-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CexLom9dUNG1lX+YWm8XHtjHfYw64pribo4XcUkgU9+6REkI4T4LBjSGBw9aC73L hWtnb494l9YzKwsqCjjXmw== 0000020405-00-000041.txt : 20000331 0000020405-00-000041.hdr.sgml : 20000331 ACCESSION NUMBER: 0000020405-00-000041 CONFORMED SUBMISSION TYPE: 10-K PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 19991231 FILED AS OF DATE: 20000330 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CITICORP MORTGAGE SECURITIES INC CENTRAL INDEX KEY: 0000811785 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 132614988 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 10-K SEC ACT: SEC FILE NUMBER: 000-16107 FILM NUMBER: 585260 BUSINESS ADDRESS: STREET 1: 12855 NORTH OUTER FORTY DR CITY: ST LOUIS STATE: MO ZIP: 63141 BUSINESS PHONE: 3148516305 MAIL ADDRESS: STREET 1: CITIGROUP INC CORPORATE LAW DEPT STREET 2: 425 PARK AVENUE 2ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10043 10-K 1 FORM 10-K FOR THER YEAR ENDED 12/31/99 SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-K (Mark One) [X] Annual Report Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 [ ] Transition Report Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 (No Fee Required) For the Fiscal Year Ended December 31, 1999 Commission file numbers: 333-43167 333-72459 Citicorp Mortgage Securities, Inc. (Issuer in respect of the REMIC Pass-Through Certificates Series 1999-1 through 1999-8) (the "Certificates") -------------------- (Exact name of Registrant as specified in its charter) Delaware 13-3408713 ------------------------------- ---------------- (State or other jurisdiction of (I.R.S. Employer incorporation or organization) Identification No.) 12855 North Outer Forty Drive St. Louis, Missouri 63141 ------------------------------- ---------- (Address of principal executive (Zip Code) offices) Registrant's telephone number, including area code: (314) 851-6305. -------------- Securities registered pursuant to Section 12(b) of the Act: NONE Securities registered pursuant to Section 12(g) of the Act: Certificates Indicate by check mark whether the Registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the Registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes X No ----- ----- Indicate by check mark if disclosure of delinquent filers pursuant to Item 405 of Regulation S-K (ss. 229.405 of this chapter) is not contained herein, and will not be contained, to the best of Registrant's knowledge, in definitive proxy or information statements incorporated by reference in Part III of this Form 10-K or any amendment to this Form 10-K. [x] State the aggregate market value of the voting stock held by non-affiliates of the Registrant. The aggregate market value shall be computed by reference to the price at which the stock was sold, or the average bid and asked priced of such stock, as of a specified date within 60 days prior to the date of filing. (See definition of affiliate in Rule 405). NOT APPLICABLE PART I Item 1. Business Omitted pursuant to an exemptive order dated July 10, 1987 (the "Exemptive Order"). Item 2. Properties The Annual Statement of Compliance for the Registrant's REMIC Pass-Through Certificates Series 1999-1 through 1999-8 is included as Exhibit 99(a)(1) hereto. Item 3. Legal Proceedings. The Registrant knows of no material pending legal proceedings involving either the trusts evidenced by the Certificates, the Registrant, the custodians (as to each trust, Citicorp Mortgage, Inc. ("CMI")), the subservicer (as to each trust, CMI), or the trustee (as to the trust for Series 1999-1, 1999-3, 1999-5 and 1999-7, The Bank of New York, and as to the trust for Series 1999-2 and 1999-4, 1999-6 and 1999-8, State Street Bank and Trust Company) with respect to each such trust, other than routine litigation incidental to the business of the Registrant or each such custodian, subservicer or trustee. Item 4. Submission of Matters to a Vote of Security-Holders. None. PART II Item 5. Market for Registrant's Common Equity and Related Stockholder Matters. (a) To the best of Registrant's knowledge, there is no established public trading market for the Certificates. (b) As of December 31, 1999, the number of holders of the Certificates was as follows: Number of Series Holders ------ --------- 1999-1 29 1999-2 11 1999-3 21 1999-4 48 1999-5 21 1999-6 15 1999-7 19 1999-8 15 (c) Omitted pursuant to the Exemptive Order. Item 6. Selected Financial Data. Omitted pursuant to the Exemptive Order. Item 7. Management's Discussion and Analysis of Financial Condition and Results of Operation. Omitted pursuant to the Exemptive Order. Item 8. Financial Statements and Supplementary Data. In accordance with the Exemptive Order, the Annual Statement of Compliance and the Annual Independent Accountant's Servicing Reports for the Registrant's REMIC Pass-Through Certificates Series 1999-1 through 1999-8 are included herein as Exhibits 99(a)(1) and 99(a)(2), respectively. Item 9. Changes in and Disagreements with Accountants on Accounting and Financial Disclosure. None. PART III Item 10. Directors and Executive Officers of the Registrant. Omitted pursuant to the Exemptive Order. Item 11. Executive Compensation. Omitted pursuant to the Exemptive Order. Item 12. Security Ownership of Certain Beneficial Owners and Management. Omitted pursuant to the Exemptive Order. Item 13. Certain Relationships and Related Transactions. Omitted pursuant to the Exemptive Order. PART IV Item 14. Exhibits, Financial Statement Schedules, and Reports on Form 8-K. (a) Exhibits 1 The Registrant's Annual Statement of Compliance with respect to the Certificates as to which Citicorp Mortgage, Inc. ("CMI"), acts as subservicer. (Exhibit 99(a)(1)) 2 Annual Independent Auditors' Servicing Report with respect to the Certificates as to which CMI acts as subservicer.(Exhibit 99(a)(2)) (b) Current Reports on Form 8-K The Registrant filed the following Current Reports on Form 8-K during the fiscal year ended December 31, 1999:
Series Date of Report ------ -------------- CMSI 1999-1 March 24, 1999 and March 30, 1999 CMSI 1999-2 April 20, 1999 and April 29, 1999 CMSI 1999-3 May 24, 1999 and May 27, 1999 CMSI 1999-4 June 23, 1999 and June 28, 1999 CMSI 1999-5 August 23, 1999, August 24, 1999 and August 26, 1999 CMSI 1999-6 September 21, 1999, September 23, 1999 and September 28, 1999 CMSI 1999-7 October 21, 1999 and October 28, 1999 CMSI 1999-8 October 19, 1999 and October 27, 1998
The above Reports set forth under Item 2 thereof are the "Detailed Description of the Mortgage Pool and the Mortgaged Properties" relating to the Series of Certificates to which such Reports relate. The above Reports set forth under Item 5 thereof are the Computational Materials (as defined in the no-action letter dated May 20, 1994 issued by the Securities and Exchange Commission to Kidder Peabody Acceptance Corporation-I, Kidder Peabody & Co. Incorporated and Kidder Structured Asset Corporation) and/or Structural Term Sheets (as defined in the no-action letter dated February 17, 1995 issued by the Securities and Exchange Commission to the Public Securities Association) that are required to be filed pursuant to such letters. SIGNATURES Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. CITICORP MORTGAGE SECURITIES, INC. (Registrant) By:/s/ Michael J. Tarpley ------------------------ Name: Michael J. Tarpley Title: Assistant Secretary Dated: March 30, 2000 Pursuant to the requirements of the Securities Exchange Act of 1934, this report has been signed below on March 30, 2000 by the following persons on behalf of the Registrant in the capacities indicated. Signature Capacity --------- -------- /s/ Jerome A. Cipponeri President and a Director ------------------------- (Principal Executive Officer) (Jerome A. Cipponeri) /s/ Charles Wainhouse Director ------------------------- (Charles Wainhouse) /s/ David Lowman Director ------------------------- (David Lowman) /s/ Daniel P. Hoffman Senior Vice President, Chief Financial ------------------------- Officer (Principal Financial Officer (Daniel P. Hoffman) and Principal Accounting Officer) EXHIBIT INDEX Exhibit No. 99(a)(1) The Registrant's Annual Statement of Compliance with respect to the Registrant's REMIC Pass-Through Certificates as to which CMI acts as subservicer. 99(a)(2) Annual Independent Auditors' Servicing Report with respect to the Registrant's Mortgage Pass-Through Certificates and REMIC Pass-Through Certificates as to which CMI acts as subservicer. EX-99.(A)(1) 2 REGISTRANT'S ANNUAL STATEMENT OF COMPLIANCE EXHIBIT 99(a)(1) [LETTERHEAD OF CITICORP MORTGAGE, INC.] OFFICER'S CERTIFICATE ANNUAL STATEMENT OF COMPLIANCE Citicorp Mortgage Securities, Inc. REMIC Pass-Through Certificates Per The Attached List --------------------- Patsy M. Barker, Vice President of Citicorp Mortgage, Inc. ("CMI"), and William S. Felts, Vice President of Citicorp Mortgage, Inc. ("CMI") pursuant to the Subservicing Agreements (the "Subservicing Agreements") under which Citicorp Mortgage Securities, Inc. has delegated duties required to be performed by it under the Pooling and Servicing Agreements (the "Pooling Agreements") relating to the above-referenced Certificates to CMI, hereby certify that: (A) A review of the activities of CMI during the preceding calendar year and of its performance as subservicer under the Subservicing Agreements and Pooling Agreements has been made under my supervision; and (B) To the best of my knowledge, based on such review, CMI has fulfilled all of its obligations as subservicer under the Subservicing Agreements and Pooling Agreements throughout the preceding calendar year. IN WITNESS WHEREOF, I have executed this Certificate as of March 30, 2000. By:/s/ Patsy M. Barker ---------------------- Name: Patsy M. Barker Title: Vice President By:/s/ William S. Felts ---------------------- Name: William S. Felts Title: Vice President Exhibit I CITICORP MORTGAGE SECURITIES, INC. AND SUBSIDIARIES (An Indirect Wholly Owned Subsidiary of Citigroup) Mortgage Pass-Through Certificates December 31, 1999 Citibank, N.A. Series 1983-B Citibank, N.A. Series 1985-K Citibank, N.A. Series 1986-J Citibank, N.A. Series 1986-P Citibank, N.A. Series 1986-S Citibank, N.A. Series 1987-A Citibank, N.A. Series 1987-B Citibank, N.A. Series 1987-D Citibank, N.A. Series 1987-F Citibank, N.A. Series 1989Co/op Citicorp Mortgage Securities, Inc. Series 1987-1 Citicorp Mortgage Securities, Inc. Series 1987-3 Citicorp Mortgage Securities, Inc. Series 1987-10 Citicorp Mortgage Securities, Inc. Citibank, N.A. Series 1987-13A Citicorp Mortgage Securities, Inc. Citibank, N.A. Series 1987-20A Citicorp Mortgage Securities Inc. Citicorp Mortgage, Inc. Series 1988-1A Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1988-6A Citibank, N.A. Series 1988-6B Citicorp Mortgage Securities, Inc. Series 1988-8 Citicorp Mortgage Securities, Inc. Series 1988-11 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1988-13A Citibank, N.A. Series 1988-13B Citicorp Savings of Illinois, A Federal S&L Assoc. Series 1988-13C Exhibit I Cont. Citicorp Mortgage Securities, Inc. Series 1988-15 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1988-16A Citibank, N.A. Series 1988-16B Citicorp Savings of Florida, A Federal S&L Assoc. Series 1988-16C Citicorp Mortgage Securities, Inc. Series 1988-17 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1988-18A Citibank, N.A. Series 1988-18B Citicorp Mortgage Securities, Inc. Series 1988-20 Citicorp Mortgage Securities, Inc. Series 1989-1 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-5A Citibank, N.A. Series 1989-5B Citicorp Mortgage Securities, Inc. Series 1989-6 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-8A Citibank, N.A. Series 1989-8B Citicorp Mortgage Securities, Inc. Series 1989-9 Citicorp Mortgage Securities, Inc. Series 1989-12 Citicorp Mortgage Securities, Inc. Series 1989-13 Citicorp Mortgage Securities,Inc. Series 1989-16 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-A1 Citibank, N.A. Series 1989-A2 Citicorp Savings of Florida, A Federal S&L Assoc. Series 1989-A3 2 Exhibit I Cont. Citicorp Savings of Illinois, A Federal S&L Assoc. Series 1989-A4 Citicorp Mortgage Securities, Inc. Series 1989-19 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-C1 Citibank, N.A. Series 1989-C2 Citicorp Savings of Illinois, A Federal S&L Assoc. Series 1989-C3 Citicorp Savings of California, A Federal S&L Assoc. Series 1989-C4 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-D1 Citibank, N.A. Series 1989-D2 Citicorp Savings of California, A Federal S&L Assoc. Series 1989-D3 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-5A Citibank, N.A. Series 1990-5B Citibank, Federal Savings Bank Series 1990-5C Citibank Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-7A Citibank, N.A. Series 1990-7B Citibank, Federal Savings Bank Series 1990-7C Citibank, Federal Savings Bank Series 1990-7D Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-8A Citibank, N.A. Series 1990-8B Citibank, Federal Savings Bank Series 1990-8C Citibank, Federal Savings Bank Series 1990-8D Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-9A Citibank, N.A. Series 1990-9B Citibank, Federal Savings Bank Series 1990-9C Citibank, Federal Savings Bank Series 1990-9D Citicorp Mortgage Securities, Inc. 3 Exhibit I Cont. Citicorp Mortgage, Inc. Series 1990-11A Citibank, N.A. Series 1990-11B Citibank, Federal Savings Bank Series 1990-11C Citibank, Federal Savings Bank Series 1990-11D Citibank, Federal Savings Bank Series 1990-11E Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-12A Citibank, N.A. Series 1990-12B Citibank, Federal Savings Bank Series 1990-12C Citicorp Mortgage Securities, Inc. Series 1990-14 Citicorp Mortgage Securities, Inc. Series 1990-16 Citicorp Mortgage Securities, Inc. Series 1990-17 Citicorp Mortgage Securities, Inc. Series 1990-18 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-B1 Citibank, N.A. Series 1990-B2 Citibank, Federal Savings Bank Series 1990-B3 Citicorp Mortgage Trust III Citicorp Mortgage, Inc. Series 1990-IIIA Citibank, N.A. Series 1990-IIIB Citicorp Savings of California, A Federal S&L Assoc. Series 1990-IIIC Citicorp Mortgage Trust IV Citicorp Mortgage, Inc. Series 1990-IVA Citibank, N.A. Series 1990-IVB Citibank, Federal Savings Bank Series 1990-IVC Citibank, Federal Savings Bank Series 1990-IVD Citibank, Federal Savings Bank Series 1990-IVE Citicorp Mortgage Securities, Inc. Series 1991-4 Citicorp Mortgage Securities, Inc. Series 1991-5 Citicorp Mortgage Securities, Inc. Series 1991-6 Citicorp Mortgage Securities, Inc. Series 1991-7 Citicorp Mortgage Securities, Inc. Series 1991-9 Citicorp Mortgage Securities, Inc. Series 1991-13 4 Exhibit I Cont. Citicorp Mortgage Securities, Inc. Series 1991-14 Citicorp Mortgage Securities, Inc. Series 1991-16 Citicorp Mortgage Securities, Inc. Series 1991-17 Citicorp Mortgage Securities, Inc. Series 1991-A Citicorp Mortgage Securities, Inc. Series 1992-1 Citicorp Mortgage Securities, Inc. Series 1992-3 Citicorp Mortgage Securities, Inc. Series 1992-4 Citicorp Mortgage Securities, Inc. Series 1992-5 Citicorp Mortgage Securities, Inc. Series 1992-7 Citicorp Mortgage Securities, Inc. Series 1992-8 Citicorp Mortgage Securities, Inc. Series 1992-9 Citicorp Mortgage Securities, Inc. Series 1992-10 Citicorp Mortgage Securities, Inc. Series 1992-11 Citicorp Mortgage Securities, Inc. Series 1992-12 Citicorp Mortgage Securities, Inc. Series 1992-13 Citicorp Mortgage Securities, Inc. Series 1992-14 Citicorp Mortgage Securities, Inc. Series 1992-15 Citicorp Mortgage Securities, Inc. Series 1992-16 Citicorp Mortgage Securities, Inc. Series 1992-17 Citicorp Mortgage Securities, Inc. Series 1992-18 Citicorp Mortgage Securities, Inc. Series 1992-19 Citicorp Mortgage Securities, Inc. Series 1992-20 Citicorp Mortgage Securities, Inc. Series 1993-1 Citicorp Mortgage Securities, Inc. Series 1993-2 Citicorp Mortgage Securities, Inc. Series 1993-3 Citicorp Mortgage Securities, Inc. Series 1993-4 Citicorp Mortgage Securities, Inc. Series 1993-5 Citicorp Mortgage Securities, Inc. Series 1993-6 Citicorp Mortgage Securities, Inc. Series 1993-7 Citicorp Mortgage Securities, Inc. Series 1993-8 Citicorp Mortgage Securities, Inc. Series 1993-9 Citicorp Mortgage Securities, Inc. Series 1993-10 Citicorp Mortgage Securities, Inc. Series 1993-11 Citicorp Mortgage Securities, Inc. Series 1993-12 Citicorp Mortgage Securities, Inc. Series 1993-13 Citicorp Mortgage Securities, Inc. Series 1993-14 5 Exhibit I Cont. Citicorp Mortgage Securities, Inc. Series 1994-1 Citicorp Mortgage Securities, Inc. Series 1994-2 Citicorp Mortgage Securities, Inc. Series 1994-3 Citicorp Mortgage Securities, Inc. Series 1994-4 Citicorp Mortgage Securities, Inc. Series 1994-5 Citicorp Mortgage Securities, Inc. Series 1994-6 Citicorp Mortgage Securities, Inc. Series 1994-7 Citicorp Mortgage Securities, Inc. Series 1994-8 Citicorp Mortgage Securities, Inc. Series 1994-9 Citicorp Mortgage Securities, Inc. Series 1994-10 Citicorp Mortgage Securities, Inc. Series 1994-11 Citicorp Mortgage Securities, Inc. Series 1994-12 Citicorp Mortgage Securities, Inc. Series 1994-13 Citicorp Mortgage Securities, Inc. Series 1995-1 Citicorp Mortgage Securities, Inc. Series 1995-2 Citicorp Mortgage Securities, Inc. Series 1995-3 Citicorp Mortgage Securities, Inc. Series 1996-1 Citicorp Mortgage Securities, Inc. Series 1997-1 Citicorp Mortgage Securities, Inc. Series 1997-2 Citicorp Mortgage Securities, Inc. Series 1997-3 Citicorp Mortgage Securities, Inc. Series 1997-4 Citicorp Mortgage Securities, Inc. Series 1997-5 Citicorp Mortgage Securities, Inc. Series 1997-6 Citicorp Mortgage Securities, Inc. Series 1997-7 Citicorp Mortgage Securities, Inc. Series 1998-1 Citicorp Mortgage Securities, Inc. Series 1998-2 Citicorp Mortgage Securities, Inc. Series 1998-3 Citicorp Mortgage Securities, Inc. Series 1998-4 Citicorp Mortgage Securities, Inc. Series 1998-5 Citicorp Mortgage Securities, Inc. Series 1998-6 Citicorp Mortgage Securities, Inc. Series 1998-7 Citicorp Mortgage Securities, Inc. Series 1998-8 Citicorp Mortgage Securities, Inc. Series 1998-9 Citicorp Mortgage Securities, Inc. Series 1998-10 Citicorp Mortgage Securities, Inc. Series 1999-1 6 Exhibit I Cont. Citicorp Mortgage Securities, Inc. Series 1999-2 Citicorp Mortgage Securities, Inc. Series 1999-3 Citicorp Mortgage Securities, Inc. Series 1999-4 Citicorp Mortgage Securities, Inc. Series 1999-5 Citicorp Mortgage Securities, Inc. Series 1999-6 Citicorp Mortgage Securities, Inc. Series 1999-7 Citicorp Mortgage Securities, Inc. Series 1999-8 7 EX-99.(A)(2) 3 ANNUAL INDEPENDENT AUDITORS' SERVICING REPORT Exhibit 99(a)(2) [LETTERHEAD OF KPMG LLP] Independent Auditors' Report The Board of Directors Citicorp Mortgage, Inc. 12855 North Outer Forty Drive St. Louis, Missouri 63141 Bank One Trust Company, NA 1080 Oliver Road Monroe, Louisiana 71201 Citibank, N.A. 399 Park Avenue New York, New York 10043 We have audited the consolidated financial statements of Citicorp Mortgage, Inc. (an indirect wholly owned subsidiary of Citigroup) and subsidiaries (the Company) as of and for the year ended December 31, 1999, and have issued our report thereon dated March 10, 2000. We conducted our audit in accordance with generally accepted auditing standards. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. In connection with our audit, we noted no instances of noncompliance that are required to be reported herein under the requirements applicable to HUD-approved Title II non-supervised mortgagees and, as specified in the Consolidated Audit Guide for Audits of HUD Programs (the Guide), issued by the U.S. Department of Housing and Urban Development, Office of the Inspector General in August 1997 insofar as they relate to accounting matters related to the Mortgage Pass-Thru Certificates referred to in Exhibit I. However, our audit was not directed primarily toward obtaining knowledge of such noncompliance. This report is intended for the information and use of the Board of Directors, management of the Company, Bankers Trust Company, State Street Bank and Trust Company, and The Bank of New York and is not intended to be and should not be used by anyone other than those specified parties. /s/ KPMG LLP ------------ March 10, 2000 Exhibit I CITICORP MORTGAGE INC. AND SUBSIDIARIES (An Indirect Wholly Owned Subsidiary of Citigroup) Mortgage Pass-Through Certificates December 31, 1999 Citibank, N.A. Series 1983-B Citibank, N.A. Series 1985-K Citibank, N.A. Series 1986-J Citibank, N.A. Series 1986-P Citibank, N.A. Series 1986-S Citibank, N.A. Series 1987-A Citibank, N.A. Series 1987-B Citibank, N.A. Series 1987-D Citibank, N.A. Series 1987-E Citibank, N.A. Series 1987-F Citibank, N.A. Series 1989Co/op Citicorp Mortgage Securities, Inc. Series 1987-1 Citicorp Mortgage Securities, Inc. Series 1987-3 Citicorp Mortgage Securities, Inc. Series 1987-10 Citicorp Mortgage Securities, Inc. Citibank, N.A. Series 1987-13A Citicorp Mortgage Securities, Inc. Citibank, N.A. Series 1987-20A Citicorp Mortgage Securities Inc. Citicorp Mortgage, Inc. Series 1988-1A Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1988-6A Citibank, N.A. Series 1988-6B Citicorp Mortgage Securities, Inc. Series 1988-8 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1988-10A Citibank, N.A. Series 1988-10B Citicorp Savings of Florida, A Federal S&L Assoc. Series 1988-10C Citicorp Mortgage Securities, Inc. Series 1988-11 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1988-13A Citibank, N.A. Series 1988-13B Citicorp Savings of Illinois, A Federal S&L Assoc. Series 1988-13C Citicorp Mortgage Securities, Inc. Series 1988-15 Exhibit I Cont. Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1988-16A Citibank, N.A. Series 1988-16B Citicorp Savings of Florida, A Federal S&L Assoc. Series 1988-16C Citicorp Mortgage Securities, Inc. Series 1988-17 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1988-18A Citibank, N.A. Series 1988-18B Citicorp Mortgage Securities, Inc. Series 1988-20 Citicorp Mortgage Securities, Inc. Series 1989-1 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-5A Citibank, N.A. Series 1989-5B Citicorp Mortgage Securities, Inc. Series 1989-6 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-8A Citibank, N.A. Series 1989-8B Citicorp Mortgage Securities, Inc. Series 1989-12 Citicorp Mortgage Securities, Inc. Series 1989-13 Citicorp Mortgage Securities,Inc. Series 1989-16 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-A1 Citibank, N.A. Series 1989-A2 Citicorp Savings of Florida, A Federal S&L Assoc. Series 1989-A3 Citicorp Savings of Illinois, A Federal S&L Assoc. Series 1989-A4 Citicorp Mortgage Securities, Inc. Series 1989-19 2 Exhibit I Cont. Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-C1 Citibank, N.A. Series 1989-C2 Citicorp Savings of Illinois, A Federal S&L Assoc. Series 1989-C3 Citicorp Savings of California, A Federal S&L Assoc. Series 1989-C4 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1989-D1 Citibank, N.A. Series 1989-D2 Citicorp Savings of California, A Federal S&L Assoc. Series 1989-D3 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-5A Citibank, N.A. Series 1990-5B Citibank, Federal Savings Bank Series 1990-5C Citibank Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-7A Citibank, N.A. Series 1990-7B Citibank, Federal Savings Bank Series 1990-7C Citibank, Federal Savings Bank Series 1990-7D Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-8A Citibank, N.A. Series 1990-8B Citibank, Federal Savings Bank Series 1990-8C Citibank, Federal Savings Bank Series 1990-8D Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-9A Citibank, N.A. Series 1990-9B Citibank, Federal Savings Bank Series 1990-9C Citibank, Federal Savings Bank Series 1990-9D Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-11A Citibank, N.A. Series 1990-11B Citibank, Federal Savings Bank Series 1990-11C Citibank, Federal Savings Bank Series 1990-11D Citibank, Federal Savings Bank Series 1990-11E 3 Exhibit I Cont. Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-12A Citibank, N.A. Series 1990-12B Citibank, Federal Savings Bank Series 1990-12C Citicorp Mortgage Securities, Inc. Series 1990-14 Citicorp Mortgage Securities, Inc. Series 1990-16 Citicorp Mortgage Securities, Inc. Series 1990-17 Citicorp Mortgage Securities, Inc. Series 1990-18 Citicorp Mortgage Securities, Inc. Citicorp Mortgage, Inc. Series 1990-B1 Citibank, N.A. Series 1990-B2 Citibank, Federal Savings Bank Series 1990-B3 Citicorp Mortgage Trust III Citicorp Mortgage, Inc. Series 1990-IIIA Citibank, N.A. Series 1990-IIIB Citicorp Savings of California, A Federal S&L Assoc. Series 1990-IIIC Citicorp Mortgage Trust IV Citicorp Mortgage, Inc. Series 1990-IVA Citibank, N.A. Series 1990-IVB Citibank, Federal Savings Bank Series 1990-IVC Citibank, Federal Savings Bank Series 1990-IVD Citibank, Federal Savings Bank Series 1990-IVE Citicorp Mortgage Securities, Inc. Series 1991-4 Citicorp Mortgage Securities, Inc. Series 1991-5 Citicorp Mortgage Securities, Inc. Series 1991-6 Citicorp Mortgage Securities, Inc. Series 1991-7 Citicorp Mortgage Securities, Inc. Series 1991-9 Citicorp Mortgage Securities, Inc. Series 1991-13 Citicorp Mortgage Securities, Inc. Series 1991-14 Citicorp Mortgage Securities, Inc. Series 1991-16 Citicorp Mortgage Securities, Inc. Series 1991-17 Citicorp Mortgage Securities, Inc. Series 1991-A Citicorp Mortgage Securities, Inc. Series 1992-1 Citicorp Mortgage Securities, Inc. Series 1992-3 4 Exhibit I Cont. Citicorp Mortgage Securities, Inc. Series 1992-4 Citicorp Mortgage Securities, Inc. Series 1992-5 Citicorp Mortgage Securities, Inc. Series 1992-7 Citicorp Mortgage Securities, Inc. Series 1992-8 Citicorp Mortgage Securities, Inc. Series 1992-9 Citicorp Mortgage Securities, Inc. Series 1992-10 Citicorp Mortgage Securities, Inc. Series 1992-11 Citicorp Mortgage Securities, Inc. Series 1992-12 Citicorp Mortgage Securities, Inc. Series 1992-13 Citicorp Mortgage Securities, Inc. Series 1992-14 Citicorp Mortgage Securities, Inc. Series 1992-15 Citicorp Mortgage Securities, Inc. Series 1992-16 Citicorp Mortgage Securities, Inc. Series 1992-17 Citicorp Mortgage Securities, Inc. Series 1992-18 Citicorp Mortgage Securities, Inc. Series 1992-19 Citicorp Mortgage Securities, Inc. Series 1992-20 Citicorp Mortgage Securities, Inc. Series 1993-1 Citicorp Mortgage Securities, Inc. Series 1993-2 Citicorp Mortgage Securities, Inc. Series 1993-3 Citicorp Mortgage Securities, Inc. Series 1993-4 Citicorp Mortgage Securities, Inc. Series 1993-5 Citicorp Mortgage Securities, Inc. Series 1993-6 Citicorp Mortgage Securities, Inc. Series 1993-7 Citicorp Mortgage Securities, Inc. Series 1993-8 Citicorp Mortgage Securities, Inc. Series 1993-9 Citicorp Mortgage Securities, Inc. Series 1993-10 Citicorp Mortgage Securities, Inc. Series 1993-11 Citicorp Mortgage Securities, Inc. Series 1993-12 Citicorp Mortgage Securities, Inc. Series 1993-13 Citicorp Mortgage Securities, Inc. Series 1993-14 Citicorp Mortgage Securities, Inc. Series 1994-1 Citicorp Mortgage Securities, Inc. Series 1994-2 Citicorp Mortgage Securities, Inc. Series 1994-3 Citicorp Mortgage Securities, Inc. Series 1994-4 Citicorp Mortgage Securities, Inc. Series 1994-5 Citicorp Mortgage Securities, Inc. Series 1994-6 Citicorp Mortgage Securities, Inc. Series 1994-7 Citicorp Mortgage Securities, Inc. Series 1994-8 Citicorp Mortgage Securities, Inc. Series 1994-9 Citicorp Mortgage Securities, Inc. Series 1994-10 5 Exhibit I Cont. Citicorp Mortgage Securities, Inc. Series 1994-11 Citicorp Mortgage Securities, Inc. Series 1994-12 Citicorp Mortgage Securities, Inc. Series 1994-13 Citicorp Mortgage Securities, Inc. Series 1995-1 Citicorp Mortgage Securities, Inc. Series 1995-2 Citicorp Mortgage Securities, Inc. Series 1995-3 Citicorp Mortgage Securities, Inc. Series 1996-1 Citicorp Mortgage Securities, Inc. Series 1997-1 Citicorp Mortgage Securities, Inc. Series 1997-2 Citicorp Mortgage Securities, Inc. Series 1997-3 Citicorp Mortgage Securities, Inc. Series 1997-4 Citicorp Mortgage Securities, Inc. Series 1997-5 Citicorp Mortgage Securities, Inc. Series 1997-6 Citicorp Mortgage Securities, Inc. Series 1997-7 Citicorp Mortgage Securities, Inc. Series 1998-1 Citicorp Mortgage Securities, Inc. Series 1998-2 Citicorp Mortgage Securities, Inc. Series 1998-3 Citicorp Mortgage Securities, Inc. Series 1998-4 Citicorp Mortgage Securities, Inc. Series 1998-5 Citicorp Mortgage Securities, Inc. Series 1998-6 Citicorp Mortgage Securities, Inc. Series 1998-7 Citicorp Mortgage Securities, Inc. Series 1998-8 Citicorp Mortgage Securities, Inc. Series 1998-9 Citicorp Mortgage Securities, Inc. Series 1998-10 Citicorp Mortgage Securities, Inc. Series 1999-1 Citicorp Mortgage Securities, Inc. Series 1999-2 Citicorp Mortgage Securities, Inc. Series 1999-3 Citicorp Mortgage Securities, Inc. Series 1999-4 Citicorp Mortgage Securities, Inc. Series 1999-5 Citicorp Mortgage Securities, Inc. Series 1999-6 Citicorp Mortgage Securities, Inc. Series 1999-7 Citicorp Mortgage Securities, Inc. Series 1999-8 6 -----END PRIVACY-ENHANCED MESSAGE-----