Citigroup Inc.

Citigroup’s involvement with consolidated and unconsolidated VIEs with which the Company holds significant variable interests or has continuinginvolvement through servicing a majority of the assets in a VIE as of December 31, 2010 and December 31, 2009 is presented below:In millions of dollars As of December 31, 2010Totalinvolvementwith SPEassetsConsolidatedVIE / SPEassets (4)SignificantunconsolidatedVIE assets (4)(5)DebtinvestmentsMaximum exposure to loss in significantunconsolidated VIEs (1)Funded exposures (2) Unfunded exposures (3)EquityinvestmentsFundingcommitmentsGuaranteesandderivativesCiticorpCredit card securitizations $ 62,061 $ 62,061 $ — $ — $ — $ — $ — $ —Mortgage securitizations (6)U.S. agency-sponsored 175,229 — 175,229 2,402 — — 27 2,429Non-agency-sponsored 7,352 1,454 5,898 302 — — — 302Citi-administered asset-backedcommercial paper conduits (ABCP) 30,941 21,312 9,629 — — 9,629 — 9,629Third-party commercial paper conduits 4,845 308 4,537 415 — 298 — 713Collateralized debt obligations (CDOs) 5,379 — 5,379 103 — — — 103Collateralized loan obligations (CLOs) 6,740 — 6,740 68 — — — 68Asset-based financing 17,571 1,421 16,150 5,641 — 5,596 11 11,248Municipal securities tenderoption bond trusts (TOBs) 17,047 8,105 8,942 — — 6,454 423 6,877Municipal investments 12,002 178 11,824 675 2,929 1,478 — 5,082Client intermediation 6,612 1,899 4,713 1,312 8 — — 1,320Investment funds 3,741 259 3,482 2 82 66 19 169Trust preferred securities 19,776 — 19,776 — 128 — — 128Other 5,085 1,412 3,673 467 32 119 80 698Total $374,381 $ 98,409 $275,972 $11,387 $ 3,179 $23,640 $ 560 $38,766Citi HoldingsCredit card securitizations $ 33,606 $ 33,196 $ 410 $ — $ — $ — $ — $ —Mortgage securitizations (6)U.S. agency-sponsored 207,729 — 207,729 2,701 — — 108 2,809Non-agency-sponsored 22,274 2,727 19,547 160 — — — 160Student loan securitizations 2,893 2,893 — — — — — —Citi-administered asset-backedcommercial paper conduits (ABCP) — — — — — — — —Third-party commercial paper conduits 3,365 — 3,365 — — 252 — 252Collateralized debt obligations (CDOs) 8,452 755 7,697 189 — — 141 330Collateralized loan obligations (CLOs) 12,234 — 12,234 1,754 — 29 401 2,184Asset-based financing 22,756 136 22,620 8,626 3 300 — 8,929Municipal securities tenderoption bond trusts (TOBs) — — — — — — — —Municipal investments 4,652 — 4,652 71 200 136 — 407Client intermediation 659 195 464 62 — — 345 407Investment funds 1,961 627 1,334 — 70 45 — 115Other 8,444 6,955 1,489 276 112 91 — 479Total $329,025 $ 47,484 $281,541 $13,839 $ 385 $ 853 $ 995 $16,072Total Citigroup $703,406 $145,893 $557,513 $25,226 $ 3,564 $24,493 $1,555 $54,838(1) The definition of maximum exposure to loss is included in the text that follows.(2) Included in Citigroup’s December 31, 2010 Consolidated Balance Sheet.(3) Not included in Citigroup’s December 31, 2010 Consolidated Balance Sheet.(4) Due to the adoption of ASC 810, Consolidation (SFAS 167) on January 1, 2010, the previously disclosed assets of former QSPEs are now included in either the “Consolidated VIE / SPE assets” or the “Significantunconsolidated VIE assets” columns for the December 31, 2010 period.(5) A significant unconsolidated VIE is an entity where the Company has any variable interest considered to be significant, regardless of the likelihood of loss or the notional amount of exposure.(6) A significant portion of the Company’s securitized mortgage portfolio was transferred from Citi Holdings to Citicorp during the first quarter of 2010.Total232