[Form 4] MongoDB, Inc. Insider Trading Activity

Q: What coupon rate do Citigroup's 424B2 notes (CUSIP 17331JEC2) pay?

They offer a 4.25 % quarterly contingent coupon , equivalent to 17 % per annum , payable only when the index closes ≥ 60 % of its initial level on the relevant valuation date.

Q: When can the securities be automatically called by Citigroup (C)?

Starting 30 Dec 2025 and at each subsequent quarterly valuation date, the notes are called if the index is ≥ its initial level, returning $1,000 + coupon .

Q: How can investors lose principal at maturity?

If not called and the index ends below 60 % of its initial value , repayment equals $1,000 × (index performance), exposing holders to full downside without a floor.

Q: Is there a secondary market for these Citigroup contingent coupon notes?

The notes will not be listed ; CGMI may provide bid indications but can halt at any time, so investors should be prepared to hold to maturity.

Q: Why is the estimated value ($946) lower than the $1,000 issue price?

The difference reflects structuring, hedging costs and dealer profit ; it represents an initial 5.4 % economic drag for investors.

Filing Impact

(Low)

Filing Sentiment

(Neutral)

Form Type

Rhea-AI Filing Summary

Citigroup Global Markets Holdings Inc., guaranteed by Citigroup Inc. (ticker C), is issuing Autocallable Contingent Coupon Equity-Linked Securities linked to the performance of the S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER. The unsecured senior notes (Series N) are priced at $1,000 each, settle on 3 Jul 2025, and mature on 5 Jul 2030, unless automatically redeemed earlier.

Income profile: Investors may receive a 17.00% annualised contingent coupon (4.25% quarterly) only if the underlying’s closing value on a valuation date is at least 60 % of the initial level (coupon barrier = 326.875). Missed coupons are not recaptured.

Autocall feature: Beginning 30 Dec 2025 and at each subsequent quarterly valuation date, the notes are automatically redeemed at $1,000 + the current coupon if the underlying is at or above its initial level (544.7912). Early redemption limits the maximum holding period and therefore total coupon potential.

Principal repayment at maturity (if not called):

≥ 60 % of initial level: 100 % principal returned (plus any final coupon).
< 60 %: principal is reduced 1-for-1 with the underlying’s percentage decline; investors could lose up to their entire investment.

Underlying risk: The index employs up to 500 % leverage to S&P 500 futures, applies a 6 % annual decrement, and targets 40 % volatility, creating potential moves that are multiples of S&P 500 futures declines. Historical data are limited (live since May 2024; prior results are back-tested).

Pricing & fees: Estimated value is $946 (5.4 % below issue price) reflecting hedging, structuring costs and the issuer’s internal funding rate. CGMI receives up to $10 underwriting fee (1 %). Notes will not be listed; secondary liquidity relies solely on CGMI’s discretion.

Key risks: (1) full downside exposure below the 60 % barrier; (2) high underlying volatility & leverage; (3) issuer & guarantor credit risk; (4) illiquidity; (5) tax uncertainty (pre-paid forward treatment; 30 % withholding possible for non-US holders); (6) automatic call caps upside and reinvestment risk.

Citigroup Global Markets Holdings Inc., garantito da Citigroup Inc. (ticker C), emette titoli azionari collegati a cedole contingenti autocallable legati alla performance dell'Indice S&P 500 Futures 40% Edge Volatility 6% Decrement (USD) ER. Le obbligazioni senior non garantite (Serie N) hanno un prezzo di 1.000 $ ciascuna, regolamento il 3 luglio 2025 e scadenza il 5 luglio 2030, salvo rimborso anticipato automatico.

Profilo di reddito: Gli investitori possono ricevere una cedola contingente annualizzata del 17,00% (4,25% trimestrale) solo se il valore di chiusura dell’attività sottostante in una data di valutazione è almeno il 60% del livello iniziale (barriera cedola = 326,875). Le cedole non pagate non vengono recuperate.

Caratteristica autocall: A partire dal 30 dicembre 2025 e a ogni successiva data di valutazione trimestrale, le obbligazioni saranno rimborsate automaticamente a 1.000 $ + la cedola corrente se l’attività sottostante è pari o superiore al suo livello iniziale (544,7912). Il rimborso anticipato limita il periodo massimo di detenzione e quindi il potenziale totale delle cedole.

Rimborso del capitale a scadenza (se non richiamato):

≥ 60% del livello iniziale: restituzione del 100% del capitale (più eventuale cedola finale).
< 60%: il capitale viene ridotto proporzionalmente alla diminuzione percentuale dell’attività sottostante; gli investitori potrebbero perdere fino all’intero investimento.

Rischio sottostante: L’indice utilizza fino al 500% di leva sui futures S&P 500, applica un decremento annuo del 6% e mira a una volatilità del 40%, generando potenziali variazioni multiple rispetto ai ribassi dei futures S&P 500. I dati storici sono limitati (attivo da maggio 2024; risultati precedenti sono back-test).

Prezzo e commissioni: Il valore stimato è di 946 $ (5,4% sotto il prezzo di emissione), riflettendo costi di copertura, strutturazione e il tasso interno di finanziamento dell’emittente. CGMI riceve fino a 10 $ di commissione di sottoscrizione (1%). Le obbligazioni non saranno quotate; la liquidità secondaria dipende esclusivamente dalla discrezionalità di CGMI.

Rischi principali: (1) esposizione integrale al ribasso sotto la barriera del 60%; (2) elevata volatilità e leva sottostante; (3) rischio di credito dell’emittente e del garante; (4) illiquidità; (5) incertezza fiscale (trattamento come pre-paid forward; possibile ritenuta del 30% per investitori non USA); (6) il richiamo automatico limita il potenziale di guadagno e comporta rischio di reinvestimento.

Citigroup Global Markets Holdings Inc., garantizado por Citigroup Inc. (símbolo C), emite Valores vinculados a acciones con cupón contingente autocancelable ligados al desempeño del Índice S&P 500 Futures 40% Edge Volatility 6% Decrement (USD) ER. Los bonos senior no garantizados (Serie N) tienen un precio de $1,000 cada uno, liquidan el 3 de julio de 2025 y vencen el 5 de julio de 2030, salvo redención automática anticipada.

Perfil de ingresos: Los inversores pueden recibir un cupón contingente anualizado del 17.00% (4.25% trimestral) solo si el valor de cierre del subyacente en la fecha de valoración es al menos el 60% del nivel inicial (barrera del cupón = 326.875). Los cupones no pagados no se recuperan.

Función autocall: Desde el 30 de diciembre de 2025 y en cada fecha de valoración trimestral posterior, los bonos se redimen automáticamente a $1,000 + el cupón actual si el subyacente está en o por encima de su nivel inicial (544.7912). La redención anticipada limita el período máximo de tenencia y, por tanto, el potencial total de cupón.

Reembolso del principal al vencimiento (si no se redime):

≥ 60% del nivel inicial: se devuelve el 100% del principal (más cualquier cupón final).
< 60%: el principal se reduce en proporción a la caída porcentual del subyacente; los inversores podrían perder hasta toda su inversión.

Riesgo del subyacente: El índice emplea hasta 500% de apalancamiento en futuros del S&P 500, aplica un decremento anual del 6% y apunta a una volatilidad del 40%, generando movimientos potenciales que son múltiplos de las caídas de los futuros del S&P 500. Los datos históricos son limitados (activo desde mayo de 2024; resultados anteriores son back-tested).

Precio y comisiones: El valor estimado es de $946 (5.4% por debajo del precio de emisión), reflejando costos de cobertura, estructuración y la tasa interna de financiamiento del emisor. CGMI recibe hasta $10 de comisión de suscripción (1%). Los bonos no estarán listados; la liquidez secundaria depende únicamente de la discreción de CGMI.

Riesgos clave: (1) exposición total a la baja por debajo de la barrera del 60%; (2) alta volatilidad y apalancamiento del subyacente; (3) riesgo crediticio del emisor y garante; (4) iliquidez; (5) incertidumbre fiscal (tratamiento como pre-paid forward; posible retención del 30% para tenedores no estadounidenses); (6) el autocall limita el potencial alcista y conlleva riesgo de reinversión.

Citigroup Global Markets Holdings Inc.는 Citigroup Inc.(티커 C)가 보증하며, S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER의 성과에 연계된 자동상환 조건부 쿠폰 주식연계증권을 발행합니다. 무담보 선순위 채권(시리즈 N)은 각각 1,000달러에 가격이 책정되며, 2025년 7월 3일에 결제되고, 2030년 7월 5일에 만기되나 조기 자동상환될 수 있습니다.

수익 프로필: 투자자는 기초자산의 평가일 종가가 초기 수준의 60% 이상(쿠폰 장벽 = 326.875)일 경우에만 연 17.00% 조건부 쿠폰(분기별 4.25%)을 받을 수 있습니다. 미지급 쿠폰은 회복되지 않습니다.

자동상환 기능: 2025년 12월 30일부터 매 분기 평가일마다, 기초자산이 초기 수준(544.7912) 이상일 경우 채권은 1,000달러 + 현재 쿠폰으로 자동 상환됩니다. 조기 상환은 최대 보유 기간과 총 쿠폰 수익을 제한합니다.

만기 시 원금 상환 (자동상환되지 않은 경우):

초기 수준의 60% 이상: 원금 100% 반환(최종 쿠폰 포함).
60% 미만: 기초자산 하락률에 1:1 비례해 원금이 감소하며, 투자자는 투자금 전액 손실 가능성이 있습니다.

기초자산 위험: 이 지수는 S&P 500 선물에 최대 500% 레버리지를 사용하고, 연 6% 감액을 적용하며, 40% 변동성을 목표로 하여 S&P 500 선물 하락의 배수에 해당하는 변동성을 만듭니다. 과거 데이터는 제한적이며(2024년 5월부터 실시간; 이전 결과는 백테스트임) 참고용입니다.

가격 및 수수료: 추정 가치는 946달러로(발행가 대비 5.4% 낮음), 헤지, 구조화 비용 및 발행자의 내부 자금 조달 비용을 반영합니다. CGMI는 최대 10달러의 인수 수수료(1%)를 받습니다. 채권은 상장되지 않으며, 2차 유동성은 CGMI의 재량에 의존합니다.

주요 위험: (1) 60% 장벽 아래 전면 손실 노출; (2) 높은 기초 변동성 및 레버리지; (3) 발행자 및 보증인 신용 위험; (4) 유동성 부족; (5) 세금 불확실성(선불선도 거래로 간주; 미국 외 투자자에 대해 30% 원천징수 가능성); (6) 자동상환은 상승 잠재력을 제한하고 재투자 위험을 내포합니다.

Citigroup Global Markets Holdings Inc., garanti par Citigroup Inc. (symbole C), émet des titres liés à des actions avec coupon conditionnel autocallable liés à la performance de l'Indice S&P 500 Futures 40% Edge Volatility 6% Decrement (USD) ER. Les notes senior non garanties (Série N) sont émises au prix de 1 000 $ chacune, avec règlement au 3 juillet 2025 et échéance au 5 juillet 2030, sauf remboursement anticipé automatique.

Profil de revenu : Les investisseurs peuvent recevoir un coupon conditionnel annualisé de 17,00% (4,25% trimestriel) uniquement si la valeur de clôture du sous-jacent à une date d’évaluation est au moins égale à 60 % du niveau initial (barrière du coupon = 326,875). Les coupons non versés ne sont pas récupérables.

Fonction autocall : À partir du 30 décembre 2025 et à chaque date d’évaluation trimestrielle suivante, les notes sont automatiquement remboursées à 1 000 $ + le coupon en cours si le sous-jacent est égal ou supérieur à son niveau initial (544,7912). Le remboursement anticipé limite la durée maximale de détention et donc le potentiel total de coupon.

Remboursement du capital à l’échéance (si non appelé) :

≥ 60 % du niveau initial : 100 % du capital remboursé (plus tout coupon final).
< 60 % : le capital est réduit proportionnellement à la baisse du sous-jacent ; les investisseurs peuvent perdre jusqu’à la totalité de leur investissement.

Risque du sous-jacent : L’indice utilise jusqu’à 500 % de levier sur les futures S&P 500, applique un décrément annuel de 6 % et vise une volatilité de 40 %, engendrant des mouvements potentiels multiples des baisses des futures S&P 500. Les données historiques sont limitées (en direct depuis mai 2024 ; résultats antérieurs back-testés).

Prix et frais : La valeur estimée est de 946 $ (5,4 % en dessous du prix d’émission), reflétant les coûts de couverture, de structuration et le taux de financement interne de l’émetteur. CGMI reçoit jusqu’à 10 $ de frais de souscription (1 %). Les notes ne seront pas cotées ; la liquidité secondaire dépend uniquement de la discrétion de CGMI.

Risques clés : (1) exposition totale à la baisse sous la barrière de 60 % ; (2) forte volatilité et levier du sous-jacent ; (3) risque de crédit de l’émetteur et du garant ; (4) illiquidité ; (5) incertitude fiscale (traitement comme prépaiement forward ; retenue à la source possible de 30 % pour les détenteurs non américains) ; (6) l’autocall limite le potentiel de hausse et comporte un risque de réinvestissement.

Citigroup Global Markets Holdings Inc., garantiert durch Citigroup Inc. (Ticker C), gibt autokallbare kontingente Kupon-Aktienindexanleihen aus, die an die Entwicklung des S&P 500 Futures 40% Edge Volatility 6% Decrement Index (USD) ER gekoppelt sind. Die unbesicherten Senior Notes (Serie N) werden zu je 1.000 $ bepreist, erfolgen die Abrechnung am 3. Juli 2025 und haben eine Laufzeit bis zum 5. Juli 2030, sofern sie nicht vorher automatisch zurückgezahlt werden.

Einkommensprofil: Investoren erhalten einen jährlichen kontingenten Kupon von 17,00% (vierteljährlich 4,25%) nur, wenn der Schlusskurs des Basiswerts an einem Bewertungstag mindestens 60 % des Anfangsniveaus (Kuponbarriere = 326,875) erreicht. Nicht gezahlte Kupons verfallen.

Autocall-Funktion: Ab dem 30. Dezember 2025 und an jedem folgenden quartalsweisen Bewertungstag werden die Notes automatisch zu 1.000 $ plus dem aktuellen Kupon zurückgezahlt, wenn der Basiswert auf oder über seinem Anfangsniveau (544,7912) liegt. Eine vorzeitige Rückzahlung begrenzt die maximale Haltedauer und damit das gesamte Kuponpotenzial.

Kapitalrückzahlung bei Fälligkeit (falls nicht zurückgerufen):

≥ 60 % des Anfangsniveaus: 100 % Kapitalrückzahlung (plus etwaiger Schlusskupon).
< 60 %: Das Kapital wird entsprechend dem prozentualen Rückgang des Basiswerts reduziert; Investoren können bis zu ihrem gesamten Investment verlieren.

Basiswertrisiko: Der Index nutzt bis zu 500 % Hebel auf S&P 500 Futures, wendet einen 6 % jährlichen Abschlag an und zielt auf 40 % Volatilität ab, was potenzielle Bewegungen erzeugt, die Vielfache der Rückgänge der S&P 500 Futures sind. Historische Daten sind begrenzt (live seit Mai 2024; frühere Ergebnisse sind Backtests).

Preis & Gebühren: Der geschätzte Wert beträgt 946 $ (5,4 % unter dem Ausgabepreis), was Absicherungs-, Strukturierungs- und interne Finanzierungskosten des Emittenten widerspiegelt. CGMI erhält bis zu 10 $ Zeichnungsgebühr (1 %). Die Notes werden nicht notiert; die Sekundärliquidität liegt ausschließlich im Ermessen von CGMI.

Hauptrisiken: (1) volles Abwärtsrisiko unterhalb der 60 %-Barriere; (2) hohe Volatilität und Hebelwirkung des Basiswerts; (3) Emittenten- und Garantiegeber-Kreditrisiko; (4) Illiquidität; (5) steuerliche Unsicherheit (Behandlung als Prepaid Forward; 30 % Quellensteuer möglich für Nicht-US-Investoren); (6) automatischer Rückruf begrenzt das Aufwärtspotenzial und birgt Reinvestitionsrisiken.

Positive

17 % annualised contingent coupon provides significantly higher potential yield than comparable senior Citi debt.
Full principal repayment if underlying remains ≥ 60 % of initial level, offering partial downside cushion versus direct equity exposure.
Issuer and parent guarantee from Citigroup Inc. supports investment-grade credit profile.

Negative

Uncapped downside: principal loss begins below 60 % barrier and can reach 100 % if index falls ≥ 100 %.
Highly leveraged decrement index (up to 5×) amplifies market declines, raising barrier breach probability.
Automatic call can terminate high-yield stream early, creating reinvestment risk and capping returns.
Liquidity risk: no exchange listing; secondary market limited to CGMI, with uncertain pricing.
Issue price vs. estimated value gap of 5.4 % implies immediate mark-to-market drag for investors.
Tax uncertainty and potential 30 % withholding on coupons for non-US holders; treatment as prepaid forward not IRS-confirmed.
Credit risk: payments rely on CGMHI and Citigroup; notes rank pari-passu with other senior unsecured debt.

Insights

TL;DR Structured note offers 17 % contingent yield but carries high leverage, credit and liquidity risks; overall risk-adjusted profile is neutral to negative.

The 17 % headline coupon is compelling versus conventional debt, but payment is contingent on a 60 % barrier tied to a newly created, complex index with built-in drag (6 % decrement) and up to 5× leverage. Such design materially increases the probability of coupon deferral and principal loss. Automatic call can truncate income should the index recover early, limiting upside. The estimated value sits 54 bps below issue, indicating meaningful embedded costs. Credit risk of CGMHI/Citi remains investment-grade but is unsecured. Illiquid secondary trading further broadens bid-ask spreads. For total-return investors able to monitor positions actively and accept significant downside, the notes may suit yield enhancement strategies; conservative income seekers should avoid.

TL;DR High coupon is offset by path-dependent barriers and leveraged decrement index; unsuitable for core bond allocation.

From a portfolio construction view, the security behaves like a short-volatility position with credit overlay. The 40 % vol-target index will likely under-perform spot SPX in trending markets due to financing cost and decrement, increasing breach probability. Stress testing suggests a 20 % SPX drawdown with elevated VIX could translate to 40-50 % index drop—well through both coupon and final barriers—wiping coupons and principal. Position sizing should therefore be minimal (<1 % NAV) and paired with liquid hedges. Given asymmetric risk and limited upside (max IRR near 17 % if never called), we classify impact on diversified portfolios as marginally negative.

Rimborso del capitale a scadenza (se non richiamato):

≥ 60% del livello iniziale: restituzione del 100% del capitale (più eventuale cedola finale).
< 60%: il capitale viene ridotto proporzionalmente alla diminuzione percentuale dell’attività sottostante; gli investitori potrebbero perdere fino all’intero investimento.

Reembolso del principal al vencimiento (si no se redime):

≥ 60% del nivel inicial: se devuelve el 100% del principal (más cualquier cupón final).
< 60%: el principal se reduce en proporción a la caída porcentual del subyacente; los inversores podrían perder hasta toda su inversión.

만기 시 원금 상환 (자동상환되지 않은 경우):

초기 수준의 60% 이상: 원금 100% 반환(최종 쿠폰 포함).
60% 미만: 기초자산 하락률에 1:1 비례해 원금이 감소하며, 투자자는 투자금 전액 손실 가능성이 있습니다.

Remboursement du capital à l’échéance (si non appelé) :

≥ 60 % du niveau initial : 100 % du capital remboursé (plus tout coupon final).
< 60 % : le capital est réduit proportionnellement à la baisse du sous-jacent ; les investisseurs peuvent perdre jusqu’à la totalité de leur investissement.

Kapitalrückzahlung bei Fälligkeit (falls nicht zurückgerufen):

≥ 60 % des Anfangsniveaus: 100 % Kapitalrückzahlung (plus etwaiger Schlusskupon).
< 60 %: Das Kapital wird entsprechend dem prozentualen Rückgang des Basiswerts reduziert; Investoren können bis zu ihrem gesamten Investment verlieren.

07/02/2025 - 05:29 PM

SEC Form 4

FORM 4

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP

Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934
or Section 30(h) of the Investment Company Act of 1940

OMB APPROVAL

OMB Number:			3235-0287
Estimated average burden
hours per response:			0.5

Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).

Check this box to indicate that a transaction was made pursuant to a contract, instruction or written plan for the purchase or sale of equity securities of the issuer that is intended to satisfy the affirmative defense conditions of Rule 10b5-1(c). See Instruction 10.

1. Name and Address of Reporting Person^*

Lewnes Ann

(Last)

(First)

(Middle)

C/O MONGODB, INC.

1633 BROADWAY, 38TH FLOOR

(Street)

NEW YORK

10019

(City)

(State)

(Zip)

2. Issuer Name and Ticker or Trading Symbol
MongoDB, Inc. [ MDB ]

5. Relationship of Reporting Person(s) to Issuer
(Check all applicable)

X	Director	10% Owner
	Officer (give title below)	Other (specify below)

3. Date of Earliest Transaction (Month/Day/Year)
06/30/2025

4. If Amendment, Date of Original Filed (Month/Day/Year)

6. Individual or Joint/Group Filing (Check Applicable Line)

X	Form filed by One Reporting Person
	Form filed by More than One Reporting Person

Table I - Non-Derivative Securities Acquired, Disposed of, or Beneficially Owned
1. Title of Security (Instr. 3)	2. Transaction Date (Month/Day/Year)	2A. Deemed Execution Date, if any (Month/Day/Year)	3. Transaction Code (Instr. 8)		4. Securities Acquired (A) or Disposed Of (D) (Instr. 3, 4 and 5)			5. Amount of Securities Beneficially Owned Following Reported Transaction(s) (Instr. 3 and 4)	6. Ownership Form: Direct (D) or Indirect (I) (Instr. 4)	7. Nature of Indirect Beneficial Ownership (Instr. 4)
1. Title of Security (Instr. 3)	2. Transaction Date (Month/Day/Year)	2A. Deemed Execution Date, if any (Month/Day/Year)	Code	V	Amount	(A) or (D)	Price		6. Ownership Form: Direct (D) or Indirect (I) (Instr. 4)	7. Nature of Indirect Beneficial Ownership (Instr. 4)
Class A Common Stock	06/30/2025		A		1,130⁽¹⁾	A	$0	2,275	D
Class A Common Stock	06/30/2025		A		253⁽²⁾	A	$0	2,528	D

Table II - Derivative Securities Acquired, Disposed of, or Beneficially Owned (e.g., puts, calls, warrants, options, convertible securities)
1. Title of Derivative Security (Instr. 3)	2. Conversion or Exercise Price of Derivative Security	3. Transaction Date (Month/Day/Year)	3A. Deemed Execution Date, if any (Month/Day/Year)	4. Transaction Code (Instr. 8)		5. Number of Derivative Securities Acquired (A) or Disposed of (D) (Instr. 3, 4 and 5)		6. Date Exercisable and Expiration Date (Month/Day/Year)		7. Title and Amount of Securities Underlying Derivative Security (Instr. 3 and 4)		8. Price of Derivative Security (Instr. 5)	9. Number of derivative Securities Beneficially Owned Following Reported Transaction(s) (Instr. 4)	10. Ownership Form: Direct (D) or Indirect (I) (Instr. 4)	11. Nature of Indirect Beneficial Ownership (Instr. 4)
1. Title of Derivative Security (Instr. 3)	2. Conversion or Exercise Price of Derivative Security	3. Transaction Date (Month/Day/Year)	3A. Deemed Execution Date, if any (Month/Day/Year)	Code	V	(A)	(D)	Date Exercisable	Expiration Date	Title	Amount or Number of Shares	8. Price of Derivative Security (Instr. 5)		10. Ownership Form: Direct (D) or Indirect (I) (Instr. 4)	11. Nature of Indirect Beneficial Ownership (Instr. 4)

Explanation of Responses:

1. Represents restricted stock units issued to the Reporting Person pursuant to the annual equity grant under the Issuer's non-employee director compensation policy. Each restricted stock unit represents a contingent right to receive one share of Class A common stock of the Issuer and has no expiration date. The shares underlying the restricted stock unit award shall vest in full on the earlier of (i) the first anniversary of the grant date and (ii) the date of the Issuer's 2026 annual stockholders' meeting, subject to the Reporting Person providing continuous service to the Issuer through such date.

2. Represents fully vested shares issued to the Reporting Person who elected to receive stock in lieu of cash for services as a director under the Issuer's non-employee director compensation policy. The number of shares was calculated based on the 30-day volume-weighted average share price as of the date immediately prior to the date of issuance and the amount of fees owed to the Reporting Person.

Remarks:

	/s/ Gahee Lee, Attorney in Fact	07/02/2025
	** Signature of Reporting Person	Date
Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
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FAQ

What coupon rate do Citigroup's 424B2 notes (CUSIP 17331JEC2) pay?

They offer a 4.25 % quarterly contingent coupon, equivalent to 17 % per annum, payable only when the index closes ≥ 60 % of its initial level on the relevant valuation date.

When can the securities be automatically called by Citigroup (C)?

Starting 30 Dec 2025 and at each subsequent quarterly valuation date, the notes are called if the index is ≥ its initial level, returning $1,000 + coupon.

How can investors lose principal at maturity?

If not called and the index ends below 60 % of its initial value, repayment equals $1,000 × (index performance), exposing holders to full downside without a floor.

Is there a secondary market for these Citigroup contingent coupon notes?

The notes will not be listed; CGMI may provide bid indications but can halt at any time, so investors should be prepared to hold to maturity.

Why is the estimated value ($946) lower than the $1,000 issue price?

The difference reflects structuring, hedging costs and dealer profit; it represents an initial 5.4 % economic drag for investors.

[Form 4] MongoDB, Inc. Insider Trading Activity

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FAQ

What coupon rate do Citigroup's 424B2 notes (CUSIP 17331JEC2) pay?

When can the securities be automatically called by Citigroup (C)?

How can investors lose principal at maturity?

Is there a secondary market for these Citigroup contingent coupon notes?

Why is the estimated value ($946) lower than the $1,000 issue price?

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[Form 4] MongoDB, Inc. Insider Trading Activity

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Financial Analyst negative

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FAQ

What coupon rate do Citigroup's 424B2 notes (CUSIP 17331JEC2) pay?

When can the securities be automatically called by Citigroup (C)?

How can investors lose principal at maturity?

Is there a secondary market for these Citigroup contingent coupon notes?

Why is the estimated value ($946) lower than the $1,000 issue price?

NASDAQ:MDB

MDB Rankings

MDB Latest News

MDB Latest SEC Filings

MDB Stock Data