8-K 1 cit04hy2_aug.txt AUGUST 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): August 25, 2004 CITIGROUP MORTGAGE LOAN TRUST INC. Mortgage Pass-Through Certificates, Series 2004-HY2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107958-08 54-2147350 Pooling and Servicing Agreement) (Commission 54-2147351 (State or other File Number) IRS EIN jurisdiction of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On August 25, 2004 a distribution was made to holders of CITIGROUP MORTGAGE LOAN TRUST INC., Mortgage Pass-Through Certificates, Series 2004-HY2 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-HY2 Trust, relating to the August 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CITIGROUP MORTGAGE LOAN TRUST INC. Mortgage Pass-Through Certificates, Series 2004-HY2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 8/27/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-HY2 Trust, relating to the August 25, 2004 distribution. EX-99.1

Citigroup Mortgage Loan Trust Inc. Mortgage Pass-Through Certificates Record Date: 67/3031/2004 Distribution Date: 78/2625/2004 CMLTI Series: 2004-HY2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution I-A 17307GEB0 SEN 4.~~32637~~31538% 7976,~~629~~670,~~838~~937.9578 ~~287~~275,~~090~~720.0206 2,~~958~~513,~~901~~616.1635 II-A 17307GEC8 SEN 4.~~77314~~76651% ~~107~~104,~~714~~147,~~313~~365.4701 ~~428~~413,~~446~~682.0490 3933,~~566,948~~569.4642 III-A 17307GED6 SEN 5.~~08148~~07857% ~~117~~116,~~706~~804,~~658~~751.2897 ~~498~~494,~~436~~334.5525 ~~901~~987,~~906~~190.3180 IV-A 17307GEE4 SEN 5.~~13032~~13057% 12,~~753~~388,~~430~~931.7256 5452,~~524~~968.3354 ~~364~~15,~~499~~775.1610 B-1 17307GEF1 SUB 4.~~79627~~79029% 5,~~596~~592,~~916~~545.0513 22,~~370~~324.2594 4,~~370~~414.9203 B-2 17307GEG9 SUB 4.~~79627~~79029% 3,~~358~~355,~~149~~527.6308 13,~~422~~394.1597 2,~~622~~648.5542 B-3 17307GEH7 SUB 4.~~79627~~79029% 2,~~052~~050,~~202~~599.5588 8,~~202~~185.4281 1,~~602~~618.6748 B-4 1739509F5 SUB 4.~~79627~~79029% 1,~~305~~304,~~947~~927.0820 5,~~219~~209.7215 1,~~019~~029.8894 B-5 1739509G3 SUB 4.~~79627~~79029% 932,~~819~~090.3485 3,~~728~~720.3782 ~~728~~735.4967 B-6 1739509H1 SUB 4.~~79627~~79029% ~~746~~745,~~315~~732.0926 2,~~982~~976.9490 ~~582~~588.8458 R-I CIT04H2RI RES 4.~~36905~~36414% 0.00 0.00 0.00 R-II CIT4H2RII RES 4.~~36905~~36414% 0.00 0.00 0.00 Totals ~~331~~323,~~796~~993,~~591~~408.1672 1,~~324~~292,~~422~~518.7934 74,~~803~~461,~~182~~186.4479

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A 0.00 7674,~~670~~157,~~937~~321.7843 32,~~245~~789,~~991~~336.1841 0.00 II-A 0.00 ~~104~~103,~~147~~213,~~365~~795.0159 31,~~995~~347,~~394~~252.5032 0.00 III-A 0.00 ~~116~~115,~~804~~817,~~751~~561.9716 1,~~400~~481,~~342~~525.8605 0.00 IV-A 0.00 12,~~388~~373,~~931~~156.5646 ~~419~~68,~~023~~743.4964 0.00 B-1 0.00 5,~~592~~588,~~545~~131.1310 26,~~741~~738.1797 0.00 B-2 0.00 3,~~355~~352,~~527~~878.0866 16,~~044~~043.7039 0.00 B-3 0.00 2,~~050~~048,~~599~~981.8840 9,~~805~~804.0929 0.00 B-4 0.00 1,~~304~~303,~~927~~897.2026 6,239.6009 0.00 B-5 0.00 ~~932~~931,~~090~~355.8518 4,456.8649 0.00 B-6 0.00 745,~~732~~143.2667 3,565.7848 0.00 R-I 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 Totals 0.00 ~~323~~319,~~993~~532,~~408~~221.7291 95,~~127~~753,~~605~~705.2313 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) I-A 89,418,000.00 7976,~~629~~670,~~838~~937.9578 6765,~~635~~716.0780 2,~~891~~447,~~266~~899.0955 0.00 0.00 II-A 116,514,000.00 ~~107~~104,~~714~~147,~~313~~365.4701 8281,~~949~~175.6442 3852,~~483,998~~394.8200 0.00 0.00 III-A 138,409,000.00 ~~117~~116,~~706~~804,~~658~~751.2897 82,~~491~~788.1942 ~~819~~904,~~415~~402.1238 0.00 0.00 IV-A 15,622,000.00 12,~~753~~388,~~430~~931.7256 1514,~~055~~716.2411 ~~349~~1,~~443~~058.9299 0.00 0.00 B-1 5,610,000.00 5,~~596~~592,~~916~~545.0513 4,~~370~~414.9203 0.00 0.00 0.00 B-2 3,366,000.00 3,~~358~~355,~~149~~527.6308 2,~~622~~648.5542 0.00 0.00 0.00 B-3 2,057,000.00 2,~~052~~050,~~202~~599.5588 1,~~602~~618.6748 0.00 0.00 0.00 B-4 1,309,000.00 1,~~305~~304,~~947~~927.0820 1,~~019~~029.8894 0.00 0.00 0.00 B-5 935,000.00 932,~~819~~090.3485 ~~728~~735.4967 0.00 0.00 0.00 B-6 748,059.76 ~~746~~745,~~315~~732.0926 ~~582~~588.8458 0.00 0.00 0.00 R-I 0.00 0.00 0.00 0.00 0.00 0.00 R-II 100.00 0.00 0.00 0.00 0.00 0.00 Totals 373,988,159.76 ~~331~~323,~~796~~993,~~591~~408.1672 ~~259~~255,~~058~~431.4987 74,~~544~~205,~~123~~754.9592 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution I-A 2,~~958~~513,~~901~~616.1635 7674,~~670~~157,~~937~~321.7843 0.~~85744411~~82933326 2,~~958~~513,~~901~~616.1635 II-A 3933,~~566,948~~569.4642 ~~104~~103,~~147~~213,~~365~~795.0159 0.~~89386138~~88584887 3933,~~566,948~~569.4642 III-A ~~901~~987,~~906~~190.3180 ~~116~~115,~~804~~817,~~751~~561.9716 0.~~84391009~~83677767 ~~901~~987,~~906~~190.3180 IV-A ~~364~~15,~~499~~775.1610 12,~~388~~373,~~931~~156.5646 0.~~79304388~~79203408 ~~364~~15,~~499~~775.1610 B-1 4,~~370~~414.9203 5,~~592~~588,~~545~~131.1310 0.~~99688861~~99610180 4,~~370~~414.9203 B-2 2,~~622~~648.5542 3,~~355~~352,~~527~~878.0866 0.~~99688862~~99610180 2,~~622~~648.5542 B-3 1,~~602~~618.6748 2,~~050~~048,~~599~~981.8840 0.~~99688861~~99610180 1,~~602~~618.6748 B-4 1,~~019~~029.8894 1,~~304~~303,~~927~~897.2026 0.~~99688862~~99610180 1,~~019~~029.8894 B-5 ~~728~~735.4967 ~~932~~931,~~090~~355.8518 0.~~99688861~~99610180 ~~728~~735.4967 B-6 ~~582~~588.8458 745,~~732~~143.2667 0.~~99688862~~99610180 ~~582~~588.8458 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 Totals 74,~~803~~461,~~182~~186.4479 ~~323~~319,~~993~~532,~~408~~221.7291 0.~~86631996~~85439128 74,~~803~~461,~~182~~186.4479

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A 89,418,000.00 ~~890~~857.~~53477991~~44411394 0.~~75639211~~73493927 3227.~~33427375~~37591480 0.00000000 II-A 116,514,000.00 ~~924~~893.~~47528597~~86138155 0.~~71192852~~69670100 297.~~90197590~~31580754 0.00000000 III-A 138,409,000.00 ~~850~~843.~~42633268~~91009234 0.~~59599585~~59814333 56.~~92024449~~53427436 0.00000000 IV-A 15,622,000.00 ~~816~~793.~~37631033~~04388427 0.~~96372039~~94201191 220.~~36870567~~06778838 0.00000000 B-1 5,610,000.00 ~~997~~996.~~66774510~~88861497 0.~~77913012~~78681462 0.00000000 0.00000000 B-2 3,366,000.00 ~~997~~996.~~66774510~~88861557 0.~~77912953~~78681521 0.00000000 0.00000000 B-3 2,057,000.00 ~~997~~996.~~66774429~~88861449 0.~~77912980~~78681575 0.00000000 0.00000000 B-4 1,309,000.00 ~~997~~996.~~66774637~~88861727 0.~~77912911~~78681436 0.00000000 0.00000000 B-5 935,000.00 ~~997~~996.~~66774332~~88860963 0.~~77913369~~78681283 0.00000000 0.00000000 B-6 748,059.76 ~~997~~996.~~66773981~~88861756 0.~~77913561~~78680880 0.00000000 0.00000000 R-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 100.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1000 Denomination

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A 0.00000000 3328.~~09066586~~11085408 ~~857~~829.~~44411394~~33325986 0.~~85744411~~82933326 3328.~~09066586~~11085408 II-A 0.00000000 308.~~61390442~~01250854 ~~893~~885.~~86138155~~84887301 0.~~89386138~~88584887 308.~~61390442~~01250854 III-A 0.00000000 67.~~51624035~~13241769 ~~843~~836.~~91009234~~77767457 0.~~84391009~~83677767 67.~~51624035~~13241769 IV-A 0.00000000 231.~~33242607~~00980028 ~~793~~792.~~04388427~~03408398 0.~~79304388~~79203408 231.~~33242607~~00980028 B-1 0.00000000 0.~~77913012~~78681462 996.~~88861497~~10180036 0.~~99688861~~99610180 0.~~77913012~~78681462 B-2 0.00000000 0.~~77912953~~78681521 996.~~88861557~~10180036 0.~~99688862~~99610180 0.~~77912953~~78681521 B-3 0.00000000 0.~~77912980~~78681575 996.~~88861449~~10179874 0.~~99688861~~99610180 0.~~77912980~~78681575 B-4 0.00000000 0.~~77912911~~78681436 996.~~88861727~~10180290 0.~~99688862~~99610180 0.~~77912911~~78681436 B-5 0.00000000 0.~~77913369~~78681283 996.~~88860963~~10179679 0.~~99688861~~99610180 0.~~77913369~~78681283 B-6 0.00000000 0.~~77913561~~78680880 996.~~88861756~~10179540 0.~~99688862~~99610180 0.~~77913561~~78680880 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I-A 89,418,000.00 4.~~32637~~31538% 7976,~~629~~670,~~838~~937.9578 ~~287~~275,~~090~~720.0206 0.00 0.00 II-A 116,514,000.00 4.~~77314~~76651% ~~107~~104,~~714~~147,~~313~~365.4701 ~~428~~413,~~446~~682.0490 0.00 0.00 III-A 138,409,000.00 5.~~08148~~07857% ~~117~~116,~~706~~804,~~658~~751.2897 ~~498~~494,~~436~~334.5525 0.00 0.00 IV-A 15,622,000.00 5.~~13032~~13057% 12,~~753~~388,~~430~~931.7256 5452,~~524~~968.3354 0.00 0.00 B-1 5,610,000.00 4.~~79627~~79029% 5,~~596~~592,~~916~~545.0513 22,~~370~~324.2594 0.00 0.00 B-2 3,366,000.00 4.~~79627~~79029% 3,~~358~~355,~~149~~527.6308 13,~~422~~394.1597 0.00 0.00 B-3 2,057,000.00 4.~~79627~~79029% 2,~~052~~050,~~202~~599.5588 8,~~202~~185.4281 0.00 0.00 B-4 1,309,000.00 4.~~79627~~79029% 1,~~305~~304,~~947~~927.0820 5,~~219~~209.7215 0.00 0.00 B-5 935,000.00 4.~~79627~~79029% 932,~~819~~090.3485 3,~~728~~720.3782 0.00 0.00 B-6 748,059.76 4.~~79627~~79029% ~~746~~745,~~315~~732.0926 2,~~982~~976.9490 0.00 0.00 R-I 0.00 4.~~36905~~36414% 0.00 0.00 0.00 0.00 R-II 100.00 4.~~36905~~36414% 0.00 0.00 0.00 0.00 Totals 373,988,159.76 1,~~324~~292,~~422~~518.7934 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance I-A 0.00 0.00 ~~287~~275,~~090~~720.0206 0.00 7674,~~670~~157,~~937~~321.7843 II-A 0.00 0.00 ~~428~~413,~~446~~682.0490 0.00 ~~104~~103,~~147~~213,~~365~~795.0159 III-A 0.00 0.00 ~~498~~494,~~436~~334.5525 0.00 ~~116~~115,~~804~~817,~~751~~561.9716 IV-A 0.00 0.00 5452,~~524~~968.3354 0.00 12,~~388~~373,~~931~~156.5646 B-1 0.00 0.00 22,~~370~~324.2594 0.00 5,~~592~~588,~~545~~131.1310 B-2 0.00 0.00 13,~~422~~394.1597 0.00 3,~~355~~352,~~527~~878.0866 B-3 0.00 0.00 8,~~202~~185.4281 0.00 2,~~050~~048,~~599~~981.8840 B-4 0.00 0.00 5,~~219~~209.7215 0.00 1,~~304~~303,~~927~~897.2026 B-5 0.00 0.00 3,~~728~~720.3782 0.00 ~~932~~931,~~090~~355.8518 B-6 0.00 0.00 2,~~982~~976.9490 0.00 745,~~732~~143.2667 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 1,~~324~~292,~~422~~518.7934 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall I-A 89,418,000.00 4.~~32637~~31538% ~~890~~857.~~53477991~~44411394 3.~~21065132~~08349616 0.00000000 0.00000000 II-A 116,514,000.00 4.~~77314~~76651% ~~924~~893.~~47528597~~86138155 3.~~67720652~~55049951 0.00000000 0.00000000 III-A 138,409,000.00 5.~~08148~~07857% ~~850~~843.~~42633268~~91009234 3.~~60118598~~57154701 0.00000000 0.00000000 IV-A 15,622,000.00 5.~~13032~~13057% ~~816~~793.~~37631033~~04388427 3.~~49022724~~39063756 0.00000000 0.00000000 B-1 5,610,000.00 4.~~79627~~79029% ~~997~~996.~~66774510~~88861497 3.~~98756684~~97949020 0.00000000 0.00000000 B-2 3,366,000.00 4.~~79627~~79029% ~~997~~996.~~66774510~~88861557 3.~~98756684~~97949198 0.00000000 0.00000000 B-3 2,057,000.00 4.~~79627~~79029% ~~997~~996.~~66774429~~88861449 3.~~98756441~~97948955 0.00000000 0.00000000 B-4 1,309,000.00 4.~~79627~~79029% ~~997~~996.~~66774637~~88861727 3.~~98756303~~97948816 0.00000000 0.00000000 B-5 935,000.00 4.~~79627~~79029% ~~997~~996.~~66774332~~88860963 3.~~98756150~~97948663 0.00000000 0.00000000 B-6 748,059.76 4.~~79627~~79029% ~~997~~996.~~66773981~~88861756 3.~~98756912~~97949490 0.00000000 0.00000000 R-I 0.00 4.~~36905~~36414% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 100.00 4.~~36905~~36414% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1000 Denomination

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-A 0.00000000 0.00000000 3.~~21065132~~08349616 0.00000000 ~~857~~829.~~44411394~~33325986 II-A 0.00000000 0.00000000 3.~~67720652~~55049951 0.00000000 ~~893~~885.~~86138155~~84887301 III-A 0.00000000 0.00000000 3.~~60118598~~57154701 0.00000000 ~~843~~836.~~91009234~~77767457 IV-A 0.00000000 0.00000000 3.~~49022724~~39063756 0.00000000 ~~793~~792.~~04388427~~03408398 B-1 0.00000000 0.00000000 3.~~98756684~~97949020 0.00000000 996.~~88861497~~10180036 B-2 0.00000000 0.00000000 3.~~98756684~~97949198 0.00000000 996.~~88861557~~10180036 B-3 0.00000000 0.00000000 3.~~98756441~~97948955 0.00000000 996.~~88861449~~10179874 B-4 0.00000000 0.00000000 3.~~98756303~~97948816 0.00000000 996.~~88861727~~10180290 B-5 0.00000000 0.00000000 3.~~98756150~~97948663 0.00000000 996.~~88860963~~10179679 B-6 0.00000000 0.00000000 3.~~98756912~~97949490 0.00000000 996.~~88861756~~10179540 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 95,~~197~~821,~~420~~878.7573 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 95,~~197~~821,~~420~~878.7573 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 6968,~~815~~173.5160 Payment of Interest and Principal 95,~~127~~753,~~605~~705.2413 Total Withdrawals (Pool Distribution Amount) 95,~~197~~821,~~420~~878.7573 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 6967,~~124~~498.2763 Administration Fee (Wells Fargo Bank, N.A.) ~~691~~674.2497 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 6968,~~815~~173.5160

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 34 0 0 0 34 ~~989~~2,~~524~~057,572.5542 0.00 0.00 0.00 ~~989~~2,~~524~~057,572.5542 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 34 0 0 0 34 ~~989~~2,~~524~~057,572.5542 0.00 0.00 0.00 ~~989~~2,~~524~~057,572.5542 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~368550~~496894% 0.000000% 0.000000% 0.000000% 0.~~368550~~496894% 0.~~305226~~643536% 0.000000% 0.000000% 0.000000% 0.~~305226~~643536% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~368550~~496894% 0.000000% 0.000000% 0.000000% 0.~~368550~~496894% 0.~~305226~~643536% 0.000000% 0.000000% 0.000000% 0.~~305226~~643536%

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 ~~364~~180,~~446~~763.6033 0.00 0.00 0.00 ~~364~~180,~~446~~763.6033 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 ~~364~~180,~~446~~763.6033 0.00 0.00 0.00 ~~364~~180,~~446~~763.6033 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~483092~~492611% 0.000000% 0.000000% 0.000000% 0.~~483092~~492611% 0.~~454420~~232700% 0.000000% 0.000000% 0.000000% 0.~~454420~~232700% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~483092~~492611% 0.000000% 0.000000% 0.000000% 0.~~483092~~492611% 0.~~454420~~232700% 0.000000% 0.000000% 0.000000% 0.~~454420~~232700% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 01 0 0 0 01 0422,146.0028 0.00 0.00 0.00 0422,146.0028 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0422,146.0028 0.00 0.00 0.00 0422,146.0028 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~373134% 0.000000% 0.000000% 0.000000% 0.~~000000~~373134% 0.~~000000~~391603% 0.000000% 0.000000% 0.000000% 0.~~000000~~391603% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~000000~~373134% 0.000000% 0.000000% 0.000000% 0.~~000000~~373134% 0.~~000000~~391603% 0.000000% 0.000000% 0.000000% 0.~~000000~~391603% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 12 0 0 0 12 ~~221~~1,~~817~~454,662.7681 0.00 0.00 0.00 ~~221~~1,~~817~~454,662.7681 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 12 0 0 0 12 ~~221~~1,~~817~~454,662.7681 0.00 0.00 0.00 ~~221~~1,~~817~~454,662.7681 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~324675~~653595% 0.000000% 0.000000% 0.000000% 0.~~324675~~653595% 01.~~181445~~199651% 0.000000% 0.000000% 0.000000% 01.~~181445~~199651% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~324675~~653595% 0.000000% 0.000000% 0.000000% 0.~~324675~~653595% 01.~~181445~~199651% 0.000000% 0.000000% 0.000000% 01.~~181445~~199651% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 10 0 0 0 10 ~~403,260~~0.1900 0.00 0.00 0.00 ~~403,260~~0.1900 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 ~~403,260~~0.1900 0.00 0.00 0.00 ~~403,260~~0.1900 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 30.~~571429~~000000% 0.000000% 0.000000% 0.000000% 30.~~571429~~000000% 30.~~099969~~000000% 0.000000% 0.000000% 0.000000% 30.~~099969~~000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 30.~~571429~~000000% 0.000000% 0.000000% 0.000000% 30.~~571429~~000000% 30.~~099969~~000000% 0.000000% 0.000000% 0.000000% 30.~~099969~~000000%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02673881% 100,000.00 0.~~03086483~~03129575% Fraud 17,529,774.00 4.68725374% 11,219,644.79 3.~~46292378~~51127180% Special Hazard 17,529,774.00 4.68725374% 3,739,882.00 1.~~15430805~~17042406% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~043840~~041068% Weighted Average Net Coupon 4.~~793840~~791068% Weighted Average Pass-Through Rate 4.~~790005~~787202% Weighted Average Maturity(Stepdown Calculation ) ~~353~~352 Beginning Scheduled Collateral Loan Count ~~831~~814 Number Of Loans Paid In Full 179 Ending Scheduled Collateral Loan Count ~~814~~805 Beginning Scheduled Collateral Balance ~~331~~323,~~796~~993,~~591~~408.1571 Ending Scheduled Collateral Balance ~~323~~319,~~993~~532,~~408~~221.7193 Ending Actual Collateral Balance at 3031-~~Jun~~Jul-2004 ~~324~~319,~~194~~729,~~448~~006.6569 Monthly P &I Constant 1,~~653~~616,~~666~~492.0062 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans ~~323~~319,~~993~~532,~~408~~221.7193 Scheduled Principal ~~259~~255,~~058~~431.4986 Unscheduled Principal 74,~~544~~205,~~123~~754.9592

Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.~~582548~~571690 5.~~026860~~020272 5.~~333979~~331070 Weighted Average Net Rate 4.~~332548~~321690 4.~~776860~~770272 5.~~083979~~081070 Weighted Average Maturity 351 352 353 ~~354~~ Beginning Loan Count ~~214~~207 ~~278~~271 ~~310~~308 Loans Paid In Full 74 73 2 Ending Loan Count ~~207~~203 ~~271~~268 ~~308~~306 Beginning Scheduled Balance 8380,~~104~~142,~~615~~763.8330 ~~112~~108,~~243~~673,~~800~~363.4588 ~~123~~122,~~087~~181,~~453~~776.6638 Ending scheduled Balance 8077,~~142~~626,~~763~~171.3015 ~~108~~107,~~673~~736,~~363~~266.8877 ~~122~~121,~~181~~190,~~776~~774.3847 Record Date 0607/3031/2004 0607/3031/2004 0607/3031/2004 Principal And Interest Constant ~~387~~374,~~945~~015.5380 ~~556~~539,~~632~~344.6661 ~~633~~629,~~383~~399.6919 Scheduled Principal 7068,~~586~~692.4460 8684,~~437~~703.7511 86,~~262~~599.1653 Unscheduled Principal 2,~~891~~447,~~266~~899.0955 3852,~~483,998~~394.8200 ~~819~~904,~~415~~402.1238 Scheduled Interest ~~317~~305,~~359~~323.0920 ~~470~~454,~~194~~641.9150 ~~547~~542,~~121~~799.5366 Servicing Fees 1716,~~313~~696.4540 2322,~~384~~640.1229 25,~~643~~454.2254 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee ~~427~~421.9653 ~~348~~340.1963 ~~256~~254.4454 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest ~~299~~288,~~617~~205.6827 ~~446~~431,~~462~~660.6058 ~~521~~517,~~221~~090.8758 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 4.~~326368~~315378 4.~~773138~~766510 5.~~081479~~078570

Group Level Collateral Statement Group 4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~382821~~383067 5.~~043840~~041068 Weighted Average Net Rate 5.~~132822~~133067 4.~~793840~~791068 Weighted Average Maturity 351 352 ~~353~~ Beginning Loan Count 2928 ~~831~~814 Loans Paid In Full 10 179 Ending Loan Count 28 ~~814~~805 Beginning Scheduled Balance 1312,~~360~~995,~~721~~505.2115 ~~331~~323,~~796~~993,~~591~~408.1571 Ending scheduled Balance 12,~~995~~979,~~505~~009.1554 ~~323~~319,~~993~~532,~~408~~221.7193 Record Date 0607/3031/2004 0607/3031/2004 Principal And Interest Constant 7573,~~704~~733.1202 1,~~653~~616,~~666~~492.0062 Scheduled Principal 15,~~772~~436.1462 ~~259~~255,~~058~~431.4986 Unscheduled Principal ~~349~~1,~~443~~058.9299 74,~~544~~205,~~123~~754.9592 Scheduled Interest 5958,~~931~~296.9840 1,~~394~~361,~~607~~060.5176 Servicing Fees 2,~~783~~707.4840 6967,~~124~~498.2763 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 27.8307 1,~~060~~043.4277 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest 5755,~~120~~561.6793 1,~~324~~292,~~422~~518.8236 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 5.~~130321~~130567 4.~~790005~~787202

Filing Compare · CITIGROUP MORTGAGE LOAN TRUST SERIES 2004-HYB2