Document
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

FORM 11-K

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




For the fiscal year ended December 31, 2017

Commission File No. 1-9924


__________________________________



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

CITI RETIREMENT SAVINGS PLAN 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, 2017 and 2016
(With Report of Independent Registered Public Accounting Firm Thereon)




CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Financial Statements and Supplemental Schedule
December 31, 2017 and 2016
Table of Contents
 
Page
Report of Independent Registered Public Accounting Firm
 
 
Financial Statements:
 
 
 
Statements of Net Assets Available for Benefits as of December 31, 2017 and 2016
 
 
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2017 and 2016
 
 
Notes to Financial Statements
 
 
Supplemental Schedule:*
 
 
 
Schedule H, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2017
 
 
Signatures
 
 
 
 
 
 
*
Other schedules required by Form 5500 which are not applicable have been omitted





Report of Independent Registered Public Accounting Firm


To the Plan Participants and Plan Administrator of
The Citi Retirement Savings Plan 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, 2017 and 2016, the related statements of changes in net assets available for benefits for the years then ended, and the related notes (collectively, the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2017 and 2016, and the changes to net assets available for benefits for the years then ended, in conformity with U.S. generally accepted accounting principles.

Basis for Opinion

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

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





Accompanying Supplemental Information

The accompanying Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2017, has been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental information is the responsibility of the Plan's management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information, is fairly stated, in all material respects, in relation to the financial statements as a whole.



/s/ KPMG LLP

We have served as the Plan's auditor since 2001.

New York, New York
June 11, 2018


CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Statements of Net Assets Available for Benefits
December 31, 2017 and 2016
 
2017
 
2016
Assets:
 
 
 
Investments, at fair value
$
33,744,479

 
$
28,919,409

Investments in fully benefit-responsive investment contracts,
 
 
 
at contract value
1,887,361

 
1,936,212

Total investments
35,631,840

 
30,855,621

Receivables:
 
 
 
Employer contributions
1,197,140

 
1,203,121

Interest and dividends
9,717

 
7,470

Receivable for securities sold
2,808

 
23,583

Participant contributions
1,079

 
254

Participant loans
1,380,174

 
1,278,707

Other
—

 
973

Total receivables
2,590,918

 
2,514,108

Total assets
38,222,758

 
33,369,729

Liabilities:
 
 
 
Payable for securities purchased
23,547

 
23,969

Payable for trustee and administrative fees
19,457

 
9,990

Total liabilities
43,004

 
33,959

Net assets available for benefits
$
38,179,754

 
$
33,335,770

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, 2017 and 2016
 
2017
 
2016
Additions to net assets attributable to:
 
 
 
Investment income :
 
 
 
Dividends
$
100,737

 
$
158,434

Interest
72,940

 
73,082

Net appreciation in fair value of investments
5,304,984

 
2,250,070

Net investment income
5,478,661

 
2,481,586

Interest income from loans receivable from participants
57,279

 
57,905

Contributions:
 
 
 
Employer
1,196,874

 
1,203,387

Participants
1,285,707

 
1,209,580

Rollover
52,469

 
119,330

Total contributions
2,535,050

 
2,532,297

Total additions to net assets
8,070,990

 
5,071,788

Deductions from net assets attributable to:
 
 
 
Distributions to participants
3,153,742

 
2,140,915

Trustee and administrative expenses
50,197

 
49,115

Dividends paid directly to participants
23,067

 
11,363

Total deductions from net assets
3,227,006

 
2,201,393

Net increase
4,843,984

 
2,870,395

Net assets available for benefits at:
 
 
 
Beginning of year
33,335,770

 
30,465,375

End of year
$
38,179,754

 
$
33,335,770

See accompanying notes to financial statements.
 
 
 



4

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016



(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 (PRIRC). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations. As a result, the Plan's fiduciaries may be released from liability for any losses that result from the participant's individual investment decisions.
Banco Popular de Puerto Rico (Banco Popular) is the trustee of the Plan. For the year ended December 31, 2016 and through January 31, 2017, Plan investments, including the Citigroup Common Stock Fund, were held at State Street Bank & Trust Company, the custodian. Effective February 1, 2017, Bank of New York Mellon became 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.
Full‑time employees or part‑time employees scheduled to work 20 or more hours a week are eligible to participate on the first day of the first pay period after the participant becomes an employee of the Company.
Part‑time employees scheduled to work fewer than 20 hours a week are eligible to participate in the Plan on January 1 or July 1 after the employee is credited with at least 1,000 hours of service during the first 12 months with the Company or at least 1,000 hours of service in any calendar year beginning after the employee’s date of hire.

(c)
Employee Contributions
Eligible employees may defer on a before-tax and/or Roth basis a portion of their eligible pay, which generally includes overtime, commissions, shift differential pay, and periodic incentive bonuses, reduced each pay period, as a before‑tax contribution deferral in any 1% increment, by an amount up to 50% of their eligible compensation in a whole percentage up to the maximum permitted by law, plus an additional catch‑up contribution, if eligible (in whole percentages but not exceeding 49% of pay).
Newly hired and rehired eligible employees are automatically enrolled in the Plan at a 6% before-tax contribution rate unless they otherwise enroll themselves or opt out of the Plan. Participants who are automatically enrolled in the Plan, but do not make an investment election, are invested in the Plan’s default investment, which is the Plan’s “target retirement date” fund consistent with the participant’s projected year of retirement. Further, unless the participant elects a different rate, for employees who

5

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


are automatically enrolled, their contribution rate is automatically increased by 1% until they reach a before-tax contribution rate of 15%.
Catch‑up contributions are permitted in accordance with Section 1081.01(d)(7) of the PRIRC. Participants who are over age 50 by the Plan year‑end can contribute up to 49% of their eligible pay up to applicable statutory limit. There is no automatic enrollment for catch‑up contributions.
(d)
Employer Contributions
During 2017 and 2016, employer contributions consisted of three components: the Company matching contribution, fixed contribution, and transition contribution.
The Company matching contribution was equal to 100% of the participant’s before-tax contributions up to 6% of the participant’s eligible compensation in 2017 and 2016 (up to the annual compensation maximum set by the PRIRC for 2017 and 2016, respectively) for eligible employees at all compensation levels. Company matching contributions did not exceed the lesser of the participant’s contribution or 6% of the participant’s eligible compensation up to the statutory limit. Catch‑up contributions are not subject to matching contributions, but may be reclassified as before-tax contributions if the participant has not reached 6% of before-tax contributions. Participants must contribute to the Plan to receive Company matching contributions.
A fixed contribution of up to 2% of eligible pay is credited to the Plan accounts of eligible employees whose qualifying annual compensation, as defined in the Plan is $100,000 or less.
An annual transition contribution is credited to the Plan accounts of certain employees who were eligible to receive benefits under the Plan, the Citigroup Pension Plan, and the Citigroup Ownership Program in 2007, prior to the plans’ redesign. If an employee’s total benefit opportunity under the three programs was greater than his or her benefit opportunity under the Plan, an additional transition contribution is credited. Participants receiving this transition contribution generally have long service and must be continuously employed by the Company since December 31, 2006.
At December 31, 2017 and 2016, the employer contribution receivable was $1.20 million, respectively. Company contributions relating to 2017 and 2016 were received and credited to participant accounts during the first quarter of 2018 and 2017, respectively.

(e)
Participant Accounts
The Plan maintains a separate account for each participant, to which contributions, expenses, investment gains and losses are allocated.
Participants may elect to invest their deferral contributions, Company contributions, and account balance, among the investment fund options offered under the Plan in whole increments of 1%.
A participant may elect to suspend or resume his or her contributions, subject to the Plan’s notice requirements. In addition, a participant may change the rate of his or her contributions, subject to the Plan’s notice requirements, and may elect to change the allocation of future contributions among the funds daily. A participant may also elect to transfer the value of his or her contributions in whole increments of 1% to other Plan investment funds, subject to certain restrictions.
Changes requested by participants are implemented as soon as administratively practicable, in accordance with the Plan document.

6

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


(f)
Rollover and Transfer Contributions
The Plan permits participants to have their interests in other Puerto Rico qualified plans rolled over to the Plan. 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 2017 and 2016, $52,469 and $119,330, respectively, related to rollover contributions into the Plan.
(g)
Investment Options
Plan assets are held in a trust fund and are invested in the investment options offered under the Plan at the direction of Plan participants, in accordance with the Plan document.
In general, Plan participants may move a portion or all of their account balances among the Plan’s investment options through a fund transfer, reallocation or rebalance, generally not more frequently than once every seven calendar days. An exception to this rule is that they may move a portion or all of their account balances into the BlackRock Cash Funds: Treasury at any time. However, once a participant moves his or her Plan assets into that fund, he or she cannot move Plan assets out of the fund for seven calendar days.
In addition, Plan participants may not move an investment in the BNY Mellon Stable Value Fund (see note 3) through a fund transfer, reallocation or rebalance directly into any of the two investment options that are considered competitors of the BNY Mellon Stable Value Fund - the BlackRock Cash Funds: Treasury and the BFA LifePath Index Retirement Fund. The BFA LifePath Index Retirement Fund is not considered a money market fund or stable value fund. This restriction on transfers enables the BNY Mellon Stable Value Fund to secure higher yielding, fixed income investments intended to preserve principal and earned interest.
If a Plan participant moves a portion or all of his account balance from the BNY Mellon Stable Value Fund through a fund transfer, reallocation, or rebalance into any investment option other than the two competing investment options named above, the amount moved must remain invested in a noncompeting investment option for at least 90 days before it can be moved into one of the two competing investment options.
These restrictions are subject to change at any time depending on generally applicable Plan rules or the requirements of the funds.
To the extent required by the compliance procedures of a mutual fund to ensure the fund’s adherence to the market timing rules mandated by the Securities and Exchange Commission and upon request by a mutual fund, the Plan may provide reports to the fund detailing Plan participants’ trading activity in that particular fund. The Company also may restrict the ability of certain Plan participants to invest in or divest from the Citigroup Common Stock Fund.
In general, no investment-related transaction costs are associated with the Plan, though the funds have the right to impose redemption fees, should they decide to do so.
The Plan does not directly participate in securities lending programs; however, there are investment funds that engage in securities lending which are available to Plan participants. The investment manager for an investment option determines the terms of, and the extent to which, securities lending is used.

7

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


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



8

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


(i)
Forfeited Accounts
Forfeitures may be used to offset expenses of the Plan. During 2017 and 2016, $1,104 and $6,686, respectively, of forfeitures were used to offset Plan expenses. As of December 31, 2017 and 2016, unallocated forfeitures were $2,152 and $2,486, 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, 2017 and 2016, bore interest rates from 4.25% to 5.25%.
Loans receivable from participants are valued at unpaid principal plus any accrued but unpaid interest.
Loan repayments by participants who are employed by the Company are generally made through after‑tax payroll deductions. Manual loan repayments by participants who are no longer employed by the Company and who are eligible to make manual loan repayments are submitted directly to Alight Solutions, Inc.. Loan terms range from 1 to 5 years for general‑purpose loans or up to 20 years for the purchase of a primary residence.
Each loan is secured through the vested balance in the participant’s Plan account. If a participant defaults on his or her loan by failing to make timely repayments, the outstanding principal and interest due on the loan is treated as a deemed distribution and reported as a taxable distribution to the participant as soon as administratively practicable in the year of default. If the participant has an outstanding loan and takes a distribution of his or her Plan benefit, the outstanding principal and interest due on the loan is deducted from the account balance before an amount is distributed to the participant.
A participant applying for a loan through the Plan will be charged a $50 loan application fee. The loan application fee is nonrefundable and will be used to offset the administrative expenses associated with the loan. The fee will be deducted from the participant’s Plan account at the time his or her loan request is processed.

(k)
Withdrawals
Prior to termination of employment, a participant may withdraw, subject to the Plan’s notice requirements, all or a portion of the vested value of his or her participant account if the participant has attained age 59½ or becomes totally and permanently disabled, or a certain portion of the value of his or her participant account in the event of demonstrated financial hardship, subject to the Plan’s provisions. Withdrawals to which a participant is entitled are the amounts that can be provided by the contributions and income thereon (including net realized and unrealized investment gains and losses) allocated to each participant’s account, less allocated expenses. Withdrawals from the Citigroup Common Stock Fund may be paid in either shares of common stock or cash at the discretion of the participant, with the exception of a hardship withdrawal, which must be paid in cash. Fractional shares and withdrawals from other funds are paid in cash.



9

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


(l)
Distributions
A participant, after leaving the Company, can have the total of his or her vested account distributed in accordance with the provisions of the Plan.
If the value of a participant’s account 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. Distributions from the Citigroup Common Stock Fund may be paid in either shares of common stock or cash at the discretion of the participant. Fractional shares and distributions from other funds are paid in cash.
(2)
Summary of Significant Accounting Policies
(a)
Basis of Accounting
The accompanying financial statements have been prepared under the accrual basis of accounting.
(b)
Use of Estimates
The preparation of the financial statements in conformity with U.S. generally accepted accounting principles (GAAP) requires the Plan’s management to make estimates and assumptions that affect the reported amounts of assets and liabilities, changes therein, and disclosure of contingent assets and liabilities at the date the financial statements are prepared. Actual results could differ from those estimates and assumptions. Significant estimates inherent in the preparation of the financial statements include the fair value of investments.
(c)
Investment Valuation and Income Recognition
Investments held by the Plan are generally stated at fair value with the exception of fully benefit-responsive investment contracts, which according to GAAP are stated at contract value.
Cash equivalents and short-term investments are valued at cost, which approximates fair value.
Equity investments traded on national securities exchanges are valued at their closing market prices. When no trades are reported, they are valued at the most recent bid quotation; securities traded in the 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.
Mutual funds are valued at the net asset value (NAV) reported in the active market where the fund is traded on a daily basis.
Collective trust funds are valued based on NAV. In 2016, these investments were re-evaluated and determined to have readily determinable fair values as compared to being valued at fair value using

10

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


NAV as a practical expedient. Participant‑directed redemptions from these collective trust funds generally can be made daily, subject to a Plan imposed 7‑day minimum holding period on investments (other than BNY Mellon Stable Value Fund related investments which have a longer holding period). There were no unfunded commitments as of December 31, 2017.
Purchases and sales of investments are recorded on a trade-date basis. Securities purchased or sold near year-end may result in payments on these securities not being made or received until after the Plan’s year-end. The amounts of such payments are recorded as payables or receivables as of year-end in the statements of net assets available for benefits. Interest income is recorded as earned on the accrual basis. Dividend income is recorded on the ex-dividend date.

(d)
Fair Value of Other Assets and Liabilities
The carrying value of other assets and liabilities approximates fair value because of the short-term nature of these items.
(e)
Payment of Benefits
Benefits are recorded when paid.
(3)
Guaranteed Investment Contracts
The Plan’s BNY Mellon Stable Value Fund (Fund) is a custom investment vehicle that invests in fully benefit‑responsive investment contracts, including traditional GICs, synthetic GICs and separate account GICs issued by insurance companies.
Traditional GICs are investment contracts backed by the general assets of the issuer. The issuer agrees to provide the Fund with a guaranteed interest rate on the Fund’s investment for a specified period of time. Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value. Contract value represents contributions made under the contract, plus earnings, less participant withdrawals and administrative expenses. At December 31, 2017 and 2016, the Plan did not have any traditional GICs.
Synthetic GICs consist of two parts: underlying investments, generally fixed-income-related securities owned directly by the Plan and a “wrapper” contract purchased from an insurance company. The wrapper contract guarantees full payment of principal and interest. The wrapper contracts are obligated to provide an interest crediting rate of not less than zero. The wrapper contract amortizes the realized and unrealized gains and losses on the underlying fixed income investments, typically over the duration of the investments, through adjustments to the future interest crediting rate. These investments are credited with earnings on the underlying investments and charged for participant withdrawals and administrative expenses. Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value.
Separate account GICs are investment contracts in a segregated account backed by the general assets of the issuer for the benefit of the investors. The total return of the segregated account assets supports the separate account GICs return. The credited rate on this product will reset periodically and it will have an interest rate of not less than zero. During 2017, the Plan disposed of its separate account GICs.
There are no reserves against contract value for credit risk of the contract issuers or otherwise.
An investment contract is considered fully benefit‑responsive if all of the following criteria are met:
•
The investment contract is between the Fund and the issuer and the contract cannot be sold or assigned.
•
The contract issuer must be obligated to repay principal and interest to participants in the Fund or provide prospective crediting rate adjustments that cannot result in an interest crediting rate less than zero.
•
All permitted participant‑initiated transactions occur at contract value, without limitations.
•
An event that limits the ability of the participant to transact at contract value is not probable.
•
The Fund must allow participants reasonable access to their funds.
The Plan’s management has concluded that the GICs are fully benefit‑responsive investment contracts and has reported such contracts at contract value as shown in the table below:
 
2017
 
2016
Investments in fully benefit-responsive investment contracts, at contract value:
 
 
 
Separate account GICS
$
—

 
$
303,419

Synthetic GICs
1,887,361

 
1,632,793

Investments in fully benefit-responsive investment contracts, at contract value

$
1,887,361

 
$
1,936,212


11

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


In addition, the Fund owns units of the State Street Short‑Term Investment Fund, which serves as the Fund’s short‑term liquidity vehicle, included in the fair value hierarchy table in cash equivalents and short-term investments.
(4)
Fair Value Measurements
FASB Accounting Standards Codification (ASC) 820, Fair Value Measurement, provides a framework for measuring fair value, which provides a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are described below:
•
Level 1 – Quoted prices for identical instruments in active markets.
•
Level 2 – Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model‑derived valuations in which all significant inputs and significant value drivers are observable in active markets.
•
Level 3 – Valuations derived from valuation techniques in which one or more significant inputs or significant value drivers are unobservable.
This hierarchy requires the Plan’s management to use observable market data, when available, and to minimize the use of unobservable inputs when determining fair value. As required by ASC 820, assets are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
The methods described above may produce a fair value measurement that may not be indicative of net realizable value or reflective of future fair values. Furthermore, while the Plan believes its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in a different fair value measurement at the reporting date.
The table below categorizes the Plan’s investments by level within the fair value hierarchy as of December 31, 2017.

12

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


 
December 31, 2017
 
Level 1
 
Level 2
 
Total
Investments, at fair value:
 
 
 
 
 
Cash equivalents and short-term investments
$
1,592

 
$
99,542

 
$
101,134

Collective trust funds
—

 
27,279,718

 
27,279,718

U.S. equities
2,376,887

 
—

 
2,376,887

Non-U.S. equities
1,197,351

 
—

 
1,197,351

Mutual funds
2,789,389

 
—

 
2,789,389

Investments, at fair value
$
6,365,219

 
$
27,379,260

 
$
33,744,479

The table below categorizes the Plan’s investments by level within the fair value hierarchy as of December 31, 2016.
 
December 31, 2016
 
Level 1
 
Level 2
 
Total
Investments, at fair value:
 
 
 
 
 
Cash equivalents and short-term investments
$
1,814,425

 
$
137,864

 
$
1,952,289

Collective trust funds
—

 
22,298,100

 
22,298,100

U.S. equities
2,133,444

 
—

 
2,133,444

Non-U.S. equities
592,432

 
—

 
592,432

Mutual funds
1,943,144

 
—

 
1,943,144

Investments, at fair value
$
6,483,445

 
$
22,435,964

 
$
28,919,409

Apart from the reclassification of collective trust funds to Level 2 in 2016 which were previously reported as valued using NAV as a practical expedient to conform to ASU 2015-10 noted in Note 2 to the financial statements, there were no transfers or reclassifications of investments between levels within the fair value hierarchy during the years ended December 31, 2017 and 2016, and there were no changes in valuation methodologies used to measure the fair value of the Plan’s investments as of and for the years ended December 31, 2017 and 2016.
(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.
(6)
Risks and Uncertainties
The Plan invests in a variety of investment securities. Investment securities, in general, are exposed to various risks, such as interest rate, credit, foreign exchange and overall market volatility risk. Due to the level of risk associated with certain investment securities, it is reasonable to expect that changes in the values of investment

13

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


securities will occur in the near term and that such changes could materially affect participant account balances and the net assets available for plan benefits.
The Plan’s exposure to a concentration of credit risk is limited by the diversification of investments across participant‑directed fund elections and one election that is closed to new contributions. Additionally, the investments within each investment fund option are further diversified into varied financial instruments, with the exception of the Citigroup Common Stock Fund, which primarily invests in the securities of a single issuer. At December 31, 2017 and 2016, approximately 4% 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 $1.5 million and $1.6 million December 31, 2017 and December 31, 2016, respectively.
The Plan held no direct investments through other investment options in the Company’s common stock at December 31, 2017 and 2016. In 2017 and 2016, the Company paid $23,067 and $11,363, respectively, to the participants for dividends on common stocks held directly.
The Plan had no direct investments in State Street Corporation’s common stock at December 31, 2017 and 2016.
Certain Plan investments are shares of collective trust funds managed by State Street Corporation amounting to $22.6 million and $18.8 million at December 31, 2017 and December 31, 2016, respectively.
At December 31, 2017 and 2016, the Plan held $99,296 and $137,864, respectively, of the Bank of New York Mellon Short-Term Investment Fund, State Street Bank & Trust Co Short‑Term Investment Fund, State Street Bank & Trust Co. Government Short‑Term Investment Fund and State Street (US Dollar) Fund. At December 31, 2017 and 2016, the Plan also held through synthetic GICs $1,038 and $203, respectively, in Bank of New York Mellon corporate bonds, Bank of New York Mellon Short-Term Investment Fund and State Street corporate bonds.
These transactions qualify as exempt party‑in‑interest transactions.
(8)
Tax Status
The Puerto Rico Department of 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 Puerto Rico Department of 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 Puerto Rico Department of 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 Puerto Rico Department of Treasury determined and informed the Plan that Amendment 5 to the Plan meets the applicable requirements of the PRIRC. On March 27, 2018, the Plan applied to the taxing authority for a determination that Amendment 6 to the Plan meets the

14

CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Notes to Financial Statements
December 31, 2017 and 2016


applicable requirements of PRIRC. Although the Plan has been amended since receiving the September 12, 2014 determination letter, the Plan’s management and the Plan’s legal counsel believe that the Plan, as amended, continues to be qualified as tax‑exempt and continues to operate in compliance with the applicable requirements of the 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, 2017 and 2016, there are no uncertain positions taken or expected to be taken that would require recognition of a liability (or asset) or disclosure in the financial statements.
The Plan is subject to audits by taxing jurisdictions; however, there are currently no audits for any open tax periods in progress. The Company believes the Plan is no longer subject to tax examination for years prior to 2014.
(9)
Plan Termination
Although it has not expressed any intention to do so, the Plan Sponsor has the right under the Plan to amend or discontinue its contributions at any time and to amend or terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, either full or partial, all amounts credited to the impacted participants’ accounts will become 100% vested and, therefore, will not be subject to forfeiture.
(10)
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, 2017 and 2016:
 
 
2017
 
2016
Net assets available for benefits per the financial statements
$
38,179,754

 
$
33,335,770

Adjustment from contract value to fair value for fully benefit-responsive investment contracts
3,871

 
11,330

Net assets available for benefits per the Form 5500
$
38,183,625

 
$
33,347,100

 
 
 
 
Net increase in net assets available for benefits per the financial statements
$
4,843,984

 
$
2,870,395

Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts
(11,330
)
 
(27,313
)
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts
3,871

 
11,330

Net increase in net assets per Form 5500
$
4,836,525

 
$
2,854,412



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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
 
 
 
 
 
 
 
Cash equivalents and short-term investments:
 
 
 
 
 
 
Australian Dollar
 
 
51

 
$
40

 
Brazilian Real
 
 
367

 
128

 
Canadian Dollar
 
 
43

 
34

 
Cash Collateral Held At Rbs
 
 
(137
)
 
(137
)
*
Collective US Gov't STIF 12
1.18
%
 
108

 
108

*
Collective US Gov't STIF 15
1.23
%
 
98,687

 
99,188

 
Danish Krone
 
 
37

 
6

 
Euro Currency
 
 
285

 
345

 
Great British Pound Overdrawn
 
 
(7,859
)
 
(10,630
)
 
Hong Kong Dollar
 
 
53

 
158

 
Hungarian Forint
 
 
880

 
4

 
Indonesian Rupiah
 
 
1,639,620

 
121

 
Japanese Yen Overdrawn
 
 
(279,635
)
 
(2,483
)
 
Mexican Peso
 
 
10

 
1

 
New Taiwan Dollar Overdrawn
 
 
(3
)
 
(369
)
 
New Turkish Lira
 
 
20

 
5

 
New Zealand Dollar
 
 
26

 
19

 
Philippine Peso
 
 
6,319

 
126

 
South African Rand Overdrawn
 
 
(37,164
)
 
(3,002
)
 
South Korean Won
 
 
540,373

 
505

 
Swedish Krona Overdrawn
 
 
(34
)
 
(4
)
 
Taiwan Dollar
 
 
12,331

 
414

 
Thailand Baht
 
 
493

 
1,039


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
U.S. Dollar
 
 
15,518

 
15,518

 
Total cash equivalents and short-term investments
 
 
 
 
101,134

 
 
 
 
 
 
 
 
Collective trust funds:
 
 
 
 
 
 
BFA Lifepath Index 2020 Fund
 
 
5,254

 
105,143

 
BFA Lifepath Index 2025 Fund
 
 
17,252

 
335,517

 
BFA Lifepath Index 2030 Fund
 
 
21,845

 
466,160

 
BFA Lifepath Index 2035 Fund
 
 
24,517

 
498,132

 
BFA Lifepath Index 2040 Fund
 
 
52,611

 
1,173,573

 
BFA Lifepath Index 2045 Fund
 
 
45,762

 
950,840

 
BFA Lifepath Index 2050 Fund
 
 
21,188

 
361,722

 
BFA Lifepath Index 2055 Fund
 
 
2,346

 
52,006

 
BFA Lifepath Index Retirement
 
 
9,931

 
194,022

 
Schroder Collective Invt Trust
 
 
33,014

 
388,368

*
SSgA Emg Mkts Indx NL SF CL A
 
 
29,379

 
985,829

*
SSgA Bloomberg Roll Select Commodity Index
 
 
7,032

 
52,388

*
SSgA Intl Indx SL SF CL I
 
 
152,776

 
4,508,593

*
SSgA Russell All Cap (R) Indx SL SF CL I
 
 
68,650

 
3,482,005

*
SSgA Russell Small Cap (R) Indx SL SF CL I
 
 
13,435

 
802,213

*
SSGA S&P 400 Mid Cap Fund
 
 
36,082

 
2,854,156

*
SSgA S&P 500 (R) Indx SL SF CL I
 
 
11,460

 
7,381,850

*
Ssga U S Inflation Protected B
 
 
11,950

 
189,177

*
U.S. Diversified Bond BL SF CL A
 
 
210,843

 
2,299,661

 
Wellington CIF II Citigroup Emerging Markets Debt Portfolio
 
 
14,532

 
198,363


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
       Total collective trust funds
 
 
 
 
27,279,718

 
 
 
 
 
 
 
 
Mutual funds:
 
 
 
 
 
 
BlackRock Cash Funds: Treasury
 
 
1,572,618

 
1,572,618

 
BlackRock High Yield Portfolio Fund
 
 
19,672

 
153,642

 
DFA Emerging Markets Portfolio
 
 
8,239

 
239,991

 
Dodge & Cox International Stock Fund
 
 
8,290

 
383,987

 
Ishares Msci India Small Cap
 
 
440

 
23,083

 
Legg Mason Bw Global Opportunities
 
 
15,363

 
166,073

 
Prudential High Yield Fund
 
 
13,866

 
76,542

 
T Rowe Price International Discovery Fund
 
 
17,041

 
153,375

 
Wisdom Tree India Earnings Fund
 
 
721

 
20,078

 
       Total mutual funds
 
 
 
 
2,789,389

 
 
 
 
 
 
 
 
Non-U.S. equities:
 
 
 
 
 
 
3Sbio Inc
 
 
743

 
1,457

 
58.Com Inc
 
 
28

 
1,975

 
Aalberts Industries
 
 
31

 
1,584

 
Abcam Plc
 
 
270

 
3,849

 
Accton Technology Corp
 
 
181

 
643

 
Acerinox Sa
 
 
85

 
1,211

 
Adidas Ag
 
 
40

 
7,932

 
Ado Properties Sa
 
 
18

 
931

 
Advanced Process Systems Corp
 
 
29

 
946


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Aedas Homes Sau
 
 
48

 
1,757

 
Afreecatv Co Ltd
 
 
33

 
597

 
Ahlsell Ab
 
 
215

 
1,384

 
Aia Group Ltd
 
 
1,591

 
13,564

 
Air Arabia Pjsc
 
 
2,785

 
940

 
Air Liquide Sa
 
 
45

 
5,632

 
Air Water Inc
 
 
54

 
1,146

 
Airports Of Thailand Pcl
 
 
1,849

 
3,859

 
Aixtron Se
 
 
221

 
3,069

 
Alfa Financial Software Holdin
 
 
212

 
1,536

 
Als Ltd
 
 
218

 
1,189

 
Alsea Sab
 
 
197

 
647

 
Altus Group Ltd
 
 
55

 
1,627

 
Amadeus It Group
 
 
48

 
3,803

 
Ambu A/S
 
 
27

 
2,432

 
Amplifon Spa
 
 
118

 
1,825

 
Anheuser-Busch Inbev Sa/Nv
 
 
48

 
5,354

 
Ap Moller - Maersk A/S
 
 
2

 
4,048

 
Aruhi Corp
 
 
73

 
859

 
Ascential Plc
 
 
678

 
3,533

 
Assa Abloy Ab
 
 
301

 
6,255

 
Atlas Copco Ab
 
 
270

 
11,683

 
Aumann Ag
 
 
13

 
1,014

 
Avanza bank Holding
 
 
28

 
1,197


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Axiare Patrimonio Socimi Sa Reit
 
 
147

 
3,250

 
Ayala Land Inc
 
 
1,408

 
1,258

 
B3 Sa - Brasil Bolsa Balcao
 
 
364

 
2,499

 
Baic Motor Corp Ltd
 
 
3,127

 
4,072

 
Bakkavor Group Plc
 
 
570

 
1,486

 
Banca Generali Spa
 
 
40

 
1,320

 
Banco Del Bajio Sa
 
 
1,647

 
3,020

 
Bank Negara Indonesia Perser
 
 
2,296

 
1,675

 
Bank Of The Ryukyus Ltd
 
 
58

 
878

 
Bank Rakyat Indonesia Perser
 
 
10,049

 
2,696

 
Bankia Sa
 
 
183

 
877

 
Baozun Inc
 
 
69

 
2,177

 
Baron De Ley
 
 
4

 
555

 
BB Seguridade Participacoes
 
 
446

 
3,834

 
BDO Unibank Inc
 
 
421

 
1,383

 
Beauty Community Pcl
 
 
1,488

 
950

 
Bhp Billiton Plc
 
 
377

 
7,757

 
Bim Birlesik Magazalar As
 
 
42

 
875

 
Biomerieux
 
 
4

 
366

 
Biotoscana Investments Sa
 
 
255

 
1,585

 
Bnk Financial Group Inc
 
 
577

 
5,073

 
BR Malls Participacoes
 
 
263

 
1,008

 
Brasil Brokers Participacoes
 
 
432

 
128

 
Brenntag Ag
 
 
20

 
1,275


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Bridgestone Corp
 
 
69

 
3,196

 
British American Tobacco Plc
 
 
131

 
8,883

 
Brunello Cucinelli
 
 
29

 
928

 
Bt Group Plc
 
 
653

 
2,400

 
BT Investment management Ltd
 
 
144

 
1,271

 
Byd Co Ltd
 
 
111

 
966

 
Cae Inc
 
 
61

 
1,138

 
Cairn Homes Plc
 
 
575

 
1,350

 
Caltex Australia Ltd
 
 
83

 
2,221

 
Camil Alimentos Sa
 
 
862

 
2,035

 
Canadian National Railway Co
 
 
38

 
3,156

 
Capcom Co Ltd
 
 
19

 
594

 
Capgemini Se
 
 
63

 
7,443

 
Capitec Bank Holdings Ltd
 
 
28

 
2,451

 
Carlsberg A/S
 
 
43

 
5,123

 
Central Pattana Pub Co
 
 
467

 
1,221

 
Chailease Holding Co Ltd
 
 
402

 
1,171

 
China Communications Construct
 
 
1,890

 
2,147

 
China Construction Bank Corp
 
 
10,283

 
9,471

 
China Lodging Group Ltd
 
 
17

 
2,437

 
China Molybdenum Co Ltd
 
 
1,182

 
758

 
China Pacific Insurance
 
 
2,241

 
10,765

 
Chow Sang Sang Holdings Intern
 
 
386

 
932

 
Chr Hansen Holding A/S
 
 
122

 
11,442


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Chroma Ate Inc
 
 
153

 
834

 
Cia De Saneamento Basico Do Es
 
 
285

 
2,945

 
Cia De Saneamento Do Parana
 
 
360

 
6,508

 
CIE Automotive Sa
 
 
38

 
1,113

 
Cie Generale Des Etablissement
 
 
39

 
5,559

 
Cielo Sa
 
 
633

 
4,487

 
Cineworld Group Plc
 
 
148

 
1,205

 
Clicks Group Ltd
 
 
127

 
1,854

 
Cochlear Ltd
 
 
15

 
1,962

 
Coloplast A/S
 
 
74

 
5,905

 
Compass Group Plc
 
 
617

 
13,351

 
Computer Modelling Group Ltd
 
 
33

 
255

 
Concentric
 
 
41

 
751

 
CP All Pcl
 
 
1,042

 
2,462

 
Csl Ltd
 
 
155

 
17,162

 
CSPC Pharmaceutical Group
 
 
1,608

 
3,245

 
Daio Paper Corp
 
 
106

 
1,408

 
Daiwa House Industry Co Ltd
 
 
218

 
8,360

 
Dbs Group Holdings Ltd
 
 
291

 
5,404

 
DCC Plc
 
 
19

 
1,877

 
Denka Co Ltd
 
 
42

 
1,668

 
Descartes Systems
 
 
43

 
1,234

 
Diageo Plc
 
 
143

 
5,272

 
Dic Corp
 
 
36

 
1,351


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Dirtt Environmental Solution
 
 
290

 
1,562

 
Disco Corp
 
 
7

 
1,477

 
Dixons Carphone Plc
 
 
259

 
697

 
Dksh Holding
 
 
19

 
1,622

 
Dollarama Inc
 
 
64

 
8,010

 
Dometic Group
 
 
135

 
1,380

 
Don Quijote Holdings Co Ltd
 
 
167

 
8,710

 
Dp World Ltd
 
 
281

 
9,520

 
Dufry Ag Reg
 
 
12

 
1,832

 
Duzonbizon Co Ltd
 
 
37

 
1,146

 
E.Sun Financial Holding Co
 
 
1,076

 
683

 
Ebiquity Plc
 
 
262

 
377

 
Edenred
 
 
39

 
1,135

 
Edita Food Industries
 
 
84

 
453

 
Eiken Chemical Co Ltd
 
 
36

 
1,727

 
Electric Power Development
 
 
55

 
1,487

 
Elekta Ab
 
 
198

 
1,637

 
Elite Material Co Ltd
 
 
613

 
2,090

 
Essilor International Cie Gene
 
 
65

 
9,039

 
Eurofins Scientific
 
 
3

 
2,021

 
Experian Plc
 
 
610

 
13,504

 
Ezaki Glico Co Ltd
 
 
14

 
707

 
Fairfax India Holdings Corp
 
 
291

 
4,370

 
Ferguson Plc
 
 
94

 
6,766


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Ferrari Nv
 
 
74

 
7,795

 
Finecobank Spa
 
 
187

 
1,921

 
Firstrand Ltd
 
 
333

 
1,810

 
Fisher & Paykel Healthcare
 
 
293

 
2,995

 
Flybe Group Plc
 
 
623

 
265

 
Fresh Del Monte Produce Inc
 
 
31

 
1,757

 
Fufeng Group Ltd
 
 
1,785

 
1,165

 
Fujitec Co Ltd
 
 
149

 
2,150

 
Fujitsu General Ltd
 
 
92

 
2,027

 
Fukuoka Financial Group Inc
 
 
308

 
1,729

 
Geely Automobile Holdings
 
 
1,094

 
3,793

 
Genus Plc
 
 
34

 
1,181

 
Georgia Healthcare Group Plc
 
 
252

 
1,209

 
Gima Tt Spa
 
 
56

 
1,125

 
Global Unichip Corp
 
 
85

 
726

 
Globalwafers Co Ltd
 
 
85

 
1,132

 
Grifols Sa
 
 
58

 
1,619

 
Grupo Aeroport Del Pacific
 
 
64

 
658

 
Haier Electronics Group Co
 
 
603

 
1,651

 
Haitian International Holdings
 
 
186

 
559

 
Halfords Group Plc
 
 
125

 
592

 
Hana Financial Group
 
 
181

 
8,443

 
Hanssem Co Ltd
 
 
7

 
1,135

 
Hanwa Co Ltd
 
 
39

 
1,814


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Hermes International
 
 
16

 
8,693

 
Hikari Tsushin Inc
 
 
14

 
1,973

 
His Co Ltd
 
 
25

 
913

 
Hitachi Metals Ltd
 
 
89

 
1,280

 
Hiwin Technologies Corp
 
 
136

 
1,474

 
Horiba Ltd
 
 
22

 
1,336

 
Hoshino Resorts Reit Inc
 
 
1

 
1,684

 
Howden Joinery Group Plc
 
 
706

 
4,457

 
Hugel Inc
 
 
1

 
594

 
Huhtamaki Oyj
 
 
28

 
1,195

 
Huntsworth Plc
 
 
416

 
457

 
Ibstock Plc
 
 
469

 
1,693

 
Idec Corp
 
 
19

 
460

 
Iguatemi Emp De Shopping
 
 
97

 
1,152

 
Imcd Group
 
 
28

 
1,758

 
Indorama Ventures Pcl
 
 
486

 
795

 
Industria De Diseno Textil Sa
 
 
130

 
4,517

 
Integrated Diagnostics Holding
 
 
218

 
1,013

 
Intermediate Capital Group
 
 
156

 
2,411

 
Intertrust
 
 
52

 
982

 
Investec Plc
 
 
248

 
1,797

 
Inwido Ab
 
 
52

 
532

 
Iochpe Maxion Sa
 
 
111

 
769

 
IP Group Plc
 
 
425

 
818


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
IQE Plc
 
 
2,126

 
3,941

 
Irb Brasil Resseguros S/A
 
 
227

 
2,324

 
Isuzu Motors Ltd
 
 
295

 
4,942

 
Itau Unibanco Holding
 
 
177

 
2,274

 
Ivanhoe Mines Ltd
 
 
344

 
1,163

 
Japan Securities Finance Co
 
 
110

 
625

 
Jollibee Foods Corp
 
 
109

 
554

 
Julius Baer Group Ltd
 
 
69

 
4,238

 
Jumbo Sa
 
 
29

 
526

 
Just Eat Plc
 
 
261

 
2,759

 
Kakaku.Com Inc
 
 
82

 
1,395

 
Kao Corp
 
 
51

 
3,418

 
Kasikornbank Pcl
 
 
553

 
4,053

 
Kbc Group Nv
 
 
36

 
3,070

 
Kddi Corp
 
 
138

 
3,437

 
Kendrion
 
 
22

 
1,046

 
Keyence Corp
 
 
29

 
16,024

 
Keywords Studios Plc
 
 
67

 
1,453

 
King Slide Works Co Ltd
 
 
309

 
4,160

 
King Yuan Electronics Co Ltd
 
 
2,815

 
2,861

 
Koito Manufacturing Co Ltd
 
 
26

 
1,824

 
Konecranes Oyj
 
 
23

 
1,046

 
Koninklijke Volkerwessels Nv
 
 
40

 
1,126

 
Korea Zinc Co Ltd
 
 
10

 
4,558


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Korean Reinsurance Co
 
 
309

 
3,170

 
Kusuri No Aoki Holdings Co Ltd
 
 
7

 
375

 
Laboratorios Farmaceuticos
 
 
54

 
1,008

 
Leeno Industrial Inc
 
 
15

 
830

 
LG Corp
 
 
50

 
3,011

 
Lindab International
 
 
107

 
889

 
Livanova Plc
 
 
19

 
1,500

 
Localiza Rent A Car
 
 
203

 
1,348

 
Lojas Renner S.A.
 
 
221

 
2,368

 
Longfor Properties Co Ltd
 
 
1,490

 
3,731

 
Lonking Holdings Ltd
 
 
4,046

 
1,775

 
Luthai Textile Co Ltd
 
 
806

 
876

 
Luxottica Group Spa
 
 
117

 
7,200

 
Lvmh Moet Hennessy Louis Vuitt
 
 
45

 
13,201

 
Mabuchi Motor Co Ltd
 
 
18

 
974

 
Macq Bk-Cw19 China Jushi C
 
 
1,288

 
3,222

 
Macquarie Bank Ltd
 
 
3,582

 
3,777

 
Magazine Luiza Sa
 
 
33

 
807

 
Mail.Ru Group
 
 
120

 
3,472

 
Majestic Wine Plc
 
 
182

 
1,103

 
Makita Corp
 
 
128

 
5,386

 
Marcopolo Sa
 
 
1,608

 
1,933

 
Mayora Indah
 
 
6,348

 
945

 
Megafon Pjsc
 
 
215

 
1,919


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Metawater Co Ltd
 
 
45

 
1,169

 
Minor International Pcl
 
 
446

 
598

 
Minth Group Ltd
 
 
202

 
1,221

 
Miraca Holdings Inc
 
 
17

 
736

 
Mitsui Fudosan Logistics Par Reit
 
 
1

 
925

 
Miura Co Ltd
 
 
46

 
1,237

 
Mmg Ltd
 
 
1,455

 
722

 
Moncler Spa
 
 
45

 
1,407

 
Mondi Plc
 
 
114

 
2,975

 
Mori Hills Reit Investment
 
 
1

 
821

 
Mr Price Group Ltd
 
 
255

 
5,043

 
Muangthai Leasing Pcl
 
 
628

 
746

 
Musashi Seimitsu Industry Co
 
 
60

 
1,923

 
Myob Group Ltd
 
 
417

 
1,180

 
Nabtesco Corp
 
 
39

 
1,504

 
Nakanishi Inc
 
 
11

 
598

 
Nanya Technology Corp
 
 
315

 
805

 
Naspers Ltd
 
 
87

 
24,133

 
National Bank Of Canada
 
 
101

 
5,044

 
Nedbank Group Ltd
 
 
210

 
4,352

 
Nestle Sa
 
 
161

 
13,832

 
Ngk Spark Plug Co Ltd
 
 
60

 
1,456

 
Nien Made Enterprise Co Ltd
 
 
320

 
3,421

 
Nifco Inc
 
 
28

 
1,946


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Nikkiso Co Ltd
 
 
99

 
1,081

 
Nippon Ceramic Co Ltd
 
 
44

 
1,125

 
Nippon Seiki Co Ltd
 
 
98

 
2,104

 
Nippon Soda Co Ltd
 
 
249

 
1,661

 
Nmc Health Plc
 
 
32

 
1,266

 
Nof Corp
 
 
53

 
1,417

 
Nordea Bank Ab
 
 
408

 
4,946

 
Norma Group
 
 
28

 
1,905

 
Novartis Ag
 
 
121

 
10,206

 
Novozymes A/S
 
 
187

 
10,701

 
Obara Group Inc
 
 
37

 
2,556

 
Oci Nv
 
 
184

 
4,629

 
Odontoprev Sa
 
 
185

 
888

 
Oriflame Holding
 
 
26

 
1,079

 
Osstem Implant Co Ltd
 
 
24

 
1,319

 
OTP Bank Plc
 
 
41

 
1,692

 
Oxford Instruments Plc
 
 
91

 
1,042

 
Pacific Textiles Holdings
 
 
834

 
880

 
Paddy Power Betfair Plc
 
 
16

 
1,899

 
Pakuwon Jati Tbk Pt
 
 
38,831

 
1,960

 
Paltac Corporation
 
 
55

 
2,504

 
Parade Technologies Ltd
 
 
30

 
595

 
Paysafe Group Plc
 
 
263

 
2,096

 
Pembangunan Perumahan Perser
 
 
17,951

 
3,493


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Ping An Insurance Group Co
 
 
1,062

 
11,052

 
Playtech Plc
 
 
319

 
3,715

 
Press Kogyo Co Ltd
 
 
317

 
1,924

 
Prosegur Comp Seguridad
 
 
124

 
976

 
Prudential Plc
 
 
633

 
16,330

 
Quintis Ltd
 
 
481

 
120

 
Raia Drogasil Sa
 
 
384

 
10,616

 
Rathbone Brothers Plc
 
 
20

 
700

 
Reckitt Benckiser Group Plc
 
 
150

 
14,006

 
Red Electrica Corp Sa
 
 
209

 
4,704

 
Relx Plc
 
 
266

 
6,265

 
Renishaw Plc
 
 
16

 
1,147

 
Rexel Sa
 
 
45

 
815

 
Robinsons Retail Holdings Inc
 
 
65

 
124

 
Round One Corp
 
 
62

 
1,039

 
Royal Dutch Shell Plc
 
 
293

 
9,834

 
S & T Motiv Co Ltd
 
 
14

 
605

 
Safaricom Plc
 
 
3,125

 
810

 
Safran Sa
 
 
37

 
3,802

 
Sakata Inx Corp
 
 
58

 
921

 
Sakata Seed Corp
 
 
31

 
1,078

 
Sampo Oyj
 
 
85

 
4,655

 
Samsung Biologics Co Ltd
 
 
4

 
1,240

 
Samsung Electronics
 
 
4

 
7,621


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Samsung Electronics Co Ltd
 
 
14

 
34,745

 
Sanwa Holdings Corp
 
 
175

 
2,414

 
Sap Se
 
 
72

 
8,056

 
Savills Plc
 
 
79

 
1,055

 
Scout24 Ag
 
 
49

 
1,989

 
Security Bank Corp
 
 
113

 
568

 
Seoul Semiconductor Co Ltd
 
 
24

 
617

 
Seven Generations Energy
 
 
65

 
916

 
Sfs Group Ag
 
 
5

 
593

 
Sg Holdings Co Ltd
 
 
71

 
1,435

 
Shanghai Fosun Pharmaceutical
 
 
160

 
1,027

 
Shin-Etsu Chemical Co Ltd
 
 
37

 
3,729

 
Shire Plc
 
 
139

 
7,330

 
Shop Apotheke Europe
 
 
18

 
990

 
Shopify Inc
 
 
22

 
2,279

 
Sika Ag
 
 
1

 
8,003

 
Silergy Corp
 
 
33

 
750

 
Sino Biopharmaceutical
 
 
1,830

 
3,245

 
Sinopec Engineering Group Co L
 
 
202

 
191

 
Sinotrans Ltd
 
 
2,499

 
1,224

 
Sitc International holdings
 
 
1,503

 
1,485

 
Sk Hynix Inc
 
 
41

 
2,908

 
SLM Corp
 
 
986

 
6,927

 
Smartone Telecommunications
 
 
421

 
508


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Smcp Sa
 
 
44

 
1,008

 
Smiles Fidelidade Sa
 
 
15

 
343

 
Sony Corp
 
 
109

 
4,902

 
Spie Sa
 
 
64

 
1,663

 
Spin Master Corp
 
 
42

 
1,794

 
Spirax Sarco Engineering Plc
 
 
15

 
1,121

 
Stanley Electric Co Ltd
 
 
28

 
1,139

 
Statoil Asa
 
 
251

 
5,382

 
Sumco Corp
 
 
114

 
2,917

 
Sumitomo Mitsui Financial Grou
 
 
121

 
5,223

 
Sumitomo Seika Chemicals Co
 
 
26

 
1,441

 
Suncor Energy Inc
 
 
158

 
5,835

 
Sunny Optical Tech
 
 
90

 
1,154

 
Surya Citra Media
 
 
1,766

 
322

 
Sysmex Corp
 
 
105

 
8,233

 
Takeaway.Com Holding
 
 
36

 
2,217

 
Tal Education Group
 
 
72

 
2,126

 
Tarkett
 
 
32

 
1,334

 
Tecan Group
 
 
11

 
2,285

 
Ted Baker Plc
 
 
28

 
1,036

 
Tele Columbus
 
 
149

 
1,660

 
Telenor Asa
 
 
226

 
4,866

 
Temp Holdings Co Ltd
 
 
72

 
1,810

 
Tencent Holdings Ltd
 
 
722

 
37,504


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Tenneco Inc
 
 
164

 
2,588

 
Terveystalo Oyj
 
 
82

 
876

 
Thule Group
 
 
67

 
1,504

 
Tofas Turk Otomobil Fabrika
 
 
80

 
695

 
Tokmanni Group Corp
 
 
88

 
764

 
Tongda Group Holdings Ltd
 
 
8,098

 
2,072

 
Tranmissora Alianca De Unit
 
 
195

 
1,257

 
Travelsky Technology Ltd
 
 
938

 
2,815

 
Turkcell Iletisim Hizmetleri A
 
 
1,600

 
6,532

 
Tyman Plc
 
 
267

 
1,312

 
Unicredit Spa
 
 
112

 
2,104

 
Unilever Indonesia Tbk
 
 
189

 
777

 
Unilever Plc
 
 
109

 
6,092

 
Uni-Select Inc
 
 
30

 
684

 
United Tractors Tbk
 
 
320

 
836

 
Ut Group Co Ltd
 
 
7

 
198

 
Vale Sa
 
 
233

 
2,831

 
Valeo Sa
 
 
43

 
3,226

 
Van Lanschot
 
 
48

 
1,499

 
Varta Ag
 
 
29

 
742

 
Via Varejo Sa
 
 
80

 
589

 
Victrex Plc
 
 
98

 
3,501

 
Vinacapital Vietnam Opportunity
 
 
842

 
3,781

 
Vinci Sa
 
 
77

 
7,899


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Vostok New ventures Ltd
 
 
163

 
1,244

 
Vt Holdings Co Ltd
 
 
192

 
953

 
Walmart De Mexico
 
 
3,750

 
24,832

 
Wandisco Plc
 
 
112

 
867

 
Weg Sa
 
 
131

 
952

 
Win Semiconductors Corp
 
 
107

 
1,015

 
Wirecard Ag
 
 
24

 
2,637

 
Wix.Com Ltd
 
 
21

 
1,198

 
Wolters Kluwer Nv
 
 
126

 
6,603

 
Xaar Plc
 
 
236

 
1,180

 
Xinyi Glass Holdings Ltd
 
 
2,686

 
3,499

 
XXL Asa
 
 
128

 
1,331

 
Yageo Corp
 
 
90

 
1,071

 
Yamaha Corp
 
 
61

 
2,269

 
Yellow Hat Ltd
 
 
42

 
1,262

 
Yoox Net A Porter Group
 
 
125

 
4,367

 
Yougov Plc
 
 
253

 
1,082

 
YY Inc
 
 
32

 
3,602

 
Zhou Hei Ya international
 
 
1,276

 
1,339

 
Zur Rose Group Ag
 
 
7

 
982

 
Jpm -Cw19 Al Rajhi Bank
 
 
229

 
3,917

 
       Total non-U.S. equities
 
 
 
 
1,197,351

 
 
 
 
 
 
 
 
U.S. equities:
 
 
 
 
 

*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
A10 Networks Inc
 
 
3

 
24

 
Aaon Inc
 
 
3

 
112

 
Aaron's Inc
 
 
1

 
53

 
ABM Industries Inc
 
 
9

 
336

 
Acadia Pharmaceuticals Inc
 
 
3

 
83

 
Acadia Realty Trust
 
 
166

 
4,544

 
Acceleron Pharma Inc
 
 
1

 
40

 
Accenture Plc
 
 
101

 
15,401

 
Acco Brands Corp
 
 
29

 
356

 
ACI Worldwide Inc
 
 
120

 
2,717

 
Acorda Therapeutics Inc
 
 
6

 
112

 
Actuant Corp
 
 
19

 
477

 
Acuity Brands Inc
 
 
5

 
800

 
Adams Resources & Energy Inc
 
 
1

 
5

 
Addus Homecare Corp
 
 
1

 
23

 
Adtran Inc
 
 
9

 
170

 
Advanced Disposal Services Inc
 
 
4

 
104

 
Advanced Energy Industries
 
 
8

 
580

 
Advansix Inc
 
 
6

 
258

 
Aegion Corp
 
 
16

 
416

 
Aerie Pharmaceuticals Inc
 
 
2

 
101

 
Aerojet Rocketdyne Holdings In
 
 
6

 
200

 
Agios Pharmaceuticals Inc
 
 
1

 
85

 
Air Lease Corp
 
 
17

 
821


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Air Transport Services Group I
 
 
5

 
109

 
Akebia Therapeutics Inc
 
 
10

 
148

 
Alarm.Com Holdings Inc
 
 
2

 
63

 
Alder Biopharmaceuticals Inc
 
 
1

 
2

 
Alibaba Group Holding
 
 
127

 
21,995

 
Align Technology Inc
 
 
2

 
461

 
Alkermes Plc
 
 
1

 
42

 
Alnylam Pharmaceuticals Inc
 
 
1

 
98

 
Alpha & Omega Semiconductor Lt
 
 
1

 
20

 
AMAG Pharmaceuticals Inc
 
 
1

 
17

 
Amber Road Inc
 
 
2

 
15

 
Amc Networks Inc
 
 
10

 
561

 
Amedisys Inc
 
 
8

 
447

 
American Assets Trust Inc
 
 
195

 
7,463

 
American Campus Communities
 
 
183

 
7,514

 
American Homes 4 Rent
 
 
358

 
7,823

 
American Software Inc
 
 
1

 
2

 
American Vanguard Corp
 
 
3

 
67

 
American Woodmark Corp
 
 
3

 
402

 
Ameris Bancorp
 
 
3

 
132

 
Amicus Therapeutics Inc
 
 
3

 
44

 
Amkor Technology Inc
 
 
5

 
51

 
Amphastar Pharmaceuticals Inc
 
 
1

 
15

 
Anika Therapeutics Inc
 
 
3

 
160


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Anixter International Inc
 
 
4

 
273

 
Anworth Mortgage Asset Corp
 
 
30

 
161

 
Aon Plc
 
 
46

 
6,205

 
Applied Industrial Technologie
 
 
6

 
420

 
Applied Optoelectronics Inc
 
 
45

 
1,710

 
Arc Document Solutions Inc
 
 
7

 
19

 
Arcbest Corp
 
 
1

 
53

 
Ares Commercial Real Estate Reit
 
 
25

 
322

 
Argan Inc
 
 
6

 
281

 
Arris International Plc
 
 
5

 
129

 
Aspen Insurance Holdings Ltd
 
 
60

 
2,438

 
Aspen Technology Inc
 
 
4

 
236

 
Assured Guaranty Ltd
 
 
20

 
689

 
Atkore International Group
 
 
8

 
178

 
Atlantic Capital Bancshares In
 
 
3

 
48

 
Atlas Financial Holdings Inc
 
 
1

 
14

 
Autohome Inc
 
 
12

 
777

 
Avalonbay Communities Inc
 
 
112

 
20,028

 
Axcelis Technologies Inc
 
 
1

 
3

 
Axis Capital Holdings Ltd
 
 
50

 
2,527

 
Azz Inc
 
 
2

 
101

 
Badger Meter Inc
 
 
2

 
85

 
Banco Macro Sa
 
 
32

 
3,669

 
Banco Santander Chile
 
 
66

 
2,080


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Bank Of Nt Butterfield & Son L
 
 
1

 
40

 
Bankunited Inc
 
 
17

 
698

 
Baozun Inc
 
 
18

 
571

 
Barrett Business Svcs Inc
 
 
4

 
249

 
Beacon Roofing Supply Inc
 
 
3

 
189

 
Belden Inc
 
 
10

 
736

 
Bellicum Pharmaceuticals Inc
 
 
1

 
8

 
Berry Global Group Inc
 
 
7

 
398

 
Bid Corp Ltd
 
 
42

 
2,144

 
Big Lots Inc
 
 
3

 
146

 
Biomarin Pharmaceutical Inc
 
 
1

 
42

 
Bio-Rad Laboratories Inc
 
 
2

 
220

 
Biospecifics technologies
 
 
1

 
57

 
Biotelemetry Inc
 
 
5

 
144

 
Bioverativ Inc
 
 
4

 
232

 
BJ's Restaurants Inc
 
 
1

 
38

 
Blackbaud Inc
 
 
4

 
342

 
Blackhawk Network Holdings Inc
 
 
3

 
96

 
Blackstone Mortgage Tru Cl A Reit
 
 
11

 
346

 
Bluebird Bio Inc
 
 
3

 
467

 
Blueprint Medicines Corp
 
 
2

 
144

 
BMC Stock Holdings Inc
 
 
20

 
503

 
Boingo Wireless Inc
 
 
8

 
184

 
Booz Allen Hamilton Holdings
 
 
13

 
491


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Boston Beer Co Inc
 
 
1

 
141

 
Boston Properties Inc
 
 
149

 
19,341

 
Box Inc
 
 
1

 
19

 
Brady Corp
 
 
6

 
228

 
Bridgepoint Education Inc
 
 
5

 
40

 
Bright Horizons Family Solutio
 
 
1

 
66

 
Brinker International Inc
 
 
2

 
68

 
Brink's Co
 
 
4

 
315

 
Broadridge Financial Solutions
 
 
3

 
302

 
Brooks Automation Inc
 
 
31

 
723

 
Bruker Corp
 
 
1

 
2

 
Brunello Cucinelli
 
 
3

 
186

 
Buffalo Wild Wings Inc
 
 
1

 
17

 
Builders Firstsource Inc
 
 
2

 
46

 
Burlington Stores Inc
 
 
4

 
468

 
Bwx Technologies Inc
 
 
5

 
306

 
Cable One Inc
 
 
1

 
294

 
Cabot Corp
 
 
3

 
158

 
Cabot Microelectronics Corp
 
 
2

 
217

 
Cai International Inc
 
 
7

 
195

 
Callidus Software Inc
 
 
1

 
6

 
Cambrex Corp
 
 
14

 
727

 
Camden PropertyTrust
 
 
76

 
6,996

 
Camping World Holdings Inc
 
 
6

 
249


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Canadian Pacific Railway Ltd
 
 
80

 
14,682

 
Cantel Medical Corp
 
 
6

 
602

 
Capella Education Co
 
 
3

 
270

 
Cardiovascular Systems Inc
 
 
1

 
29

 
Cardtronics Plc
 
 
5

 
89

 
Care.Com Inc
 
 
12

 
219

 
Caretrust Reit Inc
 
 
2

 
33

 
Carlisle Cos Inc
 
 
17

 
1,942

 
Carolina Financial Corp
 
 
1

 
16

 
Carrizo Oil & Gas Inc
 
 
6

 
139

 
Carter's Inc
 
 
2

 
240

 
Casella Waste Systems Inc
 
 
10

 
239

 
Casey's General Stores Inc
 
 
3

 
308

 
Cass Information Systems Inc
 
 
2

 
134

 
Catalent Inc
 
 
14

 
579

 
Cavco Industries Inc
 
 
1

 
118

 
Cavium Inc
 
 
3

 
213

 
Cboe Global Markets Inc
 
 
3

 
431

 
Centene Corp
 
 
3

 
302

 
Centerstate Bank Corp
 
 
8

 
201

 
Central Garden and Pet Co
 
 
2

 
83

 
Central Pacific Financial Corp
 
 
3

 
75

 
Century Aluminum Co
 
 
3

 
58

 
Channeladvisor Corp
 
 
8

 
72


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Charles River Laboratories Int
 
 
2

 
262

 
Chart Industries Inc
 
 
1

 
55

 
Charter Financial Corp
 
 
3

 
45

 
Chase Corp
 
 
2

 
196

 
Chatham Lodging Trust Reit
 
 
7

 
158

 
Cheesecake Factory Inc
 
 
2

 
94

 
Chemed Corp
 
 
5

 
1,116

 
Chemocentryx Inc
 
 
8

 
47

 
Children's Place Inc
 
 
2

 
220

 
China Lodging Group Ltd
 
 
26

 
3,795

 
Choice Hotels Intl Inc
 
 
9

 
710

 
Chubb Ltd
 
 
102

 
14,950

 
Churchill Downs Inc
 
 
1

 
308

 
Ciena Corp
 
 
17

 
364

 
Cirrus Logic Inc
 
 
12

 
646

*
Citigroup Inc
 
 
20,714

 
1,541,303

 
Clean Harbors Inc
 
 
1

 
58

 
Clovis Oncology Inc
 
 
5

 
318

 
Coca-Cola Bottling Co Consolid
 
 
1

 
140

 
Coeur Mining Inc
 
 
2

 
13

 
Cognex Corp
 
 
6

 
346

 
Cohen & Steers Inc
 
 
2

 
83

 
Coherent Inc
 
 
4

 
947

 
Columbia Banking System Inc
 
 
9

 
375


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Columbia Sportswear Co
 
 
1

 
48

 
Comfort Systems Usa Inc
 
 
6

 
264

 
Commercial Vehicle Group Inc
 
 
24

 
258

 
Commvault Systems Inc
 
 
6

 
292

 
Continental Building Products
 
 
6

 
177

 
Control4 Corp
 
 
1

 
10

 
Convergys Corp
 
 
10

 
228

 
Cooper Cos Inc
 
 
1

 
165

 
Cooper Standard Holding
 
 
2

 
313

 
Cooper Tire & Rubber Co
 
 
4

 
156

 
Copa Holdings Sa
 
 
11

 
1,436

 
Corcept Therapeutics Inc
 
 
20

 
356

 
Core Laboratories Nv
 
 
82

 
8,969

 
Coresite Realty Corp
 
 
3

 
319

 
Cornerstone Ondemand Inc
 
 
10

 
348

 
Corvel Corp
 
 
8

 
462

 
Costar Group Inc
 
 
1

 
172

 
Cotiviti Holdings Inc
 
 
4

 
114

 
Crane Co
 
 
15

 
1,366

 
Cray Inc
 
 
1

 
29

 
Credicorp Ltd
 
 
9

 
1,771

 
Credit Acceptance Corp
 
 
5

 
1,563

 
Csg Systems International Inc
 
 
2

 
68

 
Csra Inc
 
 
7

 
201


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Csw Industrials Inc
 
 
2

 
71

 
Cubesmart Reit
 
 
327

 
9,456

 
Culp Inc
 
 
1

 
15

 
Curtiss Wright Corp
 
 
4

 
517

 
Cyrusone Inc
 
 
27

 
1,586

 
CYS Investments Inc
 
 
78

 
630

 
Cytokinetics Inc
 
 
4

 
30

 
Cytomx Therapeutics Inc
 
 
4

 
76

 
Daktronics Inc
 
 
3

 
24

 
Dave & Buster Entertainment
 
 
4

 
208

 
Dct Industrial Trust Inc
 
 
3

 
159

 
Dean Foods Co
 
 
1

 
15

 
Deckers Outdoor Corp
 
 
1

 
27

 
Denny's Corp
 
 
13

 
169

 
Depomed Inc
 
 
4

 
35

 
Dermira Inc
 
 
2

 
51

 
Descartes Systems
 
 
4

 
102

 
Despegar.Com Corp
 
 
23

 
620

 
Dexcom Inc
 
 
2

 
112

 
Diamondback Energy Inc
 
 
2

 
264

 
Dick's Sporting Goods Inc
 
 
9

 
245

 
Digital Realty Trust Inc
 
 
153

 
17,376

 
Domino's Pizza Inc
 
 
1

 
262

 
Dorman Products Inc
 
 
1

 
45


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Douglas Dynamics Inc
 
 
3

 
96

 
Douglas Emmett Inc
 
 
127

 
5,224

 
Dril Quip Inc
 
 
9

 
425

 
Dst Systems Inc
 
 
4

 
243

 
Duke Realty Corp
 
 
201

 
5,475

 
Dun & Bradstreet Corp
 
 
1

 
132

 
Dxp Enterprises Inc
 
 
2

 
59

 
E*Trade Financial Corp
 
 
4

 
186

 
Eagle Bancorp Inc
 
 
2

 
115

 
Eagle Materials Inc
 
 
2

 
187

 
Easterly Government Properti
 
 
167

 
3,557

 
Ebro Foods Sa
 
 
63

 
1,441

 
Echostar Corp
 
 
2

 
120

 
Ellie Mae Inc
 
 
1

 
133

 
Emcor Group Inc
 
 
5

 
441

 
Emergent Biosolutions Inc
 
 
6

 
276

 
Empire State Realty Trust
 
 
348

 
7,134

 
Energizer Holdings Inc
 
 
3

 
159

 
Energy Xxi Gulf Coast Inc
 
 
5

 
27

 
Enersys
 
 
14

 
999

 
Engility Holdings Inc
 
 
8

 
225

 
Enpro Industries Inc
 
 
1

 
52

 
Entegris Inc
 
 
1

 
12

 
Enteromedics Inc
 
 
25

 
—


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Entravision Communications Cor
 
 
3

 
19

 
Envestnet Inc
 
 
5

 
191

 
Enzo Biochem Inc
 
 
1

 
7

 
Epam Systems Inc
 
 
4

 
434

 
Eplus Inc
 
 
1

 
33

 
Equinix Inc
 
 
8

 
3,783

 
Equity Bancshares Inc
 
 
2

 
59

 
Equity Lifestyle Properties
 
 
61

 
5,449

 
Equity Residential
 
 
330

 
21,017

 
Essent Group Ltd
 
 
31

 
1,355

 
Esterline Technologies Corp
 
 
1

 
54

 
Euronet Worldwide Inc
 
 
5

 
440

 
Evercore Inc
 
 
4

 
361

 
Everest Re Group Ltd
 
 
8

 
1,820

 
Everi Holdings Inc
 
 
15

 
110

 
Evertec Inc
 
 
6

 
78

 
Exact Sciences Corp
 
 
9

 
490

 
Exelixis Inc
 
 
11

 
357

 
Exlservice Holdings Inc
 
 
3

 
199

 
Exponent Inc
 
 
7

 
467

 
Extended Stay America Inc
 
 
321

 
6,098

 
Exterran Corp
 
 
3

 
89

 
Extraction Oil & Gas Inc
 
 
23

 
323

 
Extreme Networks Inc
 
 
16

 
205


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Factset Research Systems Inc
 
 
1

 
78

 
Fair Isaac Corp
 
 
4

 
626

 
FCB Financial Holdings
 
 
8

 
408

 
Federal Realty Invs Trust
 
 
68

 
9,060

 
Ferro Corp
 
 
19

 
452

 
Ferroglobe R+W Trust Rbr
 
 
50

 
—

 
Ferroglobe Rep & Wrnty Ins Tru Non Transferable Bene Int
 
 
42

 
678

 
Fibrogen Inc
 
 
3

 
112

 
Financial Engines Inc
 
 
1

 
45

 
First Bancorp
 
 
4

 
135

 
First Citizens Bcshs
 
 
1

 
527

 
First Connecticut Bancorp Inc
 
 
3

 
76

 
First Financial Northwest Inc
 
 
1

 
15

 
First Industrial Realty Trust
 
 
7

 
235

 
First Merchants Corp
 
 
6

 
233

 
First Midwest Bancorp Inc
 
 
6

 
150

 
Firstcash Inc
 
 
8

 
535

 
Five9 Inc
 
 
18

 
443

 
Foot Locker Inc
 
 
6

 
278

 
Forest City Realty Trust
 
 
225

 
5,407

 
Fortinet Inc
 
 
3

 
149

 
Forum Energy Technologies Inc
 
 
10

 
159

 
Forward Air Corp
 
 
11

 
607

 
Fox Factory Holding Corp
 
 
2

 
68


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Francescas Holdings Corp
 
 
15

 
107

 
Fresh Del Monte Produce Inc
 
 
4

 
208

 
FTI Consulting Inc
 
 
8

 
351

 
Gardner Denver Holdings Inc
 
 
11

 
381

 
Gartner Inc
 
 
2

 
195

 
Gcp Applied Technologies Inc
 
 
5

 
148

 
Generac Holdings Inc
 
 
2

 
78

 
Genomic Health Inc
 
 
7

 
256

 
Geo Group Inc
 
 
2

 
47

 
Glaukos Corp
 
 
2

 
56

 
Global Indemnity Ltd
 
 
8

 
329

 
Globus Medical Inc
 
 
2

 
88

 
Gorman-Rupp Co
 
 
1

 
38

 
Graco Inc
 
 
6

 
291

 
Gramercy Property Trust
 
 
323

 
8,618

 
Grand Canyon Education Inc
 
 
3

 
288

 
Granite Construction Inc
 
 
6

 
352

 
Granite Point Mortgage Trust I
 
 
7

 
132

 
Graphic Packaging Holding Co
 
 
84

 
1,294

 
Gray Television Inc
 
 
6

 
96

 
Greif Inc
 
 
1

 
33

 
Group 1 Automotive Inc
 
 
2

 
150

 
Groupon Inc
 
 
14

 
74

 
Grupo Aeroportuario Sur
 
 
3

 
628


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Grupo Financiero Galicia Sa
 
 
16

 
1,073

 
Grupo Supervielle Sa
 
 
85

 
2,478

 
Gulfport Energy Corp
 
 
14

 
184

 
Hackett Group Inc
 
 
5

 
83

 
Haemonetics Corp
 
 
5

 
275

 
Hallmark Financial Services In
 
 
1

 
5

 
Halozyme Therapeutics Inc
 
 
7

 
147

 
Halyard Health Inc
 
 
2

 
89

 
Hanmi Financial Corporation
 
 
9

 
263

 
Hanover Insurance Group Inc
 
 
6

 
640

 
Harsco Corp
 
 
5

 
92

 
Hawaiian Holdings Inc
 
 
13

 
505

 
Hb Fuller Co
 
 
2

 
89

 
Hci Group Inc
 
 
4

 
115

 
Hdfc Bank Ltd
 
 
297

 
30,160

 
Healthcare Services Group Inc
 
 
4

 
215

 
Healthcare Trust Of America In
 
 
217

 
6,511

 
Healthequity Inc
 
 
5

 
216

 
Healthsouth Corp
 
 
5

 
261

 
Heico Corp
 
 
5

 
412

 
Helen Of Troy Ltd
 
 
2

 
229

 
Heritage Insurance Holdings In
 
 
2

 
32

 
Heritage-Crystal Clean Inc
 
 
1

 
10

 
Herman Miller Inc
 
 
26

 
1,041


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Hexcel Corp
 
 
3

 
209

 
Hillenbrand Inc
 
 
4

 
172

 
Hilltop Holdings Inc
 
 
4

 
104

 
Hilton Grand Vacations Inc
 
 
4

 
182

 
Horizon Global Corp
 
 
1

 
5

 
Host Hotels & Resorts Inc
 
 
627

 
12,450

 
Houlihan Lokey Inc
 
 
3

 
157

 
Hubspot Inc
 
 
1

 
127

 
Hudson Technologies Inc
 
 
7

 
44

 
Huron Consulting Group Inc
 
 
5

 
220

 
Ichor Holdings Ltd
 
 
6

 
157

 
Icici Bank Ltd
 
 
1,126

 
10,955

 
Icon Plc
 
 
85

 
9,511

 
Icu Medical Inc
 
 
1

 
286

 
Idex Corp
 
 
1

 
139

 
Idexx Laboratories Inc
 
 
1

 
191

 
IDT Corp
 
 
4

 
43

 
Imperva Inc
 
 
9

 
342

 
INC research Holdings Inc
 
 
10

 
463

 
Incyte Corp
 
 
1

 
103

 
Infinity Property + Casualty
 
 
2

 
202

 
Information Services Group Inc
 
 
5

 
21

 
Ingevity Corp
 
 
7

 
515

 
Innophos Holdings Inc
 
 
3

 
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

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, 2017


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

 
144

 
Innoviva Inc
 
 
21

 
305

 
Inogen Inc
 
 
6

 
704

 
Insight Enterprises Inc
 
 
15

 
561

 
Insmed Inc
 
 
4

 
136

 
Insperity Inc
 
 
3

 
152

 
Installed Building Products In
 
 
2

 
120

 
Insteel Industries Inc
 
 
3

 
73

 
Instructure Inc
 
 
3

 
104

 
Insulet Corp
 
 
1

 
25

 
Integra Lifesciences Holding
 
 
5

 
221

 
Integrated Device Technology I
 
 
7

 
215

 
Interface Inc
 
 
5

 
133

 
Intevac Inc
 
 
9

 
59

 
Investment Technology Group In
 
 
4

 
85

 
Ionis Pharmaceuticals Inc
 
 
1

 
66

 
Irobot Corp
 
 
1

 
34

 
Ironwood Pharmaceuticals Inc
 
 
5

 
77

 
Itron Inc
 
 
1

 
83

 
Ituran Location and Control
 
 
54

 
1,838

 
J&J Snack Foods Corp
 
 
3

 
458

 
J2 Global Inc
 
 
2

 
138

 
Jack Henry & Associates Inc
 
 
2

 
197

 
Jack In The Box Inc
 
 
2

 
161


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Jagged Peak Energy Inc
 
 
25

 
395

 
Jazz Pharmaceuticals Plc
 
 
1

 
63

 
Jeld-Wen Holding Inc
 
 
8

 
316

 
John B Sanfilippo & Son Inc
 
 
2

 
110

 
John Bean Technologies Corp
 
 
4

 
395

 
Jones Lang Lasalle Inc
 
 
26

 
3,855

 
K2M Group Holdings Inc
 
 
1

 
21

 
Kadant Inc
 
 
2

 
232

 
Kaiser Aluminum Corp
 
 
2

 
235

 
Kapstone Paper and Packaging
 
 
5

 
109

 
Kar Aution Services Inc
 
 
7

 
330

 
Kb Home
 
 
6

 
190

 
Kemet Corp
 
 
21

 
316

 
Kennametal Inc
 
 
10

 
491

 
Kennedy-Wilson Holdings Inc
 
 
3

 
53

 
Kimball International Inc
 
 
5

 
90

 
KMG Chemicals Inc
 
 
3

 
185

 
Koc Holding As
 
 
104

 
2,533

 
Koppers Holdings Inc
 
 
1

 
39

 
Kosmos Energy Ltd
 
 
48

 
327

 
Kraton Corp
 
 
2

 
87

 
Kratos Defense & Security Solu
 
 
3

 
28

 
Kronos Worldwide Inc
 
 
9

 
244

 
La Quinta Holdings Inc
 
 
24

 
444


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
LA Z boy Inc
 
 
13

 
405

 
Landstar System Inc
 
 
2

 
216

 
Lantheus Holdings Inc
 
 
5

 
93

 
LCI Industries
 
 
9

 
1,037

 
Legacytexas Financial Group In
 
 
8

 
348

 
Lendingclub Corp
 
 
1

 
3

 
Lennox International Inc
 
 
2

 
334

 
Lhc Group Inc
 
 
1

 
85

 
Liberty Expedia Holdings Inc
 
 
3

 
148

 
Liberty Media Corp-Liberty Bra
 
 
1

 
20

 
Liberty Tax Inc
 
 
1

 
7

 
Liberty Tripadvisor Holdings I
 
 
3

 
29

 
Lifepoint Health Inc
 
 
10

 
516

 
Ligand Pharmaceuticals Inc
 
 
2

 
262

 
Lincoln Electric Holdings Inc
 
 
1

 
132

 
Lindblad Expeditions Holdings
 
 
5

 
46

 
Lindsay Corp
 
 
9

 
817

 
Lions Gate Entertainment Corp
 
 
6

 
195

 
Lithia Motors Inc
 
 
7

 
786

 
Littelfuse Inc
 
 
2

 
269

 
Live Nation Entertainment Inc
 
 
7

 
280

 
Logmein Inc
 
 
3

 
339

 
Loma Negra Cia Industrial Arge
 
 
190

 
4,374

 
Louisiana Pacific Corp
 
 
25

 
646


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Loxo Oncology Inc
 
 
2

 
121

 
Lumentum Holdings Inc
 
 
1

 
38

 
Lydall Inc
 
 
6

 
273

 
M/I Homes Inc
 
 
2

 
77

 
Magellan Health Inc
 
 
1

 
74

 
Maiden Holdings Ltd
 
 
64

 
415

 
Malibu Boats Inc
 
 
4

 
121

 
Manhattan Associates Inc
 
 
4

 
194

 
Marketaxess Holdings Inc
 
 
2

 
373

 
Marlin Business Services Corp
 
 
1

 
2

 
Marriott Vacations Worldwide C
 
 
2

 
128

 
Masimo Corp
 
 
10

 
826

 
Masonite International Corp
 
 
1

 
32

 
Mastec Inc
 
 
9

 
442

 
Matador Resources Co
 
 
11

 
340

 
Matson Inc
 
 
2

 
59

 
Maximus Inc
 
 
14

 
944

 
Maxlinear Inc
 
 
12

 
310

 
MCBC Holdings Inc
 
 
2

 
51

 
Mdc Holdings Inc
 
 
6

 
205

 
Medequities Realty Trust Inc
 
 
10

 
117

 
Medidata Solutions Inc
 
 
1

 
62

 
Medifast Inc
 
 
3

 
200

 
Medtronic Plc
 
 
89

 
7,191


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Mercadolibre Inc
 
 
12

 
3,589

 
Mercury Systems Inc
 
 
4

 
187

 
Meridian Bioscience Inc
 
 
14

 
191

 
Merit Medical Systems Inc
 
 
2

 
95

 
Meta Financial Group Inc
 
 
1

 
76

 
Method Electronics Inc
 
 
4

 
168

 
MFA Financial Inc Reit
 
 
66

 
525

 
Mge Energy Inc
 
 
2

 
132

 
Mgic Investment Corp
 
 
13

 
180

 
Microsemi Corp
 
 
10

 
517

 
Middleby Corp
 
 
1

 
202

 
Milacron Holdings Corp
 
 
5

 
94

 
Miller Industries Inc
 
 
1

 
19

 
Minerals Technologies Inc
 
 
9

 
647

 
Mistras Group Inc
 
 
4

 
85

 
Mks Instruments Inc
 
 
5

 
452

 
Moelis & Co
 
 
8

 
369

 
Molina Healthcare Inc
 
 
6

 
479

 
Monarch Casino & Resort Inc
 
 
1

 
10

 
Monolithic Power Systems Inc
 
 
1

 
97

 
Moog Inc
 
 
4

 
313

 
Msc Industrial Direct Co Inc
 
 
18

 
1,777

 
Msci Inc
 
 
2

 
277

 
MSG Networks Inc
 
 
7

 
138


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
MTGE Investment Corp
 
 
7

 
127

 
Mueller Industries Inc
 
 
1

 
16

 
Multi-Color Corp
 
 
1

 
25

 
Murphy Usa Inc
 
 
3

 
223

 
Myers Industries Inc
 
 
6

 
118

 
Myokardia Inc
 
 
1

 
36

 
Myr Group Inc
 
 
3

 
91

 
Nanometrics Inc
 
 
7

 
173

 
National Bank Holdings Corp
 
 
5

 
173

 
National Beverage Corp
 
 
1

 
94

 
National General Holdings Corp
 
 
18

 
361

 
Natus Medical Inc
 
 
2

 
93

 
Navient Corp
 
 
40

 
537

 
Navigators Group Inc
 
 
54

 
2,628

 
Navigent Consulting Inc
 
 
18

 
354

 
Navistar International Corp
 
 
2

 
82

 
NCI Building Systems Inc
 
 
1

 
6

 
Ncr Corp
 
 
16

 
564

 
Neenah Inc
 
 
2

 
139

 
Nektar Therapeutics
 
 
12

 
756

 
Nelnet Inc
 
 
15

 
816

 
Neogen Corp
 
 
1

 
91

 
Netease Inc
 
 
9

 
3,072

 
Netgear Inc
 
 
5

 
309


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Netscout Systems Inc
 
 
3

 
96

 
Neurocrine Biosciences Inc
 
 
3

 
271

 
New Oriental Educatio SP
 
 
32

 
2,989

 
New Relic Inc
 
 
1

 
70

 
New York Times Co
 
 
8

 
141

 
Newmarket Corp
 
 
1

 
150

 
Nexstar Media Group Inc
 
 
1

 
11

 
Nic Inc
 
 
4

 
69

 
Nordson Corp
 
 
2

 
277

 
Northfield Bancorp Inc
 
 
2

 
36

 
Novanta Inc
 
 
4

 
204

 
Nu Skin Enterprises Inc
 
 
1

 
93

 
Nutrisystem Inc
 
 
4

 
192

 
Nuvasive Inc
 
 
3

 
152

 
Nve Corp
 
 
2

 
199

 
Oceaneering International Inc
 
 
3

 
60

 
Oil States International Inc
 
 
2

 
69

 
Old Dominion Freight Line Inc
 
 
2

 
324

 
Old Line Bancshares Inc
 
 
1

 
29

 
Olin Corp
 
 
8

 
271

 
Omnicell Inc
 
 
4

 
184

 
On Assignment Inc
 
 
13

 
795

 
Orasure Technologies Inc
 
 
3

 
55

 
Orion Group Holdings Inc
 
 
9

 
71


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Ormat Technologies Inc
 
 
9

 
528

 
Orthofix International NV
 
 
2

 
90

 
Osi Systems Inc
 
 
3

 
162

 
Outfront Media Inc
 
 
24

 
550

 
Owens-Illinois Inc
 
 
15

 
333

 
Pacira Pharmaceuticals Inc
 
 
1

 
55

 
Pampa Energia
 
 
50

 
3,393

 
Papa John's International Inc
 
 
5

 
293

 
Parsley Energy Inc
 
 
3

 
95

 
Patrick Industries Inc
 
 
5

 
278

 
PCM Inc
 
 
3

 
33

 
Pdc Energy Inc
 
 
2

 
88

 
Peapack Gladstone Financial Co
 
 
1

 
45

 
Pebblebrook Hotel Trust
 
 
2

 
92

 
Pegasystems Inc
 
 
4

 
196

 
Penn National Gaming Inc
 
 
1

 
3

 
Penn Real Estate Investment Reit
 
 
344

 
4,090

 
Penumbra Inc
 
 
1

 
114

 
Performance Food Group Co
 
 
1

 
18

 
Petroleo Brasileiro Sa
 
 
236

 
2,325

 
Petroleo Brasileiro Spon
 
 
479

 
4,933

 
Pgt Innovations Inc
 
 
2

 
28

 
Phibro Animal Health Corp
 
 
11

 
369

 
Piedmont Office Realty Trust
 
 
466

 
9,144


*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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Pinnacle Entertainment Inc
 
 
19

 
617

 
Piper Jaffray Cos
 
 
1

 
15

 
Planet Fitness Inc
 
 
1

 
6

 
Plantronics Inc
 
 
9

 
444

 
Plexus Corp
 
 
2

 
114

 
Ply Gem Holdings Inc
 
 
5

 
98

 
Polyone Corp
 
 
7

 
277

 
Pool Corp
 
 
3

 
348

 
Portland General Electric Co
 
 
3

 
152

 
Portola Pharmaceuticals Inc
 
 
1

 
38

 
Post Holdings Inc
 
 
3

 
229

 
Potbelly Corp
 
 
1

 
15

 
Potlatchdeltic Corp
 
 
6

 
319

 
Pq Group Holdings Inc
 
 
22

 
357

 
PRA Group Inc
 
 
8

 
277

 
Pra Health Sciences Inc
 
 
5

 
465

 
Prestige Brands Holdings Inc
 
 
5

 
221

 
Primerica Inc
 
 
3

 
280

 
Primo Water Corp
 
 
8

 
94

 
Progenics Pharmaceuticals Inc
 
 
4

 
24

 
Progress Software Corp
 
 
6

 
244

 
Prologis Inc
 
 
332

 
21,428

 
Proofpoint Inc
 
 
4

 
394

 
Prothena Corp Plc
 
 
1

 
53


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Providence Service Corp
 
 
7

 
418

 
Ps Business Parks Inc
 
 
3

 
403

 
Ptc Inc
 
 
3

 
185

 
Public Storage
 
 
68

 
14,137

 
Pzena Investment Management In
 
 
12

 
132

 
Q2 Holdings Inc
 
 
2

 
61

 
Quad Graphics Inc
 
 
11

 
251

 
Qualys inc
 
 
3

 
144

 
Quidel Corp
 
 
1

 
58

 
Radian Group Inc
 
 
38

 
794

 
Radius Health Inc
 
 
1

 
44

 
Rapid7 Inc
 
 
3

 
63

 
Rayonier Advanced Materials In
 
 
1

 
7

 
Rbb Bancorp
 
 
1

 
10

 
Realpage Inc
 
 
9

 
414

 
Regional Management Corp
 
 
1

 
26

 
Repligen Corp
 
 
9

 
327

 
Retail Properties Of America
 
 
602

 
8,097

 
Rexford Industrial Realty Inc
 
 
354

 
10,324

 
Ringcentral Inc
 
 
3

 
158

 
RLJ Lodging Trust
 
 
235

 
5,168

 
Rmr Group Inc
 
 
1

 
82

 
Rogers Corp
 
 
1

 
54

 
Rollins Inc
 
 
6

 
297


*Party-in-interest, as 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, 2017


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

 
59

 
RPX Corp
 
 
24

 
325

 
RSP Permian Inc
 
 
22

 
903

 
Ruth Hospitality Group Inc
 
 
1

 
26

 
Ryanair Holdings Plc
 
 
109

 
11,356

 
Sabra Health Care Reit Inc
 
 
20

 
374

 
Sabre Corp
 
 
120

 
2,468

 
Sage Therapeutics Inc
 
 
2

 
305

 
Sally Beauty Holdings Inc
 
 
2

 
45

 
Sangamo Therapeutics Inc
 
 
1

 
16

 
Sarepta Therapeutics Inc
 
 
1

 
67

 
Scholastic Corp
 
 
6

 
247

 
Schweitzer Mauduit Intl Inc
 
 
12

 
536

 
Scientific Games Corp
 
 
4

 
187

 
Scotts Miracle-Gro Co
 
 
3

 
280

 
Seattle Genetics Inc
 
 
1

 
78

 
Select Medical Holdings Corp
 
 
10

 
178

 
Semtech Corp
 
 
6

 
190

 
Sensient Technologies Corp
 
 
3

 
234

 
Service Corp International
 
 
9

 
346

 
Servicemaster Global Holdings
 
 
5

 
248

 
Servisfirst Bancshares Inc
 
 
2

 
64

 
Shiloh Industries Inc
 
 
1

 
8

 
Shutterfly Inc
 
 
1

 
61


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Signature Bank
 
 
1

 
142

 
Silicon Laboratories Inc
 
 
4

 
350

 
Silvercrest Asset Management G
 
 
1

 
15

 
Simon Property Group Inc
 
 
195

 
33,516

 
Simpson Manufacturing Co Inc
 
 
2

 
96

 
Sina Corp
 
 
16

 
1,608

 
Six Flags Entertainment Corp
 
 
2

 
144

 
Skechers USA Inc
 
 
19

 
712

 
Sleep Number Corp
 
 
83

 
3,121

 
SLM Corp
 
 
134

 
1,505

 
Sociedad Quimica Y Minera De C
 
 
30

 
1,781

 
Spark Therapeutics Inc
 
 
1

 
74

 
Spectrum Brands Holdings Inc
 
 
1

 
154

 
Sps Commerce Inc
 
 
1

 
37

 
Spx Corp
 
 
6

 
196

 
Spx Flow Inc
 
 
3

 
131

 
Src Energy Inc
 
 
21

 
183

 
Ss&C Technologies Holdings Inc
 
 
7

 
291

 
Stamps.Com Inc
 
 
2

 
381

 
Standard Motor Products Inc
 
 
10

 
445

 
Standex International Corp
 
 
2

 
184

 
Startek Inc
 
 
1

 
2

 
Starwood Property Trust Inc
 
 
27

 
585

 
Steelcase Inc
 
 
1

 
20


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Stepan Co
 
 
1

 
91

 
Sterling Construction Co Inc
 
 
6

 
97

 
Steven Madden Ltd
 
 
21

 
997

 
Stifel Financial Corp
 
 
15

 
869

 
Stoneridge Inc
 
 
5

 
119

 
Store Capital Corp
 
 
211

 
5,489

 
Strayer Education Inc
 
 
1

 
20

 
Sucampo Pharmaceuticals
 
 
4

 
76

 
Suncoke Energy Inc
 
 
34

 
409

 
Supernus Pharmaceuticals Inc
 
 
8

 
304

 
Surmodics Inc
 
 
1

 
25

 
Svb Financial Group
 
 
1

 
291

 
Sykes Enterprises Inc
 
 
20

 
621

 
Syndax Pharmaceuticals Inc
 
 
6

 
53

 
Synnex Corp
 
 
3

 
404

 
Taiwan Semiconductor Manufacture
 
 
1,617

 
12,468

 
Taiwan Semiconductor SP
 
 
795

 
31,563

 
Take-Two Interactive Software
 
 
6

 
693

 
Tal Education Group
 
 
43

 
1,263

 
Tanger Factory Outlet Center
 
 
154

 
4,075

 
Taubman Centers Inc
 
 
98

 
6,385

 
Taylor Morrison Home Corp
 
 
23

 
564

 
Tech Data Corp
 
 
1

 
45

 
Telecom Argentina
 
 
21

 
759


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Teledyne Technologies Inc
 
 
3

 
498

 
Telekomunikasi Indonesia Perse
 
 
229

 
7,385

 
Teletech Holdings Inc
 
 
18

 
754

 
Tempur Sealy International
 
 
2

 
135

 
Tenneco Inc
 
 
4

 
172

 
Ternium Sa
 
 
121

 
3,808

 
Terreno Realty Corp
 
 
3

 
105

 
Tesaro Inc
 
 
1

 
115

 
Tetra Tech Inc
 
 
13

 
659

 
Texas Capital Bancshares Inc
 
 
4

 
323

 
Texas Roadhouse Inc
 
 
2

 
80

 
Therapeuticsmd Inc
 
 
10

 
60

 
Theravance Biopharma Inc
 
 
3

 
84

 
Third Point Reinsurance Ltd
 
 
5

 
76

 
Tile Shop Holdings Inc
 
 
2

 
18

 
Tivity Health Inc
 
 
5

 
189

 
Toro Co
 
 
6

 
390

 
Tpi Composites Inc
 
 
3

 
72

 
Trade Desk Inc
 
 
1

 
40

 
Transunion
 
 
5

 
269

 
Travelport Worldwide Ltd
 
 
2

 
24

 
Treehouse Foods Inc
 
 
2

 
109

 
Trex Co Inc
 
 
1

 
143

 
Trinet Group Inc
 
 
5

 
211


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Trinseo SA
 
 
11

 
765

 
Triple-S Management Corp
 
 
5

 
120

 
Tronc Inc
 
 
2

 
34

 
Trueblue Inc
 
 
3

 
73

 
Ttm Technologies Inc
 
 
3

 
40

 
Tupperware Brands Corp
 
 
17

 
1,085

 
Tutor Perini Corp
 
 
12

 
304

 
Two Harbors Investment Corp
 
 
39

 
642

 
Tyler Technologies Inc
 
 
2

 
296

 
Ultimate Software Group Inc
 
 
1

 
206

 
Ultra Clean Holdings Inc
 
 
15

 
347

 
Ultragenyx Pharmaceutical Inc
 
 
1

 
52

 
Unilever Indonesia Tbk
 
 
6

 
192

 
United Therapeutics Corp
 
 
1

 
78

 
Universal Corp
 
 
6

 
302

 
Universal Forest Products
 
 
1

 
12

 
Universal Insurance Holdings I
 
 
9

 
254

 
Us Ecology Inc
 
 
3

 
133

 
Us Physical Therapy Inc
 
 
2

 
151

 
Us Silica Holdings Inc
 
 
12

 
403

 
Vail Resorts Inc
 
 
2

 
410

 
Validus Holdings Ltd
 
 
10

 
451

 
Valmont Industries Inc
 
 
1

 
73

 
Valvoline Inc
 
 
21

 
533


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Vanda Pharmaceuticals Inc
 
 
5

 
70

 
Varex Imaging Corp
 
 
3

 
111

 
Varonis Systems Inc
 
 
6

 
294

 
Vectrus Inc
 
 
2

 
63

 
Veeva Systems Inc
 
 
3

 
175

 
Ventas Inc
 
 
222

 
13,318

 
Versartis Inc
 
 
5

 
11

 
Versum Materials Inc
 
 
6

 
231

 
Videocon D2H Ltd
 
 
312

 
2,969

 
Virtus Investment Partners
 
 
7

 
842

 
Visteon Corp
 
 
1

 
182

 
Vocera Communications Inc
 
 
2

 
55

 
Vonage Holdings Corp
 
 
6

 
64

 
Vornado Realty Trust
 
 
34

 
2,653

 
Wabash National Corp
 
 
2

 
51

 
Wageworks Inc
 
 
1

 
82

 
Walker & Dunlop Inc
 
 
17

 
808

 
Washington Federal Inc
 
 
16

 
542

 
Washington Reit
 
 
134

 
4,177

 
Waterstone Financial Inc
 
 
2

 
36

 
Watsco Inc
 
 
2

 
179

 
Wave Life Sciences Ltd
 
 
1

 
23

 
Weibo Corp
 
 
28

 
2,861

 
Welbilt Inc
 
 
5

 
122


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Wellcare Health Plans Inc
 
 
2

 
322

 
Welltower Inc
 
 
281

 
17,915

 
Wesco International Inc
 
 
27

 
1,840

 
West Pharmaceutical Services I
 
 
3

 
259

 
Western New England Bancorp In
 
 
2

 
24

 
Wex Inc
 
 
2

 
243

 
White Mountains Insurance Grou
 
 
1

 
338

 
Wildhorse Resource development
 
 
18

 
323

 
Willis Lease Finance Corp
 
 
1

 
6

 
Winmark Corp
 
 
1

 
157

 
Winnebago Industries
 
 
1

 
10

 
Woodward Inc
 
 
13

 
978

 
World Fuel Services Corp
 
 
33

 
927

 
Worthington Industries
 
 
3

 
158

 
Wpx Energy Inc
 
 
19

 
274

 
X5 Retail Group
 
 
2

 
101

 
Xencor Inc
 
 
5

 
109

 
Xo Group Inc
 
 
13

 
232

 
Xpo Logistics Inc
 
 
5

 
475

 
Yandex Nv
 
 
471

 
15,400

 
Yelp Inc
 
 
5

 
192

 
YRC Worldwide Inc
 
 
7

 
99

 
Zebra Technologies Corp
 
 
3

 
262

 
Zix Corp
 
 
26

 
114


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Polyus Pjsc
 
 
91

 
3,643

 
       Total U.S. equities
 
 
 
 
2,376,887

 
 
 
 
 
 
 
 
Synthetic guaranteed invesment contracts (GICs):
 
 
 
 
 
 
Voya Retirement Ins & Annuity Co 60266
 
 
 
 
 
 
1-3 Year Government Bond Index Fund
 
 
379

 
43,851

 
Mortgage-Backed Securities Index Fund
 
 
1,715

 
87,894

 
Commercial Mortgage-Backed Securities Index Fund
 
 
465

 
13,393

 
Intermediate Government Bond Index Fund
 
 
854

 
36,106

 
Intermediate Term Credit Bond Index Fund
 
 
1,988

 
108,839

 
Asset-Backed Securities Index Fund
 
 
1,999

 
68,782

 
1-3 Year Credit Bond Index Non-Lendable Fund
 
 
1,912

 
22,921

 
Wrapper
 
 
 
 
501

 
       Fair value of contract
 
 
 
 
382,287

 
 
 
 
 
 
 
 
Prudential GA-62194
 
 
 
 
 
 
Treasury Note
1.88
%
9/30/2022
233

 
231

 
Treasury Note
1.38
%
9/30/2019
4,597

 
4,574

 
Treasury Note
2.25
%
11/15/2027
2,247

 
2,222

 
Treasury Note
2.13
%
11/30/2024
1,254

 
1,240

 
Treasury Note
1.88
%
12/15/2020
931

 
929

 
Treasury Note
1.25
%
11/30/2018
1,120

 
1,116

 
Treasury Note
2.00
%
11/30/2020
10,204

 
10,232

 
Treasury Note
1.50
%
1/31/2019
12,680

 
12,713


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

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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Treasury Note
1.63
%
4/30/2019
11,860

 
11,857

 
Treasury Note
2.38
%
8/15/2024
442

 
447

 
Treasury Note
2.13
%
9/30/2021
9,936

 
9,996

 
Treasury Note
2.00
%
2/15/2025
3,091

 
3,045

 
Treasury Note
1.75
%
3/31/2022
13,761

 
13,596

 
Treasury Note
2.25
%
11/15/2025
11,632

 
11,563

 
Treasury Note
2.00
%
11/30/2022
1,080

 
1,072

 
Treasury Note
2.13
%
12/31/2022
7,034

 
7,006

 
Treasury Note
2.63
%
11/15/2020
3,888

 
3,971

 
Treasury Note
1.38
%
4/30/2021
6,135

 
6,017

 
Treasury Note
1.38
%
5/31/2021
2,697

 
2,640

 
Treasury Note
1.00
%
11/15/2019
5,914

 
5,827

 
Treasury Note
1.25
%
12/31/2018
6,813

 
6,776

 
Treasury Note
2.13
%
6/30/2021
3,572

 
3,579

 
Treasury Note
1.88
%
4/30/2022
5,796

 
5,745

 
Treasury Note
2.38
%
5/15/2027
3,028

 
3,029

 
Treasury Note
2.13
%
5/15/2025
2,571

 
2,539

 
Treasury Note
2.13
%
6/30/2022
8,406

 
8,391

 
Treasury Note
1.63
%
6/30/2020
8,572

 
8,509

 
Treasury Note
1.25
%
6/30/2019
3,643

 
3,611

 
Fnma
1.13
%
10/19/2018
110

 
110

 
Fnma
0.88
%
5/21/2018
426

 
425

 
Fnma
1.63
%
11/27/2018
237

 
237

 
Fhlmc
1.50
%
1/17/2020
599

 
598


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Fhlmc
1.38
%
4/20/2020
757

 
748

 
Fhlmc
1.38
%
8/15/2019
142

 
142

 
Pefco
4.30
%
12/15/2021
560

 
604

 
Fgold 30Yr Giant
5.50
%
1/1/2035
99

 
108

 
Fgold 30Yr Giant
4.50
%
6/1/2039
168

 
181

 
Fgold 30Yr Giant
4.00
%
11/1/2039
433

 
459

 
Fgold 30Yr Giant
4.50
%
12/1/2039
269

 
290

 
Fgold 30Yr Giant
5.50
%
1/1/2040
139

 
153

 
Fgold 30Yr Giant
4.00
%
12/1/2040
387

 
408

 
Fgold 30Yr Giant
4.00
%
12/1/2040
403

 
425

 
Fgold 30Yr Giant
4.00
%
2/1/2041
690

 
729

 
Fgold 30Yr Giant
4.50
%
4/1/2041
938

 
1,014

 
Fgold 30Yr Giant
3.00
%
6/1/2042
483

 
486

 
Fgold 30Yr Giant
3.50
%
9/1/2042
901

 
931

 
Fgold 15Yr Giant
2.00
%
1/1/2032
162

 
158

 
Fgold 30Yr Giant
5.50
%
6/1/2038
600

 
660

 
Fgold 30Yr Giant
4.50
%
10/1/2039
642

 
692

 
Fgold 30Yr Giant
4.50
%
11/1/2039
128

 
138

 
Fgold 30Yr Giant
3.50
%
5/1/2045
1,752

 
1,808

 
Fgold 30Yr Giant
4.00
%
11/1/2045
1,168

 
1,230

 
Fgold 30Yr Giant
3.50
%
12/1/2045
2,937

 
3,030

 
Fgold 30Yr Giant
3.00
%
12/1/2046
1,511

 
1,516

 
Fgold 30Yr Giant
4.00
%
12/1/2046
787

 
825

 
Fgold 30Yr Giant
3.00
%
1/1/2047
1,948

 
1,954


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Fgold 15Yr Giant
2.50
%
12/1/2031
381

 
382

 
Fgold 20Yr
3.00
%
1/1/2037
459

 
468

 
Fgold 15Yr
4.00
%
6/1/2026
368

 
388

 
Fgold 15Yr
4.00
%
7/1/2026
228

 
241

 
Fgold 30Yr
3.00
%
12/1/2042
795

 
801

 
Fgold 30Yr
3.00
%
10/1/2042
505

 
508

 
Fgold 30Yr
3.00
%
1/1/2043
1,566

 
1,577

 
Fgold 30Yr
4.00
%
11/1/2040
380

 
400

 
Fgold 30Yr
4.00
%
12/1/2040
848

 
894

 
Fgold 15Yr
2.50
%
11/1/2027
375

 
375

 
Fgold 15Yr
2.50
%
8/1/2028
381

 
383

 
Fgold 15Yr
3.00
%
8/1/2029
508

 
519

 
Fgold 15Yr
2.50
%
4/1/2031
675

 
675

 
Fgold 30Yr
5.00
%
8/1/2041
1,221

 
1,319

 
Fgold 30Yr
5.00
%
7/1/2041
318

 
344

 
Fhlmc Gold 30Yr
2.50
%
1/1/2043
439

 
428

 
Fhlmc Gold 30Yr
3.00
%
2/1/2043
955

 
962

 
Fhlmc Gold 30Yr
3.50
%
9/1/2043
1,297

 
1,340

 
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
878

 
898

 
Fhlmc Gold 15Yr Cash Issuance
3.00
%
6/1/2029
1,294

 
1,324

 
Fnma 30Yr
5.50
%
5/1/2037
156

 
173

 
Fnma 30Yr
5.50
%
6/1/2033
198

 
219

 
Fnma 30Yr
5.50
%
10/1/2033
251

 
277

 
Fnma 30Yr
4.00
%
12/1/2040
632

 
668


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Fnma 30Yr
4.00
%
1/1/2041
845

 
894

 
Fnma 30Yr
4.50
%
2/1/2041
1,462

 
1,575

 
Fnma 30Yr
4.00
%
2/1/2041
336

 
355

 
Fnma 15Yr
3.50
%
9/1/2026
250

 
260

 
Fnma 30Yr
4.00
%
1/1/2042
940

 
993

 
Fnma 30Yr
3.00
%
10/1/2043
57

 
57

 
Fnma 30Yr
5.00
%
12/1/2034
451

 
490

 
Fnma 15Yr
3.00
%
5/1/2027
913

 
934

 
Fnma 30Yr
4.50
%
5/1/2039
168

 
182

 
Fnma 30Yr
3.50
%
8/1/2042
945

 
977

 
Fnma 30Yr
3.50
%
5/1/2042
2,473

 
2,555

 
Fnma 15Yr
2.50
%
4/1/2028
176

 
178

 
Fnma 30Yr
3.00
%
12/1/2042
518

 
521

 
Fnma 30Yr
3.00
%
1/1/2043
994

 
1,000

 
Fnma 30Yr
3.00
%
2/1/2043
1,084

 
1,091

 
Fnma 30Yr
3.00
%
7/1/2043
727

 
732

 
Fnma 30Yr
3.50
%
3/1/2043
941

 
973

 
Fnma 30Yr
3.00
%
10/1/2043
323

 
325

 
Fnma 15Yr
3.00
%
8/1/2028
629

 
643

 
Fnma 30Yr
4.00
%
9/1/2044
783

 
822

 
Fnma 30Yr
4.00
%
7/1/2045
673

 
707

 
Fnma 30Yr
3.50
%
6/1/2045
2,277

 
2,349

 
Fnma 30Yr
4.00
%
12/1/2045
1,280

 
1,343

 
Fnma 30Yr
3.50
%
4/1/2046
1,378

 
1,421


*Party-in-interest, as 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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Fnma 15Yr
2.00
%
8/1/2031
558

 
545

 
Fnma 30Yr
2.50
%
9/1/2046
754

 
729

 
Fnma 20Yr
3.00
%
11/1/2036
1,415

 
1,443

 
Fnma 30Yr
3.00
%
12/1/2046
313

 
314

 
Fnma 30Yr
3.00
%
1/1/2047
784

 
786

 
Fnma 15Yr
2.50
%
7/1/2028
409

 
412

 
Fnma 30Yr
3.00
%
9/1/2043
243

 
245

 
Fnma 15Yr
2.50
%
8/1/2028
431

 
435

 
Fnma 15Yr
2.50
%
8/1/2028
39

 
39

 
Fnma 15Yr
3.00
%
11/1/2028
321

 
329

 
Fnma 30Yr
4.00
%
10/1/2043
310

 
327

 
Fnma 15Yr
2.50
%
2/1/2029
379

 
380

 
Fnma 15Yr
3.50
%
7/1/2027
867

 
902

 
Fnma 30Yr
5.50
%
4/1/2034
209

 
231

 
Fnma 30Yr
5.00
%
4/1/2034
1,007

 
1,090

 
Fnma 30Yr
5.50
%
9/1/2034
202

 
223

 
Fnma 30Yr
5.00
%
7/1/2035
296

 
321

 
Fnma 30Yr
5.50
%
2/1/2035
359

 
396

 
Fnma 30Yr
6.50
%
12/1/2037
138

 
154

 
Fnma 30Yr
6.00
%
5/1/2038
608

 
685

 
Fnma 30Yr
4.00
%
9/1/2040
365

 
385

 
Fnma 30Yr
5.50
%
3/1/2038
213

 
235

 
Fnma 30Yr
4.00
%
3/1/2039
121

 
128

 
Fnma 30Yr
4.50
%
2/1/2041
1,261

 
1,358


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

72
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Fnma 30Yr
4.50
%
3/1/2041
502

 
541

 
Fnma 30Yr
3.50
%
5/1/2042
991

 
1,024

 
Fnma 30Yr
3.50
%
9/1/2042
366

 
379

 
Fnma 30Yr
3.50
%
6/1/2042
2,446

 
2,527

 
Fnma 15Yr
2.50
%
9/1/2027
1,542

 
1,557

 
Fnma 30Yr
3.00
%
10/1/2042
522

 
525

 
Fnma 30Yr
3.50
%
11/1/2042
1,355

 
1,401

 
Fnma 30Yr
3.00
%
12/1/2042
1,406

 
1,414

 
Fnma 30Yr
3.00
%
1/1/2043
247

 
248

 
Fnma 30Yr
3.00
%
1/1/2043
727

 
731

 
Fnma 30Yr
3.00
%
1/1/2043
1,013

 
1,019

 
Fnma 30Yr
3.00
%
3/1/2043
1,118

 
1,125

 
Fnma 30Yr
4.50
%
9/1/2039
215

 
233

 
Fnma 20Yr
4.50
%
6/1/2031
346

 
370

 
Fnma 15Yr
3.50
%
3/1/2026
84

 
88

 
Fnma 30Yr
3.50
%
1/1/2046
770

 
794

 
Fnma 30Yr
3.00
%
1/1/2047
656

 
657

 
Fnma 15Yr
3.50
%
2/1/2026
179

 
186

 
Fnma 30Yr
4.00
%
7/1/2040
172

 
182

 
Fnma 30Yr
3.50
%
6/1/2039
272

 
282

 
Fnma 15Yr
3.50
%
10/1/2025
90

 
94

 
Fnma 30Yr
4.00
%
10/1/2040
128

 
136

 
Gnma 30Yr
3.50
%
1/15/2042
674

 
703

 
Gnma 30Yr
3.00
%
11/15/2042
945

 
959


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

73
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Gnma2 30Yr
4.00
%
4/20/2042
217

 
228

 
Gnma2 30Yr
3.00
%
8/20/2042
392

 
399

 
Gnma2 30Yr
3.50
%
8/20/2042
1,259

 
1,313

 
Gnma2 30Yr
3.00
%
9/20/2042
791

 
805

 
Gnma2 30Yr
3.50
%
9/20/2042
984

 
1,027

 
Gnma2 30Yr
3.50
%
10/20/2042
976

 
1,018

 
Gnma2 30Yr
3.00
%
12/20/2042
404

 
411

 
Gnma2 30Yr
3.00
%
1/20/2043
572

 
582

 
Gnma2 30Yr
3.50
%
5/20/2043
1,205

 
1,257

 
Gnma2 30Yr
4.50
%
6/20/2044
691

 
730

 
Gnma2 30Yr
3.50
%
10/20/2044
1,301

 
1,354

 
Gnma2 30Yr
4.00
%
10/20/2044
677

 
711

 
Gnma2 30Yr
3.00
%
12/20/2044
337

 
342

 
Gnma2 30Yr
3.50
%
4/20/2045
1,775

 
1,847

 
Gnma2 30Yr
3.50
%
6/20/2045
669

 
697

 
Gnma2 30Yr
3.00
%
8/20/2045
713

 
722

 
Gnma2 30Yr
3.00
%
9/20/2045
701

 
709

 
Gnma2 30Yr
4.00
%
12/20/2045
1,679

 
1,762

 
Gnma2 30Yr
3.50
%
9/20/2046
730

 
758

 
Gnma2 30Yr
3.00
%
10/20/2046
2,149

 
2,175

 
Gnma2 30Yr
4.00
%
10/20/2046
352

 
369

 
Gnma2 30Yr
3.50
%
11/20/2046
280

 
290

 
Gnma2 30Yr
4.00
%
11/20/2046
438

 
459

 
Gnma2 30Yr
2.50
%
12/20/2046
429

 
419


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

74
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Gnma2 30Yr
3.00
%
12/20/2046
2,207

 
2,234

 
Gnma2 30Yr
3.50
%
12/20/2046
2,460

 
2,554

 
Gnma2 30Yr
4.00
%
3/20/2047
1,159

 
1,212

 
Gnma 30Yr
3.50
%
5/15/2043
449

 
469

 
Gnma 30Yr
3.00
%
3/15/2043
489

 
497

 
Gnma2 15Yr
3.00
%
3/20/2027
233

 
239

 
Gnma2 30Yr
5.00
%
8/20/2039
139

 
151

 
Gnma2 30Yr
4.50
%
5/20/2040
591

 
630

 
Gnma2 30Yr
4.50
%
7/20/2040
359

 
383

 
Gnma2 30Yr
4.00
%
9/20/2040
437

 
460

 
Gnma2 30Yr
4.00
%
10/20/2040
665

 
701

 
Gnma2 30Yr
4.50
%
10/20/2040
380

 
405

 
Gnma2 30Yr
4.50
%
12/20/2040
538

 
574

 
Gnma2 30Yr
4.00
%
2/20/2041
144

 
152

 
Gnma2 30Yr
4.00
%
1/20/2041
262

 
276

 
Gnma2 30Yr
4.00
%
3/20/2041
400

 
420

 
Gnma2 30Yr
5.00
%
4/20/2041
479

 
522

 
Gnma2 30Yr
4.50
%
8/20/2041
471

 
504

 
Gnma2 30Yr
4.50
%
7/20/2041
161

 
172

 
Gnma 30Yr
4.50
%
11/15/2039
283

 
301

 
Gnma 30Yr
4.50
%
4/15/2040
570

 
604

 
Gnma 30Yr
5.00
%
5/15/2035
157

 
171

 
Gnma 30Yr Platinum
5.00
%
7/15/2039
253

 
277

 
Gnma 30Yr
5.50
%
4/15/2038
141

 
156


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

75
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Gnma 30Yr
5.50
%
6/15/2038
231

 
256

 
Fnma 30Yr Tba(Reg A)
3.00
%
1/11/2018
2,366

 
2,367

 
Fnma 30Yr Tba(Reg A)
4.00
%
1/11/2018
2,366

 
2,477

 
Fnma 30Yr Tba(Reg A)
3.50
%
1/11/2018
789

 
810

 
Fgold 30Yr Tba(Reg A)
4.00
%
1/11/2018
394

 
413

 
Fgold 30Yr Tba(Reg A)
3.50
%
1/11/2018
1,971

 
2,027

 
Fnma 15Yr Tba(Reg B)
3.00
%
2/15/2018
1,183

 
1,205

 
Fnma 30Yr Tba(Reg A)
3.50
%
2/13/2018
789

 
809

 
Fgold 30Yr Tba(Reg A)
3.50
%
2/13/2018
789

 
810

 
Chait_12-A7
2.16
%
9/15/2024
473

 
468

 
Chait_14-A2
2.77
%
3/15/2023
631

 
641

 
Comm_15-Pc1
3.62
%
7/10/2050
789

 
819

 
Comm_15-Cr25
3.51
%
8/10/2048
1,104

 
1,142

 
Comm_15-Cr26
3.63
%
10/10/2048
1,183

 
1,235

 
Comm_16-Dc2
3.50
%
2/10/2049
789

 
814

 
Comm_16-Dc2
3.77
%
2/10/2049
1,104

 
1,160

 
Csail_15-C3
3.45
%
8/15/2048
789

 
809

 
Csail_16-C7
3.21
%
11/15/2049
789

 
795

 
Fna_14-M9
3.10
%
7/25/2024
726

 
748

 
Fna_17-M1
2.42
%
10/25/2026
631

 
611

 
Fhms_K038
3.39
%
3/25/2024
1,577

 
1,653

 
Jpmcc_13-C10
2.88
%
12/15/2047
392

 
396

 
Jpmbb_15-C30
3.55
%
7/15/2048
1,262

 
1,307

 
Msbam_15-C23
3.45
%
7/15/2050
1,577

 
1,628


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

76
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Msbam_15-C26
3.21
%
10/15/2048
331

 
334

 
Msbam_15-C24
3.73
%
5/15/2048
1,577

 
1,659

 
Msbam_15-C25
3.37
%
10/15/2048
1,104

 
1,133

 
Chubb Ina Hldgs Inc
2.70
%
3/13/2023
402

 
403

 
Chubb Ina Hldgs Inc
3.35
%
5/15/2024
276

 
285

 
Chubb Ina Hldgs Inc
2.30
%
11/3/2020
158

 
158

 
Aetna Inc
2.75
%
11/15/2022
213

 
212

 
American Intl Grp Inc
4.13
%
2/15/2024
442

 
473

 
Arch Cap Fin Llc
4.01
%
12/15/2026
39

 
41

 
Axis Specialty Fin Llc
5.88
%
6/1/2020
308

 
331

 
Bnp Paribas Sa
2.38
%
5/21/2020
339

 
340

 
Bank Of Amer Corp
3.30
%
1/11/2023
938

 
975

 
Bank Of Amer Corp
4.13
%
1/22/2024
828

 
896

 
Bank Of Amer Corp
4.00
%
4/1/2024
205

 
219

 
Bank Of Amer Corp
4.00
%
1/22/2025
284

 
300

 
Bank Of Amer Corp
3.95
%
4/21/2025
552

 
575

 
Bank Of Amer Corp
3.42
%
12/20/2028
372

 
373

*
Bank Of Ny Mellon Corp
3.40
%
5/15/2024
205

 
214

 
Barclays Plc
4.38
%
1/12/2026
315

 
335

 
Barclays Plc
4.34
%
1/10/2028
315

 
333

 
Berkshire Hathaway Inc
2.75
%
3/15/2023
812

 
824

 
Boston Properties Lp
3.85
%
2/1/2023
284

 
300

 
Cigna Corp
4.38
%
12/15/2020
173

 
182

 
Cigna Corp
4.00
%
2/15/2022
173

 
184


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

77
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Capital One Bk Usa Na
3.38
%
2/15/2023
229

 
234

 
Capital One Na
2.95
%
7/23/2021
205

 
209

 
Commonwealth Bk Of Au
2.30
%
3/12/2020
331

 
334

 
Coventry Hlth Care Inc
5.45
%
6/15/2021
426

 
462

 
Credit Suisse Grp Fdg Guernsey Ltd
3.75
%
3/26/2025
394

 
406

 
Credit Suisse Grp Fdg Guernsey Ltd
4.55
%
4/17/2026
394

 
426

 
Credit Suisse Ny
4.38
%
8/5/2020
394

 
420

 
Discover Finl Svcs
3.85
%
11/21/2022
576

 
594

 
Goldman Sachs Grp Inc
6.00
%
6/15/2020
16

 
17

 
Goldman Sachs Grp Inc
3.85
%
7/8/2024
47

 
50

 
Goldman Sachs Grp Inc
5.75
%
1/24/2022
118

 
134

 
Goldman Sachs Grp Inc
3.63
%
1/22/2023
867

 
910

 
Goldman Sachs Grp Inc
3.85
%
1/26/2027
796

 
831

 
Goldman Sachs Grp Inc
3.50
%
11/16/2026
268

 
271

 
Goldman Sachs Grp Inc
3.50
%
1/23/2025
386

 
398

 
Goldman Sachs Grp Inc
3.75
%
5/22/2025
166

 
171

 
Government Properties Income Tr
3.75
%
8/15/2019
95

 
97

 
Hsbc Hldgs Plc
4.88
%
1/14/2022
355

 
390

 
Hsbc Bk Usa Na
4.88
%
8/24/2020
552

 
593

 
Hartford Finl Svcs Grp Inc
5.50
%
3/30/2020
379

 
409

 
Hartford Finl Svcs Grp Inc
5.13
%
4/15/2022
229

 
252

 
Jpmorgan Chase & Co
4.35
%
8/15/2021
315

 
340

 
Jpmorgan Chase & Co
3.20
%
1/25/2023
331

 
342

 
Jpmorgan Chase & Co
3.88
%
2/1/2024
513

 
547


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

78
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Jpmorgan Chase & Co
3.63
%
5/13/2024
631

 
659

 
Jpmorgan Chase & Co
3.88
%
9/10/2024
308

 
324

 
Jpmorgan Chase & Co
3.13
%
1/23/2025
986

 
1,005

 
Jpmorgan Chase & Co
3.90
%
7/15/2025
434

 
462

 
Keycorp
5.10
%
3/24/2021
110

 
120

 
Marsh & Mclennan Cos Inc
3.50
%
6/3/2024
197

 
204

 
Metlife Inc
4.37
%
9/15/2023
16

 
17

 
Morgan Stanley
4.00
%
7/23/2025
655

 
697

 
Morgan Stanley
3.88
%
4/29/2024
1,262

 
1,326

 
Morgan Stanley
3.88
%
1/27/2026
505

 
534

 
Morgan Stanley
5.50
%
7/28/2021
134

 
150

 
Nomura Hldgs Inc
2.75
%
3/19/2019
426

 
432

 
Pnc Finl Svcs Grp Inc
3.90
%
4/29/2024
87

 
91

 
Pnc Finl Svcs Grp Inc
4.38
%
8/11/2020
118

 
126

 
Pnc Bk Na
3.25
%
6/1/2025
394

 
401

 
Santander Uk Grp Hldgs Plc
2.88
%
10/16/2020
197

 
199

 
Santander Uk Plc
2.35
%
9/10/2019
205

 
207

 
Select Income Reit
2.85
%
2/1/2018
95

 
96

 
Simon Property Grp Lp
3.75
%
2/1/2024
789

 
833

 
Svenska Handelsbanken Ab
2.50
%
1/25/2019
394

 
400

 
Travelers Cos Inc
5.80
%
5/15/2018
442

 
451

 
Ubs Ag Stamford
2.38
%
8/14/2019
394

 
398

 
Us Bancorp
3.70
%
1/30/2024
181

 
193

 
Us Bancorp
2.63
%
1/24/2022
591

 
602


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

79
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Unitedhealth Grp Inc
4.70
%
2/15/2021
189

 
205

 
Unitedhealth Grp Inc
3.75
%
7/15/2025
126

 
135

 
Unitedhealth Grp Inc
3.10
%
3/15/2026
110

 
112

 
Unitedhealth Grp Inc
2.95
%
10/15/2027
276

 
277

 
Ventas Realty Lp
3.85
%
4/1/2027
197

 
203

 
Wellpoint Inc
3.13
%
5/15/2022
631

 
639

 
Wellpoint Inc
3.30
%
1/15/2023
181

 
187

 
Wells Fargo & Co
2.10
%
7/26/2021
394

 
391

 
Wells Fargo & Co
4.13
%
8/15/2023
24

 
25

 
Abb Fin Usa Inc
2.88
%
5/8/2022
63

 
64

 
At&T Inc
5.50
%
2/1/2018
158

 
162

 
At&T Inc
3.60
%
2/17/2023
907

 
940

 
At&T Inc
4.45
%
4/1/2024
410

 
438

 
At&T Inc
3.90
%
8/14/2027
449

 
460

 
Abbott Labs
2.55
%
3/15/2022
134

 
134

 
Abbott Labs
3.25
%
4/15/2023
150

 
153

 
Abbvie Inc
3.60
%
5/14/2025
489

 
505

 
Actavis Fdg Scs
3.80
%
3/15/2025
544

 
560

 
Agrium Inc
3.50
%
6/1/2023
252

 
260

 
Altria Grp Inc
4.00
%
1/31/2024
379

 
408

 
Amazoncom Inc
2.80
%
8/22/2024
134

 
135

 
American Airlines Inc
3.70
%
10/1/2026
59

 
61

 
American Airlines Inc
4.95
%
1/15/2023
230

 
250

 
Amgen Inc
3.45
%
10/1/2020
237

 
245


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

80
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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Amgen Inc
3.63
%
5/22/2024
118

 
123

 
Amgen Inc
2.65
%
5/11/2022
426

 
426

 
Anadarko Petroleum Corp
5.55
%
3/15/2026
79

 
90

 
Anheuser Busch Inbev Worldwide Inc
5.38
%
1/15/2020
1,072

 
1,164

 
Anheuser Busch Inbev Fin Inc
3.30
%
2/1/2023
87

 
90

 
Apache Corp
3.25
%
4/15/2022
205

 
208

 
Apple Inc
2.40
%
5/3/2023
552

 
548

 
Apple Inc
3.25
%
2/23/2026
986

 
1,017

 
Autozone Inc
2.88
%
1/15/2023
158

 
159

 
Bat Cap Corp
3.22
%
8/15/2024
481

 
487

 
Bp Cap Markets Plc
4.75
%
3/10/2019
213

 
223

 
Bp Cap Markets Plc
3.25
%
5/6/2022
426

 
439

 
Baxalta Inc
4.00
%
6/23/2025
465

 
481

 
Becton Dickinson & Co
3.73
%
12/15/2024
284

 
291

 
British Telecom Plc
5.95
%
1/15/2018
426

 
438

 
Buckeye Partners Lp
2.65
%
11/15/2018
63

 
63

 
Burlington Northern Santa Fe Llc
3.40
%
9/1/2024
244

 
256

 
Burlington Northern Santa Fe Corp
5.75
%
3/15/2018
331

 
339

 
Cbs Corp
4.30
%
2/15/2021
79

 
84

 
Cvs Hlth Corp
3.88
%
7/20/2025
497

 
520

 
Ca Inc
3.60
%
8/1/2020
181

 
188

 
Canadian Natl Railway Co
5.55
%
3/1/2019
315

 
333

 
Cardinal Hlth Inc
4.63
%
12/15/2020
197

 
208

 
Cardinal Hlth Inc
3.20
%
6/15/2022
8

 
8


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

81
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Caterpillar Inc
3.90
%
5/27/2021
323

 
341

 
Caterpillar Inc
2.60
%
6/26/2022
87

 
87

 
Celgene Corp
3.63
%
5/15/2024
268

 
277

 
Cenovus Energy Inc
4.25
%
4/15/2027
63

 
64

 
Charter Comms Operating Llc
4.91
%
7/23/2025
505

 
547

 
Chevron Corp
2.36
%
12/5/2022
221

 
219

 
Chevron Corp
3.19
%
6/24/2023
142

 
146

 
Cintas Corp No 2
3.70
%
4/1/2027
197

 
207

 
Cisco Systems Inc
3.00
%
6/15/2022
142

 
145

 
Cisco Systems Inc
1.85
%
9/20/2021
118

 
117

 
Coca Cola Co
3.15
%
11/15/2020
197

 
203

 
Comcast Corp
3.60
%
3/1/2024
481

 
507

 
Comcast Corp
3.00
%
2/1/2024
379

 
386

 
Conocophillips Co
2.40
%
12/15/2022
323

 
320

 
Continental Airlines Inc
4.15
%
4/11/2024
98

 
104

 
Continental Airlines Inc
4.00
%
10/29/2024
132

 
139

 
John Deere Cap Corp
2.80
%
1/27/2023
252

 
257

 
John Deere Cap Corp
2.80
%
3/6/2023
268

 
272

 
Delta Air Lines Inc
6.82
%
8/10/2022
80

 
93

 
Diamond Fin Corp 1 & 2
3.48
%
6/1/2019
757

 
769

 
Walt Disney Co
2.75
%
8/16/2021
158

 
162

 
Walt Disney Co
1.85
%
7/30/2026
213

 
197

 
Discovery Comm Llc
5.63
%
8/15/2019
63

 
68

 
Discovery Comm Llc
3.95
%
3/20/2028
197

 
198


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

82
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Dominion Gas Hldgs Llc
3.55
%
11/1/2023
103

 
105

 
Dow Chemical Co
8.55
%
5/15/2019
221

 
242

 
Dow Chemical Co
3.00
%
11/15/2022
434

 
438

 
Dupont Ei De Nemours & Co
4.63
%
1/15/2020
300

 
321

 
Dupont Ei De Nemours & Co
2.80
%
2/15/2023
126

 
127

 
Eog Resources Inc
4.10
%
2/1/2021
189

 
201

 
Eog Resources Inc
3.15
%
4/1/2025
55

 
55

 
Eastman Chemical Co
3.80
%
3/15/2025
274

 
289

 
Ecolab Inc
4.35
%
12/8/2021
175

 
187

 
Enterprise Products Operating Llc
3.35
%
3/15/2023
599

 
617

 
Equifax Inc
3.30
%
12/15/2022
134

 
133

 
Express Scripts Hldg Co
4.50
%
2/25/2026
126

 
136

 
Exxon Mobil Corp
2.40
%
3/6/2022
221

 
222

 
Exxon Mobil Corp
3.04
%
3/1/2026
473

 
485

 
Fidelity Natl Information Svcs Inc
3.88
%
6/5/2024
60

 
63

 
Fidelity Natl Information Svcs Inc
4.50
%
10/15/2022
125

 
135

 
Fiserv Inc
3.85
%
6/1/2025
276

 
289

 
Ford Motor Cr Co Llc
4.13
%
8/4/2025
197

 
207

 
Ford Motor Cr Co Llc
2.55
%
10/5/2018
79

 
80

 
Ford Motor Cr Co Llc
3.81
%
1/9/2024
678

 
705

 
Fortune Brands Home & Sec Inc
3.00
%
6/15/2020
166

 
167

 
General Dynamics Corp
2.25
%
11/15/2022
284

 
281

 
General Elec Co
2.70
%
10/9/2022
718

 
721

 
General Elec Co
4.65
%
10/17/2021
158

 
171


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

83
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
General Elec Co
3.15
%
9/7/2022
457

 
469

 
General Motors Co
4.88
%
10/2/2023
757

 
828

 
Gilead Sciences Inc
4.50
%
4/1/2021
402

 
433

 
Gilead Sciences Inc
3.50
%
2/1/2025
260

 
273

 
Glaxosmithkline Cap Inc
2.80
%
3/18/2023
39

 
40

 
Glaxosmithkline Cap Plc
2.85
%
5/8/2022
24

 
24

 
Halliburton Co
3.80
%
11/15/2025
142

 
148

 
Hewlett Packard Co
4.30
%
6/1/2021
268

 
282

 
Home Depot Inc
3.75
%
2/15/2024
1,333

 
1,424

 
Home Depot Inc
2.63
%
6/1/2022
205

 
207

 
Ingersoll Rand Global Hldg Co Ltd
6.88
%
8/15/2018
300

 
316

 
Ingersoll Rand Global Hldg Co Ltd
4.25
%
6/15/2023
221

 
236

 
Ibm Corp
8.38
%
11/1/2019
363

 
408

 
Ibm Corp
3.63
%
2/12/2024
315

 
335

 
International Paper Co
4.75
%
2/15/2022
219

 
240

 
International Paper Co
3.65
%
6/15/2024
954

 
987

 
Johnson & Johnson
2.45
%
3/1/2026
670

 
659

 
Kinder Morgan Energy Partners Lp
4.15
%
2/1/2024
126

 
133

 
Kraft Foods Grp Inc
5.38
%
2/10/2020
289

 
312

 
Kraft Heinz Foods Co
3.00
%
6/1/2026
418

 
403

 
Kroger Co
2.30
%
1/15/2019
71

 
72

 
Lyb Intl Fin Ii Bv
3.50
%
3/2/2027
79

 
80

 
Laboratory Corp Of Amer
3.60
%
2/1/2025
331

 
341

 
Laboratory Corp Of Amer
3.25
%
9/1/2024
63

 
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

84
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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Lockheed Martin Corp
3.10
%
1/15/2023
252

 
260

 
Lyondellbasell Inds Nv
6.00
%
11/15/2021
402

 
450

 
Lyondellbasell Inds Nv
5.75
%
4/15/2024
260

 
300

 
Mplx Lp
4.50
%
7/15/2023
315

 
340

 
Marriott Intl Inc
3.13
%
6/15/2026
237

 
233

 
Mastercard Inc
3.38
%
4/1/2024
197

 
206

 
Mcdonalds Corp
2.63
%
1/15/2022
205

 
208

 
Mcdonalds Corp
1.88
%
5/29/2019
173

 
173

 
Mckesson Corp
4.75
%
3/1/2021
315

 
339

 
Medtronic Inc
3.50
%
3/15/2025
655

 
686

 
Merck & Co Inc
3.88
%
1/15/2021
796

 
846

 
Merck & Co Inc
2.80
%
5/18/2023
134

 
136

 
Microsoft Corp
2.40
%
8/8/2026
946

 
922

 
Monsanto Co
3.38
%
7/15/2024
158

 
163

 
Mylan Inc
2.55
%
3/28/2019
79

 
79

 
Nbcuniversal Media Llc
2.88
%
1/15/2023
173

 
178

 
Newell Brands Inc
4.20
%
4/1/2026
118

 
125

 
Noble Energy Inc
4.15
%
12/15/2021
197

 
206

 
Norfolk Southern Corp
5.75
%
4/1/2018
87

 
89

 
Norfolk Southern Corp
5.90
%
6/15/2019
599

 
632

 
Northrop Grumman Corp
5.05
%
8/1/2019
315

 
336

 
Novartis Cap Corp
2.40
%
9/21/2022
442

 
442

 
Occidental Petroleum Corp
4.10
%
2/1/2021
284

 
302

 
Occidental Petroleum Corp
2.60
%
4/15/2022
142

 
143


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

85
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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Oneok Partners Lp
8.63
%
3/1/2019
292

 
320

 
Oneok Partners Lp
3.38
%
10/1/2022
79

 
80

 
Oracle Corp
5.00
%
7/8/2019
260

 
278

 
Oracle Corp
2.95
%
5/15/2025
418

 
421

 
Oracle Corp
1.90
%
9/15/2021
158

 
156

 
Oracle Corp
2.65
%
7/15/2026
473

 
467

 
Pepsico Inc
2.75
%
3/5/2022
489

 
499

 
Pepsico Inc
3.60
%
3/1/2024
221

 
234

 
Pfizer Inc
3.00
%
12/15/2026
150

 
151

 
Philip Morris Intl Inc
4.50
%
3/26/2020
134

 
142

 
Philip Morris Intl Inc
2.63
%
3/6/2023
268

 
267

 
Procter & Gamble Co
2.30
%
2/6/2022
71

 
71

 
Procter & Gamble Co
3.10
%
8/15/2023
55

 
58

 
Raytheon Co
3.13
%
10/15/2020
158

 
162

 
Raytheon Co
3.15
%
12/15/2024
166

 
170

 
Republic Svcs Inc
5.50
%
9/15/2019
189

 
202

 
Rio Tinto Fin Usa Ltd
3.75
%
6/15/2025
103

 
108

 
Rock Tenn Co
4.90
%
3/1/2022
103

 
112

 
Rockwell Collins Inc
3.50
%
3/15/2027
315

 
324

 
Rogers Comm Inc
6.80
%
8/15/2018
237

 
250

 
Rogers Comm Inc
3.00
%
3/15/2023
110

 
111

 
Schlumberger Investment Sa
3.65
%
12/1/2023
110

 
117

 
Scripps Networks Interactive Inc
3.50
%
6/15/2022
292

 
295

 
Scripps Networks Interactive Inc
3.95
%
6/15/2025
197

 
200


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

86
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Shell Intl Fin Bv
4.30
%
9/22/2019
363

 
380

 
Shell Intl Fin Bv
2.00
%
11/15/2018
1,033

 
1,036

 
Shire Acq Investments Ireland Dac
2.88
%
9/23/2023
221

 
219

 
Jm Smucker Co
3.50
%
3/15/2025
142

 
146

 
Stryker Corp
3.38
%
5/15/2024
260

 
268

 
Thermo Fisher Scientific Inc
3.15
%
1/15/2023
118

 
121

 
Thermo Fisher Scientific Inc
3.00
%
4/15/2023
166

 
168

 
Time Warner Inc
4.75
%
3/29/2021
308

 
331

 
Time Warner Inc
3.55
%
6/1/2024
252

 
256

 
Time Warner Cable Llc
8.75
%
2/14/2019
213

 
234

 
Total Cap Intl Sa
2.70
%
1/25/2023
134

 
136

 
Total System Svcs Inc
4.80
%
4/1/2026
16

 
17

 
21St Century Fox Amer Inc
6.90
%
3/1/2019
749

 
806

 
21St Century Fox Amer Inc
3.00
%
9/15/2022
192

 
197

 
Tyson Foods Inc
3.95
%
8/15/2024
229

 
244

 
Unilever Cap Corp
4.25
%
2/10/2021
292

 
313

 
Union Pacific Corp
4.00
%
2/1/2021
371

 
394

 
United Parcel Svc Inc
5.13
%
4/1/2019
63

 
66

 
United Parcel Svc Inc
3.13
%
1/15/2021
221

 
229

 
United Technologies Corp
3.10
%
6/1/2022
284

 
290

 
Verizon Comms Inc
3.38
%
2/15/2025
809

 
822

 
Viacom Inc
5.63
%
9/15/2019
110

 
117

 
Viacom Inc
3.13
%
6/15/2022
158

 
156

 
Viacom Inc
3.88
%
4/1/2024
110

 
111


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

87
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Waste Mgmt Inc
4.60
%
3/1/2021
126

 
136

 
Waste Mgmt Inc
2.90
%
9/15/2022
118

 
120

 
Western Gas Partners Lp
4.00
%
7/1/2022
126

 
131

 
Williams Partners Lp
4.30
%
3/4/2024
308

 
326

 
Wyeth Llc
6.45
%
2/1/2024
205

 
253

 
Xto Energy Inc
5.50
%
6/15/2018
197

 
201

 
Xylem Inc
4.88
%
10/1/2021
268

 
292

 
Zimmer Hldgs Inc
2.70
%
4/1/2020
205

 
207

 
Agl Cap Corp
3.50
%
9/15/2021
284

 
293

 
Ameren Illinois Co
2.70
%
9/1/2022
166

 
168

 
American Wtr Cap Corp
2.95
%
9/1/2027
142

 
142

 
Appalachian Pwr Co
3.30
%
6/1/2027
79

 
79

 
Baltimore Gas & Elec Co
3.35
%
7/1/2023
134

 
140

 
Centerpoint Energy Houston Elec
2.25
%
8/1/2022
134

 
133

 
Commonwealth Edison Co
2.95
%
8/15/2027
221

 
221

 
Dominion Resources Inc
4.45
%
3/15/2021
173

 
185

 
Duke Energy In Inc
3.75
%
7/15/2020
158

 
166

 
Duke Energy Carolinas Llc
2.95
%
12/1/2026
229

 
228

 
Emera Us Fin Lp
3.55
%
6/15/2026
173

 
174

 
Entergy Corp
5.13
%
9/15/2020
308

 
330

 
Entergy Louisiana Llc
2.40
%
10/1/2026
118

 
113

 
Florida Pwr & Lt Co
2.75
%
6/1/2023
47

 
48

 
Georgia Pwr Co
2.85
%
5/15/2022
276

 
277

 
Lg&E & Ku Energy Llc
3.75
%
11/15/2020
158

 
163


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

88
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
National Rural Utils Coop Fin Corp
2.30
%
11/15/2019
213

 
214

 
Nisource Fin Corp
6.80
%
1/15/2019
24

 
25

 
Northern States Pwr Co Mn
2.20
%
8/15/2020
166

 
167

 
Oncor Elec Delivery Co Llc
2.95
%
4/1/2025
189

 
190

 
Pseg Pwr Llc
3.00
%
6/15/2021
284

 
287

 
Pacific Gas & Elec Co
3.85
%
11/15/2023
371

 
388

 
Pacific Gas & Elec Co
3.40
%
8/15/2024
276

 
285

 
Progress Energy Inc
4.88
%
12/1/2019
394

 
414

 
Public Svc Co Of Colorado
2.50
%
3/15/2023
16

 
16

 
Public Svc Elec & Gas Co
2.25
%
9/15/2026
39

 
37

 
Puget Energy Inc
3.65
%
5/15/2025
134

 
138

 
San Diego Gas & Elec Co
3.60
%
9/1/2023
189

 
199

 
Southern Ca Edison Co
3.50
%
10/1/2023
308

 
317

 
Hydro Quebec
8.05
%
7/7/2024
110

 
147

 
Quebec Province Of
7.50
%
7/15/2023
142

 
180

 
Quebec Province Of
7.13
%
2/9/2024
449

 
568

 
Ca St
6.20
%
3/1/2019
670

 
717

 
University Ca
3.06
%
7/1/2025
749

 
769

 
America Movil Sab De Cv
5.00
%
3/30/2020
473

 
505

 
Southern Copper Corp
3.88
%
4/23/2025
197

 
206

 
Teva Pharmaceutical Fin Co Bv
2.95
%
12/18/2022
339

 
304

 
Chile Rep Of
3.25
%
9/14/2021
244

 
254

 
Colombia Rep Of
4.00
%
2/26/2024
315

 
331

 
Ecopetrol Sa
4.13
%
1/16/2025
71

 
73


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

89
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Export Import Bk Of Korea
4.38
%
9/15/2021
410

 
435

 
Israel St Of
4.00
%
6/30/2022
315

 
334

 
Petroleos Mexicanos
3.50
%
1/30/2023
126

 
125

 
Petroleos Mexicanos
6.50
%
3/13/2027
315

 
351

 
Mexico United Mexican States
3.63
%
3/15/2022
426

 
447

 
Mexico United Mexican States
4.00
%
10/2/2023
151

 
160

 
Cash
 
 
71

 
71

 
Wrapper
 
 
 
 
(159
)
 
       Fair value of contract
 
 
 
 
397,545

 
 
 
 
 
 
 
 
American General Life Contract No. 725840
 
 
 
 
 
 
Irs Usd 1.75000 12/21/16-10Y Cme
1.75
%
12/21/2026
(15,851
)
 
828

 
U S Treasury Note
2.00
%
6/30/2024
6,309

 
6,189

 
U S Treasury Note
2.00
%
5/31/2024
946

 
929

 
U S Treasury Note
2.00
%
7/31/2022
39

 
39

 
U S Treasury Note
2.13
%
6/30/2022
1,459

 
1,456

 
U S Treasury Note
2.00
%
4/30/2024
5,047

 
4,957

 
U S Treasury Note
1.88
%
4/30/2022
946

 
935

 
U S Treasury Note
1.75
%
4/30/2022
394

 
388

 
U S Treasury Note
1.13
%
1/31/2019
7,097

 
7,044

 
U S Treasury Note
1.75
%
9/30/2022
513

 
502

 
U S Treasury Note
1.88
%
8/31/2022
552

 
544

 
U S Treasury Note
1.75
%
3/31/2022
2,366

 
2,327

 
U S Treasury Note
2.13
%
12/31/2021
2,208

 
2,209


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

90
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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
U S Treasury Note
1.75
%
11/30/2019
39,429

 
39,334

 
U S Treasury Note
1.50
%
7/15/2020
5,520

 
5,462

 
Fed Home Ln Mtge Glbl Nt (2.5Mmm)
1.63
%
9/29/2020
1,735

 
1,716

 
Fed Home Ln Mtge Glbl Nt (6Mmm)
1.25
%
10/2/2019
7,097

 
7,014

 
Fnma Nt (3.5Mmm)
1.75
%
11/26/2019
7,097

 
7,075

 
Fnma Nt (3Mmm)
1.50
%
2/28/2020
4,731

 
4,684

 
Fnma Nt (3Mmm)
2.00
%
1/5/2022
5,599

 
5,565

 
Fnma Glbl Nt (500Mm)
1.25
%
8/23/2019
1,341

 
1,326

 
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
4,137

 
4,160

 
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
2,061

 
2,219

 
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
2,611

 
2,617

 
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
117

 
121

 
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
5,013

 
5,157

 
Gnma Ii Tba 4.0% Jan 30Yr Jmbo
4.00
%
1/22/2048
6,388

 
6,659

 
Fhlmc Tba Gold 3.5% Feb 30Yr
3.50
%
2/13/2048
3,627

 
3,719

 
Fnma Tba 5.0% Feb 30Yr
5.00
%
2/13/2048
3,943

 
4,235

 
Fnma Tba 4.5% Feb 30Yr
4.50
%
2/13/2048
3,154

 
3,352

 
Fnma Tba 4.0% Mar 30Yr
4.00
%
3/13/2048
3,943

 
4,112

 
Fnma Tba 4.0% Feb 30Yr
4.00
%
2/13/2048
17,901

 
18,696

 
Fnma Tba 3.5% Mar 30Yr
3.50
%
3/13/2048
3,943

 
4,036

 
Fnma Tba 3.5% Feb 30Yr
3.50
%
2/13/2048
7,097

 
7,276

 
Fnma Tba 3.0% Feb 30Yr
3.00
%
2/13/2048
4,337

 
4,332

 
Fnma Tba 3.0% Jan 15Yr
3.00
%
1/17/2033
7,334

 
7,470

 
Woodside Finance Ltd
8.75
%
3/1/2019
315

 
338


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

91
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Wells Fargo & Company Sr Unsec
3.55
%
9/29/2025
1,341

 
1,377

 
Wells Fargo & Company Sr Unsec
2.47
%
1/24/2023
1,183

 
1,207

 
Verizon Communicationssr Unsec
3.50
%
11/1/2024
2,997

 
3,055

 
Ubs Group Funding Switze Sr Unsec 144A
2.86
%
8/15/2023
2,760

 
2,731

 
Toronto-Dominion Bank Sr Unsec
2.13
%
4/7/2021
1,104

 
1,094

 
Toronto-Dominion Bank Sec 144A
2.25
%
3/15/2021
1,104

 
1,098

 
Telstra Corp Ltd Nt 144A
4.80
%
10/12/2021
237

 
254

 
Tech Data Corp Sr Unsec
3.70
%
2/15/2022
710

 
713

 
Synchrony Financial Sr Unsec
2.61
%
2/3/2020
1,577

 
1,600

 
Svenska Handelsbanken Ab Unsec
2.40
%
10/1/2020
1,971

 
1,974

 
Sprint Spectrum / Spec I Sec 144A
3.36
%
3/20/2023
518

 
522

 
Societe Generale Sr Unsec 144A
2.63
%
9/16/2020
1,735

 
1,740

 
Santander Uk Group Hldgs Sr Unsec
2.88
%
8/5/2021
1,656

 
1,654

 
Royal Bank Of Canada Covered
2.20
%
9/23/2019
789

 
788

 
Royal Bank Of Canada
1.88
%
2/5/2020
1,735

 
1,721

 
Ppl Wem Holdings Plc Sr Unsec 144A
5.38
%
5/1/2021
710

 
761

 
Oracle Corp Sr Unsec
2.95
%
11/15/2024
1,577

 
1,590

 
Nissan Motor Acceptance Sr Unsec 144A
2.15
%
9/28/2020
315

 
313

 
Nissan Motor Acceptance Sr Unsec 144A
2.25
%
1/13/2020
1,577

 
1,575

 
New York Life Global Fdg Sec 144A
2.00
%
4/13/2021
315

 
311

 
New York Life Global Fdg 144A
1.95
%
2/11/2020
1,656

 
1,646

 
Nationwide Bldg Society Sr Unsec 144A
2.45
%
7/27/2021
867

 
861

 
National Australia Bk/Ny Sr Unsec
1.88
%
7/12/2021
2,129

 
2,085

 
Metlife Inc Sr Unsec A
6.82
%
8/15/2018
1,577

 
1,624


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

92
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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Massmutual Global Fundin Sec 144A
2.00
%
4/15/2021
1,301

 
1,282

 
Mufg Americas Hldgs Corp Sr Unsec
2.25
%
2/10/2020
1,498

 
1,491

 
Lloyds Banking Group Plc Sr Unsec
2.91
%
11/7/2023
1,104

 
1,096

 
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
1,341

 
1,390

 
Jackson Natl Life Global Sec 144A
2.25
%
4/29/2021
394

 
390

 
Jpmorgan Chase & Co Sr Unsec
3.13
%
1/23/2025
4,889

 
4,921

 
Iberdrola Fin Ireland Co Gtd 144A
5.00
%
9/11/2019
790

 
823

 
Ing Bank Nv Covered Sec 144A
2.63
%
12/5/2022
1,065

 
1,067

 
Hsbc Holdings Plc Sr Unsec
5.10
%
4/5/2021
2,997

 
3,221

 
Guardian Life Glob Sec 144A
2.00
%
4/26/2021
1,577

 
1,546

 
Goldman Sachs Group Inc Sr Unsec
3.50
%
1/23/2025
4,495

 
4,570

 
Goldman Sachs Group Inc Sr Unsec
2.91
%
6/5/2023
473

 
470

 
General Motors Finl Co Sr Unsec
2.35
%
10/4/2019
315

 
315

 
General Electric Co Sr Unsec
2.70
%
10/9/2022
4,731

 
4,727

 
Enterprise Products Oper Co Gtd
6.50
%
1/31/2019
631

 
659

 
Energy Transfer Partners Sr Unsec
4.15
%
10/1/2020
902

 
932

 
Enbridge Inc Sr Unsec
1.75
%
1/10/2020
1,262

 
1,264

 
Electricite De France Sr Unsec 144A
2.15
%
1/22/2019
473

 
473

 
Electricite De France Nt 144A
6.50
%
1/26/2019
1,341

 
1,403

 
Dominion Energy Gas Hldg Llc Sr Unsec
2.80
%
11/15/2020
1,065

 
1,073

 
Deutsche Bank Ag Sr Unsec
4.25
%
10/14/2021
1,104

 
1,150

 
Daimler Finance Na Llc Sr Unsec 144A
1.50
%
7/5/2019
1,656

 
1,637

 
Crown Castle Towers Llc Co Gtd 144A
4.88
%
8/15/2040
710

 
743

 
Rabobank Nederland Nt
4.50
%
1/11/2021
3,154

 
3,345


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

93
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Commonwealth Bank Aust 144A
1.75
%
11/7/2019
1,735

 
1,718

 
Caterpillar Finl Service Sr Unsec Mtn
1.90
%
3/22/2019
1,183

 
1,181

 
Sky Plc Sr Unsec 144A
2.63
%
9/16/2019
426

 
427

 
Bnp Paribas Sr Unsec 144A
2.95
%
5/23/2022
946

 
949

 
Barclays Plc Sr Unsec
3.20
%
8/10/2021
1,104

 
1,111

 
Banque Fed Cred Mutuel Sr Unsec 144A
2.00
%
4/12/2019
789

 
786

 
Bank Of Nova Scotia Sec
1.88
%
4/26/2021
3,470

 
3,404

 
Bank Of America
3.42
%
12/20/2028
1,420

 
1,422

 
Bank Of America Corp Sr Unsec
4.00
%
4/1/2024
1,577

 
1,669

 
Bp Capital Markets Plc Co Gtd
4.74
%
3/11/2021
1,971

 
2,112

 
Aviation Capital Group Nt 144A
7.13
%
10/15/2020
1,183

 
1,319

 
American Tower Corp Sr Unsec
5.90
%
11/1/2021
473

 
524

 
Aig Inc
6.40
%
12/15/2020
867

 
962

 
American Honda Finance Sr Unsec
1.74
%
11/5/2021
2,366

 
2,369

 
At&T Inc Sr Unsec
3.40
%
5/15/2025
1,341

 
1,320

 
Bab Ut St-B
3.54
%
7/1/2025
1,617

 
1,687

 
Univ Of Pittsburgh Pa
2.32
%
9/15/2021
1,814

 
1,813

 
Port Seattle-Txbl-B1
7.00
%
5/1/2019
1,577

 
1,678

 
Ny St Urban Dev-B
2.10
%
3/15/2022
3,154

 
3,142

 
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
1,341

 
1,525

 
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
473

 
536

 
Kfw Sr Unsec
1.50
%
2/6/2019
1,143

 
1,138

 
Industry Pub Facs-A
4.34
%
7/1/2024
789

 
843

 
European Investment Bank Sr Unsec
2.00
%
3/15/2021
1,774

 
1,763


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

94
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Cobb-Marietta Coliseu
2.55
%
7/1/2021
986

 
992

 
Vm Cash Ccp Cme Rdr Usd
0.01
%
12/31/2060
59

 
59

 
U S Treasury Repo
1.50
%
1/3/2018
61,746

 
61,746

 
U S Treasury Repo
1.68
%
1/2/2018
28,231

 
28,231

 
U S Treasury Repo
1.67
%
1/2/2018
23,657

 
23,657

 
U S Tips Repo
1.69
%
1/2/2018
9,700

 
9,700

 
Irs Usd 1.25000 12/21/16-2Y Cme
1.25
%
12/21/2018
28,152

 
(170
)
 
Irs Usd 1.25000 06/15/16-2Y Cme
1.25
%
6/15/2018
35,644

 
(74
)
*
Collective Us Govt Stif 15 Bps
—
%
12/1/2030
412

 
412

 
U S Treasury Note
1.00
%
11/30/2018
7,176

 
7,126

 
Scslc 2005 A3 3Mlib+14Bp
1.62
%
12/1/2023
294

 
294

 
Slma 2006-6 A3 3Mlib+11Bp
1.48
%
10/27/2025
392

 
391

 
Slma 2006-5 A5 3Mlib+11Bp
1.48
%
1/25/2027
365

 
365

 
Slma 2007-1 A5 3Mlib+9
1.46
%
1/26/2026
494

 
494

 
Slma 2006-8 A5 3Mlib+11Bp
1.48
%
1/27/2025
1,726

 
1,723

 
Slma 2005-9 A6 3Mlib+55Bp
1.92
%
10/26/2026
1,228

 
1,232

 
Slma 2005-8 A4 3Mlib
1.92
%
1/25/2028
2,395

 
2,407

 
Slma 2005-7 A4 3Mlib+15Bp
1.52
%
10/25/2029
1,406

 
1,398

 
Slma 2005-6 A5A 3Mlib+11Bp
1.48
%
7/27/2026
161

 
161

 
Slma 2005-3 A5
1.46
%
10/25/2024
441

 
440

 
Slclt 2007-1 A4 3Mlib+6Bp
1.48
%
5/15/2029
1,164

 
1,153

 
Nordea Bank Ab Sr Unsec Frn 144A
2.44
%
9/17/2018
946

 
951

 
Navsl 2015-3 A1 1Mlib+32Bp
1.87
%
7/25/2030
160

 
161

 
Navsl 2015-1 A1 1Mlib+30Bp
1.85
%
9/26/2022
104

 
104


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

95
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Jackson Natl Life Global Sec 144A
1.88
%
10/15/2018
1,025

 
1,024

 
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
96

 
105

 
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
102

 
113

 
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
232

 
254

 
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
738

 
811

 
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
122

 
134

 
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
247

 
272

 
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
96

 
106

 
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
9

 
10

 
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
338

 
374

 
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
189

 
209

 
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
244

 
267

 
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
408

 
451

 
Fnma Pass Thru 30Yr #804303
5.50
%
11/1/2034
21

 
23

 
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
17

 
19

 
Fn Arm 793029 Us0006M+158.2 10.869
3.05
%
7/1/2034
538

 
559

 
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
15

 
16

 
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
212

 
234

 
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
216

 
237

 
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
18

 
20

 
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
277

 
303

 
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
67

 
73

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

 
2

 
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
432

 
474


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

96
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Fed Home Ln Mtge Glbl Nt (500Mm)
1.15
%
9/14/2018
1,893

 
1,885

 
Fh Arm 1Q1534 H15T1Y+223.3 10.15
3.13
%
6/1/2037
703

 
741

 
Chait 2015-A5 A
1.36
%
4/15/2020
789

 
791

 
Net Unsettled Trades
 
 
 
 
(125,725
)
 
Interest And Dividends Accrued/Receivable
 
 
 
 
1,507

 
Broker Cash Collateral Received
 
 
 
 
(24
)
 
Centrally Cleared Swaps (Due To) / Due From Broker
 
 
 
 
(573
)
 
Wrapper
 
 
 
 
(78
)
 
       Fair value of contract
 
 
 
 
314,269

 
 
 
 
 
 
 
 
Royal Bank of Canada Contract No. Citigroup01
 
 
 
 
 
 
Irs Usd 1.75000 12/21/16-10Y Cme
1.75
%
12/21/2026
(15,851
)
 
828

 
U S Treasury Note
2.00
%
6/30/2024
6,309

 
6,189

 
U S Treasury Note
2.00
%
5/31/2024
946

 
929

 
U S Treasury Note
2.00
%
7/31/2022
39

 
39

 
U S Treasury Note
2.13
%
6/30/2022
1,459

 
1,456

 
U S Treasury Note
2.00
%
4/30/2024
5,047

 
4,957

 
U S Treasury Note
1.88
%
4/30/2022
946

 
935

 
U S Treasury Note
1.75
%
4/30/2022
394

 
388

 
U S Treasury Note
1.13
%
1/31/2019
7,097

 
7,044

 
U S Treasury Note
1.75
%
9/30/2022
513

 
502

 
U S Treasury Note
1.88
%
8/31/2022
552

 
544

 
U S Treasury Note
1.75
%
3/31/2022
2,366

 
2,327

 
U S Treasury Note
2.13
%
12/31/2021
2,208

 
2,209


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

97
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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
U S Treasury Note
1.75
%
11/30/2019
39,429

 
39,334

 
U S Treasury Note
1.50
%
7/15/2020
5,520

 
5,462

 
Fed Home Ln Mtge Glbl Nt (2.5Mmm)
1.63
%
9/29/2020
1,735

 
1,716

 
Fed Home Ln Mtge Glbl Nt (6Mmm)
1.25
%
10/2/2019
7,097

 
7,014

 
Fnma Nt (3.5Mmm)
1.75
%
11/26/2019
7,097

 
7,075

 
Fnma Nt (3Mmm)
1.50
%
2/28/2020
4,731

 
4,684

 
Fnma Nt (3Mmm)
2.00
%
1/5/2022
5,599

 
5,565

 
Fnma Glbl Nt (500Mm)
1.25
%
8/23/2019
1,341

 
1,326

 
Fnma Pass Thru 30Yr #Au5386
3.00
%
6/1/2043
4,137

 
4,160

 
Fnma Pass Thru 30Yr #As0924
5.00
%
11/1/2043
2,061

 
2,219

 
Fhlmc Gold 30Yr #Q3-7305
3.00
%
11/1/2045
2,611

 
2,617

 
Fhlmc Gold 30Yr Gnt #G0-8693
3.50
%
3/1/2046
117

 
121

 
Fhlmc Gold 30Yr Gnt #G0-8687
3.50
%
1/1/2046
5,013

 
5,157

 
Gnma Ii Tba 4.0% Jan 30Yr Jmbo
4.00
%
1/22/2048
6,388

 
6,659

 
Fhlmc Tba Gold 3.5% Feb 30Yr
3.50
%
2/13/2048
3,627

 
3,719

 
Fnma Tba 5.0% Feb 30Yr
5.00
%
2/13/2048
3,943

 
4,235

 
Fnma Tba 4.5% Feb 30Yr
4.50
%
2/13/2048
3,154

 
3,352

 
Fnma Tba 4.0% Mar 30Yr
4.00
%
3/13/2048
3,943

 
4,112

 
Fnma Tba 4.0% Feb 30Yr
4.00
%
2/13/2048
17,901

 
18,696

 
Fnma Tba 3.5% Mar 30Yr
3.50
%
3/13/2048
3,943

 
4,036

 
Fnma Tba 3.5% Feb 30Yr
3.50
%
2/13/2048
7,097

 
7,276

 
Fnma Tba 3.0% Feb 30Yr
3.00
%
2/13/2048
4,337

 
4,332

 
Fnma Tba 3.0% Jan 15Yr
3.00
%
1/17/2033
7,334

 
7,470

 
Woodside Finance Ltd
8.75
%
3/1/2019
315

 
338


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

98
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Wells Fargo & Company Sr Unsec
3.55
%
9/29/2025
1,341

 
1,377

 
Wells Fargo & Company Sr Unsec
2.47
%
1/24/2023
1,183

 
1,207

 
Verizon Communicationssr Unsec
3.50
%
11/1/2024
2,997

 
3,055

 
Ubs Group Funding Switze Sr Unsec 144A
2.86
%
8/15/2023
2,760

 
2,731

 
Toronto-Dominion Bank Sr Unsec
2.13
%
4/7/2021
1,104

 
1,094

 
Toronto-Dominion Bank Sec 144A
2.25
%
3/15/2021
1,104

 
1,098

 
Telstra Corp Ltd Nt 144A
4.80
%
10/12/2021
237

 
254

 
Tech Data Corp Sr Unsec
3.70
%
2/15/2022
710

 
713

 
Synchrony Financial Sr Unsec
2.61
%
2/3/2020
1,577

 
1,600

 
Svenska Handelsbanken Ab Unsec
2.40
%
10/1/2020
1,971

 
1,974

 
Sprint Spectrum / Spec I Sec 144A
3.36
%
3/20/2023
518

 
522

 
Societe Generale Sr Unsec 144A
2.63
%
9/16/2020
1,735

 
1,740

 
Santander Uk Group Hldgs Sr Unsec
2.88
%
8/5/2021
1,656

 
1,654

 
Royal Bank Of Canada Covered
2.20
%
9/23/2019
789

 
788

 
Royal Bank Of Canada
1.88
%
2/5/2020
1,735

 
1,721

 
Ppl Wem Holdings Plc Sr Unsec 144A
5.38
%
5/1/2021
710

 
761

 
Oracle Corp Sr Unsec
2.95
%
11/15/2024
1,577

 
1,590

 
Nissan Motor Acceptance Sr Unsec 144A
2.15
%
9/28/2020
315

 
313

 
Nissan Motor Acceptance Sr Unsec 144A
2.25
%
1/13/2020
1,577

 
1,575

 
New York Life Global Fdg Sec 144A
2.00
%
4/13/2021
315

 
311

 
New York Life Global Fdg 144A
1.95
%
2/11/2020
1,656

 
1,646

 
Nationwide Bldg Society Sr Unsec 144A
2.45
%
7/27/2021
867

 
861

 
National Australia Bk/Ny Sr Unsec
1.88
%
7/12/2021
2,129

 
2,085

 
Metlife Inc Sr Unsec A
6.82
%
8/15/2018
1,577

 
1,624


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

99
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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Massmutual Global Fundin Sec 144A
2.00
%
4/15/2021
1,301

 
1,282

 
Mufg Americas Hldgs Corp Sr Unsec
2.25
%
2/10/2020
1,498

 
1,491

 
Lloyds Banking Group Plc Sr Unsec
2.91
%
11/7/2023
1,104

 
1,096

 
Kinder Morgan Ener Part Sr Unsec
4.25
%
9/1/2024
1,341

 
1,390

 
Jackson Natl Life Global Sec 144A
2.25
%
4/29/2021
394

 
390

 
Jpmorgan Chase & Co Sr Unsec
3.13
%
1/23/2025
4,889

 
4,921

 
Iberdrola Fin Ireland Co Gtd 144A
5.00
%
9/11/2019
790

 
823

 
Ing Bank Nv Covered Sec 144A
2.63
%
12/5/2022
1,065

 
1,067

 
Hsbc Holdings Plc Sr Unsec
5.10
%
4/5/2021
2,997

 
3,221

 
Guardian Life Glob Sec 144A
2.00
%
4/26/2021
1,577

 
1,546

 
Goldman Sachs Group Inc Sr Unsec
3.50
%
1/23/2025
4,495

 
4,570

 
Goldman Sachs Group Inc Sr Unsec
2.91
%
6/5/2023
473

 
470

 
General Motors Finl Co Sr Unsec
2.35
%
10/4/2019
315

 
315

 
General Electric Co Sr Unsec
2.70
%
10/9/2022
4,731

 
4,727

 
Enterprise Products Oper Co Gtd
6.50
%
1/31/2019
631

 
659

 
Energy Transfer Partners Sr Unsec
4.15
%
10/1/2020
902

 
932

 
Enbridge Inc Sr Unsec
1.75
%
1/10/2020
1,262

 
1,264

 
Electricite De France Sr Unsec 144A
2.15
%
1/22/2019
473

 
473

 
Electricite De France Nt 144A
6.50
%
1/26/2019
1,341

 
1,403

 
Dominion Energy Gas Hldg Llc Sr Unsec
2.80
%
11/15/2020
1,065

 
1,073

 
Deutsche Bank Ag Sr Unsec
4.25
%
10/14/2021
1,104

 
1,150

 
Daimler Finance Na Llc Sr Unsec 144A
1.50
%
7/5/2019
1,656

 
1,637

 
Crown Castle Towers Llc Co Gtd 144A
4.88
%
8/15/2040
710

 
743

 
Rabobank Nederland Nt
4.50
%
1/11/2021
3,154

 
3,345


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

100
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Commonwealth Bank Aust 144A
1.75
%
11/7/2019
1,735

 
1,718

 
Caterpillar Finl Service Sr Unsec Mtn
1.90
%
3/22/2019
1,183

 
1,181

 
Sky Plc Sr Unsec 144A
2.63
%
9/16/2019
426

 
427

 
Bnp Paribas Sr Unsec 144A
2.95
%
5/23/2022
946

 
949

 
Barclays Plc Sr Unsec
3.20
%
8/10/2021
1,104

 
1,111

 
Banque Fed Cred Mutuel Sr Unsec 144A
2.00
%
4/12/2019
789

 
786

 
Bank Of Nova Scotia Sec
1.88
%
4/26/2021
3,470

 
3,404

 
Bank Of America
3.42
%
12/20/2028
1,420

 
1,422

 
Bank Of America Corp Sr Unsec
4.00
%
4/1/2024
1,577

 
1,669

 
Bp Capital Markets Plc Co Gtd
4.74
%
3/11/2021
1,971

 
2,112

 
Aviation Capital Group Nt 144A
7.13
%
10/15/2020
1,183

 
1,319

 
American Tower Corp Sr Unsec
5.90
%
11/1/2021
473

 
524

 
Aig Inc
6.40
%
12/15/2020
867

 
962

 
American Honda Finance Sr Unsec
1.74
%
11/5/2021
2,366

 
2,369

 
At&T Inc Sr Unsec
3.40
%
5/15/2025
1,341

 
1,320

 
Bab Ut St-B
3.54
%
7/1/2025
1,617

 
1,687

 
Univ Of Pittsburgh Pa
2.32
%
9/15/2021
1,814

 
1,813

 
Port Seattle-Txbl-B1
7.00
%
5/1/2019
1,577

 
1,678

 
Ny St Urban Dev-B
2.10
%
3/15/2022
3,154

 
3,142

 
Nys Twy-Txb-B-Babs
5.45
%
4/1/2025
1,341

 
1,525

 
Met Trn Auth-A2-Babs
5.36
%
11/15/2023
473

 
536

 
Kfw Sr Unsec
1.50
%
2/6/2019
1,143

 
1,138

 
Industry Pub Facs-A
4.34
%
7/1/2024
789

 
843

 
European Investment Bank Sr Unsec
2.00
%
3/15/2021
1,774

 
1,763


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

101
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Cobb-Marietta Coliseu
2.55
%
7/1/2021
986

 
992

 
Vm Cash Ccp Cme Rdr Usd
0.01
%
12/31/2060
59

 
59

 
U S Treasury Repo
1.50
%
1/3/2018
61,746

 
61,746

 
U S Treasury Repo
1.68
%
1/2/2018
28,231

 
28,231

 
U S Treasury Repo
1.67
%
1/2/2018
23,657

 
23,657

 
U S Tips Repo
1.69
%
1/2/2018
9,700

 
9,700

 
Irs Usd 1.25000 12/21/16-2Y Cme
1.25
%
12/21/2018
28,152

 
(170
)
 
Irs Usd 1.25000 06/15/16-2Y Cme
1.25
%
6/15/2018
35,644

 
(74
)
*
Collective Us Govt Stif 15 Bps
—
%
12/1/2030
412

 
412

 
U S Treasury Note
1.00
%
11/30/2018
7,176

 
7,126

 
Scslc 2005 A3 3Mlib+14Bp
1.62
%
12/1/2023
294

 
294

 
Slma 2006-6 A3 3Mlib+11Bp
1.48
%
10/27/2025
392

 
391

 
Slma 2006-5 A5 3Mlib+11Bp
1.48
%
1/25/2027
365

 
365

 
Slma 2007-1 A5 3Mlib+9
1.46
%
1/26/2026
494

 
494

 
Slma 2006-8 A5 3Mlib+11Bp
1.48
%
1/27/2025
1,726

 
1,723

 
Slma 2005-9 A6 3Mlib+55Bp
1.92
%
10/26/2026
1,228

 
1,232

 
Slma 2005-8 A4 3Mlib
1.92
%
1/25/2028
2,395

 
2,407

 
Slma 2005-7 A4 3Mlib+15Bp
1.52
%
10/25/2029
1,406

 
1,398

 
Slma 2005-6 A5A 3Mlib+11Bp
1.48
%
7/27/2026
161

 
161

 
Slma 2005-3 A5
1.46
%
10/25/2024
441

 
440

 
Slclt 2007-1 A4 3Mlib+6Bp
1.48
%
5/15/2029
1,164

 
1,153

 
Nordea Bank Ab Sr Unsec Frn 144A
2.44
%
9/17/2018
946

 
951

 
Navsl 2015-3 A1 1Mlib+32Bp
1.87
%
7/25/2030
160

 
161

 
Navsl 2015-1 A1 1Mlib+30Bp
1.85
%
9/26/2022
104

 
104


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

102
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Jackson Natl Life Global Sec 144A
1.88
%
10/15/2018
1,025

 
1,024

 
Fnma Pass Thru 20Yr #Ae0787
5.50
%
5/1/2028
96

 
105

 
Fnma Pass Thru 30Yr #Ad0963
5.50
%
9/1/2038
102

 
113

 
Fnma Pass Thru 20Yr #Ad0912
5.50
%
4/1/2029
232

 
254

 
Fnma Pass Thru 30Yr #995759
5.50
%
11/1/2038
738

 
811

 
Fnma Pass Thru 30Yr #940765
5.50
%
6/1/2037
122

 
134

 
Fnma Pass Thru 30Yr #889561
5.50
%
6/1/2038
247

 
272

 
Fnma Pass Thru 20Yr #888843
5.50
%
3/1/2027
96

 
106

 
Fnma Pass Thru 30Yr #865433
5.50
%
2/1/2036
9

 
10

 
Fnma Pass Thru 30Yr #849299
5.50
%
1/1/2036
338

 
374

 
Fnma Pass Thru 30Yr #831356
5.50
%
3/1/2036
189

 
209

 
Fnma Pass Thru 30Yr #817640
5.50
%
11/1/2035
244

 
267

 
Fnma Pass Thru 30Yr #808040
5.50
%
2/1/2035
408

 
451

 
Fnma Pass Thru 30Yr #804303
5.50
%
11/1/2034
21

 
23

 
Fnma Pass Thru 30Yr #802316
5.50
%
11/1/2034
17

 
19

 
Fn Arm 793029 Us0006M+158.2 10.869
3.05
%
7/1/2034
538

 
559

 
Fnma Pass Thru 30Yr #756202
5.50
%
12/1/2033
15

 
16

 
Fnma Pass Thru 30Yr #Al7579
5.50
%
2/1/2042
212

 
234

 
Fnma Pass Thru 20Yr #Al6938
5.50
%
4/1/2030
216

 
237

 
Fnma Pass Thru 30Yr #357908
5.50
%
7/1/2035
18

 
20

 
Fnma Pass Thru 20Yr #310164
5.50
%
1/1/2026
277

 
303

 
Fnma Pass Thru 20Yr #257047
5.50
%
1/1/2028
67

 
73

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

 
2

 
Fnma Pass Thru 20Yr #255075
5.50
%
2/1/2024
432

 
474


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

103
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Fed Home Ln Mtge Glbl Nt (500Mm)
1.15
%
9/14/2018
1,893

 
1,885

 
Fh Arm 1Q1534 H15T1Y+223.3 10.15
3.13
%
6/1/2037
703

 
741

 
Chait 2015-A5 A
1.36
%
4/15/2020
789

 
791

 
Net Unsettled Trades
 
 
 
 
(125,725
)
 
Interest And Dividends Accrued/Receivable
 
 
 
 
1,507

 
Broker Cash Collateral Received
 
 
 
 
(24
)
 
Centrally Cleared Swaps (Due To) / Due From Broker
 
 
 
 
(573
)
 
Wrapper
 
 
 
 
(78
)
 
       Fair value of contract
 
 
 
 
314,269

 
 
 
 
 
 
 
 
Nationwide: STA_CIT_IP_0616
 
 
 
 
 
 
Aeptc 2012-1 A2
1.98
%
6/1/2020
5,047

 
4,302

 
Bank 2017-Bnk4 A1
2.00
%
2/15/2022
3,312

 
2,958

 
Comm 2014-Cr14 A2
3.15
%
1/10/2019
3,903

 
3,947

 
Comet 2015-A1 A
1.39
%
3/15/2018
4,731

 
4,732

 
Comet 2017-A1 A1
2.00
%
3/16/2020
3,943

 
3,922

 
Carmx 2016-2 A3
1.52
%
10/15/2019
3,785

 
3,772

 
Chait 2015-A7 A7
1.62
%
7/16/2018
4,101

 
4,100

 
Chait 2016-A4 A4
1.49
%
7/15/2020
6,940

 
6,825

 
Cgcmt 2016-Gc36 A1
1.61
%
11/10/2020
6,782

 
5,180

 
Duk 1.731 09/01/22
1.73
%
9/1/2022
8,674

 
8,540

 
Fnr 2011-87 Ja
3.00
%
1/25/2024
9,187

 
1,900

 
Fnr 2011-98 Ae
2.50
%
6/25/2021
12,775

 
2,042

 
Fnr 2011-132 A
3.00
%
4/25/2022
12,617

 
2,326


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

104
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Fnr 2013-79 Va
3.50
%
3/25/2024
12,302

 
8,178

 
Fnr 2015-48 Db
3.00
%
4/25/2022
4,731

 
2,921

 
Fhr 3774 Ab
3.50
%
7/15/2020
14,557

 
1,356

 
Fhr 3856 Ea
3.00
%
8/15/2018
5,489

 
86

 
Fhr 3920 Ab
3.00
%
3/15/2021
13,248

 
2,065

 
Fhr 3970 Da
3.00
%
12/15/2021
8,359

 
1,235

 
Fhr 3979 Gd
3.00
%
9/15/2022
5,520

 
1,127

 
Fhr 4039 Me
2.00
%
2/17/2026
7,886

 
2,077

 
Fhr 4272 Yg
2.00
%
10/16/2023
7,886

 
2,377

 
Fhr 4297 Ca
3.00
%
4/15/2024
10,252

 
5,146

 
Fhr 4486 Jn
2.00
%
2/15/2024
4,731

 
2,727

 
Fhr 4504 Dn
3.00
%
7/15/2025
10,409

 
5,862

 
Fnr 2010-99 Dp
3.00
%
5/26/2020
24,840

 
1,398

 
Fordo 2015-C A3
1.41
%
11/15/2018
1,924

 
1,063

 
Gmalt 2015-3 A3
1.69
%
6/20/2018
3,706

 
2,137

 
Gnr 2010-151 Dq
4.00
%
8/20/2020
9,700

 
1,366

 
Gnr 2011-51 Lx
4.00
%
7/20/2018
3,154

 
289

 
Gnr 2011-133 Na
3.50
%
11/21/2022
25,454

 
6,312

 
Gnr 2011-160 A
3.00
%
11/20/2020
10,252

 
1,547

 
Gnr 2013-41 Pa
2.50
%
9/20/2023
8,990

 
4,347

 
Gnr 2013-124 Cp
2.50
%
1/22/2024
6,703

 
2,159

 
Gnr 2014-140 Mv
4.00
%
7/20/2021
3,154

 
2,614

 
Gnr 2015-16 Gm
2.00
%
4/20/2026
9,778

 
5,637

 
Jpmbb 2013-C12 A2
2.42
%
6/15/2018
4,731

 
2,761


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

105
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Jpmbb 2015-C33 A1
1.90
%
10/15/2020
4,925

 
3,187

 
Jdot 2015-B A3
1.44
%
11/15/2018
4,337

 
2,445

 
Jdot 2017-A A3
1.78
%
4/15/2020
2,918

 
2,906

 
Msbam 2015-C26 A1
1.59
%
9/15/2020
4,258

 
2,977

 
Msbam 2013-C11 A2
3.09
%
8/15/2018
4,132

 
2,620

 
Narot 2016-C A3
1.18
%
11/15/2019
2,681

 
2,655

 
Taot 2015-C A3
1.34
%
8/15/2018
4,101

 
1,608

 
Ubscm 2012-C1 A3
3.40
%
3/10/2022
5,441

 
5,444

 
T 0 3/4 08/15/19
0.75
%
8/15/2019
550

 
542

 
T 0 7/8 10/15/18
0.88
%
10/15/2018
170

 
170

 
T 1 03/15/19
1.00
%
3/15/2019
1,380

 
1,370

 
T 0 7/8 05/15/19
0.88
%
5/15/2019
1,263

 
1,248

 
T 1 11/15/19
1.00
%
11/15/2019
11,007

 
10,844

 
T 1 1/8 06/15/18
1.13
%
6/15/2018
2,587

 
2,584

 
Wfrbs 2013-C17 A2
2.92
%
11/15/2018
2,681

 
2,702

 
Woart 2016-B A3
1.30
%
8/17/2020
3,943

 
3,901

 
       Fair value of contract
 
 
 
 
168,536

 
 
 
 
 
 
 
 
Reinsurance Group of America Contract No. RGA00084
 
 
 
 
 
 
Cash
0.63
%
 
7,478

 
7,478

 
Time Warner, Inc. 4.70 01/15/2021
4.70
%
1/15/2021
2,918

 
3,145

 
Charter Communications, Inc. 4.00 09/01/2021
4.00
%
9/1/2021
1,498

 
1,563

 
General Electric Co. 4.65 10/17/2021
4.65
%
10/17/2021
2,760

 
2,998

 
Union Pacific Corp. 4.163 07/15/2022
4.16
%
7/15/2022
1,419

 
1,549


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

106
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Cigna Corp. 4.00 02/15/2022
4.00
%
2/15/2022
2,934

 
3,108

 
Equity Residential 4.625 12/15/2021
4.63
%
12/15/2021
2,366

 
2,539

 
Jpmorgan Chase & Co. 4.50 01/24/2022
4.50
%
1/24/2022
710

 
773

 
Twenty-First Century Fox, Inc. 4.50 02/15/2021
4.50
%
2/15/2021
710

 
762

 
Comcast Corp. 3.125 07/15/2022
3.13
%
7/15/2022
1,498

 
1,557

 
Chase Issuance Trust 1.58 08/16/2021
1.58
%
8/16/2021
1,577

 
1,565

 
Cox Enterprises, Inc. 3.25 12/15/2022
3.25
%
12/15/2022
1,577

 
1,582

 
Dowdupont 3.00 11/15/2022
3.00
%
11/15/2022
2,366

 
2,387

 
Macy's, Inc. 2.875 02/15/2023
2.88
%
2/15/2023
1,893

 
1,797

 
Royal Dutch Shell Plc 2.25 01/06/2023
2.25
%
1/6/2023
1,577

 
1,567

 
Wells Fargo & Co. 3.45 02/13/2023
3.45
%
2/13/2023
1,498

 
1,546

 
Dominion Energy, Inc. 2.75 03/15/2023
2.75
%
3/15/2023
1,538

 
1,543

 
Boston Properties, Inc. 3.125 09/01/2023
3.13
%
9/1/2023
2,287

 
2,328

 
Jpmorgan Chase & Co
3.38
%
5/1/2023
3,075

 
3,143

 
Relx Plc 3.125 10/15/2022
3.13
%
10/15/2022
1,341

 
1,359

 
Ford Motor Credit Co. Llc 4.375 08/06/2023
4.38
%
8/6/2023
3,706

 
3,967

 
Capital One Financial Corp. 3.50 06/15/2023
3.50
%
6/15/2023
1,498

 
1,527

 
Burlington Northern Santa Fe Llc 3.75 04/01/2024
3.75
%
4/1/2024
1,577

 
1,684

 
Barclays Plc 4.375 09/11/2024
4.38
%
9/11/2024
1,498

 
1,555

 
Bank Of America Corp. 4.20 08/26/2024
4.20
%
8/26/2024
3,470

 
3,704

 
Kinder Morgan, Inc. 4.30 06/01/2025
4.30
%
6/1/2025
3,706

 
3,873

 
Cox Enterprises, Inc. 3.85 02/01/2025
3.85
%
2/1/2025
2,208

 
2,294

 
Allergan Plc 3.80 03/15/2025
3.80
%
3/15/2025
789

 
811

 
At&T, Inc. 3.40 05/15/2025
3.40
%
5/15/2025
4,258

 
4,204


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

107
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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Crh Plc 3.875 05/18/2025
3.88
%
5/18/2025
1,498

 
1,571

 
Medtronic Plc 3.50 03/15/2025
3.50
%
3/15/2025
1,577

 
1,652

 
Hsbc Holdings Plc 4.25 08/18/2025
4.25
%
8/18/2025
2,997

 
3,154

 
Bnp Paribas Sa 4.375 09/28/2025
4.38
%
9/28/2025
2,997

 
3,164

 
Exelon Corp. 3.15 10/15/2025
3.15
%
10/15/2025
1,490

 
1,511

 
Capital One Financial Corp. 4.20 10/29/2025
4.20
%
10/29/2025
789

 
817

 
Zoetis, Inc. 4.50 11/13/2025
4.50
%
11/13/2025
1,538

 
1,685

 
Anheuser-Busch Inbev Sa/Nv 3.65 02/01/2026
3.65
%
2/1/2026
1,538

 
1,610

 
Conocophillips 4.95 03/15/2026
4.95
%
3/15/2026
2,760

 
3,172

 
Bayerische Motoren Werke Ag 2.80 04/11/2026
2.80
%
4/11/2026
1,577

 
1,551

 
Lloyds Banking Group Plc 4.582 12/10/2025
4.58
%
12/10/2025
1,459

 
1,533

 
Fannie Mae 4.50 08/01/2040
4.50
%
8/1/2040
6,038

 
6,495

 
Abbott Laboratories 2.90 11/30/2021
2.90
%
11/30/2021
1,498

 
1,519

 
Charter Communications, Inc. 4.908 07/23/2025
4.91
%
7/23/2025
2,129

 
2,309

 
Wells Fargo & Co. 2.15 12/06/2019
2.15
%
12/6/2019
1,971

 
1,971

 
Fannie Mae 3.50 02/01/2037
3.50
%
2/1/2037
13,344

 
13,883

 
The Sherwin-Williams Co. 3.45 06/01/2027
3.45
%
6/1/2027
2,366

 
2,410

 
American Express Master Trust 1.64 12/15/2021
1.64
%
12/15/2021
4,662

 
4,641

 
Fannie Mae 3.154 07/01/2047
3.16
%
7/1/2047
7,401

 
7,545

 
U.S. Treasury Note/Bond 1.25 05/31/2019
1.25
%
5/31/2019
71,682

 
71,162

 
Freddie Mac Gold 4.50 09/01/2044
4.50
%
9/1/2044
12,036

 
12,860

 
Fannie Mae 3.177 07/01/2047
3.18
%
7/1/2047
5,855

 
5,982

 
Fannie Mae 4.50 01/01/2043
4.50
%
1/1/2043
12,298

 
13,223

 
Freddie Mac 3.207 05/01/2047
3.21
%
5/1/2047
1,180

 
1,202


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

108
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, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
Freddie Mac Gold 4.50 07/01/2045
4.50
%
7/1/2045
9,181

 
9,826

 
Fannie Mae 4.50 06/01/2047
4.50
%
6/1/2047
12,412

 
13,271

 
Fannie Mae 3.187 06/01/2047
3.19
%
6/1/2047
5,827

 
5,945

 
Freddie Mac 3.284 07/01/2047
3.28
%
7/1/2047
1,996

 
2,036

 
Fannie Mae 4.50 04/01/2047
4.50
%
4/1/2047
6,415

 
6,859

 
Verizon Communications, Inc. 3.376 02/15/2025
3.38
%
2/15/2025
3,456

 
3,512

 
Exelon Corp. 2.95 08/15/2027
2.95
%
8/15/2027
789

 
788

 
Freddie Mac Gold 4.50 04/01/2047
4.50
%
4/1/2047
9,919

 
10,585

 
Ford Credit Auto Owner Trust 2015-Rev2 2.44 01/15/2027
2.44
%
1/15/2027
5,410

 
5,435

 
Fannie Mae 2.957 10/01/2047
2.96
%
10/1/2047
1,719

 
1,749

 
Unitedhealth Group, Inc. 2.95 10/15/2027
2.95
%
10/15/2027
2,366

 
2,371

 
Fannie Mae 3.092 10/01/2047
3.09
%
10/1/2047
1,623

 
1,651

 
Toyota Auto Receivables Owner Trust 1.93 01/18/2022
1.93
%
1/18/2022
5,471

 
5,443

 
Anthem, Inc. 2.95 12/01/2022
2.95
%
12/1/2022
1,577

 
1,583

 
Bank Of America Corp. 3.004 12/20/2023
3.00
%
12/20/2023
598

 
600

 
U.S. Treasury Inflation Indexed 0.125 04/15/2021
0.13
%
4/15/2021
2,273

 
2,265

 
U.S. Treasury Inflation Indexed 0.125 04/15/2020
0.13
%
4/15/2020
3,331

 
3,325

 
Freddie Mac Gold 4.50 10/01/2047
4.50
%
10/1/2047
2,479

 
2,656

 
Wrapper
 
 
 
 
(104
)
 
        Fair value of contract
 
 
 
 
314,326

 
Total synthetic GICs (including wrapper contracts)
 
 
 
 
1,891,232

 
Total investment
 
 
 
 
35,635,711

 
 
 
 
 
 
 
*
Loans receivables from participants
 
 
 
 
 

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

109
CITI RETIREMENT SAVINGS PLAN FOR PUERTO RICO
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
EIN: 66-0177415 Plan No. 002
December 31, 2017


 
 
Interest
Maturity
 Number of
 Cost
 Current
 
Identity of issue
rate
date
 shares/units
 value**
 value
 
190 loans carrying an interest rate of 4.25% to 5.25% with maturity through 2033
 
 
 
1,380,174

 
Total
 
 
 
 
$
37,015,885



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

110

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/ J. Michael Murray
J. Michael Murray
Global Head of Human Resources

                        


Date: June 11, 2018


111