Citibank 2012 Annual Report Download - page 201

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In millions of dollars Non-U.S. pension and postretirement benefit plans
Fair value measurement at December 31, 2012
Asset categories Level 1 Level 2 Level 3 Total
Equity securities
U.S. equity $ 12 $ 12 $ — $ 24
Non-U.S. equity 88 77 48 213
Mutual funds 31 4,583 — 4,614
Commingled funds 26 — — 26
Debt securities
U.S. Treasuries — 1 — 1
U.S. corporate bonds 10 478 — 488
Non-U.S. government debt 1,806 144 4 1,954
Non-U.S. corporate bonds 162 804 4 970
State and municipal debt — — — —
Hedge funds — — 16 16
Mortgage-backed securities — 1 — 1
Annuity contracts — 5 6 11
Derivatives — 40 — 40
Other investments 3 9 219 231
Total investments at fair value $2,138 $6,154 $297 $8,589
Cash and short-term investments $ 56 $ 4 $ 3 $ 63
Total assets $2,194 $6,158 $300 $8,652
In millions of dollars Non-U.S. pension and postretirement benefit plans
Fair value measurement at December 31, 2011
Asset categories Level 1 Level 2 Level 3 Total
Equity securities
U.S. equity $ 12 $ — $ — $ 12
Non-U.S. equity 48 180 5 233
Mutual funds 11 4,439 32 4,482
Commingled funds 26 — — 26
Debt securities
U.S. Treasuries 1 — — 1
U.S. corporate bonds 1 379 — 380
Non-U.S. government debt 1,484 129 5 1,618
Non-U.S. corporate bonds 5 318 3 326
State and municipal debt — — — —
Hedge funds — 3 12 15
Mortgage-backed securities 1 — — 1
Annuity contracts — 3 — 3
Derivatives — 3 — 3
Other investments 3 6 240 249
Total investments at fair value $1,592 $5,460 $297 $7,349
Cash and short-term investments $ 168 $ — $ — $ 168
Total assets $1,760 $5,460 $297 $7,517