Citibank 2011 Annual Report Download - page 207
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The table below shows the fair value of AFS securities that have been in an unrealized loss position for less than 12 months or for 12 months or longer as of
December 31, 2011 and December 31, 2010:
Less than 12 months 12 months or longer Total
In millions of dollars
Fair
value
Gross
unrealized
losses
Fair
value
Gross
unrealized
losses
Fair
value
Gross
unrealized
losses
December 31, 2011
Securities AFS
-ORTGAGEBACKEDæSECURITIES
53æGOVERNMENTSPONSOREDæAGENCYæGUARANTEED $ 5,398 $ 32 $ 51 $ 19 $ 5,449 $ 51
0RIME 27 1 40 5 67 6
!LT! ————— —
3UBPRIME ————— —
.ON53æRESIDENTIAL 3,418 22 57 — 3,475 22
#OMMERCIAL 35 1 31 8 66 9
4OTALæMORTGAGEBACKEDæSECURITIES $ 8,878 $ 56 $ 179 $ 32 $ 9,057 $ 88
53æ4REASURYæANDæFEDERALæAGENCYæSECURITIES
53æ4REASURY $ 553 $ — $ — $ — $ 553 $ —
!GENCYæOBLIGATIONS 2,970 2 — — 2,970 2
4OTALæ53æ4REASURYæANDæFEDERALæAGENCYæSECURITIES $ 3,523 $ 2 $ — $ — $ 3,523 $ 2
3TATEæANDæMUNICIPAL $ 59 $ 2 $ 11,591 $ 2,552 $ 11,650 $ 2,554
&OREIGNæGOVERNMENT 33,109 211 11,205 193 44,314 404
#ORPORATE 2,104 24 203 29 2,307 53
!SSETBACKEDæSECURITIES 4,625 68 466 13 5,091 81
/THERæDEBTæSECURITIES 164 — — — 164 —
-ARKETABLEæEQUITYæSECURITIESæ!&3 47 5 1,457 190 1,504 195
Total securities AFS $ 52,509 $ 368 $ 25,101 $ 3,009 $ 77,610 $ 3,377
December 31, 2010
Securities AFS
-ORTGAGEBACKEDæSECURITIES
53æGOVERNMENTSPONSOREDæAGENCYæGUARANTEED
0RIME
!LT!
3UBPRIME
.ON53æRESIDENTIAL
#OMMERCIAL
4OTALæMORTGAGEBACKEDæSECURITIES
53æ4REASURYæANDæFEDERALæAGENCYæSECURITIES
53æ4REASURY
!GENCYæOBLIGATIONS
4OTALæ53æ4REASURYæANDæFEDERALæAGENCYæSECURITIES
3TATEæANDæMUNICIPAL
&OREIGNæGOVERNMENT
#ORPORATE
!SSETBACKEDæSECURITIES
/THERæDEBTæSECURITIES
-ARKETABLEæEQUITYæSECURITIESæ!&3
Total securities AFS