Citigroup Inc.

Fair Value DisclosurePlan assets by detailed asset categories and the fair value hierarchy are as follows:In millions of dollars U.S. pension and postretirement benefit plans (1)Fair value measurement at December 31, 2010Asset categories Level 1 Level 2 Level 3 TotalEquity securitiesU.S. equity $ 961 $ 9 $ — $ 970Non-U.S. equity 432 4 — 436Mutual funds 1,262 — — 1,262Debt securitiesU.S. treasuries 1,039 — — 1,039U.S. agency — 90 — 90U.S. corporate bonds — 1,050 5 1,055Non-U.S. government debt — 243 — 243Non-U.S. corporate bonds — 219 1 220State and municipal debt — 62 — 62Hedge funds — 1,542 1,014 2,556Asset-backed securities — 28 — 28Mortgage-backed securities — 25 — 25Annuity contracts — — 187 187Private equity — — 2,920 2,920Other investments (2) 2 44 4 50Total investments at fair value $3,696 $3,316 $4,131 $11,143Cash and cash equivalents $ 152 $ 361 $ — $ 513Total assets $3,848 $3,677 $4,131 $11,656(1) The investments of the U.S. pension and postretirement benefit plans are commingled in one trust. At December 31, 2010, the allocable interests of the U.S. pension and postretirement benefit plans were 99.2% and0.8%, respectively.(2) Other investments classified as Level 1 include futures carried at fair value.In millions of dollarsNon-U.S. pension and postretirement benefit planFair value measurement at December 31, 2010Asset categories Level 1 Level 2 Level 3 TotalEquity securitiesU.S. equity $ 12 $ 20 $ — $ 32Non-U.S. equity 117 423 3 543Mutual funds 183 4,773 — 4,956Debt securitiesU.S. treasuries 2 26 — 28U.S. corporate bonds — 354 — 354Non-U.S. government debt 167 404 — 571Non-U.S. corporate bonds 4 354 107 465State and municipal debt — 15 — 15Hedge funds 4 — 14 18Mortgage-backed securities — 2 — 2Annuity contracts — — 181 181Other investments 9 29 8 45Total investments at fair value $498 $6,400 $313 $7,210Cash and cash equivalents $ 92 $ 18 $ — $ 111Total assets $590 $6,418 $313 $7,321196