8-K 1 cit04hy2_nov.txt NOV 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): November 26, 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 Pooling and Servicing Agreement) (Commission 54-2147350 (State or other File Number) 54-2147351 jurisdiction IRS EIN 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 November 26, 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 November 26, 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: 12/3/04 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 November 26, 2004 distribution. EX-99.1

Citigroup Mortgage Loan Trust Inc. Mortgage Pass-Through Certificates Record Date: 810/31/~~2004~~04 Distribution Date: 911/2726/~~2004~~04 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.~~30449~~29482% 7469,~~157~~417,~~321~~048.4363 ~~266~~248,~~008~~444.0759 23,~~044~~187,~~055~~364.8437 II-A 17307GEC8 SEN 4.~~76479~~74948% ~~103~~96,~~213~~562,~~795~~470.5927 ~~409~~382,~~826~~184.9656 23,~~098~~527,~~846~~015.5764 III-A 17307GED6 SEN 5.~~07968~~07231% ~~115~~113,~~817~~100,~~561~~923.1625 ~~490~~478,~~263~~068.3488 13,~~058~~271,~~044~~968.9953 IV-A 17307GEE4 SEN 5.~~13059~~13063% 12,~~373~~341,~~156~~262.4630 52,~~901~~765.3540 1516,~~961~~435.4550 B-1 17307GEF1 SUB 4.~~78747~~77730% 5,~~588~~579,~~131~~223.10 22,~~294~~211.1937 4,~~432~~505.8623 B-2 17307GEG9 SUB 4.~~78747~~77730% 3,~~352~~347,~~878~~533.6686 13,~~376~~326.5282 2,~~659~~703.7214 B-3 17307GEH7 SUB 4.~~78747~~77730% 2,~~048~~045,~~981~~715.4014 8,~~174~~144.5417 1,~~625~~651.3892 B-4 1739509F5 SUB 4.~~78747~~77730% 1,~~303~~301,~~897~~818.2672 5,~~201~~182.9865 1,~~034~~051.3322 B-5 1739509G3 SUB 4.~~78747~~77730% ~~931~~929,~~355~~870.1852 3,~~715~~701.7089 ~~738~~750.8187 B-6 1739509H1 SUB 4.~~78747~~77730% ~~745~~743,~~143~~955.6785 2,~~972~~961.8075 ~~591~~600.1074 R-I CIT04H2RI RES 4.~~36609~~36917% 0.00 0.00 0.00 R-II CIT4H2RII RES 4.~~36609~~36917% 0.00 0.00 0.00 Totals ~~319~~305,~~532~~369,~~221~~821.9164 1,~~274~~216,~~735~~992.4508 510,~~227~~014,~~991~~047.0516

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A 0.00 7266,~~113~~229,~~265~~684.5926 23,~~310~~435,~~063~~808.9196 0.00 II-A 0.00 ~~101~~93,~~114~~035,~~949~~454.0163 23,~~508~~909,~~673~~200.5320 0.00 III-A 0.00 ~~114~~109,~~759~~828,~~516~~954.1772 13,~~548~~750,~~308~~037.3341 0.00 IV-A 0.00 12,~~357~~324,~~195~~826.0281 6869,~~862~~200.8090 0.00 B-1 0.00 5,~~583~~574,~~698~~717.2488 26,~~727~~716.0560 0.00 B-2 0.00 3,~~350~~344,~~218~~830.9473 16,~~036~~029.2496 0.00 B-3 0.00 2,~~047~~044,~~356~~063.0222 9,~~799~~796.9209 0.00 B-4 0.00 1,~~302~~300,~~862~~767.9250 6,~~236~~233.3187 0.00 B-5 0.00 ~~930~~929,~~616~~119.3765 4,~~454~~452.5176 0.00 B-6 0.00 ~~744~~743,~~552~~355.5810 3,~~563~~562.9049 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 ~~314~~295,~~304~~355,~~230~~774.8650 611,~~502~~231,~~726~~039.5024 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 7469,~~157~~417,~~321~~048.43 63 59,~~901~~607.6743 13,~~980~~127,~~154~~756.1794 0.00 0.00 II-A 116,514,000.00 ~~103~~96,~~213~~562,~~795~~470.5927 8178,~~199~~166.1409 23,~~017~~448,~~647~~849.4355 0.00 0.00 III-A 138,409,000.00 ~~115~~113,~~817~~100,~~561~~923.1625 82,~~148~~280.9651 ~~975~~3,~~896~~189,688.0302 0.00 0.00 IV-A 15,622,000.00 12,~~373~~341,~~156~~262.4630 14,~~786~~928.3440 1,~~175~~507.1110 0.00 0.00 B-1 5,610,000.00 5,~~588~~579,~~131~~223.10 4,~~432~~505.8623 0.00 0.00 0.00 B-2 3,366,000.00 3,~~352~~347,~~878~~533.6686 2,~~659~~703.7214 0.00 0.00 0.00 B-3 2,057,000.00 2,~~048~~045,~~981~~715.4014 1,~~625~~651.3892 0.00 0.00 0.00 B-4 1,309,000.00 1,~~303~~301,~~897~~818.2672 1,~~034~~051.3322 0.00 0.00 0.00 B-5 935,000.00 ~~931~~929,~~355~~870.1852 ~~738~~750.8187 0.00 0.00 0.00 B-6 748,059.76 ~~745~~743,~~143~~955.6785 ~~591~~600.1074 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 ~~319~~305,~~532~~369,~~221~~821.9164 ~~253~~246,~~118~~245.3155 49,~~974~~767,~~872~~801.7461 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 23,~~044~~187,~~055~~364.8437 7266,~~113~~229,~~265~~684.5926 0.~~80647370~~74067508 23,~~044~~187,~~055~~364.8437 II-A 23,~~098~~527,~~846~~015.5764 ~~101~~93,~~114~~035,~~949~~454.0163 0.~~86783519~~79849164 23,~~098~~527,~~846~~015.5764 III-A 13,~~058~~271,~~044~~968.9953 ~~114~~109,~~759~~828,~~516~~954.1772 0.~~82913334~~79351021 13,~~058~~271,~~044~~968.9953 IV-A 1516,~~961~~435.4550 12,~~357~~324,~~195~~826.0281 0.~~79101236~~78894039 1516,~~961~~435.4550 B-1 4,~~432~~505.8623 5,~~583~~574,~~698~~717.2488 0.~~99531163~~99371085 4,~~432~~505.8623 B-2 2,~~659~~703.7214 3,~~350~~344,~~218~~830.9473 0.~~99531163~~99371085 2,~~659~~703.7214 B-3 1,~~625~~651.3892 2,~~047~~044,~~356~~063.0222 0.~~99531163~~99371085 1,~~625~~651.3892 B-4 1,~~034~~051.3322 1,~~302~~300,~~862~~767.9250 0.~~99531163~~99371085 1,~~034~~051.3322 B-5 ~~738~~750.8187 ~~930~~929,~~616~~119.3765 0.~~99531163~~99371086 ~~738~~750.8187 B-6 ~~591~~600.1074 ~~744~~743,~~552~~355.5810 0.~~99531163~~99371085 ~~591~~600.1074 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 Totals 510,~~227~~014,~~991~~047.0516 ~~314~~295,~~304~~355,~~230~~774.8650 0.~~84041225~~78974632 510,~~227~~014,~~991~~047.0516

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 ~~829~~776.~~33325986~~32074784 0.~~71463989~~66661556 2234.~~14491680~~97905276 0.00000000 II-A 116,514,000.00 ~~885~~828.~~84887301~~76281194 0.~~69690458~~67087294 1729.~~31678107~~60030168 0.00000000 III-A 138,409,000.00 ~~836~~817.~~77767457~~15006430 0.~~59352325~~59447370 723.~~05081339~~04538014 0.00000000 IV-A 15,622,000.00 ~~792~~789.~~03408398~~99246575 0.~~94650749~~95560108 0.~~07522148~~09647292 0.00000000 B-1 5,610,000.00 ~~996~~994.~~10180036~~51392157 0.~~79017112~~80307130 0.00000000 0.00000000 B-2 3,366,000.00 ~~996~~994.~~10180036~~51392157 0.~~79017231~~80307190 0.00000000 0.00000000 B-3 2,057,000.00 ~~996~~994.~~10179874~~51392319 0.~~79017015~~80307244 0.00000000 0.00000000 B-4 1,309,000.00 ~~996~~994.~~10180290~~51391902 0.~~79016807~~80307105 0.00000000 0.00000000 B-5 935,000.00 ~~996~~994.~~10179679~~51392513 0.~~79017112~~80306952 0.00000000 0.00000000 B-6 748,059.76 ~~996~~994.~~10179540~~51392760 0.~~79017751~~80306418 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 2235.~~85955669~~64566832 ~~806~~740.~~47370317~~67507951 0.~~80647370~~74067508 2235.~~85955669~~64566832 II-A 0.00000000 1830.~~01368565~~27117462 ~~867~~798.~~83518727~~49163731 0.~~86783519~~79849164 1830.~~01368565~~27117462 III-A 0.00000000 723.~~64433664~~63985384 ~~829~~793.~~13333793~~51021046 0.~~82913334~~79351021 723.~~64433664~~63985384 IV-A 0.00000000 1.~~02172897~~05207400 ~~791~~788.~~01235565~~94039240 0.~~79101236~~78894039 1.~~02172897~~05207400 B-1 0.00000000 0.~~79017112~~80307130 ~~995~~993.~~31162923~~71085205 0.~~99531163~~99371085 0.~~79017112~~80307130 B-2 0.00000000 0.~~79017231~~80307190 ~~995~~993.~~31162805~~71085264 0.~~99531163~~99371085 0.~~79017231~~80307190 B-3 0.00000000 0.~~79017015~~80307244 ~~995~~993.~~31162859~~71085075 0.~~99531163~~99371085 0.~~79017015~~80307244 B-4 0.00000000 0.~~79016807~~80307105 ~~995~~993.~~31162720~~71084798 0.~~99531163~~99371085 0.~~79016807~~80307105 B-5 0.00000000 0.~~79017112~~80306952 ~~995~~993.~~31162567~~71085561 0.~~99531163~~99371086 0.~~79017112~~80306952 B-6 0.00000000 0.~~79017751~~80306418 ~~995~~993.~~31163125~~71085005 0.~~99531163~~99371085 0.~~79017751~~80306418 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.~~30449~~29482% 7469,~~157~~417,~~321~~048.4363 ~~266~~248,~~008~~444.0759 0.00 0.00 II-A 116,514,000.00 4.~~76479~~74948% ~~103~~96,~~213~~562,~~795~~470.5927 ~~409~~382,~~826~~184.9655 0.00 0.00 III-A 138,409,000.00 5.~~07968~~07231% ~~115~~113,~~817~~100,~~561~~923.1625 ~~490~~478,~~263~~068.3487 0.00 0.00 IV-A 15,622,000.00 5.~~13059~~13063% 12,~~373~~341,~~156~~262.4630 52,~~901~~765.3540 0.00 0.00 B-1 5,610,000.00 4.~~78747~~77730% 5,~~588~~579,~~131~~223.10 22,~~294~~211.1937 0.00 0.00 B-2 3,366,000.00 4.~~78747~~77730% 3,~~352~~347,~~878~~533.6686 13,~~376~~326.5282 0.00 0.00 B-3 2,057,000.00 4.~~78747~~77730% 2,~~048~~045,~~981~~715.4014 8,~~174~~144.5417 0.00 0.00 B-4 1,309,000.00 4.~~78747~~77730% 1,~~303~~301,~~897~~818.2672 5,~~201~~182.9865 0.00 0.00 B-5 935,000.00 4.~~78747~~77730% ~~931~~929,~~355~~870.1852 3,~~715~~701.7089 0.00 0.00 B-6 748,059.76 4.~~78747~~77730% ~~745~~743,~~143~~955.6785 2,~~972~~961.8075 0.00 0.00 R-I 0.00 4.~~36609~~36917% 0.00 0.00 0.00 0.00 R-II 100.00 4.~~36609~~36917% 0.00 0.00 0.00 0.00 Totals 373,988,159.76 1,~~274~~216,~~735~~992.4506 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 ~~266~~248,~~008~~444.0759 0.00 7266,~~113~~229,~~265~~684.5926 II-A 0.00 0.00 ~~409~~382,~~826~~184.9656 0.00 ~~101~~93,~~114~~035,~~949~~454.0163 III-A 0.00 0.00 ~~490~~478,~~263~~068.3488 0.00 ~~114~~109,~~759~~828,~~516~~954.1772 IV-A 0.00 0.00 52,~~901~~765.3540 0.00 12,~~357~~324,~~195~~826.0281 B-1 0.00 0.00 22,~~294~~211.1937 0.00 5,~~583~~574,~~698~~717.2488 B-2 0.00 0.00 13,~~376~~326.5282 0.00 3,~~350~~344,~~218~~830.9473 B-3 0.00 0.00 8,~~174~~144.5417 0.00 2,~~047~~044,~~356~~063.0222 B-4 0.00 0.00 5,~~201~~182.9865 0.00 1,~~302~~300,~~862~~767.9250 B-5 0.00 0.00 3,~~715~~701.7089 0.00 ~~930~~929,~~616~~119.3765 B-6 0.00 0.00 2,~~972~~961.8075 0.00 ~~744~~743,~~552~~355.5810 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,~~274~~216,~~735~~992.4508 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.~~30449~~29482% ~~829~~776.~~33325986~~32074784 2.~~97488280~~77846284 0.00000000 0.00000000 II-A 116,514,000.00 4.~~76479~~74948% ~~885~~828.~~84887301~~76281194 3.~~51740529~~28015989 0.00000000 0.00000000 III-A 138,409,000.00 5.~~07968~~07231% ~~836~~817.~~77767457~~15006430 3.~~54213483~~45403023 0.00000000 0.00000000 IV-A 15,622,000.00 5.~~13059~~13063% ~~792~~789.~~03408398~~99246575 3.~~38633658~~37763411 0.00000000 0.00000000 B-1 5,610,000.00 4.~~78747~~77730% ~~996~~994.~~10180036~~51392157 3.~~97400891~~95924599 0.00000000 0.00000000 B-2 3,366,000.00 4.~~78747~~77730% ~~996~~994.~~10180036~~51392157 3.~~97401070~~95924540 0.00000000 0.00000000 B-3 2,057,000.00 4.~~78747~~77730% ~~996~~994.~~10179874~~51392319 3.~~97401070~~95924648 0.00000000 0.00000000 B-4 1,309,000.00 4.~~78747~~77730% ~~996~~994.~~10180290~~51391902 3.~~97401070~~95924370 0.00000000 0.00000000 B-5 935,000.00 4.~~78747~~77730% ~~996~~994.~~10179679~~51392513 3.~~97401070~~95924064 0.00000000 0.00000000 B-6 748,059.76 4.~~78747~~77730% ~~996~~994.~~10179540~~51392760 3.~~97401405~~95924251 0.00000000 0.00000000 R-I 0.00 4.~~36609~~36917% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 100.00 4.~~36609~~36917% 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 2.~~97488280~~77846284 0.00000000 ~~806~~740.~~47370317~~67507951 II-A 0.00000000 0.00000000 3.~~51740529~~28015998 0.00000000 ~~867~~798.~~83518727~~49163731 III-A 0.00000000 0.00000000 3.~~54213483~~45403030 0.00000000 ~~829~~793.~~13333793~~51021046 IV-A 0.00000000 0.00000000 3.~~38633658~~37763411 0.00000000 ~~791~~788.~~01235565~~94039240 B-1 0.00000000 0.00000000 3.~~97400891~~95924599 0.00000000 ~~995~~993.~~31162923~~71085205 B-2 0.00000000 0.00000000 3.~~97401070~~95924540 0.00000000 ~~995~~993.~~31162805~~71085264 B-3 0.00000000 0.00000000 3.~~97401070~~95924648 0.00000000 ~~995~~993.~~31162859~~71085075 B-4 0.00000000 0.00000000 3.~~97401070~~95924370 0.00000000 ~~995~~993.~~31162720~~71084798 B-5 0.00000000 0.00000000 3.~~97401070~~95924064 0.00000000 ~~995~~993.~~31162567~~71085561 B-6 0.00000000 0.00000000 3.~~97401405~~95924251 0.00000000 ~~995~~993.~~31163125~~71085005 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 611,~~569~~295,~~961~~294.4014 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 611,~~569~~295,~~961~~294.4014 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 6764,~~234~~254.90 Payment of Interest and Principal 611,~~502~~231,~~726~~039.5024 Total Withdrawals (Pool Distribution Amount) 611,~~569~~295,~~961~~294.4014 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 6663,~~569~~618.2072 Administration Fee (Wells Fargo Bank, N.A.) ~~665~~636.7018 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 6764,~~234~~254.90

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 43 0 0 0 43 1,~~595~~039,~~121~~391.7653 0.00 0.00 0.00 1,~~595~~039,~~121~~391.7653 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 43 0 0 0 43 1,~~595~~039,~~121~~391.7653 0.00 0.00 0.00 1,~~595~~039,~~121~~391.7653 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.~~503778~~399467% 0.000000% 0.000000% 0.000000% 0.~~503778~~399467% 0.~~507187~~351681% 0.000000% 0.000000% 0.000000% 0.~~507187~~351681% 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.~~503778~~399467% 0.000000% 0.000000% 0.000000% 0.~~503778~~399467% 0.~~507187~~351681% 0.000000% 0.000000% 0.000000% 0.~~507187~~351681%

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 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% 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 2 0 0 0 2 1818,~~037,273~~518.8203 0.00 0.00 0.00 1818,~~037,273~~518.8203 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 1818,~~037,273~~518.8203 0.00 0.00 0.00 1818,~~037,273~~518.8203 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~757576~~816327% 0.000000% 0.000000% 0.000000% 0.~~757576~~816327% 0.~~981392~~838574% 0.000000% 0.000000% 0.000000% 0.~~981392~~838574% 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.~~757576~~816327% 0.000000% 0.000000% 0.000000% 0.~~757576~~816327% 0.~~981392~~838574% 0.000000% 0.000000% 0.000000% 0.~~981392~~838574% 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 21 0 0 0 21 ~~557~~220,~~847~~873.9450 0.00 0.00 0.00 ~~557~~220,~~847~~873.9450 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 21 0 0 0 21 ~~557~~220,~~847~~873.9450 0.00 0.00 0.00 ~~557~~220,~~847~~873.9450 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~657895~~341297% 0.000000% 0.000000% 0.000000% 0.~~657895~~341297% 0.~~464107~~191631% 0.000000% 0.000000% 0.000000% 0.~~464107~~191631% 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.~~657895~~341297% 0.000000% 0.000000% 0.000000% 0.~~657895~~341297% 0.~~464107~~191631% 0.000000% 0.000000% 0.000000% 0.~~464107~~191631% 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%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 05,101.0054

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02673881% 100,000.00 0.~~03181631~~03385747% Fraud 17,529,774.00 4.68725374% 11,219,644.79 3.~~56967667~~79868814% Special Hazard 17,529,774.00 4.68725374% 3,739,882.00 1.~~18989235~~26622952% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~041139~~036311% Weighted Average Net Coupon 4.~~791140~~786311% Weighted Average Pass-Through Rate 4.~~787256~~782367% Weighted Average Maturity(Stepdown Calculation ) ~~351~~349 Beginning Scheduled Collateral Loan Count ~~805~~774 Number Of Loans Paid In Full 1123 Ending Scheduled Collateral Loan Count ~~794~~751 Beginning Scheduled Collateral Balance ~~319~~305,~~532~~369,~~221~~821.9364 Ending Scheduled Collateral Balance ~~314~~295,~~304~~355,~~230~~774.8849 Ending Actual Collateral Balance at 31-~~Aug~~Oct-2004 ~~314~~295,~~503~~549,~~522~~623.0656 Monthly P &I Constant 1,~~595~~527,~~457~~860.0614 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 ~~314~~295,~~304~~355,~~230~~774.8849 Scheduled Principal ~~253~~246,~~118~~245.3154 Unscheduled Principal 49,~~974~~767,~~872~~801.7461

Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.~~560924~~551495 5.~~018564~~003331 5.~~332179~~324807 Weighted Average Net Rate 4.~~310924~~301495 4.~~768564~~753331 5.~~082179~~074807 Weighted Average Maturity ~~350~~348 ~~351~~349 ~~352~~350 Beginning Loan Count ~~203~~192 ~~268~~253 ~~306~~301 Loans Paid In Full 57 48 28 Ending Loan Count ~~198~~185 ~~264~~245 ~~304~~293 Beginning Scheduled Balance 7772,~~626~~879,~~171~~885.1552 ~~107~~101,~~736~~077,~~266~~804.7742 ~~121~~118,~~190~~466,~~774~~467.4790 Ending scheduled Balance 7569,~~579~~689,~~126~~547.1966 ~~105~~97,~~633~~547,~~862~~133.3367 ~~120~~115,~~128~~190,~~918~~595.2896 Record Date 0810/31/2004 0810/31/2004 0810/31/2004 Principal And Interest Constant ~~361~~339,~~930~~007.0496 ~~535~~503,~~324~~259.7831 ~~624~~611,~~469~~859.2285 Scheduled Principal 6662,~~890~~580.7992 8481,~~757~~821.0120 8586,~~960~~183.1692 Unscheduled Principal 13,~~980~~127,~~154~~756.1794 23,~~017~~448,~~647~~849.4355 ~~975~~3,~~896~~189,688.0302 Scheduled Interest ~~295~~276,~~039~~427.2504 ~~450~~421,~~567~~438.7711 ~~538~~525,~~509~~675.0693 Servicing Fees 1615,~~172~~183.1231 2221,~~445~~057.0588 2524,~~248~~680.0752 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 ~~416~~405.0460 ~~338~~324.5644 ~~252~~246.4880 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 ~~278~~260,~~451~~838.0913 ~~427~~400,~~784~~055.1679 ~~513~~500,~~008~~748.5161 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.~~304493~~294817 4.~~764793~~749479 5.~~079679~~072307

Group Level Collateral Statement Group 4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~383092~~383133 5.~~041139~~036311 Weighted Average Net Rate 5.~~133092~~133133 4.~~791140~~786311 Weighted Average Maturity ~~350~~348 ~~351~~349 Beginning Loan Count 28 ~~805~~774 Loans Paid In Full 0 1123 Ending Loan Count 28 ~~794~~751 Beginning Scheduled Balance 12,~~979~~945,~~009~~663.5480 ~~319~~305,~~532~~369,~~221~~821.9364 Ending scheduled Balance 12,~~962~~928,~~324~~497.0820 ~~314~~295,~~304~~355,~~230~~774.8849 Record Date 0810/31/2004 0810/31/2004 Principal And Interest Constant 73,733.02 1,~~595~~527,~~457~~860.0614 Scheduled Principal 15,~~510~~659.3550 ~~253~~246,~~118~~245.3154 Unscheduled Principal 1,~~175~~507.1110 49,~~974~~767,~~872~~801.7461 Scheduled Interest 58,~~222~~073.6752 1,~~342~~281,~~338~~614.7560 Servicing Fees 2,~~703~~697.9601 6663,~~569~~618.2072 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 2726.0497 1,~~034~~003.1281 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,~~491~~349.6754 1,~~274~~216,~~735~~992.4307 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.~~130592~~130633 4.~~787256~~782367

Filing Compare · CITIGROUP MORTGAGE LOAN TRUST SERIES 2004-HYB2