Citibank 2014 Annual Report Download - page 193

176
In millions of dollars Non-U.S. pension and postretirement benefit plans
Fair value measurement at December 31, 2014
Asset categories Level 1 Level 2 Level 3 Total
Equity securities
U.S. equity $ 6 $ 15 $ — $ 21
Non-U.S. equity 86 271 45 402
Mutual funds 207 3,334 — 3,541
Commingled funds 10 25 — 35
Debt securities
U.S. corporate bonds — 357 — 357
Non-U.S. government debt 3,293 246 1 3,540
Non-U.S. corporate bonds 103 811 5 919
Hedge funds — — 10 10
Mortgage-backed securities — 1 — 1
Annuity contracts — 1 32 33
Derivatives 11 — — 11
Other investments 7 13 163 183
Total investments at fair value $3,723 $5,074 $ 256 $ 9,053
Cash and short-term investments $ 112 $ 2 $ — $ 114
Total assets $3,835 $5,076 $ 256 $9,167
Other investment liabilities $ (3) $ (723) $ — $ (726)
Total net assets $3,832 $4,353 $ 256 $8,441
In millions of dollars Non-U.S. pension and postretirement benefit plans
Fair value measurement at December 31, 2013
Asset categories Level 1 Level 2 Level 3 Total
Equity securities
U.S. equity $ 6 $ 13 $ — $ 19
Non-U.S. equity 117 292 49 458
Mutual funds 257 3,593 — 3,850
Commingled funds 7 22 — 29
Debt securities
U.S. corporate bonds — 392 — 392
Non-U.S. government debt 2,547 232 — 2,779
Non-U.S. corporate bonds 107 780 5 892
Hedge funds — — 11 11
Mortgage-backed securities 3 1 — 4
Annuity contracts — 1 32 33
Derivatives 42 — — 42
Other investments 7 12 202 221
Total investments at fair value $3,093 $5,338 $ 299 $8,730
Cash and short-term investments $ 92 $ 4 $ — $ 96
Total assets $3,185 $ 5,342 $ 299 $ 8,826
Other investment liabilities $ — $ (436) $ — $ (436)
Total net assets $3,185 $4,906 $ 299 $ 8,390