Fitch Affirms $927.3MM & Downgrades $185.8MM from 3 CMLTI Subprime Transactions.

NEW YORK -- Fitch Ratings has taken the following rating actions on three Citigroup Mortgage Loan Trust, Inc. (CMLTI) mortgage pass-through certificate transactions. Affirmations total $927.3 million and downgrades total $185.8 million. Break Loss percentages (BL) and Loss Coverage Ratios (LCR) for each class are included with the rating actions as follows:

Series 2005-HE3

--$249.3 million class A affirmed at 'AAA' (BL: 63.04, LCR: 2.88);

--$55.6 million class M-1 affirmed at 'AA+' (BL: 53.02, LCR: 2.42);

--$51.9 million class M-2 affirmed at 'AA' (BL: 44.63, LCR: 2.04);

--$34.8 million class M-3 affirmed at 'AA' (BL: 38.80, LCR: 1.77);

--$25.2 million class M-4 affirmed at 'AA-' (BL: 34.55, LCR: 1.58);

--$24.4 million class M-5 downgraded to 'BBB+' from 'A+' (BL: 30.41, LCR: 1.39);

--$22.2 million class M-6 downgraded to 'BBB' from 'A' (BL: 26.58, LCR: 1.21);

--$22.2 million class M-7 downgraded to 'BB' from 'A-' (BL: 22.63, LCR: 1.03);

--$17.8 million class M-8 downgraded to 'B' from 'BBB+' (BL: 19.45, LCR: 0.89);

--$14.1 million class M-9 downgraded to 'B' from 'BBB' (BL: 16.83, LCR: 0.77);

--$14.1 million class M-10 downgraded to 'C/DR5' from 'BBB-';

--$12.6 million class M-11 downgraded to 'C/DR5' from 'BB+';

--$20.0 million class M-12 downgraded to 'C/DR5' from 'BB'.

Deal Summary

--Originators: Various;

--60+ day Delinquency: 32.07%;

--Realized Losses to date (% of Original Balance): 1.64%;

--Expected Remaining Losses (% of Current Balance): 21.92%;

--Cumulative Expected Losses (% of Original Balance): 10.23%.

Series 2005-OPT3

--$63.1 million class A affirmed at 'AAA' (BL: 81.71, LCR: 6.25);

--$41.2 million class M-1 affirmed at 'AA+' (BL: 66.44, LCR: 5.08);

--$29.6 million class M-2 affirmed at 'AA' (BL: 55.40, LCR: 4.24);

--$17.6 million class M-3 affirmed at 'AA' (BL: 48.80, LCR: 3.73);

--$16.6 million class M-4 affirmed at 'A+' (BL: 42.53, LCR: 3.25);

--$15.3 million class M-5 affirmed at 'A' (BL: 36.46, LCR: 2.79);

--$13.9 million class M-6 affirmed at 'A' (BL: 31.27, LCR: 2.39);

--$12.9 million class M-7 affirmed at 'A-' (BL: 26.31, LCR: 2.01);

--$11.1 million class M-8 affirmed at 'BBB+' (BL: 22.16, LCR: 1.70);

--$7.4 million class M-9 affirmed at 'BBB' (BL: 19.42, LCR: 1.49);

--$6.0 million class M-10 downgraded to 'BB' from 'BBB-' (BL: 12.84, LCR: 0.98);

--$9.2 million class M-11 downgraded to 'C/DR4' from 'BB+'.

Deal Summary

--Originators: 100% Option One Mortgage Corp.;

--60+ day Delinquency: 28.61%;

--Realized Losses to date (% of Original Balance): 0.49%;

--Expected Remaining Losses (% of Current Balance): 13.07%;

--Cumulative Expected Losses (% of Original Balance): 4.28%.

Series 2005-OPT4

--$103.1 million class A affirmed at 'AAA' (BL: 73.47, LCR: 5.86);

--$34.9 million class M-1 affirmed at 'AA+' (BL: 62.42, LCR: 4.98);

--$31.1 million class M-2 affirmed at 'AA+' (BL: 52.52, LCR: 4.19);

--$18.4 million class M-3 affirmed at 'AA' (BL: 46.60, LCR: 3.72);

--$16.5 million class M-4 affirmed at 'AA-' (BL: 41.26, LCR: 3.29);

--$14.5 million class M-5 affirmed at 'A+' (BL: 35.99, LCR: 2.87);

--$14.5 million class M-6 affirmed at 'A' (BL: 31.37, LCR: 2.50);

--$12.1 million class M-7 affirmed at 'A-' (BL: 27.28, LCR: 2.18);

--$10.6 million class M-8 affirmed at 'BBB+' (BL: 23.68, LCR: 1.89);

--$7.7 million class M-9 affirmed at 'BBB' (BL: 21.02, LCR: 1.68);

--$7.2 million class M-10 affirmed at 'BBB' (BL: 18.55, LCR: 1.48);

--$9.7 million class M-11 affirmed at 'BBB-' (BL: 15.34, LCR: 1.22);

--$13.1 million class M-12 downgraded to 'B' from 'BB+' (BL: 11.12, LCR: 0.89);

--$9.7 million class M-13 downgraded to 'C/DR5' from 'BB' and removed from Rating Watch Negative.

Deal Summary

--Originators: 100% Option One Mortgage Corp.;

--60+ day Delinquency: 27.32%;

--Realized Losses to date (% of Original Balance): 0.69%;

--Expected Remaining Losses (% of Current Balance): 12.53%;

--Cumulative Expected Losses (% of Original Balance): 4.76%.

The rating actions are based on changes that Fitch has made to its subprime loss forecasting assumptions. The updated assumptions better capture the deteriorating performance of pools from 2007, 2006 and late 2005 with regard to continued poor loan performance and home price weakness. Additional details are available in the following research, also available at www.fitchratings.com:

--'Downgrade Criteria for Recent Vintage U.S. Subprime RMBS' (Aug. 8, 2007);

--'U.S. Subprime RMBS/HEL Upgrade/Downgrade Criteria' (June 12, 2007).

All of Fitch's ratings criteria for U.S. subprime RMBS available at www.fitchratings.com/subprime. For a list of deals currently under analysis please visit www.fitchratings.com/smartview.

Fitch's Distressed Recovery (DR) ratings are designed to estimate recoveries on a forward-looking basis while taking into account the time value of money.

Fitch's rating definitions and the terms of use of such ratings are available on the agency's public site, www.fitchratings.com. Published ratings, criteria and methodologies are available from this site, at all times. Fitch's code of conduct, confidentiality, conflicts of interest, affiliate firewall, compliance and other relevant policies and procedures are also available from the 'Code of Conduct' section of this site.