REPORT DATE: 18 APR 2024 CUSIP ISSUE DATE MATURITY SCHED DATE SECURITY DESCRIPTION CURRENCY INITIAL FACE CURRENT PRINCIPAL CURRENT PRINCIPAL FACTOR DENOM MINIMUM DENOM MULTIPLE LEAD UNDERWRITER NEXT RATE LOCK PAY FREQUENCY ___________ __________ ___________________ ________________________ ________ _____________________ _____________________ ________________________ _____________________ _____________________ ___________________________________ _________________ ______________________________ 784420AD3 20050615 20450215 SLC TRUST 2005-1 A-4 USD 531,196,000.00 264,130,914.20 0.497238146 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AE1 20050615 20450215 SLC TRUST 2005-1 B USD 62,542,000.00 12,156,772.99 0.194377746 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AJ0 20050928 20391215 SLC TRUST 2005-2 A-4 USD 262,450,000.00 150,174,563.71 0.572202567 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AK7 20050928 20400315 SLC TRUST 2005-2 B USD 30,800,000.00 6,739,564.83 0.218817040 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AQ4 20051215 20391215 SLC TRUST 2005-3 A-4 USD 217,600,000.00 171,758,061.56 0.789329327 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AR2 20051215 20550615 SLC TRUST 2005-3 B USD 37,000,000.00 7,857,644.75 0.212368777 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784422AC1 20071127 20400515 SLC TRUST 2007-2 A-3 USD 508,200,000.00 297,014,968.31 0.584445038 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784422AD9 20071127 20410215 SLC TRUST 2007-2 B USD 53,500,000.00 15,374,627.72 0.287376219 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784423AG0 20041123 20271115 SLC TRUST 2004-1 A-7 USD 290,980,000.00 138,768,068.69 0.476898992 10,000 1,000 CITIGROUP, INC (DEBT) quarterly 784423AH8 20041123 20310815 SLC TRUST 2004-1 B USD 44,567,000.00 7,246,223.40 0.162591680 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784424AD5 20070626 20290515 SLC TRUST 2007-1 A-4 USD 392,900,000.00 43,331,191.02 0.110285546 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784424AE3 20070626 20680215 SLC TRUST 2007-1 B USD 38,900,000.00 13,603,904.13 0.349714759 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784424AG8 20070626 20680215 SLC TRUST 2007-1 A-5 USD 209,500,000.00 209,500,000.00 1.000000000 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784427AF3 20060628 20550315 SLC TRUST 2006-1 A-6 USD 463,000,000.00 331,841,000.71 0.716719224 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784427AG1 20060628 20550315 SLC TRUST 2006-1 B USD 67,500,000.00 16,408,391.20 0.243087277 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784428AF1 20060919 20390915 SLC TRUST 2006-2 A-6 USD 656,000,000.00 385,746,429.01 0.588028093 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784428AG9 20060919 20391215 SLC TRUST 2006-2 B USD 77,000,000.00 19,376,674.62 0.251645125 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444LAD5 20080328 20321215 SLC TRUST 2008-1 A4A USD 602,105,000.00 120,102,890.47 0.199471671 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444LAE3 20080328 20380315 SLC TRUST 2008-1 B USD 57,345,000.00 57,345,000.00 1.000000000 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444NAD1 20080626 20660915 SLC TRUST 2008-2 A-4 USD 314,635,000.00 124,292,996.97 0.395038686 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444NAE9 20080626 20660915 SLC TRUST 2008-2 B USD 61,365,000.00 61,365,000.00 1.000000000 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444QAB8 20090213 20550517 SLC TRUST 2009-1 A-2 USD 361,000,000.00 44,904,862.56 0.124390201 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444RAA8 20090723 20430815 SLC TRUST 2009-2 A USD 1,910,000,000.00 367,802,081.85 0.192566535 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444TAA4 20091222 20431215 SLC TRUST 2009-3 A USD 1,432,000,000.00 304,589,959.95 0.212702486 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444WAA7 20100706 20421125 SLC TRUST 2010-1 A USD 855,000,000.00 30,160,228.45 0.035275121 100,000 1,000 CITIGROUP, INC (DEBT) quarterly