REPORT DATE: 05 DEC 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 531,196,000.00 219,369,226.97 0.412972287 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AE1 20050615 20450215 SLC TRUST 2005-1 B USD 62,542,000.00 10,096,591.35 0.161436976 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AJ0 20050928 20391215 SLC TRUST 2005-2 A-4 USD 262,450,000.00 126,376,222.60 0.481524948 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AK7 20050928 20400315 SLC TRUST 2005-2 B USD 30,800,000.00 5,671,538.00 0.184140844 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AQ4 20051215 20391215 SLC TRUST 2005-3 A-4 USD 217,600,000.00 146,452,627.07 0.673035970 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AR2 20051215 20550615 SLC TRUST 2005-3 B USD 37,000,000.00 6,699,963.33 0.181080090 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784422AC1 20071127 20400515 SLC TRUST 2007-2 A-3 USD 508,200,000.00 245,445,725.49 0.482970731 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784422AD9 20071127 20410215 SLC TRUST 2007-2 B USD 53,500,000.00 12,705,207.02 0.237480505 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784423AG0 20041123 20271115 SLC TRUST 2004-1 A-7 USD 290,980,000.00 110,466,998.61 0.379637771 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 784424AE3 20070626 20680215 SLC TRUST 2007-1 B USD 38,900,000.00 10,792,515.23 0.277442551 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784424AG8 20070626 20680215 SLC TRUST 2007-1 A-5 USD 209,500,000.00 200,580,984.78 0.957427135 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784427AF3 20060628 20550315 SLC TRUST 2006-1 A-6 USD 463,000,000.00 287,035,158.66 0.619946347 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784427AG1 20060628 20550315 SLC TRUST 2006-1 B USD 67,500,000.00 14,192,897.08 0.210265142 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784428AF1 20060919 20390915 SLC TRUST 2006-2 A-6 USD 656,000,000.00 339,122,797.50 0.516955484 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784428AG9 20060919 20391215 SLC TRUST 2006-2 B USD 77,000,000.00 17,034,693.29 0.221229783 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444LAD5 20080328 20321215 SLC TRUST 2008-1 A4A USD 602,105,000.00 97,579,076.28 0.162063222 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 314,635,000.00 101,465,414.07 0.322486100 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 36,679,274.68 0.101604639 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444RAA8 20090723 20430815 SLC TRUST 2009-2 A USD 1,910,000,000.00 307,527,144.16 0.161008976 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444TAA4 20091222 20431215 SLC TRUST 2009-3 A USD 1,432,000,000.00 264,686,316.22 0.184836813 100,000 1,000 CITIGROUP, INC (DEBT) quarterly