8-K 1 cit04hy2_dec.txt DEC. 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): December 27, 2004 CITIGROUP MORTGAGE LOAN TRUST INC. Asset Backed 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 December 27, 2004 a distribution was made to holders of CITIGROUP MORTGAGE LOAN TRUST INC., Asset Backed 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 Asset Backed Pass-Through Certificates, Series 2004-HY2 Trust, relating to the December 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. Asset Backed 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: 1/6/05 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2004-HY2 Trust, relating to the December 27, 2004 distribution. EX-99.1

Citigroup Mortgage Loan Trust Inc. ~~Mortgage~~Asset Backed Pass-Through Certificates Record Date: 1011/3130/04 Distribution Date: 1112/2627/04 ~~CMLTI~~Citigroup Mortgage Loan Trust Inc. Asset Backed Pass-Through Certificates 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.~~29482~~28213% 6966,~~417~~229,~~048~~684.6326 ~~248~~236,~~444~~336.5967 3440,~~187,364~~021.3796 II-A 17307GEC8 SEN 4.~~74948~~74639% 9693,~~562~~035,~~470~~454.2763 ~~382~~367,~~184~~985.5609 32,~~527~~451,~~015~~405.6477 III-A 17307GED6 SEN 5.~~07231~~06081% ~~113~~109,~~100~~828,~~923~~954.2572 ~~478~~463,~~068~~186.8827 32,~~271~~547,~~968~~303.5327 IV-A 17307GEE4 SEN 5.~~13063~~13066% 12,~~341~~324,~~262~~826.3081 52,~~765~~695.4042 1615,~~435~~650.5034 B-1 17307GEF1 SUB 4.~~77730~~76874% 5,~~579~~574,~~223~~717.1088 22,~~211~~153.3765 4,~~505~~552.2328 B-2 17307GEG9 SUB 4.~~77730~~76874% 3,~~347~~344,~~533~~830.8673 13,~~326~~292.8219 2,~~703~~731.1437 B-3 17307GEH7 SUB 4.~~77730~~76874% 2,~~045~~044,~~715~~063.1422 8,~~144~~123.1700 1,~~651~~669.9217 B-4 1739509F5 SUB 4.~~77730~~76874% 1,~~301~~300,~~818~~767.7250 5,~~182~~169.6518 1,~~051~~062.2220 B-5 1739509G3 SUB 4.~~77730~~76874% 929,~~870~~119.5265 3,~~701~~692.8927 ~~750~~758.8771 B-6 1739509H1 SUB 4.~~77730~~76874% 743,~~955~~355.8510 2,~~961~~954.7506 ~~600~~607.7402 R-I CIT04H2RI RES 4.~~36917~~36706% 0.00 0.00 0.00 R-II CIT4H2RII RES 4.~~36917~~36706% 0.00 0.00 0.00 Totals ~~305~~295,~~369~~355,~~821~~774.6450 1,~~216~~175,~~992~~587.0880 105,~~014~~465,~~047~~762.1609

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A 0.00 6665,~~229~~789,~~684~~662.2630 3676,~~435,808~~358.9663 0.00 II-A 0.00 9390,~~035~~584,~~454~~048.6385 32,~~909~~819,~~200~~390.2086 0.00 III-A 0.00 ~~109~~107,~~828~~281,~~954~~651.7245 3,~~750~~010,~~037~~489.4154 0.00 IV-A 0.00 12,~~324~~309,~~826~~176.8147 6968,~~200~~345.9076 0.00 B-1 0.00 5,~~574~~570,~~717~~165.8860 26,~~716~~705.6093 0.00 B-2 0.00 3,~~344~~342,~~830~~099.7336 16,~~029~~023.9656 0.00 B-3 0.00 2,~~044~~042,~~063~~394.2205 9,~~796~~792.0917 0.00 B-4 0.00 1,~~300~~299,~~767~~705.5031 6,~~233~~231.8738 0.00 B-5 0.00 ~~929~~928,~~119~~360.6593 4,~~452~~450.7698 0.00 B-6 0.00 ~~743~~742,~~355~~748.1008 3,~~562~~561.4908 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 ~~295~~289,~~355~~890,~~774~~012.5040 116,~~231~~641,~~039~~349.2489 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 6966,~~417~~229,~~048~~684.6326 5956,~~607~~473.4351 3383,~~127,756~~548.9445 0.00 0.00 II-A 116,514,000.00 9693,~~562~~035,~~470~~454.2763 7876,~~166~~784.0917 32,~~448~~374,~~849~~621.5560 0.00 0.00 III-A 138,409,000.00 ~~113~~109,~~100~~828,~~923~~954.2572 8281,~~280~~367.5124 32,~~189~~465,~~688~~936.0203 0.00 0.00 IV-A 15,622,000.00 12,~~341~~324,~~262~~826.3081 1415,~~928~~001.4044 ~~1,507~~648.1090 0.00 0.00 B-1 5,610,000.00 5,~~579~~574,~~223~~717.1088 4,~~505~~552.2328 0.00 0.00 0.00 B-2 3,366,000.00 3,~~347~~344,~~533~~830.8673 2,~~703~~731.1437 0.00 0.00 0.00 B-3 2,057,000.00 2,~~045~~044,~~715~~063.1422 1,~~651~~669.9217 0.00 0.00 0.00 B-4 1,309,000.00 1,~~301~~300,~~818~~767.7250 1,~~051~~062.2220 0.00 0.00 0.00 B-5 935,000.00 929,~~870~~119.5265 ~~750~~758.8771 0.00 0.00 0.00 B-6 748,059.76 743,~~955~~355.8510 ~~600~~607.7402 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 ~~305~~295,~~369~~355,~~821~~774.6450 ~~246~~241,~~245~~007.5511 95,~~767~~224,~~801~~754.6198 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 3440,~~187,364~~021.3796 6665,~~229~~789,~~684~~662.2630 0.~~74067508~~73575412 3440,~~187,364~~021.3796 II-A 32,~~527~~451,~~015~~405.6477 9390,~~035~~584,~~454~~048.6385 0.~~79849164~~77745206 32,~~527~~451,~~015~~405.6477 III-A 32,~~271~~547,~~968~~303.5327 ~~109~~107,~~828~~281,~~954~~651.7245 0.~~79351021~~77510604 32,~~271~~547,~~968~~303.5327 IV-A 1615,~~435~~650.5034 12,~~324~~309,~~826~~176.8147 0.~~78894039~~78793858 1615,~~435~~650.5034 B-1 4,~~505~~552.2328 5,~~574~~570,~~717~~165.8860 0.~~99371085~~99289939 4,~~505~~552.2328 B-2 2,~~703~~731.1437 3,~~344~~342,~~830~~099.7336 0.~~99371085~~99289939 2,~~703~~731.1437 B-3 1,~~651~~669.9217 2,~~044~~042,~~063~~394.2205 0.~~99371085~~99289939 1,~~651~~669.9217 B-4 1,~~051~~062.2220 1,~~300~~299,~~767~~705.5031 0.~~99371085~~99289940 1,~~051~~062.2220 B-5 ~~750~~758.8771 ~~929~~928,~~119~~360.6593 0.~~99371086~~99289939 ~~750~~758.8771 B-6 ~~600~~607.7402 ~~743~~742,~~355~~748.1008 0.~~99371085~~99289939 ~~600~~607.7402 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 Totals 105,~~014~~465,~~047~~762.1609 ~~295~~289,~~355~~890,~~774~~012.5040 0.~~78974632~~77513152 105,~~014~~465,~~047~~762.1609

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 ~~776~~740.~~32074784~~67507951 0.~~66661556~~63156758 344.~~97905276~~28938748 0.00000000 II-A 116,514,000.00 ~~828~~798.~~76281194~~49163731 0.~~67087294~~65901239 2920.~~60030168~~38056886 0.00000000 III-A 138,409,000.00 ~~817~~793.~~15006430~~51021046 0.~~59447370~~58787535 2317.~~04538014~~81629829 0.00000000 IV-A 15,622,000.00 ~~789~~788.~~99246575~~94039240 0.~~95560108~~96027653 0.~~09647292~~04153758 0.00000000 B-1 5,610,000.00 ~~994~~993.~~51392157~~71085205 0.~~80307130~~81145811 0.00000000 0.00000000 B-2 3,366,000.00 ~~994~~993.~~51392157~~71085264 0.~~80307190~~81145870 0.00000000 0.00000000 B-3 2,057,000.00 ~~994~~993.~~51392319~~71085075 0.~~80307244~~81145843 0.00000000 0.00000000 B-4 1,309,000.00 ~~994~~993.~~51391902~~71084798 0.~~80307105~~81145913 0.00000000 0.00000000 B-5 935,000.00 ~~994~~993.~~51392513~~71085561 0.~~80306952~~81145455 0.00000000 0.00000000 B-6 748,059.76 ~~994~~993.~~51392760~~71085005 0.~~80306418~~81145923 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 354.~~64566832~~92095506 ~~740~~735.~~67507951~~75412445 0.~~74067508~~73575412 354.~~64566832~~92095506 II-A 0.00000000 3021.~~27117462~~03958125 ~~798~~777.~~49163731~~45205598 0.~~79849164~~77745206 3021.~~27117462~~03958125 III-A 0.00000000 2318.~~63985384~~40417364 ~~793~~775.~~51021046~~10603682 0.~~79351021~~77510604 2318.~~63985384~~40417364 IV-A 0.00000000 1.~~05207400~~00181411 ~~788~~787.~~94039240~~93857829 0.~~78894039~~78793858 1.~~05207400~~00181411 B-1 0.00000000 0.~~80307130~~81145811 ~~993~~992.~~71085205~~89939394 0.~~99371085~~99289939 0.~~80307130~~81145811 B-2 0.00000000 0.~~80307190~~81145870 ~~993~~992.~~71085264~~89939394 0.~~99371085~~99289939 0.~~80307190~~81145870 B-3 0.00000000 0.~~80307244~~81145843 ~~993~~992.~~71085075~~89939232 0.~~99371085~~99289939 0.~~80307244~~81145843 B-4 0.00000000 0.~~80307105~~81145913 ~~993~~992.~~71084798~~89939649 0.~~99371085~~99289940 0.~~80307105~~81145913 B-5 0.00000000 0.~~80306952~~81145455 ~~993~~992.~~71085561~~89939037 0.~~99371086~~99289939 0.~~80306952~~81145455 B-6 0.00000000 0.~~80306418~~81145923 ~~993~~992.~~71085005~~89939082 0.~~99371085~~99289939 0.~~80306418~~81145923 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.~~29482~~28213% 6966,~~417~~229,~~048~~684.6326 ~~248~~236,~~444~~336.5967 0.00 0.00 II-A 116,514,000.00 4.~~74948~~74639% 9693,~~562~~035,~~470~~454.2763 ~~382~~367,~~184~~985.5509 0.00 0.00 III-A 138,409,000.00 5.~~07231~~06081% ~~113~~109,~~100~~828,~~923~~954.2572 ~~478~~463,~~068~~186.8726 0.00 0.00 IV-A 15,622,000.00 5.~~13063~~13066% 12,~~341~~324,~~262~~826.3081 52,~~765~~695.4042 0.00 0.00 B-1 5,610,000.00 4.~~77730~~76874% 5,~~579~~574,~~223~~717.1088 22,~~211~~153.3765 0.00 0.00 B-2 3,366,000.00 4.~~77730~~76874% 3,~~347~~344,~~533~~830.8673 13,~~326~~292.8219 0.00 0.00 B-3 2,057,000.00 4.~~77730~~76874% 2,~~045~~044,~~715~~063.1422 8,~~144~~123.1700 0.00 0.00 B-4 1,309,000.00 4.~~77730~~76874% 1,~~301~~300,~~818~~767.7250 5,~~182~~169.6518 0.00 0.00 B-5 935,000.00 4.~~77730~~76874% 929,~~870~~119.5265 3,~~701~~692.8927 0.00 0.00 B-6 748,059.76 4.~~77730~~76874% 743,~~955~~355.8510 2,~~961~~954.7506 0.00 0.00 R-I 0.00 4.~~36917~~36706% 0.00 0.00 0.00 0.00 R-II 100.00 4.~~36917~~36706% 0.00 0.00 0.00 0.00 Totals 373,988,159.76 1,~~216~~175,~~992~~587.0679 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 ~~248~~236,~~444~~336.5967 0.00 6665,~~229~~789,~~684~~662.2630 II-A 0.00 0.00 ~~382~~367,~~184~~985.5609 0.00 9390,~~035~~584,~~454~~048.6385 III-A 0.00 0.00 ~~478~~463,~~068~~186.8827 0.00 ~~109~~107,~~828~~281,~~954~~651.7245 IV-A 0.00 0.00 52,~~765~~695.4042 0.00 12,~~324~~309,~~826~~176.8147 B-1 0.00 0.00 22,~~211~~153.3765 0.00 5,~~574~~570,~~717~~165.8860 B-2 0.00 0.00 13,~~326~~292.8219 0.00 3,~~344~~342,~~830~~099.7336 B-3 0.00 0.00 8,~~144~~123.1700 0.00 2,~~044~~042,~~063~~394.2205 B-4 0.00 0.00 5,~~182~~169.6518 0.00 1,~~300~~299,~~767~~705.5031 B-5 0.00 0.00 3,~~701~~692.8927 0.00 ~~929~~928,~~119~~360.6593 B-6 0.00 0.00 2,~~961~~954.7506 0.00 ~~743~~742,~~355~~748.1008 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,~~216~~175,~~992~~587.0880 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.~~29482~~28213% ~~776~~740.~~32074784~~67507951 2.~~77846284~~64305475 0.00000000 0.00000000 II-A 116,514,000.00 4.~~74948~~74639% ~~828~~798.~~76281194~~49163731 3.~~28015989~~15829076 0.00000000 0.00000000 III-A 138,409,000.00 5.~~07231~~06081% ~~817~~793.~~15006430~~51021046 3.~~45403023~~34650391 0.00000000 0.00000000 IV-A 15,622,000.00 5.~~13063~~13066% ~~789~~788.~~99246575~~94039240 3.~~37763411~~37315453 0.00000000 0.00000000 B-1 5,610,000.00 4.~~77730~~76874% ~~994~~993.~~51392157~~71085205 3.~~95924599~~94895722 0.00000000 0.00000000 B-2 3,366,000.00 4.~~77730~~76874% ~~994~~993.~~51392157~~71085264 3.~~95924540~~94895722 0.00000000 0.00000000 B-3 2,057,000.00 4.~~77730~~76874% ~~994~~993.~~51392319~~71085075 3.~~95924648~~94895479 0.00000000 0.00000000 B-4 1,309,000.00 4.~~77730~~76874% ~~994~~993.~~51391902~~71084798 3.~~95924370~~94895340 0.00000000 0.00000000 B-5 935,000.00 4.~~77730~~76874% ~~994~~993.~~51392513~~71085561 3.~~95924064~~94895187 0.00000000 0.00000000 B-6 748,059.76 4.~~77730~~76874% ~~994~~993.~~51392760~~71085005 3.~~95924251~~94896258 0.00000000 0.00000000 R-I 0.00 4.~~36917~~36706% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 100.00 4.~~36917~~36706% 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.~~77846284~~64305475 0.00000000 ~~740~~735.~~67507951~~75412445 II-A 0.00000000 0.00000000 3.~~28015998~~15829076 0.00000000 ~~798~~777.~~49163731~~45205598 III-A 0.00000000 0.00000000 3.~~45403030~~34650398 0.00000000 ~~793~~775.~~51021046~~10603682 IV-A 0.00000000 0.00000000 3.~~37763411~~37315453 0.00000000 ~~788~~787.~~94039240~~93857829 B-1 0.00000000 0.00000000 3.~~95924599~~94895722 0.00000000 ~~993~~992.~~71085205~~89939394 B-2 0.00000000 0.00000000 3.~~95924540~~94895722 0.00000000 ~~993~~992.~~71085264~~89939394 B-3 0.00000000 0.00000000 3.~~95924648~~94895479 0.00000000 ~~993~~992.~~71085075~~89939232 B-4 0.00000000 0.00000000 3.~~95924370~~94895340 0.00000000 ~~993~~992.~~71084798~~89939649 B-5 0.00000000 0.00000000 3.~~95924064~~94895187 0.00000000 ~~993~~992.~~71085561~~89939037 B-6 0.00000000 0.00000000 3.~~95924251~~94896258 0.00000000 ~~993~~992.~~71085005~~89939082 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 116,~~295~~703,~~294~~864.1492 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 116,~~295~~703,~~294~~864.1492 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 6462,~~254~~515.9003 Payment of Interest and Principal 116,~~231~~641,~~039~~349.2489 Total Withdrawals (Pool Distribution Amount) 116,~~295~~703,~~294~~864.1492 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 6361,~~618~~532.7247 Administration Fee (Wells Fargo Bank, N.A.) ~~636~~615.1833 PMI 367.23 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 6462,~~254~~515.9003

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 3 0 0 0 3 1,~~039~~316,~~391~~358.5303 0.00 0.00 0.00 1,~~039~~316,~~391~~358.5303 60 Days 01 0 0 0 01 0220,873.0050 0.00 0.00 0.00 0220,873.0050 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 1,~~039~~537,~~391~~231.53 0.00 0.00 0.00 1,~~039~~537,~~391~~231.53 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.~~399467~~407609% 0.000000% 0.000000% 0.000000% 0.~~399467~~407609% 0.~~351681~~453780% 0.000000% 0.000000% 0.000000% 0.~~351681~~453780% 60 Days 0.~~000000~~135870% 0.000000% 0.000000% 0.000000% 0.~~000000~~135870% 0.~~000000~~076140% 0.000000% 0.000000% 0.000000% 0.~~000000~~076140% 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.~~399467~~543478% 0.000000% 0.000000% 0.000000% 0.~~399467~~543478% 0.~~351681~~529921% 0.000000% 0.000000% 0.000000% 0.~~351681~~529921%

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 21 0 0 0 21 ~~818~~492,~~518~~000.0300 0.00 0.00 0.00 ~~818~~492,~~518~~000.0300 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 ~~818~~492,~~518~~000.0300 0.00 0.00 0.00 ~~818~~492,~~518~~000.0300 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~816327~~420168% 0.000000% 0.000000% 0.000000% 0.~~816327~~420168% 0.~~838574~~517051% 0.000000% 0.000000% 0.000000% 0.~~838574~~517051% 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.~~816327~~420168% 0.000000% 0.000000% 0.000000% 0.~~816327~~420168% 0.~~838574~~517051% 0.000000% 0.000000% 0.000000% 0.~~838574~~517051% 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 ~~220~~824,~~873~~358.5003 0.00 0.00 0.00 ~~220~~824,~~873~~358.5003 60 Days 01 0 0 0 01 0220,873.0050 0.00 0.00 0.00 0220,873.0050 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 13 0 0 0 13 ~~220~~1,~~873~~045,231.5053 0.00 0.00 0.00 ~~220~~1,~~873~~045,231.5053 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~341297~~699301% 0.000000% 0.000000% 0.000000% 0.~~341297~~699301% 0.~~191631~~731402% 0.000000% 0.000000% 0.000000% 0.~~191631~~731402% 60 Days 0.~~000000~~349650% 0.000000% 0.000000% 0.000000% 0.~~000000~~349650% 0.~~000000~~195967% 0.000000% 0.000000% 0.000000% 0.~~000000~~195967% 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 01.~~341297~~048951% 0.000000% 0.000000% 0.000000% 01.~~341297~~048951% 0.~~191631~~927369% 0.000000% 0.000000% 0.000000% 0.~~191631~~927369% 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 57,~~101~~733.5401

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02673881% 100,000.00 0.~~03385747~~03449584% Fraud 17,529,774.00 4.68725374% 11,219,644.79 3.~~79868814~~87031091% Special Hazard 17,529,774.00 4.68725374% 3,739,882.00 1.~~26622952~~29010378% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~036311~~030284% Weighted Average Net Coupon 4.~~786311~~780284% Weighted Average Pass-Through Rate 4.~~782367~~776292% Weighted Average Maturity(Stepdown Calculation ) ~~349~~348 Beginning Scheduled Collateral Loan Count ~~774~~751 Number Of Loans Paid In Full 2315 Ending Scheduled Collateral Loan Count ~~751~~736 Beginning Scheduled Collateral Balance ~~305~~295,~~369~~355,~~821~~774.6449 Ending Scheduled Collateral Balance ~~295~~289,~~355~~890,~~774~~012.4940 Ending Actual Collateral Balance at 3130-~~Oct~~Nov-2004 ~~295~~290,~~549~~087,~~623~~057.5689 Monthly P &I Constant 1,~~527~~479,~~860~~109.1491 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 ~~295~~289,~~355~~890,~~774~~012.4940 Scheduled Principal ~~246~~241,~~245~~007.5411 Unscheduled Principal 95,~~767~~224,~~801~~754.6198

Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.~~551495~~538993 5.~~003331~~000284 5.~~324807~~313310 Weighted Average Net Rate 4.~~301495~~288993 4.~~753331~~750284 5.~~074807~~063310 Weighted Average Maturity 347 348 349 ~~350~~ Beginning Loan Count ~~192~~185 ~~253~~245 ~~301~~293 Loans Paid In Full 1 7 87 8 Ending Loan Count ~~185~~184 ~~245~~238 ~~293~~286 Beginning Scheduled Balance 7269,~~879~~689,~~885~~547.5266 ~~101~~97,~~077~~547,~~804~~133.4267 ~~118~~115,~~466~~190,~~467~~595.9096 Ending scheduled Balance 69,~~689~~246,~~547~~575.6650 9795,~~547~~092,~~133~~004.6731 ~~115~~112,~~190~~639,~~595~~320.9650 Record Date 1011/3130/2004 1011/3130/2004 1011/3130/2004 Principal And Interest Constant ~~339~~323,~~007~~024.9603 ~~503~~486,~~259~~977.3127 ~~611~~595,~~859~~375.8559 Scheduled Principal 6259,~~580~~423.9271 8180,~~821~~507.2076 8685,~~183~~339.9243 Unscheduled Principal 3383,~~127,756~~548.9445 32,~~448~~374,~~849~~621.5560 32,~~189~~465,~~688~~936.0203 Scheduled Interest ~~276~~263,~~427~~600.0432 ~~421~~406,~~438~~469.1151 ~~525~~510,~~675~~036.9316 Servicing Fees 1514,~~183~~518.3166 2120,~~057~~322.8833 2423,~~680~~998.5204 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 ~~405~~398.6067 ~~324~~316.4497 ~~246~~239.8099 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 ~~260~~248,~~838~~682.1399 ~~400~~385,~~055~~830.7921 ~~500~~485,~~748~~798.6113 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.~~294817~~282128 4.~~749479~~746385 5.~~072307~~060810

Group Level Collateral Statement Group 4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~383133~~383160 5.~~036311~~030284 Weighted Average Net Rate 5.~~133133~~133160 4.~~786311~~780284 Weighted Average Maturity 347 348 ~~349~~ Beginning Loan Count 28 ~~774~~751 Loans Paid In Full 0 2315 Ending Loan Count 28 ~~751~~736 Beginning Scheduled Balance 12,~~945~~928,~~663~~497.8020 ~~305~~295,~~369~~355,~~821~~774.6449 Ending scheduled Balance 12,~~928~~912,~~497~~112.2009 ~~295~~289,~~355~~890,~~774~~012.4940 Record Date 1011/3130/2004 1011/3130/2004 Principal And Interest Constant 73,733.02 1,~~527~~479,~~860~~109.1491 Scheduled Principal 15,~~659~~736.5021 ~~246~~241,~~245~~007.5411 Unscheduled Principal ~~1,507~~648.1090 95,~~767~~224,~~801~~754.6198 Scheduled Interest 5857,~~073~~996.5281 1,~~281~~238,~~614~~102.6080 Servicing Fees 2,~~697~~693.0144 6361,~~618~~532.7247 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 26.9793 ~~1,003~~982.8156 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,~~349~~276.5444 1,~~216~~175,~~992~~587.0777 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.~~130633~~130660 4.~~782367~~776292

Filing Compare · CITIGROUP MORTGAGE LOAN TRUST SERIES 2004-HYB2