REPORT DATE: 30 NOV 2022 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 531,196,000.00 345,098,077.79 0.649662418 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AE1 20050615 20450215 SLC TRUST 2005-1 B USD 62,542,000.00 16,462,357.09 0.263220829 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AJ0 20050928 20391215 SLC TRUST 2005-2 A-4 USD 262,450,000.00 204,217,916.29 0.778121228 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AK7 20050928 20400315 SLC TRUST 2005-2 B USD 30,800,000.00 9,164,933.44 0.297562774 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AP6 20051215 20290615 SLC TRUST 2005-3 A-3 USD 214,000,000.00 17,869,019.90 0.083500093 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AQ4 20051215 20391215 SLC TRUST 2005-3 A-4 USD 217,600,000.00 217,600,000.00 1.000000000 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784420AR2 20051215 20550615 SLC TRUST 2005-3 B USD 37,000,000.00 10,772,314.79 0.291143643 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784422AC1 20071127 20400515 SLC TRUST 2007-2 A-3 USD 508,200,000.00 375,040,961.34 0.737979066 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784422AD9 20071127 20410215 SLC TRUST 2007-2 B USD 53,500,000.00 20,169,437.19 0.376998826 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784423AG0 20041123 20271115 SLC TRUST 2004-1 A-7 USD 290,980,000.00 181,618,852.55 0.624162666 10,000 1,000 CITIGROUP, INC (DEBT) quarterly 784423AH8 20041123 20310815 SLC TRUST 2004-1 B USD 44,567,000.00 9,055,180.64 0.203181292 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784424AD5 20070626 20290515 SLC TRUST 2007-1 A-4 USD 392,900,000.00 94,921,466.55 0.241591923 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784424AE3 20070626 20680215 SLC TRUST 2007-1 B USD 38,900,000.00 16,379,784.55 0.421074153 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 463,000,000.00 447,686,761.61 0.966926051 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784427AG1 20060628 20550315 SLC TRUST 2006-1 B USD 67,500,000.00 22,136,563.91 0.327949095 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784428AF1 20060919 20390915 SLC TRUST 2006-2 A-6 USD 656,000,000.00 520,011,127.18 0.792699889 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 784428AG9 20060919 20391215 SLC TRUST 2006-2 B USD 77,000,000.00 26,121,010.22 0.339233899 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444LAD5 20080328 20321215 SLC TRUST 2008-1 A4A USD 602,105,000.00 185,667,632.66 0.308364210 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 314,635,000.00 178,369,906.25 0.566910567 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 57,908,907.45 0.160412486 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444RAA8 20090723 20430815 SLC TRUST 2009-2 A USD 1,910,000,000.00 459,714,429.53 0.240688183 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444TAA4 20091222 20431215 SLC TRUST 2009-3 A USD 1,432,000,000.00 380,044,132.10 0.265393947 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444WAA7 20100706 20421125 SLC TRUST 2010-1 A USD 855,000,000.00 84,474,587.38 0.098800687 100,000 1,000 CITIGROUP, INC (DEBT) quarterly