | % | 5/15/2029 | 478 | 473 | ||||||||||||||||||
Slma 2005-7 A4 3Mlib+15Bp | 0.27 | % | 10/25/2029 | 456 | 454 | ||||||||||||||||||
Smbc Aviation Capital Fi Sr Unsec 144A | 4.13 | % | 7/15/2023 | 684 | 713 | ||||||||||||||||||
Southern Cal Edison 1St Mtge Sofr | 0.69 | % | 4/3/2023 | 958 | 959 | ||||||||||||||||||
Standard Charter Sr Unsec 144A | 2.68 | % | 6/29/2032 | 821 | 807 | ||||||||||||||||||
Stanford University Unsec | 1.29 | % | 6/1/2027 | 479 | 472 | ||||||||||||||||||
Sumitomo Mitsui Finl Grp Sr Unsec | 2.13 | % | 7/8/2030 | 684 | 665 | ||||||||||||||||||
Sutter Health Unsec | 3.70 | % | 8/15/2028 | 821 | 906 | ||||||||||||||||||
U S Treasury Bills | — | % | 1/25/2022 | 547 | 547 | ||||||||||||||||||
U S Treasury Bills | — | % | 3/8/2022 | 1,915 | 1,915 | ||||||||||||||||||
U S Treasury Bills | — | % | 3/17/2022 | 684 | 684 | ||||||||||||||||||
U S Treasury Bills | — | % | 2/10/2022 | 4,720 | 4,720 | ||||||||||||||||||
U S Treasury Bills | — | % | 2/15/2022 | 410 | 410 | ||||||||||||||||||
U S Treasury Bills | — | % | 3/31/2022 | 3,352 | 3,352 | ||||||||||||||||||
U S Treasury Bills | — | % | 4/21/2022 | 1,437 | 1,436 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 11/30/2022 | 821 | 819 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 12/31/2022 | 20,727 | 20,664 | ||||||||||||||||||
U S Treasury Note | 0.38 | % | 8/15/2024 | 36,666 | 36,186 | ||||||||||||||||||
U S Treasury Note | 0.38 | % | 1/31/2026 | 10,261 | 9,929 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 4/30/2023 | 10,261 | 10,207 | ||||||||||||||||||
U S Treasury Note | 0.25 | % | 6/15/2024 | 10,261 | 10,111 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 1/15/2024 | 2,326 | 2,297 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 5/31/2023 | 12,176 | 12,103 | ||||||||||||||||||
U S Treasury Note | 0.13 | % | 7/31/2023 | 34,203 | 33,939 | ||||||||||||||||||
Ubs Group Ag Sr Unsec 144A | 1.36 | % | 1/30/2027 | 1,368 | 1,338 | ||||||||||||||||||
Ubs Group Funding Sr Unsec 144A | 4.13 | % | 9/24/2025 | 239 | 259 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
66
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Ut St-Babs-B | 3.54 | % | 7/1/2025 | 1,402 | 1,466 | ||||||||||||||||||
Verizon Communications Sr Unsec | 2.55 | % | 3/21/2031 | 684 | 691 | ||||||||||||||||||
Vm Cash Fut Dom Rdr Usd | — | % | 12/31/2060 | 112 | 112 | ||||||||||||||||||
Wells Fargo & Company Sr Unsec | 3.20 | % | 6/17/2027 | 479 | 505 | ||||||||||||||||||
Wells Fargo & Company Sr Unsec | 3.00 | % | 4/22/2026 | 855 | 899 | ||||||||||||||||||
Wells Fargo & Company Sr Unsec | 3.58 | % | 5/22/2028 | 684 | 736 | ||||||||||||||||||
Wells Fargo & Company Sr Unsec Sofr | 2.88 | % | 10/30/2030 | 889 | 925 | ||||||||||||||||||
Yale University Unsec | 0.87 | % | 4/15/2025 | 1,368 | 1,355 | ||||||||||||||||||
Uninvested Cash Plus Receivables | 3.38 | % | 12/8/2023 | — | 677 | ||||||||||||||||||
Net Unsettled Trades | — | (15,849) | |||||||||||||||||||||
Net Futures Held | — | 5,926 | |||||||||||||||||||||
Total Royal Bank of Canada Contract No. Citigroup01 | $ | 246,069 | |||||||||||||||||||||
American United Life Insurance Company: S00020 | |||||||||||||||||||||||
Bank 2018-Bn13 A1 | 3.22 | % | 5/15/2023 | 1,764 | $ | 1,791 | |||||||||||||||||
Cnh 2019-A A3 | 3.01 | % | 10/17/2022 | 653 | 660 | ||||||||||||||||||
Cnh 2019-C A3 | 2.01 | % | 7/17/2023 | 1,983 | 2,004 | ||||||||||||||||||
Comm 2014-Cr14 A2 | 3.15 | % | 4/11/2022 | 960 | 965 | ||||||||||||||||||
Comet 2021-A1 A1 | 0.55 | % | 7/15/2024 | 2,770 | 2,730 | ||||||||||||||||||
Cgcmt 2019-C7 A1 | 2.08 | % | 11/15/2024 | 2,054 | 2,077 | ||||||||||||||||||
Comm 2013-Lc6 A4 | 2.94 | % | 12/12/2022 | 2,989 | 3,033 | ||||||||||||||||||
Duk 1.731 09/01/22 | 1.73 | % | 9/1/2022 | 2,617 | 2,639 | ||||||||||||||||||
Fnr 2020-47 Ga | 2.00 | % | 5/25/2022 | 403 | 404 | ||||||||||||||||||
Fhr 4039 Me | 2.00 | % | 9/15/2022 | 82 | 82 | ||||||||||||||||||
Fhr 4272 Yg | 2.00 | % | 11/15/2023 | 465 | 472 | ||||||||||||||||||
Fhr 4297 Ca | 3.00 | % | 3/15/2022 | 212 | 214 | ||||||||||||||||||
Fhr 4486 Jn | 2.00 | % | 4/15/2024 | 423 | 429 | ||||||||||||||||||
Fhr 4571 Ca | 2.50 | % | 11/17/2025 | 1,311 | 1,335 | ||||||||||||||||||
Fhr 5057 Ab | 2.50 | % | 7/25/2028 | 3,038 | 3,069 | ||||||||||||||||||
Gnr 2013-41 Pa | 2.50 | % | 6/20/2023 | 753 | 763 | ||||||||||||||||||
Gnr 2015-16 Gm | 2.00 | % | 10/21/2024 | 888 | 896 | ||||||||||||||||||
Gnr 2020-74 Dc | 1.00 | % | 10/20/2027 | 2,752 | 2,745 | ||||||||||||||||||
Gnr 2021-78 D | 2.50 | % | 1/20/2031 | 2,562 | 2,660 | ||||||||||||||||||
Narot 2019-C A3 | 1.93 | % | 3/15/2023 | 1,336 | 1,348 | ||||||||||||||||||
Ubscm 2012-C1 A3 | 3.40 | % | 1/10/2022 | 67 | 68 | ||||||||||||||||||
Wfcm 2012-Lc5 A3 | 2.92 | % | 9/15/2022 | 3,862 | 3,901 | ||||||||||||||||||
Woart 2019-B A3 | 2.59 | % | 9/15/2022 | 1,427 | 1,437 | ||||||||||||||||||
Total American United Life Insurance Company: S00020 | $ | 35,722 | |||||||||||||||||||||
Reinsurance Group of America Contract No. RGA00084 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
67
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Abbvie, Inc. 3.20 11/21/2029 | 3.20 | % | 11/21/2029 | 3,968 | $ | 4,256 | |||||||||||||||||
American Express Master Trust 2.87 10/15/2024 | 2.87 | % | 10/15/2024 | 4,816 | 4,848 | ||||||||||||||||||
Anheuser-Busch Inbev Sa/Nv 3.65 02/01/2026 | 3.65 | % | 2/1/2026 | 1,334 | 1,452 | ||||||||||||||||||
Anthem, Inc. 2.95 12/01/2022 | 2.95 | % | 12/1/2022 | 1,368 | 1,398 | ||||||||||||||||||
At&T, Inc. 2.75 06/01/2031 | 2.75 | % | 6/1/2031 | 4,310 | 4,407 | ||||||||||||||||||
Bank Of America Corp. 3.004 12/20/2023 | 3.00 | % | 12/20/2023 | 587 | 600 | ||||||||||||||||||
Bank Of America Corp. 3.593 07/21/2028 | 3.59 | % | 7/21/2028 | 547 | 598 | ||||||||||||||||||
Bank Of America Corp. 4.183 11/25/2027 | 4.18 | % | 11/25/2027 | 616 | 676 | ||||||||||||||||||
Bank Of America Corp. 4.20 08/26/2024 | 4.20 | % | 8/26/2024 | 3,010 | 3,270 | ||||||||||||||||||
Barclays Plc 4.337 01/10/2028 | 4.34 | % | 1/10/2028 | 1,368 | 1,522 | ||||||||||||||||||
Bayer Ag 4.375 12/15/2028 | 4.38 | % | 12/15/2028 | 1,266 | 1,416 | ||||||||||||||||||
Bayerische Motoren Werke Ag 2.80 04/11/2026 | 2.80 | % | 4/11/2026 | 1,368 | 1,440 | ||||||||||||||||||
Bayerische Motoren Werke Ag 3.15 04/18/2024 | 3.15 | % | 4/18/2024 | 718 | 755 | ||||||||||||||||||
Berkshire Hathaway Energy 2.70 09/15/2030 | 2.70 | % | 9/15/2030 | 2,121 | 2,200 | ||||||||||||||||||
Bnp Paribas Sa 4.375 05/12/2026 | 4.38 | % | 5/12/2026 | 855 | 935 | ||||||||||||||||||
Bnp Paribas Sa 4.375 09/28/2025 | 4.38 | % | 9/28/2025 | 1,779 | 1,947 | ||||||||||||||||||
Bnp Paribas Sa 4.625 03/13/2027 | 4.63 | % | 3/13/2027 | 308 | 345 | ||||||||||||||||||
Boston Properties, Inc. 3.125 09/01/2023 | 3.13 | % | 9/1/2023 | 1,163 | 1,208 | ||||||||||||||||||
Boston Properties, Inc. 3.25 01/30/2031 | 3.25 | % | 1/30/2031 | 513 | 545 | ||||||||||||||||||
British American Tobacco Plc 2.726 03/25/2031 | 2.73 | % | 3/25/2031 | 1,779 | 1,739 | ||||||||||||||||||
Burlington Northern Santa Fe Llc 3.442 06/16/2028 | 3.44 | % | 6/16/2028 | 517 | 563 | ||||||||||||||||||
Capital One Financial Corp. 4.20 10/29/2025 | 4.20 | % | 10/29/2025 | 684 | 750 | ||||||||||||||||||
Cash | 0.01 | % | 3,563 | 3,563 | |||||||||||||||||||
Charter Communications, Inc. 4.20 03/15/2028 | 4.20 | % | 3/15/2028 | 1,984 | 2,197 | ||||||||||||||||||
Charter Communications, Inc. 4.908 07/23/2025 | 4.91 | % | 7/23/2025 | 1,847 | 2,073 | ||||||||||||||||||
Charter Communications, Inc. 5.05 03/30/2029 | 5.05 | % | 3/30/2029 | 342 | 396 | ||||||||||||||||||
Cigna Corp. 4.375 10/15/2028 | 4.38 | % | 10/15/2028 | 1,505 | 1,724 | ||||||||||||||||||
Comcast Corp. 3.95 10/15/2025 | 3.95 | % | 10/15/2025 | 752 | 828 | ||||||||||||||||||
Conocophillips 4.95 03/15/2026 | 4.95 | % | 3/15/2026 | 1,505 | 1,720 | ||||||||||||||||||
Cox Enterprises, Inc. 3.85 02/01/2025 | 3.85 | % | 2/1/2025 | 1,915 | 2,068 | ||||||||||||||||||
Crh Plc 3.875 05/18/2025 | 3.88 | % | 5/18/2025 | 1,300 | 1,394 | ||||||||||||||||||
Cvs Health Corp. 4.30 03/25/2028 | 4.30 | % | 3/25/2028 | 1,119 | 1,269 | ||||||||||||||||||
Dominion Energy, Inc. 2.75 03/15/2023 | 2.75 | % | 3/15/2023 | 1,334 | 1,368 | ||||||||||||||||||
Dominion Energy, Inc. 3.375 04/01/2030 | 3.38 | % | 4/1/2030 | 1,573 | 1,683 | ||||||||||||||||||
Dow, Inc. 4.80 11/30/2028 | 4.80 | % | 11/30/2028 | 1,984 | 2,322 | ||||||||||||||||||
Exelon Corp. 2.95 08/15/2027 | 2.95 | % | 8/15/2027 | 684 | 729 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
68
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Exelon Corp. 3.15 10/15/2025 | 3.15 | % | 10/15/2025 | 1,293 | 1,379 | ||||||||||||||||||
Exxon Mobil Corp. 3.482 03/19/2030 | 3.48 | % | 3/19/2030 | 1,573 | 1,738 | ||||||||||||||||||
Fannie Mae 2.00 01/01/2051 | 2.00 | % | 1/1/2051 | 3,516 | 3,527 | ||||||||||||||||||
Fannie Mae 2.00 11/01/2050 | 2.00 | % | 11/1/2050 | 5,632 | 5,645 | ||||||||||||||||||
Fannie Mae 2.50 01/01/2041 | 2.50 | % | 1/1/2041 | 2,742 | 2,855 | ||||||||||||||||||
Fannie Mae 2.50 08/01/2050 | 2.50 | % | 8/1/2050 | 7,277 | 7,496 | ||||||||||||||||||
Fannie Mae 2.50 09/01/2040 | 2.50 | % | 9/1/2040 | 13,496 | 13,984 | ||||||||||||||||||
Fannie Mae 2.50 09/01/2050 | 2.50 | % | 9/1/2050 | 9,833 | 10,110 | ||||||||||||||||||
Fannie Mae 2.50 12/01/2051 | 2.50 | % | 12/1/2051 | 8,723 | 8,994 | ||||||||||||||||||
Fannie Mae 2.837 10/01/2047 | 2.84 | % | 10/1/2047 | 331 | 344 | ||||||||||||||||||
Fannie Mae 3.014 10/01/2047 | 3.04 | % | 10/1/2047 | 137 | 143 | ||||||||||||||||||
Fannie Mae 3.054 07/01/2047 | 3.06 | % | 7/1/2047 | 1,413 | 1,475 | ||||||||||||||||||
Fannie Mae 3.085 07/01/2047 | 3.09 | % | 7/1/2047 | 1,405 | 1,467 | ||||||||||||||||||
Fannie Mae 3.168 06/01/2047 | 3.17 | % | 6/1/2047 | 900 | 942 | ||||||||||||||||||
Fannie Mae 3.317 10/01/2049 | 3.31 | % | 10/1/2049 | 1,520 | 1,576 | ||||||||||||||||||
Fannie Mae 3.50 02/01/2037 | 3.50 | % | 2/1/2037 | 3,785 | 4,059 | ||||||||||||||||||
Fannie Mae 4.50 01/01/2043 | 4.50 | % | 1/1/2043 | 3,741 | 4,092 | ||||||||||||||||||
Fannie Mae 4.50 06/01/2047 | 4.50 | % | 6/1/2047 | 2,822 | 3,071 | ||||||||||||||||||
Fannie Mae 4.50 08/01/2040 | 4.50 | % | 8/1/2040 | 1,650 | 1,797 | ||||||||||||||||||
Fannie Mae 5.00 02/01/2049 | 5.00 | % | 2/1/2049 | 276 | 303 | ||||||||||||||||||
Fannie Mae 5.00 03/01/2049 | 5.00 | % | 3/1/2049 | 982 | 1,073 | ||||||||||||||||||
Fannie Mae 5.00 12/01/2048 | 5.00 | % | 12/1/2048 | 1,071 | 1,177 | ||||||||||||||||||
Ford Motor Credit Co. Llc 4.063 11/01/2024 | 4.06 | % | 11/1/2024 | 616 | 652 | ||||||||||||||||||
Ford Motor Credit Co. Llc 4.375 08/06/2023 | 4.38 | % | 8/6/2023 | 3,215 | 3,402 | ||||||||||||||||||
Freddie Mac 3.148 05/01/2047 | 3.15 | % | 5/1/2047 | 147 | 154 | ||||||||||||||||||
Freddie Mac 3.337 07/01/2047 | 3.34 | % | 7/1/2047 | 138 | 141 | ||||||||||||||||||
Freddie Mac 3.38 06/01/2048 | 3.38 | % | 6/1/2048 | 156 | 160 | ||||||||||||||||||
Freddie Mac Gold 4.00 11/01/2045 | 4.00 | % | 11/1/2045 | 380 | 411 | ||||||||||||||||||
Freddie Mac Gold 4.50 04/01/2047 | 4.50 | % | 4/1/2047 | 1,825 | 1,981 | ||||||||||||||||||
Freddie Mac Gold 4.50 07/01/2045 | 4.50 | % | 7/1/2045 | 2,620 | 2,896 | ||||||||||||||||||
Freddie Mac Gold 4.50 09/01/2044 | 4.50 | % | 9/1/2044 | 3,470 | 3,841 | ||||||||||||||||||
Freddie Mac Gold 4.50 10/01/2047 | 4.50 | % | 10/1/2047 | 482 | 523 | ||||||||||||||||||
Freddie Mac Pool 2.00 08/01/2050 | 2.00 | % | 8/1/2050 | 6,911 | 6,933 | ||||||||||||||||||
Freddie Mac Pool 2.50 02/01/2051 | 2.50 | % | 2/1/2051 | 2,917 | 2,998 | ||||||||||||||||||
Freddie Mac Pool 2.50 07/01/2041 | 2.50 | % | 7/1/2041 | 5,093 | 5,269 | ||||||||||||||||||
Freddie Mac Pool 2.50 07/01/2050 | 2.50 | % | 7/1/2050 | 5,805 | 5,964 | ||||||||||||||||||
Freddie Mac Pool 2.50 08/01/2040 | 2.50 | % | 8/1/2040 | 4,853 | 5,050 | ||||||||||||||||||
Freddie Mac Pool 2.50 10/01/2040 | 2.50 | % | 10/1/2040 | 1,454 | 1,506 | ||||||||||||||||||
Freddie Mac Pool 2.50 10/01/2040 | 2.50 | % | 10/1/2040 | 4,046 | 4,175 | ||||||||||||||||||
Freddie Mac Pool 2.50 10/01/2050 | 2.50 | % | 10/1/2050 | 4,103 | 4,233 | ||||||||||||||||||
Freddie Mac Pool 2.50 11/01/2050 | 2.50 | % | 11/1/2050 | 2,643 | 2,716 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
69
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Freddie Mac Pool 2.50 12/01/2035 | 2.50 | % | 12/1/2035 | 8,251 | 8,590 | ||||||||||||||||||
Hsbc Holdings Plc 2.848 06/04/2031 | 2.85 | % | 6/4/2031 | 1,368 | 1,387 | ||||||||||||||||||
Hsbc Holdings Plc 4.25 08/18/2025 | 4.25 | % | 8/18/2025 | 1,744 | 1,903 | ||||||||||||||||||
Imperial Brands Plc 3.875 07/26/2029 | 3.88 | % | 7/26/2029 | 1,368 | 1,472 | ||||||||||||||||||
Jpmorgan Chase & Co. 2.522 04/22/2031 | 2.52 | % | 4/22/2031 | 1,129 | 1,146 | ||||||||||||||||||
Jpmorgan Chase & Co. 2.956 05/13/2031 | 2.96 | % | 5/13/2031 | 752 | 782 | ||||||||||||||||||
Jpmorgan Chase & Co. 3.375 05/01/2023 | 3.38 | % | 5/1/2023 | 410 | 425 | ||||||||||||||||||
Jpmorgan Chase & Co. 3.625 12/01/2027 | 3.63 | % | 12/1/2027 | 479 | 517 | ||||||||||||||||||
Jpmorgan Chase & Co. 4.493 03/24/2031 | 4.49 | % | 3/24/2031 | 1,915 | 2,240 | ||||||||||||||||||
Kinder Morgan, Inc. 4.30 06/01/2025 | 4.30 | % | 6/1/2025 | 3,215 | 3,486 | ||||||||||||||||||
Lloyds Banking Group Plc 4.582 12/10/2025 | 4.58 | % | 12/10/2025 | 1,266 | 1,384 | ||||||||||||||||||
Nextera Energy, Inc. 1.90 06/15/2028 | 1.90 | % | 6/15/2028 | 1,779 | 1,761 | ||||||||||||||||||
Nextera Energy, Inc. 2.85 04/01/2025 | 2.85 | % | 4/1/2025 | 616 | 647 | ||||||||||||||||||
Occidental Petroleum Corp. 3.20 08/15/2026 | 3.20 | % | 8/15/2026 | 1,437 | 1,498 | ||||||||||||||||||
Oracle Corp. 2.95 04/01/2030 | 2.95 | % | 4/1/2030 | 342 | 348 | ||||||||||||||||||
Philip Morris International, Inc. 2.10 05/01/2030 | 2.10 | % | 5/1/2030 | 3,489 | 3,426 | ||||||||||||||||||
Prosus Nv 3.061 07/13/2031 | 3.06 | % | 7/13/2031 | 2,599 | 2,571 | ||||||||||||||||||
Prosus Nv 3.68 01/21/2030 | 3.68 | % | 1/21/2030 | 1,813 | 1,895 | ||||||||||||||||||
Relx Plc 3.00 05/22/2030 | 3.00 | % | 5/22/2030 | 1,368 | 1,439 | ||||||||||||||||||
Slm Student Loan Trust 0.29388 07/25/2040 | 0.29 | % | 7/25/2040 | 3,543 | 3,443 | ||||||||||||||||||
Slm Student Loan Trust 0.72388 01/25/2041 | 0.72 | % | 1/25/2041 | 867 | 867 | ||||||||||||||||||
Slm Student Loan Trust 0.75388 01/25/2040 | 0.75 | % | 1/25/2040 | 1,916 | 1,916 | ||||||||||||||||||
State Street Corp. 3.152 03/30/2031 | 3.15 | % | 3/30/2031 | 2,428 | 2,648 | ||||||||||||||||||
Target Corp. 2.65 09/15/2030 | 2.65 | % | 9/15/2030 | 1,437 | 1,517 | ||||||||||||||||||
Tc Energy Corp. 4.10 04/15/2030 | 4.10 | % | 4/15/2030 | 1,505 | 1,692 | ||||||||||||||||||
The Sherwin-Williams Co. 3.45 06/01/2027 | 3.45 | % | 6/1/2027 | 1,368 | 1,484 | ||||||||||||||||||
The Southern Co. 3.70 04/30/2030 | 3.70 | % | 4/30/2030 | 1,505 | 1,646 | ||||||||||||||||||
The Williams Companies, Inc. 3.25 05/15/2030 | 3.25 | % | 5/15/2030 | 1,642 | 1,737 | ||||||||||||||||||
T-Mobile U.S., Inc. 2.55 02/15/2031 | 2.55 | % | 2/15/2031 | 1,779 | 1,787 | ||||||||||||||||||
T-Mobile U.S., Inc. 3.75 04/15/2027 | 3.75 | % | 4/15/2027 | 718 | 783 | ||||||||||||||||||
Toyota Auto Receivables Owner Trust 1.66 09/15/2025 | 1.66 | % | 9/15/2025 | 1,484 | 1,504 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.125 01/31/2023 | 0.13 | % | 1/31/2023 | 8,209 | 8,185 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.125 04/30/2022 | 0.13 | % | 4/30/2022 | 5,472 | 5,474 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.125 04/30/2023 | 0.13 | % | 4/30/2023 | 6,716 | 6,682 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.125 05/31/2022 | 0.13 | % | 5/31/2022 | 5,343 | 5,342 |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
70
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
U.S. Treasury Note/Bond 0.125 06/30/2022 | 0.13 | % | 6/30/2022 | 4,173 | 4,171 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.125 08/31/2023 | 0.13 | % | 8/31/2023 | 8,900 | 8,825 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.125 09/30/2022 | 0.13 | % | 9/30/2022 | 2,346 | 2,344 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.125 10/15/2023 | 0.13 | % | 10/15/2023 | 397 | 393 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.125 11/30/2022 | 0.13 | % | 11/30/2022 | 14,365 | 14,334 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.25 06/15/2024 | 0.25 | % | 6/15/2024 | 1,478 | 1,456 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.375 03/31/2022 | 0.38 | % | 3/31/2022 | 6,841 | 6,852 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.50 11/30/2023 | 0.50 | % | 11/30/2023 | 10,268 | 10,233 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.75 11/15/2024 | 0.75 | % | 11/15/2024 | 7,901 | 7,864 | ||||||||||||||||||
U.S. Treasury Note/Bond 0.875 06/30/2026 | 0.88 | % | 6/30/2026 | 1,738 | 1,710 | ||||||||||||||||||
Umbs Tba 2.50 01/01/2051 | 2.50 | % | 1/1/2051 | 9,194 | 9,380 | ||||||||||||||||||
United Parcel Service, Inc. 4.45 04/01/2030 | 4.45 | % | 4/1/2030 | 1,334 | 1,585 | ||||||||||||||||||
Unitedhealth Group, Inc. 2.95 10/15/2027 | 2.95 | % | 10/15/2027 | 1,368 | 1,468 | ||||||||||||||||||
Verizon Communications, Inc. 2.355 03/15/2032 | 2.36 | % | 3/15/2032 | 1,472 | 1,460 | ||||||||||||||||||
Wells Fargo & Co. 2.879 10/30/2030 | 2.88 | % | 10/30/2030 | 342 | 357 | ||||||||||||||||||
Wells Fargo & Co. 3.45 02/13/2023 | 3.45 | % | 2/13/2023 | 1,300 | 1,354 | ||||||||||||||||||
Wells Fargo & Co. 4.478 04/04/2031 | 4.48 | % | 4/4/2031 | 2,976 | 3,489 | ||||||||||||||||||
Zoetis, Inc. 4.50 11/13/2025 | 4.50 | % | 11/13/2025 | 1,334 | 1,476 | ||||||||||||||||||
Total Reinsurance Group of America Contract No. RGA00084 | $ | 352,831 | |||||||||||||||||||||
Total synthetic GICs | 1,643,039 | ||||||||||||||||||||||
Total investments | $ | 51,743,221 | |||||||||||||||||||||
* | Loans receivables from participants | ||||||||||||||||||||||
139 loans carrying an interest rate of 4.25% to 6.50% with maturity dates through 2040 | 1,046,211 | ||||||||||||||||||||||
Other Investment Liabilities | |||||||||||||||||||||||
Payable In Brazil Real | (61) | $ | (11) | ||||||||||||||||||||
Payable In Canadian Dollar | (20) | (15) | |||||||||||||||||||||
Payable In Euro Currency Unit | (10) | (11) | |||||||||||||||||||||
Payable In Hong Kong Dollar | (1,954) | (250) | |||||||||||||||||||||
Payable In Japanese Yen | (42,930) | (372) | |||||||||||||||||||||
Payable In Pound Sterling | (1) | (1) | |||||||||||||||||||||
Payable In Russian Ruble (New) | (73,536) | (975) | |||||||||||||||||||||
Payable In U.S. Dollar | (3,222) | (3,222) |
*Party-in-interest, as defined by ERISA
**The cost of participant-directed investments is not required to be disclosed
See accompanying Report of Independent Registered Public Accounting Firm
71
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2021
Interest | Maturity | Number of | Cost | Current | |||||||||||||||||||
Identity of issuer | rate | date | shares/units | value** | value | ||||||||||||||||||
Total Other Investment Liabilities | $ | (4,857) | |||||||||||||||||||||
Total | $ | 52,784,575 | |||||||||||||||||||||
*Party-in-interest, as 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
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 for Puerto Rico
By: /s/ Sara Wechter | ||
Sara Wechter | ||
Global Head of Human Resources |
Date: June 23, 2022
73
EXHIBIT INDEX
Exhibit Number | Description of Exhibit | |||||||
23.1* | ||||||||
______________________
* Filed herewith.
74