Citigroup Inc.

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 ofDecember 31, 2010 and 2009:In millions of dollarsLess than 12 months 12 months or longer TotalFairvalueGrossunrealizedlossesFairvalueGrossunrealizedlossesFairvalueGrossunrealizedlossesDecember 31, 2010Securities AFSMortgage-backed securitiesU.S. government-sponsored agency guaranteed $ 8,321 $ 214 $ 38 $ 21 $ 8,359 $ 235Prime 89 3 1,506 174 1,595 177Alt-A 10 — — — 10 —Subprime 118 1 — — 118 1Non-U.S. residential — — 135 — 135 —Commercial 81 9 53 30 134 39Total mortgage-backed securities $ 8,619 $ 227 $ 1,732 $ 225 $ 10,351 $ 452U.S. Treasury and federal agency securitiesU.S. Treasury 9,229 21 725 35 9,954 56Agency obligations 9,680 55 — — 9,680 55Total U.S. Treasury and federal agency securities $ 18,909 $ 76 $ 725 $ 35 $ 19,634 $ 111State and municipal 626 60 11,322 2,440 11,948 2,500Foreign government 32,731 271 6,609 144 39,340 415Corporate 1,128 30 860 29 1,988 59Asset-backed securities 2,533 64 14 4 2,547 68Other debt securities — — 559 60 559 60Marketable equity securities AFS 68 3 2,039 208 2,107 211Total securities AFS $ 64,614 $ 731 $23,860 $ 3,145 $ 88,474 $ 3,876December 31, 2009Securities AFSMortgage-backed securitiesU.S. government-sponsored agency guaranteed $ 6,793 $ 47 $ 263 $ 3 $ 7,056 $ 50Prime 5,074 905 228 27 5,302 932Alt-A 106 — 35 4 141 4Subprime — — — — — —Non-U.S. residential 250 3 — — 250 3Commercial 93 2 259 98 352 100Total mortgage-backed securities $ 12,316 $ 957 $ 785 $ 132 $ 13,101 $ 1,089U.S. Treasury and federal agency securitiesU.S. Treasury 23,378 224 308 107 23,686 331Agency obligations 17,957 208 7 — 17,964 208Total U.S. Treasury and federal agency securities $ 41,335 $ 432 $ 315 $ 107 $ 41,650 $ 539State and municipal 769 97 12,508 1,117 13,277 1,214Foreign government 39,241 217 10,398 111 49,639 328Corporate 1,165 47 907 99 2,072 146Asset-backed securities 627 4 986 89 1,613 93Other debt securities 28 2 647 75 675 77Marketable equity securities AFS 102 4 2,526 208 2,628 212Total securities AFS $ 95,583 $ 1,760 $29,072 $ 1,938 $124,655 $ 3,698207