8-K 1 cit04hy2_sep.txt SEPTEMBER 8K 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): September 27, 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 September 27, 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 September 27, 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: 10/5/2004 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 September 27, 2004 distribution. EX-99.1

Citigroup Mortgage Loan Trust Inc. Mortgage Pass-Through Certificates Record Date: 78/31/2004 Distribution Date: 89/2527/2004 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.~~31538~~30449% 7674,~~670~~157,~~937~~321.7843 ~~275~~266,~~720~~008.0607 2,~~513~~044,~~616~~055.3584 II-A 17307GEC8 SEN 4.~~76651~~76479% ~~104~~103,~~147~~213,~~365~~795.0159 ~~413~~409,~~682~~826.9096 ~~933~~2,~~569~~098,846.4257 III-A 17307GED6 SEN 5.~~07857~~07968% ~~116~~115,~~804~~817,~~751~~561.9716 ~~494~~490,~~334~~263.2534 ~~987~~1,~~190~~058,044.8099 IV-A 17307GEE4 SEN 5.~~13057~~13059% 12,~~388~~373,~~931~~156.5646 52,~~968~~901.5435 15,~~775~~961.1045 B-1 17307GEF1 SUB 4.~~79029~~78747% 5,~~592~~588,~~545~~131.1310 22,~~324~~294.9419 4,~~414~~432.0386 B-2 17307GEG9 SUB 4.~~79029~~78747% 3,~~355~~352,~~527~~878.0866 13,~~394~~376.9752 2,~~648~~659.4272 B-3 17307GEH7 SUB 4.~~79029~~78747% 2,~~050~~048,~~599~~981.8840 8,~~185~~174.8154 1,~~618~~625.4838 B-4 1739509F5 SUB 4.~~79029~~78747% 1,~~304~~303,~~927~~897.2026 5,~~209~~201.1598 1,~~029~~034.9433 B-5 1739509G3 SUB 4.~~79029~~78747% ~~932~~931,~~090~~355.8518 3,~~720~~715.8270 ~~735~~738.6781 B-6 1739509H1 SUB 4.~~79029~~78747% 745,~~732~~143.2667 2,~~976~~972.9080 ~~588~~591.5810 R-I CIT04H2RI RES 4.~~36414~~36609% 0.00 0.00 0.00 R-II CIT4H2RII RES 4.~~36414~~36609% 0.00 0.00 0.00 Totals ~~323~~319,~~993~~532,~~408~~221.7291 1,~~292~~274,~~518~~735.3445 45,~~461~~227,~~186~~991.7905

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A 0.00 7472,~~157~~113,~~321~~265.4359 2,~~789~~310,~~336~~063.4191 0.00 II-A 0.00 ~~103~~101,~~213~~114,~~795~~949.5901 12,~~347~~508,~~252~~673.3253 0.00 III-A 0.00 ~~115~~114,~~817~~759,~~561~~516.1617 1,~~481~~548,~~525~~308.0533 0.00 IV-A 0.00 12,~~373~~357,~~156~~195.4602 68,~~743~~862.6480 0.00 B-1 0.00 5,~~588~~583,~~131~~698.1024 26,~~738~~727.9705 0.00 B-2 0.00 3,~~352~~350,~~878~~218.6694 16,~~043~~036.3924 0.00 B-3 0.00 2,~~048~~047,~~981~~356.4002 9,~~804~~799.2992 0.00 B-4 0.00 1,~~303~~302,~~897~~862.2692 6,~~239~~236.0931 0.00 B-5 0.00 ~~931~~930,~~355~~616.1837 4,~~456~~454.4951 0.00 B-6 0.00 ~~745~~744,~~143~~552.6758 3,~~565~~563.4890 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 ~~319~~314,~~532~~304,~~221~~230.9186 56,~~753~~502,~~705~~726.1350 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 7674,~~670~~157,~~937~~321.7843 6563,~~716~~901.8067 21,~~447~~980,~~899~~154.5517 0.00 0.00 II-A 116,514,000.00 ~~104~~103,~~147~~213,~~365~~795.0159 81,~~175~~199.4214 ~~852~~2,~~394~~017,647.0043 0.00 0.00 III-A 138,409,000.00 ~~116~~115,~~804~~817,~~751~~561.9716 82,~~788~~148.4296 ~~904~~975,~~402~~896.3803 0.00 0.00 IV-A 15,622,000.00 12,~~388~~373,~~931~~156.5646 14,~~716~~786.1134 1,~~058~~175.9911 0.00 0.00 B-1 5,610,000.00 5,~~592~~588,~~545~~131.1310 4,~~414~~432.0386 0.00 0.00 0.00 B-2 3,366,000.00 3,~~355~~352,~~527~~878.0866 2,~~648~~659.4272 0.00 0.00 0.00 B-3 2,057,000.00 2,~~050~~048,~~599~~981.8840 1,~~618~~625.4838 0.00 0.00 0.00 B-4 1,309,000.00 1,~~304~~303,~~927~~897.2026 1,~~029~~034.9433 0.00 0.00 0.00 B-5 935,000.00 ~~932~~931,~~090~~355.8518 ~~735~~738.6781 0.00 0.00 0.00 B-6 748,059.76 745,~~732~~143.2667 ~~588~~591.5810 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 ~~323~~319,~~993~~532,~~408~~221.7291 ~~255~~253,~~431~~118.8731 4,~~205~~974,~~754~~872.9274 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,~~513~~044,~~616~~055.3584 7472,~~157~~113,~~321~~265.4359 0.~~82933326~~80647370 2,~~513~~044,~~616~~055.3584 II-A ~~933~~2,~~569~~098,846.4257 ~~103~~101,~~213~~114,~~795~~949.5901 0.~~88584887~~86783519 ~~933~~2,~~569~~098,846.4257 III-A ~~987~~1,~~190~~058,044.8099 ~~115~~114,~~817~~759,~~561~~516.1617 0.~~83677767~~82913334 ~~987~~1,~~190~~058,044.8099 IV-A 15,~~775~~961.1045 12,~~373~~357,~~156~~195.4602 0.~~79203408~~79101236 15,~~775~~961.1045 B-1 4,~~414~~432.0386 5,~~588~~583,~~131~~698.1024 0.~~99610180~~99531163 4,~~414~~432.0386 B-2 2,~~648~~659.4272 3,~~352~~350,~~878~~218.6694 0.~~99610180~~99531163 2,~~648~~659.4272 B-3 1,~~618~~625.4838 2,~~048~~047,~~981~~356.4002 0.~~99610180~~99531163 1,~~618~~625.4838 B-4 1,~~029~~034.9433 1,~~303~~302,~~897~~862.2692 0.~~99610180~~99531163 1,~~029~~034.9433 B-5 ~~735~~738.6781 ~~931~~930,~~355~~616.1837 0.~~99610180~~99531163 ~~735~~738.6781 B-6 ~~588~~591.5810 ~~745~~744,~~143~~552.6758 0.~~99610180~~99531163 ~~588~~591.5810 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 Totals 45,~~461~~227,~~186~~991.7905 ~~319~~314,~~532~~304,~~221~~230.9186 0.~~85439128~~84041225 45,~~461~~227,~~186~~991.7905

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 ~~857~~829.~~44411394~~33325986 0.~~73493927~~71463989 2722.~~37591480~~14491680 0.00000000 II-A 116,514,000.00 ~~893~~885.~~86138155~~84887301 0.~~69670100~~69690458 717.~~31580754~~31678107 0.00000000 III-A 138,409,000.00 ~~843~~836.~~91009234~~77767457 0.~~59814333~~59352325 67.~~53427436~~05081339 0.00000000 IV-A 15,622,000.00 ~~793~~792.~~04388427~~03408398 0.~~94201191~~94650749 0.~~06778838~~07522148 0.00000000 B-1 5,610,000.00 996.~~88861497~~10180036 0.~~78681462~~79017112 0.00000000 0.00000000 B-2 3,366,000.00 996.~~88861557~~10180036 0.~~78681521~~79017231 0.00000000 0.00000000 B-3 2,057,000.00 996.~~88861449~~10179874 0.~~78681575~~79017015 0.00000000 0.00000000 B-4 1,309,000.00 996.~~88861727~~10180290 0.~~78681436~~79016807 0.00000000 0.00000000 B-5 935,000.00 996.~~88860963~~10179679 0.~~78681283~~79017112 0.00000000 0.00000000 B-6 748,059.76 996.~~88861756~~10179540 0.~~78680880~~79017751 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 2822.~~11085408~~85955669 ~~829~~806.~~33325986~~47370317 0.~~82933326~~80647370 2822.~~11085408~~85955669 II-A 0.00000000 818.~~01250854~~01368565 ~~885~~867.~~84887301~~83518727 0.~~88584887~~86783519 818.~~01250854~~01368565 III-A 0.00000000 7.~~13241769~~64433664 ~~836~~829.~~77767457~~13333793 0.~~83677767~~82913334 7.~~13241769~~64433664 IV-A 0.00000000 1.~~00980028~~02172897 ~~792~~791.~~03408398~~01235565 0.~~79203408~~79101236 1.~~00980028~~02172897 B-1 0.00000000 0.~~78681462~~79017112 ~~996~~995.~~10180036~~31162923 0.~~99610180~~99531163 0.~~78681462~~79017112 B-2 0.00000000 0.~~78681521~~79017231 ~~996~~995.~~10180036~~31162805 0.~~99610180~~99531163 0.~~78681521~~79017231 B-3 0.00000000 0.~~78681575~~79017015 ~~996~~995.~~10179874~~31162859 0.~~99610180~~99531163 0.~~78681575~~79017015 B-4 0.00000000 0.~~78681436~~79016807 ~~996~~995.~~10180290~~31162720 0.~~99610180~~99531163 0.~~78681436~~79016807 B-5 0.00000000 0.~~78681283~~79017112 ~~996~~995.~~10179679~~31162567 0.~~99610180~~99531163 0.~~78681283~~79017112 B-6 0.00000000 0.~~78680880~~79017751 ~~996~~995.~~10179540~~31163125 0.~~99610180~~99531163 0.~~78680880~~79017751 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.~~31538~~30449% 7674,~~670~~157,~~937~~321.7843 ~~275~~266,~~720~~008.0607 0.00 0.00 II-A 116,514,000.00 4.~~76651~~76479% ~~104~~103,~~147~~213,~~365~~795.0159 ~~413~~409,~~682~~826.9096 0.00 0.00 III-A 138,409,000.00 5.~~07857~~07968% ~~116~~115,~~804~~817,~~751~~561.9716 ~~494~~490,~~334~~263.2534 0.00 0.00 IV-A 15,622,000.00 5.~~13057~~13059% 12,~~388~~373,~~931~~156.5646 52,~~968~~901.5435 0.00 0.00 B-1 5,610,000.00 4.~~79029~~78747% 5,~~592~~588,~~545~~131.1310 22,~~324~~294.9419 0.00 0.00 B-2 3,366,000.00 4.~~79029~~78747% 3,~~355~~352,~~527~~878.0866 13,~~394~~376.9752 0.00 0.00 B-3 2,057,000.00 4.~~79029~~78747% 2,~~050~~048,~~599~~981.8840 8,~~185~~174.8154 0.00 0.00 B-4 1,309,000.00 4.~~79029~~78747% 1,~~304~~303,~~927~~897.2026 5,~~209~~201.1598 0.00 0.00 B-5 935,000.00 4.~~79029~~78747% ~~932~~931,~~090~~355.8518 3,~~720~~715.8270 0.00 0.00 B-6 748,059.76 4.~~79029~~78747% 745,~~732~~143.2667 2,~~976~~972.9080 0.00 0.00 R-I 0.00 4.~~36414~~36609% 0.00 0.00 0.00 0.00 R-II 100.00 4.~~36414~~36609% 0.00 0.00 0.00 0.00 Totals 373,988,159.76 1,~~292~~274,~~518~~735.3445 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 ~~275~~266,~~720~~008.0607 0.00 7472,~~157~~113,~~321~~265.4359 II-A 0.00 0.00 ~~413~~409,~~682~~826.9096 0.00 ~~103~~101,~~213~~114,~~795~~949.5901 III-A 0.00 0.00 ~~494~~490,~~334~~263.2534 0.00 ~~115~~114,~~817~~759,~~561~~516.1617 IV-A 0.00 0.00 52,~~968~~901.5435 0.00 12,~~373~~357,~~156~~195.4602 B-1 0.00 0.00 22,~~324~~294.9419 0.00 5,~~588~~583,~~131~~698.1024 B-2 0.00 0.00 13,~~394~~376.9752 0.00 3,~~352~~350,~~878~~218.6694 B-3 0.00 0.00 8,~~185~~174.8154 0.00 2,~~048~~047,~~981~~356.4002 B-4 0.00 0.00 5,~~209~~201.1598 0.00 1,~~303~~302,~~897~~862.2692 B-5 0.00 0.00 3,~~720~~715.8270 0.00 ~~931~~930,~~355~~616.1837 B-6 0.00 0.00 2,~~976~~972.9080 0.00 ~~745~~744,~~143~~552.6758 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,~~292~~274,~~518~~735.3445 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.~~31538~~30449% ~~857~~829.~~44411394~~33325986 32.~~08349616~~97488280 0.00000000 0.00000000 II-A 116,514,000.00 4.~~76651~~76479% ~~893~~885.~~86138155~~84887301 3.~~55049951~~51740529 0.00000000 0.00000000 III-A 138,409,000.00 5.~~07857~~07968% ~~843~~836.~~91009234~~77767457 3.~~57154701~~54213483 0.00000000 0.00000000 IV-A 15,622,000.00 5.~~13057~~13059% ~~793~~792.~~04388427~~03408398 3.~~39063756~~38633658 0.00000000 0.00000000 B-1 5,610,000.00 4.~~79029~~78747% 996.~~88861497~~10180036 3.~~97949020~~97400891 0.00000000 0.00000000 B-2 3,366,000.00 4.~~79029~~78747% 996.~~88861557~~10180036 3.~~97949198~~97401070 0.00000000 0.00000000 B-3 2,057,000.00 4.~~79029~~78747% 996.~~88861449~~10179874 3.~~97948955~~97401070 0.00000000 0.00000000 B-4 1,309,000.00 4.~~79029~~78747% 996.~~88861727~~10180290 3.~~97948816~~97401070 0.00000000 0.00000000 B-5 935,000.00 4.~~79029~~78747% 996.~~88860963~~10179679 3.~~97948663~~97401070 0.00000000 0.00000000 B-6 748,059.76 4.~~79029~~78747% 996.~~88861756~~10179540 3.~~97949490~~97401405 0.00000000 0.00000000 R-I 0.00 4.~~36414~~36609% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 100.00 4.~~36414~~36609% 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 32.~~08349616~~97488280 0.00000000 ~~829~~806.~~33325986~~47370317 II-A 0.00000000 0.00000000 3.~~55049951~~51740529 0.00000000 ~~885~~867.~~84887301~~83518727 III-A 0.00000000 0.00000000 3.~~57154701~~54213483 0.00000000 ~~836~~829.~~77767457~~13333793 IV-A 0.00000000 0.00000000 3.~~39063756~~38633658 0.00000000 ~~792~~791.~~03408398~~01235565 B-1 0.00000000 0.00000000 3.~~97949020~~97400891 0.00000000 ~~996~~995.~~10180036~~31162923 B-2 0.00000000 0.00000000 3.~~97949198~~97401070 0.00000000 ~~996~~995.~~10180036~~31162805 B-3 0.00000000 0.00000000 3.~~97948955~~97401070 0.00000000 ~~996~~995.~~10179874~~31162859 B-4 0.00000000 0.00000000 3.~~97948816~~97401070 0.00000000 ~~996~~995.~~10180290~~31162720 B-5 0.00000000 0.00000000 3.~~97948663~~97401070 0.00000000 ~~996~~995.~~10179679~~31162567 B-6 0.00000000 0.00000000 3.~~97949490~~97401405 0.00000000 ~~996~~995.~~10179540~~31163125 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 56,~~821~~569,~~878~~961.7340 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 56,~~821~~569,~~878~~961.7340 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 6867,~~173~~234.6090 Payment of Interest and Principal 56,~~753~~502,~~705~~726.1350 Total Withdrawals (Pool Distribution Amount) 56,~~821~~569,~~878~~961.7340 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 6766,~~498~~569.6320 Administration Fee (Wells Fargo Bank, N.A.) ~~674~~665.9770 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 6867,~~173~~234.6090

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 4 0 0 0 4 21,~~057~~595,~~572~~121.4276 0.00 0.00 0.00 21,~~057~~595,~~572~~121.4276 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 4 0 0 0 4 21,~~057~~595,~~572~~121.4276 0.00 0.00 0.00 21,~~057~~595,~~572~~121.4276 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.~~496894~~503778% 0.000000% 0.000000% 0.000000% 0.~~496894~~503778% 0.~~643536~~507187% 0.000000% 0.000000% 0.000000% 0.~~643536~~507187% 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.~~496894~~503778% 0.000000% 0.000000% 0.000000% 0.~~496894~~503778% 0.~~643536~~507187% 0.000000% 0.000000% 0.000000% 0.~~643536~~507187%

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 10 0 0 0 10 ~~180,763~~0.3300 0.00 0.00 0.00 ~~180,763~~0.3300 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 ~~180,763~~0.3300 0.00 0.00 0.00 ~~180,763~~0.3300 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~492611~~000000% 0.000000% 0.000000% 0.000000% 0.~~492611~~000000% 0.~~232700~~000000% 0.000000% 0.000000% 0.000000% 0.~~232700~~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 0.~~492611~~000000% 0.000000% 0.000000% 0.000000% 0.~~492611~~000000% 0.~~232700~~000000% 0.000000% 0.000000% 0.000000% 0.~~232700~~000000% 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 12 0 0 0 12 ~~422~~1,~~146~~037,273.2882 0.00 0.00 0.00 ~~422~~1,~~146~~037,273.2882 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 ~~422~~1,~~146~~037,273.2882 0.00 0.00 0.00 ~~422~~1,~~146~~037,273.2882 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~373134~~757576% 0.000000% 0.000000% 0.000000% 0.~~373134~~757576% 0.~~391603~~981392% 0.000000% 0.000000% 0.000000% 0.~~391603~~981392% 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.~~373134~~757576% 0.000000% 0.000000% 0.000000% 0.~~373134~~757576% 0.~~391603~~981392% 0.000000% 0.000000% 0.000000% 0.~~391603~~981392% 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 2 0 0 0 2 1557,~~454,662~~847.8194 0.00 0.00 0.00 1557,~~454,662~~847.8194 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 2 0 0 0 2 1557,~~454,662~~847.8194 0.00 0.00 0.00 1557,~~454,662~~847.8194 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~653595~~657895% 0.000000% 0.000000% 0.000000% 0.~~653595~~657895% 10.~~199651~~464107% 0.000000% 0.000000% 0.000000% 10.~~199651~~464107% 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.~~653595~~657895% 0.000000% 0.000000% 0.000000% 0.~~653595~~657895% 10.~~199651~~464107% 0.000000% 0.000000% 0.000000% 10.~~199651~~464107% 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02673881% 100,000.00 0.~~03129575~~03181631% Fraud 17,529,774.00 4.68725374% 11,219,644.79 3.~~51127180~~56967667% Special Hazard 17,529,774.00 4.68725374% 3,739,882.00 1.~~17042406~~18989235% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~041068~~041139% Weighted Average Net Coupon 4.~~791068~~791140% Weighted Average Pass-Through Rate 4.~~787202~~787256% Weighted Average Maturity(Stepdown Calculation ) ~~352~~351 Beginning Scheduled Collateral Loan Count ~~814~~805 Number Of Loans Paid In Full 911 Ending Scheduled Collateral Loan Count ~~805~~794 Beginning Scheduled Collateral Balance ~~323~~319,~~993~~532,~~408~~221.7193 Ending Scheduled Collateral Balance ~~319~~314,~~532~~304,~~221~~230.9388 Ending Actual Collateral Balance at 31-~~Jul~~Aug-2004 ~~319~~314,~~729~~503,~~006~~522.6906 Monthly P &I Constant 1,~~616~~595,~~492~~457.6206 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 ~~319~~314,~~532~~304,~~221~~230.9388 Scheduled Principal ~~255~~253,~~431~~118.8631 Unscheduled Principal 4,~~205~~974,~~754~~872.9274

Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.~~571690~~560924 5.~~020272~~018564 5.~~331070~~332179 Weighted Average Net Rate 4.~~321690~~310924 4.~~770272~~768564 5.~~081070~~082179 Weighted Average Maturity 350 351 352 ~~353~~ Beginning Loan Count ~~207~~203 ~~271~~268 ~~308~~306 Loans Paid In Full 5 4 3 2 Ending Loan Count ~~203~~198 ~~268~~264 ~~306~~304 Beginning Scheduled Balance 8077,~~142~~626,~~763~~171.3015 ~~108~~107,~~673~~736,~~363~~266.8877 ~~122~~121,~~181~~190,~~776~~774.3847 Ending scheduled Balance 7775,~~626~~579,~~171~~126.1519 ~~107~~105,~~736~~633,~~266~~862.7733 ~~121~~120,~~190~~128,~~774~~918.4728 Record Date 0708/31/2004 0708/31/2004 0708/31/2004 Principal And Interest Constant ~~374~~361,~~015~~930.8004 ~~539~~535,~~344~~324.6178 ~~629~~624,~~399~~469.1922 Scheduled Principal 6866,~~692~~890.6079 84,~~703~~757.1101 8685,~~599~~960.5316 Unscheduled Principal 21,~~447~~980,~~899~~154.5517 ~~852~~2,~~394~~017,647.0043 ~~904~~975,~~402~~896.3803 Scheduled Interest ~~305~~295,~~323~~039.2025 ~~454~~450,~~641~~567.5077 ~~542~~538,~~799~~509.6606 Servicing Fees 16,~~696~~172.4012 22,~~640~~445.2905 25,~~454~~248.5407 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 ~~421~~416.5304 ~~340~~338.6356 ~~254~~252.5448 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 ~~288~~278,~~205~~451.2709 ~~431~~427,~~660~~784.5816 ~~517~~513,~~090~~008.5851 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.~~315378~~304493 4.~~766510~~764793 5.~~078570~~079679

Group Level Collateral Statement Group 4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~383067~~383092 5.~~041068~~041139 Weighted Average Net Rate 5.~~133067~~133092 4.~~791068~~791140 Weighted Average Maturity 350 351 ~~352~~ Beginning Loan Count 28 ~~814~~805 Loans Paid In Full 0 911 Ending Loan Count 28 ~~805~~794 Beginning Scheduled Balance 12,~~995~~979,~~505~~009.1554 ~~323~~319,~~993~~532,~~408~~221.7193 Ending scheduled Balance 12,~~979~~962,~~009~~324.5408 ~~319~~314,~~532~~304,~~221~~230.9388 Record Date 0708/31/2004 0708/31/2004 Principal And Interest Constant 73,733.02 1,~~616~~595,~~492~~457.6206 Scheduled Principal 15,~~436~~510.6235 ~~255~~253,~~431~~118.8631 Unscheduled Principal 1,~~058~~175.9911 4,~~205~~974,~~754~~872.9274 Scheduled Interest 58,~~296~~222.4067 1,~~361~~342,~~060~~338.7675 Servicing Fees 2,~~707~~703.4096 6766,~~498~~569.6320 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 27.0704 1,~~043~~034.7712 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 55,~~561~~491.9367 1,~~292~~274,~~518~~735.3643 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.~~130567~~130592 4.~~787202~~787256

Filing Compare · CITIGROUP MORTGAGE LOAN TRUST SERIES 2004-HYB2