Citibank 2011 Annual Report Download - page 238

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Citigroup’s involvement with consolidated and unconsolidated VIEs with which the Company holds significant variable interests or has continuing
involvement through servicing a majority of the assets in a VIE as of December 31, 2011 and December 31, 2010 is presented below:
In millions of dollars As of December 31, 2011
æ
Maximum exposure to loss in significant
unconsolidated VIEs
(1)
æFunded exposures (2) Unfunded exposures (3)
Citicorp
Total
involvement
with SPE
assets
Consolidated
VIE / SPE assets
Significant
unconsolidated
VIE assets (4)
Debt
investments
Equity
investments
Funding
commitments
Guarantees
and
derivatives Total
#REDITæCARDæSECURITIZATIONS $ 56,177 $ 56,177 $ — $ — $ — $ — $ — $ —
-ORTGAGEæSECURITIZATIONSæ
ææ53æAGENCYSPONSORED 232,179 — 232,179 3,769 — — 26 3,795
ææ.ONAGENCYSPONSORED 11,167 1,705 9,462 372 — — — 372
#ITIADMINISTEREDæASSETBACKEDæ
COMMERCIALæPAPERæCONDUITSæ!"#0 34,987 21,971 13,016 — — 13,016 — 13,016
4HIRDPARTYæCOMMERCIALæPAPERæCONDUITS 7,955 — 7,955 448 — 298 — 746
#OLLATERALIZEDæDEBTæOBLIGATIONSæ#$/S 3,334 — 3,334 20 — — — 20
#OLLATERALIZEDæLOANæOBLIGATIONSæ#,/S 8,127 — 8,127 64 — — — 64
!SSETBASEDæFINANCING 18,586 1,303 17,283 7,444 2 2,891 121 10,458
-UNICIPALæSECURITIESæTENDERææ
OPTIONæBONDæTRUSTSæ4/"S 16,849 8,224 8,625 708 — 5,413 — 6,121
-UNICIPALæINVESTMENTS 19,931 299 19,632 2,220 3,397 1,439 — 7,056
#LIENTæINTERMEDIATION 2,110 24 2,086 468 — — — 468
)NVESTMENTæFUNDS 3,415 30 3,385 — 171 63 — 234
4RUSTæPREFERREDæSECURITIES 17,882 — 17,882 — 128 — — 128
/THER 6,210 97 6,113 354 172 279 79 884
Total $438,909 $ 89,830 $ 349,079 $ 15,867 $ 3,870 $ 23,399 $ 226 $ 43,362
Citi Holdings
#REDITæCARDæSECURITIZATIONS $ 31,686 $ 31,487 $ 199 $ — $ — $ — $ — $ —
-ORTGAGEæSECURITIZATIONS
ææ53æAGENCYSPONSORED 152,265 — 152,265 1,159 — — 120 1,279
ææ.ONAGENCYSPONSORED 17,396 1,681 15,715 56 — — 2 58
3TUDENTæLOANæSECURITIZATIONS 1,822 1,822 — — — — — —
4HIRDPARTYæCOMMERCIALæPAPERæCONDUITS —— ——————
#OLLATERALIZEDæDEBTæOBLIGATIONSæ#$/S 6,581 — 6,581 117 — — 120 237
#OLLATERALIZEDæLOANæOBLIGATIONSæ#,/S 7,479 — 7,479 1,125 — 6 90 1,221
!SSETBASEDæFINANCING 11,927 73 11,854 5,008 3 250 — 5,261
-UNICIPALæINVESTMENTS 5,637 — 5,637 206 265 71 — 542
#LIENTæINTERMEDIATION 111 111 — — — — — —
)NVESTMENTæFUNDS 1,114 14 1,100 — 43 — — 43
/THER 6,762 6,581 181 3 36 15 — 54
Total $242,780 $ 41,769 $ 201,011 $ 7,674 $ 347 $ 342 $ 332 $ 8,695
Total Citigroup $681,689 $131,599 $ 550,090 $ 23,541 $4,217 $ 23,741 $558 $ 52,057
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